|
ScenarioSM Study for August RBOB Gasoline(NYM) as of Jan 01, 2009 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 6 | 16 | 17 | 18 | 21 | 21 | 23 | 23 | 23 | 23 | 23 | |
Closed Higher | 4 | 8 | 8 | 7 | 12 | 13 | 13 | 18 | 16 | 13 | 11 | |
Exceeded High | 3 | 6 | 5 | 6 | 11 | 11 | 13 | 17 | 13 | 11 | 10 | |
Scenario Percentage | 75% | 75% | 63% | 86% | 92% | 85% | 100% | 94% | 81% | 85% | 91% | |
Avg Max Increase | 11.78% | 8.37% | 6.98% | 11.60% | 8.93% | 15.24% | 13.97% | 9.79% | 10.80% | 10.60% | 9.15% | |
Max Increase | 27.22% | 17.17% | 11.02% | 20.89% | 20.34% | 33.07% | 26.78% | 24.96% | 35.06% | 16.94% | 18.79% | |
Avg Days To Max Increase | 19 | 17 | 24 | 13 | 19 | 18 | 17 | 15 | 17 | 16 | 16 | |
Avg Max Decline | 0.64% | -1.50% | -0.99% | 0.27% | -0.89% | -2.30% | -2.06% | -2.51% | -2.23% | -5.11% | -1.96% | |
Max Decline | -2.71% | -6.20% | -2.70% | -1.00% | -7.85% | -8.53% | -6.78% | -7.23% | -12.59% | -11.35% | -4.69% | |
Avg Days to Max Decline | 6 | 4 | 15 | 6 | 9 | 10 | 6 | 6 | 8 | 12 | 4 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |