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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
January 9th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
January 9th, Bearish Trend (Sell Signal)
Older reports
December 30th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
December 16th, 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
2020 Archive Page
MyTrendTimer : Topix Index (2nd Section) 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 NameTopix Index (2nd Section)
Underlying instrumentUBS-ETF DJ Japan Titans 100 (FDJPHU)
Current Trend/Signal Bearish (last signal was a Sell)
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+60.79
Model Buy and Hold+101.91
Model Long Only+167.50
Model Short Only+18.15
Model Long and Short+216.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+11.85
Model Buy and Hold+19.87
Model Long Only+32.66
Model Short Only+3.54
Model Long and Short+42.13
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+12.79
Model Short vs Model Buy and Hold-16.34
Model Long and Short vs Model Buy and Hold+22.26
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+20.81
Model Short vs Buy and Hold-8.32
Model Long and Short vs Buy and Hold+30.28
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote4'326.41
Standard Deviation33.02
Lowest quote4'231.74
Highest quote4'371.38
Max Daily Loose percent-1.20
Max Daily Gain percent1.44
Simple Perf.1.02
Last 5 quotes StatisticsValue
Mean quote4'331.11
Standard Deviation30.01
Lowest quote4'275.10
Highest quote4'355.43
Max Daily Loose percent-1.11
Max Daily Gain percent0.23
Simple Perf.-1.84
Previous year StatisticsValue
Mean quote3'820.15
Standard Deviation481.35
Lowest quote3'012.41
Highest quote5'164.11
Max Daily Loose percent-1.85
Max Daily Gain percent2.02
Simple Perf.71.43
First quote3'012.41
Last quote5'164.11
Current year StatisticsValue
Mean quote4'685.39
Standard Deviation414.13
Lowest quote3'976.18
Highest quote5'531.09
Max Daily Loose percent-7.47
Max Daily Gain percent4.28
Simple Perf.-17.22
First quote5'164.11
Last quote4'275.10
Quotes UsedValue
Quote File UsedTOPIX_20060913.csv
# of Quotes1630
File first date (dd.MM.yyyy)04.01.2000
File first quote2'658.87
File last date (dd.MM.yyyy)12.09.2006
File last quote4'275.10
First data considered (dd.MM.yyyy)01.06.2000
First data considered2'421.45
Min. Quote date (dd.MM.yyyy)24.12.2002
Min. Quote value1'408.69
Max Quote date (dd.MM.yyyy)16.01.2006
Max Quote value5'531.09
Max daily drop date (dd.MM.yyyy)17.04.2000
Max Daily Drop percent-9.61
Max daily gain date (dd.MM.yyyy)20.04.2000
Max daily Gain percent4.99
Operations StatisticsValue
# Generated operations8
Avg # op. by year1.56
# Days1846
# Days in years5.13
Biggest loose (Long only)-3.16
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2255
Tech Id281212565-1211000
XML output fileTOPIX_20060913.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)13.09.2006 18:32:42
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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