MRCI Online
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| ScenarioSM Study for July RBOB Gasoline(NYM) as of May 13, 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 | 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 | 12 | |
| Scenario Percentage | 82% | 71% | 85% | 72% | 89% | 95% | 84% | 100% | 86% | 86% | 57% | |
| Avg Max Increase | 5.44% | 6.70% | 8.07% | 7.88% | 11.37% | 10.57% | 14.69% | 15.04% | 12.73% | 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 | 20 | 16 | 15 | 21 | 18 | 19 | 19 | 21 | 16 | 14 | 16 | |
| Avg Max Decline | -2.43% | -1.93% | -0.99% | -1.63% | -1.87% | -1.75% | -3.77% | -2.70% | -3.04% | -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 | 9 | 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 | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
