MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 25 | 28 | 29 | 33 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 10 | 14 | 12 | 16 | 18 | 20 | 23 | 18 | 27 | 27 | 20 | |
| Exceeded High | 8 | 10 | 10 | 12 | 16 | 19 | 20 | 18 | 23 | 23 | 12 | |
| Scenario Percentage | 80% | 71% | 83% | 75% | 89% | 95% | 87% | 100% | 85% | 85% | 60% | |
| Avg Max Increase | 5.70% | 6.70% | 7.94% | 8.01% | 11.62% | 9.84% | 13.57% | 14.44% | 12.05% | 12.69% | 7.95% | |
| Max Increase | 12.65% | 13.21% | 17.64% | 13.11% | 21.01% | 27.36% | 32.57% | 30.89% | 32.29% | 64.48% | 23.21% | |
| Avg Days To Max Increase | 18 | 16 | 14 | 22 | 17 | 18 | 20 | 22 | 16 | 14 | 19 | |
| Avg Max Decline | -1.23% | -1.93% | -1.09% | -1.90% | -1.25% | -1.50% | -3.90% | -2.89% | -3.23% | -2.28% | -2.96% | |
| Max Decline | -7.41% | -3.52% | -6.49% | -7.78% | -8.06% | -8.15% | -17.05% | -13.80% | -13.26% | -9.95% | -6.34% | |
| Avg Days to Max Decline | 7 | 9 | 5 | 10 | 5 | 8 | 10 | 11 | 5 | 6 | 7 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | No | Yes | 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.
