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MyTrendTimer Financial Market Trend Timing report

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April 16th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
April 16th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
USD to CHF
 
Older reports
 
April 4th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
March 26th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
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2006 Archive Page
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2009 Archive Page
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MyTrendTimer : Standard and Poors 500 of October 24, 2006
Weekly Comment about this asset/index
Oil hovered below $59 a barrel on Tuesday as traders waited for evidence that other OPEC members would follow Saudi Arabia's lead in cutting output and looked ahead to a potentially chilly start to winter. Wall Street broke into rally mode Monday on the latest round of solid corporate earnings and perhaps some speculative buying, pushing the Dow Jones industrial average up more than 100 points to another record close. Corporate earnings continued Monday, and results were generally solid. Last week, earnings were mostly positive as well, pushing the Dow above the 12,000 mark for the first time ever. But investors remain nervous as to whether the economy can handle a cooling period without slipping into recession, as well as about the ever-present threat of inflation. Earnings period continues in full swing this week, with reports due from companies in varied sectors of the economy including autos, consumer goods, tech and energy. The Federal Reserve also is set to meet this week, which could make investors jittery. Central bank policymakers are widely expected to hold interest rates steady at 5.25 percent when they meet Tuesday and Wednesday.
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)
Strenght1.4
Date (dd.MM.yyyy)24.10.2006
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.
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
Sell14.06.20062161'230.04+0.77
Buy21.08.20060681'297.52+5.49
Out23.10.20060631'377.02+6.13
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-5.37
Model Buy and Hold+18.14
Model Long Only+24.32
Model Short Only+4.96
Model Long and Short+30.49
Time Weighted Return ofValue (Annualized)
Buy and Hold-1.15
Model Buy and Hold+3.89
Model Long Only+5.22
Model Short Only+1.07
Model Long and Short+6.54
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1.32
Model Short vs Model Buy and Hold-2.83
Model Long and Short vs Model Buy and Hold+2.65
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+6.37
Model Short vs Buy and Hold+2.22
Model Long and Short vs Buy and Hold+7.69
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1'351.76
Variance219.47
Standard Deviation14.81
Lowest quote1'326.37
Highest quote1'377.02
Median1'351.70
Max Daily Loose percent-0.37
Max Daily Gain percent1.21
Simple Perf.3.82
Last 5 quotes StatisticsValue
Mean quote1'368.61
Variance20.29
Standard Deviation4.50
Lowest quote1'364.05
Highest quote1'377.02
Median1'370.54
Max Daily Loose percent-0.37
Max Daily Gain percent0.62
Simple Perf.0.58
Previous year StatisticsValue
Mean quote1'207.49
Variance884.55
Standard Deviation29.74
Lowest quote1'137.50
Highest quote1'272.74
Median1'205.12
Max Daily Loose percent-1.67
Max Daily Gain percent1.97
Simple Perf.3.00
First quote1'211.92
Last quote1'248.29
Current year StatisticsValue
Mean quote1'289.80
Variance911.74
Standard Deviation30.19
Lowest quote1'223.69
Highest quote1'377.02
Median1'300.35
Max Daily Loose percent-1.83
Max Daily Gain percent2.16
Simple Perf.10.31
First quote1'248.29
Last quote1'377.02
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-3.487-0.50
February-11.667-1.67
March+4.667+0.67
April+3.277+0.47
May+3.417+0.49
June-4.707-0.67
July-8.407-1.20
August+2.777+0.40
September-20.417-2.92
October+19.227+2.75
November+13.216+2.20
December+3.036+0.51
TWR Return by Year for this asset
YearTWR Return.
2000-9.27
2001-13.04
2002-23.37
2003+26.38
2004+8.99
2005+3.00
2006+10.31
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000-4.18
February2000-2.01
March2000+9.67
April2000-3.08
May2000-2.19
June2000+2.39
July2000-1.63
August2000+6.07
September2000-5.35
October2000-0.49
November2000-8.01
December2000+0.41
January2001+3.46
February2001-9.23
March2001-6.42
April2001+7.68
May2001+0.51
June2001-2.52
July2001-1.05
August2001-6.41
September2001-8.17
October2001+1.81
November2001+7.52
December2001+0.76
January2002-1.56
February2002-2.08
March2002+3.67
April2002-6.14
May2002-0.91
June2002-7.25
July2002-7.90
August2002+0.49
September2002-11.00
October2002+8.64
November2002+5.71
December2002-6.03
January2003-2.74
February2003-1.70
March2003+0.84
April2003+8.10
May2003+5.09
June2003+1.13
July2003+1.62
August2003+1.79
September2003-1.19
October2003+5.50
November2003+0.71
December2003+5.08
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+1.73
February2004+1.22
March2004-1.64
April2004-1.68
May2004+1.21
June2004+1.80
July2004-3.43
August2004+0.23
September2004+0.94
October2004+1.40
November2004+3.86
December2004+3.25
January2005-2.53
February2005+1.89
March2005-1.91
April2005-2.01
May2005+3.00
June2005-0.01
July2005+3.60
August2005-1.12
September2005+0.69
October2005-1.77
November2005+3.52
December2005-0.10
January2006+2.55
February2006+0.05
March2006+1.11
April2006+1.22
May2006-3.09
June2006+0.01
July2006+0.51
August2006+2.13
September2006+2.46
October2006+3.08
Quotes UsedValue
Quote File UsedSP500_20061024.csv
# of Quotes1701
File first date (dd.MM.yyyy)03.01.2000
File first quote1'455.22
File last date (dd.MM.yyyy)23.10.2006
File last quote1'377.02
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 operations12
Avg # op. by year2.57
# Days1678
# Days in years4.66
Biggest loose (Long only)-5.31
TechnicalValue
Program NameMyTrendTimer v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)1881
Tech Id163146278-150990
XML output fileSP500_20061024.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/SP500_20061024.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)24.10.2006 18:31:20
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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