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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Wheat(CBOT) 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   23 26 28 20 22 23 17 17 22 18 17
Exceeded High   16 21 20 14 18 18 12 13 16 10 8
Scenario Percentage   70% 81% 71% 70% 82% 78% 71% 76% 73% 56% 47%
Avg Max Increase   7.67% 6.99% 6.86% 9.60% 11.20% 8.97% 16.44% 12.47% 11.69% 14.46% 8.04%
Max Increase   15.97% 17.15% 18.88% 20.41% 63.12% 45.71% 39.39% 35.10% 28.77% 29.09% 15.49%
Avg Days To Max Increase   16 15 18 18 15 14 15 16 14 14 8
Avg Max Decline   -3.60% -2.22% -2.67% -3.72% -2.97% -2.33% -4.65% -3.39% -2.91% -1.98% -1.49%
Max Decline   -7.47% -7.27% -11.64% -15.44% -9.19% -8.18% -14.54% -7.75% -9.71% -6.71% -6.22%
Avg Days to Max Decline   11 8 12 12 12 10 10 10 6 6 2
2025 Contract Condition   Yes Yes     Yes Yes       Yes  
Action   Yes Yes     Yes Yes       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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 19 17 25 23 22 27 28 23 27 27
Penetrated Low   16 12 13 21 16 19 23 21 19 23 16
Scenario Percentage   73% 63% 76% 84% 70% 86% 85% 75% 83% 85% 59%
Avg Max Decline   7.25% 8.31% 7.48% 6.61% 7.15% 8.19% 7.83% 7.78% 7.37% 8.86% 5.12%
Max Decline   35.92% 25.45% 18.04% 16.92% 13.30% 13.83% 18.54% 22.04% 15.90% 27.74% 10.33%
Avg Days To Max Decline   16 21 14 17 20 17 18 18 18 11 7
Avg Max Increase   -1.46% -2.68% -2.31% -1.68% -2.45% -2.69% -2.47% -3.78% -4.10% -3.29% -1.21%
Max Increase   -4.71% -7.94% -8.73% -4.55% -8.23% -7.30% -6.17% -11.42% -26.19% -12.81% -3.53%
Avg Days to Max Increase   7 11 5 8 16 11 12 11 9 9 1
2025 Contract Condition       Yes Yes     Yes Yes Yes   Yes
Action       Yes Yes     Yes Yes Yes   Not Yet
High 646.00 610.00 631.50 656.25 612.25 584.75 594.50 633.50 591.50 571.00 556.25 578.25
Low 577.50 559.50 582.75 596.75 560.50 547.75 547.00 568.50 532.50 523.25 506.25 520.50
Close/Last 588.50 589.75 621.00 607.00 563.75 569.50 584.25 569.25 550.50 530.75 534.00 528.75

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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.