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November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
USD to CHF
November 12th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
 
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November 6th, 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 September 13, 2006
Weekly Comment about this asset/index
On Monday, stocks retreated after a failed attack on the U.S. embassy in Syria rattled investors and boosted oil. The U.S. trade deficit widened much more than expected in July to a record $68 billion dollars as record oil prices pushed America's monthly oil import bill to an all time high, a government report showed on Tuesday. Stocks rallied Tuesday afternoon as tumbling crude prices and falling Treasury bond yields revived optimism about the economy and consumer spending. A nearly three percent slide in oil prices and a fall in Treasury bond yields helped spark the rally. Corporate news helped too, including an upbeat earnings report from Goldman Sachs and boardroom shakeups at Hewlett-Packard and Bristol-Myers Squibb. Crude oil prices lost 2.8 percent, falling for the seventh day in a row.
Financial InstrumentValue
Instrument NameRussel 2000
SymbolRUT
CurrencyUSD
Underlying instrumentiShares Russell 2000 Index (IWM)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght0.2
Date (dd.MM.yyyy)13.09.2006
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
Buy21.08.2006096705.33-2.83
Out12.09.2006022724.48+2.72
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+45.94
Model Buy and Hold+40.80
Model Long Only+80.54
Model Short Only+22.01
Model Long and Short+120.29
Time Weighted Return ofValue (Annualized)
Buy and Hold+7.25
Model Buy and Hold+6.44
Model Long Only+12.71
Model Short Only+3.47
Model Long and Short+18.98
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+6.27
Model Short vs Model Buy and Hold-2.96
Model Long and Short vs Model Buy and Hold+12.54
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.46
Model Short vs Buy and Hold-3.77
Model Long and Short vs Buy and Hold+11.73
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote709.03
Variance113.68
Standard Deviation10.66
Lowest quote681.73
Highest quote727.50
Median704.61
Max Daily Loose percent-2.13
Max Daily Gain percent2.39
Simple Perf.6.27
Last 5 quotes StatisticsValue
Mean quote714.43
Variance84.53
Standard Deviation9.19
Lowest quote706.47
Highest quote727.50
Median716.98
Max Daily Loose percent-2.13
Max Daily Gain percent2.39
Simple Perf.-0.42
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 quote721.79
Variance734.88
Standard Deviation27.11
Lowest quote671.94
Highest quote781.83
Median726.89
Max Daily Loose percent-3.19
Max Daily Gain percent3.82
Simple Perf.7.61
First quote673.22
Last quote724.48
Quotes UsedValue
Quote File UsedRUS2000_20060913.csv
# of Quotes1673
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)12.09.2006
File last quote724.48
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 operations34
Avg # op. by year5.36
# Days2282
# Days in years6.34
Biggest loose (Long only)-4.72
TechnicalValue
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2489
Tech Id796622897-120250
XML output fileRUS2000_20060913.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20060913.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)13.09.2006 18:32:34
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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