MRCI Online
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| ScenarioSM Study for October RBOB Gasoline(NYM) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 24 | 25 | 27 | 29 | 32 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 9 | 12 | 14 | 13 | 17 | 24 | 24 | 19 | 17 | 21 | 21 | |
| Exceeded High | 8 | 11 | 13 | 12 | 16 | 22 | 19 | 16 | 16 | 20 | 17 | |
| Scenario Percentage | 89% | 92% | 93% | 92% | 94% | 92% | 79% | 84% | 94% | 95% | 81% | |
| Avg Max Increase | 7.97% | 9.49% | 8.40% | 9.72% | 10.84% | 10.61% | 9.27% | 7.62% | 11.98% | 15.97% | 8.70% | |
| Max Increase | 13.05% | 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 | 23 | 18 | 18 | 18 | 19 | 16 | 15 | 19 | 17 | 13 | 15 | |
| Avg Max Decline | -2.06% | -1.22% | -1.16% | -3.33% | -2.56% | -2.80% | -2.40% | -3.49% | -3.72% | -2.33% | -1.90% | |
| Max Decline | -7.93% | -7.74% | -7.27% | -16.80% | -14.34% | -9.22% | -9.97% | -11.36% | -16.43% | -11.37% | -5.71% | |
| Avg Days to Max Decline | 13 | 9 | 8 | 9 | 11 | 6 | 8 | 12 | 11 | 9 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
