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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
USD to CHF
November 12th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
 
Older reports
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 29th, 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 : Gold Ounce of July 12, 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
A sustained commodities bull run that has another 15 years to run, billionaire U.S. investor Jim Rogers told Reuters in an interview. This asset should be considered as a temporary diversification and not as a long term investment vehicle. Prices are getting higher again on geopolitical concerns.
Financial InstrumentValue
Instrument NameGold Ounce
SymbolGC
CurrencyUSD
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght5.7
Date (dd.MM.yyyy)12.07.2006
Generated Operations Chart
A chart image to backtest the model buy and sell signals
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
Out11.07.2006400621.60+46.05
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+115.46
Model Buy and Hold+135.99
Model Long Only+124.45
Model Short Only-5.14
Model Long and Short+112.92
Time Weighted Return ofValue (Annualized)
Buy and Hold+21.82
Model Buy and Hold+25.70
Model Long Only+23.52
Model Short Only-0.97
Model Long and Short+21.34
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2.18
Model Short vs Model Buy and Hold-26.67
Model Long and Short vs Model Buy and Hold-4.36
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.70
Model Short vs Buy and Hold-22.79
Model Long and Short vs Buy and Hold-0.48
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote593.38
Variance596.42
Standard Deviation24.42
Lowest quote557.90
Highest quote627.40
Median592.65
Max Daily Loose percent-4.89
Max Daily Gain percent4.68
Simple Perf.5.64
Last 5 quotes StatisticsValue
Mean quote624.49
Variance6.53
Standard Deviation2.56
Lowest quote621.60
Highest quote627.40
Median624.50
Max Daily Loose percent-0.52
Max Daily Gain percent0.90
Simple Perf.-0.03
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 quote591.23
Variance2'193.24
Standard Deviation46.83
Lowest quote514.60
Highest quote713.10
Median613.85
Max Daily Loose percent-5.06
Max Daily Gain percent4.68
Simple Perf.20.21
First quote517.10
Last quote621.60
Quotes UsedValue
Quote File UsedGC_20060712.csv
# of Quotes1684
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)11.07.2006
File last quote621.60
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 year1.13
# Days1905
# Days in years5.29
Biggest loose (Long only)+0.00
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2078
Tech Id249668184-1511630
XML output fileGC_20060712.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20060712.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)12.07.2006 17:35:07
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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