MRCI Online
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| ScenarioSM Study for October RBOB Gasoline(NYM) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 29 | 30 | 32 | 34 | 37 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 12 | 15 | 18 | 17 | 20 | 27 | 28 | 22 | 21 | 24 | 22 | |
| Exceeded High | 10 | 14 | 17 | 16 | 19 | 25 | 22 | 19 | 20 | 22 | 17 | |
| Scenario Percentage | 83% | 93% | 94% | 94% | 95% | 93% | 79% | 86% | 95% | 92% | 77% | |
| Avg Max Increase | 8.27% | 9.95% | 10.11% | 12.35% | 11.69% | 11.40% | 12.38% | 8.57% | 12.13% | 15.27% | 9.28% | |
| 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 | 21 | 18 | 18 | 17 | 19 | 18 | 15 | 19 | 17 | 14 | 16 | |
| Avg Max Decline | -1.36% | -1.94% | -1.59% | -3.14% | -2.25% | -2.56% | -2.52% | -3.21% | -3.98% | -3.03% | -1.90% | |
| Max Decline | -7.93% | -11.48% | -7.61% | -16.80% | -14.34% | -9.22% | -9.97% | -11.36% | -16.43% | -14.72% | -5.71% | |
| Avg Days to Max Decline | 11 | 8 | 7 | 7 | 9 | 6 | 8 | 12 | 13 | 9 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
