|
MRCI's ScenarioSM Study |
ScenarioSM Study for Nikkei 225 Index as of May 31, 2010 |
Condition 1:
Higher Monthly Close. Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
Tested Month |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
44 |
44 |
44 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Higher |
|
22 |
24 |
30 |
30 |
25 |
27 |
29 |
22 |
27 |
21 |
23 |
Exceeded High |
|
15 |
20 |
28 |
26 |
20 |
26 |
24 |
18 |
24 |
16 |
19 |
Scenario Percentage |
|
68% |
83% |
93% |
87% |
80% |
96% |
83% |
82% |
89% |
76% |
83% |
Avg Max Increase |
|
8.01% |
6.62% |
5.76% |
6.48% |
7.01% |
6.27% |
5.16% |
5.23% |
4.69% |
7.42% |
3.44% |
Max Increase |
|
20.86% |
17.15% |
17.85% |
14.47% |
18.00% |
17.42% |
15.21% |
19.53% |
14.68% |
16.70% |
9.69% |
Avg Days To Max Increase |
|
19 |
22 |
19 |
25 |
15 |
18 |
18 |
17 |
17 |
19 |
18 |
Avg Max Decline |
|
-0.77% |
-1.74% |
-1.00% |
-2.24% |
-0.62% |
-0.96% |
-1.26% |
-1.62% |
-1.67% |
-1.33% |
-0.68% |
Max Decline |
|
-4.77% |
-12.91% |
-7.33% |
-7.57% |
-4.84% |
-5.33% |
-5.34% |
-7.34% |
-9.12% |
-3.54% |
-3.68% |
Avg Days to Max Decline |
|
8 |
8 |
8 |
13 |
10 |
7 |
11 |
9 |
9 |
8 |
4 |
2010 Contract Condition |
|
|
|
Yes |
|
|
Yes |
|
|
|
|
|
Action |
|
|
|
Yes |
|
|
Yes |
|
|
|
|
|
Condition 2:
Lower Monthly Close. Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
Tested Month |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
44 |
44 |
44 |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
22 |
20 |
14 |
14 |
20 |
18 |
14 |
23 |
18 |
24 |
22 |
Penetrated Low |
|
11 |
10 |
9 |
8 |
15 |
13 |
6 |
15 |
15 |
18 |
17 |
Scenario Percentage |
|
50% |
50% |
64% |
57% |
75% |
72% |
43% |
65% |
83% |
75% |
77% |
Avg Max Decline |
|
9.03% |
6.41% |
7.52% |
12.21% |
8.05% |
5.59% |
10.84% |
6.18% |
9.01% |
10.08% |
6.42% |
Max Decline |
|
20.46% |
19.82% |
17.87% |
22.48% |
22.34% |
14.34% |
16.92% |
15.74% |
26.28% |
33.40% |
20.43% |
Avg Days To Max Decline |
|
19 |
15 |
16 |
16 |
13 |
14 |
23 |
17 |
18 |
17 |
19 |
Avg Max Increase |
|
-2.03% |
-1.58% |
-0.66% |
-2.64% |
-0.50% |
-1.07% |
-4.03% |
-2.57% |
-2.04% |
-1.00% |
-1.17% |
Max Increase |
|
-7.30% |
-5.36% |
-4.14% |
-5.77% |
-2.21% |
-4.41% |
-9.27% |
-8.14% |
-8.29% |
-4.60% |
-8.41% |
Avg Days to Max Increase |
|
7 |
9 |
7 |
11 |
7 |
4 |
9 |
13 |
7 |
7 |
4 |
2010 Contract Condition |
|
Yes |
Yes |
|
Yes |
Yes |
|
Yes |
Yes |
|
|
|
Action |
|
Yes |
No |
|
Yes |
No |
|
Yes |
Not Yet |
|
|
|
High |
10577 |
10398 |
9979 |
10708 |
10982 |
10450 |
11148 |
11408 |
10848 |
|
|
|
Low |
9971 |
9629 |
9076 |
9233 |
10198 |
9867 |
10117 |
10866 |
9395 |
|
|
|
Close/Last |
10133 |
10035 |
9346 |
10546 |
10198 |
10126 |
11090 |
11057 |
9769 |
|
|
|
|
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