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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Dow Jones Transportation as of Oct 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   27 28 28 25 27 20 25 20 20 32 34
Exceeded High   24 23 23 21 19 18 19 16 19 29 27
Scenario Percentage   89% 82% 82% 84% 70% 90% 76% 80% 95% 91% 79%
Avg Max Increase   8.00% 8.11% 9.06% 7.02% 8.36% 9.16% 7.00% 8.52% 10.28% 8.04% 4.54%
Max Increase   18.41% 16.40% 28.84% 20.52% 18.59% 24.03% 20.58% 22.99% 28.74% 21.22% 8.91%
Avg Days To Max Increase   17 20 18 14 21 16 15 20 21 17 17
Avg Max Decline   -2.12% -1.78% -1.93% -2.53% -2.49% -1.97% -2.41% -2.63% -2.90% -2.18% -1.05%
Max Decline   -7.66% -5.48% -6.03% -10.41% -6.65% -9.97% -9.31% -8.42% -8.89% -9.74% -3.96%
Avg Days to Max Decline   9 8 8 6 11 7 7 11 10 12 5
2024 Contract Condition     Yes Yes   Yes Yes Yes   Yes    
Action     No No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   18 17 17 20 18 25 20 25 25 13 10
Penetrated Low   12 12 10 13 14 16 17 13 13 6 7
Scenario Percentage   67% 71% 59% 65% 78% 64% 85% 52% 52% 46% 70%
Avg Max Decline   11.62% 9.40% 6.54% 7.09% 6.16% 10.33% 9.55% 14.70% 13.29% 11.01% 4.61%
Max Decline   38.67% 30.97% 11.18% 14.05% 10.86% 24.93% 25.62% 36.57% 36.98% 25.14% 9.13%
Avg Days To Max Decline   12 13 24 18 17 19 18 20 18 14 12
Avg Max Increase   -2.88% -1.94% -2.29% -2.37% -2.68% -2.85% -1.80% -2.41% -3.08% -3.69% -2.75%
Max Increase   -9.17% -4.17% -7.11% -4.64% -8.28% -7.61% -4.10% -5.56% -6.67% -8.38% -5.12%
Avg Days to Max Increase   7 5 15 7 8 8 8 11 10 13 3
2024 Contract Condition   Yes     Yes       Yes   Yes  
Action   No     Yes       No   Not Yet  
High 16174.00 16073.00 16273.00 16253.00 16169.00 15764.00 15502.00 16323.00 16331.00 16413.00 16671.00  
Low 15018.00 15152.00 15368.00 15405.00 14910.00 14763.00 14548.00 14993.00 14816.00 15227.00 15650.00  
Close/Last 15899.00 15516.00 15842.00 16212.00 14910.00 15238.00 15415.00 16084.00 16044.00 16295.00 16252.00  

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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.