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MyTrendTimer Financial Market Trend Timing report

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November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
USD to CHF
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NASDAQ Composite
Standard and Poors 500
 
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NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
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NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
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MyTrendTimer : Nasdaq Composite Index of May 31, 2006
Introduction
This is an automatically generated “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Weekly Comment about this asset/index
Market was closed on Monday for Memorial Day. Inflation fears are still present and the Nasdaq is down with its signal strenght still decreasing. We are back into negative territory for the year 2006. The technology heavy Nasdaq is facing what should be called "a correction" and the last sell signal can be considered as an "insurance" for further market decrease. The old market cliché of "Sell in May and go away" is out in full force again. Better be "cash" for the time beeing because volatility/risk are quite high.
Financial InstrumentValue
Instrument NameNasdaq Composite Index
SymbolIXIC
CurrencyUSD
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-0.9
Date (dd.MM.yyyy)31.05.2006
Last 5 quotes StatisticsValue
Mean quote2'179.02
Variance420.32
Standard Deviation20.50
Lowest quote2'158.76
Highest quote2'210.37
Median2'184.56
Max Daily Loose percent-2.06
Max Daily Gain percent1.34
Simple Perf.-0.37
Last 20 quotes StatisticsValue
Mean quote2'248.44
Variance4'484.09
Standard Deviation66.96
Lowest quote2'158.76
Highest quote2'344.99
Median2'251.88
Max Daily Loose percent-2.07
Max Daily Gain percent1.34
Simple Perf.-6.08
Quotes UsedValue
Quote File UsedNASDAQ_20060531.csv
# of Quotes1597
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)30.05.2006
File last quote2'164.74
First data considered (dd.MM.yyyy)16.05.2000
First data considered3'717.57
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value1'114.11
Max Quote date (dd.MM.yyyy)10.03.2000
Max Quote value5'048.62
Max daily drop date (dd.MM.yyyy)14.04.2000
Max Daily Drop percent-9.67
Max daily gain date (dd.MM.yyyy)03.01.2001
Max daily Gain percent14.17
Operations StatisticsValue
# Generated operations14
Avg # op. by year3.10
# Days1628
# Days in years4.52
Biggest loose (Long only)-9.87
Time Weighted Return ofValue (over the Period)
Buy and Hold-47.60
Model Buy and Hold+13.64
Model Long Only+21.25
Model Short Only+5.92
Model Long and Short+28.43
Time Weighted Return ofValue (Annualized)
Buy and Hold-10.53
Model Buy and Hold+3.02
Model Long Only+4.70
Model Short Only+1.31
Model Long and Short+6.29
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1.68
Model Short vs Model Buy and Hold-1.71
Model Long and Short vs Model Buy and Hold+3.27
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+15.22
Model Short vs Buy and Hold+11.84
Model Long and Short vs Buy and Hold+16.81
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy03.12.20010001'904.90+0.00
Sell13.02.20020721'859.16-2.40
Buy22.11.20022821'468.74-21.00
Sell03.02.20030731'323.79-9.87
Buy03.04.20030581'396.58+5.50
Sell06.05.20043991'937.74+38.75
Buy24.06.20040492'015.57+4.02
Sell09.07.20040151'946.33-3.44
Buy20.10.20041031'932.97-0.69
Sell21.03.20051522'007.51+3.86
Buy01.06.20050712'087.86+4.00
Sell14.10.20051352'064.83-1.10
Buy04.11.20050212'169.43+5.07
Sell22.05.20061982'172.86+0.16
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.60
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2096_FC5
Calculation Time (Ms)1849
Tech Id830679452-130930
XML output fileNASDAQ_20060531.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/NASDAQ_20060531.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)31.05.2006 18:28:19
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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