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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Nikkei 225 Index as of May 16, 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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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   16 21 19 24 22 25 23 15 15 17 21
Penetrated Low   10 16 13 17 17 20 10 6 11 12 13
Scenario Percentage   63% 76% 68% 71% 77% 80% 43% 40% 73% 71% 62%
Avg Max Decline   10.60% 6.43% 9.34% 9.45% 10.02% 9.48% 9.86% 7.92% 8.30% 12.69% 8.40%
Max Decline   16.92% 15.74% 26.28% 33.40% 46.49% 37.88% 20.46% 19.82% 21.90% 29.51% 22.63%
Avg Days To Max Decline   20 13 20 18 13 16 21 20 15 15 17
Avg Max Increase   -2.95% -2.23% -2.54% -1.78% -1.76% -2.54% -2.52% -3.46% -0.68% -2.38% -0.53%
Max Increase   -9.27% -8.14% -8.29% -5.84% -8.41% -9.98% -7.30% -5.63% -4.14% -5.77% -2.73%
Avg Days to Max Increase   13 10 12 8 6 10 11 19 6 7 3
2024 Contract Condition         Yes Yes Yes Yes   Yes    
Action         Yes Yes Yes No   No    
High 28735 28879 31560 33773 33763 33489 33634 32533 33853 33824 36985 39426
Low 26633 27428 28932 30853 31792 31275 31674 30488 31302 32205 32693 35855
Close/Last 28041 28856 30888 33189 33172 32619 31858 30859 33487 33464 36287 39166

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