MRCI Online
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| ScenarioSM Study for August RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 29 | 30 | 31 | 34 | 34 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 11 | 13 | 16 | 15 | 19 | 20 | 20 | 27 | 26 | 21 | 18 | |
| Exceeded High | 7 | 11 | 11 | 14 | 18 | 17 | 20 | 24 | 22 | 17 | 12 | |
| Scenario Percentage | 64% | 85% | 69% | 93% | 95% | 85% | 100% | 89% | 85% | 81% | 67% | |
| Avg Max Increase | 9.93% | 7.75% | 8.05% | 10.78% | 9.81% | 15.18% | 12.36% | 11.07% | 12.82% | 10.04% | 8.50% | |
| Max Increase | 27.22% | 17.17% | 13.02% | 20.89% | 26.64% | 33.07% | 26.78% | 30.63% | 60.45% | 21.49% | 18.79% | |
| Avg Days To Max Increase | 17 | 15 | 24 | 17 | 19 | 20 | 20 | 15 | 17 | 18 | 15 | |
| Avg Max Decline | -0.63% | -1.21% | -1.73% | -0.94% | -1.17% | -2.69% | -2.76% | -2.48% | -2.67% | -4.86% | -2.39% | |
| Max Decline | -2.71% | -6.20% | -7.66% | -7.68% | -7.85% | -16.59% | -13.61% | -7.23% | -12.59% | -12.28% | -7.35% | |
| Avg Days to Max Decline | 4 | 4 | 11 | 6 | 8 | 9 | 9 | 6 | 8 | 12 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
