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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
August 14th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
Swiss Market Index SMI
August 14th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
August 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
July 23rd, 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 March 14, 2007
Weekly Comment about this asset/index
Stocks slumped Tuesday, as worries about subprime lending, the economy and the weak dollar sparked the second-worst selloff of the year on the US markets. Gold performed quite well in this difficult environnement. Signal strength is still 3.4 (remember that zero is the trend reversal)
Financial InstrumentValue
Instrument NameGold Ounce
SymbolGC
CurrencyUSD
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength3.4
Date (dd.MM.yyyy)14.03.2007
Generated Signals Chart
A chart of Gold Ounce GC dated March 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 : Current13.03.2007645643.90+51.29
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+123.19
Model Buy and Hold+144.46
Model Long Only+132.51
Model Short Only-5.14
Model Long and Short+120.55
Time Weighted Return ofValue (Annualized)
Buy and Hold+20.63
Model Buy and Hold+24.19
Model Long Only+22.19
Model Short Only-0.86
Model Long and Short+20.19
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2.00
Model Short vs Model Buy and Hold-25.05
Model Long and Short vs Model Buy and Hold-4.00
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.56
Model Short vs Buy and Hold-21.49
Model Long and Short vs Buy and Hold-0.44
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote661.90
Variance193.61
Standard Deviation13.91
Lowest quote636.40
Highest quote686.25
Median661.33
Max Daily Loose percent-3.31
Max Daily Gain percent3.08
Simple Perf.-3.08
Last 5 quotes StatisticsValue
Mean quote649.52
Variance13.10
Standard Deviation3.62
Lowest quote643.90
Highest quote653.90
Median648.90
Max Daily Loose percent-0.98
Max Daily Gain percent0.42
Simple Perf.-0.48
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 quote647.19
Variance407.26
Standard Deviation20.18
Lowest quote605.50
Highest quote686.25
Median645.88
Max Daily Loose percent-3.31
Max Daily Gain percent3.08
Simple Perf.1.47
First quote634.60
Last quote643.90
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+8.388+1.05
February+5.888+0.74
March-4.168-0.52
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+1.47
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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+2.49
March2007-3.82
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/GC_20070314.csv
# of Quotes1855
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)13.03.2007
File last quote643.90
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 year0.84
# Days2150
# Days in years5.97
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 v0.99.90.53
Java Version1.6.0
OS NameLinux
OS Version2.6.18-1.2869.fc6
User Namemarc
Calculation Time (Ms)965
Tech Id668642455-1511630
XML output fileGC_20070314.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20070314.xml
# Warnings found2
Generated on (dd.MM.yyyy HH:mm:ss)14.03.2007 18:44:58
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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