|
ScenarioSM Study for September 30-Year T-Bonds(CBOT) as of Dec 27, 2023 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 28 | 30 | 32 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 24 | 18 | 26 | 22 | 19 | 22 | 22 | 29 | 25 | 26 | |
Exceeded High | 14 | 21 | 17 | 14 | 16 | 13 | 19 | 22 | 22 | 21 | 19 | |
Scenario Percentage | 93% | 88% | 94% | 54% | 73% | 68% | 86% | 100% | 76% | 84% | 73% | |
Avg Max Increase | 4.94% | 3.77% | 3.98% | 4.53% | 3.96% | 5.73% | 5.75% | 4.23% | 4.77% | 4.41% | 2.43% | |
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 | 16 | 16 | 18 | 17 | 11 | 11 | |
Avg Max Decline | -0.65% | -1.26% | -1.56% | -0.82% | -1.61% | -0.90% | -0.88% | -0.80% | -1.12% | -0.72% | -0.72% | |
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 | 4 | 2 | |
2023 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | No |
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