Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2016
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 27 29 21 28 21 21 20 22 27
Exceeded High   26 19 25 25 18 25 15 17 19 15 22
Scenario Percentage   87% 76% 93% 86% 86% 89% 71% 81% 95% 68% 81%
Avg Max Increase   7.70% 8.09% 7.29% 5.45% 5.12% 4.43% 6.31% 4.80% 5.32% 8.44% 4.20%
Max Increase   16.49% 20.98% 28.59% 15.21% 19.53% 14.68% 16.70% 11.58% 12.91% 20.86% 11.09%
Avg Days To Max Increase   26 18 18 18 18 18 19 14 21 18 17
Avg Max Decline   -2.24% -0.85% -1.22% -1.28% -1.81% -1.80% -1.81% -1.82% -2.60% -1.09% -0.49%
Max Decline   -7.57% -4.84% -5.33% -5.34% -7.34% -9.12% -5.55% -4.74% -10.17% -4.77% -3.51%
Avg Days to Max Decline   13 10 7 10 9 10 8 9 13 8 3
2015 Contract Condition   Yes Yes Yes Yes Yes   Yes     Yes Yes
Action   Yes Yes Yes Yes Yes   Yes     Yes Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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 18 14 24 17 24 24 25 23 18
Penetrated Low   10 14 12 7 17 13 17 18 19 11 5
Scenario Percentage   67% 70% 67% 50% 71% 76% 71% 75% 76% 48% 28%
Avg Max Decline   10.71% 8.50% 5.99% 12.18% 6.16% 9.90% 10.26% 10.85% 10.74% 9.04% 6.05%
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   14 13 12 21 15 20 18 15 18 20 14
Avg Max Increase   -2.30% -0.72% -1.08% -2.46% -2.20% -2.56% -1.42% -1.48% -2.16% -2.02% -0.11%
Max Increase   -5.77% -3.18% -3.47% -9.27% -8.14% -8.29% -5.84% -8.41% -9.98% -7.30% -2.58%
Avg Days to Max Increase   9 8 4 7 12 12 7 5 10 8 2
2015 Contract Condition             Yes   Yes Yes    
Action             Yes   Yes No    
High 18031 17851 18865 19779 20252 20655 20953 20850 20947 18777 19202 19994
Low 16673 16593 17272 18577 18928 19258 19991 19115 17714 16901 17390 18641
Close/Last 17451 17674 18798 19207 19520 20563 20236 20585 18890 17388 19083 19747

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php