The MyTrendTimer Market Trend Timing Home Page Logo
MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
July 9th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
Standard and Poors 100
July 9th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
 
Older reports
 
July 2nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
June 22nd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : Topix Index (2nd Section) of June 14, 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
We are down 32.6% from the highest level of year 2006 (5531.09 on 16.1.2006) We are down 23.8% for year 2006 (5164.11 on 30.12.2005) On Thursday the European Central Bank raised rates, offsetting news of the death of al Qaeda's leader in Iraq. Stocks are like stuck on a rollercoaster. Higher-than-expected inflation data stoked interest rate worries. This is what happen when every analyst is bullish on a market... Unfortunately, nothing really new from last week.
Financial InstrumentValue
Instrument NameTopix Index (2nd Section)
SymbolTPX
CurrencyJPY
Underlying instrumentUBS-ETF DJ Japan Titans 100 (FDJPHU)
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-7.4
Date (dd.MM.yyyy)14.06.2006
Last 5 quotes StatisticsValue
Mean quote4'189.42
Variance3'782.76
Standard Deviation61.50
Lowest quote4'076.75
Highest quote4'237.79
Median4'157.27
Max Daily Loose percent-3.80
Max Daily Gain percent2.79
Simple Perf.-1.30
Last 20 quotes StatisticsValue
Mean quote4'452.46
Variance37'625.04
Standard Deviation193.97
Lowest quote4'076.75
Highest quote4'689.23
Median4'382.99
Max Daily Loose percent-3.80
Max Daily Gain percent2.79
Simple Perf.-11.07
Previous year StatisticsValue
Mean quote3'820.15
Variance231'698.46
Standard Deviation481.35
Lowest quote3'012.41
Highest quote5'164.11
Median4'088.26
Max Daily Loose percent-1.85
Max Daily Gain percent2.02
Simple Perf.71.43
First quote3'012.41
Last quote5'164.11
Current year StatisticsValue
Mean quote4'934.43
Variance91'612.49
Standard Deviation302.68
Lowest quote4'076.75
Highest quote5'531.09
Median4'803.92
Max Daily Loose percent-7.47
Max Daily Gain percent4.28
Simple Perf.-19.25
First quote5'164.11
Last quote4'169.99
Quotes UsedValue
Quote File UsedTOPIX_20060614.csv
# of Quotes1566
File first date (dd.MM.yyyy)04.01.2000
File first quote2'658.87
File last date (dd.MM.yyyy)13.06.2006
File last quote4'169.99
First data considered (dd.MM.yyyy)01.06.2000
First data considered2'421.45
Min. Quote date (dd.MM.yyyy)24.12.2002
Min. Quote value1'408.69
Max Quote date (dd.MM.yyyy)16.01.2006
Max Quote value5'531.09
Max daily drop date (dd.MM.yyyy)17.04.2000
Max Daily Drop percent-9.61
Max daily gain date (dd.MM.yyyy)20.04.2000
Max daily Gain percent4.99
Operations StatisticsValue
# Generated operations8
Avg # op. by year1.56
# Days1846
# Days in years5.13
Biggest loose (Long only)-3.16
Time Weighted Return ofValue (over the Period)
Buy and Hold+56.83
Model Buy and Hold+96.95
Model Long Only+167.50
Model Short Only+18.15
Model Long and Short+216.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+11.08
Model Buy and Hold+18.91
Model Long Only+32.66
Model Short Only+3.54
Model Long and Short+42.13
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+13.76
Model Short vs Model Buy and Hold-15.37
Model Long and Short vs Model Buy and Hold+23.22
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+21.58
Model Short vs Buy and Hold-7.54
Model Long and Short vs Buy and Hold+31.05
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy26.04.20010002'117.32+0.00
Sell11.07.20010762'050.42-3.16
Buy22.03.20022541'807.78-11.83
Sell01.08.20021311'801.45-0.35
Buy23.04.20032651'580.65-12.26
Sell25.10.20045512'927.47+85.21
Buy07.01.20050743'097.54+5.81
Sell18.05.20064954'636.01+49.67
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1794
Tech Id647099068-1211000
XML output fileTOPIX_20060614.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/TOPIX_20060614.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)14.06.2006 20:38:03
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.
Valid HTML 4.01