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| ScenarioSM Study for September 30-Year T-Bonds(CBOT) as of Jan 01, 2010 | |||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 28 | 30 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 |
| Closed Higher | 15 | 24 | 18 | 17 | 15 | 12 | 13 | 13 | 24 | 17 | 20 |
| Exceeded High | 14 | 21 | 17 | 9 | 10 | 7 | 12 | 13 | 17 | 16 | 18 |
| Scenario Percentage | 93% | 88% | 94% | 53% | 67% | 58% | 92% | 100% | 71% | 94% | 90% |
| Avg Max Increase | 4.94% | 3.77% | 3.98% | 3.86% | 4.01% | 8.33% | 6.36% | 4.63% | 4.73% | 4.25% | 2.32% |
| Max Increase | 12.38% | 11.29% | 14.46% | 6.69% | 12.15% | 22.19% | 13.83% | 9.25% | 12.19% | 11.34% | 5.55% |
| Avg Days To Max Increase | 16 | 15 | 17 | 13 | 16 | 19 | 14 | 17 | 17 | 11 | 13 |
| Avg Max Decline | -0.65% | -1.26% | -1.56% | -0.44% | -1.18% | -1.09% | -1.01% | -0.46% | -1.18% | -0.68% | -0.74% |
| Max Decline | -2.49% | -5.56% | -5.39% | -1.69% | -2.34% | -3.15% | -2.47% | -1.47% | -4.58% | -3.52% | -1.95% |
| Avg Days to Max Decline | 5 | 8 | 8 | 4 | 11 | 5 | 9 | 2 | 9 | 4 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
