MRCI's ScenarioSM Study

ScenarioSM Study for October RBOB Gasoline(NYM) as of Dec 07, 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		18	28	29	31	33	36	38	38	38	38	38
Closed Higher		11	14	17	16	20	27	28	22	20	23	22
Exceeded High		9	13	16	15	19	25	22	19	19	21	17
Scenario Percentage		82%	93%	94%	94%	95%	93%	79%	86%	95%	91%	77%
Avg Max Increase		8.48%	10.37%	10.50%	12.92%	11.69%	11.40%	12.38%	8.57%	11.58%	15.92%	9.49%
Max Increase		13.05%	20.39%	26.91%	33.04%	23.14%	29.75%	57.39%	19.90%	55.16%	77.28%	23.35%
Avg Days To Max Increase		23	18	18	18	19	18	15	19	18	15	17
Avg Max Decline		-1.72%	-1.21%	-1.21%	-2.78%	-2.25%	-2.56%	-2.52%	-3.21%	-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	7	9	6	8	12	14	10	5
2022 Contract Condition		Yes		Yes	Yes	Yes	Yes	Yes	Yes
Action		No		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		18	28	29	31	33	36	38	38	38	38	38
Closed Lower		7	14	12	15	13	9	10	16	18	15	16
Penetrated Low		7	12	7	9	4	5	6	10	13	10	8
Scenario Percentage		100%	86%	58%	60%	31%	56%	60%	63%	72%	67%	50%
Avg Max Decline		18.21%	13.92%	14.06%	13.62%	20.26%	9.88%	9.88%	10.61%	11.84%	10.68%	10.45%
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	18	13	15	21	15	17	15	17	13	15
Avg Max Increase		-1.25%	-1.16%	-1.62%	-2.25%	-3.14%	-4.08%	-3.57%	-0.47%	-2.43%	-1.16%	-1.80%
Max Increase		-4.35%	-6.99%	-4.30%	-7.35%	-6.77%	-17.06%	-7.04%	-1.46%	-7.84%	-5.05%	-4.08%
Avg Days to Max Increase		6	6	5	5	20	12	16	4	6	3	4
2022 Contract Condition			Yes							Yes	Yes	Yes
Action			Yes							Yes	Yes	Yes
High	202.34	221.70	215.68	214.05	234.02	263.80	307.60	302.50	343.00	363.00	326.00	286.37
Low	190.09	207.34	182.08	179.50	207.30	228.30	247.10	266.00	284.60	307.40	265.23	241.30
Close/Last	202.34	212.45	184.55	207.87	231.21	249.79	269.81	292.49	330.57	310.64	286.52	243.08