The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
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
 
Older reports
 
September 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
August 14th, 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
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : Dow Jones Industrial Average of October 18, 2006
Weekly Comment about this asset/index
On Monday, U.S. spy satellites have detected suspicious activity near North Korea's nuclear test site that may signal preparations for another detonation, U.S. television networks have reported. Oil prices rose for a fourth straight session on Tuesday, topping $60 a barrel as OPEC prepared to agree a production cut and the United States braced for winter. Blue-chip measure sets closing record, comes within three points of key mark; stocks edge higher as economic and earnings reports loom. U.S. producer prices fell by a much larger than forecast 1.3 percent last month on a record drop in gasoline prices, but core prices posted an unexpectedly strong 0.6 percent gain amid a sharp recovery in car and light trucks, government data showed on Tuesday. Stocks finished lower Tuesday, ending a three-session winning streak, with renewed inflation concerns taking the Dow away from the 12,000 mark. The dollar fell, Treasurys gained and oil lost more than $1 a barrel to settle below $59. Oil prices fell ahead of Thursday's OPEC meeting, at which the oil cartel is expected to weigh production cuts. A big drop in energy prices helped pull overall U.S. consumer prices down steeply in September and construction on new homes unexpectedly rebounded, the government reported on Wednesday, sparking hopes the economy might not be slowing as rapidly as thought. New record high was beaten yesterday. Performance so far for year 2006 is +12.20%.
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)
Strenght1.6
Date (dd.MM.yyyy)18.10.2006
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
Out17.10.200607612'025.00+7.75
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+4.98
Model Buy and Hold+10.64
Model Long Only+4.87
Model Short Only-5.49
Model Long and Short-0.89
Time Weighted Return ofValue (Annualized)
Buy and Hold+0.90
Model Buy and Hold+1.93
Model Long Only+0.89
Model Short Only-1.00
Model Long and Short-0.16
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.05
Model Short vs Model Buy and Hold-2.93
Model Long and Short vs Model Buy and Hold-2.09
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.02
Model Short vs Buy and Hold-1.90
Model Long and Short vs Buy and Hold-1.07
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote11'797.69
Variance19'625.40
Standard Deviation140.09
Lowest quote11'575.81
Highest quote12'025.00
Median11'800.40
Max Daily Loose percent-0.88
Max Daily Gain percent1.00
Simple Perf.3.28
Last 5 quotes StatisticsValue
Mean quote11'960.43
Variance2'494.64
Standard Deviation49.95
Lowest quote11'904.00
Highest quote12'025.00
Median11'964.50
Max Daily Loose percent-0.22
Max Daily Gain percent0.73
Simple Perf.0.80
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 quote11'218.27
Variance83'554.64
Standard Deviation289.06
Lowest quote10'667.39
Highest quote12'025.00
Median11'346.20
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.12.20
First quote10'717.50
Last quote12'025.00
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+22.957+3.28
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+12.20
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+2.13
Quotes UsedValue
Quote File UsedDJX_20061018.csv
# of Quotes1694
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)17.10.2006
File last quote12'025.00
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)17.10.2006
Max Quote value12'025.00
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 year3.27
# Days1982
# Days in years5.51
Biggest loose (Long only)-4.55
TechnicalValue
Program NameMyTrendTimer v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)1807
Tech Id990965596-146960
XML output fileDJX_20061018.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20061018.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)18.10.2006 17:59:34
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.
Valid HTML 4.01