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 | 01000100 | |
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Profitability | 0,50 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
16.04.2024 | |
fallend | |
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System 2: |
16.04.2024 | |
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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16.04.2024 | - |
0 | 1,0 |
0,00 | | | | | |
15.04.2024 | 515,13 |
0 | 1,0 |
0,00 | | | 0,00 | | |
11.04.2024 | 515,68 |
0 | 1,0 |
0,00 | | | 0,00 | | |
10.04.2024 | 513,48 |
0 | 1,0 |
0,00 | | | 0,00 | | |
09.04.2024 | 520,50 |
0 | 1,0 |
0,26 | | | 1,35 | | |
08.04.2024 | 519,15 |
1 | 1,0 |
-0,91 | | | -4,69 | | |
05.04.2024 | 514,46 |
0 | 1,0 |
-1,73 | | | -9,06 | | |
04.04.2024 | 523,52 |
1 | 1,0 |
-0,06 | | | -0,31 | | |
03.04.2024 | 517,72 |
0 | 1,0 |
0,00 | | | 0,00 | | |
02.04.2024 | 518,24 |
0 | 1,0 |
0,00 | | | 0,00 | | |
01.04.2024 | 523,83 |
0 | 1,0 |
0,00 | | | 0,00 | | |
28.03.2024 | 523,21 |
0 | 1,0 |
0,38 | | | 1,98 | | |
27.03.2024 | 521,71 |
1 | 1,0 |
0,00 | | | 0,00 | | |
26.03.2024 | 521,23 |
1 | 1,0 |
-0,28 | | | -1,43 | | |
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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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16.04.2024 | - |
0 | 24,3 |
| 0 | | |
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15.04.2024 |
515,13 504,45 |
0 | 24,3 |
10,37 | 0 | 525,43 |
259,16 | | |
11.04.2024 |
515,68 518 |
0 | 24,2 |
-2,25 | 0 | 525,99 |
-56,24 | | |
10.04.2024 |
513,48 514,12 |
0 | 24,3 |
-0,62 | 0 | 523,75 |
-15,58 | | |
09.04.2024 |
520,5 519,32 |
0 | 24,0 |
1,13 | 0 | 530,91 |
28,34 | | |
08.04.2024 |
519,15 518,72 |
1 | 24,1 |
-0,41 | 0 | 508,77 |
-10,35 | | |
05.04.2024 |
514,46 518,43 |
0 | 24,3 |
-3,86 | 0 | 524,75 |
-96,46 | | |
04.04.2024 |
523,52 513,07 |
1 | 23,9 |
-10,00 | 1 |
513,05 | -250,00 | | |
03.04.2024 |
517,72 519,41 |
0 | 24,1 |
-1,63 | 0 | 528,07 |
-40,80 | | |
02.04.2024 |
518,24 518,84 |
0 | 24,1 |
-0,58 | 0 | 528,60 |
-14,47 | | |
01.04.2024 |
523,83 522,16 |
0 | 23,9 |
1,59 | 0 | 534,31 |
39,85 | | |
28.03.2024 |
523,21 523,07 |
0 | 23,9 |
0,13 | 0 | 533,67 |
3,34 | | |
27.03.2024 |
521,71 523,17 |
1 | 24,0 |
1,40 | 0 | 511,28 |
34,98 | | |
26.03.2024 |
521,23 518,81 |
1 | 24,0 |
-2,32 | 0 | 510,81 |
-58,04 | | |
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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 | 08.07.2013 |
| Longs Won: |
352 | |
Stoploss Long | k.A. |
% | |
End | 16.04.2024 | |
Shorts Won: | 271 | | | |
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Days | 3935 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 623 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 681 |
| Worst Trade (Points): | -26,10 |
| Longtrade | 653 | 50% |
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Trades | 1306 | |
Avg. Trade Length: | 3,0 | d |
Shorttrade | 653 | 50% |
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Profitability | 0,48 | % |
Winner in row | 11 | | | |
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Points won: | 1839 | |
Looser in row | 11 | | | |
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Points loss: | -1929 | |
CRV: | 1,0 | :1 | Performance |
01.01.2024 | -3,0 |
% |
Average Win: | 1,41 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,48 | |
Start | 155 | | | |
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Spread | 0,04% | |
End | 124 | | | |
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Spread p.a. |
4,78% | |
Performance (Reinvest p.A.) |
-2% | |
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System 2 Kennzahlen | |
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Start | 08.07.2013 |
| Longs Won: |
563 | |
Stoploss Long | 2,00 |
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End | 16.04.2024 | |
Shorts Won: | 552 | | |
31 | | |
Days | 3935 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 38 | | |
Winner | 1114 |
| Best Trade (Points): | 540,85 | |
Notrade | 426 | 16% |
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Looser | 1029 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 988 | 38% |
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Trades | 2171 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1183 | 46% |
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Profitability | 0,51 | % |
Winner in row | 10 | | | |
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Points won: | 72395 | |
Looser in row | 10 | |
Performance | 01.01.2024 |
0,0 | % |
Points loss: | -72673 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,35 | |
max Drawdown | -98 | % |
max margin call | -2455 | |
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Average Loss: | -33,47 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 2223 | | | |
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Spread p.a. |
39,72% | |
Performance (ohne Reinvest) |
-1% | |
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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 -2455 |
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System 2 max Drawdown Orakel | | | | |
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