MyTrendTimer Financial Market Trend Timing GC

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 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)
Strength	3.4
Date (dd.MM.yyyy)	14.03.2007

Generated Signals Chart

Generated Signals
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
Info : Current	13.03.2007	645	643.90	+51.29

Return and result of the differents strategies

Time Weighted Return of	Value (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 of	Value (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 Hold	Value (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 Hold	Value (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 Statistics	Value
Mean quote	661.90
Variance	193.61
Standard Deviation	13.91
Lowest quote	636.40
Highest quote	686.25
Median	661.33
Max Daily Loose percent	-3.31
Max Daily Gain percent	3.08
Simple Perf.	-3.08

Last 5 quotes Statistics	Value
Mean quote	649.52
Variance	13.10
Standard Deviation	3.62
Lowest quote	643.90
Highest quote	653.90
Median	648.90
Max Daily Loose percent	-0.98
Max Daily Gain percent	0.42
Simple Perf.	-0.48

Previous year Statistics	Value
Mean quote	602.79
Variance	1'553.54
Standard Deviation	39.41
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.	22.72
First quote	517.10
Last quote	634.60

Current year Statistics	Value
Mean quote	647.19
Variance	407.26
Standard Deviation	20.18
Lowest quote	605.50
Highest quote	686.25
Median	645.88
Max Daily Loose percent	-3.31
Max Daily Gain percent	3.08
Simple Perf.	1.47
First quote	634.60
Last quote	643.90

Seasonal Return by Month for this asset
Month	Cumulated TWR Return.	#Month	Average TWR Return
January	+8.38	8	+1.05
February	+5.88	8	+0.74
March	-4.16	8	-0.52
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	+15.09	7	+2.16

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	+22.72
2007	+1.47

Year 2004 to 2005 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

Year 2006 to 200n Monthly performance
Month	Year	Performance
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	-1.87
January	2007	+2.93
February	2007	+2.49
March	2007	-3.82

Quotes Used	Value
Quote File Used	/local/java/TrendTimer/data/GC_20070314.csv
# of Quotes	1855
File first date (dd.MM.yyyy)	03.01.2000
File first quote	288.50
File last date (dd.MM.yyyy)	13.03.2007
File last quote	643.90
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

Signals Statistics	Value
# Generated Signals	5
Avg # op. by year	0.84
# Days	2150
# Days in years	5.97
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

Technical	Value
Program Name	MyTrendTimer v0.99.90.53
Java Version	1.6.0
OS Name	Linux
OS Version	2.6.18-1.2869.fc6
User Name	marc
Calculation Time (Ms)	965
Tech Id	668642455-1511630
XML output file	GC_20070314.xml
Web Root	http://www.myTrendTimer.com/
Complete Xml URL	http://www.myTrendTimer.com/xml/GC_20070314.xml
# Warnings found	2
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.