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MyTrendTimer :
U.S. Dollar to Swiss Franc
analysis of
November 30, 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 Instrument | Value |
Asset Name | U.S. Dollar to Swiss Franc |
Symbol | USDCHF=X |
Currency | CHF |
Underlying instrument | Spot or term Forex Market |
|
Trend/Signal | Value |
Current Trend/Signal |
Bullish (last signal was a Buy)
|
Strength | 2.7 |
Date | November 30, 2015 |
|
Generated Signals Chart |
 |
|
Generated Signals |
Nature | Date (dd.MM.yyyy) | # Days previous op. | Quote | Result previous op. |
Buy | 22.03.2001 | 000 | 1.73070 | +0.00 |
Sell | 02.08.2001 | 132 | 1.71140 | -1.12 |
Buy | 24.01.2002 | 175 | 1.67500 | -2.13 |
Sell | 25.03.2002 | 060 | 1.66550 | -0.57 |
Buy | 28.03.2002 | 003 | 1.68180 | +0.98 |
Sell | 01.04.2002 | 003 | 1.66260 | -1.14 |
Buy | 15.07.2003 | 470 | 1.37910 | -17.05 |
Sell | 30.09.2003 | 077 | 1.32060 | -4.24 |
Buy | 06.04.2004 | 189 | 1.29745 | -1.75 |
Sell | 28.05.2004 | 052 | 1.25440 | -3.32 |
Buy | 31.08.2004 | 095 | 1.26805 | +1.09 |
Sell | 30.09.2004 | 030 | 1.24870 | -1.53 |
Buy | 09.02.2005 | 132 | 1.21770 | -2.48 |
Sell | 22.02.2005 | 013 | 1.16335 | -4.46 |
Buy | 06.04.2005 | 042 | 1.20735 | +3.78 |
Sell | 19.01.2006 | 288 | 1.28145 | +6.14 |
Buy | 09.02.2006 | 021 | 1.30240 | +1.63 |
Sell | 19.04.2006 | 068 | 1.27120 | -2.40 |
Buy | 21.09.2006 | 155 | 1.25120 | -1.57 |
Sell | 22.09.2006 | 001 | 1.23455 | -1.33 |
Buy | 28.09.2006 | 006 | 1.24825 | +1.11 |
Sell | 21.11.2006 | 054 | 1.24115 | -0.57 |
Buy | 19.01.2007 | 059 | 1.25000 | +0.71 |
Sell | 28.02.2007 | 040 | 1.22120 | -2.30 |
Buy | 11.06.2007 | 102 | 1.23975 | +1.52 |
Sell | 09.07.2007 | 028 | 1.21710 | -1.83 |
Buy | 11.08.2008 | 399 | 1.08380 | -10.95 |
Sell | 26.12.2008 | 137 | 1.07010 | -1.26 |
Buy | 28.01.2009 | 033 | 1.14440 | +6.94 |
Sell | 04.05.2009 | 095 | 1.12880 | -1.36 |
Buy | 28.01.2010 | 269 | 1.05200 | -6.80 |
Sell | 07.07.2010 | 159 | 1.05460 | +0.25 |
Buy | 21.09.2011 | 441 | 0.89330 | -15.29 |
Sell | 30.03.2012 | 191 | 0.90290 | +1.07 |
Buy | 06.04.2012 | 007 | 0.91770 | +1.64 |
Sell | 30.04.2012 | 024 | 0.90820 | -1.04 |
Buy | 04.05.2012 | 004 | 0.91760 | +1.04 |
Sell | 14.09.2012 | 133 | 0.92510 | +0.82 |
Buy | 05.03.2013 | 172 | 0.94320 | +1.96 |
Sell | 19.06.2013 | 105 | 0.91940 | -2.52 |
Buy | 02.07.2013 | 013 | 0.94930 | +3.25 |
Sell | 29.07.2013 | 027 | 0.93090 | -1.94 |
Buy | 23.01.2014 | 178 | 0.91070 | -2.17 |
Sell | 25.01.2014 | 002 | 0.89650 | -1.56 |
Buy | 26.05.2014 | 120 | 0.89470 | -0.20 |
Sell | 21.01.2015 | 240 | 0.86000 | -3.88 |
Buy | 05.03.2015 | 043 | 0.97380 | +13.23 |
Sell | 01.05.2015 | 056 | 0.93420 | -4.07 |
Buy | 17.07.2015 | 077 | 0.96070 | +2.84 |
Info : Current | 30.11.2015 | 136 | 1.02790 | +6.99 |
|
Return and result of the differents strategies |
Time Weighted Return of | Value (over the Period) |
Buy and Hold | -35.49 |
Model Buy and Hold | -40.61 |
Model Long Only | -24.57 |
Model Short Only | +21.27 |
Model Long and Short | -8.52 |
|
Time Weighted Return of | Value (Annualized) |
Buy and Hold | -2.39 |
Model Buy and Hold | -2.73 |
Model Long Only | -1.65 |
Model Short Only | +1.43 |
Model Long and Short | -0.57 |
|
Model OverPerf vs Model Buy and Hold | Value (Annualized) |
Model Long vs Model Buy and Hold | +1.08 |
Model Short vs Model Buy and Hold | +4.16 |
Model Long and Short vs Model Buy and Hold | +2.16 |
|
Model OverPerf vs Buy and Hold | Value (Annualized) |
Model Long vs Buy and Hold | +0.73 |
Model Short vs Buy and Hold | +3.82 |
Model Long and Short vs Buy and Hold | +1.81 |
|
|
Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 1.01024 |
Standard Deviation | 0.01237 |
Lowest quote | 0.98570 |
Highest quote | 1.03070 |
Median | 1.00820 |
Max Daily Loose percent | -0.56879 |
Max Daily Gain percent | 0.89294 |
Simple Perf. | 4.28122 |
|
Last 5 quotes Statistics | Value |
Mean quote | 1.02360 |
Standard Deviation | 0.00531 |
Lowest quote | 1.01600 |
Highest quote | 1.03070 |
Median | 1.02335 |
Max Daily Loose percent | -0.41168 |
Max Daily Gain percent | 0.62008 |
Simple Perf. | 0.75475 |
|
Previous year Statistics | Value |
Mean quote | 0.91314 |
Standard Deviation | 0.03207 |
Lowest quote | 0.87260 |
Highest quote | 0.99360 |
Median | 0.93310 |
Max Daily Loose percent | -1.07362 |
Max Daily Gain percent | 1.49139 |
Simple Perf. | 11.59030 |
First quote | 0.89040 |
Last quote | 0.99360 |
|
Current year Statistics | Value |
Mean quote | 0.96038 |
Standard Deviation | 0.03180 |
Lowest quote | 0.84840 |
Highest quote | 1.03070 |
Median | 0.93955 |
Max Daily Loose percent | -12.12151 |
Max Daily Gain percent | 3.34748 |
Simple Perf. | 3.45210 |
First quote | 0.99360 |
Last quote | 1.02790 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +10.29 | 16 | +0.64 |
February | +0.17 | 16 | +0.01 |
March | -3.26 | 16 | -0.20 |
April | -6.60 | 16 | -0.41 |
May | +3.84 | 16 | +0.24 |
June | -13.86 | 16 | -0.87 |
July | -2.24 | 16 | -0.14 |
August | +4.58 | 16 | +0.29 |
September | -2.92 | 16 | -0.18 |
October | +0.29 | 16 | +0.02 |
November | -2.65 | 16 | -0.17 |
December | -25.45 | 15 | -1.70 |
|
TWR Return by Year for this asset |
Year | TWR 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 | +3.45 |
|
Year 2011 to 2012 Monthly performance |
Month | Year | Performance |
January | 2011 | +0.67 |
February | 2011 | -1.04 |
March | 2011 | -1.63 |
April | 2011 | -4.51 |
May | 2011 | -2.46 |
June | 2011 | -1.31 |
July | 2011 | -6.28 |
August | 2011 | +1.95 |
September | 2011 | +12.63 |
October | 2011 | -3.48 |
November | 2011 | +4.29 |
December | 2011 | +2.90 |
January | 2012 | -1.65 |
February | 2012 | -2.20 |
March | 2012 | +0.12 |
April | 2012 | +0.59 |
May | 2012 | +6.95 |
June | 2012 | -2.35 |
July | 2012 | +2.87 |
August | 2012 | -2.13 |
September | 2012 | -1.61 |
October | 2012 | -0.96 |
November | 2012 | -0.42 |
December | 2012 | -1.19 |
|
Year 2013 to 201n Monthly performance |
Month | Year | Performance |
January | 2013 | -0.74 |
February | 2013 | +2.74 |
March | 2013 | +1.69 |
April | 2013 | -2.06 |
May | 2013 | +3.08 |
June | 2013 | -1.40 |
July | 2013 | -1.83 |
August | 2013 | +0.38 |
September | 2013 | -2.72 |
October | 2013 | -0.79 |
November | 2013 | +0.70 |
December | 2013 | -1.62 |
January | 2014 | +0.94 |
February | 2014 | -0.98 |
March | 2014 | -0.35 |
April | 2014 | -0.76 |
May | 2014 | +1.61 |
June | 2014 | -0.84 |
July | 2014 | +2.46 |
August | 2014 | +0.99 |
September | 2014 | +4.09 |
October | 2014 | +0.74 |
November | 2014 | +0.39 |
December | 2014 | +2.85 |
January | 2015 | -7.33 |
February | 2015 | +3.32 |
March | 2015 | +2.10 |
April | 2015 | -3.13 |
May | 2015 | -0.01 |
June | 2015 | -0.73 |
July | 2015 | +3.15 |
August | 2015 | +0.51 |
September | 2015 | +0.89 |
October | 2015 | +1.02 |
November | 2015 | +4.15 |
|
Quotes Used | Value |
Link on Quote File | USDCHF_20151130.csv |
Quote File Used | /local/java/TrendTimer/quote_data/USDCHF_20151130.csv |
# of Quotes | 4117 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 1.59350 |
File last date (dd.MM.yyyy) | 30.11.2015 |
File last quote | 1.02790 |
First data considered (dd.MM.yyyy) | 18.05.2000 |
First data considered | 1.73500 |
Min. Quote date (dd.MM.yyyy) | 10.08.2011 |
Min. Quote value | 0.73010 |
Max Quote date (dd.MM.yyyy) | 26.10.2000 |
Max Quote value | 1.82000 |
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 percent | 9.46135 |
|
Signals Statistics | Value |
# Generated Signals | 49 |
Avg # op. by year | 3.29 |
# Days | 5356 |
# Days in years | 14.88 |
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 |
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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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