MyTrendTimer Financial Market Trend Timing DJSTOXX

Generated Signals
Nature	Date (dd.MM.yyyy)	# Days previous op.	Quote	Result previous op.
Buy	14.03.2002	000	3'644.00	+0.00
Sell	24.04.2002	040	3'545.00	-2.72
Buy	09.06.2003	411	2'375.02	-33.00
Sell	08.07.2004	395	2'656.29	+11.84
Buy	20.09.2004	074	2'705.50	+1.85
Sell	29.05.2006	616	3'395.11	+25.49
Buy	08.08.2006	071	3'421.50	+0.78
Sell	16.03.2007	220	3'565.40	+4.21
Info : Current	16.03.2007	000	3'565.40	+0.00

Return and result of the differents strategies

Time Weighted Return of	Value (over the Period)
Buy and Hold	-24.70
Model Buy and Hold	-2.16
Model Long Only	+42.28
Model Short Only	+31.23
Model Long and Short	+86.72

Time Weighted Return of	Value (Annualized)
Buy and Hold	-4.87
Model Buy and Hold	-0.43
Model Long Only	+8.33
Model Short Only	+6.15
Model Long and Short	+17.09

Model OverPerf vs Model Buy and Hold	Value (Annualized)
Model Long vs Model Buy and Hold	+8.76
Model Short vs Model Buy and Hold	+6.58
Model Long and Short vs Model Buy and Hold	+17.51

Model OverPerf vs Buy and Hold	Value (Annualized)
Model Long vs Buy and Hold	+13.20
Model Short vs Buy and Hold	+11.02
Model Long and Short vs Buy and Hold	+21.95

Various statistical indicators for this asset

Last 20 quotes Statistics	Value
Mean quote	3'688.58
Variance	11'318.58
Standard Deviation	106.39
Lowest quote	3'504.87
Highest quote	3'838.58
Median	3'671.73
Max Daily Loose percent	-2.86
Max Daily Gain percent	1.88
Simple Perf.	-6.84

Last 5 quotes Statistics	Value
Mean quote	3'595.89
Variance	3'867.63
Standard Deviation	62.19
Lowest quote	3'504.87
Highest quote	3'675.32
Median	3'590.10
Max Daily Loose percent	-2.86
Max Daily Gain percent	1.88
Simple Perf.	-2.99

Previous year Statistics	Value
Mean quote	3'499.20
Variance	15'604.70
Standard Deviation	124.92
Lowest quote	3'204.35
Highest quote	3'739.41
Median	3'471.88
Max Daily Loose percent	-2.94
Max Daily Gain percent	2.13
Simple Perf.	10.39
First quote	3'349.10
Last quote	3'697.22

Current year Statistics	Value
Mean quote	3'742.90
Variance	7'189.26
Standard Deviation	84.79
Lowest quote	3'504.87
Highest quote	3'841.19
Median	3'673.03
Max Daily Loose percent	-2.86
Max Daily Gain percent	1.88
Simple Perf.	-3.57
First quote	3'697.22
Last quote	3'565.40

Seasonal Return by Month for this asset
Month	Cumulated TWR Return.	#Month	Average TWR Return
January	-8.21	8	-1.03
February	-3.37	8	-0.42
March	-4.75	8	-0.59
April	+15.36	7	+2.19
May	-10.74	7	-1.53
June	-7.62	7	-1.09
July	-6.43	7	-0.92
August	-5.12	7	-0.73
September	-22.93	7	-3.28
October	+30.51	7	+4.36
November	+2.49	7	+0.36
December	+2.39	7	+0.34

TWR Return by Year for this asset
Year	TWR Return.
2000	-3.55
2001	-18.57
2002	-35.60
2003	+11.08
2004	+4.30
2005	+20.70
2006	+10.39
2007	-3.57

Year 2004 to 2005 Monthly performance
Month	Year	Performance
January	2004	+1.35
February	2004	+1.94
March	2004	-3.10
April	2004	+1.67
May	2004	-1.42
June	2004	+0.69
July	2004	-1.39
August	2004	-1.14
September	2004	+1.85
October	2004	+0.88
November	2004	+1.69
December	2004	+1.36
January	2005	+1.60
February	2005	+2.60
March	2005	-0.92
April	2005	-1.70
May	2005	+4.16
June	2005	+3.47
July	2005	+3.39
August	2005	-0.80
September	2005	+4.72
October	2005	-1.82
November	2005	+1.96
December	2005	+2.59

Year 2006 to 200n Monthly performance
Month	Year	Performance
January	2006	+2.90
February	2006	+0.68
March	2006	+1.09
April	2006	+0.83
May	2006	-5.01
June	2006	+0.59
July	2006	+2.08
August	2006	+2.14
September	2006	+0.80
October	2006	+3.33
November	2006	-1.83
December	2006	+2.64
January	2007	+1.72
February	2007	-2.55
March	2007	-2.72

Quotes Used	Value
Quote File Used	/local/java/TrendTimer/data/DJSTOXX_20070319.csv
# of Quotes	1801
File first date (dd.MM.yyyy)	03.01.2000
File first quote	4'735.00
File last date (dd.MM.yyyy)	16.03.2007
File last quote	3'565.40
First data considered (dd.MM.yyyy)	25.05.2000
First data considered	4'825.00
Min. Quote date (dd.MM.yyyy)	12.03.2003
Min. Quote value	1'909.05
Max Quote date (dd.MM.yyyy)	04.09.2000
Max Quote value	5'198.00
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 percent	9.21

Signals Statistics	Value
# Generated Signals	8
Avg # op. by year	1.58
# Days	1827
# Days in years	5.08
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

Technical	Value
Program Name	MyTrendTimer v0.99.90.53
Java Version	1.6.0
OS Name	Linux
OS Version	2.6.18-1.2869.fc6
User Name	marc
Calculation Time (Ms)	788
Tech Id	725134944-129970
XML output file	DJSTOXX_20070319.xml
Web Root	http://www.myTrendTimer.com/
Complete Xml URL	http://www.myTrendTimer.com/xml/DJSTOXX_20070319.xml
# Warnings found	3
Generated on (dd.MM.yyyy HH:mm:ss)	19.03.2007 19:00:51

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.