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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February Brent Crude Oil(ICE) 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   13 23 24 24 27 27 28 28 29 30 30
Closed Higher   5 14 17 15 12 15 17 16 17 15 15
Exceeded High   5 13 16 13 11 13 16 12 14 10 11
Scenario Percentage   100% 93% 94% 87% 92% 87% 94% 75% 82% 67% 73%
Avg Max Increase   6.08% 10.11% 9.79% 10.16% 8.37% 9.92% 9.91% 12.21% 9.32% 9.64% 7.98%
Max Increase   12.84% 21.82% 20.51% 33.83% 17.60% 22.05% 24.00% 31.02% 22.44% 15.37% 12.93%
Avg Days To Max Increase   17 20 16 11 16 18 19 16 12 20 20
Avg Max Decline   -1.95% -1.81% -2.58% -1.39% -1.80% -2.19% -1.64% -2.20% -2.55% -1.80% -1.52%
Max Decline   -8.94% -12.94% -8.86% -5.89% -6.13% -13.67% -9.19% -11.24% -10.89% -4.71% -4.04%
Avg Days to Max Decline   4 10 9 6 8 9 7 8 5 8 4
2018 Contract Condition     Yes         Yes   Yes Yes Yes
Action     No         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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   13 23 24 24 27 27 28 28 29 30 30
Closed Lower   8 9 7 8 15 12 10 12 12 15 15
Penetrated Low   4 3 4 4 8 8 9 9 10 14 12
Scenario Percentage   50% 33% 57% 50% 53% 67% 90% 75% 83% 93% 80%
Avg Max Decline   6.75% 6.49% 5.00% 10.65% 9.68% 9.93% 10.51% 13.68% 16.04% 17.99% 14.21%
Max Decline   14.86% 9.89% 11.34% 21.89% 19.70% 31.89% 27.96% 47.35% 51.70% 47.31% 34.87%
Avg Days To Max Decline   12 12 4 20 19 17 19 19 15 17 17
Avg Max Increase   -2.12% -0.45% -1.17% -3.18% -0.95% -1.82% -3.11% -3.28% -2.07% -2.27% -2.21%
Max Increase   -5.42% -2.07% -5.87% -6.31% -2.46% -9.35% -14.85% -13.51% -10.14% -4.75% -8.69%
Avg Days to Max Increase   3 13 4 12 4 10 15 15 5 3 3
2018 Contract Condition   Yes   Yes Yes Yes Yes   Yes      
Action   Yes   Yes Yes Yes No   No      
High 58.99 58.84 57.61 56.55 57.33 55.32 52.54 53.40 53.46 58.13 60.89 64.41
Low 56.03 55.92 55.91 51.35 52.14 48.01 46.15 47.59 49.89 52.21 54.66 59.75
Close/Last 58.61 56.43 56.72 54.15 53.06 51.89 50.07 53.23 53.01 56.43 60.66 62.63

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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.