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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June 30-Year T-Bonds(CBOT) as of Dec 06, 2024
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   29 29 31 45 45 45 45 45 45 45 45
Closed Higher   15 18 18 21 31 23 25 22 19 22 22
Exceeded High   14 17 15 19 27 19 14 16 13 19 19
Scenario Percentage   93% 94% 83% 90% 87% 83% 56% 73% 68% 86% 86%
Avg Max Increase   4.24% 4.71% 3.97% 4.54% 4.45% 4.08% 4.63% 4.04% 4.16% 5.35% 3.16%
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   14 19 18 14 15 17 15 17 15 12 13
Avg Max Decline   -0.53% -1.08% -1.08% -0.76% -1.18% -1.55% -0.90% -1.63% -0.96% -0.84% -0.42%
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   6 7 10 7 7 8 7 11 5 7 2
2024 Contract Condition           Yes Yes     Yes   Yes
Action           Yes No     No   Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   29 29 31 45 45 45 45 45 45 45 45
Closed Lower   14 11 13 24 14 21 20 23 26 23 23
Penetrated Low   10 10 6 14 10 15 16 20 16 17 13
Scenario Percentage   71% 91% 46% 58% 71% 71% 80% 87% 62% 74% 57%
Avg Max Decline   4.54% 5.05% 5.52% 3.53% 3.27% 5.31% 5.15% 3.95% 4.51% 4.72% 3.47%
Max Decline   10.76% 12.31% 10.61% 8.81% 6.95% 23.44% 15.50% 11.65% 11.51% 10.02% 5.92%
Avg Days To Max Decline   18 22 13 13 13 18 17 16 16 14 10
Avg Max Increase   -2.05% -1.31% -1.87% -1.09% -0.94% -0.84% -0.92% -1.43% -1.12% -0.72% -0.50%
Max Increase   -5.02% -4.37% -5.34% -4.51% -3.44% -6.69% -2.92% -7.47% -5.30% -2.80% -1.64%
Avg Days to Max Increase   10 9 8 12 7 5 8 6 11 6 2
2024 Contract Condition         Yes     Yes Yes   Yes  
Action         No     Yes Yes   Not Yet  
High       119~020 113~220 117~240 126~000 124~190 124~240 122~130 120~150 118~230
Low       113~240 108~000 110~190 116~210 118~310 117~110 118~030 112~270 113~220
Close/Last       114~030 109~200 116~210 125~010 122~110 119~080 120~140 113~260 115~300

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Newsflash

Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9