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 30-Year T-Bonds(CBOT) as of Dec 27, 2023
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   30 30 32 45 45 45 45 45 45 45 45
Closed Higher   16 19 18 21 31 22 26 22 19 22 22
Exceeded High   15 18 15 19 26 19 15 16 13 19 19
Scenario Percentage   94% 95% 83% 90% 84% 86% 58% 73% 68% 86% 86%
Avg Max Increase   4.21% 4.53% 3.97% 4.54% 4.32% 4.08% 4.37% 4.04% 4.16% 5.37% 3.12%
Max Increase   12.20% 15.55% 10.84% 12.87% 11.27% 13.95% 17.89% 12.59% 11.08% 13.58% 9.77%
Avg Days To Max Increase   13 18 18 14 15 17 14 17 15 12 13
Avg Max Decline   -0.50% -1.02% -1.08% -0.76% -1.23% -1.55% -0.85% -1.63% -0.96% -0.84% -0.44%
Max Decline   -3.24% -3.05% -3.17% -2.94% -5.97% -5.50% -2.42% -3.85% -3.13% -2.41% -1.47%
Avg Days to Max Decline   5 7 10 7 8 8 7 11 5 7 2
2023 Contract Condition           Yes   Yes   Yes Yes  
Action           Yes   No   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   30 30 32 45 45 45 45 45 45 45 45
Closed Lower   14 11 14 24 14 22 19 23 26 23 23
Penetrated Low   10 10 7 15 10 16 15 20 16 18 13
Scenario Percentage   71% 91% 50% 63% 71% 73% 79% 87% 62% 78% 57%
Avg Max Decline   4.54% 5.05% 5.07% 3.37% 3.27% 5.06% 5.22% 3.79% 4.51% 4.49% 3.47%
Max Decline   10.76% 12.31% 10.61% 8.81% 6.95% 23.44% 15.50% 11.65% 11.51% 10.02% 5.92%
Avg Days To Max Decline   18 22 16 13 13 18 17 16 16 13 10
Avg Max Increase   -2.05% -1.31% -1.76% -1.21% -0.94% -0.90% -0.85% -1.34% -1.12% -0.70% -0.50%
Max Increase   -5.02% -4.37% -5.34% -4.51% -3.44% -6.69% -2.92% -7.47% -5.30% -2.80% -1.64%
Avg Days to Max Increase   10 9 9 12 7 7 9 7 11 5 2
2023 Contract Condition         Yes   Yes   Yes     Yes
Action         No   Yes   Yes     Not Yet
High       130~100 128~080 128~010 133~160 134~160 134~090 133~290 134~140 133~000
Low       124~160 118~020 118~100 125~030 126~000 124~090 122~220 129~040 124~310
Close/Last       126~030 120~060 127~000 126~020 131~120 125~070 131~050 131~210 128~020

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!