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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Value Line Index as of Jul 08, 2025
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   42 42 42 42 42 42 42 42 42 42 43
Closed Higher   25 29 22 24 22 20 26 31 34 25 28
Exceeded High   22 24 18 22 17 17 22 28 33 22 23
Scenario Percentage   88% 83% 82% 92% 77% 85% 85% 90% 97% 88% 82%
Avg Max Increase   6.87% 5.61% 6.46% 4.79% 3.73% 6.12% 8.12% 6.46% 6.66% 6.28% 4.16%
Max Increase   21.94% 14.55% 20.76% 15.65% 11.06% 15.29% 26.21% 14.06% 19.42% 15.50% 9.36%
Avg Days To Max Increase   13 19 19 16 15 21 21 20 17 17 18
Avg Max Decline   -1.84% -1.45% -1.49% -2.63% -2.14% -2.80% -1.20% -1.80% -1.56% -0.62% -0.83%
Max Decline   -10.85% -6.07% -7.11% -8.69% -7.81% -10.96% -5.28% -7.67% -6.39% -3.17% -5.26%
Avg Days to Max Decline   7 9 6 12 12 9 8 12 6 7 4
2025 Contract Condition     Yes   Yes   Yes   Yes   Yes  
Action     Yes   Yes   Yes   No   No  
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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   42 42 42 42 42 42 42 42 42 42 43
Closed Lower   17 13 18 18 20 21 16 11 8 17 14
Penetrated Low   9 8 10 13 12 14 8 7 5 10 9
Scenario Percentage   53% 62% 56% 72% 60% 67% 50% 64% 63% 59% 64%
Avg Max Decline   6.32% 8.67% 11.71% 10.42% 9.37% 11.33% 7.68% 4.69% 9.60% 10.91% 10.63%
Max Decline   14.21% 27.60% 21.92% 23.82% 20.78% 46.75% 32.22% 15.48% 14.87% 42.43% 36.41%
Avg Days To Max Decline   19 18 16 16 17 19 11 14 18 15 18
Avg Max Increase   -1.79% -1.42% -1.87% -1.41% -2.89% -1.62% -1.83% -2.58% -2.10% -2.21% -1.50%
Max Increase   -4.32% -3.10% -7.70% -6.60% -9.97% -7.11% -4.35% -7.22% -5.71% -7.04% -4.10%
Avg Days to Max Increase   10 12 9 6 12 8 7 9 6 5 6
2025 Contract Condition   Yes   Yes   Yes   Yes   Yes   Yes
Action   No   Yes   No   No   Yes   Yes
High 10578.00 10563.00 10559.00 10406.00 10940.00 10842.00 11122.00 11228.00 11856.00 11801.00 11582.00 11516.00
Low 10087.00 9802.00 9922.00 9991.00 10051.00 9856.00 10205.00 10838.00 10869.00 10897.00 10844.00 10887.00
Close/Last 10551.00 9953.00 10349.00 10158.00 10794.00 10779.00 11050.00 10869.00 11756.00 11031.00 11432.00 11036.00

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Newsflash

Think again! Fed cuts and MRCI seasonal trends could unlock profits in Treasuries. Challenge yourself to explore the TLT ETF and futures. https://www.barchart.com/story/news/33123477/lower-interest-rates-in-the-3rd-quarter-opportunities-for-traders-and-consumers

Historical research from Moore Research Center, Inc. (MRCI) highlights a seasonal tendency for Treasury prices to rise and yields to fall in July. This pattern holds across the 5-year, 15-year, and 30-year seasonal patterns, implying that the fundamentals during this period have been relatively consistent, driven by market dynamics and investor behavior. July often sees reduced trading volumes due to summer slowdowns, which can amplify price movements in bonds. Investors may rebalance their portfolios in the third quarter, as the end of September marks the Federal government's year-end, which is expected to increase demand for Treasuries.

This seasonal trend offers traders a potential edge. For instance, MRCI data shows the 10-year Treasury note often rallies in July, with prices rising as yields dip. This could be a short-term opportunity for those positioned in Treasury futures or ETFs. However, seasonality is not a guarantee; traders must combine it with other analyses, such as technical indicators or macroeconomic trends, to make informed decisions.