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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 27th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
September 27th, Bearish Trend (Sell Signal)
DJ Stoxx 50
USD to CHF
 
Older reports
 
September 21st, 2016
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
DJ Stoxx 50
Swiss Market Index SMI
USD to CHF
 
September 8th, 2016
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
DJ Stoxx 50
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
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Quick Intro and FAQ
 
 
What is the MyTrendTimer ?
The MyTrendTimer website provide Buy and Sell signals for major indexes. The signals are computed through a software called "MyTrendTimer" and are backtested to prove the effectiveness of the mathematical model used.
What is your goal ?
To use and provide a 100% mechanical, unemotional and easy to understand system entirely based on technical, quantitative analysis and Algorithmic Trading. I got tired of the financial analysts usual comment : “the market should do that unless we have this configuration and the market does that”
What means “Market Trend Timing”, “Market Timing” or “Timing the market” ?
The definition found somewhere else is “an attempt to predict future market directions, usually by examining recent price and volume data or economic data, and investing based on those predictions.”
On which assets is the model used ?
Mainly on major market indexes (the ones that serve has a reference/benchmark to financial futures, ETFs or mutual funds etc...). It can also be applied on forex rate. The model could work on individual stocks but the quotes should be split, dividend, corporate action free in order to give good results. This kind of quotes, with a long history if not so easy to find. Too high volatility of individual stocks (e.g. A 10% daily drop) can also give trouble to the model as to any technical analysis indicator. That’s why we mostly use indexes.
What’s the model used ?
The model uses an historical (daily) quote list and applies various technical analysis / quantitative methods (mostly EMA Exponential Moving Average) to determine the trend/signal and propose some historical operations (back-testing of the model).
What are the precepts of MyTrendTimer.com ?
Some principles can be summarized as :
  1. Markets have trends : bullish (buy) or bearish (sell).
  2. Trends exist until definitive signals prove that they have ended
  3. Daily moves are noise. Using moving average for smoothing noise sound as a good idea.
  4. The stock market discounts all news.
  5. Predicting future prices is a dream !
  6. Determining when the current trend changes and if that should lead to a change in position is possible.
For which kind of strategy has the model be designed ?
Mostly for a “Long Only” strategy. Results for “Short Only” and “Long and Short” are also provided for reference.
Is it a long run investment system or a short term trading system ?
Due to the importance of commissions and other various banking/trading fees, the model is oriented to medium term. (less than 5 operations generated/year for each underlying asset)
On which frequency do you update the “MyTrendTimer” report ?
I try to have at least a weekly publication. You can register to the mailing list here to be informed of updates. You can consult past reports here.
Why do you publish it on this website ?
The model and the MyTrendTimer software were developed for my own needs (I'm a quant). I shown it to some people and then they where interested to receive the report by mail. If this work can benefit other people, why not ? So, a website was more convenient for anyone.
Why is it free (as in beer) ?
Selling membership, subscription plans etc... is too complicated and I don't want to spend time on this kind of administrative task. The model is good enough and give me enough extra cash. I also think than selling (for money) this kind of trading signal, demonstrate that the model is not good enough to generate good benefit/income...
What is the signal strength ?
The number indicate the power of the signal. Above zero, the trend is bullish (buy). Below zero the signal is bearish (sell). It can therefore also be interpreted has an overbought/oversold indicator. The overbought zone is between 5 to 15. The oversold zone is then between -5 to -15.
What is Dow theory ?
Basically, it is a non-scientific theory on stock price movements that provides the basis for technical analysis. It was writen by Charles Dow, the co-founder of Dow Jones and Company. Details can be found here on wikipedia.
Is there any human interpretation ?
The calculation/model application is done through a fully automated software called MyTrendTimer. This is purely quantitative finance. A short technical overview can be found here.
What is Seasonal effect ?
Average equity returns have varied significantly depending on the day of the week, the day of the month, the month of the year, and the proximity of holidays. These calendar and cyclical anomalies are described as seasonal effect or calendar effect. Some well known example include the “Halloween indicator” (or the “Sell in May” principle) and the “January effect”.
Turning data into information ?
“Information is what you want; data is what you get.” In fact, this is what we try to achieve : convert data (raw stock quotes) into information (buy and sell signals, statistics, return computation, charts...).
How to contact you by mail ?
Use the following address :
e-mail adress image (to avoid spam robots)
(it’s only an image so please retype it your mail program. This is done to avoid spam)
Any special recommendation
Yeah, be sure to read carefully the “Disclaimer” on any report.
January 2015
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