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ScenarioSM Study for July RBOB Gasoline(NYM) as of Oct 06, 2023 | ||||||||||||
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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 | 18 | 27 | 30 | 31 | 35 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 11 | 14 | 13 | 18 | 19 | 22 | 25 | 19 | 29 | 28 | 21 | |
Exceeded High | 9 | 10 | 11 | 13 | 17 | 21 | 21 | 19 | 25 | 24 | 13 | |
Scenario Percentage | 82% | 71% | 85% | 72% | 89% | 95% | 84% | 100% | 86% | 86% | 62% | |
Avg Max Increase | 5.44% | 6.70% | 8.07% | 7.88% | 11.37% | 10.57% | 14.69% | 15.04% | 12.73% | 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 | 21 | 18 | 19 | 19 | 21 | 16 | 14 | 18 | |
Avg Max Decline | -2.43% | -1.93% | -0.99% | -1.63% | -1.87% | -1.75% | -3.77% | -2.70% | -3.04% | -2.30% | -2.69% | |
Max Decline | -12.09% | -3.52% | -6.49% | -7.78% | -11.81% | -8.15% | -17.05% | -13.80% | -13.26% | -9.95% | -6.34% | |
Avg Days to Max Decline | 9 | 9 | 4 | 9 | 6 | 8 | 9 | 10 | 5 | 6 | 7 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Yes |
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