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ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2014 | ||||||||||||
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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 | 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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