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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Brent Crude Oil(ICE) as of Dec 07, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   24 28 28 28 31 31 31 33 33 33 33
Closed Higher   14 13 13 16 15 17 19 20 22 16 17
Exceeded High   12 12 9 14 14 14 18 18 20 13 13
Scenario Percentage   86% 92% 69% 88% 93% 82% 95% 90% 91% 81% 76%
Avg Max Increase   8.58% 8.44% 7.66% 9.04% 12.15% 15.17% 12.18% 11.09% 10.51% 10.33% 6.89%
Max Increase   28.15% 19.43% 12.89% 17.34% 26.64% 44.54% 35.06% 24.51% 37.42% 17.61% 11.71%
Avg Days To Max Increase   14 12 16 12 18 14 16 16 15 18 15
Avg Max Decline   -1.47% -0.67% -1.42% -1.69% -1.82% -2.63% -2.42% -3.07% -2.38% -2.56% -1.52%
Max Decline   -4.60% -3.75% -3.54% -8.81% -7.13% -10.38% -14.85% -9.71% -7.61% -7.60% -4.09%
Avg Days to Max Decline   7 4 6 6 6 5 8 8 7 7 4
2022 Contract Condition     Yes Yes   Yes Yes Yes Yes Yes Yes  
Action     Yes No   Yes Yes Yes No Yes Yes  
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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   24 28 28 28 31 31 31 33 33 33 33
Closed Lower   10 15 15 12 16 14 12 13 11 17 16
Penetrated Low   7 13 14 8 10 6 5 7 6 12 9
Scenario Percentage   70% 87% 93% 67% 63% 43% 42% 54% 55% 71% 56%
Avg Max Decline   14.44% 11.42% 12.45% 18.54% 12.23% 16.36% 16.55% 9.63% 12.64% 10.44% 9.87%
Max Decline   41.98% 44.60% 36.28% 37.04% 26.30% 44.96% 51.03% 28.48% 24.86% 21.51% 18.49%
Avg Days To Max Decline   15 12 17 17 16 14 20 9 20 17 19
Avg Max Increase   -2.10% -0.71% -2.26% -0.70% -3.49% -2.99% -4.20% -4.07% -4.04% -1.44% -1.47%
Max Increase   -8.93% -7.93% -6.26% -7.22% -7.84% -6.72% -9.39% -19.84% -8.73% -3.50% -5.25%
Avg Days to Max Increase   10 6 7 2 7 6 11 3 9 6 2
2022 Contract Condition   Yes     Yes             Yes
Action   No     Yes             Yes
High 69.89 67.88 73.75 79.69 78.37 76.85 84.88 94.73 121.20 110.16 117.54 121.74
Low 63.93 61.67 67.12 73.71 65.33 64.33 74.29 82.43 89.60 95.92 98.72 104.35
Close/Last 69.40 67.40 72.73 76.84 66.77 74.80 83.85 89.74 99.43 103.48 112.58 109.03

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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.