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MyTrendTimer Financial Market Trend Timing report

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December 10th, Bullish Trend (Buy Signal)
USD to CHF
December 10th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
Dow Jones Industrial
Swiss Market Index SMI
 
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December 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 27th, 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 January 16, 2007
Weekly Comment about this asset/index
Publication of the MyTrendTimer Report was late due to holidays. Strong U.S. and Japanese economic data helped Asian stock indexes to gains of 1 percent and more on Monday, and sent Japanese government bonds to a 2 1/2 month low as investors eyed a possible Bank of Japan rate rise. With the Dow industrials standing at a record high, oil prices at multi-month lows and the economy chugging along at a better pace than what some had been expecting, it's hard to see what could upset stock investors. This week brings the first significant wave of fourth-quarter earnings, with 43 of the SP 500 companies set to release results. Intel, Apple, Citigroup, General Electric are among the large, widely-traded U.S. companies due to report. U.S. Markets closed for Martin Luther King, Jr. Day. Oil prices retreated below $53 a barrel on Tuesday, as investors doubted OPEC's resolve to trim production and instead focused on the mild winter and high fuel stockpile in top energy consumer the United States.
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)16.01.2007
Generated Operations Chart
A chart of Dow Jones Industrial Average DJI dated January 16, 2007 to backtest the trend timer 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
Current12.01.200716312'556.08+12.51
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+9.61
Model Buy and Hold+15.52
Model Long Only+9.50
Model Short Only-5.49
Model Long and Short+3.49
Time Weighted Return ofValue (Annualized)
Buy and Hold+1.67
Model Buy and Hold+2.70
Model Long Only+1.65
Model Short Only-0.96
Model Long and Short+0.61
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.05
Model Short vs Model Buy and Hold-3.66
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-2.63
Model Long and Short vs Buy and Hold-1.07
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote12'435.55
Variance4'409.04
Standard Deviation66.40
Lowest quote12'315.58
Highest quote12'556.08
Median12'435.83
Max Daily Loose percent-0.66
Max Daily Gain percent1.36
Simple Perf.1.85
Last 5 quotes StatisticsValue
Mean quote12'458.55
Variance3'923.86
Standard Deviation62.64
Lowest quote12'398.01
Highest quote12'556.08
Median12'477.04
Max Daily Loose percent-0.06
Max Daily Gain percent0.59
Simple Perf.1.27
Previous year StatisticsValue
Mean quote11'423.14
Variance239'904.00
Standard Deviation489.80
Lowest quote10'667.39
Highest quote12'510.57
Median11'588.98
Max Daily Loose percent-2.12
Max Daily Gain percent2.98
Simple Perf.16.29
First quote10'717.50
Last quote12'463.15
Current year StatisticsValue
Mean quote12'463.30
Variance2'522.85
Standard Deviation50.23
Lowest quote12'398.01
Highest quote12'556.08
Median12'477.04
Max Daily Loose percent-0.66
Max Daily Gain percent0.59
Simple Perf.0.75
First quote12'463.15
Last quote12'556.08
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-7.248-0.90
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+19.437+2.78
December+9.377+1.34
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+16.29
2007+0.75
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+0.83
December2006+1.97
January2007+0.75
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/DJX_20070116.csv
# of Quotes1752
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)12.01.2007
File last quote12'556.08
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)12.01.2007
Max Quote value12'556.08
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 year3.13
# Days2069
# Days in years5.75
Biggest loose (Long only)-4.55
Min # days uninvested (before Buy operation)15
Max # days uninvested (before Buy operation)337
Min # days invested (before Sell operation)6
Max # days invested (before Sell operation)440
TechnicalValue
Program NameMyTrendTimer v0.99.88.6
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)1816
Tech Id767704468-146960
XML output fileDJX_20070116.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20070116.xml
# Warnings found1
Generated on (dd.MM.yyyy HH:mm:ss)16.01.2007 18:08:23
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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