MRCI Online
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| ScenarioSM Study for Nikkei 225 Index as of Sep 21, 2023 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 23 | 21 | 23 | 30 | 31 | 28 | 23 | 26 | 29 | 24 | |
| Exceeded High | 17 | 18 | 20 | 18 | 25 | 28 | 23 | 17 | 23 | 26 | 17 | |
| Scenario Percentage | 77% | 78% | 95% | 78% | 83% | 90% | 82% | 74% | 88% | 90% | 71% | |
| Avg Max Increase | 5.97% | 4.97% | 6.38% | 7.72% | 5.99% | 6.27% | 7.43% | 8.04% | 7.78% | 6.20% | 4.25% | |
| Max Increase | 16.70% | 11.04% | 15.74% | 20.86% | 17.99% | 17.85% | 16.49% | 20.98% | 28.59% | 17.04% | 9.34% | |
| Avg Days To Max Increase | 19 | 14 | 20 | 17 | 20 | 18 | 24 | 19 | 19 | 17 | 17 | |
| Avg Max Decline | -2.32% | -1.99% | -2.21% | -1.46% | -1.45% | -1.02% | -2.54% | -0.87% | -1.56% | -1.18% | -0.56% | |
| Max Decline | -6.56% | -4.74% | -10.17% | -7.54% | -12.91% | -7.33% | -7.57% | -4.84% | -7.68% | -5.34% | -2.78% | |
| Avg Days to Max Decline | 8 | 11 | 12 | 7 | 8 | 9 | 14 | 8 | 7 | 8 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | No | 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.
