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MyTrendTimer Financial Market Trend Timing report

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July 9th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
July 9th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
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July 2nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
June 22nd, 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 August 23, 2006
Weekly Comment about this asset/index
End of last week, U.S. stocks closed higher for the fifth day in a row on Friday. The Dow, which added 2.7 percent, had its longest winning streak since May. Crude oil rose to almost $72 a barrel after major exporter Iran said it would not suspend its nuclear program as its self-imposed deadline to respond formally to Western proposals drew near. No major economic news was scheduled, but investors will be looking ahead to U.S. home sales and durable goods figures later in the week. Federal Reserve Chairman Ben Bernanke will be in the spotlight when he addresses a symposium in Jackson Hole, Wyoming on Thursday, while other Fed governors speak throughout the week. U.S. stocks fell on Monday, for the first time in six sessions, as a sharp rebound in oil prices and a disappointing outlook from Lowe's Cos. Inc., the No. 2 U.S. home improvement chain, raised fears about slower consumer spending. Iran, set to reply on Tuesday to an offer by world powers aimed at defusing a nuclear standoff, has insisted it would not stop enriching uranium as they demand by an August 31 deadline to avoid possible sanctions. Afternoon comments from Fed official revive concerns about higher pressure on inflation, impact on interest rate hikes. On Wednesday, schizophrenic Iranians offer more talks to resolve the nuclear dispute...
Financial InstrumentValue
Instrument NameDow Jones Industrial Average
SymbolDJI
CurrencyUSD
Underlying instrumentDIAMONDS Trust, Series 1 (DIA)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght0.3
Date (dd.MM.yyyy)23.08.2006
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
Buy02.08.200601511'160.00+3.38
Out22.08.200602011'389.00+2.05
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-0.58
Model Buy and Hold+4.78
Model Long Only-0.67
Model Short Only-5.49
Model Long and Short-6.13
Time Weighted Return ofValue (Annualized)
Buy and Hold-0.11
Model Buy and Hold+0.89
Model Long Only-0.13
Model Short Only-1.03
Model Long and Short-1.15
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.02
Model Short vs Model Buy and Hold-1.92
Model Long and Short vs Model Buy and Hold-2.04
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.02
Model Short vs Buy and Hold-0.92
Model Long and Short vs Buy and Hold-1.04
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote11'214.52
Variance8'095.82
Standard Deviation89.98
Lowest quote11'097.87
Highest quote11'389.00
Median11'243.44
Max Daily Loose percent-0.92
Max Daily Gain percent1.01
Simple Perf.2.57
Last 5 quotes StatisticsValue
Mean quote11'303.17
Variance9'188.60
Standard Deviation95.86
Lowest quote11'138.00
Highest quote11'389.00
Median11'263.50
Max Daily Loose percent-0.11
Max Daily Gain percent1.01
Simple Perf.2.25
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 quote11'119.73
Variance41'982.20
Standard Deviation204.90
Lowest quote10'667.39
Highest quote11'670.00
Median11'168.70
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.6.27
First quote10'717.50
Last quote11'389.00
Quotes UsedValue
Quote File UsedDJX_20060823.csv
# of Quotes1655
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)22.08.2006
File last quote11'389.00
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 operations18
Avg # op. by year3.36
# Days1926
# Days in years5.35
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)1852
Tech Id232585762-146960
XML output fileDJX_20060823.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20060823.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)23.08.2006 18:01:13
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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