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ScenarioSM Study for March 30-Year T-Bonds(CBOT) as of Jan 01, 2015 | ||||||||||||
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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 | 29 | 31 | 32 | 36 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 12 | 12 | 23 | 20 | 23 | 20 | 19 | 27 | 20 | 20 | 19 | |
Exceeded High | 11 | 12 | 16 | 18 | 22 | 17 | 16 | 22 | 18 | 12 | 14 | |
Scenario Percentage | 92% | 100% | 70% | 90% | 96% | 85% | 84% | 81% | 90% | 60% | 74% | |
Avg Max Increase | 6.18% | 4.61% | 4.15% | 5.47% | 4.59% | 3.77% | 4.68% | 4.06% | 4.03% | 3.04% | 2.15% | |
Max Increase | 13.80% | 8.37% | 9.07% | 16.90% | 16.60% | 11.41% | 13.16% | 11.27% | 13.84% | 6.68% | 4.94% | |
Avg Days To Max Increase | 15 | 17 | 18 | 15 | 17 | 18 | 14 | 15 | 18 | 11 | 11 | |
Avg Max Decline | -0.66% | -0.28% | -1.21% | -0.55% | -1.12% | -1.29% | -0.96% | -1.42% | -1.73% | -0.83% | -0.72% | |
Max Decline | -2.05% | -1.47% | -4.77% | -3.21% | -4.22% | -3.78% | -3.07% | -6.37% | -5.31% | -2.45% | -2.32% | |
Avg Days to Max Decline | 9 | 2 | 12 | 4 | 7 | 11 | 6 | 7 | 8 | 6 | 5 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.