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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for November Brent Crude Oil(ICE) as of Dec 06, 2024
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   19 30 30 30 32 33 33 35 35 35 36
Closed Higher   9 17 15 16 20 21 23 16 19 23 20
Exceeded High   7 14 14 14 19 19 19 12 18 22 12
Scenario Percentage   78% 82% 93% 88% 95% 90% 83% 75% 95% 96% 60%
Avg Max Increase   6.86% 8.44% 11.65% 14.23% 11.44% 10.58% 10.30% 10.73% 10.05% 14.94% 14.34%
Max Increase   11.88% 16.96% 25.78% 41.56% 32.87% 22.91% 34.75% 16.93% 20.97% 95.55% 50.87%
Avg Days To Max Increase   15 14 16 14 16 16 14 16 15 18 22
Avg Max Decline   -0.43% -0.95% -1.51% -2.48% -2.04% -2.88% -2.13% -1.78% -2.44% -3.05% -0.56%
Max Decline   -2.62% -7.50% -6.67% -10.06% -14.05% -9.22% -6.86% -5.55% -14.81% -13.93% -3.50%
Avg Days to Max Decline   6 6 6 6 8 6 8 6 7 7 4
2024 Contract Condition         Yes Yes Yes Yes   Yes    
Action         Yes Yes Yes No   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   19 30 30 30 32 33 33 35 35 35 36
Closed Lower   10 13 15 14 12 12 10 19 16 12 16
Penetrated Low   8 9 7 7 6 5 5 13 10 10 7
Scenario Percentage   80% 69% 47% 50% 50% 42% 50% 68% 63% 83% 44%
Avg Max Decline   14.51% 16.29% 15.47% 13.14% 14.90% 9.79% 11.51% 9.19% 11.87% 13.51% 12.08%
Max Decline   35.28% 35.98% 25.74% 41.29% 45.49% 24.92% 23.65% 21.51% 34.02% 29.48% 22.95%
Avg Days To Max Decline   19 16 16 13 18 7 19 17 13 16 20
Avg Max Increase   -1.54% -0.25% -2.64% -2.56% -2.37% -4.20% -3.82% -1.15% -1.71% -3.82% -1.30%
Max Increase   -4.76% -4.66% -6.67% -6.51% -6.64% -16.81% -7.45% -3.09% -6.29% -25.15% -2.59%
Avg Days to Max Increase   3 1 9 5 8 3 9 6 6 13 5
2024 Contract Condition   Yes Yes Yes         Yes   Yes Yes
Action   Yes Yes No         Yes   Yes Yes
High 85.02 84.71 82.55 79.07 80.59 79.85 83.13 87.64 83.22 84.64 86.24 81.46
Low 81.60 77.14 75.46 73.16 73.66 74.64 77.86 82.23 79.18 76.14 77.46 74.62
Close/Last 82.83 80.65 78.14 75.28 77.92 78.18 83.11 83.61 80.16 83.50 80.23 76.93

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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.