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MyTrendTimer :
Gold Ounce
of
October 11, 2006 |
| Weekly Comment about this asset/index |
| On Monday, North Korea conducted an underground nuclear test on Monday, flying in the face of a warning from the U.N. Security Council and risking fresh sanctions.
Oil climbed back above $60 a barrel on Monday as OPEC moved closer to cementing a deal to cut 1 million barrels per day of output and after North Korea did its first nuclear test.
On Tuesday, Oil prices were down in early trading. U.S. light crude was down 41 cents to $59.55 a barrel in electronic trading, while Brent crude trading in London is 34 cents lower at $60.20.
Still bullish but signal strenght is decreasing (+1.0 now). |
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| Financial Instrument | Value |
| Instrument Name | Gold Ounce |
| Symbol | GC |
| Currency | USD |
| Underlying instrument | iShares COMEX Gold Trust (IAU) |
|
| Trend/Signal | Value |
| Current Trend/Signal |
Bullish (last signal was a Buy)
|
| Strenght | 1.0 |
| Date (dd.MM.yyyy) | 11.10.2006 |
|
| Generated Operations Chart |
 |
|
| Generated Operations |
| Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
| Buy | 23.04.2001 | 000 | 263.40 | +0.00 |
| Sell | 24.05.2004 | 1127 | 385.70 | +46.43 |
| Buy | 07.07.2004 | 044 | 402.00 | +4.23 |
| Sell | 03.06.2005 | 331 | 421.90 | +4.95 |
| Buy | 06.06.2005 | 003 | 425.60 | +0.88 |
| Out | 10.10.2006 | 491 | 577.60 | +35.71 |
|
| Return and result of the differents strategies |
| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | +100.21 |
| Model Buy and Hold | +119.29 |
| Model Long Only | +108.57 |
| Model Short Only | -5.14 |
| Model Long and Short | +97.85 |
|
| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | +18.07 |
| Model Buy and Hold | +21.51 |
| Model Long Only | +19.58 |
| Model Short Only | -0.93 |
| Model Long and Short | +17.65 |
|
| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | -1.93 |
| Model Short vs Model Buy and Hold | -22.44 |
| Model Long and Short vs Model Buy and Hold | -3.87 |
|
| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +1.51 |
| Model Short vs Buy and Hold | -19.00 |
| Model Long and Short vs Buy and Hold | -0.43 |
|
|
| Various statistical indicators for this asset |
| Last 20 quotes Statistics | Value |
| Mean quote | 583.65 |
| Variance | 98.07 |
| Standard Deviation | 9.90 |
| Lowest quote | 568.20 |
| Highest quote | 602.40 |
| Median | 585.30 |
| Max Daily Loose percent | -3.39 |
| Max Daily Gain percent | 2.86 |
| Simple Perf. | -1.05 |
|
| Last 5 quotes Statistics | Value |
| Mean quote | 577.32 |
| Variance | 90.18 |
| Standard Deviation | 9.50 |
| Lowest quote | 568.20 |
| Highest quote | 595.20 |
| Median | 581.70 |
| Max Daily Loose percent | -3.39 |
| Max Daily Gain percent | 1.10 |
| Simple Perf. | -2.96 |
|
| Previous year Statistics | Value |
| Mean quote | 443.98 |
| Variance | 733.79 |
| Standard Deviation | 27.09 |
| Lowest quote | 412.20 |
| Highest quote | 537.60 |
| Median | 474.90 |
| Max Daily Loose percent | -3.00 |
| Max Daily Gain percent | 2.86 |
| Simple Perf. | 18.55 |
| First quote | 436.20 |
| Last quote | 517.10 |
|
| Current year Statistics | Value |
| Mean quote | 598.84 |
| Variance | 1'807.34 |
| Standard Deviation | 42.51 |
| Lowest quote | 514.60 |
| Highest quote | 713.10 |
| Median | 613.85 |
| Max Daily Loose percent | -5.06 |
| Max Daily Gain percent | 4.68 |
| Simple Perf. | 11.70 |
| First quote | 517.10 |
| Last quote | 577.60 |
|
| Seasonal Return by Month for this asset |
| Month | Cumulated TWR Return. | #Month | Average TWR Return |
| January | +5.30 | 7 | +0.76 |
| February | +3.31 | 7 | +0.47 |
| March | -0.36 | 7 | -0.05 |
| April | +4.93 | 7 | +0.70 |
| May | +13.52 | 7 | +1.93 |
| June | -6.33 | 7 | -0.90 |
| July | -1.91 | 7 | -0.27 |
| August | +15.97 | 7 | +2.28 |
| September | +20.15 | 7 | +2.88 |
| October | -12.19 | 7 | -1.74 |
| November | +17.58 | 6 | +2.93 |
| December | +17.29 | 6 | +2.88 |
|
| TWR Return by Year for this asset |
| Year | TWR Return. |
| 2000 | -5.56 |
| 2001 | +2.29 |
| 2002 | +24.58 |
| 2003 | +19.56 |
| 2004 | +5.08 |
| 2005 | +18.55 |
| 2006 | +11.70 |
|
| Year 2000 to 2003 Monthly performance |
| Month | Year | Performance |
| January | 2000 | -1.99 |
| February | 2000 | +3.80 |
| March | 2000 | -5.79 |
| April | 2000 | -0.54 |
| May | 2000 | -0.93 |
| June | 2000 | +5.95 |
| July | 2000 | -4.21 |
| August | 2000 | +0.00 |
| September | 2000 | -0.90 |
| October | 2000 | -3.34 |
| November | 2000 | +2.13 |
| December | 2000 | +0.72 |
| January | 2001 | -2.55 |
| February | 2001 | +0.56 |
| March | 2001 | -3.48 |
| April | 2001 | +2.37 |
| May | 2001 | +0.74 |
| June | 2001 | +1.83 |
| July | 2001 | -1.44 |
| August | 2001 | +2.85 |
| September | 2001 | +6.45 |
| October | 2001 | -4.28 |
| November | 2001 | -1.93 |
| December | 2001 | +1.68 |
| January | 2002 | +1.22 |
| February | 2002 | +5.10 |
| March | 2002 | +1.96 |
| April | 2002 | +2.02 |
| May | 2002 | +5.80 |
| June | 2002 | -3.92 |
| July | 2002 | -3.29 |
| August | 2002 | +3.10 |
| September | 2002 | +3.68 |
| October | 2002 | -1.97 |
| November | 2002 | +0.41 |
| December | 2002 | +8.84 |
| January | 2003 | +5.85 |
| February | 2003 | -4.82 |
| March | 2003 | -4.00 |
| April | 2003 | +0.86 |
| May | 2003 | +7.59 |
| June | 2003 | -5.10 |
| July | 2003 | +2.37 |
| August | 2003 | +5.99 |
| September | 2003 | +2.56 |
| October | 2003 | -0.23 |
| November | 2003 | +3.70 |
| December | 2003 | +4.27 |
|
| Year 2004 to 200n Monthly performance |
| Month | Year | Performance |
| January | 2004 | -3.23 |
| February | 2004 | -1.39 |
| March | 2004 | +7.78 |
| April | 2004 | -9.30 |
| May | 2004 | +1.68 |
| June | 2004 | -0.36 |
| July | 2004 | -0.36 |
| August | 2004 | +4.83 |
| September | 2004 | +2.12 |
| October | 2004 | +1.72 |
| November | 2004 | +5.94 |
| December | 2004 | -3.28 |
| January | 2005 | -3.21 |
| February | 2005 | +3.10 |
| March | 2005 | -2.00 |
| April | 2005 | +1.88 |
| May | 2005 | -4.10 |
| June | 2005 | +4.41 |
| July | 2005 | -1.33 |
| August | 2005 | +1.26 |
| September | 2005 | +7.98 |
| October | 2005 | -0.81 |
| November | 2005 | +6.42 |
| December | 2005 | +4.34 |
| January | 2006 | +9.86 |
| February | 2006 | -2.69 |
| March | 2006 | +6.01 |
| April | 2006 | +8.40 |
| May | 2006 | +2.47 |
| June | 2006 | -8.47 |
| July | 2006 | +6.74 |
| August | 2006 | -2.79 |
| September | 2006 | -2.86 |
| October | 2006 | -3.81 |
|
| Quotes Used | Value |
| Quote File Used | GC_20061011.csv |
| # of Quotes | 1749 |
| File first date (dd.MM.yyyy) | 03.01.2000 |
| File first quote | 288.50 |
| File last date (dd.MM.yyyy) | 10.10.2006 |
| File last quote | 577.60 |
| First data considered (dd.MM.yyyy) | 25.08.2000 |
| First data considered | 273.60 |
| Min. Quote date (dd.MM.yyyy) | 02.04.2001 |
| Min. Quote value | 255.30 |
| Max Quote date (dd.MM.yyyy) | 12.05.2006 |
| Max Quote value | 713.10 |
| Max daily drop date (dd.MM.yyyy) | 15.05.2006 |
| Max Daily Drop percent | -5.06 |
| Max daily gain date (dd.MM.yyyy) | 18.05.2001 |
| Max daily Gain percent | 5.03 |
|
| Operations Statistics | Value |
| # Generated operations | 6 |
| Avg # op. by year | 1.08 |
| # Days | 1996 |
| # Days in years | 5.54 |
| Biggest loose (Long only) | +0.00 |
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| 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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