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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Natural Gas(NYM) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   26 27 27 27 27 27 27 27 27 27 27
Closed Higher   12 14 12 12 7 7 12 12 14 18 15
Exceeded High   6 12 9 9 5 6 10 11 10 18 10
Scenario Percentage   50% 86% 75% 75% 71% 86% 83% 92% 71% 100% 67%
Avg Max Increase   8.40% 11.57% 8.79% 7.70% 10.35% 13.52% 16.90% 17.42% 23.92% 15.58% 15.26%
Max Increase   27.75% 40.81% 22.49% 14.62% 16.87% 26.34% 49.02% 34.72% 54.16% 52.28% 43.27%
Avg Days To Max Increase   13 21 18 19 20 19 18 22 17 18 15
Avg Max Decline   -1.59% -3.09% -2.31% -4.10% -3.81% -2.94% -1.82% -3.23% -3.29% -4.93% -3.04%
Max Decline   -3.16% -10.98% -4.34% -13.06% -10.47% -10.51% -5.83% -6.29% -8.24% -9.02% -8.56%
Avg Days to Max Decline   9 13 11 12 5 21 7 9 7 10 3
2017 Contract Condition   Yes Yes     Yes Yes Yes     Yes Yes
Action   Yes Yes     Yes Yes No     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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   26 27 27 27 27 27 27 27 27 27 27
Closed Lower   14 13 15 15 20 20 15 15 13 9 12
Penetrated Low   11 10 12 14 16 16 14 13 10 9 9
Scenario Percentage   79% 77% 80% 93% 80% 80% 93% 87% 77% 100% 75%
Avg Max Decline   8.02% 9.13% 9.07% 8.49% 12.45% 14.33% 11.02% 12.80% 11.28% 9.82% 7.82%
Max Decline   14.02% 17.20% 22.34% 18.69% 23.19% 31.08% 29.74% 28.30% 26.89% 22.12% 15.87%
Avg Days To Max Decline   18 19 18 22 18 16 14 18 19 17 16
Avg Max Increase   -2.71% -1.99% -1.64% -4.65% -1.75% -2.24% -3.22% -5.47% -3.66% -4.81% -2.86%
Max Increase   -12.48% -5.35% -7.18% -19.06% -6.16% -8.25% -15.44% -12.38% -20.14% -11.59% -8.82%
Avg Days to Max Increase   12 4 9 13 5 6 7 8 16 7 4
2017 Contract Condition       Yes Yes       Yes Yes    
Action       No Yes       Yes No    
High 2.928 3.058 3.111 3.078 3.112 3.327 3.290 3.617 3.541 3.365 3.320 3.422
Low 2.720 2.872 2.952 2.908 2.945 2.977 2.771 3.213 3.150 2.817 2.926 3.125
Close/Last 2.904 3.055 3.066 3.018 2.994 3.095 3.242 3.560 3.259 2.953 3.254 3.276

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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.