Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for November Lumber(CME) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   25 30 38 39 40 40 40 40 40 40 40
Closed Higher   13 17 12 17 16 22 18 13 18 11 24
Exceeded High   12 12 8 10 12 12 11 11 12 10 16
Scenario Percentage   92% 71% 67% 59% 75% 55% 61% 85% 67% 91% 67%
Avg Max Increase   7.36% 8.11% 12.48% 8.72% 9.96% 8.32% 8.99% 13.15% 9.21% 11.05% 9.41%
Max Increase   26.02% 53.18% 45.39% 30.17% 19.63% 16.53% 17.38% 23.34% 22.55% 31.50% 30.42%
Avg Days To Max Increase   17 12 16 19 18 15 14 14 14 11 10
Avg Max Decline   -2.05% -1.73% -1.11% -1.74% -1.40% -1.22% -2.76% -2.48% -3.52% -3.99% -1.06%
Max Decline   -10.93% -5.26% -4.26% -5.41% -3.65% -6.16% -8.08% -7.94% -10.83% -8.59% -4.28%
Avg Days to Max Decline   13 7 5 11 11 6 8 8 11 8 3
2012 Contract Condition   Yes   Yes   Yes     Yes Yes   Yes
Action   Yes   Yes   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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   25 30 38 39 40 40 40 40 40 40 40
Closed Lower   11 13 26 22 24 18 22 27 22 29 16
Penetrated Low   7 7 23 16 19 18 17 21 16 23 4
Scenario Percentage   64% 54% 88% 73% 79% 100% 77% 78% 73% 79% 25%
Avg Max Decline   9.66% 6.14% 7.59% 8.92% 9.00% 9.70% 11.46% 14.69% 13.80% 7.46% 4.68%
Max Decline   19.68% 11.33% 23.62% 24.95% 22.98% 23.46% 20.20% 27.62% 26.75% 15.72% 11.78%
Avg Days To Max Decline   24 14 19 16 17 20 20 25 17 14 9
Avg Max Increase   -1.29% -3.27% -2.04% -2.57% -3.20% -3.82% -2.35% -3.27% -3.30% -3.74% -0.97%
Max Increase   -3.26% -6.45% -8.50% -9.15% -9.13% -9.87% -7.32% -18.52% -12.50% -11.40% -2.60%
Avg Days to Max Increase   6 11 10 8 15 10 7 11 10 5 4
2012 Contract Condition     Yes   Yes   Yes Yes     Yes  
Action     No   No   Yes No     Not Yet  
High 283.4 279.8 280.8 292.8 292.9 291.8 292.7 281.1 290.5 309.5 284.0 318.8
Low 261.8 259.0 263.0 272.6 268.3 268.4 275.0 250.0 258.7 276.4 267.4 272.3
Close/Last 261.8 276.9 272.6 286.0 269.0 288.0 275.5 260.4 276.0 283.0 279.0 318.8

Banner

Login

Main Menu

MRCI Online

Free Links

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.