MyTrendTimer Financial Market Trend Timing SP500

Oil inched higher toward $59 a barrel on Tuesday after a two-day slide triggered in part by weaker-than-expected heating oil demand in the world's biggest consumer the United States. U.S. heating oil stocks are nearly 7 percent above last year's level and analysts polled by Reuters see distillate stocks - including heating oil - only having fallen 390,000 barrels last week, in inventory data due on Wednesday. Crude stocks in the U.S. are seen rising another 750,000 barrels in the week to November 10, despite an agreement by OPEC to cut output by 1.2 million bpd from November in an effort by the producers group to stem a 25 percent price slide since mid-July. Treasury prices eased, raising the corresponding yields. Oil reversed the previous day's light losses on Wednesday as traders marked time ahead of U.S. stockpile data expected to show oil inventories remaining well above seasonal norms amid a mild start to the northern winter. Stocks rallied Tuesday, pushing the Dow Jones industrial average to another record close as investors welcomed upbeat news from Wal-Mart Stores and Intel, lower oil prices, and a big drop in a key inflation measure. On Wednesday, investors will look to the NY Empire State Index, a regional manufacturing report, due for release before the start of trading, and the minutes from the October Federal Reserve policy meeting, due in the afternoon. The weekly oil inventories report will also be released Wednesday.

Financial Instrument	Value
Instrument Name	Standard and Poors 500
Symbol	GSPC
Currency	USD
Underlying instrument	iShares SP 500 (IVW)

Trend/Signal	Value
Current Trend/Signal	Bullish (last signal was a Buy)
Strenght	1.8
Date (dd.MM.yyyy)	15.11.2006

Generated Operations Chart

Generated Operations
Nature	Date (dd.MM.yyyy)	# Days previous op.	Quote	Result previous op.
Buy	18.03.2002	000	1'165.55	+0.00
Sell	11.04.2002	023	1'103.69	-5.31
Buy	01.05.2003	385	916.30	-16.98
Sell	28.07.2004	454	1'095.42	+19.55
Buy	30.09.2004	064	1'114.58	+1.75
Sell	27.04.2005	209	1'156.38	+3.75
Buy	25.05.2005	028	1'190.01	+2.91
Sell	20.10.2005	148	1'177.80	-1.03
Buy	09.11.2005	020	1'220.65	+3.64
Sell	14.06.2006	216	1'230.04	+0.77
Buy	21.08.2006	068	1'297.52	+5.49
Out	14.11.2006	085	1'393.22	+7.38

Return and result of the differents strategies

Time Weighted Return of	Value (over the Period)
Buy and Hold	-4.26
Model Buy and Hold	+19.53
Model Long Only	+25.78
Model Short Only	+4.96
Model Long and Short	+32.02

Time Weighted Return of	Value (Annualized)
Buy and Hold	-0.90
Model Buy and Hold	+4.14
Model Long Only	+5.46
Model Short Only	+1.05
Model Long and Short	+6.78

Model OverPerf vs Model Buy and Hold	Value (Annualized)
Model Long vs Model Buy and Hold	+1.32
Model Short vs Model Buy and Hold	-3.09
Model Long and Short vs Model Buy and Hold	+2.64

Model OverPerf vs Buy and Hold	Value (Annualized)
Model Long vs Buy and Hold	+6.36
Model Short vs Buy and Hold	+1.95
Model Long and Short vs Buy and Hold	+7.68

Various statistical indicators for this asset

Last 20 quotes Statistics	Value
Mean quote	1'376.63
Variance	71.26
Standard Deviation	8.44
Lowest quote	1'364.05
Highest quote	1'393.22
Median	1'378.64
Max Daily Loose percent	-0.85
Max Daily Gain percent	1.13
Simple Perf.	2.14

Last 5 quotes Statistics	Value
Mean quote	1'384.24
Variance	26.18
Standard Deviation	5.12
Lowest quote	1'378.33
Highest quote	1'393.22
Median	1'385.77
Max Daily Loose percent	-0.53
Max Daily Gain percent	0.64
Simple Perf.	0.75

Previous year Statistics	Value
Mean quote	1'207.49
Variance	884.55
Standard Deviation	29.74
Lowest quote	1'137.50
Highest quote	1'272.74
Median	1'205.12
Max Daily Loose percent	-1.67
Max Daily Gain percent	1.97
Simple Perf.	3.00
First quote	1'211.92
Last quote	1'248.29

Current year Statistics	Value
Mean quote	1'296.24
Variance	1'386.18
Standard Deviation	37.23
Lowest quote	1'223.69
Highest quote	1'393.22
Median	1'308.45
Max Daily Loose percent	-1.83
Max Daily Gain percent	2.16
Simple Perf.	11.61
First quote	1'248.29
Last quote	1'393.22

Seasonal Return by Month for this asset
Month	Cumulated TWR Return.	#Month	Average TWR Return
January	-3.48	7	-0.50
February	-11.66	7	-1.67
March	+4.66	7	+0.67
April	+3.27	7	+0.47
May	+3.41	7	+0.49
June	-4.70	7	-0.67
July	-8.40	7	-1.20
August	+2.77	7	+0.40
September	-20.41	7	-2.92
October	+19.30	7	+2.76
November	+14.47	7	+2.07
December	+3.03	6	+0.51

TWR Return by Year for this asset
Year	TWR Return.
2000	-9.27
2001	-13.04
2002	-23.37
2003	+26.38
2004	+8.99
2005	+3.00
2006	+11.61

Year 2000 to 2003 Monthly performance
Month	Year	Performance
January	2000	-4.18
February	2000	-2.01
March	2000	+9.67
April	2000	-3.08
May	2000	-2.19
June	2000	+2.39
July	2000	-1.63
August	2000	+6.07
September	2000	-5.35
October	2000	-0.49
November	2000	-8.01
December	2000	+0.41
January	2001	+3.46
February	2001	-9.23
March	2001	-6.42
April	2001	+7.68
May	2001	+0.51
June	2001	-2.52
July	2001	-1.05
August	2001	-6.41
September	2001	-8.17
October	2001	+1.81
November	2001	+7.52
December	2001	+0.76
January	2002	-1.56
February	2002	-2.08
March	2002	+3.67
April	2002	-6.14
May	2002	-0.91
June	2002	-7.25
July	2002	-7.90
August	2002	+0.49
September	2002	-11.00
October	2002	+8.64
November	2002	+5.71
December	2002	-6.03
January	2003	-2.74
February	2003	-1.70
March	2003	+0.84
April	2003	+8.10
May	2003	+5.09
June	2003	+1.13
July	2003	+1.62
August	2003	+1.79
September	2003	-1.19
October	2003	+5.50
November	2003	+0.71
December	2003	+5.08

Year 2004 to 200n Monthly performance
Month	Year	Performance
January	2004	+1.73
February	2004	+1.22
March	2004	-1.64
April	2004	-1.68
May	2004	+1.21
June	2004	+1.80
July	2004	-3.43
August	2004	+0.23
September	2004	+0.94
October	2004	+1.40
November	2004	+3.86
December	2004	+3.25
January	2005	-2.53
February	2005	+1.89
March	2005	-1.91
April	2005	-2.01
May	2005	+3.00
June	2005	-0.01
July	2005	+3.60
August	2005	-1.12
September	2005	+0.69
October	2005	-1.77
November	2005	+3.52
December	2005	-0.10
January	2006	+2.55
February	2006	+0.05
March	2006	+1.11
April	2006	+1.22
May	2006	-3.09
June	2006	+0.01
July	2006	+0.51
August	2006	+2.13
September	2006	+2.46
October	2006	+3.15
November	2006	+1.11

Quotes Used	Value
Quote File Used	SP500_20061115.csv
# of Quotes	1717
File first date (dd.MM.yyyy)	03.01.2000
File first quote	1'455.22
File last date (dd.MM.yyyy)	14.11.2006
File last quote	1'393.22
First data considered (dd.MM.yyyy)	24.05.2000
First data considered	1'399.05
Min. Quote date (dd.MM.yyyy)	09.10.2002
Min. Quote value	776.76
Max Quote date (dd.MM.yyyy)	24.03.2000
Max Quote value	1'527.46
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 percent	5.73

Operations Statistics	Value
# Generated operations	12
Avg # op. by year	2.54
# Days	1700
# Days in years	4.72
Biggest loose (Long only)	-5.31

Technical	Value
Program Name	MyTrendTimer v0.99.86.1
Java Version	1.5.0_09
OS Name	Linux
OS Version	2.6.18-1.2849.fc6
Calculation Time (Ms)	2335
Tech Id	236281201-150990
XML output file	SP500_20061115.xml
Web Root	http://www.myTrendTimer.com/
Complete Xml URL	http://www.myTrendTimer.com/xml/SP500_20061115.xml
# Warnings found	0
Generated on (dd.MM.yyyy HH:mm:ss)	15.11.2006 18:34:41

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.