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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
 
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2006 Archive Page
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2009 Archive Page
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MyTrendTimer : Standard and Poors 100 of August 16, 2006
Weekly Comment about this asset/index
End of last week, world markets were hit after British officials say they break up airliner bombing plot. Al Qaeda was suspected, as usual. Yesterday, US government announced that the PPI rose a smaller than expected 0.1% (consensus 0.4%) in July, while the more closely watched core rate (ex-food and energy) actually fell 0.3% (consensus 0.2%), lending further credence that another rate hike may not be necessary. Oil slipped to about $73 a barrel on Tuesday as a truce between Israel and Hizbollah held for a second day, easing concern over threats to oil supply in the Middle East. So, even after a major terrorist alert, inflation and geopolitical concerns are decreasing. Situation seems to improve for the stock markets and the various indexes we follow.
Financial InstrumentValue
Instrument NameStandard and Poors 100
SymbolOEX
CurrencyUSD
Underlying instrumentiShares SP 100 Index (OEF)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght0.1
Date (dd.MM.yyyy)16.08.2006
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
Buy08.08.2006055586.13+3.93
Out15.08.2006007593.49+1.26
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-24.76
Model Buy and Hold+27.49
Model Long Only+11.13
Model Short Only-14.72
Model Long and Short-5.22
Time Weighted Return ofValue (Annualized)
Buy and Hold-7.42
Model Buy and Hold+8.24
Model Long Only+3.34
Model Short Only-4.41
Model Long and Short-1.57
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.90
Model Short vs Model Buy and Hold-12.65
Model Long and Short vs Model Buy and Hold-9.81
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.76
Model Short vs Buy and Hold+3.01
Model Long and Short vs Buy and Hold+5.86
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote584.45
Variance38.42
Standard Deviation6.20
Lowest quote568.34
Highest quote593.49
Median580.92
Max Daily Loose percent-0.69
Max Daily Gain percent1.87
Simple Perf.4.43
Last 5 quotes StatisticsValue
Mean quote587.25
Variance10.17
Standard Deviation3.19
Lowest quote584.48
Highest quote593.49
Median588.98
Max Daily Loose percent-0.28
Max Daily Gain percent1.15
Simple Perf.1.26
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 quote583.12
Variance72.12
Standard Deviation8.49
Lowest quote560.70
Highest quote603.82
Median582.26
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.4.12
First quote570.00
Last quote593.49
Quotes UsedValue
Quote File UsedSP100_20060816.csv
# of Quotes1651
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)15.08.2006
File last quote593.49
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 operations10
Avg # op. by year3.00
# Days1201
# Days in years3.34
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)1897
Tech Id524397987-150970
XML output fileSP100_20060816.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP100_20060816.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)16.08.2006 17:44:26
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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