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MyTrendTimer Financial Market Trend Timing report

Market Timing / Quantitative Analysis on major indexes.
Signals and News Help/HowTo Principles About
 
November 12th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
Standard and Poors 100
USD to CHF
November 12th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
 
Older reports
 
November 6th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
October 29th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
 
Archived reports
 
2005 Archive Page
2006 Archive Page
2007 Archive Page
2008 Archive Page
2009 Archive Page
2010 Archive Page
2011 Archive Page
2012 Archive Page
2013 Archive Page
2014 Archive Page
2015 Archive Page
2016 Archive Page
2017 Archive Page
2018 Archive Page
MyTrendTimer : U.S. Dollar to Swiss Franc of August 30, 2006
Weekly Comment about this asset/index
No change from last week. Volatility is low on the 1.23 level. Next week, no new report is going to be published. (holiday time ;-)
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-0.7
Date (dd.MM.yyyy)30.08.2006
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-22.37
Model Buy and Hold-28.53
Model Long Only-12.30
Model Short Only+16.25
Model Long and Short+1.96
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.35
Model Buy and Hold-5.55
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+3.16
Model Short vs Model Buy and Hold+8.71
Model Long and Short vs Model Buy and Hold+5.93
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.96
Model Short vs Buy and Hold+7.52
Model Long and Short vs Buy and Hold+4.73
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1.23141
Variance0.00004
Standard Deviation0.00598
Lowest quote1.22150
Highest quote1.24040
Median1.23095
Max Daily Loose percent-0.88416
Max Daily Gain percent1.10434
Simple Perf.0.45885
Last 5 quotes StatisticsValue
Mean quote1.23578
Variance0.00001
Standard Deviation0.00258
Lowest quote1.23315
Highest quote1.24035
Median1.23675
Max Daily Loose percent-0.41117
Max Daily Gain percent0.45354
Simple Perf.0.31220
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 quote1.26181
Variance0.00123
Standard Deviation0.03505
Lowest quote1.20285
Highest quote1.32050
Median1.26168
Max Daily Loose percent-1.96901
Max Daily Gain percent1.10434
Simple Perf.-6.14212
First quote1.31795
Last quote1.23700
Quotes UsedValue
Quote File UsedUSDCHF_20060830.csv
# of Quotes1699
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)29.08.2006
File last quote1.23700
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 v0.99.71
Java Version1.5.0_06
OS NameLinux
OS Version2.6.16-1.2133_FC5
Calculation Time (Ms)1865
Tech Id193945357-123960
XML output fileUSDCHF_20060830.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20060830.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)30.08.2006 18:01:56
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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