FFMTT : Standard and Poors 100 of 30.09.2005
Financial Instrument Value
Instrument NameStandard and Poors 100
SymbolOEX
CurrencyUSD
Signal Value
CurrentBuy
Strenght0.1
Date30.09.2005
Quotes Used Value
Quote File Used/opt/TrendTimer/data/SP100_20050930.csv
# of Quotes1431
File first date03.01.2000
File first quote788.79
File last date29.09.2005
File last quote566.79
First data considered22.05.2000
First data considered748.04
Min. Quote date09.10.2002
Min. Quote value392.69
Max Quote date24.03.2000
Max Quote value833.26
Operations Statistics Value
# Generated operations6
Avg # op. by year2.45
# Days883
# Days in years2.45
Biggest loose (Long only) -0.16
Time Weighted Return of Value (over the Period)
Buy and Hold-28.14
Model Buy and Hold+21.75
Model Long Onlyc+15.32
Model Short Only-5.57
Model Long and Short+8.89
Time Weighted Return of Value (Annualized)
Buy and Hold-11.47
Model Buy and Hold+8.87
Model Long Only+6.25
Model Short Only-2.27
Model Long and Short+3.63
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold -2.62
Model Short vs Model Buy and Hold -11.14
Model Long and Short vs Model Buy and Hold -5.24
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +17.72
Model Short vs Buy and Hold +9.20
Model Long and Short vs Buy and Hold +15.10
TechnicalValue
Program NameTrendTimer v0.99
Java Version1.5.0_02
OS NameLinux
OS Version2.6.12-1.1456_FC4
Calculation Time (Ms)1846
Tech Id150970
XML output fileFFMTT_SP100_20050930.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_SP100_20050930.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_SP100_20050930.html
# Warnings found0
Generated on30.09.2005 18:18:28
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.
Buy30.04.2003000465.53+0.00
Sell19.07.2004446536.29+15.20
Buy10.11.2004114555.54+3.59
Sell21.04.2005162554.67-0.16
Buy03.06.2005043565.30+1.92
Out29.09.2005118566.79+0.26
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations