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ScenarioSM Study for Nikkei 225 Index as of Jan 01, 2019 | ||||||||||||
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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 | 29 | 24 | 25 | 30 | 22 | 27 | 20 | 22 | 20 | 22 | 28 | |
Exceeded High | 24 | 18 | 24 | 26 | 18 | 23 | 15 | 18 | 19 | 16 | 22 | |
Scenario Percentage | 83% | 75% | 96% | 87% | 82% | 85% | 75% | 82% | 95% | 73% | 79% | |
Avg Max Increase | 7.26% | 7.82% | 7.09% | 5.30% | 4.89% | 3.98% | 6.20% | 4.46% | 5.44% | 8.16% | 3.77% | |
Max Increase | 16.49% | 20.98% | 28.59% | 15.21% | 19.53% | 14.68% | 16.70% | 11.04% | 14.87% | 20.86% | 10.58% | |
Avg Days To Max Increase | 25 | 17 | 19 | 18 | 17 | 17 | 19 | 13 | 18 | 17 | 16 | |
Avg Max Decline | -2.43% | -0.83% | -1.54% | -1.11% | -1.40% | -1.94% | -2.13% | -2.12% | -2.17% | -1.46% | -0.39% | |
Max Decline | -7.57% | -4.84% | -7.68% | -5.34% | -6.74% | -9.12% | -5.55% | -4.74% | -10.17% | -7.54% | -3.51% | |
Avg Days to Max Decline | 14 | 10 | 7 | 9 | 8 | 10 | 8 | 11 | 11 | 8 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | Yes | Yes | Yes |
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