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May 8th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
May 8th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
Standard and Poors 100
 
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May 1st, 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 500 analysis of November 23, 2012
Description of this asset/index
The S and P 500 is a stock market index containing the stocks of 500 Large-Cap corporations, most of which are American. The index is the most notable of the many indices owned and maintained by Standard and Poor's, a division of McGraw-Hill. S and P 500 is used in reference not only to the index but also to the 500 actual companies, the stocks of which are included in the index. The S and P 500 index forms part of the broader S and P 1500 and S and P Global 1200 stock market indices. All of the stocks in the index are those of large publicly held companies and trade on the two largest US stock markets, the New York Stock Exchange and Nasdaq. After the Dow Jones Industrial Average, the S and P 500 is the most widely watched index of large-cap US stocks. It is considered to be a bellwether for the US economy and is a component of the Index of Leading Indicators. It is often quoted using the symbol SPX or INX, and may be prefixed with a caret (^) or with a dollar sign ($).
Financial InstrumentValue
Asset NameStandard and Poors 500
SymbolGSPC
CurrencyUSD
Underlying instrumentiShares SP 500 (IVW)
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
StrengthClose to zero !
DateNovember 23, 2012
Generated Signals Chart
A chart of Standard and Poors 500 GSPC dated November 23, 2012 to backtest the trend timer model buy and sell signals
Generated Signals
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
Sell28.08.20073721 432,36+10,39
Buy19.09.20070221 529,03+6,75
Sell21.11.20070631 416,77-7,34
Buy01.06.2009557942,87-33,45
Sell08.06.20103721 062,00+12,63
Buy27.09.20101111 142,16+7,55
Sell05.08.20113121 199,38+5,01
Buy04.01.20121521 277,30+6,50
Info : Current21.11.20123221 391,03+8,90
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-4,41
Model Buy and Hold+19,35
Model Long Only+54,34
Model Short Only+22,67
Model Long and Short+89,33
Time Weighted Return ofValue (Annualized)
Buy and Hold-0,41
Model Buy and Hold+1,79
Model Long Only+5,02
Model Short Only+2,09
Model Long and Short+8,25
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+3,23
Model Short vs Model Buy and Hold+0,31
Model Long and Short vs Model Buy and Hold+6,46
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+5,43
Model Short vs Buy and Hold+2,50
Model Long and Short vs Buy and Hold+8,66
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1 396,24
Standard Deviation24,27
Lowest quote1 353,33
Highest quote1 433,82
Median1 393,57
Max Daily Loose percent-2,37
Max Daily Gain percent1,99
Simple Perf.-2,98
Last 5 quotes StatisticsValue
Mean quote1 372,40
Standard Deviation17,89
Lowest quote1 353,33
Highest quote1 391,03
Median1 372,18
Max Daily Loose percent-0,16
Max Daily Gain percent1,99
Simple Perf.2,62
Previous year StatisticsValue
Mean quote1 270,87
Standard Deviation59,93
Lowest quote1 099,23
Highest quote1 363,61
Median1 231,42
Max Daily Loose percent-6,66
Max Daily Gain percent5,12
Simple Perf.-0,00
First quote1 257,64
Last quote1 257,60
Current year StatisticsValue
Mean quote1 374,87
Standard Deviation47,79
Lowest quote1 257,60
Highest quote1 465,77
Median1 361,69
Max Daily Loose percent-2,46
Max Daily Gain percent2,49
Simple Perf.10,61
First quote1 257,60
Last quote1 391,03
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-13,6513-1,05
February-18,0113-1,39
March+24,4113+1,88
April+27,8913+2,15
May-3,5313-0,27
June-17,3713-1,34
July-0,1313-0,01
August-0,2313-0,02
September-19,8413-1,53
October+11,1213+0,86
November+5,2213+0,40
December+13,9912+1,17
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+13,62
2007+3,53
2008-38,49
2009+23,45
2010+12,78
2011-0,00
2012+10,61
Year 2007 to 2008 Monthly performance
MonthYearPerformance
January2007+1,41
February2007-2,18
March2007+1,00
April2007+4,33
May2007+3,25
June2007-1,78
July2007-3,20
August2007+1,29
September2007+3,58
October2007+1,48
November2007-4,40
December2007-0,86
January2008-6,12
February2008-3,48
March2008-0,60
April2008+4,75
May2008+1,07
June2008-8,60
July2008-0,99
August2008+1,22
September2008-9,20
October2008-16,83
November2008-7,48
December2008+0,78
Year 2009 to 200n Monthly performance
MonthYearPerformance
January2009-8,57
February2009-10,99
March2009+8,54
April2009+9,39
May2009+5,31
June2009+0,02
July2009+7,41
August2009+3,36
September2009+3,57
October2009-1,98
November2009+5,74
December2009+1,78
January2010-3,70
February2010+2,85
March2010+5,88
April2010+1,48
May2010-8,20
June2010-5,39
July2010+6,88
August2010-4,74
September2010+8,76
October2010+3,69
November2010-0,23
December2010+6,53
January2011+2,26
February2011+3,20
March2011-0,10
April2011+2,85
May2011-1,35
June2011-1,83
July2011-2,15
August2011-5,68
September2011-7,18
October2011+10,77
November2011-0,51
December2011+0,85
January2012+4,36
February2012+4,06
March2012+3,13
April2012-0,75
May2012-6,27
June2012+3,96
July2012+1,26
August2012+1,98
September2012+2,42
October2012-1,98
November2012-1,50
Quotes UsedValue
Link on Quote FileSP500_20121123.csv
Quote File Used/local/java/TrendTimer/quote_data/SP500_20121123.csv
# of Quotes3207
File first date (dd.MM.yyyy)03.01.2000
File first quote1 455,22
File last date (dd.MM.yyyy)21.11.2012
File last quote1 391,03
First data considered (dd.MM.yyyy)24.05.2000
First data considered1 399,05
Min. Quote date (dd.MM.yyyy)09.03.2009
Min. Quote value676,53
Max Quote date (dd.MM.yyyy)09.10.2007
Max Quote value1 565,15
Max daily drop date (dd.MM.yyyy)15.10.2008
Max Daily Drop percent-9,03
Max daily gain date (dd.MM.yyyy)13.10.2008
Max daily Gain percent11,58
Signals StatisticsValue
# Generated Signals19
Avg # op. by year1,75
# Days3898
# Days in years10,83
Biggest loose (Long only)-7,34
Min # days uninvested (before Buy Signal)20
Max # days uninvested (before Buy Signal)557
Min # days invested (before Sell Signal)23
Max # days invested (before Sell Signal)454
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.7.0_09-icedtea
OS NameLinux
OS Version3.3.4-5.fc17.i686
User Namemarc
Calculation Time (Ms)263
Tech Id35504370-150990
XML output fileSP500_20121123.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/SP500_20121123.xml
# Warnings found6
Generated on (dd.MM.yyyy HH:mm:ss)23.11.2012 18:58:59
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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