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MyTrendTimer Financial Market Trend Timing report

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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.
 
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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
 
 
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MyTrendTimer : DJ Stoxx 50 of December 6, 2006
Weekly Comment about this asset/index
On Monday, the dollar rebounded from an earlier 20-month low against the euro and a basket of currencies as investors locked in profits after shaving more than 3 percent off its value in less than two weeks. Oil prices were steadying as the possibility of a further output cut by OPEC producers who meet next week was balanced by milder weather and expected strong fuel stockpiles in the United States. So far, European companies seem to have weathered the stronger euro, which hit 20-month highs against the dollar and record peaks versus the yen on Monday. The dollar hit session lows against the euro and extended its slide against the yen on Tuesday after key third-quarter U.S. wage inflation data were revised down, lessening the likelihood of a rate rise.
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)
Strenght1.8
Date (dd.MM.yyyy)06.12.2006
Generated Operations Chart
A chart of DJ Stoxx 50 STOXX50 dated December 6, 2006 to backtest the trend timer 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
Out05.12.20061193'608.98+5.48
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-23.78
Model Buy and Hold-0.96
Model Long Only+44.02
Model Short Only+31.23
Model Long and Short+89.00
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.96
Model Buy and Hold-0.20
Model Long Only+9.18
Model Short Only+6.51
Model Long and Short+18.56
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.38
Model Short vs Model Buy and Hold+6.71
Model Long and Short vs Model Buy and Hold+18.76
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.14
Model Short vs Buy and Hold+11.47
Model Long and Short vs Buy and Hold+23.52
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'668.01
Variance3'033.95
Standard Deviation55.08
Lowest quote3'566.38
Highest quote3'739.41
Median3'652.90
Max Daily Loose percent-1.49
Max Daily Gain percent1.06
Simple Perf.-3.49
Last 5 quotes StatisticsValue
Mean quote3'597.77
Variance456.21
Standard Deviation21.36
Lowest quote3'566.38
Highest quote3'629.67
Median3'598.02
Max Daily Loose percent-0.99
Max Daily Gain percent1.06
Simple Perf.0.48
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 quote3'486.89
Variance14'138.75
Standard Deviation118.91
Lowest quote3'204.35
Highest quote3'739.41
Median3'471.88
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.7.76
First quote3'349.10
Last quote3'608.98
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+30.517+4.36
November+2.497+0.36
December-0.067-0.01
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+7.76
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+3.33
November2006-1.83
December2006+0.19
Quotes UsedValue
Quote File UsedDJSTOXX_20061206.csv
# of Quotes1732
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)05.12.2006
File last quote3'608.98
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 year1.67
# Days1726
# Days in years4.79
Biggest loose (Long only)-2.72
Min # days uninvested (before Buy operation)71
Max # days uninvested (before Buy operation)411
Min # days invested (before Sell operation)40
Max # days invested (before Sell operation)616
TechnicalValue
Program NameMyTrendTimer v0.99.87
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.18-1.2849.fc6
User Namemarc
Calculation Time (Ms)665
Tech Id783773676-129970
XML output fileDJSTOXX_20061206.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJSTOXX_20061206.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)06.12.2006 17:45:07
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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