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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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October 15th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
USD to CHF
October 15th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
October 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 1st, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
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2009 Archive Page
2010 Archive Page
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MyTrendTimer : DJ Stoxx 50 of October 31, 2006
Weekly Comment about this asset/index
This asset is linked to the US market... Correlation is quite good. Eurozone annual inflation is expected to be 1.6% in October 2006 according to a flash estimate issued by Eurostat, the Statistical Office of the European Commission. It was 1.7% in September. The European Central Bank (ECB) inflation target is 2%.
Financial InstrumentValue
Instrument NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
Underlying instrumentiShares DJ STOXX 50 (EUN)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght2.8
Date (dd.MM.yyyy)31.10.2006
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.
Buy14.03.20020003'644.00+0.00
Sell24.04.20020403'545.00-2.72
Buy09.06.20034112'375.02-33.00
Sell08.07.20043952'656.29+11.84
Buy20.09.20040742'705.50+1.85
Sell29.05.20066163'395.11+25.49
Buy08.08.20060713'421.50+0.78
Out30.10.20060833'676.64+7.46
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-22.35
Model Buy and Hold+0.90
Model Long Only+46.72
Model Short Only+31.23
Model Long and Short+92.54
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.76
Model Buy and Hold+0.19
Model Long Only+9.95
Model Short Only+6.65
Model Long and Short+19.71
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.76
Model Short vs Model Buy and Hold+6.46
Model Long and Short vs Model Buy and Hold+19.52
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.71
Model Short vs Buy and Hold+11.41
Model Long and Short vs Buy and Hold+24.47
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'648.75
Variance2'663.76
Standard Deviation51.61
Lowest quote3'545.05
Highest quote3'708.49
Median3'626.77
Max Daily Loose percent-1.00
Max Daily Gain percent0.89
Simple Perf.3.50
Last 5 quotes StatisticsValue
Mean quote3'695.42
Variance124.35
Standard Deviation11.15
Lowest quote3'676.64
Highest quote3'708.49
Median3'692.56
Max Daily Loose percent-0.34
Max Daily Gain percent0.28
Simple Perf.-0.70
Previous year StatisticsValue
Mean quote3'049.28
Variance32'001.71
Standard Deviation178.89
Lowest quote2'763.16
Highest quote3'370.84
Median3'067.00
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 quote3'464.40
Variance10'901.70
Standard Deviation104.41
Lowest quote3'204.35
Highest quote3'708.49
Median3'456.42
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.9.78
First quote3'349.10
Last quote3'676.64
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-9.767-1.39
February-0.857-0.12
March-2.097-0.30
April+15.367+2.19
May-10.747-1.53
June-7.627-1.09
July-6.437-0.92
August-5.127-0.73
September-22.937-3.28
October+30.787+4.40
November+4.406+0.73
December-0.256-0.04
TWR Return by Year for this asset
YearTWR Return.
2000-3.55
2001-18.57
2002-35.60
2003+11.08
2004+4.30
2005+20.70
2006+9.78
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-4.75
February2000+8.49
March2000+3.27
April2000+1.07
May2000-3.09
June2000-2.24
July2000+0.60
August2000+3.23
September2000-4.50
October2000+3.83
November2000-7.17
December2000-1.25
January2001-0.18
February2001-10.20
March2001-2.69
April2001+7.96
May2001-1.16
June2001-4.45
July2001-3.42
August2001-7.39
September2001-8.67
October2001+4.49
November2001+3.03
December2001+4.12
January2002-3.85
February2002-0.42
March2002+3.57
April2002-5.02
May2002-4.34
June2002-8.77
July2002-10.40
August2002-1.13
September2002-14.62
October2002+10.55
November2002+4.07
December2002-9.96
January2003-6.85
February2003-2.94
March2003-3.07
April2003+10.47
May2003-0.13
June2003+3.45
July2003+3.28
August2003+0.22
September2003-3.74
October2003+6.32
November2003+1.15
December2003+3.63
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+1.35
February2004+1.94
March2004-3.10
April2004+1.67
May2004-1.42
June2004+0.69
July2004-1.39
August2004-1.14
September2004+1.85
October2004+0.88
November2004+1.69
December2004+1.36
January2005+1.60
February2005+2.60
March2005-0.92
April2005-1.70
May2005+4.16
June2005+3.47
July2005+3.39
August2005-0.80
September2005+4.72
October2005-1.82
November2005+1.96
December2005+2.59
January2006+2.90
February2006+0.68
March2006+1.09
April2006+0.83
May2006-5.01
June2006+0.59
July2006+2.08
August2006+2.14
September2006+0.80
October2006+3.54
Quotes UsedValue
Quote File UsedDJSTOXX_20061031.csv
# of Quotes1706
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)30.10.2006
File last quote3'676.64
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 year1.70
# Days1690
# Days in years4.69
Biggest loose (Long only)-2.72
TechnicalValue
Program NameMyTrendTimer v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)2004
Tech Id814816410-129970
XML output fileDJSTOXX_20061031.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJSTOXX_20061031.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)31.10.2006 18:20:38
Disclaimer
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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