MRCI Online
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| ScenarioSM Study for Nikkei 225 Index as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 28 | 21 | 22 | 21 | 23 | 28 | |
| Exceeded High | 24 | 19 | 24 | 25 | 17 | 24 | 16 | 18 | 20 | 17 | 22 | |
| Scenario Percentage | 83% | 79% | 96% | 83% | 81% | 86% | 76% | 82% | 95% | 74% | 79% | |
| Avg Max Increase | 7.29% | 7.64% | 7.09% | 5.37% | 5.13% | 3.92% | 6.03% | 4.46% | 5.60% | 7.97% | 3.87% | |
| 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 | 18 | 18 | 19 | 13 | 19 | 17 | 16 | |
| Avg Max Decline | -2.56% | -0.90% | -1.54% | -1.17% | -1.47% | -1.92% | -2.40% | -2.12% | -2.17% | -1.43% | -0.49% | |
| Max Decline | -7.57% | -4.84% | -7.68% | -5.34% | -6.74% | -9.12% | -6.56% | -4.74% | -10.17% | -7.54% | -3.51% | |
| Avg Days to Max Decline | 14 | 10 | 7 | 9 | 8 | 10 | 8 | 11 | 10 | 7 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
