MRCI Online
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| ScenarioSM Study for October RBOB Gasoline(NYM) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 30 | 31 | 33 | 35 | 38 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 12 | 15 | 18 | 18 | 21 | 28 | 29 | 22 | 22 | 24 | 22 | |
| Exceeded High | 10 | 14 | 17 | 17 | 20 | 26 | 22 | 19 | 21 | 22 | 17 | |
| Scenario Percentage | 83% | 93% | 94% | 94% | 95% | 93% | 76% | 86% | 95% | 92% | 77% | |
| Avg Max Increase | 8.27% | 9.95% | 10.11% | 12.08% | 11.75% | 11.18% | 12.38% | 8.57% | 11.76% | 15.45% | 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 | 21 | 18 | 18 | 17 | 19 | 17 | 15 | 19 | 17 | 15 | 17 | |
| Avg Max Decline | -1.36% | -1.94% | -1.59% | -3.22% | -2.18% | -2.50% | -2.52% | -3.21% | -3.77% | -3.03% | -1.92% | |
| 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 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
