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Swiss Market Index SMI
USD to CHF
 
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Standard and Poors 500
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MyTrendTimer : U.S. Dollar to Swiss Franc analysis of January 21, 2015
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-0,3
DateJanuary 21, 2015
Generated Signals Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated January 21, 2015 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
Buy26.05.20141200,89470-0,20
Sell21.01.20152400,86000-3,88
Info : Current21.01.20150000,86000+0,00
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-46,03
Model Buy and Hold-50,31
Model Long Only-26,51
Model Short Only+32,39
Model Long and Short-2,71
Time Weighted Return ofValue (Annualized)
Buy and Hold-3,29
Model Buy and Hold-3,59
Model Long Only-1,89
Model Short Only+2,31
Model Long and Short-0,19
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1,70
Model Short vs Model Buy and Hold+5,90
Model Long and Short vs Model Buy and Hold+3,40
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+1,39
Model Short vs Buy and Hold+5,60
Model Long and Short vs Buy and Hold+3,09
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote0,97090
Standard Deviation0,05903
Lowest quote0,84840
Highest quote1,01980
Median0,93410
Max Daily Loose percent-12,12151
Max Daily Gain percent3,34748
Simple Perf.-12,84078
Last 5 quotes StatisticsValue
Mean quote0,89525
Standard Deviation0,06173
Lowest quote0,84840
Highest quote1,01720
Median0,93280
Max Daily Loose percent-12,12151
Max Daily Gain percent3,34748
Simple Perf.-15,45419
Previous year StatisticsValue
Mean quote0,91314
Standard Deviation0,03207
Lowest quote0,87260
Highest quote0,99360
Median0,93310
Max Daily Loose percent-1,07362
Max Daily Gain percent1,49139
Simple Perf.11,59030
First quote0,89040
Last quote0,99360
Current year StatisticsValue
Mean quote0,96609
Standard Deviation0,06737
Lowest quote0,84840
Highest quote1,01980
Median0,93410
Max Daily Loose percent-12,12151
Max Daily Gain percent3,34748
Simple Perf.-13,44605
First quote0,99360
Last quote0,86000
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+3,0116+0,19
February-3,0515-0,20
March-5,2515-0,35
April-3,5915-0,24
May+3,8515+0,26
June-13,2215-0,88
July-5,2315-0,35
August+4,0515+0,27
September-3,7715-0,25
October-0,7315-0,05
November-6,5315-0,44
December-25,4515-1,70
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+11,59
2015-13,45
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+1,61
June2014-0,84
July2014+2,46
August2014+0,99
September2014+4,09
October2014+0,74
November2014+0,39
December2014+2,85
January2015-13,45
Quotes UsedValue
Link on Quote FileUSDCHF_20150121.csv
Quote File Used/local/java/TrendTimer/quote_data/USDCHF_20150121.csv
# of Quotes3896
File first date (dd.MM.yyyy)03.01.2000
File first quote1,59350
File last date (dd.MM.yyyy)21.01.2015
File last quote0,86000
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)15.01.2015
Max Daily Drop percent-12,12151
Max daily gain date (dd.MM.yyyy)06.09.2011
Max daily Gain percent9,46135
Signals StatisticsValue
# Generated Signals46
Avg # op. by year3,28
# Days5044
# Days in years14,01
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_71
OS NameLinux
OS Version3.16.2-200.fc20.i686
User Namemarc
Calculation Time (Ms)321
Tech Id719751133-123960
XML output fileUSDCHF_20150121.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/USDCHF_20150121.xml
# Warnings found70
Generated on (dd.MM.yyyy HH:mm:ss)21.01.2015 18:57:25
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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