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MyTrendTimer Financial Market Trend Timing report

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April 16th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
April 16th, Bearish Trend (Sell Signal)
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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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 : U.S. Dollar to Swiss Franc of June 7, 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
The US Dollar is down with its signal strenght still decreasing. Inflation fears should raise interest rate and it should help the dollar hold its current level. The current level (1.20 - 1.22 against Swiss franc) seems to be a support. Current price is a couple percent lower than the last sell operation level. Nothing really new from last week.
Financial InstrumentValue
Instrument NameU.S. Dollar to Swiss Franc
SymbolUSDCHF=X
CurrencyCHF
Underlying instrumentSpot or term Forex Market
Trend/SignalValue
Current Trend/Signal Bearish (last signal was a Sell)
Strenght-3.2
Date (dd.MM.yyyy)07.06.2006
Last 5 quotes StatisticsValue
Mean quote1.21510
Variance0.00004
Standard Deviation0.00640
Lowest quote1.20655
Highest quote1.22405
Median1.21530
Max Daily Loose percent-1.21728
Max Daily Gain percent0.90755
Simple Perf.-0.53511
Last 20 quotes StatisticsValue
Mean quote1.21560
Variance0.00006
Standard Deviation0.00746
Lowest quote1.20285
Highest quote1.22825
Median1.21555
Max Daily Loose percent-1.21728
Max Daily Gain percent1.06581
Simple Perf.-0.58384
Quotes UsedValue
Quote File UsedUSDCHF_20060607.csv
# of Quotes1640
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)06.06.2006
File last quote1.21750
First data considered (dd.MM.yyyy)18.05.2000
First data considered1.73500
Min. Quote date (dd.MM.yyyy)30.12.2004
Min. Quote value1.13335
Max Quote date (dd.MM.yyyy)26.10.2000
Max Quote value1.82000
Max daily drop date (dd.MM.yyyy)22.09.2000
Max Daily Drop percent-3.31834
Max daily gain date (dd.MM.yyyy)15.02.2001
Max daily Gain percent2.61980
Operations StatisticsValue
# Generated operations18
Avg # op. by year3.50
# Days1850
# Days in years5.14
Biggest loose (Long only)-4.46
Time Weighted Return ofValue (over the Period)
Buy and Hold-23.60
Model Buy and Hold-29.65
Model Long Only-12.30
Model Short Only+16.25
Model Long and Short+1.96
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.59
Model Buy and Hold-5.77
Model Long Only-2.39
Model Short Only+3.16
Model Long and Short+0.38
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+3.38
Model Short vs Model Buy and Hold+8.93
Model Long and Short vs Model Buy and Hold+6.15
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+2.20
Model Short vs Buy and Hold+7.75
Model Long and Short vs Buy and Hold+4.97
Generated Operations
NatureDate (dd.MM.yyyy)# Days previous op.QuoteResult previous op.
Buy22.03.20010001.73070+0.00
Sell02.08.20011321.71140-1.12
Buy24.01.20021751.67500-2.13
Sell25.03.20020601.66550-0.57
Buy28.03.20020031.68180+0.98
Sell01.04.20020031.66260-1.14
Buy15.07.20034701.37910-17.05
Sell30.09.20030771.32060-4.24
Buy06.04.20041891.29745-1.75
Sell28.05.20040521.25440-3.32
Buy31.08.20040951.26805+1.09
Sell30.09.20040301.24870-1.53
Buy09.02.20051321.21770-2.48
Sell22.02.20050131.16335-4.46
Buy06.04.20050421.20735+3.78
Sell19.01.20062881.28145+6.14
Buy09.02.20060211.30240+1.63
Sell19.04.20060681.27120-2.40
Generated Operations Chart
A chart image to backtest the model buy and sell signals
TechnicalValue
Program NameMyTrendTimer v0.99.60
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2096_FC5
Calculation Time (Ms)1779
Tech Id3218762-123960
XML output fileUSDCHF_20060607.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20060607.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)07.06.2006 21:42:08
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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