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MyTrendTimer Financial Market Trend Timing report

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August 14th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
Swiss Market Index SMI
August 14th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
August 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
July 23rd, 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 April 18, 2016
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)
Strength0.9
DateApril 18, 2016
Generated Signals Chart
A chart of Dow Jones Industrial Average DJI dated April 18, 2016 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
Sell28.07.201527217'630.27+3.67
Buy10.11.201510517'758.21+0.73
Sell08.01.201605916'346.45-7.95
Buy28.03.201607917'535.39+7.27
Info : Current15.04.201601817'897.46+2.06
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+56.24
Model Buy and Hold+64.67
Model Long Only+50.52
Model Short Only-9.40
Model Long and Short+36.38
Time Weighted Return ofValue (Annualized)
Buy and Hold+3.72
Model Buy and Hold+4.28
Model Long Only+3.34
Model Short Only-0.62
Model Long and Short+2.41
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.94
Model Short vs Model Buy and Hold-4.90
Model Long and Short vs Model Buy and Hold-1.87
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold-0.38
Model Short vs Buy and Hold-4.34
Model Long and Short vs Buy and Hold-1.31
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote17'659.84
Standard Deviation134.61
Lowest quote17'481.49
Highest quote17'926.43
Median17'703.96
Max Daily Loose percent-0.98
Max Daily Gain percent1.06
Simple Perf.2.38
Last 5 quotes StatisticsValue
Mean quote17'764.46
Standard Deviation170.24
Lowest quote17'556.41
Highest quote17'926.43
Median17'741.42
Max Daily Loose percent-0.16
Max Daily Gain percent1.06
Simple Perf.1.82
Previous year StatisticsValue
Mean quote17'590.45
Standard Deviation554.22
Lowest quote15'666.44
Highest quote18'312.39
Median16'989.42
Max Daily Loose percent-3.57
Max Daily Gain percent3.95
Simple Perf.-2.23
First quote17'823.07
Last quote17'425.03
Current year StatisticsValue
Mean quote16'833.53
Standard Deviation660.33
Lowest quote15'660.18
Highest quote17'926.43
Median16'793.30
Max Daily Loose percent-2.39
Max Daily Gain percent2.47
Simple Perf.2.71
First quote17'425.03
Last quote17'897.46
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-24.2217-1.42
February-6.0417-0.36
March+33.0517+1.94
April+37.9517+2.23
May-4.2016-0.26
June-21.6716-1.35
July+13.8516+0.87
August-8.1116-0.51
September-21.0116-1.31
October+33.6216+2.10
November+22.1316+1.38
December+18.1416+1.13
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
2015-2.23
2016+2.71
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
June2015-2.17
July2015+0.40
August2015-6.57
September2015-1.47
October2015+8.47
November2015+0.32
December2015-1.66
January2016-5.50
February2016+0.30
March2016+7.08
April2016+1.20
Quotes UsedValue
Link on Quote FileDJX_20160418.csv
Quote File Used/local/java/TrendTimer/quote_data/DJX_20160418.csv
# of Quotes4040
File first date (dd.MM.yyyy)03.01.2000
File first quote11'455.00
File last date (dd.MM.yyyy)15.04.2016
File last quote17'897.46
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 Signals37
Avg # op. by year2.45
# Days5445
# Days in years15.12
Biggest loose (Long only)-7.95
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 Version1.8.0_77
OS NameLinux
OS Version4.0.4-301.fc22.x86_64
User Namemarc
Calculation Time (Ms)252
Tech Id926427464-146960
XML output fileDJX_20160418.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/DJX_20160418.xml
# Warnings found9
Generated on (dd.MM.yyyy HH:mm:ss)18.04.2016 18:04:21
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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