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MyTrendTimer Financial Market Trend Timing report

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None for now.
 
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USD to CHF
 
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Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
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MyTrendTimer : DJ Stoxx 50 of June 21, 2006
Introduction
This is an automatically generated “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 MyTrendTimer. 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”
Weekly Comment about this asset/index
On Tuesday, a US government report showed that the pace of U.S. housing construction rose more than expected in May after three months of declines. North Korea may test-fire its long-range Taepodong-2 missile, a step they have said would present a grave danger to regional security. On Wednesday, Goldman Sachs' Chief U.S. Investment Strategist Abby Joseph Cohen said that the US Markets are currently underpriced and the recent slump in U.S. stocks is nearly over. On the other end, Dennis Gartman was quite bearish and said that the long range bullish trend was broken. Stock bounced back from last week comment.
Financial InstrumentValue
Instrument NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
Underlying instrumentiShares DJ STOXX 50 (EUN)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-2.0
Date (dd.MM.yyyy)21.06.2006
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.
Buy14.03.20020003'644.00+0.00
Sell24.04.20020403'545.00-2.72
Buy09.06.20034112'375.02-33.00
Sell08.07.20043952'656.29+11.84
Buy20.09.20040742'705.50+1.85
Sell29.05.20066163'395.11+25.49
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-30.50
Model Buy and Hold-9.70
Model Long Only+36.54
Model Short Only+31.76
Model Long and Short+79.91
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.15
Model Buy and Hold-2.27
Model Long Only+8.56
Model Short Only+7.44
Model Long and Short+18.73
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+10.84
Model Short vs Model Buy and Hold+9.72
Model Long and Short vs Model Buy and Hold+21.00
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+15.71
Model Short vs Buy and Hold+14.59
Model Long and Short vs Buy and Hold+25.88
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'309.28
Variance3'462.97
Standard Deviation58.85
Lowest quote3'204.35
Highest quote3'403.64
Median3'304.00
Max Daily Loose percent-2.57
Max Daily Gain percent2.02
Simple Perf.-1.78
Last 5 quotes StatisticsValue
Mean quote3'247.08
Variance1'280.32
Standard Deviation35.78
Lowest quote3'204.35
Highest quote3'290.68
Median3'247.52
Max Daily Loose percent-0.67
Max Daily Gain percent2.02
Simple Perf.2.69
Previous year StatisticsValue
Mean quote3'049.28
Variance32'001.71
Standard Deviation178.89
Lowest quote2'763.16
Highest quote3'370.84
Median3'067.00
Max Daily Loose percent-1.86
Max Daily Gain percent2.24
Simple Perf.20.70
First quote2'774.77
Last quote3'349.10
Current year StatisticsValue
Mean quote3'447.42
Variance8'444.36
Standard Deviation91.89
Lowest quote3'204.35
Highest quote3'595.30
Median3'399.83
Max Daily Loose percent-2.94
Max Daily Gain percent2.02
Simple Perf.-1.74
First quote3'349.10
Last quote3'290.68
Quotes UsedValue
Quote File UsedDJSTOXX_20060621.csv
# of Quotes1612
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)20.06.2006
File last quote3'290.68
First data considered (dd.MM.yyyy)25.05.2000
First data considered4'825.00
Min. Quote date (dd.MM.yyyy)12.03.2003
Min. Quote value1'909.05
Max Quote date (dd.MM.yyyy)04.09.2000
Max Quote value5'198.00
Max daily drop date (dd.MM.yyyy)22.07.2002
Max Daily Drop percent-7.32
Max daily gain date (dd.MM.yyyy)11.10.2002
Max daily Gain percent9.21
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.41
# Days1536
# Days in years4.27
Biggest loose (Long only)-2.72
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2120
Tech Id654022151-129970
XML output fileDJSTOXX_20060621.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJSTOXX_20060621.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)21.06.2006 19:27:07
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 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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