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December 10th, Bullish Trend (Buy Signal)
USD to CHF
December 10th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
Dow Jones Industrial
Swiss Market Index SMI
 
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December 3rd, 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 analysis of December 12, 2007
Weekly Comment about this asset/index
Central banks around the globe on Wednesday banded together to make it easier for stressed banks to borrow money in the midst of a credit crunch that threatens to knock the world's economy into recession. The steps, announced jointly by the U.S. Federal Reserve, the European Central Bank and the central banks of Canada, England and Switzerland, were aimed at tamping down a financial crisis that erupted this summer when record housing foreclosures led banks to steep slowdown in lending. Stocks rose on Wednesday after the Federal Reserve said it is linking up with other central banks to ease global credit market strains through increased short-term lending.
Financial InstrumentValue
Asset NameStandard and Poors 100
SymbolOEX
CurrencyUSD
Underlying instrumentiShares SP 100 Index (OEF)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strength-0.1
DateDecember 12, 2007
Generated Signals Chart
A chart of Standard and Poors 100 OEX dated December 12, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
Sell26.11.2007475657.79+12.23
Info : Current11.12.2007015691.11+5.07
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-12.38
Model Buy and Hold+48.46
Model Long Only+23.17
Model Short Only-20.53
Model Long and Short-2.11
Time Weighted Return ofValue (Annualized)
Buy and Hold-2.65
Model Buy and Hold+10.36
Model Long Only+4.95
Model Short Only-4.39
Model Long and Short-0.45
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold-5.41
Model Short vs Model Buy and Hold-14.75
Model Long and Short vs Model Buy and Hold-10.81
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+7.60
Model Short vs Buy and Hold-1.74
Model Long and Short vs Buy and Hold+2.20
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote682.81
Standard Deviation13.13
Lowest quote657.79
Highest quote706.34
Median682.07
Max Daily Loose percent-2.36
Max Daily Gain percent3.04
Simple Perf.3.09
Last 5 quotes StatisticsValue
Mean quote696.05
Standard Deviation8.97
Lowest quote682.18
Highest quote706.34
Median694.26
Max Daily Loose percent-2.16
Max Daily Gain percent1.56
Simple Perf.1.31
Previous year StatisticsValue
Mean quote601.37
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 quote683.70
Standard Deviation22.96
Lowest quote630.46
Highest quote729.79
Median680.12
Max Daily Loose percent-3.57
Max Daily Gain percent3.04
Simple Perf.4.65
First quote660.41
Last quote691.11
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-2.608-0.33
February-16.028-2.00
March+4.278+0.53
April+5.918+0.74
May+4.328+0.54
June-5.828-0.73
July-8.258-1.03
August+2.078+0.26
September-20.808-2.60
October+21.298+2.66
November+9.298+1.16
December+0.438+0.05
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+4.65
Year 2004 to 2005 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
Year 2006 to 200n Monthly performance
MonthYearPerformance
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+0.96
February2007-3.46
March2007+0.96
April2007+4.73
May2007+3.20
June2007-1.38
July2007-2.46
August2007+1.73
September2007+3.93
October2007+1.39
November2007-4.47
December2007-0.13
Quotes UsedValue
Link on Quote FileSP100_20071212.csv
Quote File Used/local/java/TrendTimer/quote_data/SP100_20071212.csv
# of Quotes1982
File first date (dd.MM.yyyy)03.01.2000
File first quote788.79
File last date (dd.MM.yyyy)11.12.2007
File last quote691.11
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
Signals StatisticsValue
# Generated Signals10
Avg # op. by year2.14
# Days1684
# Days in years4.68
Biggest loose (Long only)-3.10
Min # days uninvested (before Buy Signal)43
Max # days uninvested (before Buy Signal)114
Min # days invested (before Sell Signal)124
Max # days invested (before Sell Signal)475
TechnicalValue
Program NameMyTrendTimer v0.99.98
Java Version1.7.0
OS NameLinux
OS Version2.6.23.1-49.fc8PAE
User Namemarc
Calculation Time (Ms)330
Tech Id490382760-150970
XML output fileSP100_20071212.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/SP100_20071212.xml
# Warnings found5
Generated on (dd.MM.yyyy HH:mm:ss)12.12.2007 20:33:44
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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