Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2007
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 41 42 42 42 42 42 42 42 42 42 42
Closed Higher 29 23 26 26 19 25 20 22 18 22 24
Exceeded High 25 20 25 21 15 23 15 19 16 15 19
Scenario Percentage 86% 87% 96% 81% 79% 92% 75% 86% 89% 68% 79%
Avg Max Increase 6.53% 7.01% 5.82% 4.67% 5.42% 4.54% 7.69% 5.27% 4.77% 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 17 17 18 14 20 19 18
Avg Max Decline -2.28% -0.62% -0.98% -1.28% -1.40% -1.34% -1.29% -1.44% -1.63% -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 14 10 7 12 7 9 7 8 11 8 3
2006 Contract Condition Yes   Yes     Yes   Yes   Yes  
Action Yes   Yes     Yes   Yes   Yes  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 41 42 42 42 42 42 42 42 42 42 42
Closed Lower 12 19 16 14 23 17 22 20 24 20 18
Penetrated Low 6 14 13 6 15 14 16 16 19 10 16
Scenario Percentage 50% 74% 81% 43% 65% 82% 73% 80% 79% 50% 89%
Avg Max Decline 11.92% 8.11% 5.59% 10.84% 6.18% 9.20% 9.67% 8.54% 8.42% 8.70% 17.95%
Max Decline 22.48% 22.34% 14.34% 16.92% 15.74% 26.28% 33.40% 23.85% 22.05% 20.46% 47.39%
Avg Days To Max Decline 17 13 14 23 17 18 17 15 17 19 10
Avg Max Increase -2.34% -0.57% -1.07% -4.03% -2.57% -2.13% -1.07% -1.52% -2.06% -2.14% -2.72%
Max Increase -5.77% -2.21% -4.41% -9.27% -8.14% -8.29% -4.60% -8.41% -9.98% -7.30% -10.74%
Avg Days to Max Increase 8 8 4 9 13 6 6 5 11 8 -35
2006 Contract Condition   Yes   Yes Yes   Yes   Yes   Yes
Action   No   Yes Yes   No   No   Yes
High 16755 16777 17126 17563 17375 15789 15710 16245 16415 16902 16513
Low 15060 15390 15553 16751 15443 14046 14437 15154 15514 16028 15616
Close/Last 16650 16205 17060 16906 15467 15505 15457 16141 16128 16399 16274

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php