MRCI's ScenarioSM Study

ScenarioSM Study for June 5-Year T-Notes(CBOT) as of Dec 07, 2022
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	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		8	10	10	19	23	31	34	34	34	34	34
Closed Higher		6	9	6	10	13	15	21	15	15	19	22
Exceeded High		5	9	6	6	9	13	17	13	11	18	17
Scenario Percentage		83%	100%	100%	60%	69%	87%	81%	87%	73%	95%	77%
Avg Max Increase		1.91%	1.11%	1.15%	1.48%	1.60%	1.55%	1.57%	1.32%	1.16%	1.81%	1.07%
Max Increase		2.75%	2.08%	3.26%	3.23%	3.63%	4.67%	4.28%	2.96%	4.16%	5.46%	2.19%
Avg Days To Max Increase		20	14	20	16	16	13	13	13	13	15	14
Avg Max Decline		-0.51%	-0.40%	-0.45%	-0.09%	-0.32%	-0.14%	-0.49%	-0.44%	-0.37%	-0.29%	-0.24%
Max Decline		-1.26%	-1.10%	-0.86%	-0.50%	-0.99%	-0.77%	-2.06%	-1.04%	-1.47%	-0.72%	-0.77%
Avg Days to Max Decline		6	16	9	3	9	5	9	5	7	7	3
2022 Contract Condition						Yes						Yes
Action						No						Not Yet

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Condition 2: Lower Monthly Close. Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month	Feb	Feb	Feb	Sep	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May
Tested Years		8	10	10	19	23	31	34	34	34	34	34
Closed Lower		2	1	4	9	10	16	13	18	19	15	12
Penetrated Low		2	1	3	6	10	10	10	16	11	14	7
Scenario Percentage		100%	100%	75%	67%	100%	63%	77%	89%	58%	93%	58%
Avg Max Decline		0.59%	1.02%	0.93%	1.11%	0.99%	1.78%	1.72%	1.73%	1.24%	1.53%	1.32%
Max Decline		0.76%	1.02%	1.17%	3.26%	2.54%	3.36%	4.45%	5.32%	3.04%	2.83%	2.23%
Avg Days To Max Decline		11	5	13	17	15	19	23	16	10	14	15
Avg Max Increase		-0.37%	0.00%	-0.88%	-0.16%	-0.33%	-0.18%	-0.63%	-0.32%	-0.32%	-0.40%	-0.38%
Max Increase		-0.60%	0.00%	-2.24%	-0.65%	-0.74%	-0.89%	-1.17%	-0.89%	-1.06%	-1.23%	-1.13%
Avg Days to Max Increase		9	3	4	4	7	10	10	8	4	9	3
2022 Contract Condition					Yes		Yes	Yes	Yes	Yes	Yes
Action					Yes		Yes	Yes	Yes	Yes	Yes
High				122~044	122~146	121~282	121~154	120~140	119~000	119~106	114~162	114~016
Low				121~314	120~310	120~124	120~254	118~000	116~292	113~156	111~314	111~294
Close/Last				122~044	121~032	121~126	120~312	118~246	118~090	114~220	112~214	113~126