MRCI Online
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| ScenarioSM Study for April RBOB Gasoline(NYM) as of May 17, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 18 | 28 | 31 | 34 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 14 | 14 | 19 | 23 | 21 | 17 | 20 | 20 | 23 | 25 | 20 | |
| Exceeded High | 12 | 11 | 18 | 19 | 17 | 15 | 13 | 17 | 23 | 19 | 18 | |
| Scenario Percentage | 86% | 79% | 95% | 83% | 81% | 88% | 65% | 85% | 100% | 76% | 90% | |
| Avg Max Increase | 13.00% | 9.20% | 8.54% | 9.66% | 8.04% | 7.66% | 9.76% | 13.61% | 12.29% | 16.71% | 11.28% | |
| Max Increase | 35.19% | 14.66% | 27.24% | 54.45% | 28.85% | 18.46% | 17.20% | 27.12% | 33.52% | 46.23% | 32.66% | |
| Avg Days To Max Increase | 16 | 19 | 20 | 18 | 15 | 16 | 22 | 18 | 18 | 16 | 18 | |
| Avg Max Decline | -0.74% | -2.14% | -2.39% | -1.82% | -1.44% | -2.24% | -1.84% | -1.89% | -2.12% | -3.15% | -2.43% | |
| Max Decline | -5.74% | -11.05% | -11.95% | -12.80% | -8.21% | -9.33% | -5.20% | -8.51% | -9.66% | -17.22% | -9.62% | |
| Avg Days to Max Decline | 4 | 7 | 11 | 9 | 8 | 5 | 14 | 5 | 8 | 4 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
