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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 Dec 30, 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   25 26 26 26 26 27 27 27 27 27 27
Closed Higher   12 13 17 17 19 12 11 13 13 13 8
Exceeded High   9 12 13 17 16 7 6 10 10 11 2
Scenario Percentage   75% 92% 76% 100% 84% 58% 55% 77% 77% 85% 25%
Avg Max Increase   12.93% 12.29% 13.49% 12.58% 11.42% 9.73% 13.88% 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   20 25 19 17 15 18 11 20 14 17 11
Avg Max Decline   -1.60% -2.17% -2.09% -2.65% -2.81% -2.56% -2.29% -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 6 8 7 7 3
2016 Contract Condition   Yes     Yes Yes   Yes Yes      
Action   Yes     Yes Yes   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   25 26 26 26 26 27 27 27 27 27 27
Closed Lower   13 13 9 9 7 15 16 14 14 14 19
Penetrated Low   11 10 4 9 6 12 14 12 13 13 14
Scenario Percentage   85% 77% 44% 100% 86% 80% 88% 86% 93% 93% 74%
Avg Max Decline   7.73% 9.22% 11.04% 7.22% 10.44% 10.70% 11.10% 11.99% 14.33% 15.47% 10.85%
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 19 22 20 21 22 22 16 17 18 16
Avg Max Increase   -2.15% -3.76% -1.56% -4.36% -3.66% -5.50% -2.73% -4.52% -2.90% -8.17% -3.88%
Max Increase   -7.66% -8.82% -3.52% -11.38% -8.62% -14.34% -7.63% -10.56% -11.02% -31.20% -16.04%
Avg Days to Max Increase   9 9 5 15 17 12 14 8 10 15 4
2016 Contract Condition     Yes Yes     Yes     Yes Yes Yes
Action     Yes No     No     Yes Yes Yes
High 2.932 2.830 2.890 2.736 2.834 3.062 3.020 3.350 3.368 3.325 3.352 3.556
Low 2.709 2.532 2.637 2.370 2.446 2.700 2.760 2.973 3.095 3.010 3.037 2.972
Close/Last 2.756 2.766 2.742 2.459 2.735 3.028 2.997 3.319 3.320 3.203 3.132 3.026

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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.