FFMTT : Standard and Poors 500 of March 15, 2006
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 500
Symbol GSPC
Currency USD
Underlying instrument iShares SP 500 (IVW)
Signal Value
Current Buy
Strenght 1.0
Date (dd.MM.yyyy) 15.03.2006
Quotes Used Value
Quote File Used SP500_20060315.csv
# of Quotes 1545
File first date (dd.MM.yyyy) 03.01.2000
File first quote 1'455.22
File last date (dd.MM.yyyy) 14.03.2006
File last quote 1'297.48
First data considered (dd.MM.yyyy) 24.05.2000
First data considered 1'399.05
Min. Quote date (dd.MM.yyyy) 09.10.2002
Min. Quote value 776.76
Max Quote date (dd.MM.yyyy) 24.03.2000
Max Quote value 1'527.46
Operations Statistics Value
# Generated operations 10
Avg # op. by year 2.47
# Days 1457
# Days in years 4.05
Biggest loose (Long only) -5.31
Time Weighted Return of Value (over the Period)
Buy and Hold -10.84
Model Buy and Hold +11.32
Model Long Only +23.56
Model Short Only +9.91
Model Long and Short +35.80
Time Weighted Return of Value (Annualized)
Buy and Hold -2.68
Model Buy and Hold +2.80
Model Long Only +5.82
Model Short Only +2.45
Model Long and Short +8.85
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +3.02
Model Short vs Model Buy and Hold -0.35
Model Long and Short vs Model Buy and Hold +6.05
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +8.50
Model Short vs Buy and Hold +5.13
Model Long and Short vs Buy and Hold +11.52
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 18.03.2002 000 1'165.55 +0.00
Sell 11.04.2002 024 1'103.69 -5.31
Buy 01.05.2003 385 916.30 -16.98
Sell 28.07.2004 454 1'095.42 +19.55
Buy 30.09.2004 064 1'114.58 +1.75
Sell 27.04.2005 209 1'156.38 +3.75
Buy 25.05.2005 028 1'190.01 +2.91
Sell 20.10.2005 148 1'177.80 -1.03
Buy 09.11.2005 020 1'220.65 +3.64
Out 14.03.2006 125 1'297.48 +6.29
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) 1769
Tech Id 393214934-150990
XML output file FFMTT_SP500_20060315.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_SP500_20060315.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_SP500_20060315.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 15.03.2006 18:17:55
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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