MRCI Online
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| ScenarioSM Study for April NY Harbor ULSD(NYM) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 30 | 35 | 35 | 36 | 37 | 37 | 37 | 38 | 38 | 38 | |
| Closed Higher | 21 | 13 | 18 | 22 | 20 | 20 | 18 | 17 | 19 | 16 | 19 | |
| Exceeded High | 17 | 11 | 16 | 19 | 17 | 14 | 13 | 13 | 18 | 12 | 17 | |
| Scenario Percentage | 81% | 85% | 89% | 86% | 85% | 70% | 72% | 76% | 95% | 75% | 89% | |
| Avg Max Increase | 6.92% | 9.42% | 9.96% | 10.26% | 8.71% | 7.93% | 9.65% | 13.11% | 9.75% | 13.27% | 9.37% | |
| Max Increase | 30.75% | 26.14% | 23.82% | 59.17% | 31.26% | 19.36% | 23.56% | 28.14% | 37.61% | 28.18% | 27.13% | |
| Avg Days To Max Increase | 15 | 18 | 19 | 15 | 15 | 15 | 21 | 17 | 17 | 11 | 15 | |
| Avg Max Decline | -1.88% | -1.08% | -2.82% | -0.92% | -1.76% | -1.73% | -2.88% | -2.33% | -3.41% | -2.69% | -2.42% | |
| Max Decline | -6.43% | -4.54% | -14.40% | -7.62% | -8.59% | -8.11% | -8.29% | -8.28% | -10.05% | -8.26% | -9.12% | |
| Avg Days to Max Decline | 7 | 8 | 13 | 8 | 9 | 7 | 14 | 6 | 12 | 6 | 4 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | 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.
