|
MRCI's ScenarioSM Study |
ScenarioSM Study for Nikkei 225 Index as of Apr 30, 2011 |
Condition 1:
Higher Monthly Close. Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
Tested Month |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Higher |
|
21 |
23 |
19 |
22 |
24 |
31 |
30 |
25 |
28 |
28 |
22 |
Exceeded High |
|
16 |
19 |
17 |
15 |
20 |
29 |
26 |
20 |
27 |
24 |
16 |
Scenario Percentage |
|
76% |
83% |
89% |
68% |
83% |
94% |
87% |
80% |
96% |
86% |
73% |
Avg Max Increase |
|
7.46% |
5.27% |
4.73% |
8.01% |
6.62% |
5.71% |
6.48% |
7.01% |
6.14% |
5.09% |
3.46% |
Max Increase |
|
16.70% |
12.62% |
12.91% |
20.86% |
17.15% |
17.85% |
14.47% |
18.00% |
17.42% |
15.21% |
9.07% |
Avg Days To Max Increase |
|
19 |
14 |
19 |
19 |
22 |
19 |
25 |
15 |
17 |
17 |
17 |
Avg Max Decline |
|
-1.33% |
-1.44% |
-1.57% |
-0.77% |
-1.74% |
-0.95% |
-2.24% |
-0.62% |
-0.91% |
-1.26% |
-0.31% |
Max Decline |
|
-3.54% |
-4.74% |
-8.28% |
-4.77% |
-12.91% |
-7.33% |
-7.57% |
-4.84% |
-5.33% |
-5.34% |
-2.23% |
Avg Days to Max Decline |
|
8 |
8 |
11 |
8 |
8 |
8 |
13 |
10 |
6 |
11 |
4 |
2011 Contract Condition |
|
Yes |
|
Yes |
|
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
Action |
|
No |
|
Yes |
|
Yes |
Yes |
Yes |
No |
|
Yes |
|
Condition 2:
Lower Monthly Close. Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
Tested Month |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
Closed Lower |
|
24 |
22 |
26 |
23 |
21 |
14 |
15 |
20 |
17 |
15 |
23 |
Penetrated Low |
|
18 |
17 |
21 |
12 |
10 |
9 |
9 |
14 |
12 |
7 |
13 |
Scenario Percentage |
|
75% |
77% |
81% |
52% |
48% |
64% |
60% |
70% |
71% |
47% |
57% |
Avg Max Decline |
|
10.15% |
10.77% |
9.92% |
9.08% |
6.41% |
7.52% |
11.21% |
8.08% |
5.68% |
11.46% |
4.11% |
Max Decline |
|
33.40% |
46.49% |
37.88% |
20.46% |
19.82% |
17.87% |
22.48% |
22.34% |
14.34% |
16.92% |
9.98% |
Avg Days To Max Decline |
|
18 |
16 |
18 |
20 |
15 |
16 |
15 |
13 |
13 |
21 |
12 |
Avg Max Increase |
|
-1.00% |
-1.37% |
-2.07% |
-1.81% |
-1.58% |
-0.66% |
-2.61% |
-0.54% |
-0.80% |
-3.18% |
-0.95% |
Max Increase |
|
-4.60% |
-8.41% |
-9.98% |
-7.30% |
-5.36% |
-4.14% |
-5.77% |
-2.21% |
-3.47% |
-9.27% |
-3.75% |
Avg Days to Max Increase |
|
7 |
5 |
11 |
7 |
9 |
7 |
10 |
8 |
4 |
8 |
2 |
2011 Contract Condition |
|
|
Yes |
|
Yes |
|
|
|
|
Yes |
|
|
Action |
|
|
Yes |
|
Yes |
|
|
|
|
Not Yet |
|
|
High |
10252 |
9807 |
9751 |
9704 |
9717 |
10158 |
10394 |
10621 |
10892 |
10768 |
9850 |
10017 |
Low |
9347 |
9092 |
8807 |
8796 |
9179 |
9124 |
9919 |
10183 |
10246 |
8228 |
9405 |
9936 |
Close/Last |
9383 |
9537 |
8824 |
9369 |
9202 |
9937 |
10229 |
10238 |
10624 |
9755 |
9850 |
10004 |
|
|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. |
www.mrci.com | sales@mrci.com | Phone: 541-525-0521 |
|