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August 14th, Bullish Trend (Buy Signal)
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August 14th, Bearish Trend (Sell Signal)
None for now.
 
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August 3rd, 2018
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Standard and Poors 500
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MyTrendTimer : Russell 2000 of April 18, 2007
Weekly Comment about this asset/index
On Monday, a Commerce Department report shoved that U.S. retail sales rose a slightly more-than-expected 0.7 percent in March in part on higher gasoline prices. On thuesday, U.S. core inflation dipped in March despite the biggest surge in gasoline costs in 1-1/2 years and new-homebuilding eked out a slight gain, according to government report showing continuing expansion with generally subdued prices. The Consumer Price Index, the US government's key measure of inflation at the retail level, climbed at a 0.6 percent rate in March and was the highest reading in nearly a year. That was up from 0.4 percent in February, according to the Labor Department. On the economic front, core CPI rising just 0.1% (consensus 0.2%) has brought the year/year increase down slightly to 2.5% from 2.6%, easing recently heightened inflation concerns. Some stabilization in the housing sector, following an unexpected 0.8% rise in starts, has also been encouraging.
Financial InstrumentValue
Asset NameRussell 2000
SymbolRUT
CurrencyUSD
Underlying instrumentiShares Russell 2000 Index (IWM)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength0.3
Date (dd.MM.yyyy)18.04.2007
Generated Signals Chart
A  of Russell 2000 RUT dated April 18, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
Sell05.03.2007196760.06+7.76
Buy26.03.2007020808.94+6.43
Info : Current17.04.2007022828.96+2.47
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+66.99
Model Buy and Hold+61.11
Model Long Only+94.10
Model Short Only+17.00
Model Long and Short+127.09
Time Weighted Return ofValue (Annualized)
Buy and Hold+9.65
Model Buy and Hold+8.81
Model Long Only+13.56
Model Short Only+2.45
Model Long and Short+18.32
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+4.75
Model Short vs Model Buy and Hold-6.36
Model Long and Short vs Model Buy and Hold+9.51
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+3.91
Model Short vs Buy and Hold-7.20
Model Long and Short vs Buy and Hold+8.66
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote807.12
Standard Deviation12.35
Lowest quote778.77
Highest quote831.44
Median805.10
Max Daily Loose percent-0.81
Max Daily Gain percent1.75
Simple Perf.6.44
Last 5 quotes StatisticsValue
Mean quote819.60
Standard Deviation8.98
Lowest quote808.24
Highest quote831.44
Median819.84
Max Daily Loose percent-0.77
Max Daily Gain percent1.47
Simple Perf.1.77
Previous year StatisticsValue
Mean quote734.66
Standard Deviation32.96
Lowest quote671.94
Highest quote797.73
Median734.83
Max Daily Loose percent-3.19
Max Daily Gain percent3.82
Simple Perf.17.00
First quote673.22
Last quote787.66
Current year StatisticsValue
Mean quote798.56
Standard Deviation16.77
Lowest quote760.06
Highest quote831.44
Median795.75
Max Daily Loose percent-3.77
Max Daily Gain percent2.48
Simple Perf.5.24
First quote787.66
Last quote828.96
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+11.598+1.45
February+3.478+0.43
March+0.478+0.06
April+2.558+0.32
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+26.537+3.79
December+13.077+1.87
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+17.00
2007+5.24
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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+2.51
December2006+0.20
January2007+1.61
February2007-0.88
March2007+0.93
April2007+3.53
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/RUS2000_20070418.csv
# of Quotes1819
File first date (dd.MM.yyyy)03.01.2000
File first quote496.42
File last date (dd.MM.yyyy)17.04.2007
File last quote828.96
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)16.04.2007
Max Quote value831.44
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
Signals StatisticsValue
# Generated Signals35
Avg # op. by year5.04
# Days2498
# Days in years6.94
Biggest loose (Long only)-4.72
Min # days uninvested (before Buy Signal)9
Max # days uninvested (before Buy Signal)163
Min # days invested (before Sell Signal)2
Max # days invested (before Sell Signal)355
TechnicalValue
Program NameMyTrendTimer v0.99.94
Java Version1.6.0
OS NameLinux
OS Version2.6.20-1.2944.fc6
User Namemarc
Calculation Time (Ms)1608
Tech Id308167417-120250
XML output fileRUS2000_20070418.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/RUS2000_20070418.xml
# Warnings found1
Generated on (dd.MM.yyyy HH:mm:ss)18.04.2007 17:10:50
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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