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MyTrendTimer Financial Market Trend Timing report

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December 10th, Bullish Trend (Buy Signal)
USD to CHF
December 10th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
Dow Jones Industrial
Swiss Market Index SMI
 
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December 3rd, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 27th, 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 January 24, 2007
Weekly Comment about this asset/index
The dollar climbed to a four-year high against the yen as last week's decision by the Bank of Japan to keep borrowing costs on hold continued to diminish interest in the Japanese currency. The Nikkei average rose 0.66 percent to its highest close in nine months on Monday as shares in precision and electrical equipment makers such as Olympus Corp. advanced on expectations they will raise their full-year earnings forecasts. The yen edged toward a four-year low against the dollar on Monday, underpinning expectations of higher profits for manufacturers and other exporters. A weaker yen is a boon for companies that make the bulk of their sales abroad as it lifts profits when overseas earnings are brought home. The return point to be bullish is getting closer : signal strength is -0.3
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)
Strength-0.3
Date (dd.MM.yyyy)24.01.2007
Generated Operations Chart
A chart of Topix Index (2nd Section) TPX dated January 24, 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+57.95
Model Buy and Hold+98.35
Model Long Only+167.50
Model Short Only+18.15
Model Long and Short+216.04
Time Weighted Return ofValue (Annualized)
Buy and Hold+11.30
Model Buy and Hold+19.18
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+13.48
Model Short vs Model Buy and Hold-15.64
Model Long and Short vs Model Buy and Hold+22.95
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+21.36
Model Short vs Buy and Hold-7.76
Model Long and Short vs Buy and Hold+30.83
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote4'173.67
Variance923.26
Standard Deviation30.39
Lowest quote4'134.62
Highest quote4'248.77
Median4'191.70
Max Daily Loose percent-1.16
Max Daily Gain percent0.58
Simple Perf.0.46
Last 5 quotes StatisticsValue
Mean quote4'212.42
Variance636.08
Standard Deviation25.22
Lowest quote4'179.22
Highest quote4'248.77
Median4'214.00
Max Daily Loose percent-1.16
Max Daily Gain percent0.47
Simple Perf.0.49
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 quote4'181.39
Variance1'157.86
Standard Deviation34.03
Lowest quote4'134.62
Highest quote4'248.77
Median4'191.70
Max Daily Loose percent-1.16
Max Daily Gain percent0.58
Simple Perf.0.82
First quote4'165.61
Last quote4'199.66
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+23.588+2.95
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+0.82
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+0.82
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/TOPIX_20070124.csv
# of Quotes1715
File first date (dd.MM.yyyy)04.01.2000
File first quote2'658.87
File last date (dd.MM.yyyy)23.01.2007
File last quote4'199.66
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 v0.99.90.0
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)835
Tech Id963121998-1211000
XML output fileTOPIX_20070124.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/TOPIX_20070124.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)24.01.2007 18:51:42
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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