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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Coffee "C"(ICE) 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   33 34 34 34 34 35 35 35 35 35 35
Closed Higher   15 16 7 12 20 12 18 19 21 16 19
Exceeded High   11 9 5 10 15 10 14 16 17 11 12
Scenario Percentage   73% 56% 71% 83% 75% 83% 78% 84% 81% 69% 63%
Avg Max Increase   19.01% 21.76% 13.89% 9.42% 11.28% 15.11% 19.35% 17.25% 17.41% 18.49% 8.08%
Max Increase   74.84% 103.42% 53.36% 18.58% 35.59% 32.17% 54.63% 63.74% 64.24% 63.20% 19.49%
Avg Days To Max Increase   20 11 14 16 15 20 19 12 17 10 8
Avg Max Decline   -2.50% -1.43% -8.03% -4.31% -2.34% -2.14% -1.88% -1.39% -2.86% -0.70% -1.01%
Max Decline   -10.69% -5.79% -19.74% -11.71% -5.64% -12.01% -8.79% -5.10% -15.35% -3.33% -3.67%
Avg Days to Max Decline   5 5 14 9 9 9 7 3 9 2 3
2008 Contract Condition     Yes   Yes   Yes   Yes Yes Yes Yes
Action     Yes   Yes   Yes   Yes Yes Yes Not Yet
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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   33 34 34 34 34 35 35 35 35 35 35
Closed Lower   18 18 27 22 14 23 17 16 13 19 16
Penetrated Low   15 16 23 14 11 17 14 12 12 16 9
Scenario Percentage   83% 89% 85% 64% 79% 74% 82% 75% 92% 84% 56%
Avg Max Decline   13.31% 15.99% 11.93% 10.90% 11.53% 10.44% 9.50% 9.90% 9.63% 7.47% 4.26%
Max Decline   34.94% 35.94% 26.33% 24.16% 21.71% 26.39% 24.88% 20.29% 22.16% 18.86% 11.04%
Avg Days To Max Decline   25 20 16 18 18 14 17 16 16 12 6
Avg Max Increase   -3.82% -2.26% -3.86% -4.16% -4.89% -2.32% -3.16% -3.75% -3.25% -3.09% -1.69%
Max Increase   -18.45% -5.76% -33.47% -9.90% -13.72% -10.48% -14.35% -11.69% -15.45% -9.70% -5.10%
Avg Days to Max Increase   15 9 8 10 10 7 11 10 8 10 2
2008 Contract Condition   Yes   Yes   Yes   Yes        
Action   Yes   Yes   No   Yes        
High 129.50 126.35 123.75 128.00 123.75 129.40 138.40 144.60 131.50 137.00 139.40 169.60
Low 121.25 115.85 113.50 118.70 116.90 118.80 119.00 123.90 122.25 127.60 129.70 137.15
Close/Last 122.00 116.10 121.95 120.30 122.00 119.65 132.30 125.45 129.20 136.20 138.15 164.60

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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.