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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March S & P 500 E-Mini(CME) as of Jul 08, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 17 17 18 18 18 28 28 28 28 28
Closed Higher   14 12 11 14 11 9 17 22 19 15 14
Exceeded High   12 11 11 11 9 7 15 20 18 13 12
Scenario Percentage   86% 92% 100% 79% 82% 78% 88% 91% 95% 87% 86%
Avg Max Increase   4.87% 5.46% 5.95% 5.03% 3.91% 5.85% 6.47% 4.76% 4.86% 4.50% 3.07%
Max Increase   11.11% 9.80% 14.05% 10.06% 8.21% 8.29% 11.09% 9.32% 9.68% 10.38% 6.30%
Avg Days To Max Increase   18 24 24 18 19 21 22 18 17 13 12
Avg Max Decline   -1.61% -2.03% -1.53% -2.34% -3.16% -1.80% -1.32% -1.48% -1.26% -1.10% -1.05%
Max Decline   -4.36% -5.22% -5.04% -8.09% -9.11% -4.21% -4.60% -4.75% -6.59% -5.15% -2.41%
Avg Days to Max Decline   11 20 10 12 12 3 11 9 6 6 3
2025 Contract Condition     Yes Yes Yes Yes Yes   Yes   Yes  
Action     Yes Yes Yes Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   17 17 17 18 18 18 28 28 28 28 28
Closed Lower   3 5 6 4 7 9 11 5 9 13 14
Penetrated Low   2 5 4 4 3 7 5 3 5 10 8
Scenario Percentage   67% 100% 67% 100% 43% 78% 45% 60% 56% 77% 57%
Avg Max Decline   10.55% 5.81% 9.15% 8.38% 11.16% 9.19% 12.14% 9.61% 9.16% 9.65% 8.61%
Max Decline   11.79% 11.72% 18.00% 16.25% 11.96% 37.04% 23.70% 15.91% 15.01% 29.44% 22.92%
Avg Days To Max Decline   10 8 12 15 14 12 18 22 16 14 13
Avg Max Increase   -2.54% -0.08% -1.53% -1.61% -1.93% -1.65% -2.74% -4.59% -2.80% -2.37% -1.51%
Max Increase   -3.98% -3.34% -3.43% -3.48% -4.85% -6.08% -4.17% -5.44% -6.60% -6.14% -6.30%
Avg Days to Max Increase   3 5 7 6 5 9 6 19 11 5 3
2025 Contract Condition   Yes           Yes   Yes   Yes
Action   No           No   Yes   Yes
High 5480.50 5477.25 5537.50 5707.50 5844.00 5781.75 5881.50 5987.00 6127.00 6178.75 6162.25 6166.50
Low 5281.75 5160.00 5213.75 5450.00 5551.50 5217.75 5499.25 5776.00 5783.75 5866.00 5809.00 5848.00
Close/Last 5475.00 5235.75 5476.50 5645.25 5677.25 5776.50 5866.75 5798.00 6119.00 5935.75 6067.25 5963.25

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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.