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MyTrendTimer Financial Market Trend Timing report

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January 15th, Bullish Trend (Buy Signal)
None for now.
January 15th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
Dow Jones Industrial
Swiss Market Index SMI
USD to CHF
 
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January 8th, 2019
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
December 31st, 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 analysis of March 27, 2017
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)
Strength1.9
DateMarch 27, 2017
Generated Signals Chart
A chart of Standard and Poors 500 GSPC dated March 27, 2017 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
Sell24.08.201513271'893.21+48.22
Buy23.11.20150912'086.59+10.21
Sell08.01.20160461'922.03-7.89
Buy30.03.20160812'063.95+7.38
Info : Current24.03.20173592'343.98+13.57
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+61.07
Model Buy and Hold+101.11
Model Long Only+119.74
Model Short Only+8.48
Model Long and Short+138.37
Time Weighted Return ofValue (Annualized)
Buy and Hold+4.01
Model Buy and Hold+6.64
Model Long Only+7.87
Model Short Only+0.56
Model Long and Short+9.09
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1.22
Model Short vs Model Buy and Hold-6.08
Model Long and Short vs Model Buy and Hold+2.45
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+3.85
Model Short vs Buy and Hold-3.46
Model Long and Short vs Buy and Hold+5.08
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote2'368.84
Standard Deviation14.12
Lowest quote2'343.98
Highest quote2'395.96
Median2'369.97
Max Daily Loose percent-1.24
Max Daily Gain percent1.37
Simple Perf.-0.99
Last 5 quotes StatisticsValue
Mean quote2'355.69
Standard Deviation15.78
Lowest quote2'343.98
Highest quote2'378.25
Median2'361.11
Max Daily Loose percent-1.24
Max Daily Gain percent0.19
Simple Perf.-1.44
Previous year StatisticsValue
Mean quote2'094.12
Standard Deviation102.17
Lowest quote1'829.08
Highest quote2'271.72
Median2'050.40
Max Daily Loose percent-3.59
Max Daily Gain percent2.61
Simple Perf.9.54
First quote2'043.94
Last quote2'238.83
Current year StatisticsValue
Mean quote2'322.55
Standard Deviation45.30
Lowest quote2'238.83
Highest quote2'395.96
Median2'317.40
Max Daily Loose percent-1.24
Max Daily Gain percent1.37
Simple Perf.4.70
First quote2'238.83
Last quote2'343.98
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January-18.1018-1.01
February-5.7818-0.32
March+34.8118+1.93
April+32.4817+1.91
May+3.1617+0.19
June-18.7317-1.10
July+9.0117+0.53
August-6.1017-0.36
September-20.9817-1.23
October+26.1317+1.54
November+16.7517+0.99
December+17.0417+1.00
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+13.41
2013+29.60
2014+11.39
2015-0.73
2016+9.54
2017+4.70
Year 2011 to 2012 Monthly performance
MonthYearPerformance
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+0.28
December2012+0.71
Year 2013 to 201n Monthly performance
MonthYearPerformance
January2013+5.04
February2013+1.11
March2013+3.60
April2013+1.81
May2013+2.08
June2013-1.50
July2013+4.95
August2013-3.13
September2013+2.97
October2013+4.46
November2013+2.80
December2013+2.36
January2014-3.56
February2014+4.31
March2014+0.69
April2014+0.62
May2014+2.10
June2014+1.91
July2014-1.51
August2014+3.77
September2014-1.55
October2014+2.32
November2014+2.45
December2014-0.42
January2015-3.10
February2015+5.49
March2015-1.74
April2015+0.85
May2015+1.05
June2015-2.10
July2015+1.97
August2015-6.26
September2015-2.64
October2015+8.30
November2015+0.05
December2015-1.75
January2016-5.07
February2016-0.41
March2016+6.60
April2016+0.27
May2016+1.53
June2016+0.09
July2016+3.56
August2016-0.12
September2016-0.12
October2016-1.94
November2016+3.42
December2016+1.82
January2017+1.79
February2017+3.72
March2017-0.83
Quotes UsedValue
Link on Quote FileSP500_20170327.csv
Quote File Used/local/java/TrendTimer/quote_data/SP500_20170327.csv
# of Quotes4287
File first date (dd.MM.yyyy)03.01.2000
File first quote1'455.22
File last date (dd.MM.yyyy)24.03.2017
File last quote2'343.98
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)01.03.2017
Max Quote value2'395.96
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 Signals23
Avg # op. by year1.51
# Days5480
# Days in years15.22
Biggest loose (Long only)-7.89
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)1327
TechnicalValue
Program NameMyTrendTimer v0.99.98.3
Java Version1.8.0_77
OS NameLinux
OS Version4.0.4-301.fc22.x86_64
User Namemarc
Calculation Time (Ms)362
Tech Id948723072-150990
XML output fileSP500_20170327.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/SP500_20170327.xml
# Warnings found5
Generated on (dd.MM.yyyy HH:mm:ss)27.03.2017 18:53:32
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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