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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 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 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)20.09.2006
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-22.73
Model Buy and Hold+30.93
Model Long Only+14.13
Model Short Only-14.72
Model Long and Short-2.67
Time Weighted Return ofValue (Annualized)
Buy and Hold-6.62
Model Buy and Hold+9.01
Model Long Only+4.12
Model Short Only-4.29
Model Long and Short-0.78
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.89
Model Short vs Model Buy and Hold-13.29
Model Long and Short vs Model Buy and Hold-9.78
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.74
Model Short vs Buy and Hold+2.33
Model Long and Short vs Buy and Hold+5.84
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote603.39
Standard Deviation3.88
Lowest quote598.44
Highest quote610.17
Max Daily Loose percent-0.80
Max Daily Gain percent0.91
Simple Perf.1.60
Last 5 quotes StatisticsValue
Mean quote608.47
Standard Deviation1.40
Lowest quote606.24
Highest quote610.17
Max Daily Loose percent-0.11
Max Daily Gain percent0.31
Simple Perf.0.54
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 quote585.73
Standard Deviation10.46
Lowest quote560.70
Highest quote610.17
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.6.93
First quote570.00
Last quote609.50
Quotes UsedValue
Quote File UsedSP100_20060920.csv
# of Quotes1675
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)19.09.2006
File last quote609.50
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 year2.91
# Days1236
# Days in years3.43
Biggest loose (Long only)-3.10
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2435
Tech Id234534550-150970
XML output fileSP100_20060920.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)20.09.2006 18:38:27
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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