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ScenarioSM Study for October RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
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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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