MRCI Online
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| ScenarioSM Study for December RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 11 | 22 | 24 | 26 | 28 | 30 | 30 | 30 | 30 | 30 | 30 | |
| Closed Higher | 6 | 10 | 15 | 18 | 19 | 13 | 14 | 20 | 16 | 16 | 15 | |
| Exceeded High | 5 | 9 | 14 | 16 | 17 | 10 | 13 | 18 | 14 | 13 | 7 | |
| Scenario Percentage | 83% | 90% | 93% | 89% | 89% | 77% | 93% | 90% | 88% | 81% | 47% | |
| Avg Max Increase | 10.77% | 11.94% | 9.59% | 8.98% | 8.91% | 8.63% | 10.57% | 12.33% | 10.39% | 9.05% | 8.04% | |
| Max Increase | 17.43% | 22.03% | 21.85% | 27.32% | 35.93% | 15.46% | 33.82% | 68.80% | 31.54% | 21.87% | 16.31% | |
| Avg Days To Max Increase | 22 | 14 | 17 | 13 | 16 | 20 | 18 | 17 | 19 | 14 | 13 | |
| Avg Max Decline | -1.42% | -2.99% | -1.94% | -2.89% | -1.75% | -2.44% | -3.21% | -1.87% | -3.57% | -2.74% | -1.80% | |
| Max Decline | -7.37% | -17.20% | -5.42% | -9.08% | -8.98% | -5.66% | -15.76% | -9.35% | -13.09% | -14.62% | -4.35% | |
| Avg Days to Max Decline | 8 | 7 | 10 | 5 | 8 | 15 | 10 | 8 | 11 | 4 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
