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ScenarioSM Study for September NY Harbor ULSD(NYM) as of Jan 01, 2013 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
Tested Years | 24 | 27 | 28 | 29 | 30 | 31 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 12 | 13 | 12 | 13 | 14 | 16 | 23 | 22 | 17 | 16 | 19 | |
Exceeded High | 10 | 8 | 8 | 13 | 11 | 15 | 22 | 17 | 12 | 16 | 16 | |
Scenario Percentage | 83% | 62% | 67% | 100% | 79% | 94% | 96% | 77% | 71% | 100% | 84% | |
Avg Max Increase | 6.81% | 9.53% | 11.01% | 8.52% | 12.34% | 11.32% | 10.21% | 8.49% | 10.48% | 11.20% | 12.12% | |
Max Increase | 17.20% | 18.97% | 18.12% | 19.08% | 28.33% | 22.76% | 42.06% | 27.26% | 24.33% | 26.28% | 65.72% | |
Avg Days To Max Increase | 14 | 25 | 16 | 15 | 12 | 15 | 17 | 17 | 17 | 16 | 16 | |
Avg Max Decline | -1.23% | -2.31% | -1.31% | -1.64% | -1.63% | -1.19% | -2.37% | -2.64% | -2.55% | -3.84% | -0.70% | |
Max Decline | -7.03% | -4.10% | -7.77% | -7.22% | -5.82% | -4.98% | -9.53% | -13.97% | -6.75% | -17.00% | -4.22% | |
Avg Days to Max Decline | 5 | 11 | 7 | 9 | 5 | 9 | 9 | 9 | 8 | 14 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.