Neuronales Orakel S&P Signal
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System: täglich long,short |
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neuronal Parameter | | | | |
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last Parameter | 11010012 | |
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Profitability | 1,00 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
24.06.2022 | |
steigend | |
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System 2: |
24.06.2022 | |
out | | | |
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System 1: Die Signale beziehen sich grundsätzlich auf den jeweiligen Openkurs des Tages S&P ETF Index (SPY.US) |
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System 2: Die Signale beziehen sich grundsätzlich auf den jeweiligen Open Kurs bis zum Close Kurs des Tages S&P ETF Index (SPY.US) |
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Beachte Zeitumstellung! | |
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System 1 |
Long/Short, Lev 1; reinvest=true; SL=false |
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date |
open/open | |
size | Perf.% |
| G+V |
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24.06.2022 | - |
1 | 1,0 |
0,00 | | | | | |
23.06.2022 | 376,64 |
0 | 1,0 |
0,00 | | | 0,00 | | |
22.06.2022 | 370,62 |
0 | 1,0 |
1,40 | | | 5,11 | | |
21.06.2022 | 371,89 |
1 | 1,0 |
0,00 | | | 0,00 | | |
17.06.2022 | 365,51 |
1 | 1,0 |
1,35 | | | 5,00 | | |
16.06.2022 | 370,51 |
0 | 1,0 |
-1,82 | | | -6,85 | | |
15.06.2022 | 377,36 |
1 | 1,0 |
7,53 | | | 30,74 | | |
14.06.2022 | 376,85 |
0 | 1,0 |
0,00 | | | 0,00 | | |
13.06.2022 | 379,85 |
0 | 1,0 |
0,00 | | | 0,00 | | |
10.06.2022 | 394,88 |
0 | 1,0 |
0,00 | | | 0,00 | | |
09.06.2022 | 409,34 |
0 | 1,0 |
0,00 | | | 0,00 | | |
08.06.2022 | 413,93 |
0 | 1,0 |
0,00 | | | 0,00 | | |
07.06.2022 | 408,10 |
0 | 1,0 |
-1,32 | | | -5,45 | | |
06.06.2022 | 414,80 |
1 | 1,0 |
0,00 | | | 0,00 | | |
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System 2 |
Long/Short/Out; Lev =5 reinvest=false; SL=true 2% 2% |
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date |
open/close | |
size | Perf.% |
2/2 SL | G+V |
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24.06.2022 | - |
2 | 33,2 | |
0 | | | |
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23.06.2022 |
376,64 378,06 |
0 | 33,2 |
-1,89 | 0 | 384,17 |
-47,13 | | |
22.06.2022 |
370,62 374,39 |
0 | 33,7 |
-10,00 | 1 |
378,03 | -250,00 | | |
21.06.2022 |
371,89 375,07 |
1 | 33,6 |
4,28 | 0 | 364,45 |
106,89 | | |
17.06.2022 |
365,51 365,86 | 2 |
33,7 | 0,00 | 0 |
0,00 | 0,00 | | |
16.06.2022 |
370,51 366,65 |
0 | 33,7 |
5,21 | 0 | 377,92 |
130,23 | | |
15.06.2022 |
377,36 379,2 | 2 |
33,2 | 0,00 | 0 |
0,00 | 0,00 | | |
14.06.2022 |
376,85 373,87 |
0 | 33,2 |
3,95 | 0 | 384,39 |
98,85 | | |
13.06.2022 |
379,85 375 |
0 | 32,9 |
6,38 | 0 | 387,45 |
159,60 | | |
10.06.2022 |
394,88 389,8 |
0 | 31,7 |
6,43 | 0 | 402,78 |
160,81 | | |
09.06.2022 |
409,34 401,44 |
0 | 30,5 |
9,65 | 0 | 417,53 |
241,24 | | |
08.06.2022 |
413,93 411,22 |
0 | 30,2 |
3,27 | 0 | 422,21 |
81,84 | | |
07.06.2022 |
408,1 415,74 |
0 | 30,6 |
-9,36 | 0 | 416,26 |
-234,01 | | |
06.06.2022 |
414,8 411,79 |
1 | 30,1 |
-3,63 | 0 | 406,50 |
-90,71 | | |
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Die "Size" (Stückzahl) errechnet sich gem. der Excel Liste aus dem Money-Mangement in Abhängigkeit von der Depotgröße und der maximalen Margin |


System 1 max Drawdown Orakel | | | | |
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System 1 Signale Orakel | | | | |
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System 1 Kennzahlen | |
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Start | 02.11.2011 |
| Longs Won: |
351 | |
Stoploss Long | k.A. |
% | |
End | 24.06.2022 | |
Shorts Won: | 267 | | | |
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Days | 3887 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 618 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 677 |
| Worst Trade (Points): | -26,10 |
| Longtrade | 650 | 50% |
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Trades | 1300 | |
Avg. Trade Length: | 3,0 | d |
Shorttrade | 650 | 50% |
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Profitability | 0,48 | % |
Winner in row | 11 | | | |
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Points won: | 1520 | |
Looser in row | 11 | | | |
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Points loss: | -1571 | |
CRV: | 1,0 | :1 | Performance |
01.01.2022 | -21,7 |
% |
Average Win: | 1,17 | |
max Drawdown | -49 | % | |
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Average Loss: | -1,21 | |
Start | 112 | | | |
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Spread | 0,04% | |
End | 123 | | | |
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Spread p.a. |
4,82% | |
Performance (Reinvest p.A.) |
1% | |
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System 2 Kennzahlen | |
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Start | 02.11.2011 |
| Longs Won: |
581 | |
Stoploss Long | 2,00 |
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End | 24.06.2022 | |
Shorts Won: | 542 | | |
27 | | |
Days | 3887 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 32 | | |
Winner | 1121 |
| Best Trade (Points): | 540,85 | |
Notrade | 427 | 16% |
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Looser | 1018 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 1010 | 39% |
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Trades | 2170 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1160 | 45% |
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Profitability | 0,52 | % |
Winner in row | 10 | | | |
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Points won: | 71574 | |
Looser in row | 10 | |
Performance | 01.01.2022 |
0,0 | % |
Points loss: | -66331 | |
CRV: | 1,1 | :1 | | |
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Average Win: | 32,98 | |
max Drawdown | -95 | % |
max margin call | -2377 | |
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Average Loss: | -30,57 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 7742 | | | |
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Spread p.a. |
40,20% | |
Performance (ohne Reinvest) |
20% | |
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Das Moneymanagement basiert auf eine feste Depotgröße. D.h. Gewinne werden nicht wieder reinvestiert Verluste müssen jedoch ausgeglichen werden. |
Hierdurch ergibt sich im Gesamtbetrachtungszeitraum ein Risiko der Einlage über 2500€ und der max margin call -2377 |
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System 2 max Drawdown Orakel | | | | |
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