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May 8th, Bullish Trend (Buy Signal)
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Standard and Poors 100
 
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Dow Jones Industrial
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Standard and Poors 500
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MyTrendTimer : DJ Stoxx 50 analysis of August 20, 2012
Description of this asset/index
The Dow Jones EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone, provides a Blue-chip representation of supersector leaders in the Eurozone. The index covers 50 stocks from 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The Dow Jones EURO STOXX 50 Index is licensed to financial institutions to serve as underlying for a wide range of investment products such as Exchange Traded Funds (ETF), Futures and Options, and structured products worldwide.
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)
StrengthClose to zero !
DateAugust 20, 2012
Generated Signals Chart
A chart of DJ Stoxx 50 STOXX50 dated August 20, 2012 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
Sell06.08.20071263 694,03-0,51
Buy05.10.20070603 903,72+5,68
Sell09.11.20070353 673,35-5,90
Buy19.05.20095562 125,00-42,15
Sell14.05.20103602 406,00+13,22
Buy05.08.20100832 535,00+5,36
Sell18.03.20112252 455,00-3,16
Buy31.05.20110732 626,00+6,97
Sell02.06.20110022 558,00-2,59
Buy02.01.20122142 399,00-6,22
Sell25.04.20121132 370,00-1,21
Buy10.07.20120762 412,00+1,77
Info : Current20.08.20120412 565,00+6,34
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-45,83
Model Buy and Hold-29,61
Model Long Only+49,47
Model Short Only+52,91
Model Long and Short+128,54
Time Weighted Return ofValue (Annualized)
Buy and Hold-4,33
Model Buy and Hold-2,80
Model Long Only+4,68
Model Short Only+5,00
Model Long and Short+12,16
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+7,48
Model Short vs Model Buy and Hold+7,80
Model Long and Short vs Model Buy and Hold+14,96
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+9,01
Model Short vs Buy and Hold+9,34
Model Long and Short vs Buy and Hold+16,49
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2 476,48
Standard Deviation67,88
Lowest quote2 357,00
Highest quote2 574,00
Median2 465,50
Max Daily Loose percent-2,34
Max Daily Gain percent2,78
Simple Perf.5,64
Last 5 quotes StatisticsValue
Mean quote2 558,83
Standard Deviation12,61
Lowest quote2 543,00
Highest quote2 574,00
Median2 558,50
Max Daily Loose percent-0,35
Max Daily Gain percent0,67
Simple Perf.0,87
Previous year StatisticsValue
Mean quote2 447,44
Standard Deviation193,13
Lowest quote2 015,00
Highest quote2 754,00
Median2 384,50
Max Daily Loose percent-4,68
Max Daily Gain percent4,07
Simple Perf.-8,80
First quote2 579,00
Last quote2 352,00
Current year StatisticsValue
Mean quote2 398,18
Standard Deviation83,00
Lowest quote2 206,00
Highest quote2 574,00
Median2 390,00
Max Daily Loose percent-2,42
Max Daily Gain percent2,78
Simple Perf.9,06
First quote2 352,00
Last quote2 565,00
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-22,1913-1,71
February-10,2713-0,79
March-10,1013-0,78
April+42,6913+3,28
May-13,9513-1,07
June-15,5213-1,19
July+4,1713+0,32
August-7,6413-0,59
September-30,3912-2,53
October+26,8212+2,24
November-8,8312-0,74
December+7,4412+0,62
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
2007-0,36
2008-43,93
2009+24,28
2010+0,47
2011-8,80
2012+9,06
Year 2007 to 2008 Monthly performance
MonthYearPerformance
January2007+1,72
February2007-2,55
March2007+1,19
April2007+4,03
May2007+1,94
June2007+0,35
July2007-3,87
August2007-0,76
September2007+1,45
October2007+1,70
November2007-3,41
December2007-1,84
January2008-12,03
February2008-1,60
March2008-5,49
April2008+7,41
May2008-1,70
June2008-8,66
July2008-0,86
August2008+1,19
September2008-9,64
October2008-11,57
November2008-7,32
December2008-4,33
Year 2009 to 200n Monthly performance
MonthYearPerformance
January2009-3,97
February2009-10,61
March2009-0,17
April2009+12,09
May2009+6,55
June2009-1,14
July2009+9,33
August2009+5,08
September2009+1,42
October2009-1,72
November2009+1,67
December2009+5,51
January2010-4,44
February2010+0,41
March2010+4,99
April2010-3,13
May2010-4,51
June2010-1,67
July2010+4,93
August2010-0,69
September2010+0,90
October2010+2,30
November2010-1,62
December2010+3,62
January2011+2,60
February2011+2,31
March2011-6,17
April2011+3,58
May2011-0,19
June2011-2,40
July2011-2,22
August2011-10,69
September2011-3,71
October2011+7,47
November2011-0,65
December2011+2,22
January2012+2,34
February2012+2,78
March2012-2,38
April2012-1,57
May2012-5,26
June2012+5,15
July2012+4,14
August2012+4,01
Quotes UsedValue
Link on Quote FileDJSTOXX_20120820.csv
Quote File Used/local/java/TrendTimer/quote_data/DJSTOXX_20120820.csv
# of Quotes3152
File first date (dd.MM.yyyy)03.01.2000
File first quote4 735,00
File last date (dd.MM.yyyy)20.08.2012
File last quote2 565,00
First data considered (dd.MM.yyyy)25.05.2000
First data considered4 825,00
Min. Quote date (dd.MM.yyyy)09.03.2009
Min. Quote value1 608,00
Max Quote date (dd.MM.yyyy)04.09.2000
Max Quote value5 198,00
Max daily drop date (dd.MM.yyyy)13.10.2008
Max Daily Drop percent-8,09
Max daily gain date (dd.MM.yyyy)29.10.2008
Max daily Gain percent10,04
Signals StatisticsValue
# Generated Signals21
Avg # op. by year1,99
# Days3807
# Days in years10,58
Biggest loose (Long only)-5,90
Min # days uninvested (before Buy Signal)16
Max # days uninvested (before Buy Signal)556
Min # days invested (before Sell Signal)2
Max # days invested (before Sell Signal)616
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.7.0_05-icedtea
OS NameLinux
OS Version3.3.4-5.fc17.i686
User Namemarc
Calculation Time (Ms)260
Tech Id914595378-129970
XML output fileDJSTOXX_20120820.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJSTOXX_20120820.xml
# Warnings found19
Generated on (dd.MM.yyyy HH:mm:ss)20.08.2012 19:26:24
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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