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ScenarioSM Study for December 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 33 | 33 | 33 |
Closed Higher | 17 | 15 | 12 | 13 | 13 | 24 | 17 | 21 | 18 | 18 | 25 |
Exceeded High | 11 | 10 | 8 | 12 | 13 | 17 | 17 | 20 | 16 | 16 | 15 |
Scenario Percentage | 65% | 67% | 67% | 92% | 100% | 71% | 100% | 95% | 89% | 89% | 60% |
Avg Max Increase | 3.22% | 3.85% | 7.11% | 6.27% | 4.55% | 4.74% | 4.54% | 4.73% | 4.20% | 4.54% | 2.92% |
Max Increase | 6.77% | 11.95% | 21.24% | 13.90% | 8.88% | 12.26% | 13.77% | 17.57% | 11.82% | 13.48% | 11.21% |
Avg Days To Max Increase | 12 | 17 | 17 | 15 | 17 | 17 | 14 | 17 | 15 | 11 | 12 |
Avg Max Decline | -0.31% | -1.07% | -0.83% | -0.90% | -0.41% | -1.15% | -0.74% | -1.10% | -0.90% | -0.98% | -0.64% |
Max Decline | -1.75% | -2.31% | -3.17% | -2.49% | -1.47% | -4.65% | -3.58% | -3.02% | -2.56% | -3.07% | -1.52% |
Avg Days to Max Decline | 4 | 11 | 5 | 9 | 5 | 9 | 4 | 7 | 6 | 6 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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