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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Natural Gas(NYM) as of Jan 01, 2019
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   28 28 28 28 28 28 28 29 29 29 29
Closed Higher   9 8 14 12 17 19 18 15 12 10 13
Exceeded High   6 6 10 11 13 19 17 10 8 9 10
Scenario Percentage   67% 75% 71% 92% 76% 100% 94% 67% 67% 90% 77%
Avg Max Increase   8.04% 11.49% 14.16% 14.85% 17.18% 13.42% 12.66% 13.68% 17.28% 26.84% 14.30%
Max Increase   15.70% 26.17% 40.28% 29.61% 45.23% 50.99% 44.79% 25.61% 73.17% 68.95% 32.10%
Avg Days To Max Increase   14 15 20 24 16 17 15 18 17 15 20
Avg Max Decline   -2.77% -1.54% -2.26% -2.94% -2.17% -3.48% -4.70% -4.68% -5.99% -5.58% -3.91%
Max Decline   -9.46% -2.44% -5.67% -5.39% -6.85% -7.82% -11.85% -12.50% -17.71% -12.12% -7.53%
Avg Days to Max Decline   5 10 10 9 6 11 10 9 9 5 6
2018 Contract Condition     Yes   Yes   Yes   Yes     Yes
Action     No   No   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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   28 28 28 28 28 28 28 29 29 29 29
Closed Lower   17 18 14 16 11 9 10 14 17 19 16
Penetrated Low   13 15 12 12 6 9 8 13 15 16 12
Scenario Percentage   76% 83% 86% 75% 55% 100% 80% 93% 88% 84% 75%
Avg Max Decline   11.75% 11.85% 9.92% 12.08% 12.28% 9.15% 13.15% 15.00% 15.48% 15.37% 11.86%
Max Decline   21.74% 28.99% 28.37% 24.63% 21.22% 25.09% 34.29% 26.66% 30.69% 38.37% 27.25%
Avg Days To Max Decline   18 12 16 19 18 21 22 22 23 13 15
Avg Max Increase   -1.93% -1.97% -2.65% -4.40% -2.13% -4.92% -4.74% -6.48% -6.03% -6.30% -4.87%
Max Increase   -6.07% -6.24% -9.20% -10.64% -4.47% -11.44% -10.74% -14.11% -31.42% -14.39% -14.29%
Avg Days to Max Increase   7 6 7 9 5 12 9 12 19 7 6
2018 Contract Condition   Yes   Yes   Yes   Yes   Yes Yes  
Action   Yes   No   No   Yes   Yes Not Yet  
High 3.007 3.045 3.029 2.972 2.999 2.915 2.919 2.876 2.999 3.025 2.908 2.979
Low 2.915 2.915 2.887 2.604 2.697 2.696 2.758 2.745 2.723 2.879 2.688 2.751
Close/Last 2.958 2.930 2.938 2.812 2.924 2.788 2.846 2.800 2.948 2.908 2.798 2.916

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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.