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MyTrendTimer : Russel 2000 of September 20, 2006
Weekly Comment about this asset/index
U.S. producer prices edged up a smaller-than-expected 0.1 percent last month and core prices posted a surprise drop of 0.4 percent, the biggest since April 2003, on the back of sliding car prices, the government said on Tuesday. U.S. housing starts fell more sharply than expected to the lowest rate in more than three years, while core producer prices dipped unexpectedly, according to government reports on Tuesday that confirmed a fast-cooling economy. President Bush and Iranian President Mahmoud Ahmadinejad clashed over Iran's nuclear ambitions in addresses to the United Nations on Tuesday, but Washington agreed to allow more time for talks with Tehran. Oil prices crept higher on Wednesday after suddenly resuming their six-week rout a day ago, undermined by expectations of another rise in already bulging U.S. winter fuel stocks and more talks over Iran. Thailand's army chief promised on Wednesday to return "power to the people" as soon as possible after the military ousted billionaire Prime Minister Thaksin Shinawatra without firing a shot.
Financial InstrumentValue
Instrument NameRussel 2000
SymbolRUT
CurrencyUSD
Underlying instrumentiShares Russell 2000 Index (IWM)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght0.3
Date (dd.MM.yyyy)20.09.2006
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
Out19.09.2006029725.45+2.85
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+46.14
Model Buy and Hold+40.99
Model Long Only+80.79
Model Short Only+22.01
Model Long and Short+120.58
Time Weighted Return ofValue (Annualized)
Buy and Hold+7.26
Model Buy and Hold+6.45
Model Long Only+12.71
Model Short Only+3.46
Model Long and Short+18.96
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+6.26
Model Short vs Model Buy and Hold-2.98
Model Long and Short vs Model Buy and Hold+12.52
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.45
Model Short vs Buy and Hold-3.79
Model Long and Short vs Buy and Hold+11.71
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote715.34
Variance122.14
Standard Deviation11.05
Lowest quote698.42
Highest quote730.70
Median714.56
Max Daily Loose percent-2.13
Max Daily Gain percent2.39
Simple Perf.2.85
Last 5 quotes StatisticsValue
Mean quote727.74
Variance5.69
Standard Deviation2.39
Lowest quote724.48
Highest quote730.70
Median727.59
Max Daily Loose percent-0.47
Max Daily Gain percent0.86
Simple Perf.0.13
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 quote721.97
Variance715.84
Standard Deviation26.76
Lowest quote671.94
Highest quote781.83
Median726.89
Max Daily Loose percent-3.19
Max Daily Gain percent3.82
Simple Perf.7.76
First quote673.22
Last quote725.45
Quotes UsedValue
Quote File UsedRUS2000_20060920.csv
# of Quotes1678
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)19.09.2006
File last quote725.45
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 year5.35
# Days2289
# Days in years6.36
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)2194
Tech Id785641642-120250
XML output fileRUS2000_20060920.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20060920.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)20.09.2006 18:38:34
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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