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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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December 11th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
USD to CHF
December 11th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
December 4th, 2017
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 27th, 2017
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
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FFMTT : DJ Stoxx 50 of April 19, 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 InstrumentValue
Instrument NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
Underlying instrumentiShares DJ STOXX 50 (EUN)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght2.2
Date (dd.MM.yyyy)19.04.2006
Last 5 days StatisticsValue
Mean quote3'519.78
Variance214.02
Standard Deviation14.63
Lowest quote3'505.97
Highest quote3'547.32
Median3'526.65
Max Daily Loose percent-1.02
Max Daily Gain percent0.72
Simple Perf.-0.24
Last 20 days StatisticsValue
Mean quote3'522.96
Variance202.44
Standard Deviation14.23
Lowest quote3'497.97
Highest quote3'548.68
Median3'523.32
Max Daily Loose percent-1.02
Max Daily Gain percent0.96
Simple Perf.-0.31
Quotes UsedValue
Quote File UsedDJSTOXX_20060419.csv
# of Quotes1568
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)18.04.2006
File last quote3'513.62
First data considered (dd.MM.yyyy)25.05.2000
First data considered4'825.00
Min. Quote date (dd.MM.yyyy)12.03.2003
Min. Quote value1'909.05
Max Quote date (dd.MM.yyyy)04.09.2000
Max Quote value5'198.00
Max daily drop date (dd.MM.yyyy)22.07.2002
Max Daily Drop percent-7.32
Max daily gain date (dd.MM.yyyy)11.10.2002
Max daily Gain percent9.21
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.44
# Days1495
# Days in years4.15
Biggest loose (Long only)-2.72
Time Weighted Return ofValue (over the Period)
Buy and Hold-25.79
Model Buy and Hold-3.58
Model Long Only+41.30
Model Short Only+31.76
Model Long and Short+86.19
Time Weighted Return ofValue (Annualized)
Buy and Hold-6.21
Model Buy and Hold-0.86
Model Long Only+9.95
Model Short Only+7.65
Model Long and Short+20.75
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+10.81
Model Short vs Model Buy and Hold+8.51
Model Long and Short vs Model Buy and Hold+21.62
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+16.16
Model Short vs Buy and Hold+13.86
Model Long and Short vs Buy and Hold+26.97
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy14.03.20020003'644.00+0.00
Sell24.04.20020403'545.00-2.72
Buy09.06.20034112'375.02-33.00
Sell08.07.20043952'656.29+11.84
Buy20.09.20040742'705.50+1.85
Out18.04.20065753'513.62+29.87
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.50
Java Version1.5.0_06
OS NameLinux
OS Version2.6.15-1.1833_FC4
Calculation Time (Ms)1927
Tech Id749874772-129970
XML output fileDJSTOXX_20060419.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/DJSTOXX_20060419.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)19.04.2006 18:23:44
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 MyTrendTimer 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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