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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
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
November 20th, 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 : Standard and Poors 100 of August 16, 2006
Weekly Comment about this asset/index
End of last week, world markets were hit after British officials say they break up airliner bombing plot. Al Qaeda was suspected, as usual. Yesterday, US government announced that the PPI rose a smaller than expected 0.1% (consensus 0.4%) in July, while the more closely watched core rate (ex-food and energy) actually fell 0.3% (consensus 0.2%), lending further credence that another rate hike may not be necessary. Oil slipped to about $73 a barrel on Tuesday as a truce between Israel and Hizbollah held for a second day, easing concern over threats to oil supply in the Middle East. So, even after a major terrorist alert, inflation and geopolitical concerns are decreasing. Situation seems to improve for the stock markets and the various indexes we follow.
Financial InstrumentValue
Instrument NameStandard and Poors 100
Underlying instrumentiShares SP 100 Index (OEF)
Current Trend/Signal Bullish (last signal was a Buy)
Date (dd.MM.yyyy)16.08.2006
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-24.76
Model Buy and Hold+27.49
Model Long Only+11.13
Model Short Only-14.72
Model Long and Short-5.22
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.42
Model Buy and Hold+8.24
Model Long Only+3.34
Model Short Only-4.41
Model Long and Short-1.57
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.90
Model Short vs Model Buy and Hold-12.65
Model Long and Short vs Model Buy and Hold-9.81
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.76
Model Short vs Buy and Hold+3.01
Model Long and Short vs Buy and Hold+5.86
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote584.45
Standard Deviation6.20
Lowest quote568.34
Highest quote593.49
Max Daily Loose percent-0.69
Max Daily Gain percent1.87
Simple Perf.4.43
Last 5 quotes StatisticsValue
Mean quote587.25
Standard Deviation3.19
Lowest quote584.48
Highest quote593.49
Max Daily Loose percent-0.28
Max Daily Gain percent1.15
Simple Perf.1.26
Previous year StatisticsValue
Mean quote566.26
Standard Deviation8.97
Lowest quote543.60
Highest quote584.43
Max Daily Loose percent-1.50
Max Daily Gain percent2.04
Simple Perf.-0.92
First quote575.29
Last quote570.00
Current year StatisticsValue
Mean quote583.12
Standard Deviation8.49
Lowest quote560.70
Highest quote603.82
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.4.12
First quote570.00
Last quote593.49
Quotes UsedValue
Quote File UsedSP100_20060816.csv
# of Quotes1651
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)15.08.2006
File last quote593.49
First data considered (dd.MM.yyyy)22.05.2000
First data considered748.04
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value392.69
Max Quote date (dd.MM.yyyy)24.03.2000
Max Quote value833.26
Max daily drop date (dd.MM.yyyy)17.09.2001
Max Daily Drop percent-5.28
Max daily gain date (dd.MM.yyyy)24.07.2002
Max daily Gain percent5.86
Operations StatisticsValue
# Generated operations10
Avg # op. by year3.00
# Days1201
# Days in years3.34
Biggest loose (Long only)-3.10
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1897
Tech Id524397987-150970
XML output fileSP100_20060816.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)16.08.2006 17:44:26
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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