MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of Sep 16, 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 | 17 | 26 | 29 | 30 | 34 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 11 | 14 | 13 | 17 | 18 | 21 | 24 | 19 | 28 | 28 | 21 | |
| Exceeded High | 9 | 10 | 11 | 12 | 16 | 20 | 21 | 19 | 24 | 24 | 13 | |
| Scenario Percentage | 82% | 71% | 85% | 71% | 89% | 95% | 88% | 100% | 86% | 86% | 62% | |
| Avg Max Increase | 5.44% | 6.70% | 8.07% | 8.01% | 11.62% | 10.77% | 14.69% | 15.04% | 12.95% | 13.34% | 8.14% | |
| Max Increase | 12.65% | 13.21% | 17.64% | 13.11% | 21.01% | 28.47% | 37.05% | 30.89% | 33.66% | 64.48% | 23.21% | |
| Avg Days To Max Increase | 20 | 16 | 15 | 22 | 17 | 18 | 19 | 21 | 17 | 14 | 18 | |
| Avg Max Decline | -2.43% | -1.93% | -0.99% | -1.90% | -1.25% | -1.45% | -3.77% | -2.70% | -3.23% | -2.30% | -2.69% | |
| Max Decline | -12.09% | -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 | 9 | 9 | 4 | 10 | 5 | 8 | 9 | 10 | 5 | 6 | 7 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | 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.
