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ScenarioSM Study for Nikkei 225 Index as of Dec 30, 2016 | ||||||||||||
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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 | 30 | 25 | 27 | 29 | 21 | 28 | 21 | 21 | 20 | 22 | 27 | |
Exceeded High | 26 | 19 | 25 | 25 | 18 | 25 | 15 | 17 | 19 | 15 | 22 | |
Scenario Percentage | 87% | 76% | 93% | 86% | 86% | 89% | 71% | 81% | 95% | 68% | 81% | |
Avg Max Increase | 7.70% | 8.09% | 7.29% | 5.45% | 5.12% | 4.43% | 6.31% | 4.80% | 5.32% | 8.44% | 4.20% | |
Max Increase | 16.49% | 20.98% | 28.59% | 15.21% | 19.53% | 14.68% | 16.70% | 11.58% | 12.91% | 20.86% | 11.09% | |
Avg Days To Max Increase | 26 | 18 | 18 | 18 | 18 | 18 | 19 | 14 | 21 | 18 | 17 | |
Avg Max Decline | -2.24% | -0.85% | -1.22% | -1.28% | -1.81% | -1.80% | -1.81% | -1.82% | -2.60% | -1.09% | -0.49% | |
Max Decline | -7.57% | -4.84% | -5.33% | -5.34% | -7.34% | -9.12% | -5.55% | -4.74% | -10.17% | -4.77% | -3.51% | |
Avg Days to Max Decline | 13 | 10 | 7 | 10 | 9 | 10 | 8 | 9 | 13 | 8 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.