MRCI Online
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| ScenarioSM Study for January NY Harbor ULSD(NYM) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 19 | 21 | 25 | 27 | 30 | 31 | 31 | 31 | 31 | 31 | 31 |
| Closed Higher | 10 | 11 | 19 | 18 | 16 | 15 | 19 | 17 | 20 | 13 | 12 |
| Exceeded High | 8 | 10 | 18 | 15 | 12 | 15 | 15 | 17 | 16 | 10 | 7 |
| Scenario Percentage | 80% | 91% | 95% | 83% | 75% | 100% | 79% | 100% | 80% | 77% | 58% |
| Avg Max Increase | 12.63% | 11.56% | 10.78% | 11.32% | 9.89% | 10.32% | 14.40% | 10.02% | 8.40% | 12.08% | 23.53% |
| Max Increase | 28.58% | 23.82% | 41.75% | 52.14% | 25.37% | 24.90% | 71.34% | 38.14% | 21.49% | 26.77% | 77.96% |
| Avg Days To Max Increase | 15 | 13 | 20 | 17 | 16 | 18 | 19 | 15 | 16 | 19 | 25 |
| Avg Max Decline | -1.44% | -1.20% | -2.69% | -2.19% | -1.43% | -2.82% | -1.96% | -2.67% | -3.33% | -1.83% | -2.31% |
| Max Decline | -4.68% | -4.39% | -8.71% | -10.66% | -5.26% | -15.39% | -8.11% | -13.56% | -13.28% | -3.38% | -7.37% |
| Avg Days to Max Decline | 5 | 10 | 9 | 9 | 6 | 13 | 8 | 9 | 10 | 4 | 5 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
