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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Coffee "C"(ICE) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   39 40 40 40 40 40 40 40 40 40 40
Closed Higher   23 16 20 23 24 21 18 22 18 17 13
Exceeded High   16 13 16 18 20 15 13 17 15 8 3
Scenario Percentage   70% 81% 80% 78% 83% 71% 72% 77% 83% 47% 23%
Avg Max Increase   10.65% 13.47% 15.78% 14.28% 14.49% 14.81% 14.53% 19.41% 21.20% 25.59% 18.96%
Max Increase   34.47% 30.79% 52.19% 59.47% 48.77% 49.16% 33.85% 82.60% 115.64% 109.13% 38.87%
Avg Days To Max Increase   16 19 20 14 16 13 19 21 17 10 11
Avg Max Decline   -1.46% -2.06% -1.51% -1.34% -2.00% -1.46% -2.03% -3.77% -3.20% -2.24% -1.09%
Max Decline   -5.27% -11.27% -8.11% -6.12% -9.98% -6.44% -9.36% -12.47% -12.38% -6.90% -3.16%
Avg Days to Max Decline   9 5 6 6 9 6 9 9 8 5 2
2013 Contract Condition     Yes       Yes          
Action     Yes       No          
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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   39 40 40 40 40 40 40 40 40 40 40
Closed Lower   16 24 20 17 16 19 22 18 22 23 27
Penetrated Low   13 16 15 14 15 18 18 16 17 19 20
Scenario Percentage   81% 67% 75% 82% 94% 95% 82% 89% 77% 83% 74%
Avg Max Decline   9.55% 9.54% 9.49% 8.26% 8.05% 8.67% 9.42% 8.82% 15.56% 12.35% 7.59%
Max Decline   21.21% 21.65% 22.76% 18.17% 22.75% 21.57% 17.07% 17.14% 35.43% 31.90% 25.02%
Avg Days To Max Decline   17 13 16 13 16 18 18 20 21 14 11
Avg Max Increase   -4.66% -1.69% -2.00% -2.21% -3.49% -3.01% -2.74% -5.04% -4.16% -3.88% -1.69%
Max Increase   -12.46% -9.49% -5.96% -9.62% -14.70% -9.71% -10.04% -16.15% -10.75% -10.42% -8.26%
Avg Days to Max Increase   11 6 8 6 8 9 10 14 12 9 4
2013 Contract Condition   Yes   Yes Yes Yes   Yes Yes Yes Yes Yes
Action   Yes   Yes Yes Yes   Yes Yes Yes Yes Not Yet
High 202.20 187.15 192.30 194.25 166.40 160.50 163.30 155.20 149.95 144.50 148.80 129.90
Low 182.55 170.05 165.50 165.00 153.00 147.10 148.40 140.50 134.80 132.70 125.05 116.90
Close/Last 185.45 173.60 182.95 165.15 156.35 149.55 152.90 145.90 139.65 135.10 127.05 120.00

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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.