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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
 
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November 6th, 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 December 13, 2006
Weekly Comment about this asset/index
The dollar fell against the euro on Friday after a mixed U.S. employment report left investors with little conviction about the outlook for benchmark interest rates. The dollar steadied on Monday, giving back some of last week's gains made after solid U.S. jobs data helped to ease concerns that the Federal Reserve may need to cut interest rates early next year. The U.S. trade deficit in October narrowed by the biggest amount in nearly five years, as oil import prices plunged for a second consecutive month and exports edged up to a new record, a Commerce Department report showed on Tuesday. Oil prices were steady near $61 a barrel on Wednesday after hitting a two-week low amid disagreement among OPEC members over whether to cut output. The dollar stayed weak against the euro on Wednesday after the Federal Reserve kept rates steady as widely expected and emphasised a slowdown in the housing sector, stirring anticipation that its next move could be to cut rates.
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-1.9
Date (dd.MM.yyyy)13.12.2006
Generated Operations Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated December 13, 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
Sell21.11.20060541.24115-0.57
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-24.54
Model Buy and Hold-30.52
Model Long Only-13.95
Model Short Only+16.66
Model Long and Short+0.38
Time Weighted Return ofValue (Annualized)
Buy and Hold-4.28
Model Buy and Hold-5.32
Model Long Only-2.43
Model Short Only+2.90
Model Long and Short+0.07
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+2.89
Model Short vs Model Buy and Hold+8.22
Model Long and Short vs Model Buy and Hold+5.38
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.84
Model Short vs Buy and Hold+7.18
Model Long and Short vs Buy and Hold+4.34
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1.21518
Variance0.00045
Standard Deviation0.02130
Lowest quote1.19205
Highest quote1.24760
Median1.21983
Max Daily Loose percent-1.09940
Max Daily Gain percent0.85462
Simple Perf.-3.36722
Last 5 quotes StatisticsValue
Mean quote1.19648
Variance0.00003
Standard Deviation0.00520
Lowest quote1.19215
Highest quote1.20370
Median1.19792
Max Daily Loose percent-0.10384
Max Daily Gain percent0.85462
Simple Perf.0.83861
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 quote1.25541
Variance0.00109
Standard Deviation0.03298
Lowest quote1.19205
Highest quote1.32050
Median1.25627
Max Daily Loose percent-1.96901
Max Daily Gain percent1.10434
Simple Perf.-8.76361
First quote1.31795
Last quote1.20245
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-12.557-1.79
December-15.527-2.22
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
2006-8.76
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
November2006-3.68
December2006+0.37
Quotes UsedValue
Quote File UsedUSDCHF_20061213.csv
# of Quotes1774
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)12.12.2006
File last quote1.20245
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 year3.83
# Days2066
# 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 v0.99.87
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.18-1.2849.fc6
User Namemarc
Calculation Time (Ms)740
Tech Id410400062-123960
XML output fileUSDCHF_20061213.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20061213.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)13.12.2006 20:48:41
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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