MRCI Online
|
| ScenarioSM Study for September 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 29 | 31 | 33 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 15 | 25 | 18 | 25 | 22 | 18 | 21 | 22 | 29 | 25 | 27 | |
| Exceeded High | 14 | 21 | 17 | 14 | 16 | 12 | 19 | 22 | 22 | 21 | 20 | |
| Scenario Percentage | 93% | 84% | 94% | 56% | 73% | 67% | 90% | 100% | 76% | 84% | 74% | |
| Avg Max Increase | 4.94% | 3.77% | 3.98% | 4.53% | 3.96% | 6.00% | 5.75% | 4.23% | 4.77% | 4.50% | 2.37% | |
| Max Increase | 12.38% | 11.29% | 14.46% | 17.74% | 12.45% | 22.19% | 13.83% | 9.25% | 12.19% | 11.76% | 5.55% | |
| Avg Days To Max Increase | 16 | 15 | 17 | 15 | 17 | 17 | 16 | 18 | 17 | 13 | 12 | |
| Avg Max Decline | -0.65% | -1.26% | -1.56% | -0.82% | -1.61% | -0.94% | -0.88% | -0.80% | -1.12% | -0.66% | -0.73% | |
| Max Decline | -2.49% | -5.56% | -5.39% | -2.26% | -4.55% | -3.15% | -2.47% | -2.27% | -4.58% | -3.52% | -1.95% | |
| Avg Days to Max Decline | 5 | 8 | 8 | 9 | 12 | 5 | 7 | 6 | 9 | 3 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
| 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.
