MyTrendTimer Financial Market Trend Timing DJX

The Dow Jones Industrial Average, also called the DJIA, Dow 30, or informally the Dow Jones or The Dow) is one of several stock market indices created by nineteenth century Wall Street Journal editor and Dow Jones and Company co-founder Charles Dow. Dow compiled the index as a way to gauge the performance of the industrial component of America's stock markets. It is the oldest continuing U.S. market index, aside from the Dow Jones Transportation Average, which Dow also created. Today, the average consists of 30 of the largest and most widely held public companies in the United States. The "industrial" portion of the name is largely historicalâ€”many of the 30 modern components have little to do with heavy industry. The average is price-weighted. To compensate for the effects of stock splits and other adjustments, it is currently a scaled average, not the actual average of the prices of its component stocksâ€”the sum of the component prices is divided by a divisor, which changes whenever one of the component stocks has a stock split or stock dividend, to generate the value of the index. Since the divisor is currently less than one, the value of the index is higher than the sum of the component prices.

Financial Instrument	Value
Asset Name	Dow Jones Industrial Average
Symbol	DJI
Currency	USD
Underlying instrument	DIAMONDS Trust, Series 1 (DIA)

Trend/Signal	Value
Current Trend/Signal	Bullish (last signal was a Buy)
Strength	3.1
Date	November 9, 2009

Generated Signals Chart

Generated Signals
Nature	Date (dd.MM.yyyy)	# Days previous op.	Quote	Result previous op.
Buy	11.05.2001	000	10'869.00	+0.00
Sell	20.07.2001	070	10'600.00	-2.47
Buy	28.12.2001	161	10'115.00	-4.58
Sell	05.02.2002	039	9'655.00	-4.55
Buy	22.02.2002	017	9'985.00	+3.42
Sell	04.06.2002	101	9'695.00	-2.90
Buy	07.05.2003	337	8'560.63	-11.70
Sell	20.07.2004	440	10'149.07	+18.56
Buy	15.11.2004	118	10'550.24	+3.95
Sell	18.04.2005	153	10'071.25	-4.54
Buy	21.06.2005	064	10'599.67	+5.25
Sell	27.06.2005	006	10'290.78	-2.91
Buy	18.07.2005	021	10'574.99	+2.76
Sell	06.10.2005	080	10'287.10	-2.72
Buy	15.11.2005	040	10'715.00	+4.16
Sell	18.07.2006	244	10'795.00	+0.75
Buy	02.08.2006	015	11'160.00	+3.38
Sell	23.11.2007	478	12'980.88	+16.32
Buy	16.05.2008	174	12'986.80	+0.05
Sell	02.06.2008	017	12'503.82	-3.72
Buy	02.06.2009	365	8'740.87	-30.09
Info : Current	06.11.2009	157	10'023.42	+14.67

Return and result of the differents strategies

Time Weighted Return of	Value (over the Period)
Buy and Hold	-12.50
Model Buy and Hold	-7.78
Model Long Only	+24.99
Model Short Only	+26.22
Model Long and Short	+57.77

Time Weighted Return of	Value (Annualized)
Buy and Hold	-1.45
Model Buy and Hold	-0.90
Model Long Only	+2.91
Model Short Only	+3.05
Model Long and Short	+6.71

Model OverPerf vs Model Buy and Hold	Value (Annualized)
Model Long vs Model Buy and Hold	+3.81
Model Short vs Model Buy and Hold	+3.95
Model Long and Short vs Model Buy and Hold	+7.62

Model OverPerf vs Buy and Hold	Value (Annualized)
Model Long vs Buy and Hold	+4.36
Model Short vs Buy and Hold	+4.50
Model Long and Short vs Buy and Hold	+8.17

Various statistical indicators for this asset

Last 20 quotes Statistics	Value
Mean quote	9'924.48
Standard Deviation	114.06
Lowest quote	9'712.73
Highest quote	10'092.19
Median	9'902.46
Max Daily Loose percent	-2.51
Max Daily Gain percent	2.08
Simple Perf.	1.61

Last 5 quotes Statistics	Value
Mean quote	9'850.93
Standard Deviation	130.61
Lowest quote	9'712.73
Highest quote	10'023.42
Median	9'868.08
Max Daily Loose percent	-0.18
Max Daily Gain percent	2.08
Simple Perf.	3.20

Previous year Statistics	Value
Mean quote	11'248.94
Standard Deviation	1'556.10
Lowest quote	7'552.29
Highest quote	13'264.82
Median	10'408.55
Max Daily Loose percent	-7.87
Max Daily Gain percent	11.08
Simple Perf.	-33.84
First quote	13'264.82
Last quote	8'776.39

Current year Statistics	Value
Mean quote	8'627.72
Standard Deviation	858.86
Lowest quote	6'547.05
Highest quote	10'092.19
Median	8'319.62
Max Daily Loose percent	-4.62
Max Daily Gain percent	6.84
Simple Perf.	14.21
First quote	8'776.39
Last quote	10'023.42

Seasonal Return by Month for this asset
Month	Cumulated TWR Return.	#Month	Average TWR Return
January	-18.93	10	-1.89
February	-22.20	10	-2.22
March	+12.13	10	+1.21
April	+25.59	10	+2.56
May	+9.05	10	+0.90
June	-18.51	10	-1.85
July	+4.75	10	+0.48
August	+8.27	10	+0.83
September	-24.23	10	-2.42
October	+6.78	10	+0.68
November	+12.02	10	+1.20
December	+7.85	9	+0.87

TWR Return by Year for this asset
Year	TWR 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	-33.84
2009	+14.21

Year 2006 to 2007 Monthly performance
Month	Year	Performance
January	2006	+1.91
February	2006	+1.52
March	2006	+1.03
April	2006	+1.91
May	2006	-2.62
June	2006	+1.22
July	2006	-0.60
August	2006	+1.87
September	2006	+3.33
October	2006	+2.95
November	2006	+0.83
December	2006	+1.97
January	2007	+1.27
February	2007	-2.80
March	2007	+0.70
April	2007	+5.74
May	2007	+4.32
June	2007	-1.51
July	2007	-1.57
August	2007	+1.10
September	2007	+4.03
October	2007	+0.25
November	2007	-4.01
December	2007	-0.80

Year 2008 to 200n Monthly performance
Month	Year	Performance
January	2008	-4.63
February	2008	-3.04
March	2008	-0.03
April	2008	+4.54
May	2008	-0.95
June	2008	-10.62
July	2008	+0.25
August	2008	+1.46
September	2008	-6.01
October	2008	-14.06
November	2008	-5.32
December	2008	-0.60
January	2009	-8.84
February	2009	-11.72
March	2009	+7.73
April	2009	+7.35
May	2009	+4.07
June	2009	-0.63
July	2009	+8.58
August	2009	+3.54
September	2009	+2.27
October	2009	+0.00
November	2009	+3.20

Quotes Used	Value
Link on Quote File	DJX_20091109.csv
Quote File Used	/local/java/TrendTimer/quote_data/DJX_20091109.csv
# of Quotes	2459
File first date (dd.MM.yyyy)	03.01.2000
File first quote	11'455.00
File last date (dd.MM.yyyy)	06.11.2009
File last quote	10'023.42
First data considered (dd.MM.yyyy)	19.05.2000
First data considered	10'700.00
Min. Quote date (dd.MM.yyyy)	09.03.2009
Min. Quote value	6'547.05
Max Quote date (dd.MM.yyyy)	09.10.2007
Max Quote value	14'164.53
Max daily drop date (dd.MM.yyyy)	15.10.2008
Max Daily Drop percent	-7.87
Max daily gain date (dd.MM.yyyy)	13.10.2008
Max daily Gain percent	11.08

Signals Statistics	Value
# Generated Signals	21
Avg # op. by year	2.44
# Days	3097
# Days in years	8.60
Biggest loose (Long only)	-4.55
Min # days uninvested (before Buy Signal)	15
Max # days uninvested (before Buy Signal)	365
Min # days invested (before Sell Signal)	6
Max # days invested (before Sell Signal)	478

Technical	Value
Program Name	MyTrendTimer v0.99.98.2
Java Version	1.6.0_0
OS Name	Linux
OS Version	2.6.27.29-170.2.79.fc10.i686
User Name	marc
Calculation Time (Ms)	1449
Tech Id	982992430-146960
XML output file	DJX_20091109.xml
Web Root	http://www.MyTrendTimer.com/
Complete Xml URL	http://www.MyTrendTimer.com/xml/DJX_20091109.xml
# Warnings found	7
Generated on (dd.MM.yyyy HH:mm:ss)	09.11.2009 19:11:15

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.