MRCI Online
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| ScenarioSM Study for August RBOB Gasoline(NYM) as of Sep 16, 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 | 20 | 30 | 31 | 32 | 35 | 35 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 11 | 14 | 17 | 15 | 20 | 21 | 21 | 28 | 27 | 22 | 18 | |
| Exceeded High | 7 | 12 | 11 | 14 | 19 | 18 | 21 | 25 | 23 | 18 | 12 | |
| Scenario Percentage | 64% | 86% | 65% | 93% | 95% | 86% | 100% | 89% | 85% | 82% | 67% | |
| Avg Max Increase | 9.93% | 7.88% | 8.05% | 10.78% | 10.75% | 16.26% | 12.93% | 11.87% | 13.40% | 9.77% | 7.93% | |
| Max Increase | 27.22% | 17.17% | 13.02% | 20.89% | 27.60% | 34.59% | 26.78% | 30.96% | 60.45% | 21.49% | 18.79% | |
| Avg Days To Max Increase | 17 | 15 | 24 | 17 | 19 | 19 | 19 | 16 | 16 | 17 | 15 | |
| Avg Max Decline | -0.63% | -1.10% | -1.73% | -0.94% | -1.13% | -2.62% | -2.62% | -2.48% | -2.67% | -4.55% | -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 | 8 | 8 | 6 | 8 | 12 | 5 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | 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.
