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MyTrendTimer Financial Market Trend Timing report

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April 23rd, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
USD to CHF
April 23rd, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
Older reports
 
April 16th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
April 4th, 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 October 11, 2006
Weekly Comment about this asset/index
On Monday, North Korea conducted an underground nuclear test on Monday, flying in the face of a warning from the U.N. Security Council and risking fresh sanctions. Oil climbed back above $60 a barrel on Monday as OPEC moved closer to cementing a deal to cut 1 million barrels per day of output and after North Korea did its first nuclear test. On Tuesday, Oil prices were down in early trading. U.S. light crude was down 41 cents to $59.55 a barrel in electronic trading, while Brent crude trading in London is 34 cents lower at $60.20. Blue chips like Roche or UBS are helping the Swiss market to beat all its records ! The SMI breached 8,600 level to reach new high. It's higest closing was 8'627.20 yesterday.
Financial InstrumentValue
Instrument NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght3.0
Date (dd.MM.yyyy)11.10.2006
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
Buy01.08.20060677'944.10+3.45
Out10.10.20060708'627.20+8.60
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+18.70
Model Buy and Hold+32.80
Model Long Only+76.92
Model Short Only+24.94
Model Long and Short+121.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+4.03
Model Buy and Hold+7.06
Model Long Only+16.56
Model Short Only+5.37
Model Long and Short+26.06
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.50
Model Short vs Model Buy and Hold-1.69
Model Long and Short vs Model Buy and Hold+19.00
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+12.54
Model Short vs Buy and Hold+1.34
Model Long and Short vs Buy and Hold+22.04
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote8'364.76
Variance15'600.91
Standard Deviation124.90
Lowest quote8'181.81
Highest quote8'627.20
Median8'404.50
Max Daily Loose percent-0.94
Max Daily Gain percent1.36
Simple Perf.5.27
Last 5 quotes StatisticsValue
Mean quote8'507.92
Variance6'686.14
Standard Deviation81.77
Lowest quote8'390.22
Highest quote8'627.20
Median8'508.71
Max Daily Loose percent0.00
Max Daily Gain percent0.92
Simple Perf.2.82
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 quote7'893.16
Variance76'482.30
Standard Deviation276.55
Lowest quote7'154.86
Highest quote8'627.20
Median7'891.03
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.13.76
First quote7'583.93
Last quote8'627.20
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-4.837-0.69
February-3.937-0.56
March+1.657+0.24
April+14.297+2.04
May+4.797+0.68
June-6.167-0.88
July-3.047-0.43
August-0.747-0.11
September-15.067-2.15
October+14.597+2.08
November+15.706+2.62
December+4.866+0.81
TWR Return by Year for this asset
YearTWR Return.
2000+11.93
2001-21.11
2002-27.84
2003+18.51
2004+3.74
2005+33.21
2006+13.76
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-5.14
February2000+0.22
March2000+7.50
April2000-0.00
May2000+4.39
June2000+0.10
July2000+3.37
August2000+2.45
September2000-6.16
October2000+3.43
November2000+0.06
December2000+1.92
January2001-0.96
February2001-4.41
March2001-6.93
April2001+2.22
May2001+2.19
June2001-3.30
July2001-5.43
August2001-3.87
September2001-8.63
October2001+1.11
November2001+2.57
December2001+2.90
January2002-2.81
February2002+1.85
March2002+4.76
April2002-1.47
May2002+0.26
June2002-9.05
July2002-13.09
August2002+0.65
September2002-8.56
October2002+3.47
November2002+3.40
December2002-9.51
January2003-4.50
February2003-6.20
March2003-1.51
April2003+11.19
May2003+1.94
June2003+3.95
July2003+5.51
August2003+0.89
September2003-1.57
October2003+3.33
November2003+2.04
December2003+3.20
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+4.53
February2004+1.08
March2004-3.10
April2004+2.77
May2004-2.55
June2004-0.14
July2004-1.28
August2004-2.26
September2004+0.80
October2004-1.86
November2004+1.51
December2004+4.57
January2005+1.37
February2005+2.77
March2005-0.03
April2005-0.99
May2005+4.37
June2005+2.05
July2005+5.56
August2005-1.27
September2005+5.86
October2005+2.00
November2005+5.27
December2005+2.38
January2006+2.99
February2006+1.05
March2006+1.66
April2006+0.30
May2006-5.50
June2006+0.63
July2006+3.79
August2006+2.85
September2006+3.16
October2006+2.39
Quotes UsedValue
Quote File UsedSMI_20061011.csv
# of Quotes1722
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)10.10.2006
File last quote8'627.20
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)10.10.2006
Max Quote value8'627.20
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 operations8
Avg # op. by year1.72
# Days1672
# Days in years4.64
Biggest loose (Long only)-2.56
TechnicalValue
Program NameMyTrendTimer v0.99.83.1
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2082
Tech Id735234710-130900
XML output fileSMI_20061011.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SMI_20061011.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)11.10.2006 18:10:52
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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