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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
April 16th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
April 16th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
USD to CHF
 
Older reports
 
April 4th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 26th, 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 : Nasdaq Composite Index of October 4, 2006
Weekly Comment about this asset/index
The Nasdaq composite is up modestly year-to-date, but remains well below its record high. Monday, growth in manufacturing slowed more than expected in September, according to a closely watched survey of executives in the sector. The Institute of Supply Management's manufacturing index came in with a reading of 52.9 for September, down from the 54.5 reading in August. Economists surveyed by Briefing.com had forecast the index would slip to 53.5. South Korea voiced grave concern on Wednesday over North Korea's plans to test a nuclear device and China urged restraint after the United States said the move would be "an unacceptable threat" to world peace. US Blue-chip indicator manages highest close ever, taking out a 6-1/2-year-old record; falling oil is the catalyst.
Financial InstrumentValue
Instrument NameNasdaq Composite Index
SymbolIXIC
CurrencyUSD
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght1.3
Date (dd.MM.yyyy)04.10.2006
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.
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
Buy15.09.20061162'235.59+2.89
Out03.10.20060182'243.65+0.36
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-45.69
Model Buy and Hold+17.78
Model Long Only+21.68
Model Short Only+3.21
Model Long and Short+25.58
Time Weighted Return ofValue (Annualized)
Buy and Hold-9.33
Model Buy and Hold+3.63
Model Long Only+4.43
Model Short Only+0.65
Model Long and Short+5.23
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+0.80
Model Short vs Model Buy and Hold-2.98
Model Long and Short vs Model Buy and Hold+1.59
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+13.77
Model Short vs Buy and Hold+9.99
Model Long and Short vs Buy and Hold+14.56
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'225.09
Variance1'151.24
Standard Deviation33.93
Lowest quote2'155.29
Highest quote2'270.02
Median2'212.66
Max Daily Loose percent-1.72
Max Daily Gain percent1.96
Simple Perf.1.72
Last 5 quotes StatisticsValue
Mean quote2'255.74
Variance155.25
Standard Deviation12.46
Lowest quote2'237.60
Highest quote2'270.02
Median2'253.81
Max Daily Loose percent-0.92
Max Daily Gain percent0.29
Simple Perf.-0.78
Previous year StatisticsValue
Mean quote2'099.62
Variance7'417.31
Standard Deviation86.12
Lowest quote1'904.18
Highest quote2'273.37
Median2'088.78
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 quote2'221.56
Variance8'452.78
Standard Deviation91.94
Lowest quote2'020.39
Highest quote2'370.88
Median2'195.64
Max Daily Loose percent-2.35
Max Daily Gain percent2.96
Simple Perf.1.74
First quote2'205.32
Last quote2'243.65
Quotes UsedValue
Quote File UsedNASDAQ_20061004.csv
# of Quotes1685
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)03.10.2006
File last quote2'243.65
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 operations16
Avg # op. by year3.27
# Days1762
# Days in years4.89
Biggest loose (Long only)-9.87
TechnicalValue
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2333
Tech Id962608972-130930
XML output fileNASDAQ_20061004.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/NASDAQ_20061004.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)04.10.2006 17:47:54
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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