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 November 7, 2006
Weekly Comment about this asset/index
Historically, the U.S. mid-term elections have been bullish for the stock market, according to the Stock Trader's Almanac. But politically sensitive stocks could experience some volatility on Tuesday, when U.S. voters go to the polls, and on Wednesday as traders digest election results. Many analysts and insiders of both major U.S. parties have been forecasting that the Republicans may lose control of the House of Representatives and they believe the Senate will be a close contest. The Democrats have vowed to take on some controversial reforms, including the repeal of President George W. Bush's reduction in the tax rate on capital gains and dividends, which could make their wins a negative for stocks. On Monday, Oil prices slipped below $59 as high fuel stocks in consumer countries blunted the impact of a new attack on Nigerian oil facilities. U.S. stocks rallied on Monday, with a string of corporate takeovers propelling the Dow and the SP 500 to their biggest one-day gains in a month and helping the Dow snap a six-session string of losses. The wave of mergers and acquisitions bolstered optimism about the economic outlook, but investors kept a close eye on opinion polls before Tuesday's U.S. congressional elections.
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)07.11.2006
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
Out06.11.2006077763.08+8.19
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+53.72
Model Buy and Hold+48.30
Model Long Only+90.16
Model Short Only+22.01
Model Long and Short+132.02
Time Weighted Return ofValue (Annualized)
Buy and Hold+8.27
Model Buy and Hold+7.44
Model Long Only+13.89
Model Short Only+3.39
Model Long and Short+20.34
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+6.45
Model Short vs Model Buy and Hold-4.05
Model Long and Short vs Model Buy and Hold+12.90
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5.61
Model Short vs Buy and Hold-4.88
Model Long and Short vs Buy and Hold+12.06
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote760.45
Variance85.21
Standard Deviation9.23
Lowest quote741.71
Highest quote776.04
Median758.88
Max Daily Loose percent-1.92
Max Daily Gain percent2.07
Simple Perf.2.49
Last 5 quotes StatisticsValue
Mean quote759.22
Variance74.36
Standard Deviation8.62
Lowest quote750.13
Highest quote770.36
Median760.24
Max Daily Loose percent-1.92
Max Daily Gain percent1.38
Simple Perf.-0.95
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 quote726.15
Variance744.29
Standard Deviation27.28
Lowest quote671.94
Highest quote781.83
Median726.89
Max Daily Loose percent-3.19
Max Daily Gain percent3.82
Simple Perf.13.35
First quote673.22
Last quote763.08
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+9.827+1.40
February+4.387+0.63
March-0.467-0.07
April-0.957-0.14
May+3.547+0.51
June+17.437+2.49
July-21.087-3.01
August+8.367+1.19
September-19.737-2.82
October+17.547+2.51
November+22.827+3.26
December+12.856+2.14
TWR Return by Year for this asset
YearTWR Return.
2000-2.60
2001+1.03
2002-21.58
2003+45.37
2004+17.00
2005+3.32
2006+13.35
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-0.04
February2000+16.42
March2000-6.20
April2000-6.58
May2000-5.94
June2000+8.62
July2000-3.21
August2000+7.44
September2000-3.07
October2000-4.54
November2000-10.40
December2000+8.43
January2001+5.13
February2001-6.68
March2001-5.03
April2001+7.72
May2001+2.30
June2001+3.25
July2001-5.43
August2001-3.35
September2001-13.59
October2001+5.75
November2001+7.62
December2001+6.02
January2002-1.11
February2002-2.84
March2002+7.90
April2002+0.83
May2002-4.54
June2002-5.09
July2002-15.18
August2002-0.37
September2002-7.34
October2002+3.10
November2002+8.80
December2002-5.73
January2003-2.85
February2003-3.13
March2003+1.12
April2003+9.37
May2003+10.62
June2003+1.67
July2003+6.17
August2003+4.50
September2003-1.96
October2003+8.31
November2003+3.46
December2003+1.90
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+4.28
February2004+0.83
March2004+0.81
April2004-5.17
May2004+1.51
June2004+4.09
July2004-6.80
August2004-0.61
September2004+4.56
October2004+1.89
November2004+8.56
December2004+2.81
January2005-4.23
February2005+1.61
March2005-2.99
April2005-5.80
May2005+6.44
June2005+3.72
July2005+6.27
August2005-1.95
September2005+0.19
October2005-3.17
November2005+4.74
December2005-0.60
January2006+8.91
February2006-0.35
March2006+4.72
April2006-0.08
May2006-5.69
June2006+0.51
July2006-3.33
August2006+2.85
September2006+0.70
October2006+5.69
November2006-0.49
Quotes UsedValue
Quote File UsedRUS2000_20061107.csv
# of Quotes1712
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)06.11.2006
File last quote763.08
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 year5.24
# Days2337
# Days in years6.49
Biggest loose (Long only)-4.72
TechnicalValue
Program NameMyTrendTimer v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)2320
Tech Id674008201-120250
XML output fileRUS2000_20061107.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20061107.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)07.11.2006 18:11:53
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