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
 
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
 
Older reports
 
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
 
 
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 analysis of March 19, 2008
Weekly Comment about this asset/index
The Federal Reserve slashed a key interest rate by three-quarters of a percentage point Tuesday, in the central bank's continued effort to restore confidence in the economy and battered financial markets. Although some experts cautioned that such a big cut may lead to more inflation, stocks soared as Wall Street cheered the news. One economist said the cut was what investors needed to see since it showed the Fed is still worried about both a recession and inflation. Wall Street surges, with blue-chip indicator seeing its best day in 5-1/2 years as investors hail central bank decision to cut rates by 3/4 of a percentage point.
Financial InstrumentValue
Asset NameDow Jones Industrial Average
SymbolDJI
CurrencyUSD
Underlying instrumentDIAMONDS Trust, Series 1 (DIA)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strength-2.4
DateMarch 19, 2008
Generated Signals Chart
A chart of Dow Jones Industrial Average DJI dated March 19, 2008 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
Sell23.11.200747812'980.88+16.32
Info : Current18.03.200811612'392.66-4.53
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+8.19
Model Buy and Hold+14.02
Model Long Only+13.21
Model Short Only-0.71
Model Long and Short+12.40
Time Weighted Return ofValue (Annualized)
Buy and Hold+1.18
Model Buy and Hold+2.02
Model Long Only+1.90
Model Short Only-0.10
Model Long and Short+1.79
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.12
Model Short vs Model Buy and Hold-2.12
Model Long and Short vs Model Buy and Hold-0.23
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+0.72
Model Short vs Buy and Hold-1.28
Model Long and Short vs Buy and Hold+0.61
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote12'255.17
Standard Deviation256.39
Lowest quote11'740.15
Highest quote12'694.28
Median12'217.21
Max Daily Loose percent-2.51
Max Daily Gain percent3.55
Simple Perf.0.45
Last 5 quotes StatisticsValue
Mean quote12'121.46
Standard Deviation159.25
Lowest quote11'951.09
Highest quote12'392.66
Median12'171.88
Max Daily Loose percent-1.60
Max Daily Gain percent3.51
Simple Perf.1.94
Previous year StatisticsValue
Mean quote13'165.92
Standard Deviation518.12
Lowest quote12'050.41
Highest quote14'164.53
Median13'107.47
Max Daily Loose percent-3.29
Max Daily Gain percent3.20
Simple Perf.6.43
First quote12'463.15
Last quote13'264.82
Current year StatisticsValue
Mean quote12'409.03
Standard Deviation308.80
Lowest quote11'740.15
Highest quote13'264.82
Median12'502.49
Max Daily Loose percent-2.93
Max Daily Gain percent3.55
Simple Perf.-6.57
First quote13'264.82
Last quote12'392.66
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-11.079-1.23
February-11.879-1.32
March+5.189+0.58
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-21.188-2.65
October+24.248+3.03
November+14.658+1.83
December+8.508+1.06
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+6.43
2008-6.57
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+4.03
October2007+0.25
November2007-4.01
December2007-0.80
January2008-4.63
February2008-3.04
March2008+1.03
Quotes UsedValue
Link on Quote FileDJX_20080319.csv
Quote File Used/local/java/TrendTimer/quote_data/DJX_20080319.csv
# of Quotes2047
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)18.03.2008
File last quote12'392.66
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)09.10.2007
Max Quote value14'164.53
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 Signals18
Avg # op. by year2.59
# Days2500
# Days in years6.94
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)478
TechnicalValue
Program NameMyTrendTimer v0.99.98
Java Version1.7.0
OS NameLinux
OS Version2.6.23.14-115.fc8
User Namemarc
Calculation Time (Ms)1156
Tech Id638716855-146960
XML output fileDJX_20080319.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJX_20080319.xml
# Warnings found6
Generated on (dd.MM.yyyy HH:mm:ss)19.03.2008 18:22:43
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