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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
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
 
Older reports
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 29th, 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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MyTrendTimer : Swiss Market Index of July 12, 2006
Introduction
This is an automatically generated “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Weekly Comment about this asset/index
On Wednesday, investors worried about geopolitical risk in Asia after news that North Korea launched several missiles. Irak almost in civil war (was a great idea, Mr. Bush...). Iran still negociating and rejecting western countries proposals. Indian city of Mumbai bombed. Crude oil is back to the USD 75.- level. Inflation has investors rattled, but solid second quarter earnings and some positive guidance could lift investor spirits next week. Market stance is still improving. According to the model, it is still a technical rebound and not a change in the long term trend. For now on : wait and see !
Financial InstrumentValue
Instrument NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-1.2
Date (dd.MM.yyyy)12.07.2006
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.
Buy11.03.20020006'496.60+0.00
Sell11.06.20020916'330.30-2.56
Buy13.05.20033364'538.60-28.30
Sell02.07.20044165'606.80+23.54
Buy15.11.20041365'674.30+1.20
Sell26.05.20065567'679.47+35.34
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+5.52
Model Buy and Hold+18.05
Model Long Only+62.91
Model Short Only+27.44
Model Long and Short+107.61
Time Weighted Return ofValue (Annualized)
Buy and Hold+1.29
Model Buy and Hold+4.23
Model Long Only+14.75
Model Short Only+6.44
Model Long and Short+25.24
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+10.52
Model Short vs Model Buy and Hold+2.20
Model Long and Short vs Model Buy and Hold+21.00
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+13.46
Model Short vs Buy and Hold+5.14
Model Long and Short vs Buy and Hold+23.94
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote7'497.13
Variance31'836.79
Standard Deviation178.43
Lowest quote7'154.86
Highest quote7'727.80
Median7'441.33
Max Daily Loose percent-0.89
Max Daily Gain percent2.14
Simple Perf.7.19
Last 5 quotes StatisticsValue
Mean quote7'686.76
Variance874.41
Standard Deviation29.57
Lowest quote7'655.21
Highest quote7'727.80
Median7'691.50
Max Daily Loose percent-0.89
Max Daily Gain percent0.64
Simple Perf.-0.76
Previous year StatisticsValue
Mean quote6'451.72
Variance330'683.68
Standard Deviation575.05
Lowest quote5'669.60
Highest quote7'619.96
Median6'644.78
Max Daily Loose percent-1.81
Max Daily Gain percent2.35
Simple Perf.33.21
First quote5'693.20
Last quote7'583.93
Current year StatisticsValue
Mean quote7'807.71
Variance53'634.84
Standard Deviation231.59
Lowest quote7'154.86
Highest quote8'122.08
Median7'638.47
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.1.13
First quote7'583.93
Last quote7'669.39
Quotes UsedValue
Quote File UsedSMI_20060712.csv
# of Quotes1657
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)11.07.2006
File last quote7'669.39
First data considered (dd.MM.yyyy)12.05.2000
First data considered7'736.70
Min. Quote date (dd.MM.yyyy)12.03.2003
Min. Quote value3'675.40
Max Quote date (dd.MM.yyyy)23.08.2000
Max Quote value8'377.00
Max daily drop date (dd.MM.yyyy)11.09.2001
Max Daily Drop percent-7.07
Max daily gain date (dd.MM.yyyy)24.09.2001
Max daily Gain percent6.70
Operations StatisticsValue
# Generated operations6
Avg # op. by year1.41
# Days1535
# Days in years4.26
Biggest loose (Long only)-2.56
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2044
Tech Id415174739-130900
XML output fileSMI_20060712.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SMI_20060712.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)12.07.2006 17:35:01
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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