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 May 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   21 23 23 23 23 23 23 23 23 23 23
Closed Higher   13 11 13 10 13 8 6 8 10 13 17
Exceeded High   10 7 12 7 10 4 5 8 9 11 15
Scenario Percentage   77% 64% 92% 70% 77% 50% 83% 100% 90% 85% 88%
Avg Max Increase   7.43% 9.35% 11.86% 10.31% 7.44% 10.46% 19.52% 20.62% 19.75% 22.07% 10.36%
Max Increase   16.77% 27.44% 41.31% 23.54% 14.89% 22.06% 31.67% 62.43% 43.11% 54.87% 35.33%
Avg Days To Max Increase   19 17 20 19 18 17 17 18 20 13 15
Avg Max Decline   -1.51% -2.28% -2.80% -1.86% -4.30% -2.34% -1.95% -1.43% -4.07% -3.80% -4.18%
Max Decline   -4.89% -7.32% -11.20% -5.03% -13.36% -4.50% -4.42% -6.21% -7.50% -8.72% -8.03%
Avg Days to Max Decline   9 12 12 4 15 4 3 5 9 8 4
2013 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   21 23 23 23 23 23 23 23 23 23 23
Closed Lower   8 12 10 13 9 15 17 15 13 10 6
Penetrated Low   5 9 8 11 8 11 14 13 9 8 4
Scenario Percentage   63% 75% 80% 85% 89% 73% 82% 87% 69% 80% 67%
Avg Max Decline   6.48% 8.28% 9.84% 8.74% 8.83% 13.60% 14.52% 14.41% 14.89% 12.46% 7.40%
Max Decline   12.45% 14.66% 17.78% 22.61% 19.01% 23.62% 31.56% 34.01% 29.94% 27.60% 13.67%
Avg Days To Max Decline   22 21 19 17 26 20 16 16 20 14 12
Avg Max Increase   -5.84% -2.76% -2.12% -1.91% -5.15% -1.55% -2.83% -2.90% -6.93% -5.26% -4.14%
Max Increase   -13.25% -12.65% -5.64% -6.61% -20.13% -6.09% -9.12% -16.97% -13.73% -11.73% -7.44%
Avg Days to Max Increase   14 16 3 8 14 5 7 6 6 9 1
2013 Contract Condition   Yes     Yes     Yes Yes Yes    
Action   Yes     No     Yes Yes No    
High 3.443 3.607 3.567 3.705 3.675 3.763 4.000 4.015 3.784 3.716 3.600 4.121
Low 3.072 3.257 3.164 3.410 3.250 3.275 3.730 3.592 3.405 3.150 3.260 3.459
Close/Last 3.342 3.328 3.478 3.660 3.392 3.756 3.801 3.607 3.453 3.452 3.531 4.024

Banner

Login

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.