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MyTrendTimer Financial Market Trend Timing report

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December 10th, Bullish Trend (Buy Signal)
USD to CHF
December 10th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
Dow Jones Industrial
Swiss Market Index SMI
 
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December 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 27th, 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 January 24, 2007
Weekly Comment about this asset/index
On Monday, the Swiss Market Index was 10.49 points higher at 9,165.61, after earlier touching a new record of 9,177.88, and the Swiss Performance Index was up 15.92 points at 7,248.3. On Tuesday at the close, the Swiss Market Index was 3.35 points higher at 9,105.50, and the Swiss Performance Index was down 3.65 points at 7,196.52. The euro eased against the Swiss franc to 1.6156 sfr, while the dollar dropped to 1.2393 sfr.
Financial InstrumentValue
Instrument NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH on SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength2.8
Date (dd.MM.yyyy)24.01.2007
Generated Operations Chart
A chart of Swiss Market Index SSMI dated January 24, 2007 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
info : Current23.01.20071759'105.50+14.62
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+25.28
Model Buy and Hold+40.16
Model Long Only+86.73
Model Short Only+24.94
Model Long and Short+133.30
Time Weighted Return ofValue (Annualized)
Buy and Hold+5.12
Model Buy and Hold+8.14
Model Long Only+17.57
Model Short Only+5.05
Model Long and Short+27.00
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+9.43
Model Short vs Model Buy and Hold-3.08
Model Long and Short vs Model Buy and Hold+18.87
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+12.45
Model Short vs Buy and Hold-0.07
Model Long and Short vs Buy and Hold+21.88
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote8'941.79
Variance19'273.37
Standard Deviation138.83
Lowest quote8'726.67
Highest quote9'155.12
Median8'940.89
Max Daily Loose percent-0.58
Max Daily Gain percent1.53
Simple Perf.3.82
Last 5 quotes StatisticsValue
Mean quote9'106.62
Variance712.15
Standard Deviation26.69
Lowest quote9'073.00
Highest quote9'155.12
Median9'114.06
Max Daily Loose percent-0.58
Max Daily Gain percent0.61
Simple Perf.0.36
Previous year StatisticsValue
Mean quote8'063.60
Variance166'944.34
Standard Deviation408.59
Lowest quote7'154.86
Highest quote8'835.63
Median7'995.25
Max Daily Loose percent-2.90
Max Daily Gain percent2.56
Simple Perf.15.85
First quote7'583.93
Last quote8'785.74
Current year StatisticsValue
Mean quote8'992.45
Variance13'847.13
Standard Deviation117.67
Lowest quote8'785.74
Highest quote9'155.12
Median8'970.43
Max Daily Loose percent-0.58
Max Daily Gain percent1.53
Simple Perf.3.64
First quote8'785.74
Last quote9'105.50
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-1.378-0.17
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+8.587+1.23
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+15.85
2007+3.64
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+3.55
January2007+3.64
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/SMI_20070124.csv
# of Quotes1793
File first date (dd.MM.yyyy)04.01.2000
File first quote7'268.10
File last date (dd.MM.yyyy)23.01.2007
File last quote9'105.50
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)19.01.2007
Max Quote value9'155.12
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 year1.62
# Days1777
# Days in years4.94
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 v0.99.90.0
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)821
Tech Id400056969-130900
XML output fileSMI_20070124.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SMI_20070124.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)24.01.2007 18:51:39
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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