|
ScenarioSM Study for June 30-Year T-Bonds(CBOT) as of Jan 01, 2010 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 29 | 29 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 |
Closed Higher | 15 | 18 | 17 | 18 | 24 | 18 | 17 | 15 | 11 | 13 | 13 |
Exceeded High | 14 | 17 | 14 | 17 | 21 | 17 | 10 | 10 | 6 | 12 | 13 |
Scenario Percentage | 93% | 94% | 82% | 94% | 88% | 94% | 59% | 67% | 55% | 92% | 100% |
Avg Max Increase | 4.27% | 4.62% | 4.15% | 4.39% | 3.99% | 3.99% | 3.56% | 4.01% | 6.07% | 6.12% | 3.46% |
Max Increase | 12.20% | 15.55% | 10.84% | 12.87% | 11.27% | 13.95% | 6.72% | 12.22% | 11.08% | 13.58% | 9.77% |
Avg Days To Max Increase | 12 | 19 | 17 | 14 | 15 | 17 | 12 | 16 | 20 | 10 | 12 |
Avg Max Decline | -0.31% | -1.02% | -0.94% | -0.76% | -1.34% | -1.73% | -0.52% | -1.25% | -1.18% | -0.94% | -0.43% |
Max Decline | -1.10% | -3.05% | -3.17% | -2.94% | -5.97% | -5.50% | -1.68% | -2.37% | -3.13% | -2.41% | -1.47% |
Avg Days to Max Decline | 5 | 7 | 9 | 6 | 8 | 9 | 4 | 11 | 6 | 9 | 1 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | No |
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 |