MRCI Online
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| ScenarioSM Study for August RBOB Gasoline(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 26 | 27 | 28 | 31 | 31 | 33 | 33 | 33 | 33 | 33 | |
| Closed Higher | 9 | 11 | 15 | 13 | 17 | 18 | 18 | 25 | 23 | 19 | 15 | |
| Exceeded High | 6 | 9 | 10 | 12 | 16 | 15 | 18 | 22 | 20 | 15 | 10 | |
| Scenario Percentage | 67% | 82% | 67% | 92% | 94% | 83% | 100% | 88% | 87% | 79% | 67% | |
| Avg Max Increase | 10.08% | 8.12% | 7.71% | 9.91% | 9.02% | 14.32% | 12.22% | 10.95% | 10.47% | 9.67% | 9.15% | |
| Max Increase | 27.22% | 17.17% | 13.02% | 20.89% | 20.34% | 33.07% | 26.78% | 30.63% | 41.22% | 16.94% | 18.79% | |
| Avg Days To Max Increase | 20 | 15 | 24 | 17 | 19 | 20 | 19 | 15 | 16 | 17 | 16 | |
| Avg Max Decline | -0.47% | -1.17% | -1.99% | -0.90% | -1.10% | -2.99% | -2.83% | -2.65% | -2.60% | -5.15% | -1.96% | |
| Max Decline | -2.71% | -6.20% | -7.66% | -7.68% | -7.85% | -16.59% | -13.61% | -7.23% | -12.59% | -12.28% | -4.69% | |
| Avg Days to Max Decline | 4 | 5 | 12 | 7 | 8 | 9 | 9 | 6 | 7 | 11 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | No | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
