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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June 2 Year T-Notes(CBOT) as of Jul 14, 2025
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 17 18 19 23 31 35 35 35
Closed Higher   4 6 4 7 11 8 15 16 17 19 21
Exceeded High   4 6 4 4 8 7 12 14 13 16 14
Scenario Percentage   100% 100% 100% 57% 73% 88% 80% 88% 76% 84% 67%
Avg Max Increase   0.41% 0.63% 0.60% 0.78% 0.65% 0.36% 0.54% 0.61% 0.53% 0.61% 0.47%
Max Increase   0.91% 1.57% 1.58% 2.17% 1.10% 0.73% 2.04% 1.31% 1.84% 2.29% 1.05%
Avg Days To Max Increase   15 13 18 9 19 16 15 13 16 16 17
Avg Max Decline   -0.10% -0.09% -0.07% -0.01% -0.20% -0.14% -0.38% -0.19% -0.19% -0.09% -0.09%
Max Decline   -0.18% -0.24% -0.18% -0.04% -0.50% -0.52% -1.88% -0.54% -0.47% -0.26% -0.26%
Avg Days to Max Decline   15 11 5 4 21 6 14 10 12 8 2
2025 Contract Condition                 Yes Yes Yes  
Action                 Yes Yes No  
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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 17 18 19 23 31 35 35 35
Closed Lower   4 2 4 10 6 11 8 15 17 16 14
Penetrated Low   3 2 2 8 6 7 7 12 12 13 10
Scenario Percentage   75% 100% 50% 80% 100% 64% 88% 80% 71% 81% 71%
Avg Max Decline   0.31% 0.27% 0.14% 0.46% 0.45% 0.71% 0.81% 0.84% 0.56% 0.73% 0.39%
Max Decline   0.43% 0.29% 0.14% 0.82% 0.80% 1.88% 2.23% 2.30% 1.48% 1.38% 0.78%
Avg Days To Max Decline   10 11 25 19 19 15 19 16 14 16 19
Avg Max Increase   -0.06% 0.00% -0.08% -0.03% -0.10% -0.15% -0.14% -0.16% -0.10% -0.22% -0.16%
Max Increase   -0.14% 0.00% -0.13% -0.24% -0.23% -0.97% -0.37% -0.44% -0.49% -0.77% -0.53%
Avg Days to Max Increase   2 2 2 3 4 13 7 9 8 8 5
2025 Contract Condition         Yes Yes Yes Yes       Yes
Action         Yes Yes Yes No       Not Yet
High       104~305 105~010 103~171 103~152 103~033 103~163 103~257 104~255 104~060
Low       104~305 103~177 102~291 102~265 102~192 102~211 103~085 103~105 103~055
Close/Last       104~305 103~181 103~076 103~004 102~314 103~154 103~186 104~023 103~135

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Newsflash

Central banks bought big, but the COT report waves a red flag. Seasonal gains await—Market players, read or regret! https://tinyurl.com/4antcta9