FFMTT : U.S. Dollar to Swiss Franc 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 U.S. Dollar to Swiss Franc
Symbol USDCHF=X
Currency CHF
Underlying instrument Spot or term Forex Market
Trend/Signal Value
Current Trend/Signal Bullish (last signal was a Buy)
Strenght 0.5
Date (dd.MM.yyyy) 22.03.2006
Quotes Used Value
Quote File Used USDCHF_20060322.csv
# of Quotes 1589
File first date (dd.MM.yyyy) 03.01.2000
File first quote 1.59350
File last date (dd.MM.yyyy) 21.03.2006
File last quote 1.30210
First data considered (dd.MM.yyyy) 18.05.2000
First data considered 1.73500
Min. Quote date (dd.MM.yyyy) 30.12.2004
Min. Quote value 1.13335
Max Quote date (dd.MM.yyyy) 26.10.2000
Max Quote value 1.82000
Operations Statistics Value
# Generated operations 18
Avg # op. by year 3.55
# Days 1825
# Days in years 5.07
Biggest loose (Long only) -4.46
Time Weighted Return of Value (over the Period)
Buy and Hold -18.29
Model Buy and Hold -24.76
Model Long Only -10.16
Model Short Only +16.25
Model Long and Short +4.44
Time Weighted Return of Value (Annualized)
Buy and Hold -3.61
Model Buy and Hold -4.89
Model Long Only -2.00
Model Short Only +3.21
Model Long and Short +0.88
Model OverPerf vs Model Buy and Hold Value (Annualized)
Model Long vs Model Buy and Hold +2.88
Model Short vs Model Buy and Hold +8.09
Model Long and Short vs Model Buy and Hold +5.76
Model OverPerf vs Buy and Hold Value (Annualized)
Model Long vs Buy and Hold +1.60
Model Short vs Buy and Hold +6.81
Model Long and Short vs Buy and Hold +4.48
Generated Operations
Nature Date (dd.MM.yyyy) # Days previous op. Quote Result previous op.
Buy 22.03.2001 000 1.73070 +0.00
Sell 02.08.2001 133 1.71140 -1.12
Buy 24.01.2002 175 1.67500 -2.13
Sell 25.03.2002 060 1.66550 -0.57
Buy 28.03.2002 003 1.68180 +0.98
Sell 01.04.2002 004 1.66260 -1.14
Buy 15.07.2003 470 1.37910 -17.05
Sell 30.09.2003 077 1.32060 -4.24
Buy 06.04.2004 189 1.29745 -1.75
Sell 28.05.2004 052 1.25440 -3.32
Buy 31.08.2004 095 1.26805 +1.09
Sell 30.09.2004 030 1.24870 -1.53
Buy 09.02.2005 132 1.21770 -2.48
Sell 22.02.2005 013 1.16335 -4.46
Buy 06.04.2005 043 1.20735 +3.78
Sell 19.01.2006 288 1.28145 +6.14
Buy 09.02.2006 021 1.30240 +1.63
Out 21.03.2006 040 1.30210 -0.02
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) 2146
Tech Id 444156759-123960
XML output file FFMTT_USDCHF_20060322.xml
Web Root http://www.financial-market-trend-timing.com/
Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_USDCHF_20060322.xml
Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_USDCHF_20060322.html
# Warnings found 0
Generated on (dd.MM.yyyy HH:mm:ss) 22.03.2006 18:16:06
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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