The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
USD to CHF
November 12th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
 
Older reports
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 29th, 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
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : Swiss Market Index analysis of April 20, 2015
Description of this asset/index
The Swiss Market Index (SMI) is Switzerland's blue-chip stock market index, which makes it the most important in the country. It is made up of twenty of the largest and most liquid SPI large- and mid-cap stocks. As a price index, the SMI is not adjusted for dividends, but a performance index that takes account of such distributions is available (the SMIC - SMI Cum Dividend). The SMI was introduced on 30 June 1988 at a baseline value of 1500 points. Its composition is examined once a year. Calculation takes place in real-time: as soon as a new transaction occurs in a security contained in the SMI, an updated index level is calculated and displayed. The securities contained in the SMI currently represent more than 90% of the entire market capitalisation, as well as of 90% trading volume, of all Swiss and Liechtenstein equities listed on the SWX Swiss Exchange. Because the SMI is considered to be a mirror of the overall Swiss stock market, it is used as the underlying index for numerous derivative financial instruments such as options, futures and index funds (e.g. ETFs).
Financial InstrumentValue
Asset NameSwiss Market Index
SymbolSSMI
CurrencyCHF
Underlying instrumentXMTCH on SMI (XMSMI)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strength2,4
DateApril 20, 2015
Generated Signals Chart
A chart of Swiss Market Index SSMI dated April 20, 2015 to backtest the trend timer model buy and sell signals
Generated Signals
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
Sell25.07.20073588 922,71+12,32
Buy12.10.20070799 197,48+3,08
Sell01.11.20070208 891,47-3,33
Buy20.05.20095655 509,27-38,04
Sell17.05.20103626 428,86+16,69
Buy21.09.20101276 420,40-0,13
Sell29.09.20100086 311,57-1,70
Buy13.10.20100146 455,13+2,27
Sell15.03.20111536 101,01-5,49
Buy12.05.20110576 562,59+7,57
Sell07.06.20110266 330,65-3,53
Buy22.12.20111985 837,06-7,80
Sell16.05.20121455 872,73+0,61
Buy05.07.20120506 202,32+5,61
Sell07.08.20147638 306,75+33,93
Buy26.08.20140198 673,29+4,41
Sell16.10.20140518 057,54-7,10
Buy04.11.20140198 718,02+8,20
Sell21.01.20150788 008,55-8,14
Buy26.02.20150369 049,49+13,00
Info : Current20.04.20150529 243,71+2,15
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+27,18
Model Buy and Hold+42,29
Model Long Only+117,32
Model Short Only+34,53
Model Long and Short+192,35
Time Weighted Return ofValue (Annualized)
Buy and Hold+2,05
Model Buy and Hold+3,18
Model Long Only+8,83
Model Short Only+2,60
Model Long and Short+14,48
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+5,65
Model Short vs Model Buy and Hold-0,58
Model Long and Short vs Model Buy and Hold+11,30
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6,79
Model Short vs Buy and Hold+0,55
Model Long and Short vs Buy and Hold+12,43
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote9 279,69
Standard Deviation124,79
Lowest quote9 082,51
Highest quote9 471,46
Median9 276,98
Max Daily Loose percent-1,62
Max Daily Gain percent1,57
Simple Perf.-0,91
Last 5 quotes StatisticsValue
Mean quote9 360,44
Standard Deviation90,28
Lowest quote9 243,71
Highest quote9 430,25
Median9 336,98
Max Daily Loose percent-1,62
Max Daily Gain percent0,14
Simple Perf.-1,98
Previous year StatisticsValue
Mean quote8 573,48
Standard Deviation250,71
Lowest quote8 057,54
Highest quote9 212,85
Median8 635,20
Max Daily Loose percent-2,42
Max Daily Gain percent2,70
Simple Perf.9,51
First quote8 203,00
Last quote8 983,37
Current year StatisticsValue
Mean quote8 910,47
Standard Deviation398,53
Lowest quote7 899,59
Highest quote9 471,46
Median8 685,53
Max Daily Loose percent-8,67
Max Daily Gain percent3,21
Simple Perf.2,90
First quote8 983,37
Last quote9 243,71
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-13,8016-0,86
February-0,1116-0,01
March+9,2716+0,58
April+31,9616+2,00
May+1,2415+0,08
June-22,4815-1,50
July+5,5115+0,37
August+1,9915+0,13
September-12,5115-0,83
October+17,2615+1,15
November+9,1215+0,61
December+8,3515+0,56
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
2007-3,43
2008-34,77
2009+18,27
2010-1,68
2011-7,77
2012+14,93
2013+20,24
2014+9,51
2015+2,90
Year 2011 to 2012 Monthly performance
MonthYearPerformance
January2011+0,67
February2011+2,03
March2011-3,83
April2011+2,87
May2011+0,23
June2011-5,63
July2011-6,51
August2011-4,41
September2011+0,06
October2011+3,61
November2011-1,38
December2011+5,02
January2012+0,51
February2012+2,41
March2012+2,06
April2012-2,23
May2012-4,04
June2012+3,70
July2012+5,48
August2012-0,16
September2012+1,67
October2012+1,53
November2012+3,42
December2012+0,03
Year 2013 to 201n Monthly performance
MonthYearPerformance
January2013+8,63
February2013+2,46
March2013+2,90
April2013+1,18
May2013+0,52
June2013-3,32
July2013+1,79
August2013-0,95
September2013+3,57
October2013+2,64
November2013+0,36
December2013-0,74
January2014-0,14
February2014+3,47
March2014-0,25
April2014+0,27
May2014+2,32
June2014-1,37
July2014-1,69
August2014+2,96
September2014+2,03
October2014+0,03
November2014+3,54
December2014-1,83
January2015-6,66
February2015+7,51
March2015+1,27
April2015+1,26
Quotes UsedValue
Link on Quote FileSMI_20150420.csv
Quote File Used/local/java/TrendTimer/quote_data/SMI_20150420.csv
# of Quotes3828
File first date (dd.MM.yyyy)04.01.2000
File first quote7 268,10
File last date (dd.MM.yyyy)20.04.2015
File last quote9 243,71
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)01.06.2007
Max Quote value9 531,46
Max daily drop date (dd.MM.yyyy)15.01.2015
Max Daily Drop percent-8,67
Max daily gain date (dd.MM.yyyy)13.10.2008
Max daily Gain percent7,96
Signals StatisticsValue
# Generated Signals27
Avg # op. by year2,03
# Days4782
# Days in years13,28
Biggest loose (Long only)-8,14
Min # days uninvested (before Buy Signal)14
Max # days uninvested (before Buy Signal)565
Min # days invested (before Sell Signal)8
Max # days invested (before Sell Signal)763
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.7.0_75
OS NameLinux
OS Version3.15.10-201.fc20.i686
User Namemarc
Calculation Time (Ms)413
Tech Id775912328-130900
XML output fileSMI_20150420.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/SMI_20150420.xml
# Warnings found9
Generated on (dd.MM.yyyy HH:mm:ss)20.04.2015 19:15:10
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.
Valid HTML 4.01