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 | 11011112 | |
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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: |
07.02.2023 | |
fallend | |
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System 2: |
07.02.2023 | |
fallend | |
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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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07.02.2023 | - |
0 | 1,0 |
0,00 | | | | | |
06.02.2023 | 409,79 |
0 | 1,0 |
0,00 | | | 0,00 | | |
03.02.2023 | 411,59 |
0 | 1,0 |
1,57 | | | 6,38 | | |
02.02.2023 | 414,86 |
1 | 1,0 |
0,00 | | | 0,00 | | |
01.02.2023 | 405,21 |
1 | 1,0 |
-4,07 | | | -15,85 | | |
31.01.2023 | 401,13 |
0 | 1,0 |
0,00 | | | 0,00 | | |
30.01.2023 | 402,80 |
0 | 1,0 |
0,00 | | | 0,00 | | |
26.01.2023 | 403,13 |
0 | 1,0 |
0,00 | | | 0,00 | | |
25.01.2023 | 395,95 |
0 | 1,0 |
0,00 | | | 0,00 | | |
24.01.2023 | 398,88 |
0 | 1,0 |
0,00 | | | 0,00 | | |
23.01.2023 | 396,72 |
0 | 1,0 |
0,00 | | | 0,00 | | |
20.01.2023 | 390,10 |
0 | 1,0 |
0,00 | | | 0,00 | | |
19.01.2023 | 389,36 |
0 | 1,0 |
-2,29 | | | -9,12 | | |
18.01.2023 | 399,01 |
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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07.02.2023 | - |
0 | 30,5 |
| 0 | | |
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06.02.2023 |
409,79 409,83 |
0 | 30,5 |
-0,05 | 0 | 417,99 |
-1,22 | | |
03.02.2023 |
411,59 412,35 |
0 | 30,4 |
-0,92 | 0 | 419,82 |
-23,08 | | |
02.02.2023 |
414,86 416,78 |
1 | 30,1 |
2,31 | 0 | 406,56 |
57,85 | | |
01.02.2023 |
405,211 410,8 |
1 | 30,8 |
6,90 | 0 | 397,11 |
172,41 | | |
31.01.2023 |
401,13 406,48 |
0 | 31,2 |
-6,67 | 0 | 409,15 |
-166,72 | | |
30.01.2023 |
402,8 400,59 |
0 | 31,0 |
2,74 | 0 | 410,86 |
68,58 | | |
26.01.2023 |
403,13 404,75 |
0 | 31,0 |
-2,01 | 0 | 411,19 |
-50,23 | | |
25.01.2023 |
395,95 400,35 |
0 | 31,6 |
-5,56 | 0 | 403,87 |
-138,91 | | |
24.01.2023 |
398,88 400,2 |
0 | 31,3 |
-1,65 | 0 | 406,86 |
-41,37 | | |
23.01.2023 |
396,72 400,63 |
0 | 31,5 |
-4,93 | 0 | 404,65 |
-123,20 | | |
20.01.2023 |
390,1 395,88 |
0 | 32,0 |
-7,41 | 0 | 397,90 |
-185,21 | | |
19.01.2023 |
389,36 388,64 |
0 | 32,1 |
0,92 | 0 | 397,15 |
23,11 | | |
18.01.2023 |
399,01 391,49 |
1 | 31,3 |
-9,42 | 0 | 391,03 |
-235,58 | | |
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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 | 05.06.2012 |
| Longs Won: |
352 | |
Stoploss Long | k.A. |
% | |
End | 07.02.2023 | |
Shorts Won: | 265 | | | |
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Days | 3899 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 617 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 678 |
| 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 | 0,47 | % |
Winner in row | 11 | | | |
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Points won: | 1663 | |
Looser in row | 11 | | | |
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Points loss: | -1759 | |
CRV: | 0,9 | :1 | Performance |
01.01.2023 | -6,7 |
% |
Average Win: | 1,28 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,35 | |
Start | 119 | | | |
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Spread | 0,04% | |
End | 110 | | | |
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Spread p.a. |
4,80% | |
Performance (Reinvest p.A.) |
-1% | |
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System 2 Kennzahlen | |
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Start | 05.06.2012 |
| Longs Won: |
581 | |
Stoploss Long | 2,00 |
% | |
End | 07.02.2023 | |
Shorts Won: | 548 | | |
31 | | |
Days | 3899 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 35 | | |
Winner | 1126 |
| Best Trade (Points): | 540,85 | |
Notrade | 424 | 16% |
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Looser | 1012 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 1011 | 39% |
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Trades | 2173 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1162 | 45% |
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Profitability | 0,52 | % |
Winner in row | 10 | | | |
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Points won: | 73477 | |
Looser in row | 10 | |
Performance | 01.01.2023 |
0,0 | % |
Points loss: | -70831 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,81 | |
max Drawdown | -97 | % |
max margin call | -2423 | |
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Average Loss: | -32,60 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 5146 | | | |
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Spread p.a. |
40,13% | |
Performance (ohne Reinvest) |
10% | |
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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 -2423 |
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System 2 max Drawdown Orakel | | | | |
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