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| ScenarioSM Study for March 2 Year T-Notes(CBOT) as of May 10, 2024 | ||||||||||||
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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 | Feb | Feb | Feb | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 8 | 8 | 9 | 16 | 16 | 17 | 20 | 28 | 34 | 34 | 34 | |
| Closed Higher | 4 | 5 | 4 | 8 | 9 | 7 | 11 | 15 | 18 | 21 | 17 | |
| Exceeded High | 4 | 4 | 4 | 7 | 7 | 6 | 8 | 12 | 15 | 16 | 13 | |
| Scenario Percentage | 100% | 80% | 100% | 88% | 78% | 86% | 73% | 80% | 83% | 76% | 76% | |
| Avg Max Increase | 0.58% | 0.45% | 0.72% | 0.29% | 0.47% | 0.66% | 0.98% | 0.78% | 0.70% | 0.71% | 0.39% | |
| Max Increase | 1.60% | 0.63% | 1.26% | 0.95% | 1.57% | 1.84% | 2.25% | 2.04% | 2.09% | 1.84% | 1.14% | |
| Avg Days To Max Increase | 16 | 19 | 24 | 10 | 12 | 20 | 23 | 14 | 16 | 16 | 12 | |
| Avg Max Decline | -0.05% | -0.15% | -0.21% | -0.04% | -0.14% | -0.05% | -0.01% | -0.20% | -0.19% | -0.27% | -0.07% | |
| Max Decline | -0.12% | -0.45% | -0.68% | -0.18% | -0.52% | -0.18% | -0.07% | -0.65% | -0.70% | -1.58% | -0.40% | |
| Avg Days to Max Decline | 6 | 3 | 11 | 10 | 6 | 5 | 3 | 12 | 6 | 11 | 4 | |
| 2024 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
