MRCI's ScenarioSM Study

ScenarioSM Study for June 10-Year T-Notes(CBOT) as of Jan 21, 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		20	22	29	36	38	38	38	39	39	39	39
Closed Higher		12	17	21	20	21	22	27	20	16	20	19
Exceeded High		10	16	20	14	19	19	20	16	10	19	15
Scenario Percentage		83%	94%	95%	70%	90%	86%	74%	80%	63%	95%	79%
Avg Max Increase		3.74%	2.90%	2.52%	3.18%	2.63%	2.95%	2.80%	2.28%	2.96%	3.11%	1.64%
Max Increase		9.06%	11.62%	7.59%	7.76%	5.65%	8.72%	11.48%	6.91%	9.31%	10.46%	3.23%
Avg Days To Max Increase		15	13	19	15	16	18	14	13	17	11	12
Avg Max Decline		-0.55%	-0.54%	-0.32%	-0.33%	-0.50%	-0.85%	-0.79%	-0.59%	-0.71%	-0.45%	-0.20%
Max Decline		-2.13%	-1.84%	-1.22%	-1.32%	-2.12%	-3.16%	-2.88%	-1.61%	-2.32%	-1.24%	-0.64%
Avg Days to Max Decline		4	11	8	6	5	9	9	5	9	5	2
2021 Contract Condition						Yes					Yes	Yes
Action						No					Yes	Yes

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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		20	22	29	36	38	38	38	39	39	39	39
Closed Lower		8	4	8	16	17	16	11	19	22	18	19
Penetrated Low		4	2	4	12	13	10	9	17	14	15	10
Scenario Percentage		50%	50%	50%	75%	76%	63%	82%	89%	64%	83%	53%
Avg Max Decline		1.56%	0.82%	2.76%	1.86%	1.89%	2.24%	1.88%	2.18%	2.75%	2.89%	1.79%
Max Decline		2.47%	1.51%	4.16%	5.28%	4.97%	4.57%	3.83%	5.76%	8.91%	6.51%	3.48%
Avg Days To Max Decline		10	5	12	13	11	19	17	15	16	14	10
Avg Max Increase		-0.31%	-0.10%	-0.96%	-0.14%	-0.47%	-0.80%	-0.73%	-0.42%	-0.78%	-0.40%	-0.50%
Max Increase		-1.04%	-0.20%	-2.92%	-1.61%	-1.41%	-3.63%	-1.59%	-1.27%	-3.49%	-1.78%	-1.80%
Avg Days to Max Increase		4	3	10	5	5	11	5	7	11	4	2
2021 Contract Condition					Yes		Yes	Yes	Yes	Yes
Action					Yes		Yes	Yes	Yes	Yes
High				139~200	139~085	138~200	137~230	137~085	136~085	133~230	132~245	133~165
Low				139~085	137~265	137~005	136~235	135~005	131~310	130~260	130~255	131~265
Close/Last				139~085	137~265	138~055	137~060	136~005	132~230	130~300	132~010	132~275