MyTrendTimer :
Russel 2000
of
September 20, 2006 |
Weekly Comment about this asset/index |
U.S. producer prices edged up a smaller-than-expected 0.1 percent last month and core prices posted a surprise drop of 0.4 percent, the biggest since April 2003, on the back of sliding car prices, the government said on Tuesday.
U.S. housing starts fell more sharply than expected to the lowest rate in more than three years, while core producer prices dipped unexpectedly, according to government reports on Tuesday that confirmed a fast-cooling economy.
President Bush and Iranian President Mahmoud Ahmadinejad clashed over Iran's nuclear ambitions in addresses to the United Nations on Tuesday, but Washington agreed to allow more time for talks with Tehran.
Oil prices crept higher on Wednesday after suddenly resuming their six-week rout a day ago, undermined by expectations of another rise in already bulging U.S. winter fuel stocks and more talks over Iran.
Thailand's army chief promised on Wednesday to return "power to the people" as soon as possible after the military ousted billionaire Prime Minister Thaksin Shinawatra without firing a shot. |
|
Financial Instrument | Value |
Instrument Name | Russel 2000 |
Symbol | RUT |
Currency | USD |
Underlying instrument | iShares Russell 2000 Index (IWM) |
|
Trend/Signal | Value |
Current Trend/Signal |
Bullish (last signal was a Buy)
|
Strenght | 0.3 |
Date (dd.MM.yyyy) | 20.09.2006 |
|
Generated Operations Chart |
 |
|
Generated Operations |
Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
Buy | 08.06.2000 | 000 | 514.54 | +0.00 |
Sell | 31.07.2000 | 053 | 500.64 | -2.70 |
Buy | 24.08.2000 | 024 | 523.30 | +4.53 |
Sell | 26.09.2000 | 033 | 509.89 | -2.56 |
Buy | 12.01.2001 | 108 | 485.75 | -4.73 |
Sell | 27.02.2001 | 046 | 478.75 | -1.44 |
Buy | 25.04.2001 | 056 | 472.74 | -1.26 |
Sell | 06.07.2001 | 072 | 483.26 | +2.23 |
Buy | 02.11.2001 | 119 | 433.07 | -10.39 |
Sell | 05.02.2002 | 095 | 468.82 | +8.26 |
Buy | 05.03.2002 | 028 | 487.59 | +4.00 |
Sell | 22.05.2002 | 077 | 493.91 | +1.30 |
Buy | 01.11.2002 | 163 | 383.45 | -22.36 |
Sell | 23.01.2003 | 083 | 383.68 | +0.06 |
Buy | 27.03.2003 | 063 | 369.50 | -3.70 |
Sell | 16.03.2004 | 355 | 566.64 | +53.35 |
Buy | 01.04.2004 | 015 | 595.32 | +5.06 |
Sell | 29.04.2004 | 028 | 567.25 | -4.72 |
Buy | 25.06.2004 | 057 | 587.70 | +3.61 |
Sell | 12.07.2004 | 017 | 562.24 | -4.33 |
Buy | 03.09.2004 | 053 | 556.24 | -1.07 |
Sell | 11.01.2005 | 130 | 611.53 | +9.94 |
Buy | 07.02.2005 | 027 | 636.62 | +4.10 |
Sell | 18.03.2005 | 039 | 622.57 | -2.21 |
Buy | 24.05.2005 | 066 | 612.95 | -1.55 |
Sell | 24.08.2005 | 092 | 655.01 | +6.86 |
Buy | 02.09.2005 | 009 | 663.33 | +1.27 |
Sell | 22.09.2005 | 020 | 651.05 | -1.85 |
Buy | 03.10.2005 | 011 | 670.55 | +3.00 |
Sell | 05.10.2005 | 002 | 644.98 | -3.81 |
Buy | 08.11.2005 | 034 | 656.23 | +1.74 |
Sell | 17.05.2006 | 189 | 725.85 | +10.61 |
Buy | 21.08.2006 | 096 | 705.33 | -2.83 |
Out | 19.09.2006 | 029 | 725.45 | +2.85 |
|
Return and result for this asset |
Time Weighted Return of | Value (over the Period) |
Buy and Hold | +46.14 |
Model Buy and Hold | +40.99 |
Model Long Only | +80.79 |
Model Short Only | +22.01 |
Model Long and Short | +120.58 |
|
Time Weighted Return of | Value (Annualized) |
Buy and Hold | +7.26 |
Model Buy and Hold | +6.45 |
Model Long Only | +12.71 |
Model Short Only | +3.46 |
Model Long and Short | +18.96 |
|
Model OverPerf vs Model Buy and Hold | Value (Annualized) |
Model Long vs Model Buy and Hold | +6.26 |
Model Short vs Model Buy and Hold | -2.98 |
Model Long and Short vs Model Buy and Hold | +12.52 |
|
Model OverPerf vs Buy and Hold | Value (Annualized) |
Model Long vs Buy and Hold | +5.45 |
Model Short vs Buy and Hold | -3.79 |
Model Long and Short vs Buy and Hold | +11.71 |
|
|
Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 715.34 |
Variance | 122.14 |
Standard Deviation | 11.05 |
Lowest quote | 698.42 |
Highest quote | 730.70 |
Median | 714.56 |
Max Daily Loose percent | -2.13 |
Max Daily Gain percent | 2.39 |
Simple Perf. | 2.85 |
|
Last 5 quotes Statistics | Value |
Mean quote | 727.74 |
Variance | 5.69 |
Standard Deviation | 2.39 |
Lowest quote | 724.48 |
Highest quote | 730.70 |
Median | 727.59 |
Max Daily Loose percent | -0.47 |
Max Daily Gain percent | 0.86 |
Simple Perf. | 0.13 |
|
Previous year Statistics | Value |
Mean quote | 641.00 |
Variance | 816.73 |
Standard Deviation | 28.58 |
Lowest quote | 575.02 |
Highest quote | 690.57 |
Median | 632.80 |
Max Daily Loose percent | -2.84 |
Max Daily Gain percent | 2.40 |
Simple Perf. | 3.32 |
First quote | 651.57 |
Last quote | 673.22 |
|
Current year Statistics | Value |
Mean quote | 721.97 |
Variance | 715.84 |
Standard Deviation | 26.76 |
Lowest quote | 671.94 |
Highest quote | 781.83 |
Median | 726.89 |
Max Daily Loose percent | -3.19 |
Max Daily Gain percent | 3.82 |
Simple Perf. | 7.76 |
First quote | 673.22 |
Last quote | 725.45 |
|
Quotes Used | Value |
Quote File Used | RUS2000_20060920.csv |
# of Quotes | 1678 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 496.42 |
File last date (dd.MM.yyyy) | 19.09.2006 |
File last quote | 725.45 |
First data considered (dd.MM.yyyy) | 08.02.2000 |
First data considered | 537.49 |
Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
Min. Quote value | 327.04 |
Max Quote date (dd.MM.yyyy) | 05.05.2006 |
Max Quote value | 781.83 |
Max daily drop date (dd.MM.yyyy) | 04.04.2000 |
Max Daily Drop percent | -6.96 |
Max daily gain date (dd.MM.yyyy) | 18.04.2000 |
Max daily Gain percent | 8.70 |
|
Operations Statistics | Value |
# Generated operations | 34 |
Avg # op. by year | 5.35 |
# Days | 2289 |
# Days in years | 6.36 |
Biggest loose (Long only) | -4.72 |
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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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