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MyTrendTimer Financial Market Trend Timing report

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September 17th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
September 17th, Bearish Trend (Sell Signal)
USD to CHF
 
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Standard and Poors 500
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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 28, 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 Fed starts a two-day meeting later in the session and is widely seen lifting overnight rates for a 17th straight time on Thursday to 5.25 percent from 5 percent, but the focus is on what the central bank signals about its next meeting in August. The dollar is improving. The already mentionned support around 1.20 is now confirmed and there are no big risk to have plunge under this level.
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-1.7
Date (dd.MM.yyyy)28.06.2006
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.
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
Return and result for this asset
Time Weighted Return ofValue (over the Period)
Buy and Hold-21.98
Model Buy and Hold-28.17
Model Long Only-12.30
Model Short Only+16.25
Model Long and Short+1.96
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.28
Model Buy and Hold-5.48
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+3.09
Model Short vs Model Buy and Hold+8.64
Model Long and Short vs Model Buy and Hold+5.86
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.89
Model Short vs Buy and Hold+7.44
Model Long and Short vs Buy and Hold+4.66
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1.23041
Variance0.00014
Standard Deviation0.01197
Lowest quote1.20655
Highest quote1.24765
Median1.22710
Max Daily Loose percent-1.21728
Max Daily Gain percent0.97710
Simple Perf.1.56447
Last 5 quotes StatisticsValue
Mean quote1.24250
Variance0.00002
Standard Deviation0.00456
Lowest quote1.23530
Highest quote1.24765
Median1.24147
Max Daily Loose percent-0.34287
Max Daily Gain percent0.60310
Simple Perf.0.29446
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 quote1.27154
Variance0.00128
Standard Deviation0.03581
Lowest quote1.20285
Highest quote1.32050
Median1.26168
Max Daily Loose percent-1.96901
Max Daily Gain percent1.07085
Simple Perf.-5.67169
First quote1.31795
Last quote1.24320
Quotes UsedValue
Quote File UsedUSDCHF_20060628.csv
# of Quotes1655
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)27.06.2006
File last quote1.24320
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
TechnicalValue
Program NameMyTrendTimer v0.99.70
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)2397
Tech Id321040512-123960
XML output fileUSDCHF_20060628.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20060628.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)28.06.2006 18:36:21
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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