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ScenarioSM Study for September 30-Year T-Bonds(CBOT) as of Jan 01, 2018 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 29 | 31 | 33 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 15 | 25 | 18 | 23 | 21 | 15 | 19 | 19 | 26 | 23 | 25 | |
Exceeded High | 14 | 21 | 17 | 12 | 15 | 10 | 18 | 19 | 19 | 20 | 20 | |
Scenario Percentage | 93% | 84% | 94% | 52% | 71% | 67% | 95% | 100% | 73% | 87% | 80% | |
Avg Max Increase | 4.94% | 3.77% | 3.98% | 3.60% | 3.40% | 6.83% | 5.81% | 4.38% | 4.78% | 4.69% | 2.36% | |
Max Increase | 12.38% | 11.29% | 14.46% | 6.69% | 12.15% | 22.19% | 13.83% | 9.25% | 12.19% | 11.76% | 5.55% | |
Avg Days To Max Increase | 16 | 15 | 17 | 15 | 18 | 17 | 15 | 19 | 17 | 11 | 10 | |
Avg Max Decline | -0.65% | -1.26% | -1.56% | -0.70% | -1.71% | -0.84% | -0.86% | -0.75% | -1.14% | -0.67% | -0.70% | |
Max Decline | -2.49% | -5.56% | -5.39% | -2.26% | -4.55% | -3.15% | -2.47% | -2.27% | -4.58% | -3.52% | -1.95% | |
Avg Days to Max Decline | 5 | 8 | 8 | 8 | 12 | 4 | 7 | 6 | 9 | 4 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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