FFMTT : Nasdaq Composite Index of March 8, 2006
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 TrendTimer. 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 Nasdaq Composite Index
Symbol IXIC
Currency USD
Underlying instrument NASDAQ 100 Trust Shares (QQQQ)
Signal Value
Current Buy
Strenght 1.7
Date (dd.MM.yyyy) 08.03.2006
Quotes Used Value
Quote File Used NASDAQ_20060308.csv
# of Quotes 1539
File first date (dd.MM.yyyy) 03.01.2000
File first quote 4'131.15
File last date (dd.MM.yyyy) 07.03.2006
File last quote 2'268.38
First data considered (dd.MM.yyyy) 16.05.2000
First data considered 3'717.57
Min. Quote date (dd.MM.yyyy) 09.10.2002
Min. Quote value 1'114.11
Max Quote date (dd.MM.yyyy) 10.03.2000
Max Quote value 5'048.62
Operations Statistics Value
# Generated operations 14
Avg # op. by year 3.24
# Days 1555
# Days in years 4.32
Biggest loose (Long only) -9.87
Time Weighted Return of Value (over the Period)
Buy and Hold -45.09
Model Buy and Hold +19.08
Model Long Only +26.58
Model Short Only +5.92
Model Long and Short +34.07
Time Weighted Return of Value (Annualized)
Buy and Hold -10.44
Model Buy and Hold +4.42
Model Long Only +6.15
Model Short Only +1.37
Model Long and Short +7.89
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +1.74
Model Short vs Model Buy and Hold -3.05
Model Long and Short vs Model Buy and Hold +3.47
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +16.59
Model Short vs Buy and Hold +11.81
Model Long and Short vs Buy and Hold +18.33
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) 2523
Tech Id 380321285-130930
XML output file FFMTT_NASDAQ_20060308.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_NASDAQ_20060308.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_NASDAQ_20060308.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 08.03.2006 18:50:54
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.
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 03.12.2001 000 1'904.90 +0.00
Sell 13.02.2002 072 1'859.16 -2.40
Buy 22.11.2002 282 1'468.74 -21.00
Sell 03.02.2003 073 1'323.79 -9.87
Buy 03.04.2003 059 1'396.58 +5.50
Sell 06.05.2004 399 1'937.74 +38.75
Buy 24.06.2004 049 2'015.57 +4.02
Sell 09.07.2004 015 1'946.33 -3.44
Buy 20.10.2004 103 1'932.97 -0.69
Sell 21.03.2005 152 2'007.51 +3.86
Buy 01.06.2005 072 2'087.86 +4.00
Sell 14.10.2005 135 2'064.83 -1.10
Buy 04.11.2005 021 2'169.43 +5.07
Out 07.03.2006 123 2'268.38 +4.56
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations
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