The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
July 9th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
July 9th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
Older reports
 
July 2nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
June 22nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : Russel 2000 of September 26, 2006
Weekly Comment about this asset/index
End of last week. The belief that policy makers can engineer a much-desired soft landing continues to incite follow-through buying interest. Meanwhile, investors are sifting through the first of three economic releases. Weekly jobless claims rose 7,000 to 318,000 (consensus 310,000). Early this week. August existing home sales fell 0.5% to a 6.30 mln annual rate (consensus 6.2 mln). While another decline was not a huge surprise, median home prices falling from year-ago levels for the first time in 11 years has raised concerns about a decline in net worth that has helped boost consumer spending in recent years, taking the legs out from under early attempts to recoup some of Friday's pullback. Oil dropped under $60 to a six-month low as abundant supplies in top consumer the United States and fears that slower U.S. economic growth would stunt demand for fuel extended a price retreat.
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)26.09.2006
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
Out25.09.2006035727.09+3.09
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+46.47
Model Buy and Hold+41.31
Model Long Only+81.19
Model Short Only+22.01
Model Long and Short+121.08
Time Weighted Return ofValue (Annualized)
Buy and Hold+7.29
Model Buy and Hold+6.48
Model Long Only+12.74
Model Short Only+3.45
Model Long and Short+18.99
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+6.26
Model Short vs Model Buy and Hold-3.03
Model Long and Short vs Model Buy and Hold+12.51
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.45
Model Short vs Buy and Hold-3.84
Model Long and Short vs Buy and Hold+11.70
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote719.97
Variance96.38
Standard Deviation9.82
Lowest quote699.24
Highest quote734.48
Median716.86
Max Daily Loose percent-2.13
Max Daily Gain percent2.39
Simple Perf.3.98
Last 5 quotes StatisticsValue
Mean quote726.94
Variance26.36
Standard Deviation5.13
Lowest quote718.63
Highest quote734.48
Median726.55
Max Daily Loose percent-1.17
Max Daily Gain percent1.24
Simple Perf.-0.24
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 quote722.07
Variance701.54
Standard Deviation26.49
Lowest quote671.94
Highest quote781.83
Median726.89
Max Daily Loose percent-3.19
Max Daily Gain percent3.82
Simple Perf.8.00
First quote673.22
Last quote727.09
Quotes UsedValue
Quote File UsedRUS2000_20060926.csv
# of Quotes1682
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)25.09.2006
File last quote727.09
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 year5.33
# Days2295
# Days in years6.38
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)2133
Tech Id753194352-120250
XML output fileRUS2000_20060926.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20060926.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)26.09.2006 20:33:13
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.
Valid HTML 4.01