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May 8th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
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Swiss Market Index SMI
Standard and Poors 100
 
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May 1st, 2018
NASDAQ Composite
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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 : Topix Index (2nd Section) of January 16, 2007
Weekly Comment about this asset/index
Publication of the MyTrendTimer Report was late due to holidays. Strong U.S. and Japanese economic data helped Asian stock indexes to gains of 1 percent and more on Monday, and sent Japanese government bonds to a 2 1/2 month low as investors eyed a possible Bank of Japan rate rise. Investors believe the BOJ is leaning towards raising overnight rates to 0.5 percent, which would be the highest since 1995, despite opposition from senior government officials who have warned the central bank to be cautious on policy. Oil prices retreated below $53 a barrel on Tuesday, as investors doubted OPEC's resolve to trim production and instead focused on the mild winter and high fuel stockpile in top energy consumer the United States.
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-0.9
Date (dd.MM.yyyy)16.01.2007
Generated Operations Chart
A chart of Topix Index (2nd Section) TPX dated January 16, 2007 to backtest the trend timer 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+57.14
Model Buy and Hold+97.33
Model Long Only+167.50
Model Short Only+18.15
Model Long and Short+216.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+11.14
Model Buy and Hold+18.98
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+13.68
Model Short vs Model Buy and Hold-15.44
Model Long and Short vs Model Buy and Hold+23.15
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+21.52
Model Short vs Buy and Hold-7.60
Model Long and Short vs Buy and Hold+30.99
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote4'158.08
Variance176.45
Standard Deviation13.28
Lowest quote4'134.62
Highest quote4'180.42
Median4'157.52
Max Daily Loose percent-0.79
Max Daily Gain percent0.58
Simple Perf.1.01
Last 5 quotes StatisticsValue
Mean quote4'153.16
Variance213.07
Standard Deviation14.60
Lowest quote4'134.62
Highest quote4'178.03
Median4'156.33
Max Daily Loose percent-0.31
Max Daily Gain percent0.58
Simple Perf.0.65
Previous year StatisticsValue
Mean quote4'524.03
Variance186'262.96
Standard Deviation431.58
Lowest quote3'915.09
Highest quote5'531.09
Median4'723.09
Max Daily Loose percent-7.47
Max Daily Gain percent4.28
Simple Perf.-19.34
First quote5'164.11
Last quote4'165.61
Current year StatisticsValue
Mean quote4'158.13
Variance252.29
Standard Deviation15.88
Lowest quote4'134.62
Highest quote4'180.42
Median4'157.52
Max Daily Loose percent-0.70
Max Daily Gain percent0.58
Simple Perf.0.30
First quote4'165.61
Last quote4'178.03
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+22.948+2.87
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-3.537-0.50
November-11.477-1.64
December+3.437+0.49
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
2006-19.34
2007+0.30
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
October2006-0.68
November2006-2.33
December2006+2.18
January2007+0.30
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/TOPIX_20070116.csv
# of Quotes1709
File first date (dd.MM.yyyy)04.01.2000
File first quote2'658.87
File last date (dd.MM.yyyy)15.01.2007
File last quote4'178.03
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
Min # days uninvested (before Buy operation)74
Max # days uninvested (before Buy operation)265
Min # days invested (before Sell operation)76
Max # days invested (before Sell operation)551
TechnicalValue
Program NameMyTrendTimer v0.99.88.6
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)792
Tech Id840678669-1211000
XML output fileTOPIX_20070116.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/TOPIX_20070116.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)16.01.2007 18:08:34
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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