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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, 2019
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   43 43 43 43 43 43 43 43 44 44 44
Closed Higher   20 14 22 24 27 17 22 20 21 22 16
Exceeded High   14 10 17 19 18 13 19 17 14 14 9
Scenario Percentage   70% 71% 77% 79% 67% 76% 86% 85% 67% 64% 56%
Avg Max Increase   5.99% 5.12% 12.21% 10.91% 9.08% 7.82% 10.87% 11.85% 7.02% 4.37% 4.96%
Max Increase   26.63% 13.22% 41.74% 36.12% 22.65% 17.89% 102.90% 60.45% 15.35% 7.67% 12.44%
Avg Days To Max Increase   13 15 17 18 14 11 16 16 17 14 19
Avg Max Decline   -1.17% -0.95% -1.86% -0.70% -1.67% -1.52% -2.32% -1.72% -2.11% -1.31% -0.88%
Max Decline   -4.91% -4.21% -4.29% -3.49% -6.30% -6.01% -9.36% -9.23% -7.12% -4.74% -1.85%
Avg Days to Max Decline   7 11 7 3 8 2 8 5 6 5 5
2018 Contract Condition   Yes   Yes Yes     Yes Yes Yes   Yes
Action   Yes   Yes Yes     Yes Yes No   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   43 43 43 43 43 43 43 43 44 44 44
Closed Lower   23 29 21 19 16 26 21 23 23 22 28
Penetrated Low   17 17 15 13 11 21 17 17 18 20 19
Scenario Percentage   74% 59% 71% 68% 69% 81% 81% 74% 78% 91% 68%
Avg Max Decline   6.90% 5.42% 5.41% 7.99% 5.19% 5.86% 6.53% 7.13% 5.25% 6.75% 3.21%
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   16 14 16 20 17 13 15 16 14 12 11
Avg Max Increase   -1.62% -1.16% -0.85% -1.62% -1.82% -2.14% -1.45% -0.93% -2.25% -1.41% -0.73%
Max Increase   -4.67% -5.30% -5.00% -11.21% -6.73% -7.69% -5.91% -6.30% -12.86% -5.45% -3.63%
Avg Days to Max Increase   6 8 7 12 14 10 8 7 8 8 3
2018 Contract Condition     Yes     Yes Yes       Yes  
Action     Yes     Yes Yes       Yes  
High 1310.0 1289.5 1311.2 1284.0 1338.5 1370.0 1316.5 1307.6 1314.6 1370.5 1364.4 1356.8
Low 1264.9 1231.4 1253.6 1218.5 1265.7 1289.4 1271.0 1275.0 1242.7 1309.3 1309.0 1303.6
Close/Last 1285.2 1289.1 1256.4 1280.3 1329.4 1292.9 1278.6 1281.1 1314.0 1343.1 1317.9 1322.8

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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.