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MyTrendTimer Financial Market Trend Timing report

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May 8th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
May 8th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
Standard and Poors 100
 
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May 1st, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
April 23rd, 2018
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 April 25, 2007
Weekly Comment about this asset/index
Nothing new about this mutual fund. You should look on the other indexes (mostly SMI) to have some news. Composition of this fund, end of January 2007 is for the currencies : 88% CHF, 8% EUR, 4% others. For the asset classes : Swiss Bonds 27%, Other Bonds 12%, Swiss equities 30%, Other equitites 18%, Real Estate 13%. Coverage for this asset is going to be discontinued in the near future.
Financial InstrumentValue
Asset 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)
Strength0.9
Date (dd.MM.yyyy)25.04.2007
Generated Signals Chart
A  of SwissCanto LPP Diversification III / BVG Diversifikation III #1131590 dated April 25, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
Info : Current23.04.2007252175.15+9.74
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+24.10
Model Buy and Hold+47.41
Model Long Only+40.74
Model Short Only-4.74
Model Long and Short+34.08
Time Weighted Return ofValue (Annualized)
Buy and Hold+5.99
Model Buy and Hold+11.79
Model Long Only+10.13
Model Short Only-1.18
Model Long and Short+8.47
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-1.66
Model Short vs Model Buy and Hold-12.96
Model Long and Short vs Model Buy and Hold-3.31
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+4.14
Model Short vs Buy and Hold-7.17
Model Long and Short vs Buy and Hold+2.48
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote172.45
Standard Deviation1.32
Lowest quote170.25
Highest quote175.15
Median172.70
Max Daily Loose percent-0.55
Max Daily Gain percent0.66
Simple Perf.2.49
Last 5 quotes StatisticsValue
Mean quote174.11
Standard Deviation0.66
Lowest quote173.55
Highest quote175.15
Median174.35
Max Daily Loose percent-0.17
Max Daily Gain percent0.66
Simple Perf.0.78
Previous year StatisticsValue
Mean quote161.87
Standard Deviation4.28
Lowest quote153.30
Highest quote169.85
Median161.58
Max Daily Loose percent-1.71
Max Daily Gain percent1.33
Simple Perf.6.97
First quote158.45
Last quote169.50
Current year StatisticsValue
Mean quote171.82
Standard Deviation1.69
Lowest quote167.85
Highest quote175.15
Median171.50
Max Daily Loose percent-1.56
Max Daily Gain percent0.66
Simple Perf.3.33
First quote169.50
Last quote175.15
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+3.876+0.64
February-2.397-0.34
March+1.107+0.16
April+7.697+1.10
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+5.316+0.89
November+8.396+1.40
December+3.656+0.61
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+6.97
2007+3.33
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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+0.97
November2006-0.21
December2006+1.62
January2007+1.68
February2007-1.57
March2007+0.91
April2007+2.31
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/PREV_20070425.csv
# of Quotes1499
File first date (dd.MM.yyyy)01.02.2001
File first quote141.14
File last date (dd.MM.yyyy)23.04.2007
File last quote175.15
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)23.04.2007
Max Quote value175.15
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
Signals StatisticsValue
# Generated Signals7
Avg # op. by year1.74
# Days1448
# Days in years4.02
Biggest loose (Long only)-1.27
Min # days uninvested (before Buy Signal)13
Max # days uninvested (before Buy Signal)80
Min # days invested (before Sell Signal)30
Max # days invested (before Sell Signal)573
TechnicalValue
Program NameMyTrendTimer v0.99.94
Java Version1.6.0
OS NameLinux
OS Version2.6.20-1.2944.fc6
User Namemarc
Calculation Time (Ms)1165
Tech Id639463743-137970
XML output filePREV_20070425.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/PREV_20070425.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)25.04.2007 18:23:48
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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