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MyTrendTimer Financial Market Trend Timing report

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Standard and Poors 500
USD to CHF
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Standard and Poors 500
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USD to CHF
 
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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 14, 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
We are down 6.8% from the highest level of year 2006 (1.3205 on 27.2.2006) We are down 6.6% for year 2006 (1.31795 on 30.12.2005) On Thursday the European Central Bank raised rates, offsetting news of the death of al Qaeda's leader in Iraq. Unfortunately, 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-2.6
Date (dd.MM.yyyy)14.06.2006
Last 5 quotes StatisticsValue
Mean quote1.22938
Variance0.00006
Standard Deviation0.00754
Lowest quote1.21750
Highest quote1.23590
Median1.22670
Max Daily Loose percent-0.38058
Max Daily Gain percent0.97710
Simple Perf.1.51130
Last 20 quotes StatisticsValue
Mean quote1.21802
Variance0.00011
Standard Deviation0.01032
Lowest quote1.20285
Highest quote1.23590
Median1.21938
Max Daily Loose percent-1.21728
Max Daily Gain percent1.06581
Simple Perf.2.74764
Previous year StatisticsValue
Mean quote1.24681
Variance0.00263
Standard Deviation0.05126
Lowest quote1.13710
Highest quote1.32670
Median1.23190
Max Daily Loose percent-1.60084
Max Daily Gain percent1.68639
Simple Perf.15.90450
First quote1.13710
Last quote1.31795
Current year StatisticsValue
Mean quote1.27443
Variance0.00129
Standard Deviation0.03591
Lowest quote1.20285
Highest quote1.32050
Median1.26168
Max Daily Loose percent-1.96901
Max Daily Gain percent1.07085
Simple Perf.-6.22558
First quote1.31795
Last quote1.23590
Quotes UsedValue
Quote File UsedUSDCHF_20060614.csv
# of Quotes1645
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)13.06.2006
File last quote1.23590
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-22.44
Model Buy and Hold-28.59
Model Long Only-12.30
Model Short Only+16.25
Model Long and Short+1.96
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.37
Model Buy and Hold-5.56
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+3.17
Model Short vs Model Buy and Hold+8.73
Model Long and Short vs Model Buy and Hold+5.94
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.97
Model Short vs Buy and Hold+7.53
Model Long and Short vs Buy and Hold+4.75
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 v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1864
Tech Id338335342-123960
XML output fileUSDCHF_20060614.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20060614.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)14.06.2006 20:38:06
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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