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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Crude Oil(NYM) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   32 33 33 34 34 34 35 35 35 35 35
Closed Higher   22 22 16 16 22 20 19 16 17 19 18
Exceeded High   21 19 11 14 19 15 17 10 15 18 8
Scenario Percentage   95% 86% 69% 88% 86% 75% 89% 63% 88% 95% 44%
Avg Max Increase   8.32% 6.43% 9.33% 8.83% 10.78% 11.87% 7.90% 11.85% 13.32% 9.11% 7.56%
Max Increase   18.96% 30.64% 20.21% 19.96% 57.94% 40.70% 23.66% 22.62% 28.40% 22.83% 11.76%
Avg Days To Max Increase   17 14 18 19 21 15 14 24 15 14 11
Avg Max Decline   -2.47% -1.95% -0.90% -1.90% -1.54% -2.00% -2.53% -3.01% -2.88% -2.23% -0.99%
Max Decline   -9.61% -5.08% -4.51% -12.94% -8.90% -10.27% -12.15% -7.76% -9.26% -10.82% -2.86%
Avg Days to Max Decline   9 9 7 10 8 10 5 9 5 7 2
2018 Contract Condition           Yes   Yes Yes Yes Yes Yes
Action           Yes   Yes 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   32 33 33 34 34 34 35 35 35 35 35
Closed Lower   9 11 17 18 12 14 16 18 18 16 17
Penetrated Low   5 6 11 12 8 9 13 17 15 11 9
Scenario Percentage   56% 55% 65% 67% 67% 64% 81% 94% 83% 69% 53%
Avg Max Decline   8.60% 6.38% 9.19% 9.90% 13.01% 14.54% 13.46% 13.68% 17.08% 19.42% 11.90%
Max Decline   16.31% 13.56% 19.01% 32.87% 26.84% 46.42% 50.06% 45.65% 37.26% 43.46% 24.06%
Avg Days To Max Decline   11 20 17 16 20 19 17 18 17 17 11
Avg Max Increase   -2.64% -2.78% -0.62% -2.03% -2.73% -2.21% -2.21% -2.32% -2.33% -4.48% -1.73%
Max Increase   -6.17% -6.41% -2.27% -9.13% -12.86% -13.48% -11.91% -5.18% -8.32% -12.69% -7.07%
Avg Days to Max Increase   3 12 3 8 11 11 7 5 10 11 3
2018 Contract Condition   Yes Yes Yes Yes   Yes          
Action   Yes Yes Yes No   No          
High 56.44 55.50 54.96 52.52 50.05 50.76 50.84 53.34 55.15 58.81 60.53 66.66
Low 53.69 49.25 49.88 46.10 43.87 45.29 47.34 49.03 50.07 54.27 55.93 60.14
Close/Last 55.17 52.09 50.75 49.26 47.70 50.58 49.50 52.24 54.72 57.40 60.44 64.73

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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.