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 December 2 Year T-Notes(CBOT) as of Sep 30, 2024
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 Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   7 8 8 16 17 17 24 30 34 34 34
Closed Higher   5 5 4 6 12 7 14 19 22 18 18
Exceeded High   4 4 2 6 8 7 11 18 20 13 14
Scenario Percentage   80% 80% 50% 100% 67% 100% 79% 95% 91% 72% 78%
Avg Max Increase   0.24% 0.34% 0.29% 0.53% 0.37% 0.45% 0.55% 0.77% 0.75% 0.82% 0.46%
Max Increase   0.48% 0.74% 0.46% 1.34% 0.65% 0.79% 1.86% 2.35% 2.62% 2.49% 1.25%
Avg Days To Max Increase   8 19 16 14 16 16 20 15 16 15 14
Avg Max Decline   -0.03% 0.04% 0.00% -0.04% -0.12% -0.19% -0.14% -0.22% -0.13% -0.13% -0.05%
Max Decline   -0.08% -0.06% 0.00% -0.11% -0.45% -0.69% -0.55% -0.73% -0.60% -0.81% -0.23%
Avg Days to Max Decline   5 7 1 5 5 9 11 10 7 8 3
2024 Contract Condition           Yes Yes Yes Yes Yes    
Action           Yes Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   7 8 8 16 17 17 24 30 34 34 34
Closed Lower   2 3 4 10 5 10 10 10 12 16 15
Penetrated Low   2 3 3 9 4 6 5 7 10 12 11
Scenario Percentage   100% 100% 75% 90% 80% 60% 50% 70% 83% 75% 73%
Avg Max Decline   0.37% 0.39% 0.36% 0.76% 0.91% 0.28% 0.47% 0.71% 0.54% 0.52% 0.30%
Max Decline   0.60% 0.65% 0.60% 2.04% 1.70% 0.78% 0.86% 2.19% 1.09% 1.29% 0.60%
Avg Days To Max Decline   17 10 4 17 8 16 18 14 16 12 15
Avg Max Increase   -0.14% -0.11% 0.00% -0.21% -0.19% -0.10% -0.13% -0.09% -0.16% -0.07% -0.12%
Max Increase   -0.28% -0.30% 0.00% -0.68% -0.50% -0.45% -0.30% -0.19% -0.43% -0.29% -0.41%
Avg Days to Max Increase   6 9 1 13 6 11 7 7 10 3 4
2024 Contract Condition         Yes              
Action         No              
High       103~010 102~305 102~204 102~221 103~095 104~147 104~161    
Low       103~010 101~316 102~026 102~090 102~110 103~072 103~235    
Close/Last       103~010 101~316 102~077 102~161 103~042 103~246 104~037    

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today!