MRCI's ScenarioSM Study

ScenarioSM Study for October 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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		17	27	28	30	32	35	37	37	37	37	37
Closed Higher		10	14	16	15	19	26	27	21	20	23	22
Exceeded High		9	13	15	14	18	24	21	18	19	21	17
Scenario Percentage		90%	93%	94%	93%	95%	92%	78%	86%	95%	91%	77%
Avg Max Increase		8.48%	10.37%	9.40%	11.48%	11.06%	10.75%	11.82%	8.50%	11.58%	15.92%	9.49%
Max Increase		13.05%	20.39%	26.35%	28.07%	23.01%	29.75%	57.39%	19.90%	55.16%	77.28%	23.35%
Avg Days To Max Increase		23	18	18	18	20	17	16	20	18	15	17
Avg Max Decline		-1.72%	-1.21%	-1.27%	-2.89%	-2.53%	-2.61%	-2.52%	-3.39%	-4.05%	-2.92%	-1.92%
Max Decline		-7.93%	-7.74%	-7.27%	-16.80%	-14.34%	-9.22%	-9.97%	-11.36%	-16.43%	-14.72%	-5.71%
Avg Days to Max Decline		12	8	8	8	10	6	8	13	14	10	5
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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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years		17	27	28	30	32	35	37	37	37	37	37
Closed Lower		7	13	12	15	13	9	10	16	17	14	15
Penetrated Low		7	11	7	9	4	5	6	10	12	9	7
Scenario Percentage		100%	85%	58%	60%	31%	56%	60%	63%	71%	64%	47%
Avg Max Decline		18.21%	14.94%	14.06%	13.62%	20.26%	9.88%	9.88%	10.61%	10.96%	9.64%	11.11%
Max Decline		39.95%	28.37%	26.11%	57.16%	53.94%	20.02%	23.01%	17.41%	32.55%	21.88%	18.20%
Avg Days To Max Decline		14	19	13	15	21	15	17	15	16	14	16
Avg Max Increase		-1.25%	-0.91%	-1.62%	-2.25%	-3.14%	-4.08%	-3.57%	-0.47%	-2.22%	-1.29%	-1.48%
Max Increase		-4.35%	-6.99%	-4.30%	-7.35%	-6.77%	-17.06%	-7.04%	-1.46%	-7.84%	-5.05%	-3.71%
Avg Days to Max Increase		6	6	5	5	20	12	16	4	6	4	4
2021 Contract Condition		Yes										Yes
Action		Yes										Not Yet
High	126.97	124.94	130.15	139.79	151.71	176.15	189.50	191.60	201.55	214.86	220.49	221.17
Low	116.48	108.12	106.92	127.00	136.55	147.50	167.60	173.00	185.45	198.14	193.12	187.26
Close/Last	121.95	110.36	129.20	139.41	147.97	171.55	175.66	187.48	198.41	209.92	219.58	214.19