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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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April 4th, 2018
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 November 21, 2006
Weekly Comment about this asset/index
Consumer prices fell in October, led by a drop in gasoline prices, the government said Thursday in a report showing less inflationary pressure than Wall Street expected. The Consumer Price Index (CPI) sank 0.5 percent from September, matching the 0.5 percent fall seen that month. The so called core CPI, which strips out volatile food and energy prices, edged up 0.1 percent - less than Wall Street forecasts. Signal is close to zero. The U.S. Dollar is slipping against Swiss Franc.
Financial InstrumentValue
Instrument NameU.S. Dollar to Swiss Franc
SymbolUSDCHF=X
CurrencyCHF
Underlying instrumentSpot or term Forex Market
Trend/SignalValue
Current Trend/Signal Bullish (last signal was a Buy)
StrenghtClose to zero !
Date (dd.MM.yyyy)21.11.2006
Generated Operations Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated November 21, 2006 to backtest the trend timer 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
Buy21.09.20061551.25120-1.57
Sell22.09.20060011.23455-1.33
Buy28.09.20060061.24825+1.11
Out20.11.20060531.24250-0.46
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-22.03
Model Buy and Hold-28.21
Model Long Only-13.86
Model Short Only+16.66
Model Long and Short+0.49
Time Weighted Return ofValue (Annualized)
Buy and Hold-3.84
Model Buy and Hold-4.92
Model Long Only-2.42
Model Short Only+2.90
Model Long and Short+0.08
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+2.50
Model Short vs Model Buy and Hold+7.82
Model Long and Short vs Model Buy and Hold+5.00
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.42
Model Short vs Buy and Hold+6.74
Model Long and Short vs Buy and Hold+3.92
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1.25025
Variance0.00007
Standard Deviation0.00853
Lowest quote1.23875
Highest quote1.26865
Median1.25370
Max Daily Loose percent-0.81149
Max Daily Gain percent0.80723
Simple Perf.-1.96466
Last 5 quotes StatisticsValue
Mean quote1.24492
Variance0.00000
Standard Deviation0.00215
Lowest quote1.24250
Highest quote1.24760
Median1.24505
Max Daily Loose percent-0.28455
Max Daily Gain percent0.25717
Simple Perf.-0.08042
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 quote1.25892
Variance0.00096
Standard Deviation0.03104
Lowest quote1.20285
Highest quote1.32050
Median1.26168
Max Daily Loose percent-1.96901
Max Daily Gain percent1.10434
Simple Perf.-5.72481
First quote1.31795
Last quote1.24250
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+10.597+1.51
February+2.027+0.29
March+4.597+0.66
April-2.857-0.41
May-7.017-1.00
June-0.517-0.07
July+1.987+0.28
August+0.957+0.14
September-7.917-1.13
October+1.597+0.23
November-9.317-1.33
December-15.836-2.64
TWR Return by Year for this asset
YearTWR Return.
2000+1.69
2001+2.46
2002-16.72
2003-10.56
2004-8.06
2005+15.90
2006-5.72
Year 2000 to 2003 Monthly performance
MonthYearPerformance
January2000+3.23
February2000+0.91
March2000+0.42
April2000+3.24
May2000-2.03
June2000-2.97
July2000+2.08
August2000+4.07
September2000+0.12
October2000+3.85
November2000-4.04
December2000-6.55
January2001+1.45
February2001+1.88
March2001+3.53
April2001+0.05
May2001+3.41
June2001+0.20
July2001-3.90
August2001-3.38
September2001-3.15
October2001+1.01
November2001+0.85
December2001+0.82
January2002+3.11
February2002-0.44
March2002-1.33
April2002-3.67
May2002-3.29
June2002-5.01
July2002-0.43
August2002+1.27
September2002-1.83
October2002+0.20
November2002+0.49
December2002-6.79
January2003-1.09
February2003-0.85
March2003-0.34
April2003+0.36
May2003-3.97
June2003+4.00
July2003+1.36
August2003+2.01
September2003-5.71
October2003+1.12
November2003-3.19
December2003-4.33
Year 2004 to 200n Monthly performance
MonthYearPerformance
January2004+1.91
February2004+0.77
March2004-0.25
April2004+2.35
May2004-3.25
June2004-0.16
July2004+2.15
August2004-0.88
September2004-1.53
October2004-3.78
November2004-5.29
December2004-0.07
January2005+4.52
February2005-2.57
March2005+2.93
April2005-0.12
May2005+4.58
June2005+2.90
July2005+0.32
August2005-2.08
September2005+2.45
October2005+0.14
November2005+1.82
December2005+0.25
January2006-2.80
February2006+2.38
March2006-0.37
April2006-4.83
May2006-2.31
June2006+0.82
July2006+0.52
August2006+0.13
September2006+1.70
October2006-0.81
November2006-0.11
Quotes UsedValue
Quote File UsedUSDCHF_20061121.csv
# of Quotes1758
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)20.11.2006
File last quote1.24250
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 operations22
Avg # op. by year3.84
# Days2065
# Days in years5.74
Biggest loose (Long only)-4.46
Min # days uninvested (before Buy operation)3
Max # days uninvested (before Buy operation)470
Min # days invested (before Sell operation)1
Max # days invested (before Sell operation)288
TechnicalValue
Program NameMyTrendTimer v0.99.86.27
Java Version1.5.0_09
OS NameLinux
OS Version2.6.18-1.2849.fc6
User Nameroot
Calculation Time (Ms)2153
Tech Id369692463-123960
XML output fileUSDCHF_20061121.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20061121.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)21.11.2006 19:13:38
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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