MRCI Online
|
| ScenarioSM Study for October RBOB Gasoline(NYM) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 15 | 25 | 26 | 28 | 30 | 33 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 9 | 12 | 14 | 14 | 18 | 25 | 25 | 19 | 18 | 22 | 21 | |
| Exceeded High | 8 | 11 | 13 | 13 | 17 | 23 | 19 | 16 | 17 | 20 | 17 | |
| Scenario Percentage | 89% | 92% | 93% | 93% | 94% | 92% | 76% | 84% | 94% | 91% | 81% | |
| Avg Max Increase | 7.97% | 9.49% | 8.40% | 10.21% | 11.02% | 10.57% | 9.27% | 7.62% | 11.61% | 16.60% | 9.49% | |
| 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 | 19 | 19 | 17 | 15 | 19 | 17 | 14 | 17 | |
| Avg Max Decline | -2.06% | -1.22% | -1.16% | -3.09% | -2.54% | -2.66% | -2.40% | -3.49% | -3.66% | -2.33% | -1.92% | |
| 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 | 8 | 10 | 6 | 8 | 12 | 11 | 9 | 5 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | No | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
