MRCI Online
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| ScenarioSM Study for June 2 Year T-Notes(CBOT) as of May 08, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 8 | 8 | 8 | 15 | 16 | 17 | 21 | 29 | 33 | 33 | 33 | |
| Closed Higher | 4 | 6 | 4 | 7 | 10 | 7 | 15 | 15 | 16 | 18 | 20 | |
| Exceeded High | 4 | 6 | 4 | 4 | 7 | 6 | 12 | 13 | 12 | 15 | 12 | |
| Scenario Percentage | 100% | 100% | 100% | 57% | 70% | 86% | 80% | 87% | 75% | 83% | 60% | |
| Avg Max Increase | 0.41% | 0.63% | 0.60% | 0.78% | 0.59% | 0.38% | 0.54% | 0.56% | 0.48% | 0.63% | 0.48% | |
| Max Increase | 0.91% | 1.57% | 1.58% | 2.17% | 0.97% | 0.73% | 2.04% | 1.31% | 1.84% | 2.29% | 1.05% | |
| Avg Days To Max Increase | 15 | 13 | 18 | 9 | 20 | 17 | 15 | 14 | 17 | 15 | 15 | |
| Avg Max Decline | -0.10% | -0.09% | -0.07% | -0.01% | -0.20% | -0.11% | -0.38% | -0.19% | -0.20% | -0.08% | -0.09% | |
| Max Decline | -0.18% | -0.24% | -0.18% | -0.04% | -0.50% | -0.52% | -1.88% | -0.54% | -0.47% | -0.26% | -0.23% | |
| Avg Days to Max Decline | 15 | 11 | 5 | 4 | 22 | 6 | 14 | 9 | 12 | 6 | 2 | |
| 2024 Contract Condition | Yes | 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.
