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MyTrendTimer :
SwissCanto LPP/BVG Diversification III
of
June 14, 2006 |
| Introduction |
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This is an automatically generated “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”
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| Weekly Comment about this asset/index |
| We are down 4.8% from the highest level of year 2006 (162.10 on 23.3.2006)
We are down 2.4% for year 2006 (158.45 on 30.12.2005)
Higher-than-expected inflation data stoked interest rate worries.
The signal changed this week and we are now on the bearish side.
It's hard to know is we should follow the signal for this mutual fund.
Problem is that this investment vehicle is not so easy to negociate. (not listed on the stock market)
If already long, a "forever buy and hold" policy should be considered for people with a long investment horizon.
To complicate the situation, we have to say that last prices/net asset values are missing.... (last is 2nd June 2006...) |
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| Financial Instrument | Value |
| Instrument Name | SwissCanto LPP/BVG Diversification III |
| Symbol | #1131590 |
| Currency | CHF |
| Underlying instrument | NA. 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) |
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| Trend/Signal | Value |
| Current Trend/Signal |
Bearish (last signal was a Sell)
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| Strenght | -0.2 |
| Date (dd.MM.yyyy) | 14.06.2006 |
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| Last 5 quotes Statistics | Value |
| Mean quote | 155.97 |
| Variance | 1.00 |
| Standard Deviation | 1.00 |
| Lowest quote | 154.70 |
| Highest quote | 157.25 |
| Median | 155.98 |
| Max Daily Loose percent | -0.95 |
| Max Daily Gain percent | 0.19 |
| Simple Perf. | -1.43 |
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| Last 20 quotes Statistics | Value |
| Mean quote | 157.21 |
| Variance | 3.58 |
| Standard Deviation | 1.89 |
| Lowest quote | 154.70 |
| Highest quote | 161.10 |
| Median | 157.90 |
| Max Daily Loose percent | -1.71 |
| Max Daily Gain percent | 1.25 |
| Simple Perf. | -3.97 |
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| Previous year Statistics | Value |
| Mean quote | 146.82 |
| Variance | 38.99 |
| Standard Deviation | 6.24 |
| Lowest quote | 136.45 |
| Highest quote | 158.45 |
| Median | 147.45 |
| Max Daily Loose percent | -0.81 |
| Max Daily Gain percent | 0.99 |
| Simple Perf. | 16.12 |
| First quote | 136.45 |
| Last quote | 158.45 |
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| Current year Statistics | Value |
| Mean quote | 159.93 |
| Variance | 3.84 |
| Standard Deviation | 1.96 |
| Lowest quote | 154.70 |
| Highest quote | 162.10 |
| Median | 158.40 |
| Max Daily Loose percent | -1.71 |
| Max Daily Gain percent | 1.25 |
| Simple Perf. | -2.37 |
| First quote | 158.45 |
| Last quote | 154.70 |
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| Quotes Used | Value |
| Quote File Used | PREV_20060614.csv |
| # of Quotes | 1289 |
| File first date (dd.MM.yyyy) | 01.02.2001 |
| File first quote | 141.14 |
| File last date (dd.MM.yyyy) | 12.06.2006 |
| File last quote | 154.70 |
| First data considered (dd.MM.yyyy) | 02.07.2001 |
| First data considered | 136.50 |
| Min. Quote date (dd.MM.yyyy) | 13.03.2003 |
| Min. Quote value | 109.54 |
| Max Quote date (dd.MM.yyyy) | 22.03.2006 |
| Max Quote value | 162.10 |
| 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 percent | 4.21 |
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| Operations Statistics | Value |
| # Generated operations | 6 |
| Avg # op. by year | 1.92 |
| # Days | 1127 |
| # Days in years | 3.13 |
| Biggest loose (Long only) | -1.27 |
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| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | +9.61 |
| Model Buy and Hold | +30.20 |
| Model Long Only | +28.25 |
| Model Short Only | -2.21 |
| Model Long and Short | +25.41 |
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| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | +3.07 |
| Model Buy and Hold | +9.65 |
| Model Long Only | +9.02 |
| Model Short Only | -0.71 |
| Model Long and Short | +8.12 |
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| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | -0.62 |
| Model Short vs Model Buy and Hold | -10.35 |
| Model Long and Short vs Model Buy and Hold | -1.53 |
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| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +5.95 |
| Model Short vs Buy and Hold | -3.77 |
| Model Long and Short vs Buy and Hold | +5.05 |
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| Generated Operations |
| Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
| Buy | 05.05.2003 | 000 | 118.82 | +0.00 |
| Sell | 09.07.2004 | 431 | 133.48 | +12.34 |
| Buy | 27.09.2004 | 080 | 134.10 | +0.46 |
| Sell | 27.10.2004 | 030 | 132.40 | -1.27 |
| Buy | 09.11.2004 | 013 | 134.70 | +1.74 |
| Sell | 06.06.2006 | 573 | 155.75 | +15.63 |
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| Generated Operations Chart |
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| 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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