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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Natural Gas(NYM) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   24 25 25 25 25 26 26 26 26 26 26
Closed Higher   11 13 17 16 18 12 10 12 13 13 8
Exceeded High   8 12 13 16 15 7 5 10 10 11 2
Scenario Percentage   73% 92% 76% 100% 83% 58% 50% 83% 77% 85% 25%
Avg Max Increase   13.98% 12.29% 13.49% 12.62% 11.47% 9.73% 16.36% 19.77% 16.66% 17.55% 26.52%
Max Increase   32.50% 25.43% 34.97% 48.25% 40.77% 15.24% 52.45% 67.45% 32.88% 69.88% 48.46%
Avg Days To Max Increase   22 25 19 17 15 18 13 20 14 17 11
Avg Max Decline   -1.59% -2.17% -2.09% -2.73% -2.41% -2.56% -2.56% -4.43% -2.42% -5.46% -4.22%
Max Decline   -4.82% -4.39% -6.82% -6.82% -9.58% -5.95% -7.11% -13.32% -7.45% -17.06% -7.26%
Avg Days to Max Decline   6 9 5 9 7 10 7 8 7 7 3
2015 Contract Condition       Yes   Yes   Yes        
Action       No   Yes   No        
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 Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct
Tested Years   24 25 25 25 25 26 26 26 26 26 26
Closed Lower   13 12 8 9 7 14 16 14 13 13 18
Penetrated Low   11 9 4 9 6 12 14 12 12 12 13
Scenario Percentage   85% 75% 50% 100% 86% 86% 88% 86% 92% 92% 72%
Avg Max Decline   7.73% 8.75% 11.04% 7.22% 10.44% 10.70% 11.10% 11.99% 14.93% 15.20% 10.46%
Max Decline   21.07% 18.72% 14.25% 21.83% 28.01% 19.21% 23.07% 24.65% 30.31% 29.25% 18.72%
Avg Days To Max Decline   13 18 22 20 21 22 22 16 16 19 16
Avg Max Increase   -2.15% -4.20% -1.56% -4.36% -3.66% -5.50% -2.73% -4.52% -2.22% -7.72% -4.17%
Max Increase   -7.66% -8.82% -3.52% -11.38% -8.62% -14.34% -7.63% -10.56% -5.16% -31.20% -16.04%
Avg Days to Max Increase   9 9 5 15 17 12 14 8 7 15 5
2015 Contract Condition   Yes Yes   Yes   Yes   Yes Yes Yes Yes
Action   Yes Yes   Yes   Yes   Yes Yes Yes Yes
High 4.180 3.981 3.514 3.352 3.259 3.150 3.391 3.283 3.237 3.197 2.998 2.780
Low 3.925 3.376 3.118 3.079 3.043 2.927 3.004 2.969 3.020 2.872 2.694 2.188
Close/Last 3.972 3.378 3.154 3.157 3.078 3.133 3.012 3.134 3.042 2.905 2.701 2.321

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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.