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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Soybean Meal(CBOT) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   42 44 45 45 45 45 45 45 45 45 45
Closed Higher   25 17 20 23 18 22 23 25 25 22 25
Exceeded High   18 15 15 12 14 18 19 18 18 16 17
Scenario Percentage   72% 88% 75% 52% 78% 82% 83% 72% 72% 73% 68%
Avg Max Increase   9.52% 12.13% 10.11% 12.13% 11.93% 11.96% 12.66% 12.03% 21.91% 16.05% 9.81%
Max Increase   29.23% 21.52% 39.04% 44.25% 48.78% 29.48% 36.23% 34.60% 100.18% 39.51% 27.23%
Avg Days To Max Increase   14 16 17 17 21 18 20 17 18 12 9
Avg Max Decline   -0.94% -2.24% -3.29% -2.13% -2.85% -1.81% -3.04% -1.95% -2.67% -1.64% -0.71%
Max Decline   -3.38% -6.07% -10.74% -5.56% -9.52% -7.64% -19.80% -5.30% -10.86% -6.22% -4.93%
Avg Days to Max Decline   6 6 9 6 11 6 9 9 9 7 3
2015 Contract Condition       Yes       Yes       Yes
Action       Yes       No       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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   42 44 45 45 45 45 45 45 45 45 45
Closed Lower   17 26 25 22 26 23 21 20 20 23 20
Penetrated Low   10 25 19 15 18 21 16 13 13 20 12
Scenario Percentage   59% 96% 76% 68% 69% 91% 76% 65% 65% 87% 60%
Avg Max Decline   9.57% 7.00% 6.78% 8.29% 9.81% 6.11% 7.55% 7.15% 7.20% 6.69% 9.30%
Max Decline   33.13% 18.45% 18.18% 29.91% 28.40% 15.15% 31.68% 27.54% 16.08% 42.22% 43.20%
Avg Days To Max Decline   11 15 15 15 17 16 14 16 19 10 6
Avg Max Increase   -1.90% -1.88% -2.12% -2.18% -1.69% -2.07% -2.76% -1.78% -4.06% -2.46% 0.61%
Max Increase   -4.82% -5.35% -6.93% -6.47% -9.50% -5.65% -8.62% -4.61% -9.98% -9.96% -2.05%
Avg Days to Max Increase   5 11 7 9 5 8 11 7 12 5 1
2015 Contract Condition   Yes Yes   Yes Yes Yes   Yes Yes Yes  
Action   Yes Yes   Yes Yes No   Yes Yes Yes  
High 374.00 355.70 351.30 352.50 366.70 356.30 348.80 347.10 340.50 332.00 317.90 360.40
Low 344.70 337.60 297.10 294.40 328.60 330.90 314.60 316.00 315.50 307.50 301.40 296.30
Close/Last 352.10 345.20 298.40 341.70 341.50 339.30 321.80 339.00 325.20 316.10 305.70 359.50

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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.