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
 
March 19th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
USD to CHF
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
March 19th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
March 12th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 4th, 2019
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
2019 Archive Page
MyTrendTimer : SwissCanto LPP Diversification III / BVG Diversifikation III of October 11, 2006
Weekly Comment about this asset/index
The current price of CHF 166.50 is the highest ever seen on this asset. The SMI breached 8,600 level to reach new high. Swiss Pension funds are skyrocketting this year !
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 Bullish (last signal was a Buy)
Strenght1.4
Date (dd.MM.yyyy)11.10.2006
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
Buy14.08.2006069159.60+2.47
Out09.10.2006056166.50+4.32
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+17.97
Model Buy and Hold+40.13
Model Long Only+33.79
Model Short Only-4.74
Model Long and Short+27.45
Time Weighted Return ofValue (Annualized)
Buy and Hold+5.17
Model Buy and Hold+11.54
Model Long Only+9.72
Model Short Only-1.36
Model Long and Short+7.89
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.82
Model Short vs Model Buy and Hold-12.90
Model Long and Short vs Model Buy and Hold-3.64
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+4.55
Model Short vs Buy and Hold-6.53
Model Long and Short vs Buy and Hold+2.73
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote164.41
Variance1.82
Standard Deviation1.35
Lowest quote161.90
Highest quote166.50
Median164.20
Max Daily Loose percent-0.58
Max Daily Gain percent0.76
Simple Perf.2.43
Last 5 quotes StatisticsValue
Mean quote165.83
Variance0.53
Standard Deviation0.73
Lowest quote164.95
Highest quote166.50
Median165.73
Max Daily Loose percent0.00
Max Daily Gain percent0.52
Simple Perf.0.94
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 quote159.94
Variance7.96
Standard Deviation2.82
Lowest quote153.30
Highest quote166.50
Median159.90
Max Daily Loose percent-1.71
Max Daily Gain percent1.25
Simple Perf.5.08
First quote158.45
Last quote166.50
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+2.155+0.43
February-0.846-0.14
March+0.186+0.03
April+5.266+0.88
May+2.316+0.38
June-2.306-0.38
July-2.266-0.38
August+1.976+0.33
September-4.616-0.77
October+4.906+0.82
November+8.615+1.72
December+2.005+0.40
TWR Return by Year for this asset
YearTWR Return.
2001-8.16
2002-10.03
2003+12.79
2004+3.73
2005+16.12
2006+5.08
Year 2000 to 2003 Monthly performance
MonthYearPerformance
February2001-2.17
March2001-2.94
April2001+1.76
May2001+1.60
June2001-1.93
July2001-2.25
August2001-1.79
September2001-6.58
October2001+3.02
November2001+2.41
December2001+0.82
January2002-1.54
February2002+0.56
March2002+1.82
April2002-0.35
May2002-0.31
June2002-4.79
July2002-3.56
August2002+0.49
September2002-3.49
October2002+2.04
November2002+2.64
December2002-3.68
January2003-0.90
February2003-2.21
March2003+1.26
April2003+3.62
May2003+1.95
June2003+2.61
July2003+1.13
August2003+1.81
September2003+0.40
October2003+0.68
November2003+0.26
December2003+1.64
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+2.49
February2004+1.10
March2004-0.54
April2004+0.47
May2004-1.12
June2004+0.32
July2004-1.33
August2004+0.15
September2004+0.71
October2004-0.93
November2004+0.75
December2004+1.68
January2005+1.36
February2005+1.12
March2005+0.29
April2005-0.07
May2005+3.14
June2005+1.59
July2005+2.18
August2005-0.53
September2005+2.65
October2005-0.52
November2005+2.30
December2005+1.64
January2006+0.79
February2006+0.81
March2006+0.37
April2006-0.22
May2006-2.85
June2006+0.06
July2006+1.69
August2006+1.88
September2006+1.94
October2006+0.57
Quotes UsedValue
Quote File UsedPREV_20061011.csv
# of Quotes1370
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)09.10.2006
File last quote166.50
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)09.10.2006
Max Quote value166.50
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 operations8
Avg # op. by year2.30
# Days1252
# Days in years3.48
Biggest loose (Long only)-1.27
TechnicalValue
Program NameMyTrendTimer v0.99.83.1
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1981
Tech Id103013939-137970
XML output filePREV_20061011.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/PREV_20061011.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)11.10.2006 18:10:55
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