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MyTrendTimer Financial Market Trend Timing report

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April 16th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
April 16th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
USD to CHF
 
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April 4th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 26th, 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 : Dow Jones Industrial Average analysis of March 26, 2018
Description of this asset/index
The Dow Jones Industrial Average, also called the DJIA, Dow 30, or informally the Dow Jones or The Dow) is one of several stock market indices created by nineteenth century Wall Street Journal editor and Dow Jones and Company co-founder Charles Dow. Dow compiled the index as a way to gauge the performance of the industrial component of America's stock markets. It is the oldest continuing U.S. market index, aside from the Dow Jones Transportation Average, which Dow also created. Today, the average consists of 30 of the largest and most widely held public companies in the United States. The "industrial" portion of the name is largely historical—many of the 30 modern components have little to do with heavy industry. The average is price-weighted. To compensate for the effects of stock splits and other adjustments, it is currently a scaled average, not the actual average of the prices of its component stocks—the sum of the component prices is divided by a divisor, which changes whenever one of the component stocks has a stock split or stock dividend, to generate the value of the index. Since the divisor is currently less than one, the value of the index is higher than the sum of the component prices.
Financial InstrumentValue
Asset NameDow Jones Industrial Average
SymbolDJI
CurrencyUSD
Underlying instrumentDIAMONDS Trust, Series 1 (DIA)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength1.4
DateMarch 26, 2018
Generated Signals Chart
A chart of Dow Jones Industrial Average DJI dated March 26, 2018 to backtest the trend timer model buy and sell signals
Generated Signals
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy11.05.200100010'869.00+0.00
Sell20.07.200107010'600.00-2.47
Buy28.12.200116110'115.00-4.58
Sell05.02.20020399'655.00-4.55
Buy22.02.20020179'985.00+3.42
Sell04.06.20021019'695.00-2.90
Buy07.05.20033378'560.63-11.70
Sell20.07.200444010'149.07+18.56
Buy15.11.200411810'550.24+3.95
Sell18.04.200515310'071.25-4.54
Buy21.06.200506410'599.67+5.25
Sell27.06.200500610'290.78-2.91
Buy18.07.200502110'574.99+2.76
Sell06.10.200508010'287.10-2.72
Buy15.11.200504010'715.00+4.16
Sell18.07.200624410'795.00+0.75
Buy02.08.200601511'160.00+3.38
Sell23.11.200747812'980.88+16.32
Buy16.05.200817412'986.80+0.05
Sell02.06.200801712'503.82-3.72
Buy02.06.20093658'740.87-30.09
Sell07.06.20103709'816.49+12.31
Buy20.09.201010510'753.62+9.55
Sell08.08.201132210'809.85+0.52
Buy07.12.201112112'196.37+12.83
Sell11.06.201218612'411.23+1.76
Buy20.06.201200912'824.39+3.33
Sell22.06.201200212'640.78-1.43
Buy02.07.201201012'871.39+1.82
Sell26.11.201214712'967.37+0.75
Buy12.12.201201613'245.45+2.14
Sell22.10.201467816'461.32+24.28
Buy28.10.201400617'005.75+3.31
Sell28.07.201527217'630.27+3.67
Buy10.11.201510517'758.21+0.73
Sell08.01.201605916'346.45-7.95
Buy28.03.201607917'535.39+7.27
Info : Current23.03.201872523'533.20+34.20
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+105.44
Model Buy and Hold+116.52
Model Long Only+97.92
Model Short Only-9.40
Model Long and Short+79.32
Time Weighted Return ofValue (Annualized)
Buy and Hold+6.17
Model Buy and Hold+6.82
Model Long Only+5.73
Model Short Only-0.55
Model Long and Short+4.64
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.09
Model Short vs Model Buy and Hold-7.37
Model Long and Short vs Model Buy and Hold-2.18
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.44
Model Short vs Buy and Hold-6.72
Model Long and Short vs Buy and Hold-1.53
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote24'841.54
Standard Deviation472.91
Lowest quote23'533.20
Highest quote25'709.27
Median24'621.23
Max Daily Loose percent-2.93
Max Daily Gain percent1.77
Simple Perf.-7.02
Last 5 quotes StatisticsValue
Mean quote24'409.68
Standard Deviation543.36
Lowest quote23'533.20
Highest quote24'946.51
Median24'239.86
Max Daily Loose percent-2.93
Max Daily Gain percent0.47
Simple Perf.-5.67
Previous year StatisticsValue
Mean quote21'742.51
Standard Deviation1'329.42
Lowest quote19'732.40
Highest quote24'792.20
Median22'262.30
Max Daily Loose percent-1.78
Max Daily Gain percent1.46
Simple Perf.25.08
First quote19'762.60
Last quote24'719.22
Current year StatisticsValue
Mean quote25'197.70
Standard Deviation681.43
Lowest quote23'533.20
Highest quote26'616.71
Median25'074.96
Max Daily Loose percent-4.60
Max Daily Gain percent2.33
Simple Perf.-4.80
First quote24'719.22
Last quote23'533.20
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-19.4219-1.02
February-5.7719-0.30
March+24.2019+1.27
April+38.8418+2.16
May-3.8118-0.21
June-19.7618-1.10
July+20.0118+1.11
August-8.0318-0.45
September-19.7718-1.10
October+38.1518+2.12
November+33.6618+1.87
December+24.3418+1.35
TWR Return by Year for this asset
YearTWR Return.
2000-5.15
2001-8.19
2002-16.37
2003+25.32
2004+3.15
2005-0.61
2006+16.29
2007+6.43
2008-33.84
2009+18.82
2010+11.02
2011+5.53
2012+7.26
2013+26.50
2014+7.52
2015-2.23
2016+13.42
2017+25.08
2018-4.80
Year 2014 to 2015 Monthly performance
MonthYearPerformance
January2014-5.30
February2014+3.97
March2014+0.83
April2014+0.75
May2014+0.82
June2014+0.65
July2014-1.56
August2014+3.23
September2014-0.32
October2014+2.04
November2014+2.52
December2014-0.03
January2015-3.69
February2015+5.64
March2015-1.97
April2015+0.36
May2015+0.95
June2015-2.17
July2015+0.40
August2015-6.57
September2015-1.47
October2015+8.47
November2015+0.32
December2015-1.66
Year 2016 to 201n Monthly performance
MonthYearPerformance
January2016-5.50
February2016+0.30
March2016+7.08
April2016+0.50
May2016+0.08
June2016+0.80
July2016+2.80
August2016-0.17
September2016-0.50
October2016-0.91
November2016+5.41
December2016+3.34
January2017+0.51
February2017+4.77
March2017-0.72
April2017+1.34
May2017+0.33
June2017+1.62
July2017+2.54
August2017+0.26
September2017+2.08
October2017+4.34
November2017+3.83
December2017+1.84
January2018+5.79
February2018-4.28
March2018-5.98
Quotes UsedValue
Link on Quote FileDJX_20180326.csv
Quote File Used/local/java/TrendTimer/quote_data/DJX_20180326.csv
# of Quotes4524
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)23.03.2018
File last quote23'533.20
First data considered (dd.MM.yyyy)19.05.2000
First data considered10'700.00
Min. Quote date (dd.MM.yyyy)09.03.2009
Min. Quote value6'547.05
Max Quote date (dd.MM.yyyy)26.01.2018
Max Quote value26'616.71
Max daily drop date (dd.MM.yyyy)15.10.2008
Max Daily Drop percent-7.87
Max daily gain date (dd.MM.yyyy)13.10.2008
Max daily Gain percent11.08
Signals StatisticsValue
# Generated Signals37
Avg # op. by year2.17
# Days6152
# Days in years17.09
Biggest loose (Long only)-7.95
Min # days uninvested (before Buy Signal)6
Max # days uninvested (before Buy Signal)365
Min # days invested (before Sell Signal)2
Max # days invested (before Sell Signal)678
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.8.0_161
OS NameLinux
OS Version4.15.4-200.fc26.x86_64
User Namemarc
Calculation Time (Ms)612
Tech Id835296977-146960
XML output fileDJX_20180326.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJX_20180326.xml
# Warnings found10
Generated on (dd.MM.yyyy HH:mm:ss)26.03.2018 21:30:26
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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