MRCI Online
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| ScenarioSM Study for Nikkei 225 Index as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 28 | 23 | 24 | 31 | 22 | 28 | 21 | 23 | 22 | 22 | 29 | |
| Exceeded High | 23 | 18 | 23 | 26 | 18 | 24 | 16 | 19 | 21 | 17 | 23 | |
| Scenario Percentage | 82% | 78% | 96% | 84% | 82% | 86% | 76% | 83% | 95% | 77% | 79% | |
| Avg Max Increase | 7.03% | 7.78% | 7.32% | 5.73% | 5.18% | 4.13% | 6.03% | 4.36% | 6.08% | 7.97% | 3.89% | |
| Max Increase | 16.49% | 20.98% | 28.59% | 15.21% | 19.53% | 14.68% | 16.70% | 11.04% | 15.74% | 20.86% | 10.58% | |
| Avg Days To Max Increase | 25 | 18 | 19 | 18 | 18 | 19 | 19 | 13 | 19 | 17 | 17 | |
| Avg Max Decline | -2.71% | -0.90% | -1.48% | -1.27% | -1.39% | -2.03% | -2.40% | -2.07% | -2.12% | -1.43% | -0.49% | |
| Max Decline | -7.57% | -4.84% | -7.68% | -5.34% | -6.74% | -9.12% | -6.56% | -4.74% | -10.17% | -7.54% | -3.51% | |
| Avg Days to Max Decline | 14 | 10 | 7 | 9 | 7 | 12 | 8 | 10 | 11 | 7 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | No | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
