FFMTT : Russel 2000 of 22.12.2005
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 InstrumentValue
Instrument NameRussel 2000
SymbolRUT
CurrencyUSD
Underlying instrumentiShares Russell 2000 Index (IWM)
SignalValue
CurrentBuy
Strenght0.2
Date22.12.2005
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/RUS2000_20051222.csv
# of Quotes1491
File first date03.01.2000
File first quote496.42
File last date21.12.2005
File last quote679.74
First data considered08.02.2000
First data considered537.49
Min. Quote date09.10.2002
Min. Quote value327.04
Max Quote date02.12.2005
Max Quote value690.57
Operations StatisticsValue
# Generated operations32
Avg # op. by year5.70
# Days2022
# Days in years5.62
Biggest loose (Long only)-4.72
Time Weighted Return ofValue (over the Period)
Buy and Hold+36.93
Model Buy and Hold+32.11
Model Long Onlyc+64.61
Model Short Only+19.74
Model Long and Short+97.10
Time Weighted Return ofValue (Annualized)
Buy and Hold+6.57
Model Buy and Hold+5.72
Model Long Only+11.50
Model Short Only+3.52
Model Long and Short+17.29
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+5.79
Model Short vs Model Buy and Hold-2.20
Model Long and Short vs Model Buy and Hold+11.57
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+4.93
Model Short vs Buy and Hold-3.06
Model Long and Short vs Buy and Hold+10.71
TechnicalValue
Program NameTrendTimer v0.99.22
Java Version1.5.0_05
OS NameLinux
OS Version2.6.14-1.1653_FC4
Calculation Time (Ms)1859
Tech Id120250
XML output fileFFMTT_RUS2000_20051222.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_RUS2000_20051222.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_RUS2000_20051222.html
# Warnings found0
Generated on22.12.2005 19:37:45
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.
Generated Operations
NatureDate# Days previous op.QuoteResult 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
Buy08.11.2005034656.23+1.74
Out21.12.2005043679.74+3.58
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations