MyTrendTimer Financial Market Trend Timing NASDAQ

The NASDAQ (acronym of National Association of Securities Dealers Automated Quotation System) is an American stock exchange. It is the largest electronic screen-based equity securities trading market in the United States. With approximately 3,200 companies, it lists more companies and has more trades per day than any other U.S. market.[1] It was founded in 1971 by the National Association of Securities Dealers (NASD), who divested themselves of it in a series of sales in 2000 and 2001. It is owned and operated by the NASDAQ OMX Group, the stock of which was listed on its own stock exchange in 2002, and is monitored by the Securities and Exchange Commission (SEC).

Financial Instrument	Value
Asset Name	Nasdaq Composite Index
Symbol	IXIC
Currency	USD
Underlying instrument	NASDAQ 100 Trust Shares (QQQQ)

Trend/Signal	Value
Current Trend/Signal	Bearish (last signal was a Sell)
Strength	-2.3
Date	August 16, 2011

Generated Signals Chart

Generated Signals
Nature	Date (dd.MM.yyyy)	# Days previous op.	Quote	Result previous op.
Buy	03.12.2001	000	1'904.90	+0.00
Sell	13.02.2002	072	1'859.16	-2.40
Buy	22.11.2002	282	1'468.74	-21.00
Sell	03.02.2003	073	1'323.79	-9.87
Buy	03.04.2003	058	1'396.58	+5.50
Sell	06.05.2004	399	1'937.74	+38.75
Buy	24.06.2004	049	2'015.57	+4.02
Sell	09.07.2004	015	1'946.33	-3.44
Buy	20.10.2004	103	1'932.97	-0.69
Sell	21.03.2005	152	2'007.51	+3.86
Buy	01.06.2005	071	2'087.86	+4.00
Sell	14.10.2005	135	2'064.83	-1.10
Buy	04.11.2005	021	2'169.43	+5.07
Sell	22.05.2006	198	2'172.86	+0.16
Buy	15.09.2006	116	2'235.59	+2.89
Sell	28.08.2007	347	2'500.64	+11.86
Buy	31.08.2007	003	2'596.36	+3.83
Sell	19.12.2007	110	2'601.01	+0.18
Buy	24.12.2007	005	2'713.50	+4.32
Sell	03.01.2008	010	2'602.68	-4.08
Buy	13.05.2008	130	2'495.12	-4.13
Sell	27.06.2008	045	2'315.63	-7.19
Buy	22.04.2009	299	1'646.12	-28.91
Sell	04.06.2010	408	2'219.17	+34.81
Buy	22.09.2010	110	2'334.55	+5.20
Sell	16.06.2011	267	2'623.70	+12.39
Buy	06.07.2011	020	2'834.02	+8.02
Sell	05.08.2011	030	2'532.41	-10.64
Info : Current	15.08.2011	010	2'555.20	+0.90

Return and result of the differents strategies

Time Weighted Return of	Value (over the Period)
Buy and Hold	-38.15
Model Buy and Hold	+34.14
Model Long Only	+63.74
Model Short Only	+18.08
Model Long and Short	+93.33

Time Weighted Return of	Value (Annualized)
Buy and Hold	-3.88
Model Buy and Hold	+3.47
Model Long Only	+6.49
Model Short Only	+1.84
Model Long and Short	+9.50

Model OverPerf vs Model Buy and Hold	Value (Annualized)
Model Long vs Model Buy and Hold	+3.01
Model Short vs Model Buy and Hold	-1.63
Model Long and Short vs Model Buy and Hold	+6.02

Model OverPerf vs Buy and Hold	Value (Annualized)
Model Long vs Buy and Hold	+10.37
Model Short vs Buy and Hold	+5.72
Model Long and Short vs Buy and Hold	+13.38

Various statistical indicators for this asset

Last 20 quotes Statistics	Value
Mean quote	2'668.67
Standard Deviation	162.24
Lowest quote	2'357.69
Highest quote	2'858.83
Median	2'608.26
Max Daily Loose percent	-6.90
Max Daily Gain percent	5.29
Simple Perf.	-7.59

Last 5 quotes Statistics	Value
Mean quote	2'462.85
Standard Deviation	76.93
Lowest quote	2'357.69
Highest quote	2'555.20
Median	2'456.44
Max Daily Loose percent	-4.09
Max Daily Gain percent	5.29
Simple Perf.	8.38

Previous year Statistics	Value
Mean quote	2'348.49
Standard Deviation	147.74
Lowest quote	2'091.79
Highest quote	2'671.48
Median	2'381.64
Max Daily Loose percent	-4.11
Max Daily Gain percent	4.81
Simple Perf.	16.91
First quote	2'269.15
Last quote	2'652.87

Current year Statistics	Value
Mean quote	2'743.89
Standard Deviation	87.59
Lowest quote	2'357.69
Highest quote	2'873.54
Median	2'615.61
Max Daily Loose percent	-6.90
Max Daily Gain percent	5.29
Simple Perf.	-3.68
First quote	2'652.87
Last quote	2'555.20

Seasonal Return by Month for this asset
Month	Cumulated TWR Return.	#Month	Average TWR Return
January	-11.04	12	-0.92
February	-24.25	12	-2.02
March	+4.38	12	+0.37
April	+17.17	12	+1.43
May	-3.48	12	-0.29
June	-3.50	12	-0.29
July	-7.36	12	-0.61
August	-5.73	12	-0.48
September	-26.28	11	-2.39
October	+21.76	11	+1.98
November	-0.97	11	-0.09
December	+3.80	11	+0.35

TWR Return by Year for this asset
Year	TWR 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	-40.54
2009	+43.89
2010	+16.91
2011	-3.68

Year 2007 to 2008 Monthly performance
Month	Year	Performance
January	2007	+2.01
February	2007	-1.94
March	2007	+0.23
April	2007	+4.27
May	2007	+3.15
June	2007	-0.05
July	2007	-2.19
August	2007	+1.97
September	2007	+4.05
October	2007	+5.83
November	2007	-6.93
December	2007	-0.33
January	2008	-9.89
February	2008	-4.95
March	2008	+0.34
April	2008	+5.87
May	2008	+4.55
June	2008	-9.10
July	2008	+1.42
August	2008	+1.80
September	2008	-12.05
October	2008	-17.35
November	2008	-10.77
December	2008	+2.70

Year 2009 to 200n Monthly performance
Month	Year	Performance
January	2009	-6.38
February	2009	-6.68
March	2009	+10.94
April	2009	+12.35
May	2009	+3.32
June	2009	+3.42
July	2009	+7.82
August	2009	+1.54
September	2009	+5.64
October	2009	-3.64
November	2009	+4.86
December	2009	+5.81
January	2010	-5.37
February	2010	+4.23
March	2010	+7.14
April	2010	+2.64
May	2010	-8.29
June	2010	-6.55
July	2010	+6.90
August	2010	-6.24
September	2010	+12.04
October	2010	+5.86
November	2010	-0.37
December	2010	+6.19
January	2011	+1.78
February	2011	+3.04
March	2011	-0.04
April	2011	+3.32
May	2011	-1.33
June	2011	-2.18
July	2011	-0.62
August	2011	-7.30

Quotes Used	Value
Link on Quote File	NASDAQ_20110816.csv
Quote File Used	/local/java/TrendTimer/quote_data/NASDAQ_20110816.csv
# of Quotes	2901
File first date (dd.MM.yyyy)	03.01.2000
File first quote	4'131.15
File last date (dd.MM.yyyy)	15.08.2011
File last quote	2'555.20
First data considered (dd.MM.yyyy)	16.05.2000
First data considered	3'717.57
Min. Quote date (dd.MM.yyyy)	09.10.2002
Min. Quote value	1'114.11
Max Quote date (dd.MM.yyyy)	10.03.2000
Max Quote value	5'048.62
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 percent	14.17

Signals Statistics	Value
# Generated Signals	28
Avg # op. by year	2.85
# Days	3538
# Days in years	9.83
Biggest loose (Long only)	-10.64
Min # days uninvested (before Buy Signal)	3
Max # days uninvested (before Buy Signal)	299
Min # days invested (before Sell Signal)	10
Max # days invested (before Sell Signal)	408

Technical	Value
Program Name	MyTrendTimer v0.99.98.3
Java Version	1.6.0_20
OS Name	Linux
OS Version	2.6.35.13-92.fc14.i686.PAE
User Name	marc
Calculation Time (Ms)	365
Tech Id	216624495-130930
XML output file	NASDAQ_20110816.xml
Web Root	http://www.MyTrendTimer.com/
Complete Xml URL	http://www.MyTrendTimer.com/xml/NASDAQ_20110816.xml
# Warnings found	1
Generated on (dd.MM.yyyy HH:mm:ss)	16.08.2011 19:38:25

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.