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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Brent Crude Oil(ICE) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   20 20 20 23 23 23 25 25 25 26 26
Closed Higher   11 10 13 16 15 10 13 18 14 14 12
Exceeded High   9 10 13 15 13 9 12 17 11 11 4
Scenario Percentage   82% 100% 100% 94% 87% 90% 92% 94% 79% 79% 33%
Avg Max Increase   11.00% 11.34% 11.32% 9.66% 10.71% 9.70% 11.27% 15.28% 17.06% 8.65% 5.51%
Max Increase   20.24% 25.17% 24.34% 22.25% 33.88% 17.35% 19.80% 86.32% 53.95% 20.68% 7.88%
Avg Days To Max Increase   16 14 17 17 16 18 19 19 17 13 9
Avg Max Decline   -2.17% -2.81% -1.72% -3.09% -2.09% -1.68% -2.64% -1.64% -2.11% -4.27% -1.64%
Max Decline   -7.31% -9.48% -4.50% -9.24% -5.31% -4.93% -14.47% -10.12% -13.31% -13.18% -3.16%
Avg Days to Max Decline   7 7 9 7 8 7 7 6 8 6 1
2014 Contract Condition   Yes   Yes     Yes Yes        
Action   No   Yes     Yes No        
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   20 20 20 23 23 23 25 25 25 26 26
Closed Lower   9 10 7 7 8 13 12 7 11 12 14
Penetrated Low   5 4 3 3 4 7 7 5 9 9 10
Scenario Percentage   56% 40% 43% 43% 50% 54% 58% 71% 82% 75% 71%
Avg Max Decline   13.70% 9.57% 7.34% 3.69% 10.19% 8.00% 7.51% 14.47% 14.59% 14.29% 8.04%
Max Decline   23.63% 16.55% 11.41% 6.89% 23.02% 13.95% 14.47% 28.79% 49.34% 49.18% 22.54%
Avg Days To Max Decline   16 11 12 3 19 16 14 18 20 10 9
Avg Max Increase   -4.21% -2.41% -1.08% -0.90% -3.80% -1.16% -1.38% -5.85% -3.56% -1.39% -1.84%
Max Increase   -7.63% -6.39% -2.61% -1.57% -7.61% -2.99% -6.20% -21.51% -15.64% -3.60% -4.39%
Avg Days to Max Increase   11 4 12 1 6 5 7 16 15 4 2
2014 Contract Condition     Yes   Yes Yes     Yes Yes Yes Yes
Action     Yes   Yes No     Yes Yes Yes Yes
High 107.15 108.25 106.83 106.78 107.78 107.35 107.68 113.19 111.23 107.89 104.27 96.78
Low 100.35 104.78 102.00 101.60 102.77 101.92 103.66 105.18 106.34 102.36 94.87 82.93
Close/Last 105.93 106.33 102.31 105.44 104.90 104.71 106.36 110.81 106.92 104.17 95.32 85.86

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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.