FMTTR : DJ Stoxx 50 of 23.08.2005
Financial InstrumentValue
Instrument NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
SignalValue
CurrentBuy
Strenght3.2
Date23.08.2005
FileValue
Quote File Used/opt/TrendTimer/data/DJSTOXX_20050823.csv
# of Quotes1400
File first date03.01.2000
File first quote4'735.00
File last date22.08.2005
File last quote3'165.61
First data considered25.05.2000
First data considered4'825.00
Min. Quote date12.03.2003
Min. Quote value1'909.05
Max Quote date04.09.2000
Max Quote value5'198.00
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.72
# Days1257
# Days in years3.49
Biggest loose (Long only)-2.72
Results on the PeriodValue
Buy and Hold-33.14
Model Buy and Hold-13.13
Model Long Onlyc+27.31
Model Short Only+31.76
Model Long and Short+67.74
Results AnnualizedValue
Buy and Hold-9.49
Model Buy and Hold-3.76
Model Long Only+7.82
Model Short Only+9.10
Model Long and Short+19.40
Model OverPerf vs Model Buy and HoldValue
Model Long vs Model Buy and Hold+11.58
Model Short vs Model Buy and Hold+12.86
Model Long and Short vs Model Buy and Hold+23.16
Model OverPerf vs Buy and HoldValue
Model Long vs Buy and Hold+17.31
Model Short vs Buy and Hold+18.59
Model Long and Short vs Buy and Hold+28.89
TechnicalValue
Program NameTrendTimer v0.98
Java Version1.5.0_02
OS NameLinux
OS Version2.6.12-1.1398_FC4
Calculation Time (Ms)2111
Tech Id129970
XML output fileFMTTR_DJSTOXX_20050823.xml
Web Roothttp://marcfrei.org/finance/
Complete Xml URLhttp://marcfrei.org/finance/FMTTR_DJSTOXX_20050823.xml
Complete Html URLhttp://marcfrei.org/finance/FMTTR_DJSTOXX_20050823.html
# Warnings found0
Generated on23.08.2005 19:34:10
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 FMTTR 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.QuoteResult previous op.
Buy14.03.20020003'644.00+0.00
Sell24.04.20020413'545.00-2.72
Buy09.06.20034112'375.02-33.00
Sell08.07.20043952'656.29+11.84
Buy20.09.20040742'705.50+1.85
Out22.08.20053363'165.61+17.01
Generated Operations Chart