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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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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
 
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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
 
 
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MyTrendTimer : Standard and Poors 500 of June 7, 2006
Introduction
This is an automatically generated “Free Financial Market Trend Timing” report. The purpose of this document is to determine market trends (bullish or bearish) and follow them through generated buy or sell signals. The goal is to increase your stock trading gains. A mathematical model is used to process past market behaviour and calculate its impact on the future. (mainly because of investor psychology). The calculation/model application is done through a fully automated program called MyTrendTimer. What you are reading is the result of this software, without any human interpretation. This process is known has “Market Trend Timing”, “Market Timing” or sometimes “Timing the market”
Weekly Comment about this asset/index
Fed Chairman Ben Bernanke said Monday inflation needed to be brought under control. So,inflation fears are still present and the SP500 demonstrate a good resistence. Oil rose on Monday after Iran warn that flows from the Gulf could be endangered if USA a "wrong move" over Iran. U.S. crude traded at $72.65 a barrel. The current situation is more a "consolidation" than a "correction". Its signal strenght remains positive but is decreasing. Nothing really new from last week.
Financial InstrumentValue
Instrument NameStandard and Poors 500
SymbolGSPC
CurrencyUSD
Underlying instrumentiShares SP 500 (IVW)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
Strenght0.3
Date (dd.MM.yyyy)07.06.2006
Last 5 quotes StatisticsValue
Mean quote1'272.17
Variance142.77
Standard Deviation11.95
Lowest quote1'259.84
Highest quote1'288.22
Median1'274.03
Max Daily Loose percent-1.78
Max Daily Gain percent1.23
Simple Perf.0.32
Last 20 quotes StatisticsValue
Mean quote1'281.85
Variance500.31
Standard Deviation22.37
Lowest quote1'256.58
Highest quote1'325.14
Median1'290.86
Max Daily Loose percent-1.78
Max Daily Gain percent1.23
Simple Perf.-4.59
Quotes UsedValue
Quote File UsedSP500_20060607.csv
# of Quotes1603
File first date (dd.MM.yyyy)03.01.2000
File first quote1'455.22
File last date (dd.MM.yyyy)06.06.2006
File last quote1'263.85
First data considered (dd.MM.yyyy)24.05.2000
First data considered1'399.05
Min. Quote date (dd.MM.yyyy)09.10.2002
Min. Quote value776.76
Max Quote date (dd.MM.yyyy)24.03.2000
Max Quote value1'527.46
Max daily drop date (dd.MM.yyyy)14.04.2000
Max Daily Drop percent-5.78
Max daily gain date (dd.MM.yyyy)24.07.2002
Max daily Gain percent5.73
Operations StatisticsValue
# Generated operations10
Avg # op. by year2.34
# Days1539
# Days in years4.28
Biggest loose (Long only)-5.31
Time Weighted Return ofValue (over the Period)
Buy and Hold-13.15
Model Buy and Hold+8.43
Model Long Only+20.36
Model Short Only+9.91
Model Long and Short+32.28
Time Weighted Return ofValue (Annualized)
Buy and Hold-3.08
Model Buy and Hold+1.97
Model Long Only+4.76
Model Short Only+2.32
Model Long and Short+7.55
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+2.79
Model Short vs Model Buy and Hold+0.34
Model Long and Short vs Model Buy and Hold+5.58
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+7.84
Model Short vs Buy and Hold+5.39
Model Long and Short vs Buy and Hold+10.63
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy18.03.20020001'165.55+0.00
Sell11.04.20020231'103.69-5.31
Buy01.05.2003385916.30-16.98
Sell28.07.20044541'095.42+19.55
Buy30.09.20040641'114.58+1.75
Sell27.04.20052091'156.38+3.75
Buy25.05.20050281'190.01+2.91
Sell20.10.20051481'177.80-1.03
Buy09.11.20050201'220.65+3.64
Out06.06.20062081'263.85+3.54
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.60
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2096_FC5
Calculation Time (Ms)1787
Tech Id345809940-150990
XML output fileSP500_20060607.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP500_20060607.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)07.06.2006 21:41:56
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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