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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   17 29 31 34 34 35 36 37 37 37 37
Closed Higher   8 15 15 19 19 21 28 28 21 19 22
Exceeded High   8 10 14 18 17 19 25 24 18 17 19
Scenario Percentage   100% 67% 93% 95% 89% 90% 89% 86% 86% 89% 86%
Avg Max Increase   7.28% 8.36% 10.30% 9.51% 13.36% 12.00% 11.05% 11.51% 8.46% 13.21% 14.40%
Max Increase   16.67% 13.18% 20.78% 26.77% 30.40% 23.87% 29.60% 56.49% 19.80% 59.71% 77.71%
Avg Days To Max Increase   17 26 17 18 18 20 16 16 18 17 20
Avg Max Decline   -0.89% -2.05% -1.01% -1.18% -3.15% -2.25% -2.86% -2.52% -4.19% -4.41% -2.71%
Max Decline   -2.63% -7.54% -7.53% -7.48% -16.73% -13.47% -9.33% -10.88% -12.09% -15.86% -14.12%
Avg Days to Max Decline   5 10 7 9 9 8 6 7 13 13 6
2021 Contract Condition       Yes Yes Yes Yes Yes Yes Yes Yes Yes
Action       Yes Yes Yes Yes Yes Yes Yes Yes Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   17 29 31 34 34 35 36 37 37 37 37
Closed Lower   9 14 16 15 15 14 8 9 16 18 15
Penetrated Low   8 12 13 9 9 6 6 7 12 10 9
Scenario Percentage   89% 86% 81% 60% 60% 43% 75% 78% 75% 56% 60%
Avg Max Decline   12.60% 13.87% 13.06% 15.17% 16.88% 16.72% 8.97% 8.78% 10.04% 9.91% 10.67%
Max Decline   48.31% 38.42% 26.77% 38.53% 58.49% 54.12% 18.42% 21.11% 19.59% 20.50% 23.81%
Avg Days To Max Decline   9 15 20 14 16 16 10 17 18 16 17
Avg Max Increase   -1.14% -1.46% -0.88% -1.78% -1.31% -3.85% -4.23% -3.44% -1.73% -3.06% -1.62%
Max Increase   -6.16% -5.28% -6.80% -5.91% -6.86% -8.64% -16.58% -7.50% -9.98% -9.82% -5.05%
Avg Days to Max Increase   4 4 6 5 6 12 9 17 8 6 4
2021 Contract Condition   Yes Yes                  
Action   Yes Yes                  
High 138.00 136.53 132.77 139.26 148.95 163.63 188.29 202.67 205.27 215.70 227.15 234.48
Low 131.05 124.60 115.55 115.00 135.69 145.80 159.19 179.51 185.73 199.26 209.25 205.71
Close/Last 135.62 130.84 117.46 137.65 148.53 159.30 183.73 188.44 201.30 210.61 222.34 233.47

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.