FFMTT : SwissCanto LPP/BVG Diversification III of March 15, 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 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 SwissCanto LPP/BVG Diversification III
Symbol #1131590
Currency CHF
Underlying instrument NA. SwissCanto LPP/BVG Diversification III is a mutual fund which represents a mixed investment stategy for Swiss pillar 3a (same as a US 401(k) account)
Signal Value
Current Buy
Strenght 1.7
Date (dd.MM.yyyy) 15.03.2006
Quotes Used Value
Quote File Used PREV_20060315.csv
# of Quotes 1233
File first date (dd.MM.yyyy) 01.02.2001
File first quote 141.14
File last date (dd.MM.yyyy) 10.03.2006
File last quote 161.10
First data considered (dd.MM.yyyy) 02.07.2001
First data considered 136.50
Min. Quote date (dd.MM.yyyy) 13.03.2003
Min. Quote value 109.54
Max Quote date (dd.MM.yyyy) 27.02.2006
Max Quote value 162.05
Operations Statistics Value
# Generated operations 6
Avg # op. by year 2.08
# Days 1040
# Days in years 2.89
Biggest loose (Long only) -1.27
Time Weighted Return of Value (over the Period)
Buy and Hold +14.14
Model Buy and Hold +35.58
Model Long Only +32.65
Model Short Only -2.21
Model Long and Short +29.72
Time Weighted Return of Value (Annualized)
Buy and Hold +4.90
Model Buy and Hold +12.32
Model Long Only +11.30
Model Short Only -0.76
Model Long and Short +10.29
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold -1.01
Model Short vs Model Buy and Hold -13.08
Model Long and Short vs Model Buy and Hold -2.03
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +6.41
Model Short vs Buy and Hold -5.66
Model Long and Short vs Buy and Hold +5.39
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 05.05.2003 000 118.82 +0.00
Sell 09.07.2004 431 133.48 +12.34
Buy 27.09.2004 080 134.10 +0.46
Sell 27.10.2004 030 132.40 -1.27
Buy 09.11.2004 013 134.70 +1.74
Out 10.03.2006 486 161.10 +19.60
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) 1510
Tech Id 387346491-137970
XML output file FFMTT_PREV_20060315.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_PREV_20060315.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_PREV_20060315.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 15.03.2006 18:18:12
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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