The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
November 19th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
USD to CHF
November 19th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
 
Older reports
 
November 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
FFMTT : SwissCanto LPP/BVG Diversification III of April 26, 2006
Introduction
This is an automatically generated FFMTT the “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Financial InstrumentValue
Instrument NameSwissCanto LPP/BVG Diversification III
Symbol#1131590
CurrencyCHF
Underlying instrumentNA. SwissCanto LPP/BVG Diversification III is a mutual fund which represents a mixed investment stategy for Swiss pillar 3a (same as a US 401(k) account)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght1.3
Date (dd.MM.yyyy)26.04.2006
Last 5 quotes StatisticsValue
Mean quote161.35
Variance0.18
Standard Deviation0.42
Lowest quote160.65
Highest quote161.85
Median161.25
Max Daily Loose percent-0.34
Max Daily Gain percent0.37
Simple Perf.0.22
Last 20 quotes StatisticsValue
Mean quote161.60
Variance0.15
Standard Deviation0.39
Lowest quote160.65
Highest quote162.10
Median161.38
Max Daily Loose percent-0.43
Max Daily Gain percent0.37
Simple Perf.-0.34
Quotes UsedValue
Quote File UsedPREV_20060426.csv
# of Quotes1261
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)24.04.2006
File last quote161.55
First data considered (dd.MM.yyyy)02.07.2001
First data considered136.50
Min. Quote date (dd.MM.yyyy)13.03.2003
Min. Quote value109.54
Max Quote date (dd.MM.yyyy)22.03.2006
Max Quote value162.10
Max daily drop date (dd.MM.yyyy)18.09.2001
Max Daily Drop percent-3.22
Max daily gain date (dd.MM.yyyy)27.09.2001
Max daily Gain percent4.21
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.99
# Days1084
# Days in years3.01
Biggest loose (Long only)-1.27
Time Weighted Return ofValue (over the Period)
Buy and Hold+14.46
Model Buy and Hold+35.96
Model Long Only+33.02
Model Short Only-2.21
Model Long and Short+30.08
Time Weighted Return ofValue (Annualized)
Buy and Hold+4.80
Model Buy and Hold+11.94
Model Long Only+10.97
Model Short Only-0.73
Model Long and Short+9.99
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.98
Model Short vs Model Buy and Hold-12.68
Model Long and Short vs Model Buy and Hold-1.95
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6.16
Model Short vs Buy and Hold-5.54
Model Long and Short vs Buy and Hold+5.19
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy05.05.2003000118.82+0.00
Sell09.07.2004431133.48+12.34
Buy27.09.2004080134.10+0.46
Sell27.10.2004030132.40-1.27
Buy09.11.2004013134.70+1.74
Out24.04.2006530161.55+19.93
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.51
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2096_FC5
Calculation Time (Ms)2979
Tech Id632091336-137970
XML output filePREV_20060426.xml
Web Roothttp://www.financial-market-trend-timing.com/
Complete Xml URLhttp://www.financial-market-trend-timing.com/xml/PREV_20060426.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)26.04.2006 18:53:59
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.
Valid HTML 4.01