MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 14 | 24 | 26 | 29 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 6 | 14 | 14 | 11 | 18 | 17 | 18 | 20 | 16 | 24 | 22 | |
| Exceeded High | 5 | 13 | 11 | 9 | 12 | 14 | 18 | 18 | 16 | 21 | 17 | |
| Scenario Percentage | 83% | 93% | 79% | 82% | 67% | 82% | 100% | 90% | 100% | 88% | 77% | |
| Avg Max Increase | 5.54% | 10.08% | 8.34% | 7.43% | 10.32% | 12.01% | 9.96% | 13.25% | 15.72% | 13.83% | 9.20% | |
| Max Increase | 10.27% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 23.34% | 32.68% | 36.66% | 36.31% | 33.03% | |
| Avg Days To Max Increase | 15 | 17 | 15 | 17 | 24 | 18 | 18 | 21 | 22 | 16 | 16 | |
| Avg Max Decline | -2.78% | -0.95% | -1.12% | -1.72% | -2.40% | -1.76% | -1.79% | -4.70% | -3.03% | -3.82% | -2.53% | |
| Max Decline | -12.14% | -7.48% | -3.53% | -7.12% | -7.76% | -8.45% | -8.61% | -17.33% | -14.04% | -14.14% | -10.36% | |
| Avg Days to Max Decline | 5 | 8 | 9 | 5 | 15 | 5 | 9 | 11 | 11 | 6 | 4 | |
| 2017 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.
