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November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
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NASDAQ Composite
Standard and Poors 500
 
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Dow Jones Industrial
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Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
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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 analysis of February 19, 2015
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 Bullish (last signal was a Buy)
Strength3,3
DateFebruary 19, 2015
Generated Signals Chart
A chart of DJ Stoxx 50 STOXX50 STXE50 EUR P (FSTX.EX) dated February 19, 2015 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
Buy26.08.20140143 042,00+4,39
Sell13.10.20140482 877,00-5,42
Buy24.11.20140423 069,00+6,67
Sell17.12.20140232 907,00-5,28
Buy20.01.20150343 087,00+6,19
Info : Current19.02.20150303 291,00+6,61
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-30,50
Model Buy and Hold-9,69
Model Long Only+50,07
Model Short Only+39,82
Model Long and Short+109,83
Time Weighted Return ofValue (Annualized)
Buy and Hold-2,33
Model Buy and Hold-0,74
Model Long Only+3,82
Model Short Only+3,04
Model Long and Short+8,38
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+4,56
Model Short vs Model Buy and Hold+3,78
Model Long and Short vs Model Buy and Hold+9,12
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6,14
Model Short vs Buy and Hold+5,36
Model Long and Short vs Buy and Hold+10,70
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote3 226,76
Standard Deviation34,54
Lowest quote3 153,00
Highest quote3 291,00
Median3 222,00
Max Daily Loose percent-0,53
Max Daily Gain percent1,97
Simple Perf.4,38
Last 5 quotes StatisticsValue
Mean quote3 266,33
Standard Deviation20,47
Lowest quote3 235,00
Highest quote3 291,00
Median3 263,00
Max Daily Loose percent-0,21
Max Daily Gain percent0,87
Simple Perf.1,73
Previous year StatisticsValue
Mean quote2 967,99
Standard Deviation74,82
Lowest quote2 758,00
Highest quote3 127,00
Median2 942,50
Max Daily Loose percent-3,34
Max Daily Gain percent2,94
Simple Perf.1,42
First quote2 919,42
Last quote2 961,00
Current year StatisticsValue
Mean quote3 125,14
Standard Deviation133,53
Lowest quote2 870,00
Highest quote3 291,00
Median3 080,50
Max Daily Loose percent-2,06
Max Daily Gain percent3,54
Simple Perf.11,14
First quote2 961,00
Last quote3 291,00
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-15,3916-0,96
February-3,1116-0,19
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-8,3115-0,55
September-27,3115-1,82
October+28,9015+1,93
November-3,9715-0,26
December+3,7815+0,25
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+1,42
2015+11,14
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+2,70
September2014+0,26
October2014-2,16
November2014+2,95
December2014-3,74
January2015+7,29
February2015+3,59
Quotes UsedValue
Link on Quote FileDJSTOXX_20150219.csv
Quote File Used/local/java/TrendTimer/quote_data/DJSTOXX_20150219.csv
# of Quotes3777
File first date (dd.MM.yyyy)03.01.2000
File first quote4 735,00
File last date (dd.MM.yyyy)19.02.2015
File last quote3 291,00
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 Signals29
Avg # op. by year2,21
# Days4720
# Days in years13,11
Biggest loose (Long only)-5,90
Min # days uninvested (before Buy Signal)14
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_75
OS NameLinux
OS Version3.16.2-200.fc20.i686
User Namemarc
Calculation Time (Ms)616
Tech Id668923499-129970
XML output fileDJSTOXX_20150219.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJSTOXX_20150219.xml
# Warnings found19
Generated on (dd.MM.yyyy HH:mm:ss)19.02.2015 20:37:00
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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