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MyTrendTimer Financial Market Trend Timing report

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February 22nd, Bullish Trend (Buy Signal)
Swiss Market Index SMI
USD to CHF
NASDAQ Composite
Dow Jones Industrial
February 22nd, Bearish Trend (Sell Signal)
Standard and Poors 500
Standard and Poors 100
 
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February 12th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
February 4th, 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 analysis of September 13, 2007
Weekly Comment about this asset/index
Last Friday, employers reported that payrolls fell by 4,000 in August, when Wall Street economists were expecting payrolls to grow by 110,000, according to estimates. Problems in housing, the financial markets and the first job decline in four years have made a Federal Reserve rate cut next week all but certain. But it has also raised talk about a recession -- and whether the Fed is able to prevent one. Bernanke's Fed has come under fire from some quarters for not acknowledging the impact of the crisis stemming from the subprime market, which caters to risky borrowers, quickly enough or responding aggressively enough to give the economy a boost. No publication will be issued on the week from September 16 to September 23.
Financial InstrumentValue
Asset NameDow Jones Industrial Average
SymbolDJI
CurrencyUSD
Underlying instrumentDIAMONDS Trust, Series 1 (DIA)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength0.5
DateSeptember 13, 2007
Generated Signals Chart
A chart of Dow Jones Industrial Average DJI dated September 13, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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 : Current12.09.200740613'291.65+19.10
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+16.03
Model Buy and Hold+22.29
Model Long Only+15.92
Model Short Only-5.49
Model Long and Short+9.55
Time Weighted Return ofValue (Annualized)
Buy and Hold+2.50
Model Buy and Hold+3.47
Model Long Only+2.48
Model Short Only-0.86
Model Long and Short+1.49
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.99
Model Short vs Model Buy and Hold-4.33
Model Long and Short vs Model Buy and Hold-1.98
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.02
Model Short vs Buy and Hold-3.35
Model Long and Short vs Buy and Hold-1.01
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote13'194.62
Standard Deviation164.76
Lowest quote12'845.78
Highest quote13'448.86
Median13'147.32
Max Daily Loose percent-2.10
Max Daily Gain percent1.90
Simple Perf.2.02
Last 5 quotes StatisticsValue
Mean quote13'251.68
Standard Deviation104.54
Lowest quote13'113.38
Highest quote13'363.35
Median13'238.37
Max Daily Loose percent-1.87
Max Daily Gain percent1.38
Simple Perf.-0.10
Previous year StatisticsValue
Mean quote11'423.13
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 quote12'999.58
Standard Deviation491.63
Lowest quote12'050.41
Highest quote14'000.41
Median13'025.41
Max Daily Loose percent-3.29
Max Daily Gain percent3.20
Simple Perf.6.65
First quote12'463.15
Last quote13'291.65
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-6.758-0.84
February-9.118-1.14
March+4.118+0.51
April+11.918+1.49
May+5.798+0.72
June-8.268-1.03
July-3.768-0.47
August+3.068+0.38
September-24.608-3.08
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+6.65
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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+1.27
February2007-2.80
March2007+0.70
April2007+5.74
May2007+4.32
June2007-1.51
July2007-1.57
August2007+1.10
September2007-0.49
Quotes UsedValue
Link on Quote FileDJX_20070913.csv
Quote File Used/local/java/TrendTimer/quote_data/DJX_20070913.csv
# of Quotes1918
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)12.09.2007
File last quote13'291.65
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)19.07.2007
Max Quote value14'000.41
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
Signals StatisticsValue
# Generated Signals17
Avg # op. by year2.65
# Days2312
# Days in years6.42
Biggest loose (Long only)-4.55
Min # days uninvested (before Buy Signal)15
Max # days uninvested (before Buy Signal)337
Min # days invested (before Sell Signal)6
Max # days invested (before Sell Signal)440
TechnicalValue
Program NameMyTrendTimer v0.99.97.1
Java Version1.6.0_02
OS NameLinux
OS Version2.6.21-1.3194.fc7
User Namemarc
Calculation Time (Ms)1619
Tech Id487371076-146960
XML output fileDJX_20070913.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJX_20070913.xml
# Warnings found5
Generated on (dd.MM.yyyy HH:mm:ss)13.09.2007 20:54:11
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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