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ScenarioSM Study for July RBOB Gasoline(NYM) as of Jan 01, 2014 | ||||||||||||
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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 | 8 | 17 | 20 | 21 | 25 | 28 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 6 | 8 | 8 | 11 | 13 | 15 | 20 | 14 | 23 | 20 | 13 | |
Exceeded High | 5 | 7 | 7 | 7 | 11 | 14 | 18 | 14 | 19 | 17 | 7 | |
Scenario Percentage | 83% | 88% | 88% | 64% | 85% | 93% | 90% | 100% | 83% | 85% | 54% | |
Avg Max Increase | 5.49% | 4.86% | 8.38% | 7.78% | 11.79% | 10.42% | 12.61% | 15.93% | 11.81% | 11.18% | 7.12% | |
Max Increase | 12.65% | 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 | 17 | 19 | 20 | 21 | 15 | 11 | 14 | |
Avg Max Decline | -0.85% | -1.88% | -1.35% | -1.51% | -1.38% | -1.31% | -4.27% | -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 | 7 | 12 | 6 | 14 | 6 | 10 | 10 | 8 | 6 | 4 | 4 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | No |
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