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MyTrendTimer Financial Market Trend Timing report

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July 9th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
July 9th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
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July 2nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
June 22nd, 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 November 15, 2006
Weekly Comment about this asset/index
Oil inched higher toward $59 a barrel on Tuesday after a two-day slide triggered in part by weaker-than-expected heating oil demand in the world's biggest consumer the United States. U.S. heating oil stocks are nearly 7 percent above last year's level and analysts polled by Reuters see distillate stocks - including heating oil - only having fallen 390,000 barrels last week, in inventory data due on Wednesday. Crude stocks in the U.S. are seen rising another 750,000 barrels in the week to November 10, despite an agreement by OPEC to cut output by 1.2 million bpd from November in an effort by the producers group to stem a 25 percent price slide since mid-July. Treasury prices eased, raising the corresponding yields. The dollar gained versus other major currencies. Oil reversed the previous day's light losses on Wednesday as traders marked time ahead of U.S. stockpile data expected to show oil inventories remaining well above seasonal norms amid a mild start to the northern winter. On Wednesday, investors will look to the NY Empire State Index, a regional manufacturing report, due for release before the start of trading, and the minutes from the October Federal Reserve policy meeting, due in the afternoon. The weekly oil inventories report will also be released Wednesday.
Financial InstrumentValue
Instrument NameGold Ounce
SymbolGC
CurrencyUSD
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght1.1
Date (dd.MM.yyyy)15.11.2006
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
Out14.11.2006526621.30+45.98
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+115.36
Model Buy and Hold+135.88
Model Long Only+124.35
Model Short Only-5.14
Model Long and Short+112.81
Time Weighted Return ofValue (Annualized)
Buy and Hold+20.45
Model Buy and Hold+24.08
Model Long Only+22.04
Model Short Only-0.91
Model Long and Short+20.00
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2.04
Model Short vs Model Buy and Hold-25.00
Model Long and Short vs Model Buy and Hold-4.09
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.59
Model Short vs Buy and Hold-21.36
Model Long and Short vs Buy and Hold-0.45
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote606.25
Variance294.01
Standard Deviation17.15
Lowest quote580.70
Highest quote635.70
Median608.20
Max Daily Loose percent-2.90
Max Daily Gain percent3.16
Simple Perf.4.12
Last 5 quotes StatisticsValue
Mean quote625.05
Variance44.91
Standard Deviation6.70
Lowest quote616.20
Highest quote635.70
Median625.95
Max Daily Loose percent-1.38
Max Daily Gain percent3.16
Simple Perf.-0.56
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 quote599.18
Variance1'646.95
Standard Deviation40.58
Lowest quote514.60
Highest quote713.10
Median613.85
Max Daily Loose percent-5.06
Max Daily Gain percent4.68
Simple Perf.20.15
First quote517.10
Last quote621.30
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+21.597+3.08
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+20.15
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+3.41
Quotes UsedValue
Quote File UsedGC_20061115.csv
# of Quotes1774
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)14.11.2006
File last quote621.30
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 year1.06
# Days2031
# Days in years5.64
Biggest loose (Long only)+0.00
TechnicalValue
Program NameMyTrendTimer v0.99.86.1
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2849.fc6
Calculation Time (Ms)2361
Tech Id646241282-1511630
XML output fileGC_20061115.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20061115.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)15.11.2006 18:35:10
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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