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Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
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MyTrendTimer : Gold Ounce of June 27, 2007
Weekly Comment about this asset/index
Coverage for this asset is going to be discontinued in the near future.
Financial InstrumentValue
Asset NameGold Ounce
SymbolGC
CurrencyUSD/XAU
Underlying instrumentiShares COMEX Gold Trust (IAU)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength1.7
Date (dd.MM.yyyy)27.06.2007
Generated Signals Chart
A  chart of Gold Ounce GC dated June 27, 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 : Current25.06.2007749654.15+53.70
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+126.74
Model Buy and Hold+148.35
Model Long Only+136.21
Model Short Only-5.14
Model Long and Short+124.07
Time Weighted Return ofValue (Annualized)
Buy and Hold+20.24
Model Buy and Hold+23.69
Model Long Only+21.75
Model Short Only-0.82
Model Long and Short+19.82
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.94
Model Short vs Model Buy and Hold-24.51
Model Long and Short vs Model Buy and Hold-3.88
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.51
Model Short vs Buy and Hold-21.06
Model Long and Short vs Buy and Hold-0.43
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote656.59
Standard Deviation8.06
Lowest quote645.75
Highest quote671.45
Median658.60
Max Daily Loose percent-1.70
Max Daily Gain percent1.59
Simple Perf.-0.21
Last 5 quotes StatisticsValue
Mean quote653.92
Standard Deviation2.05
Lowest quote651.05
Highest quote656.35
Median653.70
Max Daily Loose percent-0.52
Max Daily Gain percent0.34
Simple Perf.-0.34
Previous year StatisticsValue
Mean quote602.79
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 quote658.80
Standard Deviation18.82
Lowest quote605.50
Highest quote691.65
Median648.58
Max Daily Loose percent-3.31
Max Daily Gain percent3.08
Simple Perf.3.08
First quote634.60
Last quote654.15
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+8.388+1.05
February+5.888+0.74
March-1.238-0.15
April+7.258+0.91
May+10.638+1.33
June-7.298-0.91
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+3.08
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
March2007-0.87
April2007+2.21
May2007-2.55
June2007-1.03
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/GC_20070627.csv
# of Quotes1929
File first date (dd.MM.yyyy)03.01.2000
File first quote288.50
File last date (dd.MM.yyyy)25.06.2007
File last quote654.15
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 year0.80
# Days2254
# Days in years6.26
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 v0.99.94
Java Version1.6.0
OS NameLinux
OS Version2.6.20-1.2952.fc6
User Namemarc
Calculation Time (Ms)2148
Tech Id975390454-1511630
XML output fileGC_20070627.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/GC_20070627.xml
# Warnings found26
Generated on (dd.MM.yyyy HH:mm:ss)27.06.2007 18:27:38
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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