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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
 Signals and News Help/HowTo Principles About
 
December 9th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
USD to CHF
December 9th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
December 2nd, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 20th, 2019
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 : SwissCanto LPP Diversification III / BVG Diversifikation III of April 11, 2007
Weekly Comment about this asset/index
Nothing new about this mutual fund. You should look on the other indexes (mostly SMI) to have some news. Composition of this fund, end of November 2006 is for the currencies : 70% CHF, 11% EUR, 11% USD, 8% others. For the asset classes : Swiss Bonds 27%, Other Bonds 13%, Swiss equities 30%, Other equitites 17%, Real Estate 13%.
Financial InstrumentValue
Asset NameSwissCanto LPP Diversification III / BVG Diversifikation III
Symbol#1131590
CurrencyCHF
Underlying instrumentNA. SwissCanto LPP Diversification III / BVG Diversifikation is a mutual fund which represents a mixed investment stategy for Swiss pillar 3a (same as a US 401(k) account)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength0.6
Date (dd.MM.yyyy)11.04.2007
Generated Signals Chart
A chart of SwissCanto LPP Diversification III / BVG Diversifikation III #1131590 dated April 11, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy05.05.2003000118.82+0.00
Sell09.07.2004431133.48+12.34
Buy27.09.2004080134.10+0.46
Sell27.10.2004030132.40-1.27
Buy09.11.2004013134.70+1.74
Sell06.06.2006573155.75+15.63
Buy14.08.2006069159.60+2.47
Info : Current04.04.2007233172.10+7.83
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+21.94
Model Buy and Hold+44.84
Model Long Only+38.29
Model Short Only-4.74
Model Long and Short+31.74
Time Weighted Return ofValue (Annualized)
Buy and Hold+5.53
Model Buy and Hold+11.30
Model Long Only+9.65
Model Short Only-1.19
Model Long and Short+8.00
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.65
Model Short vs Model Buy and Hold-12.49
Model Long and Short vs Model Buy and Hold-3.30
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+4.12
Model Short vs Buy and Hold-6.72
Model Long and Short vs Buy and Hold+2.47
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote170.43
Standard Deviation1.16
Lowest quote167.85
Highest quote172.10
Median169.98
Max Daily Loose percent-1.06
Max Daily Gain percent0.62
Simple Perf.1.83
Last 5 quotes StatisticsValue
Mean quote171.27
Standard Deviation0.67
Lowest quote170.25
Highest quote172.10
Median171.18
Max Daily Loose percent-0.12
Max Daily Gain percent0.53
Simple Perf.1.09
Previous year StatisticsValue
Mean quote161.87
Standard Deviation4.28
Lowest quote153.30
Highest quote169.85
Median161.58
Max Daily Loose percent-1.71
Max Daily Gain percent1.33
Simple Perf.6.97
First quote158.45
Last quote169.50
Current year StatisticsValue
Mean quote171.54
Standard Deviation1.63
Lowest quote167.85
Highest quote173.95
Median170.90
Max Daily Loose percent-1.56
Max Daily Gain percent0.62
Simple Perf.1.53
First quote169.50
Last quote172.10
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+3.876+0.64
February-2.397-0.34
March+1.107+0.16
April+5.827+0.83
May+2.316+0.38
June-2.306-0.38
July-2.266-0.38
August+1.976+0.33
September-4.616-0.77
October+5.316+0.89
November+8.396+1.40
December+3.656+0.61
TWR Return by Year for this asset
YearTWR Return.
2001-8.16
2002-10.03
2003+12.79
2004+3.73
2005+16.12
2006+6.97
2007+1.53
Year 2004 to 2005 Monthly performance
MonthYearPerformance
January2004+2.49
February2004+1.10
March2004-0.54
April2004+0.47
May2004-1.12
June2004+0.32
July2004-1.33
August2004+0.15
September2004+0.71
October2004-0.93
November2004+0.75
December2004+1.68
January2005+1.36
February2005+1.12
March2005+0.29
April2005-0.07
May2005+3.14
June2005+1.59
July2005+2.18
August2005-0.53
September2005+2.65
October2005-0.52
November2005+2.30
December2005+1.64
Year 2006 to 200n Monthly performance
MonthYearPerformance
January2006+0.79
February2006+0.81
March2006+0.37
April2006-0.22
May2006-2.85
June2006+0.06
July2006+1.69
August2006+1.88
September2006+1.94
October2006+0.97
November2006-0.21
December2006+1.62
January2007+1.68
February2007-1.57
March2007+0.91
April2007+0.53
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/PREV_20070411.csv
# of Quotes1488
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)04.04.2007
File last quote172.10
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)16.02.2007
Max Quote value173.95
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
Signals StatisticsValue
# Generated Signals7
Avg # op. by year1.76
# Days1429
# Days in years3.97
Biggest loose (Long only)-1.27
Min # days uninvested (before Buy Signal)13
Max # days uninvested (before Buy Signal)80
Min # days invested (before Sell Signal)30
Max # days invested (before Sell Signal)573
TechnicalValue
Program NameMyTrendTimer v0.99.92.3
Java Version1.6.0
OS NameLinux
OS Version2.6.18-1.2869.fc6
User Namemarc
Calculation Time (Ms)1174
Tech Id461512981-137970
XML output filePREV_20070411.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/PREV_20070411.xml
# Warnings found1
Generated on (dd.MM.yyyy HH:mm:ss)11.04.2007 17:31:44
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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