MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 7 | 16 | 19 | 20 | 24 | 27 | 27 | 27 | 27 | 27 | 27 | |
| Closed Higher | 5 | 7 | 8 | 11 | 12 | 15 | 19 | 14 | 22 | 20 | 13 | |
| Exceeded High | 4 | 6 | 7 | 7 | 10 | 14 | 17 | 14 | 19 | 17 | 7 | |
| Scenario Percentage | 80% | 86% | 88% | 64% | 83% | 93% | 89% | 100% | 86% | 85% | 54% | |
| Avg Max Increase | 3.70% | 5.33% | 8.38% | 7.78% | 12.20% | 10.42% | 13.08% | 15.93% | 11.81% | 11.18% | 7.12% | |
| Max Increase | 4.39% | 10.73% | 17.64% | 12.61% | 21.01% | 21.50% | 32.57% | 30.89% | 32.29% | 43.55% | 12.35% | |
| Avg Days To Max Increase | 14 | 15 | 17 | 22 | 16 | 19 | 20 | 21 | 15 | 11 | 14 | |
| Avg Max Decline | -1.22% | -2.01% | -1.35% | -1.51% | -1.09% | -1.31% | -4.49% | -2.10% | -3.30% | -1.42% | -2.32% | |
| Max Decline | -7.41% | -3.52% | -6.49% | -3.35% | -8.06% | -8.15% | -17.05% | -6.69% | -13.26% | -3.89% | -6.00% | |
| Avg Days to Max Decline | 8 | 14 | 6 | 14 | 5 | 10 | 11 | 8 | 6 | 4 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
