FFMTT : DJ Stoxx 50 of 30.09.2005
Financial Instrument Value
Instrument NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
Signal Value
CurrentBuy
Strenght2.8
Date30.09.2005
Quotes Used Value
Quote File Used/opt/TrendTimer/data/DJSTOXX_20050930.csv
# of Quotes1429
File first date03.01.2000
File first quote4'735.00
File last date29.09.2005
File last quote3'253.22
First data considered25.05.2000
First data considered4'825.00
Min. Quote date12.03.2003
Min. Quote value1'909.05
Max Quote date04.09.2000
Max Quote value5'198.00
Operations Statistics Value
# Generated operations6
Avg # op. by year1.67
# Days1295
# Days in years3.60
Biggest loose (Long only) -2.72
Time Weighted Return of Value (over the Period)
Buy and Hold-31.29
Model Buy and Hold-10.72
Model Long Onlyc+30.83
Model Short Only+31.76
Model Long and Short+72.39
Time Weighted Return of Value (Annualized)
Buy and Hold-8.70
Model Buy and Hold-2.98
Model Long Only+8.57
Model Short Only+8.83
Model Long and Short+20.12
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +11.55
Model Short vs Model Buy and Hold +11.81
Model Long and Short vs Model Buy and Hold +23.10
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +17.27
Model Short vs Buy and Hold +17.53
Model Long and Short vs Buy and Hold +28.82
TechnicalValue
Program NameTrendTimer v0.99
Java Version1.5.0_02
OS NameLinux
OS Version2.6.12-1.1456_FC4
Calculation Time (Ms)1820
Tech Id129970
XML output fileFFMTT_DJSTOXX_20050930.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_DJSTOXX_20050930.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_DJSTOXX_20050930.html
# Warnings found0
Generated on30.09.2005 18:18:37
Disclaimer
All information provided "as is" for informational purposes only, not intended for trading purposes or advice. Prior to execution of any security trade, you are advised to consult your authorized financial advisor to verify the accuracy of all information. Neither FFMTT nor anyone is liable for any informational errors, incompleteness, or delays, or for any actions taken in reliance on information contained herein. You can freely redistribute the information found herein as long as this disclaimer is included unmodified. Past performance does not guarantee future results.
Generated Operations
NatureDate # Days previous op. Quote Result previous op.
Buy14.03.20020003'644.00+0.00
Sell24.04.20020413'545.00-2.72
Buy09.06.20034112'375.02-33.00
Sell08.07.20043952'656.29+11.84
Buy20.09.20040742'705.50+1.85
Out29.09.20053743'253.22+20.24
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations