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September 17th, Bullish Trend (Buy Signal)
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September 17th, Bearish Trend (Sell Signal)
USD to CHF
 
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MyTrendTimer : U.S. Dollar to Swiss Franc analysis of September 25, 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 Bullish (last signal was a Buy)
Strength1,1
DateSeptember 25, 2015
Generated Signals Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated September 25, 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
Buy05.03.20150430,97380+13,23
Sell01.05.20150560,93420-4,07
Buy17.07.20150770,96070+2,84
Info : Current25.09.20150700,97600+1,59
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-38,75
Model Buy and Hold-43,61
Model Long Only-28,37
Model Short Only+21,27
Model Long and Short-13,14
Time Weighted Return ofValue (Annualized)
Buy and Hold-2,64
Model Buy and Hold-2,97
Model Long Only-1,93
Model Short Only+1,45
Model Long and Short-0,89
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+1,04
Model Short vs Model Buy and Hold+4,41
Model Long and Short vs Model Buy and Hold+2,07
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+0,71
Model Short vs Buy and Hold+4,08
Model Long and Short vs Buy and Hold+1,74
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote0,97173
Standard Deviation0,00508
Lowest quote0,96160
Highest quote0,97830
Median0,96995
Max Daily Loose percent-0,95787
Max Daily Gain percent0,89434
Simple Perf.1,44475
Last 5 quotes StatisticsValue
Mean quote0,97205
Standard Deviation0,00576
Lowest quote0,96160
Highest quote0,97790
Median0,96975
Max Daily Loose percent-0,44995
Max Daily Gain percent0,89434
Simple Perf.1,49751
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 quote0,95306
Standard Deviation0,02961
Lowest quote0,84840
Highest quote1,01980
Median0,93410
Max Daily Loose percent-12,12151
Max Daily Gain percent3,34748
Simple Perf.-1,77134
First quote0,99360
Last quote0,97600
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+10,2916+0,64
February+0,1716+0,01
March-3,2616-0,20
April-6,6016-0,41
May+3,8416+0,24
June-13,8616-0,87
July-2,2416-0,14
August+4,5816+0,29
September-3,0116-0,19
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
2015-1,77
<
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