FMTTR : Russel 2000 of 23.08.2005
Financial InstrumentValue
Instrument NameRussel 2000
SymbolRUT
CurrencyUSD
SignalValue
CurrentBuy
Strenght0.0
Date23.08.2005
FileValue
Quote File Used/opt/TrendTimer/data/RUS2000_20050823.csv
# of Quotes1404
File first date03.01.2000
File first quote496.42
File last date22.08.2005
File last quote657.47
First data considered08.02.2000
First data considered537.49
Min. Quote date09.10.2002
Min. Quote value327.04
Max Quote date02.08.2005
Max Quote value688.51
Operations StatisticsValue
# Generated operations26
Avg # op. by year4.92
# Days1901
# Days in years5.28
Biggest loose (Long only)-4.72
Results on the PeriodValue
Buy and Hold+32.44
Model Buy and Hold+27.78
Model Long Onlyc+69.41
Model Short Only+24.57
Model Long and Short+111.04
Results AnnualizedValue
Buy and Hold+6.14
Model Buy and Hold+5.26
Model Long Only+13.14
Model Short Only+4.65
Model Long and Short+21.03
Model OverPerf vs Model Buy and HoldValue
Model Long vs Model Buy and Hold+7.88
Model Short vs Model Buy and Hold-0.61
Model Long and Short vs Model Buy and Hold+15.77
Model OverPerf vs Buy and HoldValue
Model Long vs Buy and Hold+7.00
Model Short vs Buy and Hold-1.49
Model Long and Short vs Buy and Hold+14.88
TechnicalValue
Program NameTrendTimer v0.98
Java Version1.5.0_02
OS NameLinux
OS Version2.6.12-1.1398_FC4
Calculation Time (Ms)2233
Tech Id120250
XML output fileFMTTR_RUS2000_20050823.xml
Web Roothttp://marcfrei.org/finance/
Complete Xml URLhttp://marcfrei.org/finance/FMTTR_RUS2000_20050823.xml
Complete Html URLhttp://marcfrei.org/finance/FMTTR_RUS2000_20050823.html
# Warnings found1
Generated on23.08.2005 19:33:56
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.
Buy08.06.2000000514.54+0.00
Sell31.07.2000053500.64-2.70
Buy24.08.2000024523.30+4.53
Sell26.09.2000033509.89-2.56
Buy12.01.2001108485.75-4.73
Sell27.02.2001046478.75-1.44
Buy25.04.2001057472.74-1.26
Sell06.07.2001072483.26+2.23
Buy02.11.2001119433.07-10.39
Sell05.02.2002095468.82+8.26
Buy05.03.2002028487.59+4.00
Sell22.05.2002078493.91+1.30
Buy01.11.2002163383.45-22.36
Sell23.01.2003083383.68+0.06
Buy27.03.2003063369.50-3.70
Sell16.03.2004355566.64+53.35
Buy01.04.2004016595.32+5.06
Sell29.04.2004028567.25-4.72
Buy25.06.2004057587.70+3.61
Sell09.07.2004014563.73-4.08
Buy03.09.2004056556.24-1.33
Sell11.01.2005130611.53+9.94
Buy07.02.2005027636.62+4.10
Sell18.03.2005039622.57-2.21
Buy24.05.2005067612.95-1.55
Out22.08.2005090657.47+7.26
Generated Operations Chart