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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February Natural Gas(NYM) 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   22 22 22 23 23 23 23 23 23 23 23
Closed Higher   14 15 14 12 9 11 8 13 10 5 8
Exceeded High   12 15 13 9 4 10 7 11 3 4 6
Scenario Percentage   86% 100% 93% 75% 44% 91% 88% 85% 30% 80% 75%
Avg Max Increase   12.88% 12.62% 10.87% 7.80% 17.67% 16.89% 19.71% 14.19% 26.82% 43.03% 15.74%
Max Increase   31.04% 47.84% 40.31% 14.47% 46.67% 62.28% 27.84% 34.35% 63.61% 61.54% 22.15%
Avg Days To Max Increase   16 18 15 19 16 21 16 19 16 15 13
Avg Max Decline   -1.88% -2.47% -2.67% -2.21% -2.16% -4.46% -2.07% -4.90% -3.48% -2.45% 1.79%
Max Decline   -6.55% -6.55% -8.99% -5.23% -5.63% -12.97% -5.91% -14.84% -7.41% -9.36% -1.88%
Avg Days to Max Decline   9 8 7 12 8 11 6 12 4 1 5
2013 Contract Condition   Yes   Yes   Yes Yes   Yes Yes    
Action   No   Yes   Yes Yes   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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   22 22 22 23 23 23 23 23 23 23 23
Closed Lower   8 7 8 10 13 12 15 10 13 18 15
Penetrated Low   4 7 6 8 10 11 12 9 10 15 12
Scenario Percentage   50% 100% 75% 80% 77% 92% 80% 90% 77% 83% 80%
Avg Max Decline   10.13% 7.48% 10.24% 9.98% 10.55% 11.22% 11.37% 11.87% 18.47% 22.66% 19.40%
Max Decline   13.86% 20.31% 26.74% 17.21% 19.37% 23.49% 29.36% 21.56% 27.37% 41.55% 30.96%
Avg Days To Max Decline   21 22 20 22 21 16 15 23 21 18 20
Avg Max Increase   -1.23% -3.94% -3.09% -5.45% -2.75% -3.59% -2.27% -7.90% -5.41% -5.01% -1.62%
Max Increase   -2.89% -11.49% -7.98% -13.78% -8.56% -8.87% -10.37% -27.12% -25.13% -16.00% -10.99%
Avg Days to Max Increase   11 15 8 11 17 8 6 12 7 8 5
2013 Contract Condition     Yes   Yes     Yes     Yes Yes
Action     Yes   Yes     No     Yes Yes
High 3.968 3.793 3.552 3.440 3.630 3.615 3.763 3.715 3.790 4.090 4.074 3.765
Low 3.323 3.402 3.281 3.079 3.252 3.142 3.438 3.222 3.241 3.765 3.570 3.316
Close/Last 3.509 3.560 3.342 3.349 3.326 3.509 3.702 3.375 3.780 3.827 3.584 3.351

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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.