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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 : Standard and Poors 500 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. Market stance improved but we are still in sell mode. Probably not for a long time. The SP100 had a buy signal last week. Correlation with the SP100 was more significant in the past.
Financial InstrumentValue
Instrument NameStandard and Poors 500
Underlying instrumentiShares SP 500 (IVW)
Current Trend/Signal Bearish (last signal was a Sell)
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-11.66
Model Buy and Hold+10.30
Model Long Only+17.14
Model Short Only+9.91
Model Long and Short+28.74
Time Weighted Return ofValue (Annualized)
Buy and Hold-2.71
Model Buy and Hold+2.40
Model Long Only+3.99
Model Short Only+2.31
Model Long and Short+6.69
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1.59
Model Short vs Model Buy and Hold-0.09
Model Long and Short vs Model Buy and Hold+4.29
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6.70
Model Short vs Buy and Hold+5.02
Model Long and Short vs Buy and Hold+9.40
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1'267.49
Standard Deviation12.68
Lowest quote1'236.86
Highest quote1'285.58
Max Daily Loose percent-0.85
Max Daily Gain percent1.86
Simple Perf.3.94
Last 5 quotes StatisticsValue
Mean quote1'271.63
Standard Deviation7.25
Lowest quote1'265.95
Highest quote1'285.58
Max Daily Loose percent-0.43
Max Daily Gain percent1.37
Simple Perf.1.11
Previous year StatisticsValue
Mean quote1'207.49
Standard Deviation29.74
Lowest quote1'137.50
Highest quote1'272.74
Max Daily Loose percent-1.67
Max Daily Gain percent1.97
Simple Perf.3.00
First quote1'211.92
Last quote1'248.29
Current year StatisticsValue
Mean quote1'278.74
Standard Deviation21.51
Lowest quote1'223.69
Highest quote1'325.76
Max Daily Loose percent-1.83
Max Daily Gain percent2.16
Simple Perf.2.99
First quote1'248.29
Last quote1'285.58
Quotes UsedValue
Quote File UsedSP500_20060816.csv
# of Quotes1653
File first date (dd.MM.yyyy)03.01.2000
File first quote1'455.22
File last date (dd.MM.yyyy)15.08.2006
File last quote1'285.58
First data considered (dd.MM.yyyy)24.05.2000
First data considered1'399.05
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value776.76
Max Quote date (dd.MM.yyyy)24.03.2000
Max Quote value1'527.46
Max daily drop date (dd.MM.yyyy)14.04.2000
Max Daily Drop percent-5.78
Max daily gain date (dd.MM.yyyy)24.07.2002
Max daily Gain percent5.73
Operations StatisticsValue
# Generated operations10
Avg # op. by year2.33
# Days1547
# Days in years4.30
Biggest loose (Long only)-5.31
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1719
Tech Id67665171-150990
XML output fileSP500_20060816.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)16.08.2006 17:44:29
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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