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MyTrendTimer Financial Market Trend Timing report

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November 19th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
USD to CHF
November 19th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
 
Older reports
 
November 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 6th, 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
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2009 Archive Page
2010 Archive Page
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2012 Archive Page
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MyTrendTimer : Swiss Market Index of November 21, 2006
Weekly Comment about this asset/index
Stocks bolted out of the blocks Thursday, pushing the Dow industrials further into record territory, on solid economic news and more merger announcements. Consumer prices fell in October, led by a drop in gasoline prices, the government said Thursday in a report showing less inflationary pressure than Wall Street expected. The Consumer Price Index (CPI) sank 0.5 percent from September, matching the 0.5 percent fall seen that month. The so called core CPI, which strips out volatile food and energy prices, edged up 0.1 percent - less than Wall Street forecasts.elled worries about the health of the U.S. economy, Asia's top export market. Trading on Wall Street likely to be thin in week leading to Thanksgiving day, but investors will focus on retail sales Friday. U.S. blue chips ended lower on Monday as investors sold stocks after a series of record-high closes and a drop in oil prices hit energy shares. Merger and acquisition activity worldwide surged on Monday with a focus on real estate, mining, media and exchanges sectors as demand by private equity funds and the push for industry consolidation gathered pace. The surge is being driven by profitable companies which have large amounts of cash for investment, and by the flood of money into private equity funds that also needs to be put to work.
Financial InstrumentValue
Instrument NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght3.4
Date (dd.MM.yyyy)21.11.2006
Generated Operations Chart
A chart of Swiss Market Index SSMI dated November 21, 2006 to backtest the trend timer 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
Out20.11.20061118'760.04+10.27
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+20.53
Model Buy and Hold+34.84
Model Long Only+79.64
Model Short Only+24.94
Model Long and Short+124.45
Time Weighted Return ofValue (Annualized)
Buy and Hold+4.31
Model Buy and Hold+7.32
Model Long Only+16.74
Model Short Only+5.24
Model Long and Short+26.15
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.42
Model Short vs Model Buy and Hold-2.08
Model Long and Short vs Model Buy and Hold+18.83
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+12.42
Model Short vs Buy and Hold+0.93
Model Long and Short vs Buy and Hold+21.84
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote8'717.83
Variance4'537.50
Standard Deviation67.36
Lowest quote8'569.72
Highest quote8'835.63
Median8'702.67
Max Daily Loose percent-0.96
Max Daily Gain percent1.15
Simple Perf.0.72
Last 5 quotes StatisticsValue
Mean quote8'762.06
Variance551.65
Standard Deviation23.49
Lowest quote8'733.82
Highest quote8'791.17
Median8'762.50
Max Daily Loose percent-0.50
Max Daily Gain percent0.66
Simple Perf.0.09
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 quote7'993.98
Variance138'201.88
Standard Deviation371.76
Lowest quote7'154.86
Highest quote8'835.63
Median7'995.25
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.15.51
First quote7'583.93
Last quote8'760.04
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+13.827+1.97
November+18.277+2.61
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+15.51
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+1.71
November2006+2.22
Quotes UsedValue
Quote File UsedSMI_20061121.csv
# of Quotes1751
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)20.11.2006
File last quote8'760.04
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)07.11.2006
Max Quote value8'835.63
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 year1.68
# Days1713
# Days in years4.76
Biggest loose (Long only)-2.56
Min # days uninvested (before Buy operation)67
Max # days uninvested (before Buy operation)336
Min # days invested (before Sell operation)91
Max # days invested (before Sell operation)556
TechnicalValue
Program NameMyTrendTimer v0.99.86.27
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2849.fc6
User Nameroot
Calculation Time (Ms)2076
Tech Id840237316-130900
XML output fileSMI_20061121.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SMI_20061121.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)21.11.2006 19:13:41
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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