MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 9 | 18 | 21 | 22 | 26 | 29 | 29 | 29 | 29 | 29 | 29 | |
| Closed Higher | 7 | 9 | 8 | 12 | 14 | 16 | 20 | 15 | 23 | 21 | 14 | |
| Exceeded High | 6 | 7 | 7 | 8 | 12 | 15 | 18 | 15 | 19 | 18 | 9 | |
| Scenario Percentage | 86% | 78% | 88% | 67% | 86% | 94% | 90% | 100% | 83% | 86% | 64% | |
| Avg Max Increase | 5.22% | 4.86% | 8.38% | 7.70% | 11.17% | 9.86% | 12.61% | 15.13% | 11.81% | 10.98% | 6.54% | |
| 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 | 16 | 15 | 17 | 23 | 18 | 19 | 20 | 21 | 15 | 12 | 19 | |
| Avg Max Decline | -1.11% | -1.88% | -1.35% | -1.67% | -1.34% | -1.58% | -4.27% | -2.23% | -3.30% | -1.48% | -2.78% | |
| Max Decline | -7.41% | -3.52% | -6.49% | -3.35% | -8.06% | -8.15% | -17.05% | -6.69% | -13.26% | -3.89% | -6.34% | |
| Avg Days to Max Decline | 7 | 12 | 6 | 13 | 6 | 10 | 10 | 10 | 6 | 4 | 7 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
