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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
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
2019 Archive Page
MyTrendTimer : Swiss Market Index of June 14, 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
We are down 13.5% from the highest level of year 2006 (8122.08 on 9.5.2006) We are down 6% for year 2006 (7583.93 on 30.12.2005) On Thursday the European Central Bank raised rates, offsetting news of the death of al Qaeda's leader in Iraq. Stocks are like stuck on a rollercoaster. Higher-than-expected inflation data stoked interest rate worries. Unfortunately, nothing really new from last week.
Financial InstrumentValue
Instrument NameSwiss Market Index
Underlying instrumentXMTCH SMI (XMSMI)
Current Trend/Signal Bearish (last signal was a Sell)
Date (dd.MM.yyyy)14.06.2006
Last 5 quotes StatisticsValue
Mean quote7'385.53
Standard Deviation141.08
Lowest quote7'154.86
Highest quote7'549.79
Max Daily Loose percent-2.72
Max Daily Gain percent1.23
Simple Perf.-4.56
Last 20 quotes StatisticsValue
Mean quote7'547.75
Standard Deviation156.22
Lowest quote7'154.86
Highest quote7'887.09
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.-9.28
Previous year StatisticsValue
Mean quote6'451.72
Standard Deviation575.05
Lowest quote5'669.60
Highest quote7'619.96
Max Daily Loose percent-1.81
Max Daily Gain percent2.35
Simple Perf.33.21
First quote5'693.20
Last quote7'583.93
Current year StatisticsValue
Mean quote7'858.31
Standard Deviation202.33
Lowest quote7'154.86
Highest quote8'122.08
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.-5.66
First quote7'583.93
Last quote7'154.86
Quotes UsedValue
Quote File UsedSMI_20060614.csv
# of Quotes1637
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)13.06.2006
File last quote7'154.86
First data considered (dd.MM.yyyy)12.05.2000
First data considered7'736.70
Min. Quote date (dd.MM.yyyy)12.03.2003
Min. Quote value3'675.40
Max Quote date (dd.MM.yyyy)23.08.2000
Max Quote value8'377.00
Max daily drop date (dd.MM.yyyy)11.09.2001
Max Daily Drop percent-7.07
Max daily gain date (dd.MM.yyyy)24.09.2001
Max daily Gain percent6.70
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.41
# Days1535
# Days in years4.26
Biggest loose (Long only)-2.56
Time Weighted Return ofValue (over the Period)
Buy and Hold-1.56
Model Buy and Hold+10.13
Model Long Only+62.91
Model Short Only+27.44
Model Long and Short+107.61
Time Weighted Return ofValue (Annualized)
Buy and Hold-0.37
Model Buy and Hold+2.38
Model Long Only+14.75
Model Short Only+6.44
Model Long and Short+25.24
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+12.38
Model Short vs Model Buy and Hold+4.06
Model Long and Short vs Model Buy and Hold+22.86
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+15.12
Model Short vs Buy and Hold+6.80
Model Long and Short vs Buy and Hold+25.60
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 v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1797
Tech Id240846520-130900
XML output fileSMI_20060614.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)14.06.2006 20:38:10
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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