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MyTrendTimer Financial Market Trend Timing report

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Standard and Poors 500
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MyTrendTimer : Russel 2000 of June 7, 2006
Introduction
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
Fed Chairman Ben Bernanke said Monday inflation needed to be brought under control. So, inflation fears are still present and the Russel 2000 demonstrate a good resistence. Oil rose on Monday after Iran warn that flows from the Gulf could be endangered if USA a "wrong move" over Iran. U.S. crude traded at $72.65 a barrel. The signal strenght stays unchanged. Current price on on the last sell operation level. The signal on Russel 2000 is the shorter term (5 operations a year) among the other tracked equities/indexes. Nothing really new from last week.
Financial InstrumentValue
Instrument NameRussel 2000
SymbolRUT
CurrencyUSD
Underlying instrumentiShares Russell 2000 Index (IWM)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-0.4
Date (dd.MM.yyyy)07.06.2006
Last 5 quotes StatisticsValue
Mean quote721.81
Variance151.40
Standard Deviation12.30
Lowest quote710.96
Highest quote737.45
Median724.21
Max Daily Loose percent-3.19
Max Daily Gain percent2.15
Simple Perf.-0.01
Last 20 quotes StatisticsValue
Mean quote733.52
Variance520.55
Standard Deviation22.82
Lowest quote710.96
Highest quote781.60
Median746.28
Max Daily Loose percent-3.19
Max Daily Gain percent2.15
Simple Perf.-9.04
Quotes UsedValue
Quote File UsedRUS2000_20060607.csv
# of Quotes1604
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)06.06.2006
File last quote710.96
First data considered (dd.MM.yyyy)08.02.2000
First data considered537.49
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value327.04
Max Quote date (dd.MM.yyyy)05.05.2006
Max Quote value781.83
Max daily drop date (dd.MM.yyyy)04.04.2000
Max Daily Drop percent-6.96
Max daily gain date (dd.MM.yyyy)18.04.2000
Max daily Gain percent8.70
Operations StatisticsValue
# Generated operations32
Avg # op. by year5.32
# Days2164
# Days in years6.01
Biggest loose (Long only)-4.72
Time Weighted Return ofValue (over the Period)
Buy and Hold+43.22
Model Buy and Hold+38.17
Model Long Only+75.77
Model Short Only+19.74
Model Long and Short+110.47
Time Weighted Return ofValue (Annualized)
Buy and Hold+7.19
Model Buy and Hold+6.35
Model Long Only+12.61
Model Short Only+3.28
Model Long and Short+18.38
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+6.25
Model Short vs Model Buy and Hold-3.07
Model Long and Short vs Model Buy and Hold+12.03
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.42
Model Short vs Buy and Hold-3.91
Model Long and Short vs Buy and Hold+11.19
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy08.06.2000000514.54+0.00
Sell31.07.2000053500.64-2.70
Buy24.08.2000024523.30+4.53
Sell26.09.2000033509.89-2.56
Buy12.01.2001108485.75-4.73
Sell27.02.2001046478.75-1.44
Buy25.04.2001056472.74-1.26
Sell06.07.2001072483.26+2.23
Buy02.11.2001119433.07-10.39
Sell05.02.2002095468.82+8.26
Buy05.03.2002028487.59+4.00
Sell22.05.2002077493.91+1.30
Buy01.11.2002163383.45-22.36
Sell23.01.2003083383.68+0.06
Buy27.03.2003063369.50-3.70
Sell16.03.2004355566.64+53.35
Buy01.04.2004015595.32+5.06
Sell29.04.2004028567.25-4.72
Buy25.06.2004057587.70+3.61
Sell12.07.2004017562.24-4.33
Buy03.09.2004053556.24-1.07
Sell11.01.2005130611.53+9.94
Buy07.02.2005027636.62+4.10
Sell18.03.2005039622.57-2.21
Buy24.05.2005066612.95-1.55
Sell24.08.2005092655.01+6.86
Buy02.09.2005009663.33+1.27
Sell22.09.2005020651.05-1.85
Buy03.10.2005011670.55+3.00
Sell05.10.2005002644.98-3.81
Buy08.11.2005034656.23+1.74
Sell17.05.2006189725.85+10.61
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.60
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2096_FC5
Calculation Time (Ms)1783
Tech Id342301030-120250
XML output fileRUS2000_20060607.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20060607.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)07.06.2006 21:41:59
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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