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September 17th, Bullish Trend (Buy Signal)
NASDAQ Composite
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Standard and Poors 100
Swiss Market Index SMI
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USD to CHF
 
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Standard and Poors 500
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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 : SwissCanto LPP Diversification III / BVG Diversifikation III of July 19, 2006
Weekly Comment about this asset/index
Israel struck Beirut airport again and bombed Lebanese roads, power supplies and communication networks in a widening campaign after Hizbollah seized two Israeli soldiers. The real concern is not so much Israel going to Lebanon, but it's whether Israel is going to threaten Syria. With Iran's backing of Syria, that would bring up a whole new issue... Crude oil were on the USD 78.- level and are now back on the USD 75.- level. On Friday, Sales at U.S. retail stores unexpectedly shrank 0.1 percent in June, the first decline since February, pulled down by weaker sales of cars and building material, government data showed. On Monday, US stock rose helped by a stronger-than-expected gain in industrial output, but worries over the conflict in the Middle East kept investors on edge. Tomorrow, Federal Reserve Chairman Ben Bernanke is set to appear before congressional committees to testify about the Fed's semiannual monetary policy report. 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
Symbol#1131590
CurrencyCHF
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)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-0.5
Date (dd.MM.yyyy)19.07.2006
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.
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
Sell06.06.2006573155.75+15.63
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+10.39
Model Buy and Hold+31.12
Model Long Only+28.25
Model Short Only-2.21
Model Long and Short+25.41
Time Weighted Return ofValue (Annualized)
Buy and Hold+3.32
Model Buy and Hold+9.94
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-0.92
Model Short vs Model Buy and Hold-10.65
Model Long and Short vs Model Buy and Hold-1.82
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.71
Model Short vs Buy and Hold-4.02
Model Long and Short vs Buy and Hold+4.80
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote156.05
Variance0.97
Standard Deviation0.99
Lowest quote154.60
Highest quote157.35
Median155.98
Max Daily Loose percent-0.70
Max Daily Gain percent0.90
Simple Perf.0.74
Last 5 quotes StatisticsValue
Mean quote156.63
Variance0.61
Standard Deviation0.78
Lowest quote155.75
Highest quote157.35
Median156.55
Max Daily Loose percent-0.70
Max Daily Gain percent0.06
Simple Perf.-0.99
Previous year StatisticsValue
Mean quote146.82
Variance38.99
Standard Deviation6.24
Lowest quote136.45
Highest quote158.45
Median147.45
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 quote159.13
Variance6.04
Standard Deviation2.46
Lowest quote153.30
Highest quote162.10
Median157.70
Max Daily Loose percent-1.71
Max Daily Gain percent1.25
Simple Perf.-1.67
First quote158.45
Last quote155.80
Quotes UsedValue
Quote File UsedPREV_20060719.csv
# of Quotes1312
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)17.07.2006
File last quote155.80
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
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1535
Tech Id118222515-137970
XML output filePREV_20060719.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/PREV_20060719.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)19.07.2006 18:12:46
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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