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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   30 25 28 29 20 28 20 22 20 22 26
Exceeded High   26 19 26 25 17 25 14 18 19 15 21
Scenario Percentage   87% 76% 93% 86% 85% 89% 70% 82% 95% 68% 81%
Avg Max Increase   7.29% 8.01% 7.07% 5.42% 4.97% 4.34% 6.35% 5.23% 5.44% 8.25% 4.47%
Max Increase   16.49% 20.98% 28.59% 15.21% 19.53% 14.68% 16.70% 12.62% 12.91% 20.86% 11.09%
Avg Days To Max Increase   25 17 18 17 16 16 19 15 21 19 19
Avg Max Decline   -2.16% -0.77% -1.16% -1.23% -1.79% -1.91% -1.60% -1.60% -2.05% -1.06% -0.62%
Max Decline   -7.57% -4.84% -5.33% -5.34% -7.34% -9.12% -3.54% -4.74% -8.28% -4.77% -3.51%
Avg Days to Max Decline   13 9 7 9 9 10 8 9 12 8 3
2013 Contract Condition   Yes Yes Yes Yes         Yes   Yes
Action   Yes Yes Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   15 20 17 14 25 17 25 23 25 23 19
Penetrated Low   9 14 11 8 17 13 18 17 20 11 6
Scenario Percentage   60% 70% 65% 57% 68% 76% 72% 74% 80% 48% 32%
Avg Max Decline   11.21% 8.08% 5.96% 11.75% 6.16% 9.38% 9.75% 10.84% 10.39% 9.04% 5.26%
Max Decline   22.48% 22.34% 14.34% 16.92% 15.74% 26.28% 33.40% 46.49% 37.88% 20.46% 14.71%
Avg Days To Max Decline   15 13 13 21 15 19 18 15 18 20 13
Avg Max Increase   -2.61% -0.54% -0.97% -2.72% -2.20% -2.47% -1.38% -1.37% -2.26% -2.02% -0.40%
Max Increase   -5.77% -2.21% -3.47% -9.27% -8.14% -8.29% -5.84% -8.41% -9.98% -7.30% -2.58%
Avg Days to Max Increase   10 8 4 7 12 9 7 5 11 8 2
2013 Contract Condition           Yes Yes Yes Yes   Yes  
Action           Yes No Yes No   Not Yet  
High 10434 11145 11663 12650 13984 15943 13724 14953 14466 14818 14799 15729
Low 9377 10399 11047 11465 11806 13556 12416 13563 13188 13408 13749 14026
Close/Last 10395 11139 11559 12398 13861 13775 13677 13668 13389 14456 14328 15662

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