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MyTrendTimer : DJ Stoxx 50 of August 16, 2006
Weekly Comment about this asset/index
Stronger expansion in Europe is adding to demand for assets denominated in the euro and fueling inflation in France, Spain and Germany, the region's largest economy. At the same time, European growth has been surprising to the upside. Germany reported on Monday that its economy grew at its fastest rate in over five years in the second quarter, prompting some leading economists to raise their 2006 growth forecasts. End of last week, world markets were hit after British officials say they break up airliner bombing plot. Al Qaeda was suspected, as usual. Oil slipped to about $73 a barrel on Tuesday as a truce between Israel and Hizbollah held for a second day, easing concern over threats to oil supply in the Middle East.
Financial InstrumentValue
Instrument NameDJ Stoxx 50
Underlying instrumentiShares DJ STOXX 50 (EUN)
Current Trend/Signal Bullish (last signal was a Buy)
Date (dd.MM.yyyy)16.08.2006
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-26.22
Model Buy and Hold-4.13
Model Long Only+39.42
Model Short Only+31.23
Model Long and Short+82.96
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.85
Model Buy and Hold-0.92
Model Long Only+8.79
Model Short Only+6.97
Model Long and Short+18.50
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.71
Model Short vs Model Buy and Hold+7.89
Model Long and Short vs Model Buy and Hold+19.42
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.64
Model Short vs Buy and Hold+12.81
Model Long and Short vs Buy and Hold+24.35
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'416.87
Standard Deviation49.26
Lowest quote3'288.00
Highest quote3'493.68
Max Daily Loose percent-1.20
Max Daily Gain percent2.13
Simple Perf.6.26
Last 5 quotes StatisticsValue
Mean quote3'447.78
Standard Deviation27.78
Lowest quote3'421.50
Highest quote3'493.68
Max Daily Loose percent-0.83
Max Daily Gain percent1.01
Simple Perf.2.11
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 quote3'430.83
Standard Deviation89.92
Lowest quote3'204.35
Highest quote3'595.30
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.4.32
First quote3'349.10
Last quote3'493.68
Quotes UsedValue
Quote File UsedDJSTOXX_20060816.csv
# of Quotes1652
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)15.08.2006
File last quote3'493.68
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 year1.78
# Days1614
# Days in years4.48
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)2044
Tech Id445099647-129970
XML output fileDJSTOXX_20060816.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)16.08.2006 17:44:35
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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