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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July RBOB Gasoline(NYM) as of Dec 06, 2024
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   19 28 31 32 36 39 39 39 39 39 39
Closed Higher   12 15 13 18 19 22 26 20 30 29 21
Exceeded High   10 11 11 13 17 21 22 20 26 24 12
Scenario Percentage   83% 73% 85% 72% 89% 95% 85% 100% 87% 83% 57%
Avg Max Increase   5.52% 6.65% 8.07% 7.88% 11.37% 10.57% 14.52% 14.90% 12.44% 13.34% 8.57%
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   19 16 15 21 18 19 19 21 16 14 16
Avg Max Decline   -2.44% -1.73% -0.99% -1.63% -1.87% -1.75% -3.79% -2.63% -2.97% -2.30% -2.33%
Max Decline   -12.09% -3.52% -6.49% -7.78% -11.81% -8.15% -17.05% -13.80% -13.26% -9.95% -6.00%
Avg Days to Max Decline   10 9 4 9 6 8 9 10 5 6 4
2024 Contract Condition   Yes Yes         Yes Yes Yes Yes  
Action   Yes Yes         Yes Yes Yes No  
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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   19 28 31 32 36 39 39 39 39 39 39
Closed Lower   7 13 17 14 17 17 13 19 9 10 18
Penetrated Low   6 8 13 12 15 9 8 11 5 8 14
Scenario Percentage   86% 62% 76% 86% 88% 53% 62% 58% 56% 80% 78%
Avg Max Decline   11.08% 13.46% 12.33% 14.02% 11.27% 15.28% 20.34% 13.72% 9.42% 9.36% 9.03%
Max Decline   23.47% 44.50% 49.69% 39.46% 27.20% 39.30% 65.38% 60.95% 15.58% 17.72% 24.83%
Avg Days To Max Decline   19 20 14 15 16 15 15 15 4 13 16
Avg Max Increase   -0.15% -1.42% -0.77% -1.68% -1.34% -2.66% -1.87% -3.60% -1.64% -2.93% -1.39%
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   7 8 10 4 8 8 8 14 3 9 5
2024 Contract Condition       Yes Yes Yes Yes         Yes
Action       Yes Yes Yes No         Yes
High 225.91 248.92 253.02 264.52 251.03 244.17 239.13 248.70 253.50 266.92 278.06 264.56
Low 213.36 219.57 242.64 247.16 231.02 226.19 218.68 221.58 230.34 244.36 258.98 238.78
Close/Last 223.89 248.92 249.17 247.27 239.85 235.25 227.54 240.53 249.54 264.59 265.41 241.74

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