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MyTrendTimer : DJ Stoxx 50 of July 19, 2006
Weekly Comment about this asset/index
Israel struck Beirut airport again and bombed Lebanese roads, power supplies and communication networks in a widening campaign after Hizbollah seized two Israeli soldiers. The real concern is not so much Israel going to Lebanon, but it's whether Israel is going to threaten Syria. With Iran's backing of Syria, that would bring up a whole new issue... Crude oil were on the USD 78.- level and are now back on the USD 75.- level. On Friday, Sales at U.S. retail stores unexpectedly shrank 0.1 percent in June, the first decline since February, pulled down by weaker sales of cars and building material, government data showed. On Monday, US stock rose helped by a stronger-than-expected gain in industrial output, but worries over the conflict in the Middle East kept investors on edge. Tomorrow, Federal Reserve Chairman Ben Bernanke is set to appear before congressional committees to testify about the Fed's semiannual monetary policy report.
Financial InstrumentValue
Instrument NameDJ Stoxx 50
Underlying instrumentiShares DJ STOXX 50 (EUN)
Current Trend/Signal Bearish (last signal was a Sell)
Date (dd.MM.yyyy)19.07.2006
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-30.56
Model Buy and Hold-9.77
Model Long Only+36.54
Model Short Only+31.76
Model Long and Short+79.91
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.16
Model Buy and Hold-2.29
Model Long Only+8.56
Model Short Only+7.44
Model Long and Short+18.73
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+10.85
Model Short vs Model Buy and Hold+9.73
Model Long and Short vs Model Buy and Hold+21.02
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+15.73
Model Short vs Buy and Hold+14.61
Model Long and Short vs Buy and Hold+25.89
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'337.30
Standard Deviation50.96
Lowest quote3'266.27
Highest quote3'411.93
Max Daily Loose percent-1.38
Max Daily Gain percent1.78
Simple Perf.-0.08
Last 5 quotes StatisticsValue
Mean quote3'327.97
Standard Deviation43.96
Lowest quote3'288.00
Highest quote3'380.50
Max Daily Loose percent-1.38
Max Daily Gain percent0.00
Simple Perf.-2.73
Previous year StatisticsValue
Mean quote3'049.28
Standard Deviation178.89
Lowest quote2'763.16
Highest quote3'370.84
Max Daily Loose percent-1.86
Max Daily Gain percent2.24
Simple Perf.20.70
First quote2'774.77
Last quote3'349.10
Current year StatisticsValue
Mean quote3'431.91
Standard Deviation94.98
Lowest quote3'204.35
Highest quote3'595.30
Max Daily Loose percent-2.94
Max Daily Gain percent2.02
Simple Perf.-1.82
First quote3'349.10
Last quote3'288.00
Quotes UsedValue
Quote File UsedDJSTOXX_20060719.csv
# of Quotes1632
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)18.07.2006
File last quote3'288.00
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 year1.41
# Days1536
# Days in years4.27
Biggest loose (Long only)-2.72
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2103
Tech Id923294809-129970
XML output fileDJSTOXX_20060719.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)19.07.2006 18:12:33
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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