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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
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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 : Topix Index (2nd Section) of October 18, 2006
Weekly Comment about this asset/index
On Monday, U.S. spy satellites have detected suspicious activity near North Korea's nuclear test site that may signal preparations for another detonation, U.S. television networks have reported. Oil prices rose for a fourth straight session on Tuesday, topping $60 a barrel as OPEC prepared to agree a production cut and the United States braced for winter. Oil prices fell ahead of Thursday's OPEC meeting, at which the oil cartel is expected to weigh production cuts. Performance so far for year 2006 is -1.94%. This is what happen when everyone (but really everyone !) is positive on a market !
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-3.7
Date (dd.MM.yyyy)18.10.2006
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 of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold+54.98
Model Buy and Hold+94.62
Model Long Only+167.50
Model Short Only+18.15
Model Long and Short+216.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+10.72
Model Buy and Hold+18.45
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+14.21
Model Short vs Model Buy and Hold-14.91
Model Long and Short vs Model Buy and Hold+23.68
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+21.94
Model Short vs Buy and Hold-7.18
Model Long and Short vs Buy and Hold+31.41
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote4'154.53
Variance3'183.46
Standard Deviation56.42
Lowest quote4'024.36
Highest quote4'230.67
Median4'127.52
Max Daily Loose percent-1.83
Max Daily Gain percent1.35
Simple Perf.-2.60
Last 5 quotes StatisticsValue
Mean quote4'081.99
Variance1'881.31
Standard Deviation43.37
Lowest quote4'024.36
Highest quote4'120.63
Median4'072.50
Max Daily Loose percent-1.83
Max Daily Gain percent1.35
Simple Perf.0.05
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 quote4'624.55
Variance180'165.54
Standard Deviation424.46
Lowest quote3'976.18
Highest quote5'531.09
Median4'753.63
Max Daily Loose percent-7.47
Max Daily Gain percent4.28
Simple Perf.-20.21
First quote5'164.11
Last quote4'120.63
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+22.587+3.23
February+25.857+3.69
March+20.717+2.96
April+10.237+1.46
May-14.457-2.06
June+27.567+3.94
July-21.597-3.08
August+15.067+2.15
September-12.247-1.75
October-4.767-0.68
November-9.366-1.56
December+1.226+0.20
TWR Return by Year for this asset
YearTWR Return.
2000-27.17
2001-12.06
2002-12.79
2003+43.93
2004+40.93
2005+71.43
2006-20.21
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000+0.40
February2000+15.03
March2000-8.50
April2000-5.86
May2000-7.75
June2000+3.47
July2000-8.97
August2000+9.20
September2000-4.80
October2000-9.18
November2000-4.11
December2000-6.93
January2001+3.57
February2001+0.62
March2001+1.91
April2001+3.24
May2001+1.40
June2001-0.65
July2001-8.15
August2001-2.29
September2001-7.65
October2001+4.85
November2001-3.51
December2001-5.05
January2002-2.11
February2002+2.62
March2002+5.00
April2002+1.21
May2002+4.58
June2002-3.78
July2002-1.36
August2002-3.39
September2002-3.79
October2002-7.05
November2002-3.84
December2002-0.93
January2003+1.85
February2003+2.69
March2003-2.18
April2003+4.32
May2003+6.71
June2003+8.86
July2003+5.24
August2003+4.75
September2003+4.06
October2003+6.05
November2003-7.09
December2003+2.70
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+6.81
February2004+2.82
March2004+19.05
April2004+12.46
May2004-8.32
June2004+15.54
July2004-7.18
August2004+0.07
September2004-3.32
October2004-1.60
November2004+0.39
December2004+2.00
January2005+7.97
February2005+6.99
March2005+3.42
April2005-2.32
May2005-0.82
June2005+4.74
July2005+3.88
August2005+1.48
September2005+5.82
October2005+5.16
November2005+9.23
December2005+10.37
January2006+2.52
February2006-6.21
March2006+2.37
April2006-2.21
May2006-9.87
June2006-2.11
July2006-6.31
August2006+4.93
September2006-2.54
October2006-1.94
Quotes UsedValue
Quote File UsedTOPIX_20061018.csv
# of Quotes1653
File first date (dd.MM.yyyy)04.01.2000
File first quote2'658.87
File last date (dd.MM.yyyy)17.10.2006
File last quote4'120.63
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 v0.99.84.02
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2200.fc5
Calculation Time (Ms)1779
Tech Id810614189-1211000
XML output fileTOPIX_20061018.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/TOPIX_20061018.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)18.10.2006 17:59:48
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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