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MyTrendTimer Financial Market Trend Timing report

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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
 
 
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MyTrendTimer : Topix Index (2nd Section) of August 30, 2006
Weekly Comment about this asset/index
Tropical Storm Ernesto packed little punch after coming ashore in Florida as a rainstorm instead of a dreaded hurricane, but forecasters on Wednesday said it could still pose a threat to the U.S. mainland (and raise oil price). Investors looking for direction will get the latest reading on the strength of the economy Wednesday, ahead of Friday's widely awaited August employment report. On Wednesday, Federal Reserve minutes showed the central bank is in no hurry to raise the cost of borrowing but raised concerns about the strength of the U.S. economy. Signal improved but is still negative. Next week, no new report is going to be published. (holiday time ;-)
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-3.2
Date (dd.MM.yyyy)30.08.2006
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.
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
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold+62.34
Model Buy and Hold+103.86
Model Long Only+167.50
Model Short Only+18.15
Model Long and Short+216.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+12.16
Model Buy and Hold+20.26
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+12.41
Model Short vs Model Buy and Hold-16.72
Model Long and Short vs Model Buy and Hold+21.88
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+20.51
Model Short vs Buy and Hold-8.62
Model Long and Short vs Buy and Hold+29.97
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote4'243.09
Variance9'257.38
Standard Deviation96.22
Lowest quote4'111.81
Highest quote4'371.38
Median4'241.59
Max Daily Loose percent-1.20
Max Daily Gain percent1.44
Simple Perf.4.51
Last 5 quotes StatisticsValue
Mean quote4'345.39
Variance738.51
Standard Deviation27.18
Lowest quote4'305.87
Highest quote4'371.38
Median4'338.62
Max Daily Loose percent-1.20
Max Daily Gain percent0.25
Simple Perf.-1.07
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 quote4'707.18
Variance173'560.41
Standard Deviation416.61
Lowest quote3'976.18
Highest quote5'531.09
Median4'753.63
Max Daily Loose percent-7.47
Max Daily Gain percent4.28
Simple Perf.-16.41
First quote5'164.11
Last quote4'316.47
Quotes UsedValue
Quote File UsedTOPIX_20060830.csv
# of Quotes1620
File first date (dd.MM.yyyy)04.01.2000
File first quote2'658.87
File last date (dd.MM.yyyy)29.08.2006
File last quote4'316.47
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
TechnicalValue
Program NameMyTrendTimer v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1785
Tech Id623623883-1211000
XML output fileTOPIX_20060830.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/TOPIX_20060830.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)30.08.2006 18:01:53
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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