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MyTrendTimer Financial Market Trend Timing report

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NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
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MyTrendTimer : Gold Ounce of June 14, 2006
Introduction
This is an automatically generated “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Weekly Comment about this asset/index
We are down 21.2% from the highest level of year 2006 (713.10 on 12.5.2006) We are up 12.1% for year 2006 (517.10 on 30.12.2005) On Thursday the European Central Bank raised rates, offsetting news of the death of al Qaeda's leader in Iraq. Current inflation fears are good for the Gold and other precious metals/commodities. This asset should be considered as a temporary diversification and not as a long term investment vehicle. Nothing really new from last week.
Financial InstrumentValue
Instrument NameGold Ounce
SymbolGC
CurrencyUSD
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght9.7
Date (dd.MM.yyyy)14.06.2006
Last 5 quotes StatisticsValue
Mean quote614.92
Variance309.99
Standard Deviation17.61
Lowest quote588.40
Highest quote637.00
Median612.70
Max Daily Loose percent-2.57
Max Daily Gain percent0.00
Simple Perf.-7.63
Last 20 quotes StatisticsValue
Mean quote645.90
Variance749.08
Standard Deviation27.37
Lowest quote588.40
Highest quote691.20
Median639.80
Max Daily Loose percent-3.73
Max Daily Gain percent1.77
Simple Perf.-13.79
Previous year StatisticsValue
Mean quote443.98
Variance733.79
Standard Deviation27.09
Lowest quote412.20
Highest quote537.60
Median474.90
Max Daily Loose percent-3.00
Max Daily Gain percent2.86
Simple Perf.18.55
First quote436.20
Last quote517.10
Current year StatisticsValue
Mean quote590.81
Variance2'467.62
Standard Deviation49.68
Lowest quote514.60
Highest quote713.10
Median613.85
Max Daily Loose percent-5.06
Max Daily Gain percent3.05
Simple Perf.13.79
First quote517.10
Last quote588.40
Quotes UsedValue
Quote File UsedGC_20060614.csv
# of Quotes1664
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)13.06.2006
File last quote588.40
First data considered (dd.MM.yyyy)25.08.2000
First data considered273.60
Min. Quote date (dd.MM.yyyy)02.04.2001
Min. Quote value255.30
Max Quote date (dd.MM.yyyy)12.05.2006
Max Quote value713.10
Max daily drop date (dd.MM.yyyy)15.05.2006
Max Daily Drop percent-5.06
Max daily gain date (dd.MM.yyyy)18.05.2001
Max daily Gain percent5.03
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.15
# Days1877
# Days in years5.21
Biggest loose (Long only)+0.00
Time Weighted Return ofValue (over the Period)
Buy and Hold+103.95
Model Buy and Hold+123.39
Model Long Only+112.47
Model Short Only-5.14
Model Long and Short+101.54
Time Weighted Return ofValue (Annualized)
Buy and Hold+19.94
Model Buy and Hold+23.66
Model Long Only+21.57
Model Short Only-0.99
Model Long and Short+19.48
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2.09
Model Short vs Model Buy and Hold-24.65
Model Long and Short vs Model Buy and Hold-4.19
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.63
Model Short vs Buy and Hold-20.92
Model Long and Short vs Buy and Hold-0.46
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy23.04.2001000263.40+0.00
Sell24.05.20041127385.70+46.43
Buy07.07.2004044402.00+4.23
Sell03.06.2005331421.90+4.95
Buy06.06.2005003425.60+0.88
Out13.06.2006372588.40+38.25
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2363
Tech Id549136599-1511630
XML output fileGC_20060614.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20060614.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)14.06.2006 20:38:16
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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