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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Gold(CMX) as of Dec 30, 2011
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   36 36 36 36 36 36 36 36 37 37 37
Closed Higher   18 11 17 18 25 15 19 18 15 18 13
Exceeded High   13 7 13 15 17 12 17 15 10 12 8
Scenario Percentage   72% 64% 76% 83% 68% 80% 89% 83% 67% 67% 62%
Avg Max Increase   6.32% 5.71% 12.56% 12.52% 9.54% 8.09% 11.08% 12.45% 6.32% 4.35% 5.55%
Max Increase   26.63% 13.22% 41.74% 36.12% 22.65% 17.89% 102.90% 60.45% 11.41% 7.67% 12.44%
Avg Days To Max Increase   13 16 17 20 15 11 15 15 15 15 20
Avg Max Decline   -1.19% -0.92% -1.90% -0.65% -1.74% -1.44% -2.25% -1.83% -2.65% -1.44% -0.96%
Max Decline   -4.91% -4.21% -4.29% -3.49% -6.30% -6.01% -9.36% -9.23% -7.12% -3.05% -1.85%
Avg Days to Max Decline   7 13 8 3 8 2 8 6 7 5 5
2011 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes   Yes Yes
Action   Yes No   Yes Yes Yes Yes No   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   36 36 36 36 36 36 36 36 37 37 37
Closed Lower   18 25 19 18 11 21 17 18 22 19 24
Penetrated Low   16 14 14 12 7 16 13 16 17 17 18
Scenario Percentage   89% 56% 74% 67% 64% 76% 76% 89% 77% 89% 75%
Avg Max Decline   6.42% 5.69% 5.37% 8.24% 5.05% 5.57% 7.27% 7.11% 5.17% 6.58% 3.24%
Max Decline   19.63% 21.13% 19.58% 20.91% 8.36% 14.95% 24.92% 21.29% 20.24% 30.36% 9.56%
Avg Days To Max Decline   15 15 15 21 18 12 15 15 14 12 11
Avg Max Increase   -1.62% -1.49% -0.71% -1.48% -1.09% -2.21% -1.58% -0.91% -2.29% -1.45% -0.74%
Max Increase   -4.67% -5.30% -5.00% -11.21% -2.41% -7.69% -5.91% -6.30% -12.86% -5.45% -3.99%
Avg Days to Max Increase   6 9 7 13 13 9 9 6 9 8 3
2011 Contract Condition       Yes           Yes    
Action       No           No    
High 1188.5 1254.9 1274.6 1229.8 1253.5 1318.6 1390.9 1428.0 1434.1 1426.3 1418.8 1448.6
Low 1131.3 1165.6 1210.5 1163.2 1187.5 1242.6 1317.0 1330.0 1364.7 1309.1 1325.3 1380.7
Close/Last 1188.5 1223.6 1254.0 1186.8 1253.1 1312.9 1361.2 1388.3 1423.6 1334.5 1409.9 1438.9

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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.