Annual Performance of Major Indices

When you are evaluating stock trading systems, it is helpful to see how your system performed each year in comparison to major stock indexes. So, if my trading system had a 10% return in 2006, it would be good to know if that return represents over or under performance compared to the S&P 500 index.

With that goal in mind, this object is a dashboard / pivot table that shows the annual performance of major indexes on a watch list. I use it with a watchlist that includes DIA, SPY, QQQ, and IWM, but you can add whatever symbols make sense for your purposes. The dashboard is useful if you want to quickly look at annual index performance, but you could also replace the symbols to see how each stock on any watchlist performed each year.

See an example of the dashboard here: http://goo.gl/EOKCq

Technical Analysis

• Relative Volatility Index
• VIX FIX: Volatility Measure by Larry Richard Williams
• Short Indicator
• Keltner/Bollinger Bands Squeeze
• Ease of Movement Indicator
• Total Power Indicator
• Sector Surfer AMM Model
• NYSE, AMEX and NASDAQ 52-week high and low data
• Adaptive Strategy Indicator
• Intraday Data for Major Stock Exchanges
• More trading objects...

Fundamental Analysis

• AAII Bull Ratio Sentiment Index
• Analyst Previous Rating
• Analyst Rating (Yahoo Historical Buy/Sell Recommendations)
• Implied Volatility of iPath ETNs - IV Historical Data
• Number of IPOs per Day - Trading Composite
• S&P 500 Earnings and Price Earnings Ratio Estimations
• NYSE Margin Debt
• NSE Corporate Actions
• Real Gross Domestic Product - Historical data
• iShares Exchange-Traded Funds - ETF Fees and Expenses
• More trading objects...