FFMTT : Russel 2000 of 17.10.2005
Financial Instrument Value
Instrument NameRussel 2000
SymbolRUT
CurrencyUSD
Signal Value
CurrentSell
Strenght-0.4
Date17.10.2005
Quotes Used Value
Quote File Used/opt/TrendTimer/data/RUS2000_20051017.csv
# of Quotes1443
File first date03.01.2000
File first quote496.42
File last date14.10.2005
File last quote633.15
First data considered08.02.2000
First data considered537.49
Min. Quote date09.10.2002
Min. Quote value327.04
Max Quote date02.08.2005
Max Quote value688.51
Operations Statistics Value
# Generated operations30
Avg # op. by year5.55
# Days1945
# Days in years5.40
Biggest loose (Long only) -4.72
Time Weighted Return of Value (over the Period)
Buy and Hold+27.54
Model Buy and Hold+23.05
Model Long Onlyc+58.91
Model Short Only+21.12
Model Long and Short+92.47
Time Weighted Return of Value (Annualized)
Buy and Hold+5.10
Model Buy and Hold+4.27
Model Long Only+10.90
Model Short Only+3.91
Model Long and Short+17.12
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +6.64
Model Short vs Model Buy and Hold -0.36
Model Long and Short vs Model Buy and Hold +12.85
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +5.81
Model Short vs Buy and Hold -1.19
Model Long and Short vs Buy and Hold +12.02
TechnicalValue
Program NameTrendTimer v0.99.1
Java Version1.5.0_02
OS NameLinux
OS Version2.6.13-1.1526_FC4
Calculation Time (Ms)1964
Tech Id120250
XML output fileFFMTT_RUS2000_20051017.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_RUS2000_20051017.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_RUS2000_20051017.html
# Warnings found0
Generated on17.10.2005 18:19:32
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.
Buy08.06.2000000514.54+0.00
Sell31.07.2000053500.64-2.70
Buy24.08.2000024523.30+4.53
Sell26.09.2000033509.89-2.56
Buy12.01.2001108485.75-4.73
Sell27.02.2001046478.75-1.44
Buy25.04.2001057472.74-1.26
Sell06.07.2001072483.26+2.23
Buy02.11.2001119433.07-10.39
Sell05.02.2002095468.82+8.26
Buy05.03.2002028487.59+4.00
Sell22.05.2002078493.91+1.30
Buy01.11.2002163383.45-22.36
Sell23.01.2003083383.68+0.06
Buy27.03.2003063369.50-3.70
Sell16.03.2004355566.64+53.35
Buy01.04.2004016595.32+5.06
Sell29.04.2004028567.25-4.72
Buy25.06.2004057587.70+3.61
Sell12.07.2004017562.24-4.33
Buy03.09.2004053556.24-1.07
Sell11.01.2005130611.53+9.94
Buy07.02.2005027636.62+4.10
Sell18.03.2005039622.57-2.21
Buy24.05.2005067612.95-1.55
Sell24.08.2005092655.01+6.86
Buy02.09.2005009663.33+1.27
Sell22.09.2005020651.05-1.85
Buy03.10.2005011670.55+3.00
Sell05.10.2005002644.98-3.81
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations