|
ScenarioSM Study for September 2 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 8 | 8 | 8 | 14 | 16 | 18 | 22 | 30 | 32 | 33 | 33 | |
Closed Higher | 6 | 6 | 3 | 9 | 8 | 8 | 10 | 18 | 16 | 22 | 20 | |
Exceeded High | 5 | 4 | 2 | 8 | 6 | 6 | 9 | 12 | 13 | 20 | 16 | |
Scenario Percentage | 83% | 67% | 67% | 89% | 75% | 75% | 90% | 67% | 81% | 91% | 80% | |
Avg Max Increase | 0.69% | 0.39% | 0.54% | 0.48% | 0.42% | 0.29% | 0.69% | 0.62% | 0.89% | 0.67% | 0.53% | |
Max Increase | 2.17% | 0.59% | 0.82% | 1.78% | 1.12% | 0.58% | 2.63% | 2.30% | 2.14% | 2.04% | 1.59% | |
Avg Days To Max Increase | 9 | 26 | 29 | 12 | 21 | 16 | 18 | 18 | 19 | 14 | 15 | |
Avg Max Decline | -0.01% | -0.22% | -0.02% | -0.16% | -0.07% | -0.19% | -0.10% | -0.30% | -0.20% | -0.18% | -0.12% | |
Max Decline | -0.04% | -0.50% | -0.03% | -0.60% | -0.67% | -0.65% | -0.23% | -1.12% | -0.76% | -0.64% | -0.39% | |
Avg Days to Max Decline | 4 | 18 | 2 | 8 | 11 | 12 | 9 | 6 | 12 | 7 | 4 | |
2022 Contract Condition | Yes | Yes | ||||||||||
Action | No | No |
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