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MyTrendTimer Financial Market Trend Timing report

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September 17th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
September 17th, Bearish Trend (Sell Signal)
USD to CHF
 
Older reports
 
September 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
August 14th, 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 December 13, 2006
Weekly Comment about this asset/index
The U.S. trade deficit in October narrowed by the biggest amount in nearly five years, as oil import prices plunged for a second consecutive month and exports edged up to a new record, a Commerce Department report showed on Tuesday. The Federal Reserve Tuesday held interest rates steady for the fourth straight meeting - a widely expected move that comes as investors speculate about when the nation's central bank will begin to cut rates. But the Fed also noted there had been a "substantial" cooling in the housing market, a possible sign the Fed may be concerned about the state of the economy. Oil prices were steady near $61 a barrel on Wednesday after hitting a two-week low amid disagreement among OPEC members over whether to cut output. The dollar stayed weak against the euro on Wednesday after the Federal Reserve kept rates steady as widely expected and emphasised a slowdown in the housing sector, stirring anticipation that its next move could be to cut rates. Swiss share prices continued higher in thin afternoon trade, bucking the overall trend, with gains in heavyweights UBS and Roche offsetting any uncertainty related to the Fed's rate decision later today, dealers said.
Financial InstrumentValue
Instrument NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght2.0
Date (dd.MM.yyyy)13.12.2006
Generated Operations Chart
A chart of Swiss Market Index SSMI dated December 13, 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
Out12.12.20061338'670.07+9.14
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+19.29
Model Buy and Hold+33.46
Model Long Only+77.80
Model Short Only+24.94
Model Long and Short+122.14
Time Weighted Return ofValue (Annualized)
Buy and Hold+4.00
Model Buy and Hold+6.94
Model Long Only+16.14
Model Short Only+5.17
Model Long and Short+25.34
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.20
Model Short vs Model Buy and Hold-1.77
Model Long and Short vs Model Buy and Hold+18.40
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+12.14
Model Short vs Buy and Hold+1.17
Model Long and Short vs Buy and Hold+21.34
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote8'620.84
Variance17'060.88
Standard Deviation130.62
Lowest quote8'420.33
Highest quote8'791.17
Median8'605.75
Max Daily Loose percent-1.44
Max Daily Gain percent1.27
Simple Perf.-0.73
Last 5 quotes StatisticsValue
Mean quote8'556.31
Variance5'567.82
Standard Deviation74.62
Lowest quote8'452.07
Highest quote8'670.07
Median8'561.07
Max Daily Loose percent-0.35
Max Daily Gain percent0.88
Simple Perf.2.58
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 quote8'031.84
Variance150'699.56
Standard Deviation388.20
Lowest quote7'154.86
Highest quote8'835.63
Median7'995.25
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.14.32
First quote7'583.93
Last quote8'670.07
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+14.557+2.08
December+7.157+1.02
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+14.32
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
November2006-0.99
December2006+2.19
Quotes UsedValue
Quote File UsedSMI_20061213.csv
# of Quotes1767
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)12.12.2006
File last quote8'670.07
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 year1.66
# Days1735
# Days in years4.82
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 v0.99.87
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.18-1.2849.fc6
User Namemarc
Calculation Time (Ms)695
Tech Id478078123-130900
XML output fileSMI_20061213.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SMI_20061213.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)13.12.2006 20:48:37
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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