FFMTT : SwissCanto LPP Diversification III of 11.11.2005
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 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 NameSwissCanto LPP Diversification III
Symbol#1131590
CurrencyCHF
Signal Value
CurrentBuy
Strenght1.4
Date11.11.2005
Quotes Used Value
Quote File Used/opt/TrendTimer/data/PREV_20051111.csv
# of Quotes1167
File first date23.01.2001
File first quote139.84
File last date09.11.2005
File last quote153.95
First data considered21.06.2001
First data considered136.20
Min. Quote date13.03.2003
Min. Quote value109.54
Max Quote date04.10.2005
Max Quote value154.05
Operations Statistics Value
# Generated operations6
Avg # op. by year2.35
# Days919
# Days in years2.55
Biggest loose (Long only) -1.27
Time Weighted Return of Value (over the Period)
Buy and Hold+10.09
Model Buy and Hold+29.57
Model Long Onlyc+26.76
Model Short Only-2.21
Model Long and Short+23.96
Time Weighted Return of Value (Annualized)
Buy and Hold+3.95
Model Buy and Hold+11.58
Model Long Only+10.48
Model Short Only-0.87
Model Long and Short+9.39
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold -1.10
Model Short vs Model Buy and Hold -12.45
Model Long and Short vs Model Buy and Hold -2.19
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +6.53
Model Short vs Buy and Hold -4.82
Model Long and Short vs Buy and Hold +5.43
TechnicalValue
Program NameTrendTimer v0.99.12
Java Version1.5.0_02
OS NameLinux
OS Version2.6.13-1.1532_FC4
Calculation Time (Ms)1910
Tech Id137970
XML output fileFFMTT_PREV_20051111.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_PREV_20051111.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_PREV_20051111.html
# Warnings found0
Generated on11.11.2005 17:51:13
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.
Buy05.05.2003000118.82+0.00
Sell09.07.2004431133.48+12.34
Buy27.09.2004080134.10+0.46
Sell27.10.2004030132.40-1.27
Buy09.11.2004013134.70+1.74
Out09.11.2005365153.95+14.29
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations