Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Corn(CBOT) as of Dec 30, 2016
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   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 17 24 23 25 27 18 21 15 17 22
Exceeded High   16 11 18 21 19 25 15 17 11 11 11
Scenario Percentage   64% 65% 75% 91% 76% 93% 83% 81% 73% 65% 50%
Avg Max Increase   6.76% 9.33% 8.95% 7.55% 6.71% 8.43% 12.71% 12.75% 15.91% 11.97% 4.70%
Max Increase   14.84% 26.38% 29.46% 16.18% 17.33% 41.01% 42.10% 56.06% 34.25% 20.75% 11.13%
Avg Days To Max Increase   20 15 18 22 13 14 14 15 14 11 7
Avg Max Decline   -1.83% -2.48% -1.63% -1.32% -2.88% -2.18% -3.35% -2.68% -0.43% -1.55% -0.78%
Max Decline   -10.94% -7.80% -6.73% -3.26% -10.61% -10.55% -10.89% -5.50% -5.47% -6.60% -2.19%
Avg Days to Max Decline   8 9 6 9 8 12 13 8 3 3 2
2016 Contract Condition         Yes     Yes Yes      
Action         Yes     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   19 28 20 22 20 18 27 24 30 28 23
Penetrated Low   15 19 15 22 15 18 25 22 24 23 13
Scenario Percentage   79% 68% 75% 100% 75% 100% 93% 92% 80% 82% 57%
Avg Max Decline   5.97% 6.72% 5.57% 5.44% 4.26% 6.58% 9.07% 10.71% 13.45% 7.72% 5.43%
Max Decline   25.43% 22.45% 20.47% 17.92% 7.94% 12.01% 18.83% 27.77% 19.93% 17.40% 10.31%
Avg Days To Max Decline   15 12 17 15 12 15 21 22 15 10 8
Avg Max Increase   -1.63% -1.69% -1.52% -1.95% -2.61% -2.67% -3.25% -4.72% -2.67% -2.30% -1.10%
Max Increase   -6.50% -6.05% -3.85% -6.44% -9.03% -5.91% -19.29% -27.18% -18.45% -8.17% -3.60%
Avg Days to Max Increase   7 7 6 12 11 9 12 10 5 6 2
2016 Contract Condition   Yes Yes Yes   Yes Yes     Yes Yes Yes
Action   Yes Yes Yes   Yes Yes     Yes Yes Not Yet
High 409.25 413.25 403.00 396.25 386.75 387.50 382.50 406.50 414.75 444.00 373.00 334.75
Low 380.00 392.25 379.50 374.00 366.00 367.00 356.75 355.75 370.00 360.25 326.75 301.00
Close/Last 404.00 401.50 387.25 375.25 386.00 367.25 360.50 391.75 406.75 365.50 334.50 301.50

Banner

Login

Main Menu

MRCI Online

Free Links

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.