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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
April 23rd, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
USD to CHF
April 23rd, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
Older reports
 
April 16th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
April 4th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : Gold Ounce of November 7, 2006
Weekly Comment about this asset/index
Gold Once is now again above the $ 620.- level. The signal strenght is positive and now increasing. +0.6 for now. +0.2 last week. Remember that 0 is the limit between bullish and bearish.
Financial InstrumentValue
Instrument NameGold Ounce
SymbolGC
CurrencyUSD
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght0.6
Date (dd.MM.yyyy)07.11.2006
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
Out06.11.2006518623.70+46.55
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+116.19
Model Buy and Hold+136.79
Model Long Only+125.21
Model Short Only-5.14
Model Long and Short+113.64
Time Weighted Return ofValue (Annualized)
Buy and Hold+20.68
Model Buy and Hold+24.34
Model Long Only+22.28
Model Short Only-0.91
Model Long and Short+20.22
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2.06
Model Short vs Model Buy and Hold-25.26
Model Long and Short vs Model Buy and Hold-4.12
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.61
Model Short vs Buy and Hold-21.59
Model Long and Short vs Buy and Hold-0.45
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote593.00
Variance241.15
Standard Deviation15.53
Lowest quote570.80
Highest quote623.70
Median597.25
Max Daily Loose percent-2.90
Max Daily Gain percent3.11
Simple Perf.8.07
Last 5 quotes StatisticsValue
Mean quote612.37
Variance93.50
Standard Deviation9.67
Lowest quote600.80
Highest quote623.70
Median612.25
Max Daily Loose percent-0.58
Max Daily Gain percent1.35
Simple Perf.3.21
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 quote598.48
Variance1'672.10
Standard Deviation40.89
Lowest quote514.60
Highest quote713.10
Median613.85
Max Daily Loose percent-5.06
Max Daily Gain percent4.68
Simple Perf.20.61
First quote517.10
Last quote623.70
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+5.307+0.76
February+3.317+0.47
March-0.367-0.05
April+4.937+0.70
May+13.527+1.93
June-6.337-0.90
July-1.917-0.27
August+15.977+2.28
September+20.157+2.88
October-8.667-1.24
November+22.067+3.15
December+17.296+2.88
TWR Return by Year for this asset
YearTWR Return.
2000-5.56
2001+2.29
2002+24.58
2003+19.56
2004+5.08
2005+18.55
2006+20.61
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-1.99
February2000+3.80
March2000-5.79
April2000-0.54
May2000-0.93
June2000+5.95
July2000-4.21
August2000+0.00
September2000-0.90
October2000-3.34
November2000+2.13
December2000+0.72
January2001-2.55
February2001+0.56
March2001-3.48
April2001+2.37
May2001+0.74
June2001+1.83
July2001-1.44
August2001+2.85
September2001+6.45
October2001-4.28
November2001-1.93
December2001+1.68
January2002+1.22
February2002+5.10
March2002+1.96
April2002+2.02
May2002+5.80
June2002-3.92
July2002-3.29
August2002+3.10
September2002+3.68
October2002-1.97
November2002+0.41
December2002+8.84
January2003+5.85
February2003-4.82
March2003-4.00
April2003+0.86
May2003+7.59
June2003-5.10
July2003+2.37
August2003+5.99
September2003+2.56
October2003-0.23
November2003+3.70
December2003+4.27
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004-3.23
February2004-1.39
March2004+7.78
April2004-9.30
May2004+1.68
June2004-0.36
July2004-0.36
August2004+4.83
September2004+2.12
October2004+1.72
November2004+5.94
December2004-3.28
January2005-3.21
February2005+3.10
March2005-2.00
April2005+1.88
May2005-4.10
June2005+4.41
July2005-1.33
August2005+1.26
September2005+7.98
October2005-0.81
November2005+6.42
December2005+4.34
January2006+9.86
February2006-2.69
March2006+6.01
April2006+8.40
May2006+2.47
June2006-8.47
July2006+6.74
August2006-2.79
September2006-2.86
October2006+0.05
November2006+3.81
Quotes UsedValue
Quote File UsedGC_20061107.csv
# of Quotes1768
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)06.11.2006
File last quote623.70
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 year1.07
# Days2023
# Days in years5.62
Biggest loose (Long only)+0.00
TechnicalValue
Program NameMyTrendTimer v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)2038
Tech Id732614080-1511630
XML output fileGC_20061107.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20061107.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)07.11.2006 18:12:14
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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