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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Brent Crude Oil(ICE) 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   19 22 22 23 25 25 26 26 28 28 28
Closed Higher   13 16 15 10 15 15 15 14 13 14 13
Exceeded High   13 15 13 9 13 14 11 11 9 13 11
Scenario Percentage   100% 94% 87% 90% 87% 93% 73% 79% 69% 93% 85%
Avg Max Increase   9.72% 9.03% 9.57% 9.13% 11.07% 9.65% 11.76% 9.49% 9.08% 9.85% 8.23%
Max Increase   20.68% 19.57% 34.33% 17.69% 27.26% 21.33% 30.49% 22.04% 15.29% 23.85% 16.23%
Avg Days To Max Increase   20 18 12 16 19 18 17 14 21 15 15
Avg Max Decline   -1.90% -2.36% -1.23% -1.43% -1.96% -1.05% -1.87% -1.79% -1.88% -2.75% -1.54%
Max Decline   -13.01% -8.68% -5.58% -3.50% -13.38% -8.95% -10.08% -9.44% -4.38% -9.25% -6.48%
Avg Days to Max Decline   12 9 6 8 6 7 6 5 11 6 4
2017 Contract Condition     Yes Yes Yes Yes   Yes Yes   Yes Yes
Action     Yes Yes Yes No   Yes Yes   Yes Not Yet
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   19 22 22 23 25 25 26 26 28 28 28
Closed Lower   6 6 7 13 10 10 11 12 15 14 15
Penetrated Low   2 2 3 7 8 9 8 10 14 11 8
Scenario Percentage   33% 33% 43% 54% 80% 90% 73% 83% 93% 79% 53%
Avg Max Decline   7.83% 1.54% 9.56% 9.01% 9.88% 10.05% 14.85% 15.49% 16.60% 20.94% 16.86%
Max Decline   8.33% 1.85% 21.38% 19.16% 31.22% 27.63% 46.39% 50.65% 44.54% 40.79% 33.48%
Avg Days To Max Decline   17 2 19 20 15 18 20 15 18 19 18
Avg Max Increase   -1.13% 1.40% -2.66% -1.44% -0.67% -2.61% -3.40% -1.92% -3.65% -2.92% -3.75%
Max Increase   -2.15% 1.23% -6.05% -3.06% -5.56% -13.38% -12.67% -9.81% -10.38% -12.11% -11.30%
Avg Days to Max Increase   18 1 7 6 6 15 17 5 6 11 5
2017 Contract Condition   Yes         Yes     Yes    
Action   No         Yes     Yes    
High 45.87 42.54 46.17 49.90 52.75 54.62 53.46 53.01 51.90 55.27 53.03 58.53
Low 35.13 37.65 41.55 40.96 46.73 49.47 44.96 43.95 46.95 49.75 45.51 52.20
Close/Last 42.84 42.04 44.38 49.49 51.89 52.11 45.99 48.51 51.71 49.92 52.53 56.82

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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.