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MyTrendTimer Financial Market Trend Timing report

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November 19th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
USD to CHF
November 19th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
 
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November 12th, 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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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 : Russel 2000 of June 28, 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
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. This index has the faster trend reversal. Signal strenght is improving a bit from last week -0.7 to this week -0.6.
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-0.6
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.
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
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+38.38
Model Buy and Hold+33.51
Model Long Only+75.77
Model Short Only+19.74
Model Long and Short+110.47
Time Weighted Return ofValue (Annualized)
Buy and Hold+6.38
Model Buy and Hold+5.57
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+7.03
Model Short vs Model Buy and Hold-2.29
Model Long and Short vs Model Buy and Hold+12.80
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6.22
Model Short vs Buy and Hold-3.10
Model Long and Short vs Buy and Hold+11.99
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote699.30
Variance333.46
Standard Deviation18.26
Lowest quote672.72
Highest quote737.45
Median705.08
Max Daily Loose percent-3.19
Max Daily Gain percent3.54
Simple Perf.-3.39
Last 5 quotes StatisticsValue
Mean quote688.65
Variance46.74
Standard Deviation6.84
Lowest quote677.50
Highest quote698.64
Median688.07
Max Daily Loose percent-1.67
Max Daily Gain percent1.94
Simple Perf.1.39
Previous year StatisticsValue
Mean quote641.00
Variance816.73
Standard Deviation28.58
Lowest quote575.02
Highest quote690.57
Median632.80
Max Daily Loose percent-2.84
Max Daily Gain percent2.40
Simple Perf.3.32
First quote651.57
Last quote673.22
Current year StatisticsValue
Mean quote730.29
Variance724.32
Standard Deviation26.91
Lowest quote672.72
Highest quote781.83
Median727.28
Max Daily Loose percent-3.19
Max Daily Gain percent3.54
Simple Perf.2.04
First quote673.22
Last quote686.94
Quotes UsedValue
Quote File UsedRUS2000_20060628.csv
# of Quotes1619
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)27.06.2006
File last quote686.94
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
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1807
Tech Id600911273-120250
XML output fileRUS2000_20060628.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20060628.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)28.06.2006 18:36:11
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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