MRCI's ScenarioSM Study

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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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low 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 Lower		6	12	15	13	16	16	13	18	9	9	16
Penetrated Low		5	7	12	11	14	9	8	10	5	7	13
Scenario Percentage		83%	58%	80%	85%	88%	56%	62%	56%	56%	78%	81%
Avg Max Decline		10.34%	14.33%	12.64%	14.49%	11.57%	15.28%	20.34%	14.01%	9.42%	9.12%	9.39%
Max Decline		23.47%	44.50%	49.69%	39.46%	27.20%	39.30%	65.38%	60.95%	15.58%	17.72%	25.46%
Avg Days To Max Decline		18	19	14	16	17	15	15	14	4	14	17
Avg Max Increase		-0.29%	-1.18%	-0.70%	-1.67%	-1.37%	-2.66%	-1.87%	-3.37%	-1.64%	-3.21%	-1.43%
Max Increase		-3.70%	-8.90%	-6.35%	-4.82%	-6.52%	-5.94%	-6.87%	-9.55%	-4.71%	-7.51%	-5.48%
Avg Days to Max Increase		8	7	9	4	9	8	8	15	3	10	6
2022 Contract Condition			Yes			Yes
Action			No			Yes
High	214.13	216.91	215.02	223.62	242.56	237.70	234.58	259.35	293.17	352.31	343.02	404.67
Low	203.75	197.61	190.15	205.50	221.86	200.10	197.10	227.10	253.70	275.60	292.83	328.12
Close/Last	211.14	216.29	208.96	221.77	233.82	203.07	228.21	257.06	279.97	302.77	337.44	391.62