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MyTrendTimer :
Standard and Poors 100
of
July 12, 2006 |
| Introduction |
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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”
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| Weekly Comment about this asset/index |
| On Wednesday, investors worried about geopolitical risk in Asia after news that North Korea launched several missiles.
Irak almost in civil war (was a great idea, Mr. Bush...).
Iran still negociating and rejecting western countries proposals.
Indian city of Mumbai bombed.
Crude oil is back to the USD 75.- level.
Inflation has investors rattled, but solid second quarter earnings and some positive guidance could lift investor spirits next week.
Market stance is still improving.
According to the model, it is still a technical rebound and not a change in the long term trend.
For now on : wait and see ! |
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| Financial Instrument | Value |
| Instrument Name | Standard and Poors 100 |
| Symbol | OEX |
| Currency | USD |
| Underlying instrument | iShares SP 100 Index (OEF) |
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| Trend/Signal | Value |
| Current Trend/Signal |
Bearish (last signal was a Sell)
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| Strenght | -0.2 |
| Date (dd.MM.yyyy) | 12.07.2006 |
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| Generated Operations Chart |
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| Generated Operations |
| Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
| Buy | 30.04.2003 | 000 | 465.53 | +0.00 |
| Sell | 19.07.2004 | 446 | 536.29 | +15.20 |
| Buy | 10.11.2004 | 114 | 555.54 | +3.59 |
| Sell | 21.04.2005 | 161 | 554.67 | -0.16 |
| Buy | 03.06.2005 | 043 | 565.30 | +1.92 |
| Sell | 05.10.2005 | 124 | 556.70 | -1.52 |
| Buy | 23.11.2005 | 049 | 582.01 | +4.55 |
| Sell | 14.06.2006 | 202 | 563.94 | -3.10 |
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| Return and result for this asset |
| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | -26.00 |
| Model Buy and Hold | +25.38 |
| Model Long Only | +9.75 |
| Model Short Only | -10.37 |
| Model Long and Short | -1.63 |
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| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | -8.22 |
| Model Buy and Hold | +8.02 |
| Model Long Only | +3.08 |
| Model Short Only | -3.28 |
| Model Long and Short | -0.52 |
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| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | -4.94 |
| Model Short vs Model Buy and Hold | -11.30 |
| Model Long and Short vs Model Buy and Hold | -8.54 |
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| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +11.30 |
| Model Short vs Buy and Hold | +4.94 |
| Model Long and Short vs Buy and Hold | +7.70 |
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| Various statistical indicators for this asset |
| Last 20 quotes Statistics | Value |
| Mean quote | 574.24 |
| Variance | 51.98 |
| Standard Deviation | 7.21 |
| Lowest quote | 560.70 |
| Highest quote | 584.74 |
| Median | 572.72 |
| Max Daily Loose percent | -1.10 |
| Max Daily Gain percent | 1.98 |
| Simple Perf. | 2.95 |
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| Last 5 quotes Statistics | Value |
| Mean quote | 582.76 |
| Variance | 2.72 |
| Standard Deviation | 1.65 |
| Lowest quote | 580.62 |
| Highest quote | 584.74 |
| Median | 582.68 |
| Max Daily Loose percent | -0.60 |
| Max Daily Gain percent | 0.41 |
| Simple Perf. | -0.18 |
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| Previous year Statistics | Value |
| Mean quote | 566.26 |
| Variance | 80.53 |
| Standard Deviation | 8.97 |
| Lowest quote | 543.60 |
| Highest quote | 584.43 |
| Median | 564.02 |
| Max Daily Loose percent | -1.50 |
| Max Daily Gain percent | 2.04 |
| Simple Perf. | -0.92 |
| First quote | 575.29 |
| Last quote | 570.00 |
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| Current year Statistics | Value |
| Mean quote | 583.30 |
| Variance | 74.13 |
| Standard Deviation | 8.61 |
| Lowest quote | 560.70 |
| Highest quote | 603.82 |
| Median | 582.26 |
| Max Daily Loose percent | -1.89 |
| Max Daily Gain percent | 1.98 |
| Simple Perf. | 2.40 |
| First quote | 570.00 |
| Last quote | 583.68 |
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| Quotes Used | Value |
| Quote File Used | SP100_20060712.csv |
| # of Quotes | 1626 |
| File first date (dd.MM.yyyy) | 03.01.2000 |
| File first quote | 788.79 |
| File last date (dd.MM.yyyy) | 11.07.2006 |
| File last quote | 583.68 |
| First data considered (dd.MM.yyyy) | 22.05.2000 |
| First data considered | 748.04 |
| Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
| Min. Quote value | 392.69 |
| Max Quote date (dd.MM.yyyy) | 24.03.2000 |
| Max Quote value | 833.26 |
| 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 percent | 5.86 |
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| Operations Statistics | Value |
| # Generated operations | 8 |
| Avg # op. by year | 2.53 |
| # Days | 1139 |
| # Days in years | 3.16 |
| Biggest loose (Long only) | -3.10 |
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| 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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