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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)
Swiss Market Index SMI
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
August 14th, Bearish Trend (Sell Signal)
Older reports
June 6th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
July 29th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
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
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2019 Archive Page
MyTrendTimer : Nasdaq Composite Index of August 23, 2006
Weekly Comment about this asset/index
End of last week, U.S. stocks closed higher for the fifth day in a row on Friday. The Nasdaq rose 5.2 percent to record its best week in three years and its longest winning streak since January. Crude oil rose to almost $72 a barrel after major exporter Iran said it would not suspend its nuclear program as its self-imposed deadline to respond formally to Western proposals drew near. No major economic news was scheduled, but investors will be looking ahead to U.S. home sales and durable goods figures later in the week. Federal Reserve Chairman Ben Bernanke will be in the spotlight when he addresses a symposium in Jackson Hole, Wyoming on Thursday, while other Fed governors speak throughout the week. U.S. stocks fell on Monday, for the first time in six sessions, as a sharp rebound in oil prices and a disappointing outlook from Lowe's Cos. Inc., the No. 2 U.S. home improvement chain, raised fears about slower consumer spending. Iran, set to reply on Tuesday to an offer by world powers aimed at defusing a nuclear standoff, has insisted it would not stop enriching uranium as they demand by an August 31 deadline to avoid possible sanctions. U.S. technology stocks eked out small gains on Tuesday in light trading after broker upgrades helped the sector while a Fed official's comments about possible rate increases pushed the Dow lower. Afternoon comments from Fed official revive concerns about higher pressure on inflation, impact on interest rate hikes. On Wednesday, schizophrenic Iranians offer more talks to resolve the nuclear dispute...
Financial InstrumentValue
Instrument NameNasdaq Composite Index
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
Current Trend/Signal Bearish (last signal was a Sell)
Date (dd.MM.yyyy)23.08.2006
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-47.96
Model Buy and Hold+12.87
Model Long Only+21.25
Model Short Only+5.92
Model Long and Short+28.43
Time Weighted Return ofValue (Annualized)
Buy and Hold-10.60
Model Buy and Hold+2.85
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+1.85
Model Short vs Model Buy and Hold-1.54
Model Long and Short vs Model Buy and Hold+3.44
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+15.30
Model Short vs Buy and Hold+11.91
Model Long and Short vs Buy and Hold+16.89
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'094.22
Standard Deviation37.07
Lowest quote2'054.47
Highest quote2'163.95
Max Daily Loose percent-1.41
Max Daily Gain percent2.22
Simple Perf.3.67
Last 5 quotes StatisticsValue
Mean quote2'147.31
Standard Deviation16.96
Lowest quote2'115.01
Highest quote2'163.95
Max Daily Loose percent-0.75
Max Daily Gain percent1.63
Simple Perf.1.66
Previous year StatisticsValue
Mean quote2'099.62
Standard Deviation86.12
Lowest quote1'904.18
Highest quote2'273.37
Max Daily Loose percent-2.06
Max Daily Gain percent2.54
Simple Perf.1.37
First quote2'175.44
Last quote2'205.32
Current year StatisticsValue
Mean quote2'223.97
Standard Deviation98.15
Lowest quote2'020.39
Highest quote2'370.88
Max Daily Loose percent-2.35
Max Daily Gain percent2.96
Simple Perf.-2.51
First quote2'205.32
Last quote2'150.02
Quotes UsedValue
Quote File UsedNASDAQ_20060823.csv
# of Quotes1656
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)22.08.2006
File last quote2'150.02
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
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1905
Tech Id457500760-130930
XML output fileNASDAQ_20060823.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)23.08.2006 18:01:10
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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