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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Natural Gas(NYM) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   29 30 31 31 31 31 31 31 31 31 31
Closed Higher   20 21 14 12 12 15 15 13 9 11 12
Exceeded High   20 18 10 6 11 13 12 5 6 10 10
Scenario Percentage   100% 86% 71% 50% 92% 87% 80% 38% 67% 91% 83%
Avg Max Increase   11.62% 9.33% 7.15% 13.29% 15.21% 9.92% 11.20% 25.31% 35.01% 21.89% 14.62%
Max Increase   49.20% 41.19% 14.43% 45.89% 59.17% 24.29% 23.36% 55.31% 57.64% 52.64% 29.48%
Avg Days To Max Increase   17 15 18 16 21 14 15 13 19 14 13
Avg Max Decline   -2.41% -2.46% -2.00% -1.99% -3.78% -2.96% -4.37% -2.85% -2.57% -4.22% -4.12%
Max Decline   -6.69% -8.60% -6.33% -5.69% -12.61% -7.33% -14.19% -6.98% -13.09% -15.72% -18.55%
Avg Days to Max Decline   8 8 9 6 9 10 12 3 9 6 3
2021 Contract Condition   Yes Yes     Yes Yes   Yes     Yes
Action   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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   29 30 31 31 31 31 31 31 31 31 31
Closed Lower   9 9 17 19 19 16 16 18 22 20 19
Penetrated Low   9 7 14 14 17 13 14 15 19 18 15
Scenario Percentage   100% 78% 82% 74% 89% 81% 88% 83% 86% 90% 79%
Avg Max Decline   5.79% 5.80% 8.01% 9.89% 8.96% 11.62% 12.27% 16.08% 18.59% 17.08% 11.84%
Max Decline   17.90% 12.62% 17.21% 17.79% 23.20% 29.22% 20.59% 26.00% 36.08% 38.59% 25.13%
Avg Days To Max Decline   22 17 21 20 16 17 22 18 19 15 18
Avg Max Increase   -4.40% -3.35% -4.17% -3.12% -2.98% -2.97% -6.38% -5.38% -4.06% -5.80% -5.48%
Max Increase   -12.76% -7.89% -13.60% -10.34% -8.44% -10.67% -23.13% -26.05% -13.34% -37.04% -22.13%
Avg Days to Max Increase   14 10 9 14 8 11 13 7 6 8 3
2021 Contract Condition       Yes Yes     Yes   Yes Yes  
Action       Yes No     Yes   Yes Not Yet  
High 2.484 2.617 2.947 3.011 2.894 2.877 3.190 3.261 3.320 3.316 2.881 2.835
Low 2.317 2.294 2.588 2.756 2.653 2.660 2.807 3.017 2.935 2.596 2.268 2.425
Close/Last 2.338 2.604 2.934 2.798 2.739 2.788 3.167 3.099 3.284 2.799 2.526 2.564

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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.