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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
September 16th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
September 16th, Bearish Trend (Sell Signal)
Older reports
September 10th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
September 2nd, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
Archived reports
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2006 Archive Page
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2009 Archive Page
2010 Archive Page
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MyTrendTimer : Nasdaq Composite Index 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. We are on the same level than last week buy signal. Signal strenght is improving.
Financial InstrumentValue
Instrument NameNasdaq Composite Index
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
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-45.56
Model Buy and Hold+18.07
Model Long Only+21.98
Model Short Only+3.21
Model Long and Short+25.89
Time Weighted Return ofValue (Annualized)
Buy and Hold-9.35
Model Buy and Hold+3.71
Model Long Only+4.51
Model Short Only+0.66
Model Long and Short+5.31
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+0.80
Model Short vs Model Buy and Hold-3.05
Model Long and Short vs Model Buy and Hold+1.60
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+13.86
Model Short vs Buy and Hold+10.01
Model Long and Short vs Buy and Hold+14.66
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'201.35
Standard Deviation34.04
Lowest quote2'140.29
Highest quote2'252.89
Max Daily Loose percent-1.72
Max Daily Gain percent1.96
Simple Perf.5.08
Last 5 quotes StatisticsValue
Mean quote2'236.13
Standard Deviation13.68
Lowest quote2'218.93
Highest quote2'252.89
Max Daily Loose percent-0.84
Max Daily Gain percent1.37
Simple Perf.0.60
Previous year StatisticsValue
Mean quote2'099.62
Standard Deviation86.12
Lowest quote1'904.18
Highest quote2'273.37
Max Daily Loose percent-2.06
Max Daily Gain percent2.54
Simple Perf.1.37
First quote2'175.44
Last quote2'205.32
Current year StatisticsValue
Mean quote2'220.45
Standard Deviation93.19
Lowest quote2'020.39
Highest quote2'370.88
Max Daily Loose percent-2.35
Max Daily Gain percent2.96
Simple Perf.1.98
First quote2'205.32
Last quote2'249.07
Quotes UsedValue
Quote File UsedNASDAQ_20060926.csv
# of Quotes1679
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)25.09.2006
File last quote2'249.07
First data considered (dd.MM.yyyy)16.05.2000
First data considered3'717.57
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value1'114.11
Max Quote date (dd.MM.yyyy)10.03.2000
Max Quote value5'048.62
Max daily drop date (dd.MM.yyyy)14.04.2000
Max Daily Drop percent-9.67
Max daily gain date (dd.MM.yyyy)03.01.2001
Max daily Gain percent14.17
Operations StatisticsValue
# Generated operations16
Avg # op. by year3.28
# Days1754
# Days in years4.87
Biggest loose (Long only)-9.87
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2457
Tech Id524626757-130930
XML output fileNASDAQ_20060926.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)26.09.2006 20:33:00
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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