MRCI Online
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| ScenarioSM Study for September RBOB Gasoline(NYM) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 28 | 30 | 33 | 33 | 34 | 35 | 36 | 36 | 36 | 36 | |
| Closed Higher | 8 | 15 | 14 | 18 | 18 | 20 | 27 | 27 | 20 | 18 | 21 | |
| Exceeded High | 8 | 10 | 13 | 17 | 16 | 18 | 24 | 23 | 17 | 16 | 18 | |
| Scenario Percentage | 100% | 67% | 93% | 94% | 89% | 90% | 89% | 85% | 85% | 89% | 86% | |
| Avg Max Increase | 7.28% | 8.36% | 9.64% | 8.49% | 12.50% | 12.01% | 10.90% | 11.45% | 8.29% | 13.62% | 15.12% | |
| Max Increase | 16.67% | 13.18% | 20.78% | 19.30% | 30.40% | 23.87% | 29.60% | 56.49% | 19.80% | 59.71% | 77.71% | |
| Avg Days To Max Increase | 17 | 26 | 16 | 18 | 19 | 19 | 16 | 16 | 17 | 16 | 20 | |
| Avg Max Decline | -0.89% | -2.05% | -0.97% | -1.14% | -3.34% | -2.24% | -2.92% | -2.58% | -4.30% | -4.07% | -2.08% | |
| Max Decline | -2.63% | -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 | 5 | 10 | 7 | 10 | 9 | 8 | 6 | 7 | 11 | 11 | 5 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
