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September 17th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
September 17th, Bearish Trend (Sell Signal)
USD to CHF
 
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September 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
August 14th, 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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MyTrendTimer : Standard and Poors 100 of October 31, 2006
Weekly Comment about this asset/index
Last Wednesday the Federal Reserve opted to keep a key short-term interest rate unchanged at 5.25 percent, as it has for the last two meetings, after raising it 17 times in a row over a more than two-year period. The US housing market's problems had been in focus all week, a government report Thursday on new home sales that saw the biggest monthly loss in September in more than 35 years. A report showed economic growth in the third quarter slowed far more than expected, due largely to the slowing housing market. Republicans could lose control of Congress over his policies in Iraq. Strong earnings, low oil prices and the likelihood that the Federal Reserve is done raising rates for now should all keep equities buoyant. Top White House economist Edward Lazear predicted on Monday that lackluster growth in U.S. gross domestic product during the third quarter would prove short-lived. In economic news, September personal income rose 0.5 percent, according to a government report released in the morning. That was more than what Wall Street economists were expecting and up from the prior month. Personal spending rose a smaller-than-expected 0.1 percent in the month.
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)
Strenght1.9
Date (dd.MM.yyyy)31.10.2006
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
Out30.10.2006083640.28+9.24
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-18.83
Model Buy and Hold+37.54
Model Long Only+19.89
Model Short Only-14.72
Model Long and Short+2.25
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.31
Model Buy and Hold+10.58
Model Long Only+5.61
Model Short Only-4.15
Model Long and Short+0.63
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.97
Model Short vs Model Buy and Hold-14.73
Model Long and Short vs Model Buy and Hold-9.95
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.92
Model Short vs Buy and Hold+1.16
Model Long and Short vs Buy and Hold+5.94
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote633.09
Variance47.19
Standard Deviation6.87
Lowest quote619.24
Highest quote645.42
Median632.33
Max Daily Loose percent-0.75
Max Daily Gain percent1.11
Simple Perf.3.40
Last 5 quotes StatisticsValue
Mean quote641.43
Variance4.80
Standard Deviation2.19
Lowest quote639.83
Highest quote645.42
Median642.62
Max Daily Loose percent-0.75
Max Daily Gain percent0.45
Simple Perf.0.05
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 quote591.63
Variance325.47
Standard Deviation18.04
Lowest quote560.70
Highest quote645.42
Median603.06
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.12.33
First quote570.00
Last quote640.28
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+19.587+2.80
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+12.33
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+3.27
Quotes UsedValue
Quote File UsedSP100_20061031.csv
# of Quotes1704
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)30.10.2006
File last quote640.28
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 year2.82
# Days1277
# Days in years3.55
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)2183
Tech Id485722757-150970
XML output fileSP100_20061031.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP100_20061031.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)31.10.2006 18:20:28
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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