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| March 19th, Bearish Trend (Sell Signal) |
| None for now. |
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MyTrendTimer :
Standard and Poors 100
of
August 23, 2006 |
| Weekly Comment about this asset/index |
| End of last week, U.S. stocks closed higher for the fifth day in a row on Friday.
Crude oil rose to almost $72 a barrel after major exporter Iran said it would not suspend its nuclear program as its self-imposed deadline to respond formally to Western proposals drew near.
No major economic news was scheduled, but investors will be looking ahead to U.S. home sales and durable goods figures later in the week.
Federal Reserve Chairman Ben Bernanke will be in the spotlight when he addresses a symposium in Jackson Hole, Wyoming on Thursday, while other Fed governors speak throughout the week.
U.S. stocks fell on Monday, for the first time in six sessions, as a sharp rebound in oil prices and a disappointing outlook from Lowe's Cos. Inc., the No. 2 U.S. home improvement chain, raised fears about slower consumer spending.
Iran, set to reply on Tuesday to an offer by world powers aimed at defusing a nuclear standoff, has insisted it would not stop enriching uranium as they demand by an August 31 deadline to avoid possible sanctions.
U.S. technology stocks eked out small gains on Tuesday in light trading after broker upgrades helped the sector while a Fed official's comments about possible rate increases pushed the Dow lower.
Afternoon comments from Fed official revive concerns about higher pressure on inflation, impact on interest rate hikes.
On Wednesday, schizophrenic Iranians offer more talks to resolve the nuclear dispute... |
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| Financial Instrument | Value |
| Instrument Name | Standard and Poors 100 |
| Symbol | OEX |
| Currency | USD |
| Underlying instrument | iShares SP 100 Index (OEF) |
|
| Trend/Signal | Value |
| Current Trend/Signal |
Bullish (last signal was a Buy)
|
| Strenght | 0.3 |
| Date (dd.MM.yyyy) | 23.08.2006 |
|
| Generated Operations Chart |
 |
|
| 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 |
| Buy | 08.08.2006 | 055 | 586.13 | +3.93 |
| Out | 22.08.2006 | 014 | 600.26 | +2.41 |
|
| Return and result for this asset |
| Time Weighted Return of | Value (over the Period) |
| Buy and Hold | -23.90 |
| Model Buy and Hold | +28.94 |
| Model Long Only | +12.40 |
| Model Short Only | -14.72 |
| Model Long and Short | -4.14 |
|
| Time Weighted Return of | Value (Annualized) |
| Buy and Hold | -7.12 |
| Model Buy and Hold | +8.62 |
| Model Long Only | +3.69 |
| Model Short Only | -4.39 |
| Model Long and Short | -1.23 |
|
| Model OverPerf vs Model Buy and Hold | Value (Annualized) |
| Model Long vs Model Buy and Hold | -4.93 |
| Model Short vs Model Buy and Hold | -13.01 |
| Model Long and Short vs Model Buy and Hold | -9.86 |
|
| Model OverPerf vs Buy and Hold | Value (Annualized) |
| Model Long vs Buy and Hold | +10.82 |
| Model Short vs Buy and Hold | +2.74 |
| Model Long and Short vs Buy and Hold | +5.89 |
|
|
| Various statistical indicators for this asset |
| Last 20 quotes Statistics | Value |
| Mean quote | 590.20 |
| Variance | 33.76 |
| Standard Deviation | 5.81 |
| Lowest quote | 583.55 |
| Highest quote | 601.50 |
| Median | 592.53 |
| Max Daily Loose percent | -0.41 |
| Max Daily Gain percent | 1.15 |
| Simple Perf. | 2.73 |
|
| Last 5 quotes Statistics | Value |
| Mean quote | 598.42 |
| Variance | 8.19 |
| Standard Deviation | 2.86 |
| Lowest quote | 593.49 |
| Highest quote | 601.50 |
| Median | 597.49 |
| Max Daily Loose percent | -0.26 |
| Max Daily Gain percent | 0.63 |
| Simple Perf. | 1.14 |
|
| 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 |
|
| Current year Statistics | Value |
| Mean quote | 583.62 |
| Variance | 77.94 |
| Standard Deviation | 8.83 |
| 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. | 5.31 |
| First quote | 570.00 |
| Last quote | 600.26 |
|
| Quotes Used | Value |
| Quote File Used | SP100_20060823.csv |
| # of Quotes | 1656 |
| File first date (dd.MM.yyyy) | 03.01.2000 |
| File first quote | 788.79 |
| File last date (dd.MM.yyyy) | 22.08.2006 |
| File last quote | 600.26 |
| 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 |
|
| Operations Statistics | Value |
| # Generated operations | 10 |
| Avg # op. by year | 2.98 |
| # Days | 1208 |
| # Days in years | 3.36 |
| 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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