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MyTrendTimer Financial Market Trend Timing report

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May 8th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
USD to CHF
May 8th, Bearish Trend (Sell Signal)
Swiss Market Index SMI
Standard and Poors 100
 
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May 1st, 2018
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 100
Standard and Poors 500
Swiss Market Index SMI
USD to CHF
 
April 23rd, 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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MyTrendTimer : U.S. Dollar to Swiss Franc of February 6, 2007
Weekly Comment about this asset/index
The US Dollar was up versus the Euro and Yen last week, supposedly based on the speculation that the Federal Reserve will not lower interest rates anytime soon, choosing instead to keep them steady and unchanged. Signal strength is improving... +0.4 now. Wait and see !
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)
Strength0.4
Date (dd.MM.yyyy)06.02.2007
Generated Signals Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated February 6, 2007 to backtest the trend timer model buy and sell signals
Generated Signals
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
Buy19.01.20070591.25000+0.71
info : Current05.02.20070171.24825-0.14
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-21.67
Model Buy and Hold-27.88
Model Long Only-14.07
Model Short Only+16.06
Model Long and Short-0.27
Time Weighted Return ofValue (Annualized)
Buy and Hold-3.64
Model Buy and Hold-4.69
Model Long Only-2.37
Model Short Only+2.70
Model Long and Short-0.05
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+2.32
Model Short vs Model Buy and Hold+7.38
Model Long and Short vs Model Buy and Hold+4.64
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1.28
Model Short vs Buy and Hold+6.34
Model Long and Short vs Buy and Hold+3.60
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote1.24703
Variance0.00002
Standard Deviation0.00433
Lowest quote1.23700
Highest quote1.25455
Median1.24577
Max Daily Loose percent-0.71686
Max Daily Gain percent0.71098
Simple Perf.0.90945
Last 5 quotes StatisticsValue
Mean quote1.24875
Variance0.00002
Standard Deviation0.00427
Lowest quote1.24290
Highest quote1.25455
Median1.24872
Max Daily Loose percent-0.39513
Max Daily Gain percent0.26953
Simple Perf.-0.50217
Previous year StatisticsValue
Mean quote1.25380
Variance0.00110
Standard Deviation0.03314
Lowest quote1.19205
Highest quote1.32050
Median1.25627
Max Daily Loose percent-1.96901
Max Daily Gain percent1.10434
Simple Perf.-7.37888
First quote1.31795
Last quote1.22070
Current year StatisticsValue
Mean quote1.24405
Variance0.00007
Standard Deviation0.00849
Lowest quote1.22070
Highest quote1.25455
Median1.23763
Max Daily Loose percent-0.71686
Max Daily Gain percent0.71098
Simple Perf.2.25690
First quote1.22070
Last quote1.24825
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+13.048+1.63
February+2.068+0.26
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-14.247-2.03
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
2006-7.38
2007+2.26
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+1.89
January2007+2.22
February2007+0.04
Quotes UsedValue
Quote File Used/local/java/TrendTimer/data/USDCHF_20070206.csv
# of Quotes1809
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)05.02.2007
File last quote1.24825
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
Signals StatisticsValue
# Generated Signals24
Avg # op. by year4.03
# Days2142
# Days in years5.95
Biggest loose (Long only)-4.46
Min # days uninvested (before Buy Signal)3
Max # days uninvested (before Buy Signal)470
Min # days invested (before Sell Signal)1
Max # days invested (before Sell Signal)288
TechnicalValue
Program NameMyTrendTimer v0.99.90.1
Java Version1.6.0-rc
OS NameLinux
OS Version2.6.19-1.2895.fc6
User Namemarc
Calculation Time (Ms)757
Tech Id530361700-123960
XML output fileUSDCHF_20070206.xml
Web Roothttp://www.myTrendTimer.com/
Complete Xml URLhttp://www.myTrendTimer.com/xml/USDCHF_20070206.xml
# Warnings found0
Generated on (dd.MM.yyyy HH:mm:ss)06.02.2007 17:42:59
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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