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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
 
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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 analysis of May 12, 2014
Description of this asset/index
The dollar (currency code USD) is the unit of currency of the United States. The U.S. dollar has also been adopted as the official and legal currency by the governments in a few other countries. The U.S. dollar is normally abbreviated as the dollar sign, $, or as USD or US$ to distinguish it from other dollar-denominated currencies and from others that use the $ symbol. It is divided into 100 cents. The franc (currency code CHF) is the currency and legal tender of Switzerland and Liechtenstein. The Italian exclave Campione d'Italia and the German exclave Büsingen also use the Swiss franc. Franc banknotes are issued by the central bank of Switzerland, the Swiss National Bank, while coins are issued by the federal mint, Swissmint.
Financial InstrumentValue
Asset 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)
Strength-0,6
DateMay 12, 2014
Generated Signals Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated May 12, 2014 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
Sell28.02.20070401,22120-2,30
Buy11.06.20071021,23975+1,52
Sell09.07.20070281,21710-1,83
Buy11.08.20083991,08380-10,95
Sell26.12.20081371,07010-1,26
Buy28.01.20090331,14440+6,94
Sell04.05.20090951,12880-1,36
Buy28.01.20102691,05200-6,80
Sell07.07.20101591,05460+0,25
Buy21.09.20114410,89330-15,29
Sell30.03.20121910,90290+1,07
Buy06.04.20120070,91770+1,64
Sell30.04.20120240,90820-1,04
Buy04.05.20120040,91760+1,04
Sell14.09.20121330,92510+0,82
Buy05.03.20131720,94320+1,96
Sell19.06.20131050,91940-2,52
Buy02.07.20130130,94930+3,25
Sell29.07.20130270,93090-1,94
Buy23.01.20141780,91070-2,17
Sell25.01.20140020,89650-1,56
Info : Current12.05.20141060,88760-0,99
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-44,30
Model Buy and Hold-48,71
Model Long Only-23,54
Model Short Only+32,92
Model Long and Short+1,63
Time Weighted Return ofValue (Annualized)
Buy and Hold-3,33
Model Buy and Hold-3,66
Model Long Only-1,77
Model Short Only+2,47
Model Long and Short+0,12
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1,89
Model Short vs Model Buy and Hold+6,14
Model Long and Short vs Model Buy and Hold+3,78
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1,56
Model Short vs Buy and Hold+5,80
Model Long and Short vs Buy and Hold+3,45
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote0,88085
Standard Deviation0,00358
Lowest quote0,87430
Highest quote0,88760
Median0,88095
Max Daily Loose percent-0,47489
Max Daily Gain percent0,86520
Simple Perf.1,33578
Last 5 quotes StatisticsValue
Mean quote0,87993
Standard Deviation0,00552
Lowest quote0,87430
Highest quote0,88760
Median0,88095
Max Daily Loose percent-0,35332
Max Daily Gain percent0,86520
Simple Perf.1,16253
Previous year StatisticsValue
Mean quote0,92459
Standard Deviation0,01995
Lowest quote0,88660
Highest quote0,98170
Median0,93415
Max Daily Loose percent-1,92089
Max Daily Gain percent1,98831
Simple Perf.-2,75230
First quote0,91560
Last quote0,89040
Current year StatisticsValue
Mean quote0,89002
Standard Deviation0,01089
Lowest quote0,87260
Highest quote0,91170
Median0,89215
Max Daily Loose percent-1,05948
Max Daily Gain percent0,91439
Simple Perf.-0,31446
First quote0,89040
Last quote0,88760
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+19,0115+1,27
February-3,0515-0,20
March-5,2515-0,35
April-3,5915-0,24
May+3,0615+0,20
June-12,4914-0,89
July-7,5014-0,54
August+3,0314+0,22
September-7,5514-0,54
October-1,4614-0,10
November-6,9014-0,49
December-27,5114-1,97
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
2007-7,15
2008-5,81
2009-3,06
2010-9,77
2011+0,41
2012-2,35
2013-2,75
2014-0,31
Year 2011 to 2012 Monthly performance
MonthYearPerformance
January2011+0,67
February2011-1,04
March2011-1,63
April2011-4,51
May2011-2,46
June2011-1,31
July2011-6,28
August2011+1,95
September2011+12,63
October2011-3,48
November2011+4,29
December2011+2,90
January2012-1,65
February2012-2,20
March2012+0,12
April2012+0,59
May2012+6,95
June2012-2,35
July2012+2,87
August2012-2,13
September2012-1,61
October2012-0,96
November2012-0,42
December2012-1,19
Year 2013 to 201n Monthly performance
MonthYearPerformance
January2013-0,74
February2013+2,74
March2013+1,69
April2013-2,06
May2013+3,08
June2013-1,40
July2013-1,83
August2013+0,38
September2013-2,72
October2013-0,79
November2013+0,70
December2013-1,62
January2014+0,94
February2014-0,98
March2014-0,35
April2014-0,76
May2014+0,84
Quotes UsedValue
Link on Quote FileUSDCHF_20140512.csv
Quote File Used/local/java/TrendTimer/quote_data/USDCHF_20140512.csv
# of Quotes3716
File first date (dd.MM.yyyy)03.01.2000
File first quote1,59350
File last date (dd.MM.yyyy)12.05.2014
File last quote0,88760
First data considered (dd.MM.yyyy)18.05.2000
First data considered1,73500
Min. Quote date (dd.MM.yyyy)10.08.2011
Min. Quote value0,73010
Max Quote date (dd.MM.yyyy)26.10.2000
Max Quote value1,82000
Max daily drop date (dd.MM.yyyy)17.12.2008
Max Daily Drop percent-4,99606
Max daily gain date (dd.MM.yyyy)06.09.2011
Max daily Gain percent9,46135
Signals StatisticsValue
# Generated Signals44
Avg # op. by year3,31
# Days4790
# Days in years13,31
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 v0.99.98.3
Java Version1.7.0_25
OS NameLinux
OS Version3.8.4-102.fc17.i686
User Namemarc
Calculation Time (Ms)275
Tech Id9842971-123960
XML output fileUSDCHF_20140512.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/USDCHF_20140512.xml
# Warnings found67
Generated on (dd.MM.yyyy HH:mm:ss)12.05.2014 19:35:41
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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