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 March Soybeans(CBOT) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 22 20 18 23 19 25 25 18 21 26
Exceeded High   18 21 16 13 20 14 21 16 15 16 17
Scenario Percentage   82% 95% 80% 72% 87% 74% 84% 64% 83% 76% 65%
Avg Max Increase   15.48% 15.20% 16.27% 10.99% 8.91% 11.39% 7.77% 7.89% 11.08% 10.54% 5.45%
Max Increase   50.54% 62.34% 54.17% 31.98% 35.74% 20.64% 23.10% 30.54% 59.67% 42.75% 17.09%
Avg Days To Max Increase   16 15 16 17 16 18 20 17 17 9 7
Avg Max Decline   -2.19% -2.68% -0.65% -4.04% -1.36% -2.88% -3.17% -2.35% -2.30% -1.30% -0.48%
Max Decline   -9.12% -14.36% -4.89% -19.86% -3.84% -6.41% -10.06% -6.18% -8.91% -4.36% -2.27%
Avg Days to Max Decline   8 7 4 10 7 7 8 12 10 3 2
2017 Contract Condition   Yes Yes Yes     Yes Yes Yes   Yes Yes
Action   Yes Yes No     Yes Yes Yes   Not Yet 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 22 25 27 22 25 20 20 27 23 19
Penetrated Low   16 20 23 21 15 23 16 13 23 15 8
Scenario Percentage   73% 91% 92% 78% 68% 92% 80% 65% 85% 65% 42%
Avg Max Decline   7.20% 7.31% 9.09% 7.44% 10.19% 7.50% 7.60% 9.08% 6.42% 5.09% 2.52%
Max Decline   13.07% 14.49% 26.40% 25.44% 37.21% 21.93% 17.56% 29.78% 31.19% 21.15% 4.04%
Avg Days To Max Decline   16 19 15 14 12 13 17 15 16 9 5
Avg Max Increase   -2.56% -3.60% -2.96% -2.21% -1.59% -1.85% -2.79% -2.74% -2.13% -1.65% -1.44%
Max Increase   -6.80% -12.12% -12.72% -13.07% -7.84% -7.66% -6.99% -7.38% -6.19% -6.41% -5.06%
Avg Days to Max Increase   11 12 7 7 5 5 6 11 11 5 2
2017 Contract Condition         Yes Yes       Yes    
Action         Yes No       Yes    
High 934.00 1018.50 1053.50 1135.50 1109.75 1014.75 1001.75 1037.25 1074.00 1071.25 1080.00 1063.50
Low 875.75 922.75 989.50 1022.25 952.25 938.00 943.00 952.00 983.75 997.00 992.75 1006.00
Close/Last 929.50 1001.50 1031.25 1104.75 992.00 948.25 965.50 1018.50 1041.25 1004.00 1024.50 1025.00

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.