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June 22nd, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
June 22nd, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
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June 6th, 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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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 March 19, 2008
Weekly Comment about this asset/index
The Federal Reserve slashed a key interest rate by three-quarters of a percentage point Tuesday, in the central bank's continued effort to restore confidence in the economy and battered financial markets. Although some experts cautioned that such a big cut may lead to more inflation, stocks soared as Wall Street cheered the news. One economist said the cut was what investors needed to see since it showed the Fed is still worried about both a recession and inflation. The tech-fueled Nasdaq composite (COMP) advanced over 91 points, its biggest one-day point gain since May 2002, for a gain of around 4.2%.
Financial InstrumentValue
Asset NameNasdaq Composite Index
SymbolIXIC
CurrencyUSD
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strength-6.1
DateMarch 19, 2008
Generated Signals Chart
A chart of Nasdaq Composite Index IXIC dated March 19, 2008 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
Sell19.12.20071102'601.01+0.18
Buy24.12.20070052'713.50+4.32
Sell03.01.20080102'602.68-4.08
Info : Current18.03.20080752'268.26-12.85
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-45.09
Model Buy and Hold+19.08
Model Long Only+30.32
Model Short Only+8.63
Model Long and Short+41.56
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.08
Model Buy and Hold+2.99
Model Long Only+4.76
Model Short Only+1.35
Model Long and Short+6.52
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1.76
Model Short vs Model Buy and Hold-1.64
Model Long and Short vs Model Buy and Hold+3.53
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+11.83
Model Short vs Buy and Hold+8.43
Model Long and Short vs Buy and Hold+13.60
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'270.51
Standard Deviation52.59
Lowest quote2'169.34
Highest quote2'353.78
Median2'261.56
Max Daily Loose percent-2.58
Max Daily Gain percent4.19
Simple Perf.-1.65
Last 5 quotes StatisticsValue
Mean quote2'236.83
Standard Deviation35.45
Lowest quote2'177.01
Highest quote2'268.26
Median2'222.64
Max Daily Loose percent-2.26
Max Daily Gain percent4.19
Simple Perf.0.55
Previous year StatisticsValue
Mean quote2'578.25
Standard Deviation113.38
Lowest quote2'340.68
Highest quote2'859.12
Median2'599.90
Max Daily Loose percent-3.86
Max Daily Gain percent3.46
Simple Perf.9.81
First quote2'415.29
Last quote2'652.28
Current year StatisticsValue
Mean quote2'347.48
Standard Deviation102.61
Lowest quote2'169.34
Highest quote2'652.28
Median2'410.81
Max Daily Loose percent-3.77
Max Daily Gain percent4.19
Simple Perf.-14.48
First quote2'652.28
Last quote2'268.26
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-1.349-0.15
February-24.429-2.71
March-12.569-1.40
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+44.438+5.55
November+6.228+0.78
December-10.058-1.26
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+9.81
2008-14.48
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+5.83
November2007-6.93
December2007-0.33
January2008-9.89
February2008-4.95
March2008-0.14
Quotes UsedValue
Link on Quote FileNASDAQ_20080319.csv
Quote File Used/local/java/TrendTimer/quote_data/NASDAQ_20080319.csv
# of Quotes2048
File first date (dd.MM.yyyy)03.01.2000
File first quote4'131.15
File last date (dd.MM.yyyy)18.03.2008
File last quote2'268.26
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 Signals20
Avg # op. by year3.14
# Days2294
# Days in years6.37
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)10
Max # days invested (before Sell Signal)399
TechnicalValue
Program NameMyTrendTimer v0.99.98
Java Version1.7.0
OS NameLinux
OS Version2.6.23.14-115.fc8
User Namemarc
Calculation Time (Ms)519
Tech Id758621228-130930
XML output fileNASDAQ_20080319.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/NASDAQ_20080319.xml
# Warnings found1
Generated on (dd.MM.yyyy HH:mm:ss)19.03.2008 18:22:46
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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