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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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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
 
Older reports
 
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
 
 
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
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2014 Archive Page
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2017 Archive Page
2018 Archive Page
MyTrendTimer : Dow Jones Industrial Average of October 4, 2006
Weekly Comment about this asset/index
Wall Street just had its best third quarter in years and the Dow is at its all-time record. The Dow industrials added 0.5 percent and closed at 11,727.34, taking out the record close of 11,722.98 hit on Jan. 14, 2000. The Dow also notched a record trading high of 11,758.95, eclipsing its previous record of 11,750.28, also hit on Jan. 14, 2000.
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)
Strenght1.1
Date (dd.MM.yyyy)04.10.2006
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
Out03.10.200606211'739.00+5.19
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+2.48
Model Buy and Hold+8.00
Model Long Only+2.38
Model Short Only-5.49
Model Long and Short-3.25
Time Weighted Return ofValue (Annualized)
Buy and Hold+0.45
Model Buy and Hold+1.46
Model Long Only+0.44
Model Short Only-1.01
Model Long and Short-0.59
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.03
Model Short vs Model Buy and Hold-2.47
Model Long and Short vs Model Buy and Hold-2.06
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.02
Model Short vs Buy and Hold-1.46
Model Long and Short vs Buy and Hold-1.05
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote11'588.91
Variance15'332.14
Standard Deviation123.82
Lowest quote11'360.00
Highest quote11'774.00
Median11'567.00
Max Daily Loose percent-0.88
Max Daily Gain percent0.89
Simple Perf.2.12
Last 5 quotes StatisticsValue
Mean quote11'724.39
Variance2'759.49
Standard Deviation52.53
Lowest quote11'649.00
Highest quote11'774.00
Median11'711.50
Max Daily Loose percent-0.88
Max Daily Gain percent0.81
Simple Perf.0.77
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 quote11'181.33
Variance60'147.57
Standard Deviation245.25
Lowest quote10'667.39
Highest quote11'774.00
Median11'220.70
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.9.53
First quote10'717.50
Last quote11'739.00
Quotes UsedValue
Quote File UsedDJX_20061004.csv
# of Quotes1684
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)03.10.2006
File last quote11'739.00
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 year3.29
# Days1968
# Days in years5.47
Biggest loose (Long only)-4.55
TechnicalValue
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1857
Tech Id162245412-146960
XML output fileDJX_20061004.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20061004.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)04.10.2006 17:47:57
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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