MRCI Online
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| ScenarioSM Study for Nikkei 225 Index as of May 21, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 29 | 24 | 26 | 21 | 23 | 20 | 22 | 30 | 30 | 28 | 24 | |
| Exceeded High | 26 | 19 | 21 | 16 | 18 | 19 | 17 | 25 | 27 | 24 | 18 | |
| Scenario Percentage | 90% | 79% | 81% | 76% | 78% | 95% | 77% | 83% | 90% | 86% | 75% | |
| Avg Max Increase | 6.23% | 5.38% | 4.38% | 6.15% | 4.97% | 6.52% | 7.98% | 6.24% | 6.37% | 7.65% | 5.56% | |
| Max Increase | 17.04% | 19.53% | 14.68% | 16.70% | 11.04% | 15.74% | 20.86% | 17.99% | 17.85% | 16.49% | 13.66% | |
| Avg Days To Max Increase | 17 | 18 | 19 | 18 | 14 | 20 | 17 | 20 | 17 | 23 | 19 | |
| Avg Max Decline | -1.18% | -1.36% | -2.22% | -2.33% | -1.99% | -2.28% | -1.52% | -1.54% | -1.09% | -2.48% | -0.67% | |
| Max Decline | -5.34% | -6.74% | -9.12% | -6.56% | -4.74% | -10.17% | -7.54% | -12.91% | -7.33% | -7.57% | -4.84% | |
| Avg Days to Max Decline | 8 | 7 | 12 | 8 | 11 | 12 | 8 | 8 | 9 | 13 | 6 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
