FFMTT : SwissCanto LPP Diversification III of 12.10.2005
Financial Instrument Value Instrument Name SwissCanto LPP Diversification III Symbol #1131590 Currency CHF	Signal Value Current Buy Strenght 1.8 Date 12.10.2005
Quotes Used Value Quote File Used /opt/TrendTimer/data/PREV_20051012.csv # of Quotes 1145 File first date 23.01.2001 File first quote 139.84 File last date 10.10.2005 File last quote 152.50 First data considered 21.06.2001 First data considered 136.20 Min. Quote date 13.03.2003 Min. Quote value 109.54 Max Quote date 04.10.2005 Max Quote value 154.05	Operations Statistics Value # Generated operations 6 Avg # op. by year 2.43 # Days 889 # Days in years 2.47 Biggest loose (Long only) -1.27
Time Weighted Return of Value (over the Period) Buy and Hold +9.05 Model Buy and Hold +28.35 Model Long Onlyc +25.57 Model Short Only -2.21 Model Long and Short +22.80	Time Weighted Return of Value (Annualized) Buy and Hold +3.67 Model Buy and Hold +11.48 Model Long Only +10.35 Model Short Only -0.89 Model Long and Short +9.23
Model OverPerf vs Model Buy and Hold Value (Annualized) Model Long vs Model Buy and Hold -1.12 Model Short vs Model Buy and Hold -12.37 Model Long and Short vs Model Buy and Hold -2.25	Model OverPerf vs Buy and Hold Value (Annualized) Model Long vs Buy and Hold +6.69 Model Short vs Buy and Hold -4.56 Model Long and Short vs Buy and Hold +5.57
Technical Value Program Name TrendTimer v0.99 Java Version 1.5.0_02 OS Name Linux OS Version 2.6.13-1.1526_FC4 Calculation Time (Ms) 1795 Tech Id 137970 XML output file FFMTT_PREV_20051012.xml Web Root http://www.financial-market-trend-timing.com/ Complete Xml URL http://www.financial-market-trend-timing.com/xml/FFMTT_PREV_20051012.xml Complete Html URL http://www.financial-market-trend-timing.com/html/FFMTT_PREV_20051012.html # Warnings found 0 Generated on 12.10.2005 15:18:38
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Generated Operations Nature Date # Days previous op. Quote Result previous op. Buy 05.05.2003 000 118.82 +0.00 Sell 09.07.2004 431 133.48 +12.34 Buy 27.09.2004 080 134.10 +0.46 Sell 27.10.2004 030 132.40 -1.27 Buy 09.11.2004 013 134.70 +1.74 Out 10.10.2005 335 152.50 +13.21
Generated Operations Chart