FMTTR : U.S. Dollar to Swiss Franc of 23.08.2005
Financial InstrumentValue
Instrument NameU.S. Dollar to Swiss Franc
SymbolUSDCHF=X
CurrencyCHF
SignalValue
CurrentBuy
Strenght1.3
Date23.08.2005
FileValue
Quote File Used/opt/TrendTimer/data/USDCHF_20050823.csv
# of Quotes1440
File first date03.01.2000
File first quote1.59
File last date22.08.2005
File last quote1.27
First data considered18.05.2000
First data considered1.74
Min. Quote date30.12.2004
Min. Quote value1.13
Max Quote date26.10.2000
Max Quote value1.82
Operations StatisticsValue
# Generated operations16
Avg # op. by year3.57
# Days1614
# Days in years4.48
Biggest loose (Long only)-4.46
Results on the PeriodValue
Buy and Hold-20.36
Model Buy and Hold-26.68
Model Long Onlyc-11.02
Model Short Only+17.60
Model Long and Short+4.65
Results AnnualizedValue
Buy and Hold-4.54
Model Buy and Hold-5.95
Model Long Only-2.46
Model Short Only+3.93
Model Long and Short+1.04
Model OverPerf vs Model Buy and HoldValue
Model Long vs Model Buy and Hold+3.49
Model Short vs Model Buy and Hold+9.88
Model Long and Short vs Model Buy and Hold+6.99
Model OverPerf vs Buy and HoldValue
Model Long vs Buy and Hold+2.09
Model Short vs Buy and Hold+8.47
Model Long and Short vs Buy and Hold+5.58
TechnicalValue
Program NameTrendTimer v0.98
Java Version1.5.0_02
OS NameLinux
OS Version2.6.12-1.1398_FC4
Calculation Time (Ms)2474
Tech Id123960
XML output fileFMTTR_USDCHF_20050823.xml
Web Roothttp://marcfrei.org/finance/
Complete Xml URLhttp://marcfrei.org/finance/FMTTR_USDCHF_20050823.xml
Complete Html URLhttp://marcfrei.org/finance/FMTTR_USDCHF_20050823.html
# Warnings found0
Generated on23.08.2005 19:34:36
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.
Buy22.03.20010001.73+0.00
Sell02.08.20011331.71-1.12
Buy24.01.20021751.67-2.13
Sell25.03.20020601.67-0.57
Buy28.03.20020031.68+0.98
Sell01.04.20020041.66-1.14
Buy15.07.20034701.38-17.05
Sell30.09.20030771.32-4.24
Buy06.04.20041891.30-1.75
Sell28.05.20040521.25-3.32
Buy31.08.20040951.27+1.09
Sell30.09.20040301.25-1.53
Buy09.02.20051321.22-2.48
Sell22.02.20050131.16-4.46
Buy06.04.20050431.21+3.78
Out22.08.20051381.27+5.11
Generated Operations Chart