MyTrendTimer Financial Market Trend Timing GC

Weekly Comment about this asset/index
Gold and silver bounced back on Tuesday as selling subsided but the precious metals were seen prone to sharp fluctuations ahead of the year-end holidays.

Financial Instrument	Value
Instrument Name	Gold Ounce
Symbol	GC
Currency	USD
Underlying instrument	iShares COMEX Gold Trust (IAU)

Trend/Signal	Value
Current Trend/Signal	Bullish (last signal was a Buy)
Strenght	2.3
Date (dd.MM.yyyy)	19.12.2006

Generated Operations Chart

Generated Operations
Nature	Date (dd.MM.yyyy)	# Days previous op.	Quote	Result previous op.
Buy	23.04.2001	000	263.40	+0.00
Sell	24.05.2004	1127	385.70	+46.43
Buy	07.07.2004	044	402.00	+4.23
Sell	03.06.2005	331	421.90	+4.95
Buy	06.06.2005	003	425.60	+0.88
Out	18.12.2006	560	614.80	+44.45

Return and result of the differents strategies

Time Weighted Return of	Value (over the Period)
Buy and Hold	+113.10
Model Buy and Hold	+133.41
Model Long Only	+122.00
Model Short Only	-5.14
Model Long and Short	+110.59

Time Weighted Return of	Value (Annualized)
Buy and Hold	+19.72
Model Buy and Hold	+23.26
Model Long Only	+21.27
Model Short Only	-0.90
Model Long and Short	+19.28

Model OverPerf vs Model Buy and Hold	Value (Annualized)
Model Long vs Model Buy and Hold	-1.99
Model Short vs Model Buy and Hold	-24.15
Model Long and Short vs Model Buy and Hold	-3.98

Model OverPerf vs Buy and Hold	Value (Annualized)
Model Long vs Buy and Hold	+1.55
Model Short vs Buy and Hold	-20.61
Model Long and Short vs Buy and Hold	-0.44

Various statistical indicators for this asset

Last 20 quotes Statistics	Value
Mean quote	632.00
Variance	82.11
Standard Deviation	9.06
Lowest quote	614.80
Highest quote	646.70
Median	630.75
Max Daily Loose percent	-1.74
Max Daily Gain percent	1.83
Simple Perf.	-1.30

Last 5 quotes Statistics	Value
Mean quote	623.32
Variance	45.07
Standard Deviation	6.71
Lowest quote	614.80
Highest quote	629.20
Median	622.00
Max Daily Loose percent	-1.60
Max Daily Gain percent	0.16
Simple Perf.	-2.13

Previous year Statistics	Value
Mean quote	443.98
Variance	733.79
Standard Deviation	27.09
Lowest quote	412.20
Highest quote	537.60
Median	474.90
Max Daily Loose percent	-3.00
Max Daily Gain percent	2.86
Simple Perf.	18.55
First quote	436.20
Last quote	517.10

Current year Statistics	Value
Mean quote	602.19
Variance	1'582.41
Standard Deviation	39.78
Lowest quote	514.60
Highest quote	713.10
Median	613.85
Max Daily Loose percent	-5.06
Max Daily Gain percent	4.68
Simple Perf.	18.89
First quote	517.10
Last quote	614.80

Seasonal Return by Month for this asset
Month	Cumulated TWR Return.	#Month	Average TWR Return
January	+5.30	7	+0.76
February	+3.31	7	+0.47
March	-0.36	7	-0.05
April	+4.93	7	+0.70
May	+13.52	7	+1.93
June	-6.33	7	-0.90
July	-1.91	7	-0.27
August	+15.97	7	+2.28
September	+20.15	7	+2.88
October	-8.66	7	-1.24
November	+26.56	7	+3.79
December	+11.50	7	+1.64

TWR Return by Year for this asset
Year	TWR Return.
2000	-5.56
2001	+2.29
2002	+24.58
2003	+19.56
2004	+5.08
2005	+18.55
2006	+18.89

Year 2000 to 2003 Monthly performance
Month	Year	Performance
January	2000	-1.99
February	2000	+3.80
March	2000	-5.79
April	2000	-0.54
May	2000	-0.93
June	2000	+5.95
July	2000	-4.21
August	2000	+0.00
September	2000	-0.90
October	2000	-3.34
November	2000	+2.13
December	2000	+0.72
January	2001	-2.55
February	2001	+0.56
March	2001	-3.48
April	2001	+2.37
May	2001	+0.74
June	2001	+1.83
July	2001	-1.44
August	2001	+2.85
September	2001	+6.45
October	2001	-4.28
November	2001	-1.93
December	2001	+1.68
January	2002	+1.22
February	2002	+5.10
March	2002	+1.96
April	2002	+2.02
May	2002	+5.80
June	2002	-3.92
July	2002	-3.29
August	2002	+3.10
September	2002	+3.68
October	2002	-1.97
November	2002	+0.41
December	2002	+8.84
January	2003	+5.85
February	2003	-4.82
March	2003	-4.00
April	2003	+0.86
May	2003	+7.59
June	2003	-5.10
July	2003	+2.37
August	2003	+5.99
September	2003	+2.56
October	2003	-0.23
November	2003	+3.70
December	2003	+4.27

Year 2004 to 200n Monthly performance
Month	Year	Performance
January	2004	-3.23
February	2004	-1.39
March	2004	+7.78
April	2004	-9.30
May	2004	+1.68
June	2004	-0.36
July	2004	-0.36
August	2004	+4.83
September	2004	+2.12
October	2004	+1.72
November	2004	+5.94
December	2004	-3.28
January	2005	-3.21
February	2005	+3.10
March	2005	-2.00
April	2005	+1.88
May	2005	-4.10
June	2005	+4.41
July	2005	-1.33
August	2005	+1.26
September	2005	+7.98
October	2005	-0.81
November	2005	+6.42
December	2005	+4.34
January	2006	+9.86
February	2006	-2.69
March	2006	+6.01
April	2006	+8.40
May	2006	+2.47
June	2006	-8.47
July	2006	+6.74
August	2006	-2.79
September	2006	-2.86
October	2006	+0.05
November	2006	+7.64
December	2006	-4.93

Quotes Used	Value
Quote File Used	/local/java/TrendTimer/data/GC_20061219.csv
# of Quotes	1798
File first date (dd.MM.yyyy)	03.01.2000
File first quote	288.50
File last date (dd.MM.yyyy)	18.12.2006
File last quote	614.80
First data considered (dd.MM.yyyy)	25.08.2000
First data considered	273.60
Min. Quote date (dd.MM.yyyy)	02.04.2001
Min. Quote value	255.30
Max Quote date (dd.MM.yyyy)	12.05.2006
Max Quote value	713.10
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 percent	5.03

Operations Statistics	Value
# Generated operations	6
Avg # op. by year	1.05
# Days	2065
# Days in years	5.74
Biggest loose (Long only)	+0.00
Min # days uninvested (before Buy operation)	3
Max # days uninvested (before Buy operation)	44
Min # days invested (before Sell operation)	331
Max # days invested (before Sell operation)	1127

Technical	Value
Program Name	MyTrendTimer v0.99.88
Java Version	1.6.0-rc
OS Name	Linux
OS Version	2.6.18-1.2849.fc6
User Name	marc
Calculation Time (Ms)	839
Tech Id	369706750-1511630
XML output file	GC_20061219.xml
Web Root	http://www.myTrendTimer.com/
Complete Xml URL	http://www.myTrendTimer.com/xml/GC_20061219.xml
# Warnings found	0
Generated on (dd.MM.yyyy HH:mm:ss)	19.12.2006 17:46:17

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.