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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Coffee "C"(ICE) as of Dec 07, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 23 24 24 18 18 22 20 12 19 25
Exceeded High   18 21 18 16 14 12 16 10 9 15 15
Scenario Percentage   75% 91% 75% 67% 78% 67% 73% 50% 75% 79% 60%
Avg Max Increase   15.46% 12.64% 12.69% 17.17% 11.34% 19.71% 20.00% 21.77% 14.88% 9.72% 7.10%
Max Increase   54.56% 58.99% 42.09% 62.80% 24.35% 72.37% 122.35% 121.24% 43.01% 23.92% 21.36%
Avg Days To Max Increase   18 16 17 13 20 17 17 11 16 13 11
Avg Max Decline   -1.88% -1.54% -1.95% -1.36% -3.74% -3.49% -2.72% -3.10% -5.56% -5.38% -1.14%
Max Decline   -8.13% -6.04% -8.89% -4.17% -11.67% -11.11% -11.79% -10.13% -16.43% -13.46% -3.35%
Avg Days to Max Decline   8 6 8 6 13 6 6 8 12 9 4
2022 Contract Condition   Yes Yes   Yes       Yes     Yes
Action   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 22 21 21 27 27 23 25 33 26 20
Penetrated Low   17 20 17 19 23 22 21 21 29 17 11
Scenario Percentage   81% 91% 81% 90% 85% 81% 91% 84% 88% 65% 55%
Avg Max Decline   9.18% 8.37% 7.81% 8.92% 8.89% 8.39% 12.15% 12.47% 12.18% 10.10% 6.63%
Max Decline   22.31% 17.16% 21.60% 20.79% 16.50% 16.67% 33.77% 26.26% 30.78% 18.13% 14.05%
Avg Days To Max Decline   16 14 16 15 17 18 21 20 16 15 13
Avg Max Increase   -2.30% -1.98% -4.02% -2.60% -2.41% -4.39% -4.39% -3.51% -4.36% -4.59% -2.94%
Max Increase   -6.26% -9.42% -14.78% -9.41% -9.42% -13.68% -21.21% -9.64% -39.51% -11.96% -8.01%
Avg Days to Max Increase   10 4 10 7 5 14 10 7 6 8 4
2022 Contract Condition       Yes   Yes Yes Yes   Yes Yes  
Action       Yes   Yes Yes Yes   Yes Not Yet  
High 204.25 219.35 245.90 246.90 242.70 256.90 236.10 237.15 234.05 241.75 236.05 246.90
Low 187.55 196.40 202.75 221.65 219.50 229.70 208.95 214.25 202.40 217.10 194.60 205.90
Close/Last 198.50 207.75 230.25 224.50 233.60 230.05 225.70 221.90 231.45 230.10 217.20 239.10

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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.