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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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2006 Archive Page
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MyTrendTimer : Swiss Market Index of December 29, 2006
Weekly Comment about this asset/index
Diplomatic efforts to persuade North Korea to scrap its nuclear weapons ended with no deal on Friday after a week of six-party talks, Interfax news agency reported, quoting a source close to the Russian delegation. Oil prices hovered below $63 a barrel on Friday after falling from a three-month high in the previous session on unusually warm weather in the United States Northeast. Stocks rallied Wednesday, with the Dow Jones industrial average closing above 12,500 for the first time, on falling oil prices, a surprisingly bullish report on home sales and a fresh burst of end-of-year buying.
Financial InstrumentValue
Instrument NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght2.1
Date (dd.MM.yyyy)29.12.2006
Generated Operations Chart
A chart of Swiss Market Index SSMI dated December 29, 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
Out28.12.20061498'803.26+10.82
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+21.12
Model Buy and Hold+35.51
Model Long Only+80.53
Model Short Only+24.94
Model Long and Short+125.55
Time Weighted Return ofValue (Annualized)
Buy and Hold+4.34
Model Buy and Hold+7.30
Model Long Only+16.56
Model Short Only+5.13
Model Long and Short+25.81
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.26
Model Short vs Model Buy and Hold-2.17
Model Long and Short vs Model Buy and Hold+18.51
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+12.21
Model Short vs Buy and Hold+0.79
Model Long and Short vs Buy and Hold+21.47
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote8'642.00
Variance19'908.80
Standard Deviation141.10
Lowest quote8'420.33
Highest quote8'824.31
Median8'622.32
Max Daily Loose percent-1.00
Max Daily Gain percent1.27
Simple Perf.4.03
Last 5 quotes StatisticsValue
Mean quote8'776.90
Variance1'099.95
Standard Deviation33.17
Lowest quote8'726.67
Highest quote8'822.19
Median8'774.43
Max Daily Loose percent-0.56
Max Daily Gain percent1.09
Simple Perf.0.46
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 quote8'060.78
Variance165'546.00
Standard Deviation406.87
Lowest quote7'154.86
Highest quote8'835.63
Median7'995.25
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.16.08
First quote7'583.93
Last quote8'803.26
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+8.807+1.26
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+16.08
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+3.76
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/SMI_20061229.csv
# of Quotes1777
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)28.12.2006
File last quote8'803.26
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 year1.64
# Days1751
# Days in years4.86
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 v0.99.88.3
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.18-1.2849.fc6
User Namemarc
Calculation Time (Ms)744
Tech Id241938608-130900
XML output fileSMI_20061229.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SMI_20061229.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)29.12.2006 18:38:58
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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