MRCI's ScenarioSM Study

ScenarioSM Study for December 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	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Tested Years		18	29	31	33	35	37	37	37	37	37	37
Closed Higher		10	13	18	22	24	18	18	24	20	21	19
Exceeded High		9	12	17	20	21	14	17	22	17	17	10
Scenario Percentage		90%	92%	94%	91%	88%	78%	94%	92%	85%	81%	53%
Avg Max Increase		10.12%	12.77%	9.60%	10.02%	8.85%	8.89%	9.53%	11.52%	10.83%	9.85%	7.84%
Max Increase		25.77%	28.25%	21.85%	27.32%	35.93%	17.44%	33.82%	68.80%	31.54%	21.87%	16.31%
Avg Days To Max Increase		19	16	19	15	16	21	18	18	19	13	15
Avg Max Decline		-1.39%	-3.12%	-2.72%	-2.91%	-2.07%	-3.05%	-3.44%	-3.19%	-3.56%	-2.44%	-1.53%
Max Decline		-7.37%	-17.20%	-14.07%	-9.08%	-8.98%	-10.81%	-15.76%	-14.68%	-13.09%	-14.62%	-4.35%
Avg Days to Max Decline		6	7	10	5	7	16	11	9	10	6	4
2021 Contract Condition		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes		Yes	Yes
Action		Yes	Yes	Yes	Yes	Yes	Yes	Yes	Yes		Yes	Not Yet

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Tested Years		18	29	31	33	35	37	37	37	37	37	37
Closed Lower		8	15	13	11	11	19	19	13	17	16	18
Penetrated Low		4	10	5	6	6	12	12	10	8	14	14
Scenario Percentage		50%	67%	38%	55%	55%	63%	63%	77%	47%	88%	78%
Avg Max Decline		18.66%	11.88%	19.10%	9.13%	9.48%	9.32%	9.84%	9.68%	17.72%	13.77%	12.86%
Max Decline		26.89%	52.63%	50.59%	20.10%	22.73%	17.58%	32.26%	25.87%	50.85%	59.61%	34.02%
Avg Days To Max Decline		11	14	20	15	19	16	17	17	16	13	18
Avg Max Increase		-2.61%	-1.90%	-3.22%	-3.42%	-3.29%	-1.04%	-2.57%	-2.89%	-1.38%	-3.11%	-3.64%
Max Increase		-4.70%	-7.38%	-6.98%	-14.20%	-6.97%	-3.88%	-8.91%	-15.40%	-3.78%	-10.07%	-15.19%
Avg Days to Max Increase		7	8	11	10	9	6	8	12	7	8	3
2021 Contract Condition										Yes
Action										No
High	127.05	135.58	146.59	169.33	183.03	184.47	194.56	207.63	211.09	209.51	218.14	246.84
Low	102.93	122.75	131.74	142.26	160.55	166.57	178.90	191.77	185.95	179.41	198.19	214.09
Close/Last	125.60	134.63	142.71	164.85	169.48	180.41	191.53	202.53	210.28	202.23	215.61	236.97