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ScenarioSM Study for Nikkei 225 Index as of Sep 29, 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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 32 | 28 | 23 | 26 | 29 | 23 | 26 | 22 | 23 | 21 | 23 | |
Exceeded High | 29 | 23 | 17 | 23 | 25 | 18 | 22 | 17 | 18 | 20 | 16 | |
Scenario Percentage | 91% | 82% | 74% | 88% | 86% | 78% | 85% | 77% | 78% | 95% | 70% | |
Avg Max Increase | 6.31% | 7.49% | 8.11% | 7.32% | 5.80% | 5.16% | 4.26% | 5.97% | 4.97% | 6.28% | 5.70% | |
Max Increase | 17.85% | 16.49% | 20.98% | 28.59% | 15.21% | 19.53% | 14.68% | 16.70% | 11.04% | 15.19% | 12.94% | |
Avg Days To Max Increase | 18 | 24 | 18 | 19 | 17 | 18 | 19 | 19 | 14 | 18 | 21 | |
Avg Max Decline | -0.99% | -2.54% | -0.75% | -1.48% | -1.24% | -1.42% | -2.10% | -2.32% | -1.99% | -2.21% | -1.17% | |
Max Decline | -7.33% | -7.57% | -4.84% | -7.68% | -5.34% | -6.74% | -9.12% | -6.56% | -4.74% | -10.17% | -7.54% | |
Avg Days to Max Decline | 9 | 14 | 8 | 7 | 8 | 7 | 11 | 8 | 11 | 12 | 4 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | No |
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