MRCI Online
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| ScenarioSM Study for July NY Harbor ULSD(NYM) as of May 20, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 35 | 38 | 40 | 40 | 42 | 43 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 25 | 21 | 21 | 17 | 22 | 19 | 19 | 22 | 28 | 31 | 23 | |
| Exceeded High | 21 | 17 | 16 | 13 | 17 | 17 | 15 | 20 | 27 | 26 | 14 | |
| Scenario Percentage | 84% | 81% | 76% | 76% | 77% | 89% | 79% | 91% | 96% | 84% | 61% | |
| Avg Max Increase | 8.42% | 7.39% | 8.15% | 8.94% | 10.22% | 10.90% | 13.84% | 11.91% | 12.48% | 9.92% | 9.85% | |
| Max Increase | 51.79% | 26.41% | 26.16% | 20.60% | 19.67% | 26.45% | 48.59% | 39.70% | 41.58% | 27.23% | 19.86% | |
| Avg Days To Max Increase | 15 | 15 | 16 | 20 | 16 | 17 | 12 | 16 | 17 | 15 | 17 | |
| Avg Max Decline | -1.43% | -1.11% | -1.60% | -1.98% | -1.53% | -1.85% | -1.54% | -2.17% | -2.53% | -3.11% | -1.41% | |
| Max Decline | -12.60% | -6.28% | -8.40% | -4.74% | -8.27% | -7.42% | -6.29% | -13.94% | -9.33% | -16.05% | -7.53% | |
| Avg Days to Max Decline | 9 | 9 | 5 | 9 | 6 | 10 | 4 | 8 | 7 | 9 | 5 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
