MRCI Online
|
| ScenarioSM Study for June 30-Year T-Bonds(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 | 30 | 30 | 33 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 16 | 19 | 18 | 20 | 30 | 22 | 25 | 22 | 18 | 21 | 22 | |
| Exceeded High | 15 | 18 | 15 | 18 | 24 | 19 | 15 | 16 | 12 | 19 | 19 | |
| Scenario Percentage | 94% | 95% | 83% | 90% | 80% | 86% | 60% | 73% | 67% | 90% | 86% | |
| Avg Max Increase | 4.21% | 4.53% | 3.97% | 4.56% | 4.35% | 4.08% | 4.37% | 4.04% | 4.30% | 5.37% | 3.12% | |
| Max Increase | 12.20% | 15.55% | 10.84% | 12.87% | 11.27% | 13.95% | 17.89% | 12.59% | 11.08% | 13.58% | 9.77% | |
| Avg Days To Max Increase | 13 | 18 | 18 | 14 | 15 | 17 | 14 | 17 | 16 | 12 | 13 | |
| Avg Max Decline | -0.50% | -1.02% | -1.08% | -0.75% | -1.25% | -1.55% | -0.85% | -1.63% | -1.00% | -0.84% | -0.44% | |
| Max Decline | -3.24% | -3.05% | -3.17% | -2.94% | -5.97% | -5.50% | -2.42% | -3.85% | -3.13% | -2.41% | -1.47% | |
| Avg Days to Max Decline | 5 | 7 | 10 | 6 | 7 | 8 | 7 | 11 | 5 | 7 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
