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MyTrendTimer Financial Market Trend Timing report

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December 10th, Bullish Trend (Buy Signal)
USD to CHF
December 10th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
Dow Jones Industrial
Swiss Market Index SMI
 
Older reports
 
December 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 27th, 2018
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 analysis of November 2, 2007
Weekly Comment about this asset/index
Fears of more writedowns have stoked credit worries and raised investor anxiety. The Dow Jones industrial average plummeted 362 points on Thursday - its fourth-biggest point decline of the year - and kept falling on Friday. Stocks in the financial services sector led declines. Merrill stock sank 8 percent in morning trading on Friday. Citi shares fell about 2 percent and are at their lowest level in more than four years.
Financial InstrumentValue
Asset NameNasdaq Composite Index
SymbolIXIC
CurrencyUSD
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength3.2
DateNovember 2, 2007
Generated Signals Chart
A chart of Nasdaq Composite Index IXIC dated November 2, 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
Sell28.08.20073472'500.64+11.86
Buy31.08.20070032'596.36+3.83
Info : Current01.11.20070622'794.83+7.64
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-32.35
Model Buy and Hold+46.72
Model Long Only+45.99
Model Short Only-0.50
Model Long and Short+45.26
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.40
Model Buy and Hold+7.80
Model Long Only+7.68
Model Short Only-0.08
Model Long and Short+7.56
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.12
Model Short vs Model Buy and Hold-7.88
Model Long and Short vs Model Buy and Hold-0.24
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+13.08
Model Short vs Buy and Hold+5.32
Model Long and Short vs Buy and Hold+12.96
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'786.99
Standard Deviation30.83
Lowest quote2'725.16
Highest quote2'859.12
Median2'792.14
Max Daily Loose percent-2.65
Max Daily Gain percent1.94
Simple Perf.2.24
Last 5 quotes StatisticsValue
Mean quote2'807.19
Standard Deviation35.29
Lowest quote2'750.86
Highest quote2'859.12
Median2'804.99
Max Daily Loose percent-2.25
Max Daily Gain percent1.94
Simple Perf.1.60
Previous year StatisticsValue
Mean quote2'262.58
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 quote2'562.97
Standard Deviation114.23
Lowest quote2'340.68
Highest quote2'859.12
Median2'599.90
Max Daily Loose percent-3.86
Max Daily Gain percent2.71
Simple Perf.15.71
First quote2'415.29
Last quote2'794.83
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+9.498+1.19
February-20.488-2.56
March-12.448-1.55
April-7.108-0.89
May-1.268-0.16
June+12.298+1.54
July-20.268-2.53
August+4.928+0.61
September-29.198-3.65
October+41.188+5.15
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+15.71
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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
February2007-1.94
March2007+0.23
April2007+4.27
May2007+3.15
June2007-0.05
July2007-2.19
August2007+1.97
September2007+4.05
October2007+3.45
Quotes UsedValue
Link on Quote FileNASDAQ_20071102.csv
Quote File Used/local/java/TrendTimer/quote_data/NASDAQ_20071102.csv
# of Quotes1955
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)01.11.2007
File last quote2'794.83
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 Signals17
Avg # op. by year2.84
# Days2156
# Days in years5.99
Biggest loose (Long only)-9.87
Min # days uninvested (before Buy Signal)3
Max # days uninvested (before Buy Signal)282
Min # days invested (before Sell Signal)15
Max # days invested (before Sell Signal)399
TechnicalValue
Program NameMyTrendTimer v0.99.97.19REF
Java Version1.6.0_02
OS NameLinux
OS Version2.6.22.9-91.fc7
User Namemarc
Calculation Time (Ms)1996
Tech Id988539517-130930
XML output fileNASDAQ_20071102.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/NASDAQ_20071102.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)02.11.2007 18:03:06
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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