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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June 5-Year T-Notes(CBOT) as of Jul 17, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   8 10 10 22 26 34 37 37 37 37 37
Closed Higher   6 9 6 10 15 16 23 16 18 21 23
Exceeded High   5 9 6 6 11 13 19 14 13 19 18
Scenario Percentage   83% 100% 100% 60% 73% 81% 83% 88% 72% 90% 78%
Avg Max Increase   1.91% 1.11% 1.15% 1.48% 1.67% 1.55% 1.58% 1.41% 1.29% 1.80% 1.09%
Max Increase   2.75% 2.08% 3.26% 3.23% 3.63% 4.67% 4.28% 2.96% 4.16% 5.46% 2.19%
Avg Days To Max Increase   20 14 20 16 17 13 13 13 12 14 15
Avg Max Decline   -0.51% -0.40% -0.45% -0.09% -0.31% -0.14% -0.65% -0.44% -0.38% -0.30% -0.22%
Max Decline   -1.26% -1.10% -0.86% -0.50% -0.99% -0.77% -3.33% -1.04% -1.47% -0.72% -0.77%
Avg Days to Max Decline   6 16 9 3 10 5 10 6 8 7 3
2025 Contract Condition               Yes Yes Yes Yes  
Action               Yes Yes Yes No  
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   8 10 10 22 26 34 37 37 37 37 37
Closed Lower   2 1 4 12 11 18 14 20 19 16 14
Penetrated Low   2 1 3 7 11 12 11 18 11 14 8
Scenario Percentage   100% 100% 75% 58% 100% 67% 79% 90% 58% 88% 57%
Avg Max Decline   0.59% 1.02% 0.93% 1.16% 1.09% 1.67% 1.77% 1.71% 1.24% 1.53% 1.34%
Max Decline   0.76% 1.02% 1.17% 3.26% 2.54% 3.36% 4.45% 5.32% 3.04% 2.83% 2.23%
Avg Days To Max Decline   11 5 13 18 15 19 23 16 10 14 17
Avg Max Increase   -0.37% 0.00% -0.88% -0.16% -0.31% -0.38% -0.62% -0.34% -0.32% -0.40% -0.39%
Max Increase   -0.60% 0.00% -2.24% -0.65% -0.74% -2.63% -1.17% -1.09% -1.06% -1.23% -1.13%
Avg Days to Max Increase   9 3 4 9 7 10 9 8 4 9 2
2025 Contract Condition         Yes Yes Yes         Yes
Action         Yes Yes Yes         Not Yet
High       110~162 110~236 107~226 107~284 106~246 108~012 108~192 110~222 109~162
Low       110~162 107~230 106~244 106~042 105~126 105~270 107~150 107~044 107~080
Close/Last       110~162 107~230 107~226 106~126 106~146 107~300 108~050 109~062 108~026

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Newsflash

Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9