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MyTrendTimer Financial Market Trend Timing report

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March 25th, Bullish Trend (Buy Signal)
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MyTrendTimer : DJ Stoxx 50 of September 26, 2006
Weekly Comment about this asset/index
End of last week. The belief that policy makers can engineer a much-desired soft landing continues to incite follow-through buying interest. Meanwhile, investors are sifting through the first of three economic releases. Weekly jobless claims rose 7,000 to 318,000 (consensus 310,000). Early this week. August existing home sales fell 0.5% to a 6.30 mln annual rate (consensus 6.2 mln). While another decline was not a huge surprise, median home prices falling from year-ago levels for the first time in 11 years has raised concerns about a decline in net worth that has helped boost consumer spending in recent years, taking the legs out from under early attempts to recoup some of Friday's pullback. Oil dropped under $60 to a six-month low as abundant supplies in top consumer the United States and fears that slower U.S. economic growth would stunt demand for fuel extended a price retreat. The dollar climbed session highs against the euro and held on to some gains on Monday after a less-than-expected decline in existing U.S. home sales data for August.
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)26.09.2006
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-26.15
Model Buy and Hold-4.04
Model Long Only+39.54
Model Short Only+31.23
Model Long and Short+83.12
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.69
Model Buy and Hold-0.88
Model Long Only+8.60
Model Short Only+6.79
Model Long and Short+18.08
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.48
Model Short vs Model Buy and Hold+7.67
Model Long and Short vs Model Buy and Hold+18.96
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.29
Model Short vs Buy and Hold+12.48
Model Long and Short vs Buy and Hold+23.77
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'506.87
Standard Deviation25.84
Lowest quote3'454.04
Highest quote3'549.28
Max Daily Loose percent-1.20
Max Daily Gain percent1.32
Simple Perf.-0.50
Last 5 quotes StatisticsValue
Mean quote3'506.97
Standard Deviation20.94
Lowest quote3'480.57
Highest quote3'538.65
Max Daily Loose percent-1.16
Max Daily Gain percent1.25
Simple Perf.-0.21
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 quote3'441.98
Standard Deviation87.15
Lowest quote3'204.35
Highest quote3'595.30
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.4.41
First quote3'349.10
Last quote3'496.71
Quotes UsedValue
Quote File UsedDJSTOXX_20060926.csv
# of Quotes1681
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)25.09.2006
File last quote3'496.71
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 year1.74
# Days1655
# Days in years4.60
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)2008
Tech Id300347094-129970
XML output fileDJSTOXX_20060926.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)26.09.2006 20:33:17
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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