The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
October 15th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
USD to CHF
October 15th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
October 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 1st, 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 February 14, 2007
Weekly Comment about this asset/index
Gold firmed on Wednesday but hovered below a seven-month high hit the previous day above $668 an ounce, as dealers turned to currencies for direction ahead of Fed Chairperson Ben Bernanke's congressional testimony. Gold rallied to $668.40 on a weakening dollar on Tuesday, its highest level since July 17 2006, when the metal hit an intraday high of $676 an ounce.
Financial InstrumentValue
Instrument NameGold Ounce
SymbolGC
CurrencyUSD
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength2.9
Date (dd.MM.yyyy)14.02.2007
Generated Signals Chart
A chart of Gold Ounce GC dated February 14, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
Info : Current13.02.2007617664.35+56.10
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+130.28
Model Buy and Hold+152.22
Model Long Only+139.89
Model Short Only-5.14
Model Long and Short+127.56
Time Weighted Return ofValue (Annualized)
Buy and Hold+22.10
Model Buy and Hold+25.82
Model Long Only+23.73
Model Short Only-0.87
Model Long and Short+21.64
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2.09
Model Short vs Model Buy and Hold-26.70
Model Long and Short vs Model Buy and Hold-4.18
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.63
Model Short vs Buy and Hold-22.97
Model Long and Short vs Buy and Hold-0.46
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote647.32
Variance134.35
Standard Deviation11.59
Lowest quote624.20
Highest quote666.45
Median645.33
Max Daily Loose percent-1.44
Max Daily Gain percent2.07
Simple Perf.6.43
Last 5 quotes StatisticsValue
Mean quote659.47
Variance34.13
Standard Deviation5.84
Lowest quote651.85
Highest quote666.45
Median659.15
Max Daily Loose percent-0.81
Max Daily Gain percent1.21
Simple Perf.1.68
Previous year StatisticsValue
Mean quote602.79
Variance1'553.54
Standard Deviation39.41
Lowest quote514.60
Highest quote713.10
Median613.85
Max Daily Loose percent-5.06
Max Daily Gain percent4.68
Simple Perf.22.72
First quote517.10
Last quote634.60
Current year StatisticsValue
Mean quote637.78
Variance316.50
Standard Deviation17.79
Lowest quote605.50
Highest quote666.45
Median635.97
Max Daily Loose percent-2.46
Max Daily Gain percent2.24
Simple Perf.4.69
First quote634.60
Last quote664.35
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+8.388+1.05
February+5.088+0.63
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+26.567+3.79
December+15.097+2.16
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+22.72
2007+4.69
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+7.64
December2006-1.87
January2007+2.93
February2007+1.71
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/GC_20070214.csv
# of Quotes1835
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)13.02.2007
File last quote664.35
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
Signals StatisticsValue
# Generated Signals5
Avg # op. by year0.85
# Days2122
# Days in years5.89
Biggest loose (Long only)+0.00
Min # days uninvested (before Buy Signal)3
Max # days uninvested (before Buy Signal)44
Min # days invested (before Sell Signal)331
Max # days invested (before Sell Signal)1127
TechnicalValue
Program NameMyTrendTimer v0.99.90.50
Java Version1.6.0
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)1026
Tech Id303166625-1511630
XML output fileGC_20070214.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20070214.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)14.02.2007 18:25:06
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.
Valid HTML 4.01