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MyTrendTimer Financial Market Trend Timing report

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May 8th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
May 8th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
Standard and Poors 100
 
Older reports
 
May 1st, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
April 23rd, 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 May 15, 2007
Weekly Comment about this asset/index
Power of the buy signal is steady at 2.0
Financial InstrumentValue
Asset NameDJ Stoxx 50
SymbolSTOXX50
CurrencyEUR
Underlying instrumentiShares DJ STOXX 50 (EUN)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength2.0
Date (dd.MM.yyyy)15.05.2007
Generated Signals Chart
A  chart of DJ Stoxx 50 STOXX50 dated May 15, 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
Sell16.03.20072203'565.40+4.21
Buy02.04.20070163'713.02+4.14
Info : Current14.05.20070423'872.62+4.30
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-18.21
Model Buy and Hold+6.27
Model Long Only+48.40
Model Short Only+28.38
Model Long and Short+90.52
Time Weighted Return ofValue (Annualized)
Buy and Hold-3.48
Model Buy and Hold+1.20
Model Long Only+9.24
Model Short Only+5.42
Model Long and Short+17.29
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+8.04
Model Short vs Model Buy and Hold+4.22
Model Long and Short vs Model Buy and Hold+16.09
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+12.72
Model Short vs Buy and Hold+8.90
Model Long and Short vs Buy and Hold+20.77
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3'871.84
Standard Deviation23.38
Lowest quote3'811.62
Highest quote3'911.73
Median3'861.68
Max Daily Loose percent-0.93
Max Daily Gain percent1.45
Simple Perf.1.60
Last 5 quotes StatisticsValue
Mean quote3'883.52
Standard Deviation15.73
Lowest quote3'860.99
Highest quote3'903.83
Median3'882.41
Max Daily Loose percent-0.93
Max Daily Gain percent0.64
Simple Perf.-0.80
Previous year StatisticsValue
Mean quote3'499.20
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 quote3'768.14
Standard Deviation89.54
Lowest quote3'504.87
Highest quote3'911.73
Median3'708.30
Max Daily Loose percent-2.86
Max Daily Gain percent1.88
Simple Perf.4.74
First quote3'697.22
Last quote3'872.62
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-8.218-1.03
February-3.378-0.42
March-0.928-0.12
April+20.018+2.50
May-10.418-1.30
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+4.74
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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+1.72
February2007-2.55
March2007+1.19
April2007+4.03
May2007+0.37
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/DJSTOXX_20070515.csv
# of Quotes1839
File first date (dd.MM.yyyy)03.01.2000
File first quote4'735.00
File last date (dd.MM.yyyy)14.05.2007
File last quote3'872.62
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 Signals9
Avg # op. by year1.72
# Days1885
# Days in years5.24
Biggest loose (Long only)-2.72
Min # days uninvested (before Buy Signal)16
Max # days uninvested (before Buy Signal)411
Min # days invested (before Sell Signal)40
Max # days invested (before Sell Signal)616
TechnicalValue
Program NameMyTrendTimer v0.99.94
Java Version1.6.0
OS NameLinux
OS Version2.6.20-1.2944.fc6
User Namemarc
Calculation Time (Ms)1630
Tech Id215727939-129970
XML output fileDJSTOXX_20070515.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJSTOXX_20070515.xml
# Warnings found11
Generated on (dd.MM.yyyy HH:mm:ss)15.05.2007 19:12:12
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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