FFMTT : Standard and Poors 100 of March 22, 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 Standard and Poors 100
Symbol OEX
Currency USD
Underlying instrument iShares SP 100 Index (OEF)
Trend/Signal Value
Current Trend/Signal Bullish (last signal was a Buy)
Strenght 0.7
Date (dd.MM.yyyy) 22.03.2006
Quotes Used Value
Quote File Used SP100_20060322.csv
# of Quotes 1549
File first date (dd.MM.yyyy) 03.01.2000
File first quote 788.79
File last date (dd.MM.yyyy) 21.03.2006
File last quote 590.90
First data considered (dd.MM.yyyy) 22.05.2000
First data considered 748.04
Min. Quote date (dd.MM.yyyy) 09.10.2002
Min. Quote value 392.69
Max Quote date (dd.MM.yyyy) 24.03.2000
Max Quote value 833.26
Operations Statistics Value
# Generated operations 8
Avg # op. by year 2.73
# Days 1056
# Days in years 2.93
Biggest loose (Long only) -1.52
Time Weighted Return of Value (over the Period)
Buy and Hold -25.09
Model Buy and Hold +26.93
Model Long Only +15.00
Model Short Only -10.37
Model Long and Short +3.07
Time Weighted Return of Value (Annualized)
Buy and Hold -8.55
Model Buy and Hold +9.18
Model Long Only +5.11
Model Short Only -3.54
Model Long and Short +1.05
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold -4.07
Model Short vs Model Buy and Hold -12.72
Model Long and Short vs Model Buy and Hold -8.13
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +13.67
Model Short vs Buy and Hold +5.02
Model Long and Short vs Buy and Hold +9.60
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 30.04.2003 000 465.53 +0.00
Sell 19.07.2004 446 536.29 +15.20
Buy 10.11.2004 114 555.54 +3.59
Sell 21.04.2005 162 554.67 -0.16
Buy 03.06.2005 043 565.30 +1.92
Sell 05.10.2005 124 556.70 -1.52
Buy 23.11.2005 049 582.01 +4.55
Out 21.03.2006 118 590.90 +1.53
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 2.6.15-1.1833_FC4
Calculation Time (Ms) 2161
Tech Id 8658374-150970
XML output file FFMTT_SP100_20060322.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_SP100_20060322.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_SP100_20060322.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 22.03.2006 18:15:51
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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