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MyTrendTimer : Russel 2000 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. A buy signal was almost issued last week. (this index has the faster trend reversal) Recent retreat confirmed that is not the time to buy that.
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-0.3
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.
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+37.31
Model Buy and Hold+32.48
Model Long Only+75.77
Model Short Only+19.74
Model Long and Short+110.47
Time Weighted Return ofValue (Annualized)
Buy and Hold+6.21
Model Buy and Hold+5.40
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+7.20
Model Short vs Model Buy and Hold-2.12
Model Long and Short vs Model Buy and Hold+12.98
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6.40
Model Short vs Buy and Hold-2.92
Model Long and Short vs Buy and Hold+12.17
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote701.15
Variance323.29
Standard Deviation17.98
Lowest quote677.50
Highest quote732.20
Median704.85
Max Daily Loose percent-1.98
Max Daily Gain percent3.82
Simple Perf.0.61
Last 5 quotes StatisticsValue
Mean quote690.57
Variance204.64
Standard Deviation14.31
Lowest quote677.69
Highest quote714.39
Median696.04
Max Daily Loose percent-1.98
Max Daily Gain percent0.58
Simple Perf.-4.58
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 quote727.67
Variance737.77
Standard Deviation27.16
Lowest quote672.72
Highest quote781.83
Median727.28
Max Daily Loose percent-3.19
Max Daily Gain percent3.82
Simple Perf.1.25
First quote673.22
Last quote681.64
Quotes UsedValue
Quote File UsedRUS2000_20060719.csv
# of Quotes1634
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)18.07.2006
File last quote681.64
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)1821
Tech Id331886686-120250
XML output fileRUS2000_20060719.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20060719.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)19.07.2006 18:12:30
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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