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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 analysis of December 27, 2010
Description of this asset/index
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 historical—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 stocks—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 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)
Strength2.0
DateDecember 27, 2010
Generated Signals Chart
A chart of Dow Jones Industrial Average DJI dated December 27, 2010 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
Buy16.05.200817412'986.80+0.05
Sell02.06.200801712'503.82-3.72
Buy02.06.20093658'740.87-30.09
Sell07.06.20103709'816.49+12.31
Buy20.09.201010510'753.62+9.55
Info : Current23.12.201009411'573.49+7.62
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+1.03
Model Buy and Hold+6.48
Model Long Only+31.75
Model Short Only+19.18
Model Long and Short+57.01
Time Weighted Return ofValue (Annualized)
Buy and Hold+0.11
Model Buy and Hold+0.66
Model Long Only+3.26
Model Short Only+1.97
Model Long and Short+5.85
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+2.59
Model Short vs Model Buy and Hold+1.30
Model Long and Short vs Model Buy and Hold+5.18
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+3.15
Model Short vs Buy and Hold+1.86
Model Long and Short vs Buy and Hold+5.74
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote11'367.16
Standard Deviation162.55
Lowest quote11'006.02
Highest quote11'573.49
Median11'289.75
Max Daily Loose percent-0.85
Max Daily Gain percent2.27
Simple Perf.3.45
Last 5 quotes StatisticsValue
Mean quote11'522.57
Standard Deviation38.80
Lowest quote11'478.13
Highest quote11'573.49
Median11'525.81
Max Daily Loose percent-0.12
Max Daily Gain percent0.48
Simple Perf.0.65
Previous year StatisticsValue
Mean quote8'886.49
Standard Deviation1'011.44
Lowest quote6'547.05
Highest quote10'548.51
Median8'547.78
Max Daily Loose percent-4.62
Max Daily Gain percent6.84
Simple Perf.18.82
First quote8'776.39
Last quote10'428.05
Current year StatisticsValue
Mean quote10'643.59
Standard Deviation444.95
Lowest quote9'686.48
Highest quote11'573.49
Median10'629.99
Max Daily Loose percent-3.60
Max Daily Gain percent3.90
Simple Perf.10.98
First quote10'428.05
Last quote11'573.49
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-21.7311-1.98
February-20.2111-1.84
March+17.9011+1.63
April+27.3511+2.49
May+0.4111+0.04
June-21.4311-1.95
July+12.1711+1.11
August+3.6011+0.33
September-18.3711-1.67
October+10.0511+0.91
November+14.4411+1.31
December+14.3211+1.30
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
2008-33.84
2009+18.82
2010+10.98
Year 2007 to 2008 Monthly performance
MonthYearPerformance
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
March2008-0.03
April2008+4.54
May2008-0.95
June2008-10.62
July2008+0.25
August2008+1.46
September2008-6.01
October2008-14.06
November2008-5.32
December2008-0.60
Year 2009 to 200n Monthly performance
MonthYearPerformance
January2009-8.84
February2009-11.72
March2009+7.73
April2009+7.35
May2009+4.07
June2009-0.63
July2009+8.58
August2009+3.54
September2009+2.27
October2009+0.00
November2009+6.51
December2009+0.80
January2010-3.46
February2010+2.56
March2010+5.15
April2010+1.40
May2010-7.92
June2010-3.58
July2010+7.08
August2010-4.31
September2010+7.72
October2010+3.06
November2010-1.01
December2010+5.16
Quotes UsedValue
Link on Quote FileDJX_20101227.csv
Quote File Used/local/java/TrendTimer/quote_data/DJX_20101227.csv
# of Quotes2740
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)23.12.2010
File last quote11'573.49
First data considered (dd.MM.yyyy)19.05.2000
First data considered10'700.00
Min. Quote date (dd.MM.yyyy)09.03.2009
Min. Quote value6'547.05
Max Quote date (dd.MM.yyyy)09.10.2007
Max Quote value14'164.53
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 percent11.08
Signals StatisticsValue
# Generated Signals23
Avg # op. by year2.36
# Days3509
# Days in years9.75
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
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.6.0_18
OS NameLinux
OS Version2.6.32.19-163.fc12.i686.PAE
User Namemarc
Calculation Time (Ms)403
Tech Id963231018-146960
XML output fileDJX_20101227.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJX_20101227.xml
# Warnings found8
Generated on (dd.MM.yyyy HH:mm:ss)27.12.2010 18:55:54
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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