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October 15th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
USD to CHF
October 15th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
October 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 1st, 2018
NASDAQ Composite
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 January 31, 2007
Weekly Comment about this asset/index
The dollar scaled a four-year high against the yen on Monday, supported by solid U.S. economic data that helped persuade investors that the Federal Reserve may not cut interest rates this year. Stocks struggled last week as investors contended with that rebound in oil prices, some disappointment about the fourth-quarter earnings and a growing realization that the Federal Reserve may not push interest rates one way or the other this year. The dollar held near a four-year peak against the yen on Wednesday as investors waited for a Federal Reserve policy statement due later in the session for clues on the course of U.S. interest rates. Stocks rose Tuesday, as investors welcomed an upbeat read on consumer confidence and some strong earnings, but gains were limited amid soaring oil prices and concerns about the Federal Reserve policy meeting.
Financial InstrumentValue
Instrument NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
Underlying instrumentiShares DJ STOXX 50 (EUN)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength2.1
Date (dd.MM.yyyy)31.01.2007
Generated Signals Chart
A chart of DJ Stoxx 50 STOXX50 dated January 31, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
Buy08.08.20060713'421.50+0.78
info : Current30.01.20071753'784.49+10.61
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-20.07
Model Buy and Hold+3.86
Model Long Only+51.02
Model Short Only+31.23
Model Long and Short+98.19
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.06
Model Buy and Hold+0.78
Model Long Only+10.31
Model Short Only+6.31
Model Long and Short+19.84
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.53
Model Short vs Model Buy and Hold+5.53
Model Long and Short vs Model Buy and Hold+19.06
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.36
Model Short vs Buy and Hold+10.36
Model Long and Short vs Buy and Hold+23.89
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'754.97
Variance937.25
Standard Deviation30.61
Lowest quote3'687.59
Highest quote3'798.97
Median3'743.28
Max Daily Loose percent-0.98
Max Daily Gain percent1.82
Simple Perf.2.36
Last 5 quotes StatisticsValue
Mean quote3'776.66
Variance272.98
Standard Deviation16.52
Lowest quote3'759.19
Highest quote3'798.97
Median3'779.08
Max Daily Loose percent-0.80
Max Daily Gain percent0.98
Simple Perf.0.59
Previous year StatisticsValue
Mean quote3'499.20
Variance15'604.70
Standard Deviation124.92
Lowest quote3'204.35
Highest quote3'739.41
Median3'471.88
Max Daily Loose percent-2.94
Max Daily Gain percent2.13
Simple Perf.10.39
First quote3'349.10
Last quote3'697.22
Current year StatisticsValue
Mean quote3'754.97
Variance937.25
Standard Deviation30.61
Lowest quote3'687.59
Highest quote3'798.97
Median3'743.28
Max Daily Loose percent-0.98
Max Daily Gain percent1.82
Simple Perf.2.36
First quote3'697.22
Last quote3'784.49
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-7.638-0.95
February-0.857-0.12
March-2.097-0.30
April+15.367+2.19
May-10.747-1.53
June-7.627-1.09
July-6.437-0.92
August-5.127-0.73
September-22.937-3.28
October+30.517+4.36
November+2.497+0.36
December+2.397+0.34
TWR Return by Year for this asset
YearTWR Return.
2000-3.55
2001-18.57
2002-35.60
2003+11.08
2004+4.30
2005+20.70
2006+10.39
2007+2.36
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-4.75
February2000+8.49
March2000+3.27
April2000+1.07
May2000-3.09
June2000-2.24
July2000+0.60
August2000+3.23
September2000-4.50
October2000+3.83
November2000-7.17
December2000-1.25
January2001-0.18
February2001-10.20
March2001-2.69
April2001+7.96
May2001-1.16
June2001-4.45
July2001-3.42
August2001-7.39
September2001-8.67
October2001+4.49
November2001+3.03
December2001+4.12
January2002-3.85
February2002-0.42
March2002+3.57
April2002-5.02
May2002-4.34
June2002-8.77
July2002-10.40
August2002-1.13
September2002-14.62
October2002+10.55
November2002+4.07
December2002-9.96
January2003-6.85
February2003-2.94
March2003-3.07
April2003+10.47
May2003-0.13
June2003+3.45
July2003+3.28
August2003+0.22
September2003-3.74
October2003+6.32
November2003+1.15
December2003+3.63
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+1.35
February2004+1.94
March2004-3.10
April2004+1.67
May2004-1.42
June2004+0.69
July2004-1.39
August2004-1.14
September2004+1.85
October2004+0.88
November2004+1.69
December2004+1.36
January2005+1.60
February2005+2.60
March2005-0.92
April2005-1.70
May2005+4.16
June2005+3.47
July2005+3.39
August2005-0.80
September2005+4.72
October2005-1.82
November2005+1.96
December2005+2.59
January2006+2.90
February2006+0.68
March2006+1.09
April2006+0.83
May2006-5.01
June2006+0.59
July2006+2.08
August2006+2.14
September2006+0.80
October2006+3.33
November2006-1.83
December2006+2.64
January2007+2.36
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/DJSTOXX_20070131.csv
# of Quotes1768
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)30.01.2007
File last quote3'784.49
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
Signals StatisticsValue
# Generated Signals8
Avg # op. by year1.62
# Days1782
# Days in years4.95
Biggest loose (Long only)-2.72
Min # days uninvested (before Buy Signal)71
Max # days uninvested (before Buy Signal)411
Min # days invested (before Sell Signal)40
Max # days invested (before Sell Signal)616
TechnicalValue
Program NameMyTrendTimer v0.99.90.1
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)856
Tech Id241172951-129970
XML output fileDJSTOXX_20070131.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJSTOXX_20070131.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)31.01.2007 18:11:12
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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