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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Soybean Oil(CBOT) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Higher   21 18 22 18 23 23 19 19 29 25 27
Exceeded High   14 13 15 16 16 17 14 17 26 21 14
Scenario Percentage   67% 72% 68% 89% 70% 74% 74% 89% 90% 84% 52%
Avg Max Increase   19.11% 12.10% 8.20% 9.68% 9.94% 11.10% 14.94% 14.10% 9.86% 8.94% 6.05%
Max Increase   63.86% 47.53% 25.97% 22.49% 19.19% 46.74% 61.85% 41.38% 33.57% 30.11% 19.49%
Avg Days To Max Increase   15 17 17 20 17 13 19 16 16 11 7
Avg Max Decline   -1.55% -4.04% -1.49% -3.21% -1.74% -2.37% -3.14% -2.30% -2.56% -2.19% -0.84%
Max Decline   -6.51% -17.57% -7.06% -10.08% -5.15% -8.98% -9.56% -7.42% -19.15% -7.65% -3.62%
Avg Days to Max Decline   8 9 6 6 7 10 11 9 6 6 1
2017 Contract Condition   Yes   Yes Yes Yes Yes          
Action   Yes   Yes Yes Yes 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   43 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 26 22 27 21 22 25 26 16 20 18
Penetrated Low   19 21 16 23 17 17 22 14 12 15 11
Scenario Percentage   86% 81% 73% 85% 81% 77% 88% 54% 75% 75% 61%
Avg Max Decline   9.53% 7.02% 8.91% 8.93% 8.21% 7.54% 6.99% 8.70% 5.99% 4.37% 3.87%
Max Decline   24.55% 25.89% 42.37% 31.91% 18.39% 23.36% 29.40% 23.25% 16.61% 13.47% 13.64%
Avg Days To Max Decline   16 16 17 16 19 18 18 11 14 12 7
Avg Max Increase   -2.20% -3.14% -2.74% -1.93% -4.16% -3.68% -3.58% -2.47% -2.87% -2.46% -1.18%
Max Increase   -11.51% -12.73% -11.87% -7.82% -16.31% -9.12% -13.34% -5.98% -5.96% -5.83% -5.62%
Avg Days to Max Increase   8 9 6 6 9 11 12 6 6 7 1
2017 Contract Condition     Yes         Yes Yes Yes Yes Yes
Action     No         Yes Yes Yes Yes Not Yet
High 34.00 34.10 32.92 35.13 34.86 36.85 38.03 38.73 37.20 35.26 34.81 32.35
Low 31.54 31.84 30.44 30.67 32.35 33.20 34.18 34.82 33.61 32.35 31.35 30.86
Close/Last 32.50 32.56 31.43 33.37 34.07 35.69 37.38 34.92 34.14 33.93 31.78 31.45

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Newsflash

Think again! Fed cuts and MRCI seasonal trends could unlock profits in Treasuries. Challenge yourself to explore the TLT ETF and futures. https://www.barchart.com/story/news/33123477/lower-interest-rates-in-the-3rd-quarter-opportunities-for-traders-and-consumers

Historical research from Moore Research Center, Inc. (MRCI) highlights a seasonal tendency for Treasury prices to rise and yields to fall in July. This pattern holds across the 5-year, 15-year, and 30-year seasonal patterns, implying that the fundamentals during this period have been relatively consistent, driven by market dynamics and investor behavior. July often sees reduced trading volumes due to summer slowdowns, which can amplify price movements in bonds. Investors may rebalance their portfolios in the third quarter, as the end of September marks the Federal government's year-end, which is expected to increase demand for Treasuries.

This seasonal trend offers traders a potential edge. For instance, MRCI data shows the 10-year Treasury note often rallies in July, with prices rising as yields dip. This could be a short-term opportunity for those positioned in Treasury futures or ETFs. However, seasonality is not a guarantee; traders must combine it with other analyses, such as technical indicators or macroeconomic trends, to make informed decisions.