FFMTT : Russel 2000 of March 15, 2006
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 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 Russel 2000
Symbol RUT
Currency USD
Underlying instrument iShares Russell 2000 Index (IWM)
Signal Value
Current Buy
Strenght 0.2
Date (dd.MM.yyyy) 15.03.2006
Quotes Used Value
Quote File Used RUS2000_20060315.csv
# of Quotes 1546
File first date (dd.MM.yyyy) 03.01.2000
File first quote 496.42
File last date (dd.MM.yyyy) 14.03.2006
File last quote 736.10
First data considered (dd.MM.yyyy) 08.02.2000
First data considered 537.49
Min. Quote date (dd.MM.yyyy) 09.10.2002
Min. Quote value 327.04
Max Quote date (dd.MM.yyyy) 01.03.2006
Max Quote value 742.35
Operations Statistics Value
# Generated operations 32
Avg # op. by year 5.47
# Days 2105
# Days in years 5.85
Biggest loose (Long only) -4.72
Time Weighted Return of Value (over the Period)
Buy and Hold +48.28
Model Buy and Hold +43.06
Model Long Only +78.25
Model Short Only +19.74
Model Long and Short +113.45
Time Weighted Return of Value (Annualized)
Buy and Hold +8.26
Model Buy and Hold +7.36
Model Long Only +13.38
Model Short Only +3.38
Model Long and Short +19.40
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +6.02
Model Short vs Model Buy and Hold -3.99
Model Long and Short vs Model Buy and Hold +12.04
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +5.13
Model Short vs Buy and Hold -4.88
Model Long and Short vs Buy and Hold +11.14
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 08.06.2000 000 514.54 +0.00
Sell 31.07.2000 053 500.64 -2.70
Buy 24.08.2000 024 523.30 +4.53
Sell 26.09.2000 033 509.89 -2.56
Buy 12.01.2001 108 485.75 -4.73
Sell 27.02.2001 046 478.75 -1.44
Buy 25.04.2001 057 472.74 -1.26
Sell 06.07.2001 072 483.26 +2.23
Buy 02.11.2001 119 433.07 -10.39
Sell 05.02.2002 095 468.82 +8.26
Buy 05.03.2002 028 487.59 +4.00
Sell 22.05.2002 078 493.91 +1.30
Buy 01.11.2002 163 383.45 -22.36
Sell 23.01.2003 083 383.68 +0.06
Buy 27.03.2003 063 369.50 -3.70
Sell 16.03.2004 355 566.64 +53.35
Buy 01.04.2004 016 595.32 +5.06
Sell 29.04.2004 028 567.25 -4.72
Buy 25.06.2004 057 587.70 +3.61
Sell 12.07.2004 017 562.24 -4.33
Buy 03.09.2004 053 556.24 -1.07
Sell 11.01.2005 130 611.53 +9.94
Buy 07.02.2005 027 636.62 +4.10
Sell 18.03.2005 039 622.57 -2.21
Buy 24.05.2005 067 612.95 -1.55
Sell 24.08.2005 092 655.01 +6.86
Buy 02.09.2005 009 663.33 +1.27
Sell 22.09.2005 020 651.05 -1.85
Buy 03.10.2005 011 670.55 +3.00
Sell 05.10.2005 002 644.98 -3.81
Buy 08.11.2005 034 656.23 +1.74
Out 14.03.2006 126 736.10 +12.17
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) 1865
Tech Id 790571353-120250
XML output file FFMTT_RUS2000_20060315.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_RUS2000_20060315.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_RUS2000_20060315.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 15.03.2006 18:17:58
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.
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