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August 14th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
Swiss Market Index SMI
August 14th, Bearish Trend (Sell Signal)
None for now.
 
Older reports
 
August 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
July 23rd, 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 January 24, 2007
Weekly Comment about this asset/index
Oil rose one percent toward $53 a barrel on Monday after a drop in temperatures in the world's biggest heating oil market, the U.S. Northeast, and stubborn price support at $50 spurred a fresh round of investor buying. Stocks slumped Monday morning as a rebound in oil prices and a selloff in technology weighed on the broader market at the start of a busy week for company earnings. On Monday, the Dow average recorded its biggest one-day percentage decline since late November. It fell 0.7 percent to end at 12,477.2, the Standard and Poor's 500 Index fell 0.5 percent to 1,422.9 and the Nasdaq Composite Index lost 0.8 percent to 2,431.1. Oil climbed one percent, back above $53 on Tuesday, underpinned by stubborn support at $50 but capped by ample fuel supplies in top consumer the United States. Oil prices hovered near $55 on Wednesday, after jumping by 4.7 percent a day earlier on news that the United States will build its emergency oil reserves and as cold weather took hold of the world's top consumer. Investors regained their optimism about corporate profits after a series of positive earnings reports. In economic news, the Richmond Fed Survey showed a slip in its manufacturing index this month. Meanwhile, the Conference Board said U.S. economic activity is set to increase slightly in the coming months.
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)
Strength2.0
Date (dd.MM.yyyy)24.01.2007
Generated Operations Chart
A chart of Standard and Poors 100 OEX dated January 24, 2007 to backtest the trend timer 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
info : Current23.01.2007168664.12+13.31
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-15.81
Model Buy and Hold+42.66
Model Long Only+24.36
Model Short Only-14.72
Model Long and Short+6.05
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.18
Model Buy and Hold+11.28
Model Long Only+6.44
Model Short Only-3.89
Model Long and Short+1.60
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-4.84
Model Short vs Model Buy and Hold-15.17
Model Long and Short vs Model Buy and Hold-9.68
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+10.62
Model Short vs Buy and Hold+0.29
Model Long and Short vs Buy and Hold+5.78
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote661.89
Variance8.73
Standard Deviation2.95
Lowest quote656.21
Highest quote666.03
Median661.12
Max Daily Loose percent-0.58
Max Daily Gain percent1.25
Simple Perf.0.05
Last 5 quotes StatisticsValue
Mean quote664.53
Variance1.66
Standard Deviation1.29
Lowest quote662.41
Highest quote666.03
Median664.22
Max Daily Loose percent-0.45
Max Daily Gain percent0.26
Simple Perf.-0.29
Previous year StatisticsValue
Mean quote601.37
Variance770.09
Standard Deviation27.75
Lowest quote560.70
Highest quote664.42
Median612.56
Max Daily Loose percent-1.89
Max Daily Gain percent1.98
Simple Perf.15.86
First quote570.00
Last quote660.41
Current year StatisticsValue
Mean quote661.94
Variance8.95
Standard Deviation2.99
Lowest quote657.50
Highest quote666.03
Median661.77
Max Daily Loose percent-0.53
Max Daily Gain percent0.61
Simple Perf.0.56
First quote660.41
Last quote664.12
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-2.998-0.37
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+14.407+2.06
December+0.567+0.08
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+15.86
2007+0.56
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+1.42
December2006+1.66
January2007+0.56
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/SP100_20070124.csv
# of Quotes1759
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)23.01.2007
File last quote664.12
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 year2.64
# Days1362
# Days in years3.78
Biggest loose (Long only)-3.10
Min # days uninvested (before Buy operation)43
Max # days uninvested (before Buy operation)114
Min # days invested (before Sell operation)124
Max # days invested (before Sell operation)446
TechnicalValue
Program NameMyTrendTimer v0.99.90.0
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)926
Tech Id223105504-150970
XML output fileSP100_20070124.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP100_20070124.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)24.01.2007 18:51:40
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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