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ScenarioSM Study for June 2 Year T-Notes(CBOT) as of Jan 21, 2022 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 8 | 8 | 8 | 13 | 14 | 15 | 19 | 27 | 31 | 31 | 31 | |
Closed Higher | 4 | 6 | 4 | 7 | 8 | 7 | 14 | 15 | 15 | 18 | 19 | |
Exceeded High | 4 | 6 | 4 | 4 | 6 | 6 | 11 | 13 | 12 | 16 | 13 | |
Scenario Percentage | 100% | 100% | 100% | 57% | 75% | 86% | 79% | 87% | 80% | 89% | 68% | |
Avg Max Increase | 0.41% | 0.63% | 0.60% | 0.78% | 0.53% | 0.38% | 0.49% | 0.56% | 0.48% | 0.61% | 0.46% | |
Max Increase | 0.91% | 1.57% | 1.58% | 2.17% | 0.97% | 0.73% | 2.04% | 1.31% | 1.84% | 2.29% | 1.05% | |
Avg Days To Max Increase | 15 | 13 | 18 | 9 | 20 | 17 | 14 | 14 | 17 | 16 | 17 | |
Avg Max Decline | -0.10% | -0.09% | -0.07% | -0.01% | -0.19% | -0.11% | -0.24% | -0.19% | -0.20% | -0.09% | -0.10% | |
Max Decline | -0.18% | -0.24% | -0.18% | -0.04% | -0.50% | -0.52% | -0.68% | -0.54% | -0.47% | -0.26% | -0.26% | |
Avg Days to Max Decline | 15 | 11 | 5 | 4 | 21 | 6 | 12 | 9 | 12 | 8 | 2 | |
2021 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.