MRCI Online
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| 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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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
