MRCI Online
|
| ScenarioSM Study for March 2 Year T-Notes(CBOT) as of Aug 18, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 8 | 8 | 9 | 15 | 15 | 16 | 19 | 27 | 33 | 33 | 33 | |
| Closed Higher | 4 | 5 | 4 | 8 | 9 | 7 | 11 | 14 | 17 | 21 | 17 | |
| Exceeded High | 4 | 4 | 4 | 7 | 7 | 6 | 8 | 11 | 14 | 17 | 13 | |
| Scenario Percentage | 100% | 80% | 100% | 88% | 78% | 86% | 73% | 79% | 82% | 81% | 76% | |
| Avg Max Increase | 0.58% | 0.45% | 0.72% | 0.29% | 0.47% | 0.66% | 0.98% | 0.77% | 0.74% | 0.68% | 0.40% | |
| Max Increase | 1.60% | 0.63% | 1.26% | 0.95% | 1.57% | 1.84% | 2.25% | 2.04% | 2.09% | 1.93% | 1.23% | |
| Avg Days To Max Increase | 16 | 19 | 24 | 10 | 12 | 20 | 23 | 14 | 16 | 17 | 13 | |
| Avg Max Decline | -0.05% | -0.15% | -0.21% | -0.04% | -0.14% | -0.05% | -0.01% | -0.21% | -0.17% | -0.28% | -0.07% | |
| Max Decline | -0.12% | -0.45% | -0.68% | -0.18% | -0.52% | -0.18% | -0.07% | -0.65% | -0.70% | -1.58% | -0.40% | |
| Avg Days to Max Decline | 6 | 3 | 11 | 10 | 6 | 5 | 3 | 12 | 6 | 11 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
