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
 
May 8th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
May 8th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
Standard and Poors 100
 
Older reports
 
May 1st, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
April 23rd, 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 January 24, 2007
Weekly Comment about this asset/index
Oil rose one percent toward $53 a barrel on Monday after a drop in temperatures in the world's biggest heating oil market, the U.S. Northeast, and stubborn price support at $50 spurred a fresh round of investor buying. Stocks slumped Monday morning as a rebound in oil prices and a selloff in technology weighed on the broader market at the start of a busy week for company earnings. Stocks were mixed last week, with tech the weakest sector, as investors welcomed a mostly upbeat start to the earnings reporting period but showed caution after last year's big rally and a rebound in oil prices. On Monday, the Dow average recorded its biggest one-day percentage decline since late November. It fell 0.7 percent to end at 12,477.2, the Standard and Poor's 500 Index fell 0.5 percent to 1,422.9 and the Nasdaq Composite Index lost 0.8 percent to 2,431.1. Oil climbed one percent, back above $53 on Tuesday, underpinned by stubborn support at $50 but capped by ample fuel supplies in top consumer the United States. Oil prices hovered near $55 on Wednesday, after jumping by 4.7 percent a day earlier on news that the United States will build its emergency oil reserves and as cold weather took hold of the world's top consumer. Investors regained their optimism about corporate profits after a series of positive earnings reports. In economic news, the Richmond Fed Survey showed a slip in its manufacturing index this month. Meanwhile, the Conference Board said U.S. economic activity is set to increase slightly in the coming months.
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)
Strength2.0
Date (dd.MM.yyyy)24.01.2007
Generated Operations Chart
A chart of Dow Jones Industrial Average DJI dated January 24, 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
info : Current23.01.200717412'533.80+12.31
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+9.42
Model Buy and Hold+15.32
Model Long Only+9.31
Model Short Only-5.49
Model Long and Short+3.30
Time Weighted Return ofValue (Annualized)
Buy and Hold+1.63
Model Buy and Hold+2.65
Model Long Only+1.61
Model Short Only-0.95
Model Long and Short+0.57
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.04
Model Short vs Model Buy and Hold-3.60
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-2.58
Model Long and Short vs Buy and Hold-1.06
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote12'485.03
Variance4'198.42
Standard Deviation64.80
Lowest quote12'343.22
Highest quote12'582.59
Median12'462.90
Max Daily Loose percent-0.70
Max Daily Gain percent1.36
Simple Perf.0.50
Last 5 quotes StatisticsValue
Mean quote12'550.69
Variance1'585.42
Standard Deviation39.82
Lowest quote12'477.16
Highest quote12'582.59
Median12'529.88
Max Daily Loose percent-0.70
Max Daily Gain percent0.45
Simple Perf.-0.39
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 quote12'498.26
Variance3'971.90
Standard Deviation63.02
Lowest quote12'398.01
Highest quote12'582.59
Median12'490.30
Max Daily Loose percent-0.70
Max Daily Gain percent0.59
Simple Perf.0.57
First quote12'463.15
Last quote12'533.80
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-7.408-0.93
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+0.57
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+0.57
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/DJX_20070124.csv
# of Quotes1758
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)23.01.2007
File last quote12'533.80
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)16.01.2007
Max Quote value12'582.59
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 year3.12
# Days2080
# Days in years5.78
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 v0.99.90.0
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)1967
Tech Id104955426-146960
XML output fileDJX_20070124.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/DJX_20070124.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)24.01.2007 18:51:29
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