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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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November 20th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
November 20th, Bearish Trend (Sell Signal)
None for now.
Older reports
November 11th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
November 5th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
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MyTrendTimer : Standard and Poors 100 of August 23, 2006
Weekly Comment about this asset/index
End of last week, U.S. stocks closed higher for the fifth day in a row on Friday. Crude oil rose to almost $72 a barrel after major exporter Iran said it would not suspend its nuclear program as its self-imposed deadline to respond formally to Western proposals drew near. No major economic news was scheduled, but investors will be looking ahead to U.S. home sales and durable goods figures later in the week. Federal Reserve Chairman Ben Bernanke will be in the spotlight when he addresses a symposium in Jackson Hole, Wyoming on Thursday, while other Fed governors speak throughout the week. U.S. stocks fell on Monday, for the first time in six sessions, as a sharp rebound in oil prices and a disappointing outlook from Lowe's Cos. Inc., the No. 2 U.S. home improvement chain, raised fears about slower consumer spending. Iran, set to reply on Tuesday to an offer by world powers aimed at defusing a nuclear standoff, has insisted it would not stop enriching uranium as they demand by an August 31 deadline to avoid possible sanctions. U.S. technology stocks eked out small gains on Tuesday in light trading after broker upgrades helped the sector while a Fed official's comments about possible rate increases pushed the Dow lower. Afternoon comments from Fed official revive concerns about higher pressure on inflation, impact on interest rate hikes. On Wednesday, schizophrenic Iranians offer more talks to resolve the nuclear dispute...
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)23.08.2006
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-23.90
Model Buy and Hold+28.94
Model Long Only+12.40
Model Short Only-14.72
Model Long and Short-4.14
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.12
Model Buy and Hold+8.62
Model Long Only+3.69
Model Short Only-4.39
Model Long and Short-1.23
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.93
Model Short vs Model Buy and Hold-13.01
Model Long and Short vs Model Buy and Hold-9.86
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.82
Model Short vs Buy and Hold+2.74
Model Long and Short vs Buy and Hold+5.89
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote590.20
Standard Deviation5.81
Lowest quote583.55
Highest quote601.50
Max Daily Loose percent-0.41
Max Daily Gain percent1.15
Simple Perf.2.73
Last 5 quotes StatisticsValue
Mean quote598.42
Standard Deviation2.86
Lowest quote593.49
Highest quote601.50
Max Daily Loose percent-0.26
Max Daily Gain percent0.63
Simple Perf.1.14
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 quote583.62
Standard Deviation8.83
Lowest quote560.70
Highest quote603.82
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.5.31
First quote570.00
Last quote600.26
Quotes UsedValue
Quote File UsedSP100_20060823.csv
# of Quotes1656
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)22.08.2006
File last quote600.26
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 year2.98
# Days1208
# Days in years3.36
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)2086
Tech Id97629700-150970
XML output fileSP100_20060823.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)23.08.2006 18:01:16
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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