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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Natural Gas(NYM) as of Jul 09, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   34 35 35 35 35 35 35 35 35 35 36
Closed Higher   16 17 16 13 11 14 18 18 22 21 16
Exceeded High   13 14 13 11 9 11 16 13 21 20 10
Scenario Percentage   81% 82% 81% 85% 82% 79% 89% 72% 95% 95% 63%
Avg Max Increase   14.46% 8.54% 7.00% 6.66% 11.80% 17.03% 17.74% 20.23% 17.55% 14.39% 10.64%
Max Increase   40.16% 23.32% 15.07% 16.38% 26.86% 45.30% 46.05% 51.42% 64.12% 45.35% 19.70%
Avg Days To Max Increase   19 18 18 13 19 19 23 18 16 13 14
Avg Max Decline   -2.81% -2.49% -4.27% -2.67% -4.80% -1.96% -3.45% -2.65% -4.51% -5.27% -2.36%
Max Decline   -10.94% -6.52% -12.87% -10.14% -13.36% -5.67% -15.31% -7.01% -8.65% -14.73% -12.76%
Avg Days to Max Decline   12 12 14 5 16 7 8 8 11 8 2
2025 Contract Condition       Yes   Yes Yes Yes Yes Yes    
Action       Yes   Yes Yes Yes Yes No    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   34 35 35 35 35 35 35 35 35 35 36
Closed Lower   18 18 17 21 24 21 17 16 13 14 20
Penetrated Low   15 15 15 16 20 16 14 9 12 9 15
Scenario Percentage   83% 83% 88% 76% 83% 76% 82% 56% 92% 64% 75%
Avg Max Decline   7.10% 7.65% 8.43% 12.23% 13.23% 12.42% 14.08% 13.60% 10.98% 14.31% 9.52%
Max Decline   16.71% 21.80% 18.48% 22.56% 30.46% 35.94% 26.72% 25.72% 28.35% 28.02% 22.12%
Avg Days To Max Decline   19 17 23 18 16 16 22 19 18 15 17
Avg Max Increase   -1.92% -1.74% -5.55% -2.45% -2.19% -3.30% -5.64% -6.45% -3.94% -4.98% -4.45%
Max Increase   -5.10% -7.45% -19.21% -12.60% -7.26% -13.88% -11.88% -20.94% -11.42% -10.19% -20.34%
Avg Days to Max Increase   4 13 16 7 8 6 12 11 7 10 5
2025 Contract Condition   Yes Yes   Yes           Yes Yes
Action   Yes Yes   Yes           Not Yet Yes
High 3.645 3.421 3.333 3.354 3.377 3.420 3.722 4.110 4.599 5.233 4.516 4.125
Low 3.385 3.131 3.083 3.078 3.037 2.934 3.135 3.423 3.632 4.150 3.303 3.436
Close/Last 3.418 3.174 3.143 3.335 3.042 3.319 3.522 3.583 4.209 4.474 3.635 3.447

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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.