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
 
April 16th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
April 16th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
USD to CHF
 
Older reports
 
April 4th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 26th, 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 : Standard and Poors 100 of June 21, 2006
Introduction
This is an automatically generated “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Weekly Comment about this asset/index
On Tuesday, a US government report showed that the pace of U.S. housing construction rose more than expected in May after three months of declines. North Korea may test-fire its long-range Taepodong-2 missile, a step they have said would present a grave danger to regional security. On Wednesday, Goldman Sachs' Chief U.S. Investment Strategist Abby Joseph Cohen said that the US Markets are currently underpriced and the recent slump in U.S. stocks is nearly over. On the other end, Dennis Gartman was quite bearish and said that the long range bullish trend was broken. The SP100 has changed trend this week. We are now on the bearish side. Assets wich use the index as a benchmark should be sold according to the model.
Financial InstrumentValue
Instrument NameStandard and Poors 100
SymbolOEX
CurrencyUSD
Underlying instrumentiShares SP 100 Index (OEF)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-0.2
Date (dd.MM.yyyy)21.06.2006
Generated Operations Chart
A chart image to backtest the model buy and sell signals
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy30.04.2003000465.53+0.00
Sell19.07.2004446536.29+15.20
Buy10.11.2004114555.54+3.59
Sell21.04.2005161554.67-0.16
Buy03.06.2005043565.30+1.92
Sell05.10.2005124556.70-1.52
Buy23.11.2005049582.01+4.55
Sell14.06.2006202563.94-3.10
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-27.90
Model Buy and Hold+22.16
Model Long Only+9.75
Model Short Only-10.37
Model Long and Short-1.63
Time Weighted Return ofValue (Annualized)
Buy and Hold-8.82
Model Buy and Hold+7.01
Model Long Only+3.08
Model Short Only-3.28
Model Long and Short-0.52
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-3.92
Model Short vs Model Buy and Hold-10.28
Model Long and Short vs Model Buy and Hold-7.52
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+11.90
Model Short vs Buy and Hold+5.54
Model Long and Short vs Buy and Hold+8.30
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote575.76
Variance54.10
Standard Deviation7.36
Lowest quote560.70
Highest quote588.44
Median574.57
Max Daily Loose percent-1.68
Max Daily Gain percent1.81
Simple Perf.-1.55
Last 5 quotes StatisticsValue
Mean quote568.14
Variance26.24
Standard Deviation5.12
Lowest quote560.70
Highest quote574.17
Median567.43
Max Daily Loose percent-0.74
Max Daily Gain percent1.81
Simple Perf.1.43
Previous year StatisticsValue
Mean quote566.26
Variance80.53
Standard Deviation8.97
Lowest quote543.60
Highest quote584.43
Median564.02
Max Daily Loose percent-1.50
Max Daily Gain percent2.04
Simple Perf.-0.92
First quote575.29
Last quote570.00
Current year StatisticsValue
Mean quote584.00
Variance74.09
Standard Deviation8.61
Lowest quote560.70
Highest quote603.82
Median582.26
Max Daily Loose percent-1.89
Max Daily Gain percent1.81
Simple Perf.-0.23
First quote570.00
Last quote568.71
Quotes UsedValue
Quote File UsedSP100_20060621.csv
# of Quotes1612
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)20.06.2006
File last quote568.71
First data considered (dd.MM.yyyy)22.05.2000
First data considered748.04
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value392.69
Max Quote date (dd.MM.yyyy)24.03.2000
Max Quote value833.26
Max daily drop date (dd.MM.yyyy)17.09.2001
Max Daily Drop percent-5.28
Max daily gain date (dd.MM.yyyy)24.07.2002
Max daily Gain percent5.86
Operations StatisticsValue
# Generated operations8
Avg # op. by year2.53
# Days1139
# Days in years3.16
Biggest loose (Long only)-3.10
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1769
Tech Id598169339-150970
XML output fileSP100_20060621.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP100_20060621.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)21.06.2006 19:26:57
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