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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June RBOB Gasoline(NYM) as of Mar 31, 2024
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   20 30 32 35 37 38 38 38 38 38 38
Closed Higher   10 18 17 15 22 20 23 25 19 29 27
Exceeded High   9 16 13 12 15 17 23 21 19 26 21
Scenario Percentage   90% 89% 76% 80% 68% 85% 100% 84% 100% 90% 78%
Avg Max Increase   5.27% 9.37% 8.59% 7.65% 9.91% 12.43% 11.09% 15.57% 16.32% 14.15% 10.83%
Max Increase   11.90% 52.68% 28.27% 17.83% 17.58% 23.63% 29.57% 41.84% 36.66% 36.31% 38.93%
Avg Days To Max Increase   17 19 16 15 23 18 19 20 21 16 16
Avg Max Decline   -2.76% -1.93% -1.27% -1.52% -2.02% -1.77% -2.02% -4.14% -2.76% -3.44% -2.67%
Max Decline   -12.14% -12.86% -3.53% -7.12% -7.76% -8.45% -8.61% -17.33% -14.04% -14.14% -10.36%
Avg Days to Max Decline   5 9 8 5 12 5 8 9 9 5 4
2024 Contract Condition   Yes Yes Yes         Yes Yes Yes  
Action   Yes Yes Yes         Yes Yes Not Yet  
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   20 30 32 35 37 38 38 38 38 38 38
Closed Lower   10 12 15 20 15 18 15 13 19 9 11
Penetrated Low   6 9 9 14 13 16 9 8 12 5 6
Scenario Percentage   60% 75% 60% 70% 87% 89% 60% 62% 63% 56% 55%
Avg Max Decline   11.22% 10.39% 12.86% 12.83% 14.42% 12.31% 15.60% 21.20% 13.66% 10.51% 7.12%
Max Decline   24.60% 23.55% 44.81% 50.50% 40.45% 27.97% 39.48% 68.76% 64.69% 18.26% 11.07%
Avg Days To Max Decline   12 20 18 16 17 18 16 15 13 4 9
Avg Max Increase   -1.30% -1.72% -1.58% -0.88% -1.92% -2.41% -2.87% -2.00% -3.48% -2.05% -0.87%
Max Increase   -5.30% -10.55% -9.12% -6.98% -4.79% -11.90% -6.95% -7.04% -9.52% -4.71% -2.60%
Avg Days to Max Increase   8 10 9 7 3 11 8 7 13 3 2
2024 Contract Condition         Yes Yes Yes Yes       Yes
Action         Yes Yes Yes No        
High 229.05 228.36 253.04 256.86 269.49 254.48 246.65 241.54 252.92 258.08 271.74 269.58
Low 209.00 214.61 221.99 245.68 249.51 232.92 228.19 219.81 223.80 233.69 247.95 265.43
Close/Last 215.46 226.29 252.40 252.57 249.81 242.00 237.52 229.94 244.19 253.86 268.85 268.10

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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.