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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Corn(CBOT) 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 17 22 20 24 21 25 24 16 22 18
Exceeded High   14 15 14 11 19 19 19 22 13 16 12
Scenario Percentage   61% 88% 64% 55% 79% 90% 76% 92% 81% 73% 67%
Avg Max Increase   7.82% 10.75% 7.89% 10.45% 8.19% 8.66% 7.27% 6.97% 13.25% 12.28% 7.56%
Max Increase   30.68% 38.35% 16.30% 28.80% 28.71% 16.78% 26.54% 30.33% 51.63% 60.09% 18.07%
Avg Days To Max Increase   15 15 22 15 17 20 12 13 18 12 8
Avg Max Decline   -2.42% -2.93% -2.21% -2.90% -2.08% -1.67% -3.51% -2.18% -3.44% -3.16% -0.22%
Max Decline   -9.08% -8.83% -11.93% -8.20% -8.20% -4.31% -16.09% -10.79% -12.89% -10.06% -4.16%
Avg Days to Max Decline   13 7 11 12 9 10 9 9 12 5 2
2014 Contract Condition   Yes         Yes Yes Yes Yes    
Action   No         Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 28 23 25 21 23 19 21 29 23 27
Penetrated Low   14 22 19 18 15 22 13 16 25 19 16
Scenario Percentage   67% 79% 83% 72% 71% 96% 68% 76% 86% 83% 59%
Avg Max Decline   7.24% 7.44% 7.02% 6.73% 5.72% 5.79% 5.39% 7.68% 9.25% 8.89% 6.11%
Max Decline   35.76% 29.27% 26.37% 22.48% 22.89% 18.80% 10.92% 13.95% 20.53% 22.44% 16.21%
Avg Days To Max Decline   16 22 14 13 16 17 13 18 21 13 9
Avg Max Increase   -1.64% -2.52% -1.49% -1.35% -2.14% -2.00% -2.14% -2.29% -3.55% -2.59% -1.17%
Max Increase   -4.02% -10.86% -6.15% -3.64% -5.95% -6.56% -4.86% -5.12% -16.67% -9.22% -8.50%
Avg Days to Max Increase   5 12 9 7 11 12 8 13 12 5 3
2014 Contract Condition     Yes Yes Yes Yes         Yes Yes
Action     Yes Yes Yes Yes         Yes Yes
High 553.50 532.25 519.25 477.25 464.75 456.00 450.00 468.75 508.25 524.25 522.75 470.50
Low 498.25 473.50 468.00 453.75 435.50 434.25 421.75 443.25 468.00 490.75 465.00 422.50
Close/Last 505.50 508.75 469.00 454.25 440.00 437.00 444.00 467.50 506.75 519.00 465.75 424.25

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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.