FFMTT : Standard and Poors 500 of 28.09.2005
Financial Instrument Value
Instrument NameStandard and Poors 500
SymbolGSPC
CurrencyUSD
Signal Value
CurrentBuy
Strenght0.7
Date28.09.2005
Quotes Used Value
Quote File Used/opt/TrendTimer/data/SP500_20050928.csv
# of Quotes1429
File first date03.01.2000
File first quote1'455.22
File last date27.09.2005
File last quote1'215.66
First data considered24.05.2000
First data considered1'399.05
Min. Quote date09.10.2002
Min. Quote value776.76
Max Quote date24.03.2000
Max Quote value1'527.46
Operations Statistics Value
# Generated operations8
Avg # op. by year2.23
# Days1289
# Days in years3.58
Biggest loose (Long only) -5.31
Results on the Period Value
Buy and Hold-16.46
Model Buy and Hold+4.30
Model Long Onlyc+19.98
Model Short Only+13.07
Model Long and Short+35.66
Results Annualized Value
Buy and Hold-4.60
Model Buy and Hold+1.20
Model Long Only+5.58
Model Short Only+3.65
Model Long and Short+9.96
Model OverPerf vs Model Buy and Hold Value
Model Long vs Model Buy and Hold +4.38
Model Short vs Model Buy and Hold +2.45
Model Long and Short vs Model Buy and Hold +8.76
Model OverPerf vs Buy and Hold Value
Model Long vs Buy and Hold +10.18
Model Short vs Buy and Hold +8.25
Model Long and Short vs Buy and Hold +14.56
TechnicalValue
Program NameTrendTimer v0.99
Java Version1.5.0_02
OS NameLinux
OS Version2.6.12-1.1447_FC4
Calculation Time (Ms)1809
Tech Id150990
XML output fileFFMTT_SP500_20050928.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_SP500_20050928.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_SP500_20050928.html
# Warnings found0
Generated on28.09.2005 19:12:48
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.
Buy18.03.20020001'165.55+0.00
Sell11.04.20020241'103.69-5.31
Buy01.05.2003385916.30-16.98
Sell28.07.20044541'095.42+19.55
Buy30.09.20040641'114.58+1.75
Sell27.04.20052091'156.38+3.75
Buy25.05.20050281'190.01+2.91
Out27.09.20051251'215.66+2.16
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations