|
ScenarioSM Study for March 10-Year T-Notes(CBOT) as of Oct 20, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 19 | 22 | 28 | 33 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
Closed Higher | 10 | 11 | 16 | 21 | 27 | 28 | 21 | 20 | 20 | 26 | 19 | |
Exceeded High | 10 | 10 | 12 | 18 | 24 | 25 | 18 | 19 | 18 | 18 | 15 | |
Scenario Percentage | 100% | 91% | 75% | 86% | 89% | 89% | 86% | 95% | 90% | 69% | 79% | |
Avg Max Increase | 3.57% | 2.63% | 3.06% | 3.20% | 3.15% | 2.57% | 2.76% | 2.68% | 2.89% | 2.39% | 1.36% | |
Max Increase | 9.87% | 5.99% | 5.18% | 9.68% | 12.83% | 7.97% | 7.51% | 6.39% | 8.15% | 9.27% | 3.99% | |
Avg Days To Max Increase | 14 | 21 | 21 | 17 | 14 | 16 | 14 | 16 | 18 | 11 | 9 | |
Avg Max Decline | -0.11% | -0.22% | -0.59% | -0.31% | -0.67% | -0.58% | -0.60% | -0.68% | -1.01% | -0.77% | -0.26% | |
Max Decline | -0.40% | -0.99% | -2.04% | -2.11% | -2.14% | -1.38% | -2.27% | -2.19% | -3.13% | -2.57% | -1.34% | |
Avg Days to Max Decline | 3 | 10 | 11 | 4 | 11 | 9 | 8 | 7 | 9 | 8 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |