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| ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 30 | 25 | 26 | 28 | 21 | 26 | 20 | 22 | 19 | 22 | 24 | |
| Exceeded High | 26 | 20 | 25 | 23 | 17 | 23 | 15 | 19 | 17 | 15 | 19 | |
| Scenario Percentage | 87% | 80% | 96% | 82% | 81% | 88% | 75% | 86% | 89% | 68% | 79% | |
| Avg Max Increase | 6.48% | 7.01% | 5.82% | 4.72% | 5.02% | 4.54% | 7.69% | 5.27% | 4.73% | 8.01% | 4.10% | |
| Max Increase | 14.47% | 18.00% | 14.86% | 11.40% | 19.53% | 14.68% | 16.70% | 12.62% | 12.91% | 20.86% | 11.09% | |
| Avg Days To Max Increase | 25 | 15 | 17 | 18 | 16 | 17 | 18 | 14 | 19 | 19 | 18 | |
| Avg Max Decline | -2.24% | -0.62% | -0.98% | -1.32% | -1.42% | -1.34% | -1.29% | -1.44% | -1.57% | -0.77% | -0.68% | |
| Max Decline | -7.57% | -4.84% | -5.33% | -5.34% | -7.34% | -6.89% | -3.54% | -4.74% | -8.28% | -4.77% | -4.22% | |
| Avg Days to Max Decline | 13 | 10 | 7 | 11 | 7 | 9 | 7 | 8 | 11 | 8 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
