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MyTrendTimer Financial Market Trend Timing report

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April 16th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
April 16th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
USD to CHF
 
Older reports
 
April 4th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 26th, 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 : Dow Jones Industrial Average of July 19, 2006
Weekly Comment about this asset/index
Israel struck Beirut airport again and bombed Lebanese roads, power supplies and communication networks in a widening campaign after Hizbollah seized two Israeli soldiers. The real concern is not so much Israel going to Lebanon, but it's whether Israel is going to threaten Syria. With Iran's backing of Syria, that would bring up a whole new issue... Crude oil were on the USD 78.- level and are now back on the USD 75.- level. On Friday, Sales at U.S. retail stores unexpectedly shrank 0.1 percent in June, the first decline since February, pulled down by weaker sales of cars and building material, government data showed. On Monday, US stock rose helped by a stronger-than-expected gain in industrial output, but worries over the conflict in the Middle East kept investors on edge. Tomorrow, Federal Reserve Chairman Ben Bernanke is set to appear before congressional committees to testify about the Fed's semiannual monetary policy report. Signal is not bullish anymore. Despite a great resistence, DJIA is now considered bearish by the model. You should sell asset linked to it.
Financial InstrumentValue
Instrument NameDow Jones Industrial Average
SymbolDJI
CurrencyUSD
Underlying instrumentDIAMONDS Trust, Series 1 (DIA)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
StrenghtClose to zero !
Date (dd.MM.yyyy)19.07.2006
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy11.05.200100010'869.00+0.00
Sell20.07.200107010'600.00-2.47
Buy28.12.200116110'115.00-4.58
Sell05.02.20020399'655.00-4.55
Buy22.02.20020179'985.00+3.42
Sell04.06.20021019'695.00-2.90
Buy07.05.20033378'560.63-11.70
Sell20.07.200444010'149.07+18.56
Buy15.11.200411810'550.24+3.95
Sell18.04.200515310'071.25-4.54
Buy21.06.200506410'599.67+5.25
Sell27.06.200500610'290.78-2.91
Buy18.07.200502110'574.99+2.76
Sell06.10.200508010'287.10-2.72
Buy15.11.200504010'715.00+4.16
Sell18.07.200624410'795.00+0.75
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-5.76
Model Buy and Hold-0.68
Model Long Only-2.67
Model Short Only-2.04
Model Long and Short-4.66
Time Weighted Return ofValue (Annualized)
Buy and Hold-1.10
Model Buy and Hold-0.13
Model Long Only-0.51
Model Short Only-0.39
Model Long and Short-0.89
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.38
Model Short vs Model Buy and Hold-0.26
Model Long and Short vs Model Buy and Hold-0.76
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+0.59
Model Short vs Buy and Hold+0.71
Model Long and Short vs Buy and Hold+0.21
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote11'078.26
Variance22'750.17
Standard Deviation150.83
Lowest quote10'747.36
Highest quote11'286.00
Median11'016.68
Max Daily Loose percent-2.05
Max Daily Gain percent1.78
Simple Perf.-1.34
Last 5 quotes StatisticsValue
Mean quote10'978.23
Variance40'078.47
Standard Deviation200.20
Lowest quote10'747.36
Highest quote11'204.00
Median10'975.68
Max Daily Loose percent-2.05
Max Daily Gain percent0.44
Simple Perf.-3.36
Previous year StatisticsValue
Mean quote10'551.25
Variance39'251.91
Standard Deviation198.12
Lowest quote10'012.36
Highest quote10'955.00
Median10'483.68
Max Daily Loose percent-2.20
Max Daily Gain percent2.06
Simple Perf.-0.61
First quote10'783.01
Last quote10'717.50
Current year StatisticsValue
Mean quote11'108.93
Variance46'324.56
Standard Deviation215.23
Lowest quote10'667.39
Highest quote11'670.00
Median11'168.70
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.0.72
First quote10'717.50
Last quote10'795.00
Quotes UsedValue
Quote File UsedDJX_20060719.csv
# of Quotes1630
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)18.07.2006
File last quote10'795.00
First data considered (dd.MM.yyyy)19.05.2000
First data considered10'700.00
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value7'286.27
Max Quote date (dd.MM.yyyy)14.01.2000
Max Quote value11'839.00
Max daily drop date (dd.MM.yyyy)14.04.2000
Max Daily Drop percent-6.07
Max daily gain date (dd.MM.yyyy)24.07.2002
Max daily Gain percent6.35
Operations StatisticsValue
# Generated operations16
Avg # op. by year3.05
# Days1891
# Days in years5.25
Biggest loose (Long only)-4.55
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1831
Tech Id430149147-146960
XML output fileDJX_20060719.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20060719.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)19.07.2006 18:12:21
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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