Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for November RBOB Gasoline(NYM) as of Dec 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   7 16 18 20 24 25 25 26 26 26 26
Closed Higher   4 8 8 13 18 19 12 12 17 16 14
Exceeded High   3 7 7 13 17 16 10 12 15 16 10
Scenario Percentage   75% 88% 88% 100% 94% 84% 83% 100% 88% 100% 71%
Avg Max Increase   13.06% 7.27% 11.21% 10.77% 10.17% 9.57% 8.09% 11.32% 14.58% 10.74% 8.20%
Max Increase   20.71% 17.16% 21.12% 21.93% 28.31% 37.88% 14.84% 40.62% 71.91% 29.31% 15.24%
Avg Days To Max Increase   14 17 17 16 17 16 20 17 18 18 19
Avg Max Decline   -1.85% -1.54% -4.17% -1.34% -2.88% -1.82% -2.51% -3.51% -1.93% -4.24% -1.99%
Max Decline   -7.75% -7.21% -16.67% -6.02% -9.73% -9.50% -6.04% -16.10% -9.62% -14.50% -4.71%
Avg Days to Max Decline   17 10 12 7 6 8 12 11 9 12 2
2010 Contract Condition   Yes     Yes Yes Yes     Yes   Yes
Action   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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   7 16 18 20 24 25 25 26 26 26 26
Closed Lower   3 8 10 7 6 6 13 14 9 10 12
Penetrated Low   2 4 6 1 3 3 8 10 6 5 7
Scenario Percentage   67% 50% 60% 14% 50% 50% 62% 71% 67% 50% 58%
Avg Max Decline   26.88% 14.46% 6.55% 8.40% 6.51% 6.33% 9.41% 6.97% 10.69% 19.72% 12.32%
Max Decline   28.08% 26.63% 10.55% 8.40% 9.60% 7.80% 15.05% 17.36% 24.70% 49.55% 42.21%
Avg Days To Max Decline   27 15 15 17 21 21 14 15 14 16 14
Avg Max Increase   2.70% -0.81% -1.72% 0.33% -0.27% -4.03% -0.48% -2.47% -4.87% -1.85% -2.74%
Max Increase   -0.15% -4.68% -5.77% 0.33% -1.88% -6.96% -1.32% -8.77% -19.85% -3.97% -6.24%
Avg Days to Max Increase   3 8 4 2 16 12 4 8 14 7 3
2010 Contract Condition     Yes Yes       Yes Yes   Yes  
Action     Yes Yes       No Yes   No  
High 212.57 215.09 212.95 218.03 207.29 214.55 228.20 231.76 205.50 202.04 209.97 204.00
Low 183.62 203.23 193.73 191.58 185.21 202.58 215.83 178.62 187.19 183.24 178.80 185.80
Close/Last 202.51 210.01 208.29 191.58 205.23 214.52 228.15 193.23 193.04 201.07 186.03 203.61

Banner

Login

Main Menu

MRCI Online

Free Links

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.