MRCI Online
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| ScenarioSM Study for August 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 21 | 31 | 32 | 33 | 36 | 36 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 11 | 14 | 18 | 16 | 21 | 22 | 21 | 28 | 27 | 22 | 19 | |
| Exceeded High | 7 | 12 | 12 | 15 | 20 | 18 | 21 | 25 | 23 | 18 | 13 | |
| Scenario Percentage | 64% | 86% | 67% | 94% | 95% | 82% | 100% | 89% | 85% | 82% | 68% | |
| Avg Max Increase | 9.93% | 7.88% | 7.89% | 10.49% | 10.50% | 16.26% | 12.93% | 11.87% | 13.40% | 10.44% | 9.41% | |
| Max Increase | 27.22% | 17.17% | 13.02% | 20.89% | 27.60% | 34.59% | 26.78% | 30.96% | 60.45% | 21.49% | 18.79% | |
| Avg Days To Max Increase | 17 | 15 | 23 | 18 | 19 | 19 | 19 | 16 | 16 | 17 | 18 | |
| Avg Max Decline | -0.63% | -1.10% | -1.44% | -1.65% | -1.45% | -2.62% | -2.62% | -2.48% | -2.67% | -4.55% | -2.46% | |
| Max Decline | -2.71% | -6.20% | -7.66% | -11.61% | -7.85% | -16.59% | -13.61% | -7.23% | -12.59% | -12.28% | -7.35% | |
| Avg Days to Max Decline | 4 | 4 | 10 | 6 | 7 | 8 | 8 | 6 | 8 | 12 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
