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| ScenarioSM Study for September 10-Year T-Notes(CBOT) as of Jun 23, 2023 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 17 | 20 | 27 | 35 | 39 | 39 | 40 | 40 | 41 | 41 | 41 | |
| Closed Higher | 10 | 14 | 15 | 23 | 18 | 14 | 19 | 21 | 24 | 26 | 28 | |
| Exceeded High | 7 | 11 | 13 | 18 | 17 | 9 | 17 | 19 | 19 | 24 | 20 | |
| Scenario Percentage | 70% | 79% | 87% | 78% | 94% | 64% | 89% | 90% | 79% | 92% | 71% | |
| Avg Max Increase | 2.97% | 2.91% | 3.14% | 2.52% | 1.67% | 3.14% | 3.58% | 2.68% | 3.29% | 2.73% | 1.57% | |
| Max Increase | 7.63% | 5.70% | 8.99% | 11.72% | 6.75% | 9.14% | 10.78% | 6.35% | 7.98% | 9.50% | 3.28% | |
| Avg Days To Max Increase | 16 | 19 | 15 | 12 | 16 | 18 | 15 | 20 | 16 | 11 | 11 | |
| Avg Max Decline | -0.14% | -0.54% | -0.79% | -0.55% | -0.91% | -0.51% | -0.45% | -0.65% | -0.68% | -0.59% | -0.46% | |
| Max Decline | -0.84% | -2.18% | -3.19% | -2.77% | -2.71% | -1.37% | -1.32% | -4.37% | -2.41% | -2.24% | -1.37% | |
| Avg Days to Max Decline | 2 | 5 | 10 | 8 | 10 | 5 | 6 | 8 | 10 | 5 | 3 | |
| 2022 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
