FFMTT : Standard and Poors 500 of 11.01.2006
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 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 NameStandard and Poors 500
SymbolGSPC
CurrencyUSD
Underlying instrumentiShares SP 500 (IVW)
SignalValue
CurrentBuy
Strenght1.2
Date11.01.2006
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/SP500_20060111.csv
# of Quotes1502
File first date03.01.2000
File first quote1'455.22
File last date10.01.2006
File last quote1'289.69
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 StatisticsValue
# Generated operations10
Avg # op. by year2.58
# Days1394
# Days in years3.87
Biggest loose (Long only)-5.31
Time Weighted Return ofValue (over the Period)
Buy and Hold-11.37
Model Buy and Hold+10.65
Model Long Only+22.82
Model Short Only+9.91
Model Long and Short+34.99
Time Weighted Return ofValue (Annualized)
Buy and Hold-2.94
Model Buy and Hold+2.75
Model Long Only+5.89
Model Short Only+2.56
Model Long and Short+9.04
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+3.14
Model Short vs Model Buy and Hold-0.19
Model Long and Short vs Model Buy and Hold+6.28
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+8.83
Model Short vs Buy and Hold+5.50
Model Long and Short vs Buy and Hold+11.97
TechnicalValue
Program NameTrendTimer v0.99.22
Java Version1.5.0_06
OS NameLinux
OS Version2.6.14-1.1653_FC4
Calculation Time (Ms)2311
Tech Id150990
XML output fileFFMTT_SP500_20060111.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/FFMTT_SP500_20060111.xml
Complete Html URLhttp://www.financial-market-trend-timing.com/html/FFMTT_SP500_20060111.html
# Warnings found0
Generated on11.01.2006 18:52:54
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.
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
Sell20.10.20051481'177.80-1.03
Buy09.11.20050201'220.65+3.64
Out10.01.20060621'289.69+5.66
Generated Operations Chart
A chart image that demonstrates the model buy and sell operations