The MyTrendTimer Market Trend Timing Home Page Logo
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 September 13, 2006
Weekly Comment about this asset/index
On Monday, stocks retreated after a failed attack on the U.S. embassy in Syria rattled investors and boosted oil. The U.S. trade deficit widened much more than expected in July to a record $68 billion dollars as record oil prices pushed America's monthly oil import bill to an all time high, a government report showed on Tuesday. Stocks rallied Tuesday afternoon as tumbling crude prices and falling Treasury bond yields revived optimism about the economy and consumer spending. A nearly three percent slide in oil prices and a fall in Treasury bond yields helped spark the rally. Corporate news helped too, including an upbeat earnings report from Goldman Sachs and boardroom shakeups at Hewlett-Packard and Bristol-Myers Squibb. Crude oil prices lost 2.8 percent, falling for the seventh day in a row.
Financial InstrumentValue
Instrument NameStandard and Poors 500
Underlying instrumentiShares SP 500 (IVW)
Current Trend/Signal Bullish (last signal was a Buy)
Date (dd.MM.yyyy)13.09.2006
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-9.77
Model Buy and Hold+12.66
Model Long Only+18.55
Model Short Only+4.96
Model Long and Short+24.43
Time Weighted Return ofValue (Annualized)
Buy and Hold-2.15
Model Buy and Hold+2.78
Model Long Only+4.08
Model Short Only+1.09
Model Long and Short+5.37
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1.29
Model Short vs Model Buy and Hold-1.69
Model Long and Short vs Model Buy and Hold+2.59
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6.23
Model Short vs Buy and Hold+3.24
Model Long and Short vs Buy and Hold+7.52
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1'298.75
Standard Deviation9.68
Lowest quote1'268.21
Highest quote1'313.25
Max Daily Loose percent-0.99
Max Daily Gain percent1.37
Simple Perf.3.54
Last 5 quotes StatisticsValue
Mean quote1'303.18
Standard Deviation8.05
Lowest quote1'294.02
Highest quote1'313.25
Max Daily Loose percent-0.99
Max Daily Gain percent1.04
Simple Perf.-0.01
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 quote1'281.13
Standard Deviation21.55
Lowest quote1'223.69
Highest quote1'325.76
Max Daily Loose percent-1.83
Max Daily Gain percent2.16
Simple Perf.5.19
First quote1'248.29
Last quote1'313.11
Quotes UsedValue
Quote File UsedSP500_20060913.csv
# of Quotes1672
File first date (dd.MM.yyyy)03.01.2000
File first quote1'455.22
File last date (dd.MM.yyyy)12.09.2006
File last quote1'313.11
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 operations12
Avg # op. by year2.64
# Days1637
# Days in years4.55
Biggest loose (Long only)-5.31
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2033
Tech Id479269884-150990
XML output fileSP500_20060913.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)13.09.2006 18:32:30
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.
Valid HTML 4.01