|
ScenarioSM Study for December 10-Year T-Notes(CBOT) as of Jan 01, 2009 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Feb | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 9 | 13 | 20 | 23 | 25 | 27 | 27 | 27 | 27 | 27 | 27 | |
Closed Higher | 7 | 5 | 7 | 10 | 10 | 20 | 17 | 19 | 21 | 17 | 15 | |
Exceeded High | 5 | 4 | 4 | 8 | 10 | 15 | 17 | 18 | 20 | 15 | 11 | |
Scenario Percentage | 71% | 80% | 57% | 80% | 100% | 75% | 100% | 95% | 95% | 88% | 73% | |
Avg Max Increase | 4.38% | 2.76% | 5.41% | 4.54% | 3.31% | 3.68% | 3.54% | 3.57% | 2.84% | 2.62% | 1.98% | |
Max Increase | 12.00% | 6.46% | 8.72% | 10.35% | 6.31% | 8.15% | 10.09% | 13.27% | 8.27% | 6.50% | 6.43% | |
Avg Days To Max Increase | 14 | 11 | 27 | 12 | 18 | 19 | 15 | 15 | 16 | 8 | 10 | |
Avg Max Decline | -0.56% | -0.39% | -0.37% | -0.41% | -0.09% | -0.66% | -0.54% | -0.67% | -0.62% | -0.60% | -0.31% | |
Max Decline | -1.17% | -1.33% | -0.93% | -1.17% | -0.60% | -2.26% | -1.65% | -1.72% | -1.40% | -1.32% | -1.01% | |
Avg Days to Max Decline | 7 | 4 | 7 | 8 | 6 | 11 | 6 | 8 | 7 | 6 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
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 |