|
ScenarioSM Study for September 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 14 | 26 | 28 | 31 | 31 | 32 | 33 | 34 | 34 | 34 | 34 | |
Closed Higher | 6 | 14 | 13 | 17 | 17 | 19 | 26 | 25 | 19 | 16 | 20 | |
Exceeded High | 6 | 9 | 12 | 16 | 15 | 17 | 23 | 22 | 16 | 14 | 18 | |
Scenario Percentage | 100% | 64% | 92% | 94% | 88% | 89% | 88% | 88% | 84% | 88% | 90% | |
Avg Max Increase | 7.66% | 7.98% | 9.35% | 8.63% | 12.28% | 11.83% | 10.92% | 9.41% | 7.57% | 13.60% | 15.12% | |
Max Increase | 16.67% | 13.18% | 20.78% | 19.30% | 30.40% | 23.87% | 29.60% | 39.34% | 13.06% | 59.71% | 77.71% | |
Avg Days To Max Increase | 17 | 26 | 17 | 18 | 19 | 19 | 16 | 16 | 17 | 16 | 20 | |
Avg Max Decline | -0.76% | -2.29% | -1.00% | -1.07% | -3.55% | -2.25% | -3.07% | -2.44% | -4.40% | -4.17% | -2.08% | |
Max Decline | -1.81% | -7.54% | -7.53% | -7.48% | -16.73% | -13.47% | -9.33% | -10.88% | -12.09% | -15.86% | -8.58% | |
Avg Days to Max Decline | 6 | 11 | 8 | 10 | 9 | 9 | 6 | 7 | 12 | 10 | 5 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No |
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 |