MRCI Online
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| ScenarioSM Study for November RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 27 | 29 | 31 | 35 | 36 | 36 | 37 | 37 | 37 | 37 | |
| Closed Higher | 11 | 15 | 14 | 19 | 25 | 27 | 18 | 18 | 24 | 22 | 19 | |
| Exceeded High | 10 | 13 | 13 | 19 | 23 | 23 | 15 | 17 | 22 | 20 | 14 | |
| Scenario Percentage | 91% | 87% | 93% | 100% | 92% | 85% | 83% | 94% | 92% | 91% | 74% | |
| Avg Max Increase | 11.37% | 9.53% | 11.91% | 9.89% | 10.37% | 10.79% | 8.48% | 10.37% | 12.58% | 10.55% | 7.76% | |
| Max Increase | 20.71% | 25.98% | 27.59% | 21.93% | 28.31% | 53.40% | 18.65% | 40.62% | 71.91% | 29.31% | 15.94% | |
| Avg Days To Max Increase | 17 | 17 | 18 | 19 | 17 | 16 | 21 | 18 | 19 | 17 | 17 | |
| Avg Max Decline | -0.79% | -1.11% | -3.06% | -2.31% | -2.65% | -2.26% | -3.01% | -3.50% | -3.32% | -4.32% | -2.00% | |
| Max Decline | -7.75% | -7.21% | -16.67% | -14.14% | -9.73% | -9.50% | -11.14% | -16.10% | -14.72% | -14.50% | -5.70% | |
| Avg Days to Max Decline | 8 | 8 | 8 | 9 | 5 | 7 | 13 | 11 | 9 | 13 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | 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.
