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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 31, 2022
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 24 25 30 22 27 21 23 22 22 29
Exceeded High   23 18 23 25 17 23 16 19 20 17 23
Scenario Percentage   82% 75% 92% 83% 77% 85% 76% 83% 91% 77% 79%
Avg Max Increase   7.49% 7.78% 7.32% 5.80% 5.23% 4.29% 6.03% 4.76% 6.38% 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   24 18 19 17 19 19 19 14 20 17 17
Avg Max Decline   -2.54% -0.90% -1.48% -1.24% -1.50% -2.13% -2.40% -1.98% -2.21% -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 8 8 12 8 10 12 7 3
2022 Contract Condition       Yes   Yes   Yes Yes   Yes  
Action       No   Yes   Yes No   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 21 20 15 23 18 24 22 23 23 16
Penetrated Low   11 14 13 9 17 13 16 16 18 11 4
Scenario Percentage   65% 67% 65% 60% 74% 72% 67% 73% 78% 48% 25%
Avg Max Decline   13.10% 9.29% 5.72% 11.23% 6.22% 9.34% 9.68% 10.23% 10.22% 9.90% 3.20%
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 20 14 20 18 14 17 21 10
Avg Max Increase   -2.30% -0.66% -1.51% -2.64% -2.21% -2.54% -1.83% -1.68% -2.66% -2.35% -1.08%
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 5 6 10 11 12 8 6 10 10 2
2022 Contract Condition   Yes Yes   Yes   Yes     Yes    
Action   Yes Yes   Yes   No     Yes    
High 29121 29388 27881 28339 27966 27463 28390 28016 29223 28660 27603  
Low 27589 26045 25776 24682 26051 25688 25520 25842 27531 25806 25622  
Close/Last 28792 27002 26527 27821 26848 27280 26393 27802 28092 25937 27587  

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