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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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January 9th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
January 9th, Bearish Trend (Sell Signal)
Older reports
December 30th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
December 16th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
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MyTrendTimer : SwissCanto LPP/BVG Diversification III of June 7, 2006
This is an automatically generated “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Weekly Comment about this asset/index
Market was closed on Monday for Pentecost Day / Whit Monday. The signal strenght remains positive but decreasing. (close to zero) This mutual fund is linked to Swiss Stocks for about 40%... You have to be really carefull on this one. It's hard to know is we should follow the signal for this mutual fund. Problem is that this investment vehicle is not so easy to negociate. (not listed on the stock market) If already long, a "forever buy and hold" policy should be considered for people with a long investment horizon. To complicate the situation, we have to say that last prices/net asset values are missing.... (last is 2nd June 2006...)
Financial InstrumentValue
Instrument NameSwissCanto LPP/BVG Diversification III
Underlying instrumentNA. SwissCanto LPP/BVG Diversification III is a mutual fund which represents a mixed investment stategy for Swiss pillar 3a (same as a US 401(k) account)
Current Trend/Signal Bullish (last signal was a Buy)
StrenghtClose to zero !
Date (dd.MM.yyyy)07.06.2006
Last 5 quotes StatisticsValue
Mean quote157.20
Standard Deviation0.81
Lowest quote156.10
Highest quote158.15
Max Daily Loose percent-1.30
Max Daily Gain percent0.35
Simple Perf.-0.54
Last 20 quotes StatisticsValue
Mean quote158.21
Standard Deviation2.05
Lowest quote155.15
Highest quote161.15
Max Daily Loose percent-1.71
Max Daily Gain percent1.25
Simple Perf.-2.09
Quotes UsedValue
Quote File UsedPREV_20060607.csv
# of Quotes1285
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)02.06.2006
File last quote157.25
First data considered (dd.MM.yyyy)02.07.2001
First data considered136.50
Min. Quote date (dd.MM.yyyy)13.03.2003
Min. Quote value109.54
Max Quote date (dd.MM.yyyy)22.03.2006
Max Quote value162.10
Max daily drop date (dd.MM.yyyy)18.09.2001
Max Daily Drop percent-3.22
Max daily gain date (dd.MM.yyyy)27.09.2001
Max daily Gain percent4.21
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.92
# Days1123
# Days in years3.12
Biggest loose (Long only)-1.27
Time Weighted Return ofValue (over the Period)
Buy and Hold+11.41
Model Buy and Hold+32.34
Model Long Only+29.48
Model Short Only-2.21
Model Long and Short+26.62
Time Weighted Return ofValue (Annualized)
Buy and Hold+3.66
Model Buy and Hold+10.37
Model Long Only+9.45
Model Short Only-0.71
Model Long and Short+8.53
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.92
Model Short vs Model Buy and Hold-11.08
Model Long and Short vs Model Buy and Hold-1.83
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.79
Model Short vs Buy and Hold-4.37
Model Long and Short vs Buy and Hold+4.87
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Program NameMyTrendTimer v0.99.60
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2096_FC5
Calculation Time (Ms)1492
Tech Id212096214-137970
XML output filePREV_20060607.xml
Web Root
Complete Xml URL
# Warnings found1
Generated on (dd.MM.yyyy HH:mm:ss)07.06.2006 21:42:13
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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