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ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2008 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 |
Closed Higher | 30 | 24 | 26 | 27 | 20 | 26 | 20 | 22 | 19 | 22 | 24 |
Exceeded High | 26 | 20 | 25 | 22 | 16 | 23 | 15 | 19 | 17 | 15 | 19 |
Scenario Percentage | 87% | 83% | 96% | 81% | 80% | 88% | 75% | 86% | 89% | 68% | 79% |
Avg Max Increase | 6.48% | 7.01% | 5.82% | 4.69% | 5.22% | 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 | 19 | 17 | 17 | 18 | 14 | 19 | 19 | 18 |
Avg Max Decline | -2.24% | -0.62% | -0.98% | -1.27% | -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 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.