The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
August 14th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
Swiss Market Index SMI
August 14th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
August 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
July 23rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : DJ Stoxx 50 analysis of August 12, 2014
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 STXE50 EUR P (FSTX.EX)
CurrencyEUR
Underlying instrumentiShares DJ STOXX 50 (EUN)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strength-0,1
DateAugust 12, 2014
Generated Signals Chart
A chart of DJ Stoxx 50 STOXX50 STXE50 EUR P (FSTX.EX) dated August 12, 2014 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
Sell24.06.20133492 515,80+4,30
Buy24.07.20130302 718,62+8,06
Sell12.08.20143842 914,00+7,19
Info : Current12.08.20140002 914,00+0,00
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-38,46
Model Buy and Hold-20,03
Model Long Only+57,14
Model Short Only+49,11
Model Long and Short+134,30
Time Weighted Return ofValue (Annualized)
Buy and Hold-3,06
Model Buy and Hold-1,59
Model Long Only+4,54
Model Short Only+3,90
Model Long and Short+10,68
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+6,13
Model Short vs Model Buy and Hold+5,50
Model Long and Short vs Model Buy and Hold+12,27
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+7,60
Model Short vs Buy and Hold+6,96
Model Long and Short vs Buy and Hold+13,73
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2 971,76
Standard Deviation47,86
Lowest quote2 886,00
Highest quote3 035,00
Median2 960,50
Max Daily Loose percent-1,35
Max Daily Gain percent1,34
Simple Perf.-2,38
Last 5 quotes StatisticsValue
Mean quote2 914,17
Standard Deviation18,69
Lowest quote2 886,00
Highest quote2 937,00
Median2 911,50
Max Daily Loose percent-0,99
Max Daily Gain percent1,07
Simple Perf.-0,78
Previous year StatisticsValue
Mean quote2 730,35
Standard Deviation89,14
Lowest quote2 515,80
Highest quote2 919,54
Median2 717,67
Max Daily Loose percent-3,01
Max Daily Gain percent2,94
Simple Perf.14,62
First quote2 547,00
Last quote2 919,42
Current year StatisticsValue
Mean quote2 952,55
Standard Deviation68,60
Lowest quote2 800,36
Highest quote3 080,00
Median2 940,18
Max Daily Loose percent-2,45
Max Daily Gain percent1,94
Simple Perf.-0,19
First quote2 919,42
Last quote2 914,00
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-21,1415-1,41
February-6,4715-0,43
March-9,9615-0,66
April+45,6815+3,05
May-10,8415-0,72
June-20,6315-1,38
July+6,6615+0,44
August-12,2815-0,82
September-27,5014-1,96
October+31,7514+2,27
November-6,7114-0,48
December+7,8114+0,56
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+8,29
2013+14,62
2014-0,19
Year 2011 to 2012 Monthly performance
MonthYearPerformance
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+1,62
September2012+0,20
October2012+0,20
November2012+1,51
December2012-0,27
Year 2013 to 201n Monthly performance
MonthYearPerformance
January2013+3,70
February2013+0,22
March2013+1,92
April2013+0,99
May2013+0,67
June2013-5,04
July2013+3,64
August2013-1,05
September2013+3,95
October2013+3,68
November2013+0,80
December2013+0,62
January2014-2,26
February2014+4,00
March2014-1,72
April2014+1,08
May2014+2,92
June2014-1,05
July2014-1,20
August2014-1,75
Quotes UsedValue
Link on Quote FileDJSTOXX_20140812.csv
Quote File Used/local/java/TrendTimer/quote_data/DJSTOXX_20140812.csv
# of Quotes3649
File first date (dd.MM.yyyy)03.01.2000
File first quote4 735,00
File last date (dd.MM.yyyy)12.08.2014
File last quote2 914,00
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 Signals24
Avg # op. by year1,91
# Days4529
# Days in years12,58
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_25
OS NameLinux
OS Version3.8.4-102.fc17.i686
User Namemarc
Calculation Time (Ms)524
Tech Id23400831-129970
XML output fileDJSTOXX_20140812.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJSTOXX_20140812.xml
# Warnings found21
Generated on (dd.MM.yyyy HH:mm:ss)12.08.2014 19:09:42
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.
Valid HTML 4.01