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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Gold(CMX) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   33 33 33 33 33 33 33 33 34 34 34
Closed Higher   15 9 16 17 22 13 16 16 14 15 12
Exceeded High   10 6 12 14 14 10 14 14 9 10 7
Scenario Percentage   67% 67% 75% 82% 64% 77% 88% 88% 64% 67% 58%
Avg Max Increase   6.66% 5.65% 13.01% 12.63% 9.26% 7.38% 11.97% 12.35% 6.07% 4.00% 5.84%
Max Increase   26.63% 13.22% 41.74% 36.12% 22.65% 14.71% 102.90% 60.45% 11.41% 6.98% 14.47%
Avg Days To Max Increase   14 16 18 21 15 13 15 15 15 15 20
Avg Max Decline   -1.12% -0.88% -1.86% -0.63% -1.53% -1.53% -2.02% -1.30% -2.49% -1.22% -0.84%
Max Decline   -4.91% -4.21% -4.29% -3.49% -4.67% -6.01% -7.89% -6.14% -7.12% -2.96% -1.85%
Avg Days to Max Decline   8 14 7 3 10 3 10 5 7 2 5
2008 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   33 33 33 33 33 33 33 33 34 34 34
Closed Lower   18 24 17 16 11 20 17 17 20 19 22
Penetrated Low   16 13 13 11 7 16 13 15 16 17 17
Scenario Percentage   89% 54% 76% 69% 64% 80% 76% 88% 80% 89% 77%
Avg Max Decline   6.42% 5.94% 4.28% 7.33% 5.05% 5.57% 7.27% 7.27% 5.27% 6.58% 3.06%
Max Decline   19.63% 21.13% 13.17% 20.91% 8.36% 14.95% 24.92% 21.29% 20.24% 30.36% 9.56%
Avg Days To Max Decline   15 16 15 21 18 12 15 16 14 12 11
Avg Max Increase   -1.62% -1.44% -0.81% -0.59% -1.09% -2.21% -1.58% -0.55% -2.19% -1.45% -0.72%
Max Increase   -4.67% -5.30% -5.00% -5.35% -2.41% -7.69% -5.91% -2.10% -12.86% -5.45% -3.99%
Avg Days to Max Increase   6 9 7 10 13 9 9 6 9 8 3
2008 Contract Condition   Yes Yes         Yes       Yes
Action   Yes Yes         No       Yes
High 727.5 721.9 702.2 711.0 698.4 763.2 810.6 861.0 853.2 942.2 978.5 1033.9
Low 699.8 683.6 668.7 674.9 666.4 692.0 738.5 789.0 789.7 844.6 888.4 904.7
Close/Last 714.2 691.5 675.2 691.3 693.5 762.1 807.9 795.2 844.5 928.0 975.0 916.2

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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.