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ScenarioSM Study for December 10-Year T-Notes(CBOT) as of Jan 01, 2015 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 15 | 19 | 26 | 29 | 31 | 33 | 33 | 33 | 33 | 33 | 33 | |
Closed Higher | 11 | 8 | 8 | 15 | 14 | 21 | 21 | 24 | 25 | 21 | 19 | |
Exceeded High | 8 | 7 | 4 | 13 | 13 | 16 | 20 | 22 | 23 | 17 | 15 | |
Scenario Percentage | 73% | 88% | 50% | 87% | 93% | 76% | 95% | 92% | 92% | 81% | 79% | |
Avg Max Increase | 3.10% | 1.82% | 5.41% | 3.87% | 3.10% | 3.68% | 3.58% | 3.38% | 2.72% | 2.56% | 1.69% | |
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 | 11 | 15 | 27 | 14 | 20 | 19 | 16 | 14 | 17 | 7 | 10 | |
Avg Max Decline | -0.82% | -0.70% | -0.37% | -0.30% | -0.25% | -0.67% | -0.61% | -0.77% | -0.66% | -0.59% | -0.39% | |
Max Decline | -2.70% | -2.30% | -0.93% | -1.17% | -1.03% | -2.26% | -2.27% | -2.14% | -1.40% | -1.32% | -1.15% | |
Avg Days to Max Decline | 9 | 9 | 7 | 5 | 9 | 11 | 6 | 8 | 9 | 6 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | Yes | Not Yet | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.