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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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March 26th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
USD to CHF
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
March 26th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
March 19th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 12th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
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MyTrendTimer : Dow Jones Industrial Average analysis of June 10, 2015
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)
Strength0,6
DateJune 10, 2015
Generated Signals Chart
A chart of Dow Jones Industrial Average DJI dated June 10, 2015 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
Sell08.08.201132210 809,85+0,52
Buy07.12.201112112 196,37+12,83
Sell11.06.201218612 411,23+1,76
Buy20.06.201200912 824,39+3,33
Sell22.06.201200212 640,78-1,43
Buy02.07.201201012 871,39+1,82
Sell26.11.201214712 967,37+0,75
Buy12.12.201201613 245,45+2,14
Sell22.10.201467816 461,32+24,28
Buy28.10.201400617 005,75+3,31
Info : Current09.06.201522317 764,04+4,46
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+55,08
Model Buy and Hold+63,44
Model Long Only+61,43
Model Short Only-1,24
Model Long and Short+59,42
Time Weighted Return ofValue (Annualized)
Buy and Hold+3,86
Model Buy and Hold+4,45
Model Long Only+4,31
Model Short Only-0,09
Model Long and Short+4,17
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0,14
Model Short vs Model Buy and Hold-4,53
Model Long and Short vs Model Buy and Hold-0,28
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+0,45
Model Short vs Buy and Hold-3,95
Model Long and Short vs Buy and Hold+0,30
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote18 091,84
Standard Deviation169,95
Lowest quote17 764,04
Highest quote18 312,39
Median18 038,21
Max Daily Loose percent-1,04
Max Daily Gain percent1,06
Simple Perf.-1,88
Last 5 quotes StatisticsValue
Mean quote17 895,64
Standard Deviation128,35
Lowest quote17 764,04
Highest quote18 076,27
Median17 920,15
Max Daily Loose percent-0,94
Max Daily Gain percent0,36
Simple Perf.-1,38
Previous year StatisticsValue
Mean quote16 774,38
Standard Deviation550,67
Lowest quote15 373,00
Highest quote18 053,71
Median16 713,36
Max Daily Loose percent-2,08
Max Daily Gain percent2,43
Simple Perf.7,52
First quote16 577,00
Last quote17 823,07
Current year StatisticsValue
Mean quote17 906,01
Standard Deviation252,93
Lowest quote17 164,95
Highest quote18 312,39
Median17 738,67
Max Daily Loose percent-2,00
Max Daily Gain percent1,84
Simple Perf.-0,33
First quote17 823,07
Last quote17 764,04
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-19,8116-1,24
February-6,3316-0,40
March+24,2616+1,52
April+36,3116+2,27
May-4,2016-0,26
June-21,0316-1,31
July+13,4015+0,89
August-1,6515-0,11
September-19,8315-1,32
October+23,1915+1,55
November+21,7415+1,45
December+20,1415+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+6,43
2008-33,84
2009+18,82
2010+11,02
2011+5,53
2012+7,26
2013+26,50
2014+7,52
2015-0,33
Year 2011 to 2012 Monthly performance
MonthYearPerformance
January2011+2,72
February2011+2,81
March2011+0,76
April2011+3,98
May2011-1,88
June2011-1,24
July2011-2,18
August2011-4,36
September2011-6,03
October2011+9,54
November2011+0,76
December2011+1,43
January2012+3,40
February2012+2,53
March2012+2,01
April2012+0,01
May2012-6,21
June2012+3,93
July2012+1,00
August2012+0,63
September2012+2,65
October2012-2,54
November2012-0,54
December2012+0,60
Year 2013 to 201n Monthly performance
MonthYearPerformance
January2013+5,77
February2013+1,40
March2013+3,73
April2013+1,79
May2013+1,86
June2013-1,36
July2013+3,96
August2013-4,45
September2013+2,16
October2013+2,75
November2013+3,54
December2013+2,98
January2014-5,30
February2014+3,97
March2014+0,83
April2014+0,75
May2014+0,82
June2014+0,65
July2014-1,56
August2014+3,23
September2014-0,32
October2014+2,04
November2014+2,52
December2014-0,03
January2015-3,69
February2015+5,64
March2015-1,97
April2015+0,36
May2015+0,95
June2015-1,37
Quotes UsedValue
Link on Quote FileDJX_20150610.csv
Quote File Used/local/java/TrendTimer/quote_data/DJX_20150610.csv
# of Quotes3826
File first date (dd.MM.yyyy)03.01.2000
File first quote11 455,00
File last date (dd.MM.yyyy)09.06.2015
File last quote17 764,04
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)19.05.2015
Max Quote value18 312,39
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 Signals33
Avg # op. by year2,31
# Days5135
# Days in years14,26
Biggest loose (Long only)-4,55
Min # days uninvested (before Buy Signal)6
Max # days uninvested (before Buy Signal)365
Min # days invested (before Sell Signal)2
Max # days invested (before Sell Signal)678
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.7.0_79
OS NameLinux
OS Version3.15.10-201.fc20.i686
User Namemarc
Calculation Time (Ms)1209
Tech Id476267860-146960
XML output fileDJX_20150610.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJX_20150610.xml
# Warnings found10
Generated on (dd.MM.yyyy HH:mm:ss)10.06.2015 19:05:02
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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