MRCI Online
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| ScenarioSM Study for September 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 10 | 22 | 24 | 27 | 27 | 28 | 29 | 30 | 30 | 30 | 30 | |
| Closed Higher | 4 | 11 | 11 | 15 | 16 | 17 | 24 | 22 | 15 | 15 | 19 | |
| Exceeded High | 4 | 7 | 10 | 14 | 14 | 16 | 21 | 19 | 13 | 14 | 17 | |
| Scenario Percentage | 100% | 64% | 91% | 93% | 88% | 94% | 88% | 86% | 87% | 93% | 89% | |
| Avg Max Increase | 7.42% | 7.32% | 9.21% | 9.41% | 13.03% | 12.26% | 10.57% | 10.00% | 8.24% | 10.96% | 13.21% | |
| Max Increase | 16.67% | 11.49% | 20.78% | 19.30% | 30.40% | 23.87% | 29.60% | 39.34% | 13.06% | 34.67% | 77.71% | |
| Avg Days To Max Increase | 14 | 25 | 17 | 19 | 18 | 19 | 15 | 16 | 16 | 14 | 18 | |
| Avg Max Decline | -0.95% | -1.72% | -1.03% | -1.02% | -3.12% | -1.55% | -2.89% | -1.90% | -3.91% | -4.17% | -1.71% | |
| Max Decline | -1.81% | -2.49% | -7.53% | -7.48% | -16.73% | -5.52% | -9.33% | -10.88% | -10.39% | -15.86% | -8.58% | |
| Avg Days to Max Decline | 8 | 12 | 9 | 11 | 9 | 8 | 6 | 6 | 12 | 10 | 5 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
