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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Feeder Cattle(CME) as of Sep 16, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   26 37 38 42 42 43 45 45 45 45 45
Closed Higher   15 17 23 26 28 32 20 25 17 26 26
Exceeded High   12 16 19 23 27 25 17 22 14 21 20
Scenario Percentage   80% 94% 83% 88% 96% 78% 85% 88% 82% 81% 77%
Avg Max Increase   7.39% 6.08% 5.17% 5.23% 5.04% 4.37% 4.13% 4.66% 4.12% 4.47% 3.09%
Max Increase   23.34% 23.36% 15.37% 12.51% 10.16% 9.97% 15.07% 12.29% 8.07% 10.33% 7.28%
Avg Days To Max Increase   17 15 19 21 17 17 12 17 15 16 15
Avg Max Decline   -0.77% -1.18% -1.03% -2.43% -1.18% -1.74% -1.20% -1.52% -1.56% -1.85% -0.78%
Max Decline   -4.25% -7.28% -3.95% -11.41% -5.98% -5.68% -5.73% -7.29% -4.34% -5.38% -2.57%
Avg Days to Max Decline   5 9 12 10 6 10 8 8 8 9 4
2022 Contract Condition   Yes Yes   Yes Yes Yes Yes   Yes Yes Yes
Action   Yes Yes   Yes Yes Yes No   Yes Not Yet 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   26 37 38 42 42 43 45 45 45 45 45
Closed Lower   10 20 15 16 14 11 25 19 28 19 18
Penetrated Low   7 16 8 8 10 8 17 19 17 14 10
Scenario Percentage   70% 80% 53% 50% 71% 73% 68% 100% 61% 74% 56%
Avg Max Decline   8.10% 4.17% 5.80% 5.24% 6.50% 6.51% 5.17% 5.46% 6.40% 6.88% 3.90%
Max Decline   20.02% 12.04% 12.29% 10.44% 10.88% 16.12% 15.43% 15.48% 14.68% 13.88% 8.52%
Avg Days To Max Decline   18 16 19 20 17 15 15 15 16 16 14
Avg Max Increase   -1.25% -1.19% -1.34% -1.78% -1.48% -2.59% -1.80% -2.20% -2.10% -1.80% -0.99%
Max Increase   -4.87% -6.97% -6.79% -5.73% -4.42% -6.75% -6.22% -12.09% -4.32% -6.26% -4.12%
Avg Days to Max Increase   4 6 4 10 8 11 13 8 10 9 4
2022 Contract Condition       Yes         Yes      
Action       Yes         Yes      
High 152.500 154.000 158.500 162.400 158.550 164.135 167.600 172.000 170.450 163.135 168.300 167.550
Low 150.400 149.735 150.830 151.000 147.750 149.180 158.985 164.330 153.235 153.135 150.780 158.400
Close/Last 150.400 151.650 157.080 151.485 154.100 161.450 165.150 168.985 154.180 156.135 164.850 166.885

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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.