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ScenarioSM Study for Nikkei 225 Index as of Oct 31, 2022 | ||||||||||||
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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 | 28 | 24 | 25 | 30 | 22 | 27 | 21 | 23 | 22 | 22 | 29 | |
Exceeded High | 23 | 18 | 23 | 25 | 17 | 23 | 16 | 19 | 20 | 17 | 23 | |
Scenario Percentage | 82% | 75% | 92% | 83% | 77% | 85% | 76% | 83% | 91% | 77% | 79% | |
Avg Max Increase | 7.49% | 7.78% | 7.32% | 5.80% | 5.23% | 4.29% | 6.03% | 4.76% | 6.38% | 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 | 24 | 18 | 19 | 17 | 19 | 19 | 19 | 14 | 20 | 17 | 17 | |
Avg Max Decline | -2.54% | -0.90% | -1.48% | -1.24% | -1.50% | -2.13% | -2.40% | -1.98% | -2.21% | -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 | 8 | 8 | 12 | 8 | 10 | 12 | 7 | 3 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.