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FMTTR : Swiss Market Index
of 23.08.2005 |
| Financial Instrument | Value |
| Instrument Name | Swiss Market Index |
| Symbol | SSMI |
| Currency | CHF |
|
| Signal | Value |
| Current | Buy |
| Strenght | 3.4 |
| Date | 23.08.2005 |
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| File | Value |
| Quote File Used | /opt/TrendTimer/data/SMI_20050823.csv |
| # of Quotes | 1428 |
| File first date | 04.01.2000 |
| File first quote | 7'268.10 |
| File last date | 22.08.2005 |
| File last quote | 6'623.29 |
| First data considered | 12.05.2000 |
| First data considered | 7'736.70 |
| Min. Quote date | 12.03.2003 |
| Min. Quote value | 3'675.40 |
| Max Quote date | 23.08.2000 |
| Max Quote value | 8'377.00 |
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| Operations Statistics | Value |
| # Generated operations | 6 |
| Avg # op. by year | 1.71 |
| # Days | 1260 |
| # Days in years | 3.50 |
| Biggest loose (Long only) | -2.56 |
|
| Results on the Period | Value |
| Buy and Hold | -8.87 |
| Model Buy and Hold | +1.95 |
| Model Long Onlyc | +40.51 |
| Model Short Only | +27.44 |
| Model Long and Short | +79.06 |
|
| Results Annualized | Value |
| Buy and Hold | -2.53 |
| Model Buy and Hold | +0.56 |
| Model Long Only | +11.57 |
| Model Short Only | +7.84 |
| Model Long and Short | +22.59 |
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| Model OverPerf vs Model Buy and Hold | Value |
| Model Long vs Model Buy and Hold | +11.02 |
| Model Short vs Model Buy and Hold | +7.28 |
| Model Long and Short vs Model Buy and Hold | +22.03 |
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| Model OverPerf vs Buy and Hold | Value |
| Model Long vs Buy and Hold | +14.11 |
| Model Short vs Buy and Hold | +10.37 |
| Model Long and Short vs Buy and Hold | +25.12 |
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Disclaimer |
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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 FMTTR 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.
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| Generated Operations |
| Nature | Date | # Days previous op. | Quote | Result previous op. |
| Buy | 11.03.2002 | 000 | 6'496.60 | +0.00 |
| Sell | 11.06.2002 | 092 | 6'330.30 | -2.56 |
| Buy | 13.05.2003 | 336 | 4'538.60 | -28.30 |
| Sell | 02.07.2004 | 416 | 5'606.80 | +23.54 |
| Buy | 15.11.2004 | 136 | 5'674.30 | +1.20 |
| Out | 22.08.2005 | 280 | 6'623.29 | +16.72 |
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| Generated Operations Chart |
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