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MyTrendTimer Financial Market Trend Timing report

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September 17th, Bullish Trend (Buy Signal)
NASDAQ Composite
Dow Jones Industrial
Standard and Poors 500
Standard and Poors 100
Swiss Market Index SMI
September 17th, Bearish Trend (Sell Signal)
USD to CHF
 
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September 3rd, 2018
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Standard and Poors 500
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USD to CHF
 
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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 November 27, 2017
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)
Strength0.9
DateNovember 27, 2017
Generated Signals Chart
A chart of U.S. Dollar to Swiss Franc USDCHF=X dated November 27, 2017 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
Sell11.03.20162380.98170+2.19
Buy27.05.20160760.99170+1.02
Sell08.06.20160120.95970-3.23
Buy15.07.20160370.98340+2.47
Sell12.08.20160280.97410-0.95
Buy11.10.20160600.98720+1.34
Sell08.02.20171200.99350+0.64
Buy13.02.20170051.00510+1.17
Sell23.03.20170380.99280-1.22
Buy17.04.20170241.00700+1.43
Sell20.04.20170030.99700-0.99
Buy10.10.20171730.97444-2.26
Info : Current27.11.20170480.98039+0.61
Return and result of the differents strategies
Time Weighted Return ofValue (over the Period)
Buy and Hold-38.48
Model Buy and Hold-43.35
Model Long Only-31.62
Model Short Only+17.16
Model Long and Short-19.88
Time Weighted Return ofValue (Annualized)
Buy and Hold-2.28
Model Buy and Hold-2.57
Model Long Only-1.87
Model Short Only+1.02
Model Long and Short-1.18
Model OverPerf vs Model Buy and HoldValue (Annualized)
Model Long vs Model Buy and Hold+0.69
Model Short vs Model Buy and Hold+3.58
Model Long and Short vs Model Buy and Hold+1.39
Model OverPerf vs Buy and HoldValue (Annualized)
Model Long vs Buy and Hold+0.41
Model Short vs Buy and Hold+3.29
Model Long and Short vs Buy and Hold+1.10
Various statistical indicators for this asset
Last 20 quotes StatisticsValue
Mean quote0.99284
Standard Deviation0.00683
Lowest quote0.97867
Highest quote1.00156
Median0.99011
Max Daily Loose percent-0.80141
Max Daily Gain percent0.46350
Simple Perf.-1.49804
Last 5 quotes StatisticsValue
Mean quote0.98495
Standard Deviation0.00601
Lowest quote0.97867
Highest quote0.99272
Median0.98570
Max Daily Loose percent-0.80141
Max Daily Gain percent0.17575
Simple Perf.-1.24204
Previous year StatisticsValue
Mean quote0.98548
Standard Deviation0.01871
Lowest quote0.95350
Highest quote1.03340
Median0.99345
Max Daily Loose percent-2.28583
Max Daily Gain percent2.29658
Simple Perf.1.42757
First quote1.00170
Last quote1.01600
Current year StatisticsValue
Mean quote0.98417
Standard Deviation0.01894
Lowest quote0.94566
Highest quote1.02650
Median0.98608
Max Daily Loose percent-1.49706
Max Daily Gain percent1.16727
Simple Perf.-3.50492
First quote1.01600
Last quote0.98039
Seasonal Return by Month for this asset
MonthCumulated TWR Return.#MonthAverage TWR Return
January+9.6618+0.54
February-1.1418-0.06
March-7.1418-0.40
April-6.9918-0.39
May+4.7418+0.26
June-16.0418-0.89
July-2.6518-0.15
August+5.7218+0.32
September-3.5218-0.20
October+5.4118+0.30
November-1.5118-0.08
December-27.5217-1.62
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+0.82
2016+1.43
2017-3.50
Year 2014 to 2015 Monthly performance
MonthYearPerformance
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
January2015-7.33
February2015+3.32
March2015+2.10
April2015-3.13
May2015-0.01
June2015-0.73
July2015+3.15
August2015+0.51
September2015+0.89
October2015+1.02
November2015+4.15
December2015-2.55
Year 2016 to 201n Monthly performance
MonthYearPerformance
January2016+2.14
February2016-2.60
March2016-3.81
April2016+0.17
May2016+3.54
June2016-1.49
July2016-1.03
August2016+1.41
September2016-1.36
October2016+2.06
November2016+2.91
December2016-0.23
January2017-2.66
February2017+1.32
March2017-0.21
April2017-0.58
May2017-2.58
June2017-1.06
July2017+0.62
August2017-0.32
September2017+0.76
October2017+2.98
November2017-1.69
Quotes UsedValue
Link on Quote FileUSDCHF_20171127.csv
Quote File Used/local/java/TrendTimer/quote_data/USDCHF_20171127.csv
# of Quotes4624
File first date (dd.MM.yyyy)03.01.2000
File first quote1.59350
File last date (dd.MM.yyyy)27.11.2017
File last quote0.98039
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 Signals61
Avg # op. by year3.61
# Days6082
# Days in years16.89
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 Version1.8.0_151
OS NameLinux
OS Version4.13.10-200.fc26.x86_64
User Namemarc
Calculation Time (Ms)193
Tech Id119518242-123960
XML output fileUSDCHF_20171127.xml
Web Roothttp://www.MyTrendTimer.com/
Complete Xml URLhttp://www.MyTrendTimer.com/xml/USDCHF_20171127.xml
# Warnings found70
Generated on (dd.MM.yyyy HH:mm:ss)27.11.2017 20:11:17
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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