The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
USD to CHF
November 12th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
 
Older reports
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 29th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : Standard and Poors 100 of November 7, 2006
Weekly Comment about this asset/index
Historically, the U.S. mid-term elections have been bullish for the stock market, according to the Stock Trader's Almanac. But politically sensitive stocks could experience some volatility on Tuesday, when U.S. voters go to the polls, and on Wednesday as traders digest election results. Many analysts and insiders of both major U.S. parties have been forecasting that the Republicans may lose control of the House of Representatives and they believe the Senate will be a close contest. The Democrats have vowed to take on some controversial reforms, including the repeal of President George W. Bush's reduction in the tax rate on capital gains and dividends, which could make their wins a negative for stocks. On Monday, Oil prices slipped below $59 as high fuel stocks in consumer countries blunted the impact of a new attack on Nigerian oil facilities. U.S. stocks rallied on Monday, with a string of corporate takeovers propelling the Dow and the SP 500 to their biggest one-day gains in a month and helping the Dow snap a six-session string of losses. The wave of mergers and acquisitions bolstered optimism about the economic outlook, but investors kept a close eye on opinion polls before Tuesday's U.S. congressional elections.
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)07.11.2006
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
Out06.11.2006090642.71+9.65
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-18.52
Model Buy and Hold+38.06
Model Long Only+20.35
Model Short Only-14.72
Model Long and Short+2.64
Time Weighted Return ofValue (Annualized)
Buy and Hold-5.19
Model Buy and Hold+10.67
Model Long Only+5.70
Model Short Only-4.13
Model Long and Short+0.74
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.97
Model Short vs Model Buy and Hold-14.80
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+1.07
Model Long and Short vs Buy and Hold+5.93
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote636.30
Variance25.42
Standard Deviation5.04
Lowest quote627.11
Highest quote645.42
Median636.27
Max Daily Loose percent-0.75
Max Daily Gain percent1.13
Simple Perf.2.44
Last 5 quotes StatisticsValue
Mean quote638.78
Variance7.87
Standard Deviation2.81
Lowest quote635.50
Highest quote642.71
Median639.10
Max Daily Loose percent-0.57
Max Daily Gain percent1.13
Simple Perf.0.38
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 quote592.72
Variance368.14
Standard Deviation19.19
Lowest quote560.70
Highest quote645.42
Median603.06
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.12.76
First quote570.00
Last quote642.71
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+19.637+2.80
November+13.187+1.88
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+12.76
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+3.31
November2006+0.33
Quotes UsedValue
Quote File UsedSP100_20061107.csv
# of Quotes1709
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)06.11.2006
File last quote642.71
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 year2.80
# Days1284
# Days in years3.57
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)2014
Tech Id796583189-150970
XML output fileSP100_20061107.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP100_20061107.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)07.11.2006 18:11:46
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.
Valid HTML 4.01