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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for NASDAQ 100 Index 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   27 27 27 27 27 27 27 27 27 27 28
Closed Higher   19 14 18 15 17 13 15 16 17 17 17
Exceeded High   13 13 15 14 16 11 13 14 16 15 16
Scenario Percentage   68% 93% 83% 93% 94% 85% 87% 88% 94% 88% 94%
Avg Max Increase   9.56% 9.32% 9.03% 8.76% 6.10% 8.66% 7.16% 7.63% 9.86% 12.85% 6.31%
Max Increase   15.29% 15.72% 17.94% 16.40% 22.95% 12.91% 10.16% 19.67% 30.90% 42.20% 26.42%
Avg Days To Max Increase   22 20 20 15 14 20 18 18 19 16 14
Avg Max Decline   -1.57% -2.67% -2.58% -2.81% -2.18% -1.87% -3.03% -2.70% -4.22% -2.11% -1.11%
Max Decline   -12.33% -7.29% -9.12% -8.23% -4.49% -5.58% -7.48% -6.44% -20.96% -5.04% -3.62%
Avg Days to Max Decline   4 5 7 9 11 6 9 13 10 7 4
2012 Contract Condition   Yes Yes Yes     Yes Yes Yes Yes   Yes
Action   Yes Yes Yes     Yes Yes Yes No   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   27 27 27 27 27 27 27 27 27 27 28
Closed Lower   8 13 9 12 10 14 12 11 10 10 11
Penetrated Low   6 12 5 8 7 10 9 7 7 6 4
Scenario Percentage   75% 92% 56% 67% 70% 71% 75% 64% 70% 60% 36%
Avg Max Decline   7.61% 8.76% 8.07% 10.98% 10.15% 8.53% 12.98% 12.07% 18.31% 12.90% 8.49%
Max Decline   14.21% 29.33% 14.29% 23.28% 28.08% 18.55% 35.33% 25.91% 38.56% 33.74% 13.24%
Avg Days To Max Decline   15 16 16 20 14 12 15 13 15 16 13
Avg Max Increase   -3.01% -3.27% -1.84% -3.37% -2.77% -1.78% -2.98% -5.85% -2.64% -2.07% -5.70%
Max Increase   -9.02% -15.77% -2.98% -6.74% -9.11% -4.87% -9.38% -23.92% -6.78% -3.58% -19.32%
Avg Days to Max Increase   5 7 6 16 6 8 7 14 2 8 5
2012 Contract Condition         Yes Yes         Yes  
Action         Yes Yes         Yes  
High 2343.00 2481.50 2645.00 2794.00 2795.25 2756.75 2633.00 2663.00 2802.75 2878.25 2845.75 2701.75
Low 2209.50 2307.50 2474.25 2575.00 2628.75 2474.50 2443.75 2522.75 2606.50 2744.25 2636.75 2494.25
Close/Last 2277.75 2467.75 2623.00 2755.25 2723.50 2524.75 2615.50 2642.50 2772.00 2799.00 2647.75 2677.75

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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.