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 June 2 Year T-Notes(CBOT) as of Jan 21, 2022
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   8 8 8 13 14 15 19 27 31 31 31
Closed Higher   4 6 4 7 8 7 14 15 15 18 19
Exceeded High   4 6 4 4 6 6 11 13 12 16 13
Scenario Percentage   100% 100% 100% 57% 75% 86% 79% 87% 80% 89% 68%
Avg Max Increase   0.41% 0.63% 0.60% 0.78% 0.53% 0.38% 0.49% 0.56% 0.48% 0.61% 0.46%
Max Increase   0.91% 1.57% 1.58% 2.17% 0.97% 0.73% 2.04% 1.31% 1.84% 2.29% 1.05%
Avg Days To Max Increase   15 13 18 9 20 17 14 14 17 16 17
Avg Max Decline   -0.10% -0.09% -0.07% -0.01% -0.19% -0.11% -0.24% -0.19% -0.20% -0.09% -0.10%
Max Decline   -0.18% -0.24% -0.18% -0.04% -0.50% -0.52% -0.68% -0.54% -0.47% -0.26% -0.26%
Avg Days to Max Decline   15 11 5 4 21 6 12 9 12 8 2
2021 Contract Condition             Yes       Yes Yes
Action             Yes       Yes 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 Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   8 8 8 13 14 15 19 27 31 31 31
Closed Lower   4 2 4 6 5 8 5 12 15 13 12
Penetrated Low   3 2 2 5 5 4 5 9 10 10 9
Scenario Percentage   75% 100% 50% 83% 100% 50% 100% 75% 67% 77% 75%
Avg Max Decline   0.31% 0.27% 0.14% 0.46% 0.42% 0.44% 0.43% 0.68% 0.51% 0.70% 0.37%
Max Decline   0.43% 0.29% 0.14% 0.82% 0.80% 0.82% 1.29% 2.02% 1.48% 1.24% 0.78%
Avg Days To Max Decline   10 11 25 19 21 14 17 15 16 17 17
Avg Max Increase   -0.06% 0.00% -0.08% -0.03% -0.08% -0.04% -0.15% -0.13% -0.10% -0.11% -0.16%
Max Increase   -0.14% 0.00% -0.13% -0.14% -0.22% -0.11% -0.37% -0.44% -0.49% -0.23% -0.53%
Avg Days to Max Increase   2 2 2 2 4 17 10 11 8 7 6
2021 Contract Condition         Yes     Yes Yes Yes    
Action         Yes     Yes No Yes    
High       110~154 110~150 110~142 110~155 110~156 110~156 110~145 110~130 110~144
Low       110~147 110~130 110~105 110~114 110~135 110~093 110~105 110~094 110~114
Close/Last       110~153 110~135 110~135 110~155 110~151 110~122 110~115 110~121 110~142

Banner

Login

Newsflash

US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.