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December 10th, Bullish Trend (Buy Signal)
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NASDAQ Composite
Standard and Poors 500
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Standard and Poors 100
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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MyTrendTimer : Nasdaq Composite Index of February 6, 2007
Weekly Comment about this asset/index
Rebound in oil prices? Mixed economic news? Disappointing earnings forecasts? The stock market doesn't seem to mind and the trend seems to be deeply bullish ! Last week was the Dow's best since November and the the SP 500's best since August. U.S. stocks inched lower on Monday as investors were hesitant to add positions after last week's broad gains and awaited a report on the U.S. service sector to yield clues about the outlook for the economy. On Tuesday, oil surged $1, toward $60, on expectations the coldest weather of the U.S. winter would cut heating oil stocks in the world's top energy consumer. Tech stocks fell on doubts that Microsoft Corp.'s new Vista operating system could reinvigorate the share price.
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)
Strength2.5
Date (dd.MM.yyyy)06.02.2007
Generated Signals Chart
A chart of Nasdaq Composite Index IXIC dated February 6, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
info : Current05.02.20071432'470.60+10.51
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-40.20
Model Buy and Hold+29.70
Model Long Only+33.99
Model Short Only+3.21
Model Long and Short+38.29
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.67
Model Buy and Hold+5.67
Model Long Only+6.48
Model Short Only+0.61
Model Long and Short+7.30
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+0.82
Model Short vs Model Buy and Hold-5.05
Model Long and Short vs Model Buy and Hold+1.64
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+14.15
Model Short vs Buy and Hold+8.28
Model Long and Short vs Buy and Hold+14.97
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'457.24
Variance487.40
Standard Deviation22.08
Lowest quote2'431.07
Highest quote2'502.82
Median2'466.95
Max Daily Loose percent-1.46
Max Daily Gain percent1.43
Simple Perf.1.49
Last 5 quotes StatisticsValue
Mean quote2'461.42
Variance184.95
Standard Deviation13.60
Lowest quote2'441.09
Highest quote2'475.88
Median2'458.48
Max Daily Loose percent-0.21
Max Daily Gain percent0.62
Simple Perf.1.21
Previous year StatisticsValue
Mean quote2'262.58
Variance12'391.43
Standard Deviation111.32
Lowest quote2'020.39
Highest quote2'465.98
Median2'243.19
Max Daily Loose percent-2.35
Max Daily Gain percent2.96
Simple Perf.9.52
First quote2'205.32
Last quote2'415.29
Current year StatisticsValue
Mean quote2'453.91
Variance539.91
Standard Deviation23.24
Lowest quote2'415.29
Highest quote2'502.82
Median2'459.06
Max Daily Loose percent-1.46
Max Daily Gain percent1.43
Simple Perf.2.29
First quote2'415.29
Last quote2'470.60
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+9.498+1.19
February-18.698-2.34
March-12.637-1.80
April-10.917-1.56
May-4.277-0.61
June+12.357+1.76
July-18.477-2.64
August+2.897+0.41
September-31.957-4.56
October+36.477+5.21
November+14.137+2.02
December-9.757-1.39
TWR Return by Year for this asset
YearTWR Return.
2000-40.20
2001-21.05
2002-31.53
2003+50.01
2004+8.59
2005+1.37
2006+9.52
2007+2.29
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-4.62
February2000+19.19
March2000-2.64
April2000-15.57
May2000-11.91
June2000+16.62
July2000-5.02
August2000+11.66
September2000-12.68
October2000-8.25
November2000-22.90
December2000-4.90
January2001+12.23
February2001-22.39
March2001-14.48
April2001+15.00
May2001-0.27
June2001+2.37
July2001-6.17
August2001-10.94
September2001-16.98
October2001+12.77
November2001+14.22
December2001+1.03
January2002-0.84
February2002-10.47
March2002+6.58
April2002-8.51
May2002-4.29
June2002-9.44
July2002-9.22
August2002-1.01
September2002-10.86
October2002+13.45
November2002+11.21
December2002-9.69
January2003-1.09
February2003+1.26
March2003+0.27
April2003+9.18
May2003+8.99
June2003+1.68
July2003+6.92
August2003+4.35
September2003-1.30
October2003+8.13
November2003+1.45
December2003+2.20
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+3.13
February2004-1.76
March2004-1.75
April2004-3.71
May2004+3.47
June2004+3.07
July2004-7.83
August2004-2.61
September2004+3.20
October2004+4.12
November2004+6.17
December2004+3.75
January2005-5.20
February2005-0.52
March2005-2.56
April2005-3.88
May2005+7.63
June2005-0.54
July2005+6.22
August2005-1.50
September2005-0.02
October2005-1.46
November2005+5.31
December2005-1.23
January2006+4.56
February2006-1.06
March2006+2.56
April2006-0.74
May2006-6.19
June2006-0.31
July2006-3.71
August2006+4.41
September2006+3.42
October2006+4.79
November2006+2.75
December2006-0.68
January2007+2.01
February2007+0.27
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/NASDAQ_20070206.csv
# of Quotes1768
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)05.02.2007
File last quote2'470.60
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
Signals StatisticsValue
# Generated Signals16
Avg # op. by year3.05
# Days1887
# Days in years5.24
Biggest loose (Long only)-9.87
Min # days uninvested (before Buy Signal)21
Max # days uninvested (before Buy Signal)282
Min # days invested (before Sell Signal)15
Max # days invested (before Sell Signal)399
TechnicalValue
Program NameMyTrendTimer v0.99.90.1
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)762
Tech Id922766868-130930
XML output fileNASDAQ_20070206.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/NASDAQ_20070206.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)06.02.2007 17:42:52
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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