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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 Dec 06, 2024
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   20 32 34 37 37 38 39 40 40 40 40
Closed Higher   9 17 16 21 22 23 30 30 22 21 23
Exceeded High   9 11 15 20 19 21 27 25 19 19 19
Scenario Percentage   100% 65% 94% 95% 86% 91% 90% 83% 86% 90% 83%
Avg Max Increase   7.50% 8.18% 9.99% 10.15% 14.17% 12.54% 11.49% 12.02% 8.53% 11.61% 12.91%
Max Increase   16.67% 13.18% 20.78% 26.77% 32.51% 23.87% 29.60% 56.49% 19.80% 38.03% 77.71%
Avg Days To Max Increase   17 24 17 19 18 19 16 16 17 15 19
Avg Max Decline   -0.73% -1.71% -1.69% -1.45% -3.12% -2.03% -2.77% -2.52% -3.94% -3.96% -2.30%
Max Decline   -2.63% -7.54% -11.27% -7.57% -16.73% -13.47% -9.33% -10.88% -12.09% -15.86% -8.58%
Avg Days to Max Decline   4 9 7 9 8 8 6 7 12 10 5
2024 Contract Condition           Yes Yes Yes Yes   Yes  
Action           Yes Yes Yes No   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   20 32 34 37 37 38 39 40 40 40 40
Closed Lower   11 15 18 16 15 15 9 10 18 19 17
Penetrated Low   9 13 15 9 9 7 7 8 13 11 11
Scenario Percentage   82% 87% 83% 56% 60% 47% 78% 80% 72% 58% 65%
Avg Max Decline   12.11% 13.45% 11.96% 15.17% 16.88% 15.89% 9.50% 8.97% 9.62% 10.81% 10.83%
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   10 15 18 14 16 16 9 15 16 16 18
Avg Max Increase   -1.13% -1.50% -1.09% -1.78% -1.31% -4.09% -4.66% -3.07% -1.66% -3.28% -1.51%
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 10 15 8 6 4
2024 Contract Condition   Yes Yes Yes Yes         Yes   Yes
Action   Yes Yes Yes No         Yes   Yes
High 245.54 254.02 242.02 236.83 232.21 238.52 243.17 254.23 265.96 253.12 252.25 258.10
Low 235.18 239.31 224.98 219.74 212.57 215.22 222.04 234.70 248.58 234.80 225.78 233.16
Close/Last 240.74 239.33 232.23 228.55 220.52 231.99 238.46 252.22 253.80 236.59 247.10 244.25

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