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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for Nikkei 225 Index as of Oct 29, 2021
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   28 23 24 31 22 28 21 23 22 22 29
Exceeded High   23 18 23 26 18 24 16 19 21 17 23
Scenario Percentage   82% 78% 96% 84% 82% 86% 76% 83% 95% 77% 79%
Avg Max Increase   7.03% 7.78% 7.32% 5.73% 5.18% 4.13% 6.03% 4.36% 6.08% 7.97% 3.89%
Max Increase   16.49% 20.98% 28.59% 15.21% 19.53% 14.68% 16.70% 11.04% 15.74% 20.86% 10.58%
Avg Days To Max Increase   25 18 19 18 18 19 19 13 19 17 17
Avg Max Decline   -2.71% -0.90% -1.48% -1.27% -1.39% -2.03% -2.40% -2.07% -2.12% -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 7 12 8 10 11 7 3
2021 Contract Condition   Yes Yes Yes   Yes     Yes Yes    
Action   Yes No No   No     Yes Not Yet    
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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   17 22 21 14 23 17 24 22 23 23 16
Penetrated Low   11 15 14 8 17 12 16 16 18 12 3
Scenario Percentage   65% 68% 67% 57% 74% 71% 67% 73% 78% 52% 19%
Avg Max Decline   13.10% 8.99% 5.60% 12.01% 6.22% 9.59% 9.61% 10.23% 10.22% 9.42% 3.99%
Max Decline   29.51% 22.63% 14.34% 16.92% 15.74% 26.28% 33.40% 46.49% 37.88% 20.46% 6.89%
Avg Days To Max Decline   15 14 14 21 14 20 16 14 17 21 13
Avg Max Increase   -2.30% -0.68% -1.38% -2.59% -2.21% -2.74% -1.60% -1.68% -2.66% -2.15% -1.10%
Max Increase   -5.77% -3.18% -5.46% -9.27% -8.14% -8.29% -5.84% -8.41% -9.98% -7.30% -2.58%
Avg Days to Max Increase   7 6 5 10 11 12 7 6 10 10 2
2021 Contract Condition         Yes   Yes Yes     Yes  
Action         Yes   Yes Yes     Not Yet  
High 27603 28980 30715 30485 30209 29685 29481 28852 28280 30796 29489  
Low 26327 27002 27649 28309 28420 27385 27796 27272 26955 28179 27294  
Close/Last 27444 27663 28966 29179 28813 28860 28792 27284 28090 29453 28893  

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