MRCI Online
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| ScenarioSM Study for November RBOB Gasoline(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 14 | 23 | 25 | 27 | 31 | 32 | 32 | 33 | 33 | 33 | 33 | |
| Closed Higher | 8 | 12 | 11 | 17 | 22 | 23 | 15 | 14 | 21 | 20 | 16 | |
| Exceeded High | 7 | 10 | 10 | 17 | 20 | 20 | 13 | 13 | 19 | 19 | 12 | |
| Scenario Percentage | 88% | 83% | 91% | 100% | 91% | 87% | 87% | 93% | 90% | 95% | 75% | |
| Avg Max Increase | 10.64% | 8.76% | 10.94% | 9.58% | 9.97% | 8.58% | 7.54% | 11.58% | 13.34% | 11.03% | 8.05% | |
| Max Increase | 20.71% | 17.79% | 21.12% | 21.93% | 28.31% | 37.88% | 14.84% | 40.62% | 71.91% | 29.31% | 15.24% | |
| Avg Days To Max Increase | 16 | 17 | 18 | 18 | 16 | 15 | 20 | 18 | 18 | 20 | 19 | |
| Avg Max Decline | -0.63% | -1.04% | -3.03% | -2.32% | -2.81% | -2.12% | -3.07% | -3.26% | -2.25% | -4.37% | -2.25% | |
| Max Decline | -7.75% | -7.21% | -16.67% | -14.14% | -9.73% | -9.50% | -11.14% | -16.10% | -9.62% | -14.50% | -5.70% | |
| Avg Days to Max Decline | 9 | 9 | 9 | 10 | 5 | 7 | 11 | 10 | 8 | 13 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
