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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
November 12th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Older reports
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
October 29th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
Archived reports
2005 Archive Page
2006 Archive Page
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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
MyTrendTimer : SwissCanto LPP Diversification III / BVG Diversifikation III of June 28, 2006
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”
Weekly Comment about this asset/index
The Fed starts a two-day meeting later in the session and is widely seen lifting overnight rates for a 17th straight time on Thursday to 5.25 percent from 5 percent, but the focus is on what the central bank signals about its next meeting in August. We are basically on the same levels than last week. Hard to know if we have reached a good support level. You need to have a lot of guts to get in the market right now. 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....
Financial InstrumentValue
Instrument NameSwissCanto LPP Diversification III / BVG Diversifikation III
Underlying instrumentNA. SwissCanto LPP Diversification III / BVG Diversifikation is a mutual fund which represents a mixed investment stategy for Swiss pillar 3a (same as a US 401(k) account)
Current Trend/Signal Bearish (last signal was a Sell)
Date (dd.MM.yyyy)28.06.2006
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+10.14
Model Buy and Hold+30.83
Model Long Only+28.25
Model Short Only-2.21
Model Long and Short+25.41
Time Weighted Return ofValue (Annualized)
Buy and Hold+3.24
Model Buy and Hold+9.85
Model Long Only+9.02
Model Short Only-0.71
Model Long and Short+8.12
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-0.82
Model Short vs Model Buy and Hold-10.55
Model Long and Short vs Model Buy and Hold-1.73
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.78
Model Short vs Buy and Hold-3.94
Model Long and Short vs Buy and Hold+4.88
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote155.64
Standard Deviation1.29
Lowest quote153.30
Highest quote158.15
Max Daily Loose percent-1.30
Max Daily Gain percent1.25
Simple Perf.-0.45
Last 5 quotes StatisticsValue
Mean quote155.27
Standard Deviation0.28
Lowest quote154.90
Highest quote155.55
Max Daily Loose percent-0.06
Max Daily Gain percent0.23
Simple Perf.0.36
Previous year StatisticsValue
Mean quote146.82
Standard Deviation6.24
Lowest quote136.45
Highest quote158.45
Max Daily Loose percent-0.81
Max Daily Gain percent0.99
Simple Perf.16.12
First quote136.45
Last quote158.45
Current year StatisticsValue
Mean quote159.44
Standard Deviation2.42
Lowest quote153.30
Highest quote162.10
Max Daily Loose percent-1.71
Max Daily Gain percent1.25
Simple Perf.-1.89
First quote158.45
Last quote155.45
Quotes UsedValue
Quote File UsedPREV_20060628.csv
# of Quotes1299
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)26.06.2006
File last quote155.45
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 year1.92
# Days1127
# Days in years3.13
Biggest loose (Long only)-1.27
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1468
Tech Id974545583-137970
XML output filePREV_20060628.xml
Web Root
Complete Xml URL
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)28.06.2006 18:36:26
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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