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FFMTT :
Dow Jones Industrial Average
of
25.01.2006 |
| Introduction |
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This is an automatically generated FFMTT the “Free Financial Market Trend Timing” report.
The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains.
A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology).
The calculation/model application is done through a fully automated program called TrendTimer. What you are reading is the result of this software, without any human interpretation.
This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
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| Financial Instrument | Value |
| Instrument Name | Dow Jones Industrial Average |
| Symbol | DJI |
| Currency | USD |
| Underlying instrument | DIAMONDS Trust, Series 1 (DIA) |
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| Signal | Value |
| Current | Buy |
| Strenght | 0.9 |
| Date | 25.01.2006 |
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| Quotes Used | Value |
| Quote File Used | /local/java/TrendTimer/data/DJX_20060125.csv |
| # of Quotes | 1509 |
| File first date | 03.01.2000 |
| File first quote | 11'455.00 |
| File last date | 24.01.2006 |
| File last quote | 10'729.00 |
| First data considered | 19.05.2000 |
| First data considered | 10'700.00 |
| Min. Quote date | 09.10.2002 |
| Min. Quote value | 7'286.27 |
| Max Quote date | 14.01.2000 |
| Max Quote value | 11'839.00 |
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| Operations Statistics | Value |
| # Generated operations | 16 |
| Avg # op. by year | 3.35 |
| # Days | 1719 |
| # Days in years | 4.78 |
| Biggest loose (Long only) | -4.55 |
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| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | -6.34 |
| Model Buy and Hold | -1.29 |
| Model Long Only | -3.27 |
| Model Short Only | -2.04 |
| Model Long and Short | -5.24 |
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| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | -1.33 |
| Model Buy and Hold | -0.27 |
| Model Long Only | -0.68 |
| Model Short Only | -0.43 |
| Model Long and Short | -1.10 |
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| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | -0.41 |
| Model Short vs Model Buy and Hold | -0.16 |
| Model Long and Short vs Model Buy and Hold | -0.83 |
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| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +0.64 |
| Model Short vs Buy and Hold | +0.90 |
| Model Long and Short vs Buy and Hold | +0.23 |
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| Disclaimer |
| 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 FFMTT 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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| Generated Operations |
| Nature | Date | # Days previous op. | Quote | Result previous op. |
| Buy | 11.05.2001 | 000 | 10'869.00 | +0.00 |
| Sell | 20.07.2001 | 070 | 10'600.00 | -2.47 |
| Buy | 28.12.2001 | 161 | 10'115.00 | -4.58 |
| Sell | 05.02.2002 | 039 | 9'655.00 | -4.55 |
| Buy | 22.02.2002 | 017 | 9'985.00 | +3.42 |
| Sell | 04.06.2002 | 102 | 9'695.00 | -2.90 |
| Buy | 07.05.2003 | 337 | 8'560.63 | -11.70 |
| Sell | 20.07.2004 | 440 | 10'149.07 | +18.56 |
| Buy | 15.11.2004 | 118 | 10'550.24 | +3.95 |
| Sell | 18.04.2005 | 154 | 10'071.25 | -4.54 |
| Buy | 21.06.2005 | 064 | 10'599.67 | +5.25 |
| Sell | 27.06.2005 | 006 | 10'290.78 | -2.91 |
| Buy | 18.07.2005 | 021 | 10'574.99 | +2.76 |
| Sell | 06.10.2005 | 080 | 10'287.10 | -2.72 |
| Buy | 15.11.2005 | 040 | 10'715.00 | +4.16 |
| Out | 24.01.2006 | 070 | 10'729.00 | +0.13 |
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| Generated Operations Chart |
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