MRCI Online
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| ScenarioSM Study for March RBOB Gasoline(NYM) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 10 | 19 | 22 | 23 | 26 | 27 | 28 | 29 | 29 | 29 | 29 | |
| Closed Higher | 8 | 13 | 11 | 13 | 19 | 14 | 14 | 14 | 13 | 18 | 19 | |
| Exceeded High | 7 | 11 | 8 | 13 | 17 | 12 | 13 | 8 | 10 | 18 | 12 | |
| Scenario Percentage | 88% | 85% | 73% | 100% | 89% | 86% | 93% | 57% | 77% | 100% | 63% | |
| Avg Max Increase | 8.59% | 9.92% | 9.48% | 9.99% | 10.35% | 8.55% | 6.80% | 11.83% | 12.70% | 11.40% | 9.55% | |
| Max Increase | 24.62% | 32.02% | 15.22% | 26.75% | 57.53% | 31.03% | 20.25% | 18.41% | 23.07% | 31.11% | 16.89% | |
| Avg Days To Max Increase | 17 | 16 | 19 | 19 | 16 | 12 | 12 | 25 | 19 | 17 | 15 | |
| Avg Max Decline | -1.04% | -1.05% | -1.83% | -2.22% | -1.09% | -1.48% | -2.18% | -2.38% | -3.73% | -2.75% | -2.60% | |
| Max Decline | -3.37% | -7.25% | -5.54% | -13.08% | -8.58% | -10.27% | -10.51% | -5.76% | -12.03% | -11.73% | -13.95% | |
| Avg Days to Max Decline | 7 | 7 | 10 | 10 | 9 | 6 | 5 | 17 | 6 | 12 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
