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July 9th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
July 9th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
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July 2nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
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NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
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MyTrendTimer : Standard and Poors 100 of October 18, 2006
Weekly Comment about this asset/index
On Monday, U.S. spy satellites have detected suspicious activity near North Korea's nuclear test site that may signal preparations for another detonation, U.S. television networks have reported. Oil prices rose for a fourth straight session on Tuesday, topping $60 a barrel as OPEC prepared to agree a production cut and the United States braced for winter. Blue-chip measure sets closing record, comes within three points of key mark; stocks edge higher as economic and earnings reports loom. U.S. producer prices fell by a much larger than forecast 1.3 percent last month on a record drop in gasoline prices, but core prices posted an unexpectedly strong 0.6 percent gain amid a sharp recovery in car and light trucks, government data showed on Tuesday. Stocks finished lower Tuesday, ending a three-session winning streak, with renewed inflation concerns taking the Dow away from the 12,000 mark. The dollar fell, Treasurys gained and oil lost more than $1 a barrel to settle below $59. Oil prices fell ahead of Thursday's OPEC meeting, at which the oil cartel is expected to weigh production cuts. A big drop in energy prices helped pull overall U.S. consumer prices down steeply in September and construction on new homes unexpectedly rebounded, the government reported on Wednesday, sparking hopes the economy might not be slowing as rapidly as thought. Performance so far for year 2006 is 11.01%
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)
Strenght1.6
Date (dd.MM.yyyy)18.10.2006
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
Out17.10.2006070632.78+7.96
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-19.78
Model Buy and Hold+35.93
Model Long Only+18.49
Model Short Only-14.72
Model Long and Short+1.05
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.63
Model Buy and Hold+10.23
Model Long Only+5.27
Model Short Only-4.19
Model Long and Short+0.30
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.97
Model Short vs Model Buy and Hold-14.42
Model Long and Short vs Model Buy and Hold-9.93
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.90
Model Short vs Buy and Hold+1.44
Model Long and Short vs Buy and Hold+5.93
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote622.88
Variance66.03
Standard Deviation8.13
Lowest quote609.38
Highest quote634.58
Median621.98
Max Daily Loose percent-0.51
Max Daily Gain percent1.11
Simple Perf.3.82
Last 5 quotes StatisticsValue
Mean quote631.54
Variance8.71
Standard Deviation2.95
Lowest quote627.11
Highest quote634.58
Median630.84
Max Daily Loose percent-0.28
Max Daily Gain percent0.85
Simple Perf.0.65
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 quote589.50
Variance232.99
Standard Deviation15.26
Lowest quote560.70
Highest quote634.58
Median597.64
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.11.01
First quote570.00
Last quote632.78
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-3.537-0.50
February-13.027-1.86
March+3.287+0.47
April+1.127+0.16
May+1.097+0.16
June-4.517-0.64
July-5.947-0.85
August+0.337+0.05
September-23.807-3.40
October+18.187+2.60
November+12.806+2.13
December-1.086-0.18
TWR Return by Year for this asset
YearTWR Return.
2000-12.97
2001-14.88
2002-23.88
2003+23.84
2004+4.45
2005-0.92
2006+11.01
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-4.38
February2000-2.07
March2000+11.66
April2000-5.26
May2000-2.54
June2000+3.77
July2000-0.96
August2000+5.72
September2000-8.17
October2000-1.17
November2000-7.14
December2000-1.55
January2001+4.19
February2001-10.42
March2001-7.66
April2001+9.10
May2001+0.12
June2001-2.23
July2001-1.53
August2001-7.19
September2001-7.67
October2001+2.13
November2001+7.42
December2001-0.09
January2002-1.85
February2002-1.93
March2002+2.75
April2002-7.87
May2002-0.60
June2002-7.38
July2002-6.38
August2002+0.42
September2002-11.62
October2002+10.79
November2002+6.13
December2002-7.12
January2003-2.74
February2003-1.67
March2003+0.89
April2003+8.48
May2003+3.80
June2003+1.49
July2003+1.81
August2003+0.82
September2003-0.95
October2003+4.30
November2003+0.15
December2003+5.77
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+1.73
February2004+0.75
March2004-2.38
April2004-1.86
May2004+0.79
June2004+1.60
July2004-2.92
August2004+0.20
September2004-0.73
October2004+1.08
November2004+3.11
December2004+3.20
January2005-1.81
February2005+1.69
March2005-2.18
April2005-1.62
May2005+2.15
June2005-1.16
July2005+2.61
August2005-1.43
September2005+0.42
October2005-1.77
November2005+3.20
December2005-0.79
January2006+1.54
February2006+0.35
March2006+1.19
April2006+1.38
May2006-2.47
June2006-0.28
July2006+1.58
August2006+2.26
September2006+2.99
October2006+2.06
Quotes UsedValue
Quote File UsedSP100_20061018.csv
# of Quotes1695
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)17.10.2006
File last quote632.78
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 year2.85
# Days1264
# Days in years3.51
Biggest loose (Long only)-3.10
TechnicalValue
Program NameMyTrendTimer v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)1783
Tech Id539716790-150970
XML output fileSP100_20061018.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP100_20061018.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)18.10.2006 17:59:37
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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