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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 19th, Bullish Trend (Buy Signal)
Swiss Market Index SMI
Dow Jones Industrial
USD to CHF
November 19th, Bearish Trend (Sell Signal)
NASDAQ Composite
Standard and Poors 500
Standard and Poors 100
 
Older reports
 
November 12th, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
November 6th, 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 September 13, 2006
Weekly Comment about this asset/index
Trend is not clear. We are sideway which is a bad for the the model.
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-0.4
Date (dd.MM.yyyy)13.09.2006
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-21.67
Model Buy and Hold-27.88
Model Long Only-12.30
Model Short Only+16.25
Model Long and Short+1.96
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.22
Model Buy and Hold-5.43
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+3.03
Model Short vs Model Buy and Hold+8.59
Model Long and Short vs Model Buy and Hold+5.81
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.82
Model Short vs Buy and Hold+7.38
Model Long and Short vs Buy and Hold+4.60
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1.23547
Variance0.00005
Standard Deviation0.00681
Lowest quote1.22190
Highest quote1.24895
Median1.23542
Max Daily Loose percent-0.88416
Max Daily Gain percent0.92070
Simple Perf.0.92993
Last 5 quotes StatisticsValue
Mean quote1.24301
Variance0.00003
Standard Deviation0.00559
Lowest quote1.23505
Highest quote1.24895
Median1.24200
Max Daily Loose percent-0.30826
Max Daily Gain percent0.48273
Simple Perf.1.06069
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 quote1.26047
Variance0.00119
Standard Deviation0.03452
Lowest quote1.20285
Highest quote1.32050
Median1.26168
Max Daily Loose percent-1.96901
Max Daily Gain percent1.10434
Simple Perf.-5.29610
First quote1.31795
Last quote1.24815
Quotes UsedValue
Quote File UsedUSDCHF_20060913.csv
# of Quotes1709
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)12.09.2006
File last quote1.24815
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)1944
Tech Id444514204-123960
XML output fileUSDCHF_20060913.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20060913.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)13.09.2006 18:32:45
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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