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| ScenarioSM Study for December RBOB Gasoline(NYM) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 30 | 32 | 34 | 36 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 11 | 14 | 19 | 23 | 25 | 19 | 18 | 24 | 20 | 21 | 20 | |
| Exceeded High | 10 | 13 | 18 | 21 | 22 | 15 | 17 | 22 | 17 | 17 | 11 | |
| Scenario Percentage | 91% | 93% | 95% | 91% | 88% | 79% | 94% | 92% | 85% | 81% | 55% | |
| Avg Max Increase | 11.68% | 14.27% | 10.34% | 10.59% | 9.35% | 8.95% | 9.53% | 11.52% | 10.83% | 9.85% | 8.18% | |
| Max Increase | 25.77% | 32.24% | 22.97% | 27.32% | 35.93% | 17.44% | 33.82% | 68.80% | 31.54% | 21.87% | 16.31% | |
| Avg Days To Max Increase | 19 | 15 | 18 | 16 | 15 | 20 | 18 | 18 | 19 | 13 | 14 | |
| Avg Max Decline | -1.30% | -2.99% | -2.52% | -2.83% | -2.10% | -2.93% | -3.44% | -3.19% | -3.56% | -2.44% | -1.45% | |
| 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 | 5 | 6 | 9 | 4 | 7 | 15 | 11 | 9 | 10 | 6 | 4 | |
| 2023 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
