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 10-Year T-Notes(CBOT) as of Dec 06, 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 Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   20 22 29 39 41 41 41 42 42 42 42
Closed Higher   12 17 21 20 24 23 28 20 18 21 21
Exceeded High   10 16 20 14 22 19 21 16 10 20 16
Scenario Percentage   83% 94% 95% 70% 92% 83% 75% 80% 56% 95% 76%
Avg Max Increase   3.74% 2.90% 2.52% 3.18% 2.57% 2.95% 2.75% 2.28% 2.96% 3.02% 1.65%
Max Increase   9.06% 11.62% 7.59% 7.76% 5.65% 8.72% 11.48% 6.91% 9.31% 10.46% 3.23%
Avg Days To Max Increase   15 13 19 15 17 18 15 13 17 11 11
Avg Max Decline   -0.55% -0.54% -0.32% -0.33% -0.51% -0.85% -0.94% -0.59% -0.71% -0.46% -0.18%
Max Decline   -2.13% -1.84% -1.22% -1.32% -2.12% -3.16% -4.07% -1.61% -2.32% -1.24% -0.64%
Avg Days to Max Decline   4 11 8 6 7 9 10 5 9 5 2
2024 Contract Condition           Yes Yes     Yes   Yes
Action           Yes No     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 Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   20 22 29 39 41 41 41 42 42 42 42
Closed Lower   8 4 8 19 17 18 13 22 23 20 20
Penetrated Low   4 2 4 13 13 12 11 20 15 16 11
Scenario Percentage   50% 50% 50% 68% 76% 67% 85% 91% 65% 80% 55%
Avg Max Decline   1.56% 0.82% 2.76% 1.77% 1.89% 2.31% 2.29% 2.42% 2.87% 2.93% 1.77%
Max Decline   2.47% 1.51% 4.16% 5.28% 4.97% 4.57% 5.41% 7.21% 8.91% 6.51% 3.48%
Avg Days To Max Decline   10 5 12 13 11 18 18 15 15 14 11
Avg Max Increase   -0.31% -0.10% -0.96% -0.19% -0.47% -0.94% -0.76% -0.51% -0.72% -0.47% -0.52%
Max Increase   -1.04% -0.20% -2.92% -1.61% -1.41% -3.63% -1.59% -1.63% -3.49% -1.78% -1.80%
Avg Days to Max Increase   4 3 10 5 5 11 7 6 11 5 2
2024 Contract Condition         Yes     Yes Yes   Yes  
Action         No     Yes Yes   Not Yet  
High       110~070 108~255 110~310 113~315 113~160 113~290 112~045 110~290 109~315
Low       108~000 106~075 107~215 110~215 111~135 109~255 109~245 107~040 107~125
Close/Last       108~310 106~305 110~115 113~200 112~310 110~140 110~255 107~140 108~155

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!