MRCI Online
|
| ScenarioSM Study for November RBOB Gasoline(NYM) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 29 | 31 | 33 | 37 | 38 | 38 | 39 | 39 | 39 | 39 | |
| Closed Higher | 12 | 17 | 16 | 20 | 26 | 28 | 19 | 19 | 25 | 22 | 19 | |
| Exceeded High | 11 | 15 | 15 | 20 | 24 | 24 | 16 | 18 | 23 | 20 | 14 | |
| Scenario Percentage | 92% | 88% | 94% | 100% | 92% | 86% | 84% | 95% | 92% | 91% | 74% | |
| Avg Max Increase | 10.68% | 10.22% | 12.73% | 10.53% | 10.95% | 11.24% | 8.55% | 10.89% | 12.37% | 10.91% | 8.26% | |
| Max Increase | 20.71% | 25.98% | 32.19% | 22.65% | 28.31% | 53.40% | 18.65% | 40.62% | 71.91% | 29.31% | 15.94% | |
| Avg Days To Max Increase | 18 | 18 | 17 | 18 | 17 | 16 | 20 | 18 | 19 | 19 | 18 | |
| Avg Max Decline | -1.76% | -1.48% | -3.29% | -2.14% | -2.58% | -2.28% | -2.86% | -3.44% | -3.37% | -4.32% | -2.00% | |
| Max Decline | -11.55% | -7.50% | -16.67% | -14.14% | -9.73% | -9.50% | -11.14% | -16.10% | -14.72% | -14.50% | -5.70% | |
| Avg Days to Max Decline | 8 | 7 | 8 | 8 | 5 | 6 | 12 | 11 | 8 | 13 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
