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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July RBOB Gasoline(NYM) as of Sep 16, 2022
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   17 26 29 30 34 37 37 37 37 37 37
Closed Higher   11 14 13 17 18 21 24 19 28 28 21
Exceeded High   9 10 11 12 16 20 21 19 24 24 13
Scenario Percentage   82% 71% 85% 71% 89% 95% 88% 100% 86% 86% 62%
Avg Max Increase   5.44% 6.70% 8.07% 8.01% 11.62% 10.77% 14.69% 15.04% 12.95% 13.34% 8.14%
Max Increase   12.65% 13.21% 17.64% 13.11% 21.01% 28.47% 37.05% 30.89% 33.66% 64.48% 23.21%
Avg Days To Max Increase   20 16 15 22 17 18 19 21 17 14 18
Avg Max Decline   -2.43% -1.93% -0.99% -1.90% -1.25% -1.45% -3.77% -2.70% -3.23% -2.30% -2.69%
Max Decline   -12.09% -3.52% -6.49% -7.78% -8.06% -8.15% -17.05% -13.80% -13.26% -9.95% -6.34%
Avg Days to Max Decline   9 9 4 10 5 8 9 10 5 6 7
2022 Contract Condition   Yes   Yes Yes   Yes Yes Yes Yes Yes Yes
Action   Yes   Yes No   Yes Yes Yes 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   17 26 29 30 34 37 37 37 37 37 37
Closed Lower   6 12 15 13 16 16 13 18 9 9 16
Penetrated Low   5 7 12 11 14 9 8 10 5 7 13
Scenario Percentage   83% 58% 80% 85% 88% 56% 62% 56% 56% 78% 81%
Avg Max Decline   10.34% 14.33% 12.64% 14.49% 11.57% 15.28% 20.34% 14.01% 9.42% 9.12% 9.39%
Max Decline   23.47% 44.50% 49.69% 39.46% 27.20% 39.30% 65.38% 60.95% 15.58% 17.72% 25.46%
Avg Days To Max Decline   18 19 14 16 17 15 15 14 4 14 17
Avg Max Increase   -0.29% -1.18% -0.70% -1.67% -1.37% -2.66% -1.87% -3.37% -1.64% -3.21% -1.43%
Max Increase   -3.70% -8.90% -6.35% -4.82% -6.52% -5.94% -6.87% -9.55% -4.71% -7.51% -5.48%
Avg Days to Max Increase   8 7 9 4 9 8 8 15 3 10 6
2022 Contract Condition     Yes     Yes            
Action     No     Yes            
High 214.13 216.91 215.02 223.62 242.56 237.70 234.58 259.35 293.17 352.31 343.02 404.67
Low 203.75 197.61 190.15 205.50 221.86 200.10 197.10 227.10 253.70 275.60 292.83 328.12
Close/Last 211.14 216.29 208.96 221.77 233.82 203.07 228.21 257.06 279.97 302.77 337.44 391.62

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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.