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| ScenarioSM Study for December 30-Year T-Bonds(CBOT) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 32 | 32 | 32 | 36 | 36 | 36 | 36 | 36 | 37 | 37 | 37 | |
| Closed Higher | 17 | 15 | 12 | 17 | 16 | 25 | 20 | 23 | 20 | 19 | 27 | |
| Exceeded High | 11 | 10 | 8 | 16 | 16 | 18 | 19 | 21 | 17 | 16 | 16 | |
| Scenario Percentage | 65% | 67% | 67% | 94% | 100% | 72% | 95% | 91% | 85% | 84% | 59% | |
| Avg Max Increase | 3.22% | 3.85% | 7.11% | 6.05% | 4.38% | 4.89% | 5.25% | 4.89% | 4.06% | 4.54% | 2.93% | |
| Max Increase | 6.77% | 11.95% | 21.24% | 13.90% | 8.88% | 12.26% | 16.06% | 17.57% | 11.82% | 13.48% | 11.21% | |
| Avg Days To Max Increase | 12 | 17 | 17 | 15 | 18 | 18 | 15 | 17 | 15 | 11 | 12 | |
| Avg Max Decline | -0.31% | -1.07% | -0.83% | -0.78% | -0.63% | -1.19% | -0.74% | -1.08% | -0.93% | -0.98% | -0.66% | |
| Max Decline | -1.75% | -2.31% | -3.17% | -2.49% | -2.03% | -4.65% | -3.58% | -3.02% | -2.56% | -3.07% | -1.52% | |
| Avg Days to Max Decline | 4 | 11 | 5 | 7 | 7 | 10 | 3 | 7 | 6 | 6 | 3 | |
| 2013 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.
