MRCI Online
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| ScenarioSM Study for March 10-Year T-Notes(CBOT) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 22 | 28 | 37 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 10 | 11 | 16 | 24 | 28 | 29 | 21 | 23 | 20 | 28 | 20 | |
| Exceeded High | 10 | 10 | 12 | 21 | 25 | 25 | 18 | 21 | 18 | 19 | 16 | |
| Scenario Percentage | 100% | 91% | 75% | 88% | 89% | 86% | 86% | 91% | 90% | 68% | 80% | |
| Avg Max Increase | 3.57% | 2.63% | 3.06% | 2.78% | 3.04% | 2.57% | 2.76% | 2.57% | 2.89% | 2.63% | 1.56% | |
| Max Increase | 9.87% | 5.99% | 5.18% | 9.68% | 12.83% | 7.97% | 7.51% | 6.39% | 8.15% | 9.27% | 4.37% | |
| Avg Days To Max Increase | 14 | 21 | 21 | 15 | 13 | 16 | 14 | 16 | 18 | 11 | 9 | |
| Avg Max Decline | -0.11% | -0.22% | -0.59% | -0.24% | -0.64% | -0.58% | -0.60% | -0.71% | -1.01% | -0.79% | -0.26% | |
| Max Decline | -0.40% | -0.99% | -2.04% | -2.11% | -2.14% | -1.38% | -2.27% | -2.19% | -3.13% | -2.57% | -1.34% | |
| Avg Days to Max Decline | 3 | 10 | 11 | 4 | 10 | 9 | 8 | 8 | 9 | 8 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
