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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March E-mini DJIA Index(CBOT) as of Jul 03, 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   24 24 24 25 25 26 27 28 28 28 28
Closed Higher   19 14 12 17 15 12 17 22 20 14 16
Exceeded High   16 11 11 14 12 11 17 20 18 11 12
Scenario Percentage   84% 79% 92% 82% 80% 92% 100% 91% 90% 79% 75%
Avg Max Increase   3.74% 4.59% 4.33% 4.38% 3.98% 6.81% 6.02% 4.62% 4.59% 4.26% 3.46%
Max Increase   13.94% 8.90% 11.19% 10.07% 7.06% 19.70% 12.55% 9.91% 8.49% 7.15% 7.51%
Avg Days To Max Increase   11 23 18 17 15 20 21 18 18 16 12
Avg Max Decline   -1.11% -1.97% -1.50% -1.57% -1.99% -1.90% -1.58% -1.47% -1.53% -0.79% -0.75%
Max Decline   -7.15% -4.56% -3.55% -5.90% -7.04% -4.85% -6.33% -4.91% -7.11% -2.72% -2.12%
Avg Days to Max Decline   8 17 15 9 11 7 12 10 10 8 2
2025 Contract Condition     Yes Yes Yes Yes Yes   Yes   Yes  
Action     Yes Yes 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   24 24 24 25 25 26 27 28 28 28 28
Closed Lower   5 10 12 8 10 14 10 6 8 14 12
Penetrated Low   2 7 8 7 6 11 6 3 7 9 9
Scenario Percentage   40% 70% 67% 88% 60% 79% 60% 50% 88% 64% 75%
Avg Max Decline   6.65% 5.00% 5.55% 9.61% 8.50% 6.86% 8.62% 7.15% 8.35% 9.57% 7.78%
Max Decline   9.39% 13.66% 13.38% 24.83% 20.53% 31.84% 20.24% 15.12% 19.65% 32.96% 25.47%
Avg Days To Max Decline   17 9 14 14 11 15 17 22 20 9 13
Avg Max Increase   -1.66% -0.28% -1.48% -1.40% -2.01% -1.82% -2.35% -4.89% -2.72% -2.08% -1.94%
Max Increase   -3.41% -3.29% -3.96% -6.38% -5.44% -4.31% -4.75% -7.14% -6.40% -4.78% -6.75%
Avg Days to Max Increase   4 5 6 6 10 9 5 17 12 5 5
2025 Contract Condition   Yes           Yes   Yes   Yes
Action   No           Yes   Yes   Yes
High 40747 40836 40789 40621 42348 42532 43319 43964 45635 45642 45227 45177
Low 39548 38555 38709 39285 40329 39460 40848 42259 42188 42496 41967 43155
Close/Last 40747 38605 39437 40272 41932 42532 42970 42336 45520 42873 44698 43889

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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.