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MyTrendTimer Financial Market Trend Timing report

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March 25th, Bullish Trend (Buy Signal)
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March 25th, Bearish Trend (Sell Signal)
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March 14th, 2020
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
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March 10th, 2020
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
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MyTrendTimer : DJ Stoxx 50 of August 30, 2006
Weekly Comment about this asset/index
Tropical Storm Ernesto packed little punch after coming ashore in Florida as a rainstorm instead of a dreaded hurricane, but forecasters on Wednesday said it could still pose a threat to the U.S. mainland (and raise oil price). Investors looking for direction will get the latest reading on the strength of the economy Wednesday, ahead of Friday's widely awaited August employment report. On Wednesday, Federal Reserve minutes showed the central bank is in no hurry to raise the cost of borrowing but raised concerns about the strength of the U.S. economy. Volatility was low for the last 5 trading days. Next week, no new report is going to be published. (holiday time ;-)
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)30.08.2006
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-25.71
Model Buy and Hold-3.47
Model Long Only+40.37
Model Short Only+31.23
Model Long and Short+84.21
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.69
Model Buy and Hold-0.77
Model Long Only+8.93
Model Short Only+6.91
Model Long and Short+18.62
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.69
Model Short vs Model Buy and Hold+7.67
Model Long and Short vs Model Buy and Hold+19.39
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.61
Model Short vs Buy and Hold+12.59
Model Long and Short vs Buy and Hold+24.31
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'468.04
Standard Deviation34.97
Lowest quote3'414.84
Highest quote3'517.59
Max Daily Loose percent-1.20
Max Daily Gain percent1.37
Simple Perf.3.01
Last 5 quotes StatisticsValue
Mean quote3'501.30
Standard Deviation12.98
Lowest quote3'482.64
Highest quote3'517.59
Max Daily Loose percent-0.50
Max Daily Gain percent0.44
Simple Perf.0.50
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 quote3'434.80
Standard Deviation88.67
Lowest quote3'204.35
Highest quote3'595.30
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.5.03
First quote3'349.10
Last quote3'517.59
Quotes UsedValue
Quote File UsedDJSTOXX_20060830.csv
# of Quotes1662
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)29.08.2006
File last quote3'517.59
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 year1.77
# Days1628
# Days in years4.52
Biggest loose (Long only)-2.72
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1784
Tech Id342603801-129970
XML output fileDJSTOXX_20060830.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)30.08.2006 18:01:50
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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