The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
October 1st, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
October 1st, Bearish Trend (Sell Signal)
None for now.
Older reports
September 23th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
September 16th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
Archived reports
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
2019 Archive Page
MyTrendTimer : DJ Stoxx 50 of August 9, 2006
Weekly Comment about this asset/index
Buoyant US economic growth, so far, has provided the European Central Bank (ECB) with the necessary global backdrop to raise interest rates from very low levels at a slow and steady pace that limits political friction with euro-zone political leaders but that gets the job done. This interest rate hike was quite anticipated. Trend reversed this week and a buy signal was issued. The buy price is on the same level than the sell price we had 2 months ago, around 3400 points. You have to be risk tolerant to exposed now...
Financial InstrumentValue
Instrument NameDJ Stoxx 50
Underlying instrumentiShares DJ STOXX 50 (EUN)
Current Trend/Signal Bullish (last signal was a Buy)
StrenghtClose to zero !
Date (dd.MM.yyyy)09.08.2006
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-27.74
Model Buy and Hold-6.11
Model Long Only+36.54
Model Short Only+31.23
Model Long and Short+79.18
Time Weighted Return ofValue (Annualized)
Buy and Hold-6.21
Model Buy and Hold-1.37
Model Long Only+8.19
Model Short Only+7.00
Model Long and Short+17.74
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.55
Model Short vs Model Buy and Hold+8.36
Model Long and Short vs Model Buy and Hold+19.11
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.40
Model Short vs Buy and Hold+13.21
Model Long and Short vs Buy and Hold+23.95
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'389.00
Standard Deviation56.18
Lowest quote3'288.00
Highest quote3'469.71
Max Daily Loose percent-1.38
Max Daily Gain percent2.13
Simple Perf.1.22
Last 5 quotes StatisticsValue
Mean quote3'430.82
Standard Deviation19.70
Lowest quote3'414.84
Highest quote3'463.42
Max Daily Loose percent-1.20
Max Daily Gain percent1.37
Simple Perf.0.20
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 quote3'430.11
Standard Deviation91.17
Lowest quote3'204.35
Highest quote3'595.30
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.2.16
First quote3'349.10
Last quote3'421.50
Quotes UsedValue
Quote File UsedDJSTOXX_20060809.csv
# of Quotes1647
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)08.08.2006
File last quote3'421.50
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 operations8
Avg # op. by year1.79
# Days1607
# Days in years4.46
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)1896
Tech Id424748348-129970
XML output fileDJSTOXX_20060809.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)09.08.2006 18:40:33
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.
Valid HTML 4.01