FFMTT : DJ Stoxx 50 of March 15, 2006
Introduction
This is an automatically generated FFMTT the “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Financial Instrument Value
Instrument Name DJ Stoxx 50
Symbol STOXX50
Currency EUR
Underlying instrument iShares DJ STOXX 50 (EUN)
Signal Value
Current Buy
Strenght 2.6
Date (dd.MM.yyyy) 15.03.2006
Quotes Used Value
Quote File Used DJSTOXX_20060315.csv
# of Quotes 1545
File first date (dd.MM.yyyy) 03.01.2000
File first quote 4'735.00
File last date (dd.MM.yyyy) 14.03.2006
File last quote 3'533.71
First data considered (dd.MM.yyyy) 25.05.2000
First data considered 4'825.00
Min. Quote date (dd.MM.yyyy) 12.03.2003
Min. Quote value 1'909.05
Max Quote date (dd.MM.yyyy) 04.09.2000
Max Quote value 5'198.00
Operations Statistics Value
# Generated operations 6
Avg # op. by year 1.48
# Days 1461
# Days in years 4.06
Biggest loose (Long only) -2.72
Time Weighted Return of Value (over the Period)
Buy and Hold -25.37
Model Buy and Hold -3.03
Model Long Only +42.11
Model Short Only +31.76
Model Long and Short +87.25
Time Weighted Return of Value (Annualized)
Buy and Hold -6.25
Model Buy and Hold -0.75
Model Long Only +10.38
Model Short Only +7.83
Model Long and Short +21.50
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +11.12
Model Short vs Model Buy and Hold +8.57
Model Long and Short vs Model Buy and Hold +22.24
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +16.63
Model Short vs Buy and Hold +14.08
Model Long and Short vs Buy and Hold +27.75
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 14.03.2002 000 3'644.00 +0.00
Sell 24.04.2002 041 3'545.00 -2.72
Buy 09.06.2003 411 2'375.02 -33.00
Sell 08.07.2004 395 2'656.29 +11.84
Buy 20.09.2004 074 2'705.50 +1.85
Out 14.03.2006 540 3'533.71 +30.61
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Technical Value
Program Name MyTrendTimer v0.99.30
Java Version 1.5.0_06
OS Name Linux
OS Version 2.6.14-1.1653_FC4
Calculation Time (Ms) 1771
Tech Id 939342910-129970
XML output file FFMTT_DJSTOXX_20060315.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_DJSTOXX_20060315.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_DJSTOXX_20060315.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 15.03.2006 18:18:01
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. Some indexes, benchmarks or brand names may be trademarks or registered trademarks of their respective owners.
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