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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
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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
 
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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 November 15, 2006
Weekly Comment about this asset/index
Oil inched higher toward $59 a barrel on Tuesday after a two-day slide triggered in part by weaker-than-expected heating oil demand in the world's biggest consumer the United States. U.S. heating oil stocks are nearly 7 percent above last year's level and analysts polled by Reuters see distillate stocks - including heating oil - only having fallen 390,000 barrels last week, in inventory data due on Wednesday. Crude stocks in the U.S. are seen rising another 750,000 barrels in the week to November 10, despite an agreement by OPEC to cut output by 1.2 million bpd from November in an effort by the producers group to stem a 25 percent price slide since mid-July. Treasury prices eased, raising the corresponding yields. The dollar gained versus other major currencies. Oil reversed the previous day's light losses on Wednesday as traders marked time ahead of U.S. stockpile data expected to show oil inventories remaining well above seasonal norms amid a mild start to the northern winter. Stocks rallied Tuesday, pushing the Dow Jones industrial average to another record close as investors welcomed upbeat news from Wal-Mart Stores and Intel, lower oil prices, and a big drop in a key inflation measure. On Wednesday, investors will look to the NY Empire State Index, a regional manufacturing report, due for release before the start of trading, and the minutes from the October Federal Reserve policy meeting, due in the afternoon. The weekly oil inventories report will also be released Wednesday.
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)
Strenght2.0
Date (dd.MM.yyyy)15.11.2006
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
Out14.11.200610412'218.01+9.48
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+6.66
Model Buy and Hold+12.41
Model Long Only+6.56
Model Short Only-5.49
Model Long and Short+0.70
Time Weighted Return ofValue (Annualized)
Buy and Hold+1.19
Model Buy and Hold+2.22
Model Long Only+1.17
Model Short Only-0.98
Model Long and Short+0.13
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.05
Model Short vs Model Buy and Hold-3.21
Model Long and Short vs Model Buy and Hold-2.10
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.02
Model Short vs Buy and Hold-2.18
Model Long and Short vs Buy and Hold-1.07
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote12'112.52
Variance3'329.24
Standard Deviation57.70
Lowest quote12'024.00
Highest quote12'218.01
Median12'121.00
Max Daily Loose percent-0.85
Max Daily Gain percent0.71
Simple Perf.1.61
Last 5 quotes StatisticsValue
Mean quote12'149.15
Variance1'921.72
Standard Deviation43.84
Lowest quote12'103.30
Highest quote12'218.01
Median12'160.65
Max Daily Loose percent-0.60
Max Daily Gain percent0.71
Simple Perf.0.50
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 quote11'299.59
Variance142'992.64
Standard Deviation378.14
Lowest quote10'667.39
Highest quote12'218.01
Median11'442.70
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.14.00
First quote10'717.50
Last quote12'218.01
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+23.947+3.42
November+19.397+2.77
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+14.00
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+2.95
November2006+0.80
Quotes UsedValue
Quote File UsedDJX_20061115.csv
# of Quotes1714
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)14.11.2006
File last quote12'218.01
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)14.11.2006
Max Quote value12'218.01
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 year3.22
# Days2010
# Days in years5.58
Biggest loose (Long only)-4.55
TechnicalValue
Program NameMyTrendTimer v0.99.86.1
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2849.fc6
Calculation Time (Ms)2405
Tech Id78001910-146960
XML output fileDJX_20061115.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20061115.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)15.11.2006 18:34:33
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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