MRCI Online
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| ScenarioSM Study for June RBOB Gasoline(NYM) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 28 | 30 | 33 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 9 | 17 | 17 | 14 | 20 | 20 | 21 | 23 | 18 | 27 | 26 | |
| Exceeded High | 8 | 15 | 13 | 11 | 14 | 17 | 21 | 20 | 18 | 24 | 20 | |
| Scenario Percentage | 89% | 88% | 76% | 79% | 70% | 85% | 100% | 87% | 100% | 89% | 77% | |
| Avg Max Increase | 5.59% | 9.77% | 8.59% | 7.47% | 10.13% | 12.43% | 10.39% | 14.26% | 15.59% | 13.71% | 10.47% | |
| Max Increase | 11.90% | 52.68% | 28.27% | 17.83% | 17.58% | 23.63% | 28.12% | 32.68% | 36.66% | 36.31% | 38.93% | |
| Avg Days To Max Increase | 19 | 19 | 16 | 15 | 24 | 18 | 18 | 20 | 21 | 16 | 16 | |
| Avg Max Decline | -2.93% | -1.20% | -1.27% | -1.60% | -2.13% | -1.77% | -1.82% | -4.28% | -2.94% | -3.60% | -2.67% | |
| 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 | 8 | 5 | 13 | 5 | 8 | 10 | 10 | 5 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | No | Yes | 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.
