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September 17th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
September 17th, Bearish Trend (Sell Signal)
USD to CHF
 
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September 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
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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 : Dow Jones Industrial Average of October 11, 2006
Weekly Comment about this asset/index
On Monday, North Korea conducted an underground nuclear test on Monday, flying in the face of a warning from the U.N. Security Council and risking fresh sanctions. Oil climbed back above $60 a barrel on Monday as OPEC moved closer to cementing a deal to cut 1 million barrels per day of output and after North Korea did its first nuclear test. On Tuesday, Oil prices were down in early trading. U.S. light crude was down 41 cents to $59.55 a barrel in electronic trading, while Brent crude trading in London is 34 cents lower at $60.20. On Wednesday, stocks had risen across the board for four out of five sessions after a surprisingly strong quarter on Wall Street. The Dow Jones Industrial average setting a closing record, as the earnings reporting period got underway with Alcoa after the bell. In economic news, wholesale inventories jumped 1.1 percent in August, the Commerce Department said. Wall Street analysts were expecting inventories to rise 0.6 percent after climbing 0.8 percent in July. The Federal Reserve will release the minutes from their Sept. 20 meeting. September's retail sales report is due out on Friday.
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)
Strenght1.4
Date (dd.MM.yyyy)11.10.2006
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
Out10.10.200606911'930.00+6.90
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+4.15
Model Buy and Hold+9.76
Model Long Only+4.04
Model Short Only-5.49
Model Long and Short-1.67
Time Weighted Return ofValue (Annualized)
Buy and Hold+0.76
Model Buy and Hold+1.78
Model Long Only+0.74
Model Short Only-1.00
Model Long and Short-0.30
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.04
Model Short vs Model Buy and Hold-2.78
Model Long and Short vs Model Buy and Hold-2.08
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.02
Model Short vs Buy and Hold-1.76
Model Long and Short vs Buy and Hold-1.06
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote11'696.96
Variance18'010.16
Standard Deviation134.20
Lowest quote11'498.09
Highest quote11'930.00
Median11'714.04
Max Daily Loose percent-0.88
Max Daily Gain percent1.00
Simple Perf.3.76
Last 5 quotes StatisticsValue
Mean quote11'857.47
Variance6'243.47
Standard Deviation79.02
Lowest quote11'739.00
Highest quote11'930.00
Median11'834.50
Max Daily Loose percent-0.57
Max Daily Gain percent1.00
Simple Perf.1.63
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 quote11'199.18
Variance70'916.77
Standard Deviation266.30
Lowest quote10'667.39
Highest quote11'930.00
Median11'298.70
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.11.31
First quote10'717.50
Last quote11'930.00
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-7.927-1.13
February-6.497-0.93
March+3.397+0.48
April+5.847+0.83
May+1.407+0.20
June-6.857-0.98
July-2.237-0.32
August+1.947+0.28
September-24.237-3.46
October+21.987+3.14
November+18.456+3.07
December+7.266+1.21
TWR Return by Year for this asset
YearTWR Return.
2000-5.15
2001-8.19
2002-16.37
2003+25.32
2004+3.15
2005-0.61
2006+11.31
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-3.80
February2000-7.60
March2000+8.66
April2000-2.28
May2000-2.47
June2000-0.10
July2000+0.79
August2000+5.62
September2000-3.92
October2000+2.27
November2000-5.27
December2000+4.08
January2001+0.32
February2001-3.67
March2001-5.10
April2001+9.13
May2001+0.32
June2001-3.14
July2001-0.35
August2001-5.20
September2001-11.49
October2001+2.49
November2001+8.78
December2001+1.27
January2002-0.65
February2002+1.97
March2002+2.62
April2002-4.19
May2002-0.34
June2002-6.83
July2002-5.29
August2002-0.84
September2002-12.37
October2002+10.60
November2002+5.94
December2002-6.23
January2003-3.45
February2003-2.02
March2003+1.28
April2003+6.11
May2003+4.37
June2003+1.53
July2003+2.76
August2003+1.97
September2003-1.49
October2003+5.67
November2003-0.19
December2003+6.86
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+0.33
February2004+0.91
March2004-2.14
April2004-1.28
May2004-0.36
June2004+2.42
July2004-2.83
August2004+0.34
September2004-0.92
October2004-0.52
November2004+3.99
December2004+3.40
January2005-2.72
February2005+2.63
March2005-2.44
April2005-2.96
May2005+2.70
June2005-1.84
July2005+3.56
August2005-1.50
September2005+0.83
October2005-1.22
November2005+4.53
December2005-1.79
January2006+1.91
February2006+1.52
March2006+1.03
April2006+1.91
May2006-2.62
June2006+1.22
July2006-0.60
August2006+1.87
September2006+3.33
October2006+1.32
Quotes UsedValue
Quote File UsedDJX_20061011.csv
# of Quotes1689
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)10.10.2006
File last quote11'930.00
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)10.10.2006
Max Quote value11'930.00
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 year3.28
# Days1975
# Days in years5.49
Biggest loose (Long only)-4.55
TechnicalValue
Program NameMyTrendTimer v0.99.83.1
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2566
Tech Id406187782-146960
XML output fileDJX_20061011.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20061011.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)11.10.2006 18:10:26
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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