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MyTrendTimer Financial Market Trend Timing report

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July 9th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
July 9th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
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July 2nd, 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, 2015
Description of this asset/index
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 InstrumentValue
Asset NameNasdaq Composite Index
SymbolIXIC
CurrencyUSD
Underlying instrumentNASDAQ 100 Trust Shares (QQQQ)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength2,6
DateMarch 19, 2015
Generated Signals Chart
A chart of Nasdaq Composite Index IXIC dated March 19, 2015 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
Buy13.05.20081302 495,12-4,13
Sell27.06.20080452 315,63-7,19
Buy22.04.20092991 646,12-28,91
Sell04.06.20104082 219,17+34,81
Buy22.09.20101102 334,55+5,20
Sell16.06.20112672 623,70+12,39
Buy06.07.20110202 834,02+8,02
Sell05.08.20110302 532,41-10,64
Buy08.11.20110952 727,49+7,70
Sell21.11.20110132 523,14-7,49
Buy10.01.20120502 702,50+7,11
Sell04.06.20121452 760,01+2,13
Buy05.07.20120312 976,12+7,83
Sell12.11.20121302 904,26-2,41
Buy02.01.20130513 112,26+7,16
Sell09.05.20144914 071,87+30,83
Buy23.05.20140144 185,81+2,80
Sell17.10.20141474 258,44+1,74
Buy24.10.20140074 483,72+5,29
Info : Current18.03.20151454 982,83+11,13
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+20,62
Model Buy and Hold+161,58
Model Long Only+123,30
Model Short Only-17,15
Model Long and Short+85,01
Time Weighted Return ofValue (Annualized)
Buy and Hold+1,53
Model Buy and Hold+12,00
Model Long Only+9,16
Model Short Only-1,27
Model Long and Short+6,31
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-2,84
Model Short vs Model Buy and Hold-13,27
Model Long and Short vs Model Buy and Hold-5,69
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+7,63
Model Short vs Buy and Hold-2,80
Model Long and Short vs Buy and Hold+4,78
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote4 943,17
Standard Deviation41,08
Lowest quote4 849,94
Highest quote5 008,10
Median4 929,02
Max Daily Loose percent-1,87
Max Daily Gain percent1,19
Simple Perf.1,71
Last 5 quotes StatisticsValue
Mean quote4 910,79
Standard Deviation48,54
Lowest quote4 849,94
Highest quote4 982,83
Median4 916,38
Max Daily Loose percent-0,44
Max Daily Gain percent1,19
Simple Perf.2,74
Previous year StatisticsValue
Mean quote4 373,02
Standard Deviation211,38
Lowest quote3 996,96
Highest quote4 806,91
Median4 401,94
Max Daily Loose percent-3,10
Max Daily Gain percent2,40
Simple Perf.13,40
First quote4 176,59
Last quote4 736,05
Current year StatisticsValue
Mean quote4 802,18
Standard Deviation132,18
Lowest quote4 570,82
Highest quote5 008,10
Median4 789,46
Max Daily Loose percent-1,89
Max Daily Gain percent1,84
Simple Perf.5,21
First quote4 736,05
Last quote4 982,83
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-3,8416-0,24
February-9,7016-0,61
March+10,0416+0,63
April+15,2615+1,02
May-4,1115-0,27
June+2,5015+0,17
July-2,0015-0,13
August+3,0315+0,20
September-27,7115-1,85
October+38,4715+2,56
November+4,7515+0,32
December+5,2615+0,35
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
2008-40,54
2009+43,89
2010+16,91
2011-1,80
2012+15,91
2013+38,32
2014+13,40
2015+5,21
Year 2011 to 2012 Monthly performance
MonthYearPerformance
January2011+1,78
February2011+3,04
March2011-0,04
April2011+3,32
May2011-1,33
June2011-2,18
July2011-0,62
August2011-6,42
September2011-6,36
October2011+11,14
November2011-2,39
December2011-0,58
January2012+8,01
February2012+5,44
March2012+4,20
April2012-1,46
May2012-7,19
June2012+3,81
July2012+0,15
August2012+4,34
September2012+1,61
October2012-4,46
November2012+1,11
December2012+0,31
Year 2013 to 201n Monthly performance
MonthYearPerformance
January2013+4,06
February2013+0,57
March2013+3,40
April2013+1,88
May2013+3,82
June2013-1,52
July2013+6,56
August2013-1,01
September2013+5,06
October2013+3,93
November2013+3,58
December2013+2,87
January2014-1,74
February2014+4,98
March2014-2,53
April2014-2,01
May2014+3,11
June2014+3,90
July2014-0,87
August2014+4,82
September2014-1,90
October2014+3,06
November2014+3,47
December2014-1,16
January2015-2,13
February2015+7,08
March2015+0,39
Quotes UsedValue
Link on Quote FileNASDAQ_20150319.csv
Quote File Used/local/java/TrendTimer/quote_data/NASDAQ_20150319.csv
# of Quotes3772
File first date (dd.MM.yyyy)03.01.2000
File first quote4 131,15
File last date (dd.MM.yyyy)18.03.2015
File last quote4 982,83
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 Signals39
Avg # op. by year2,90
# Days4847
# Days in years13,46
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)491
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.7.0_75
OS NameLinux
OS Version3.15.10-201.fc20.i686
User Namemarc
Calculation Time (Ms)584
Tech Id964174366-130930
XML output fileNASDAQ_20150319.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/NASDAQ_20150319.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)19.03.2015 18:14:26
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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