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| ScenarioSM Study for March 30-Year T-Bonds(CBOT) as of May 09, 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 | 28 | 30 | 31 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 12 | 23 | 25 | 26 | 22 | 21 | 32 | 24 | 25 | 22 | |
| Exceeded High | 11 | 12 | 16 | 22 | 23 | 18 | 18 | 28 | 20 | 13 | 15 | |
| Scenario Percentage | 92% | 100% | 70% | 88% | 88% | 82% | 86% | 88% | 83% | 52% | 68% | |
| Avg Max Increase | 6.18% | 4.61% | 4.15% | 4.87% | 4.60% | 3.67% | 4.61% | 4.23% | 3.97% | 4.62% | 2.86% | |
| Max Increase | 13.80% | 8.37% | 9.07% | 16.90% | 16.60% | 11.41% | 13.16% | 11.27% | 13.84% | 18.13% | 12.73% | |
| Avg Days To Max Increase | 15 | 17 | 18 | 14 | 17 | 17 | 13 | 14 | 17 | 11 | 11 | |
| Avg Max Decline | -0.66% | -0.28% | -1.21% | -0.35% | -1.25% | -1.23% | -0.95% | -1.27% | -1.59% | -0.93% | -0.71% | |
| 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 | 10 | 7 | 7 | 8 | 6 | 5 | |
| 2024 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
