MRCI Online
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| ScenarioSM Study for October RBOB Gasoline(NYM) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 12 | 22 | 23 | 25 | 27 | 30 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 7 | 10 | 12 | 12 | 17 | 23 | 23 | 17 | 16 | 20 | 19 | |
| Exceeded High | 6 | 9 | 11 | 11 | 16 | 21 | 18 | 15 | 15 | 19 | 15 | |
| Scenario Percentage | 86% | 90% | 92% | 92% | 94% | 91% | 78% | 88% | 94% | 95% | 79% | |
| Avg Max Increase | 7.25% | 9.37% | 9.32% | 10.42% | 10.84% | 10.41% | 9.35% | 7.64% | 12.71% | 16.72% | 10.34% | |
| Max Increase | 11.40% | 20.39% | 19.77% | 21.39% | 23.01% | 29.75% | 39.07% | 13.59% | 55.16% | 77.28% | 23.35% | |
| Avg Days To Max Increase | 21 | 19 | 19 | 18 | 19 | 16 | 15 | 18 | 17 | 15 | 17 | |
| Avg Max Decline | -1.24% | -1.30% | -1.11% | -2.74% | -2.56% | -2.75% | -2.36% | -2.97% | -3.77% | -2.08% | -1.63% | |
| Max Decline | -3.21% | -7.74% | -7.27% | -16.80% | -14.34% | -9.22% | -9.97% | -6.60% | -16.43% | -11.37% | -5.71% | |
| Avg Days to Max Decline | 15 | 10 | 9 | 9 | 11 | 6 | 9 | 11 | 12 | 9 | 5 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
