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 | 10011000 | |
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Profitability | 0,57 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
01.12.2023 | |
steigend | |
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System 2: |
01.12.2023 | |
steigend | |
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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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01.12.2023 | - |
1 | 1,0 |
0,00 | | | | | |
30.11.2023 | 455,48 |
1 | 1,0 |
0,00 | | | 0,00 | | |
29.11.2023 | 457,15 |
1 | 1,0 |
-0,55 | | | -2,50 | | |
28.11.2023 | 454,08 |
0 | 1,0 |
0,00 | | | 0,00 | | |
27.11.2023 | 454,65 |
0 | 1,0 |
-0,07 | | | -0,33 | | |
24.11.2023 | 455,07 |
1 | 1,0 |
0,00 | | | 0,00 | | |
22.11.2023 | 454,98 |
1 | 1,0 |
-0,99 | | | -4,46 | | |
21.11.2023 | 453,18 |
0 | 1,0 |
0,00 | | | 0,00 | | |
20.11.2023 | 450,52 |
0 | 1,0 |
2,57 | | | 11,29 | | |
17.11.2023 | 450,24 |
1 | 1,0 |
0,00 | | | 0,00 | | |
16.11.2023 | 449,22 |
1 | 1,0 |
0,00 | | | 0,00 | | |
15.11.2023 | 450,11 |
1 | 1,0 |
0,00 | | | 0,00 | | |
14.11.2023 | 446,32 |
1 | 1,0 |
0,00 | | | 0,00 | | |
13.11.2023 | 439,23 |
1 | 1,0 |
-0,75 | | | -3,25 | | |
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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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01.12.2023 | - |
1 | 27,4 |
| 0 | | |
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30.11.2023 |
455,48 456,4 |
1 | 27,4 |
1,01 | 0 | 446,37 |
25,25 | | |
29.11.2023 |
457,15 454,61 |
1 | 27,3 |
-2,78 | 0 | 448,01 |
-69,45 | | |
28.11.2023 |
454,08 454,93 |
0 | 27,5 |
-0,94 | 0 | 463,16 |
-23,40 | | |
27.11.2023 |
454,65 454,48 |
0 | 27,5 |
0,19 | 0 | 463,74 |
4,67 | | |
24.11.2023 |
455,07 455,3 | 2 |
27,5 | 0,00 | 0 |
0,00 | 0,00 | | |
22.11.2023 |
454,98 455,02 |
1 | 27,5 |
0,04 | 0 | 445,88 |
1,10 | | |
21.11.2023 |
453,1842 453,27 |
0 | 27,6 |
-0,09 | 0 | 462,25 |
-2,37 | | |
20.11.2023 |
450,52 452,715 |
0 | 27,7 |
-2,44 | 0 | 459,53 |
-60,90 | | |
17.11.2023 |
450,24 450,79 |
1 | 27,8 |
0,61 | 0 | 441,24 |
15,27 | | |
16.11.2023 |
449,22 450,23 |
1 | 27,8 |
1,12 | 0 | 440,24 |
28,10 | | |
15.11.2023 |
450,11 449,68 |
1 | 27,8 |
-0,48 | 0 | 441,11 |
-11,94 | | |
14.11.2023 |
446,32 448,73 |
1 | 28,0 |
2,70 | 0 | 437,39 |
67,50 | | |
13.11.2023 |
439,23 440,19 |
1 | 28,5 |
1,09 | 0 | 430,45 |
27,32 | | |
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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 | 11.03.2013 |
| Longs Won: |
347 | |
Stoploss Long | k.A. |
% | |
End | 01.12.2023 | |
Shorts Won: | 272 | | | |
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Days | 3917 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 619 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 673 |
| Worst Trade (Points): | -26,10 |
| Longtrade | 648 | 50% |
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Trades | 1295 | |
Avg. Trade Length: | 3,0 | d |
Shorttrade | 647 | 50% |
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Profitability | 0,48 | % |
Winner in row | 11 | | | |
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Points won: | 1800 | |
Looser in row | 11 | | | |
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Points loss: | -1866 | |
CRV: | 1,0 | :1 | Performance |
01.01.2023 | 4,8 |
% |
Average Win: | 1,39 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,44 | |
Start | 146 | | | |
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Spread | 0,04% | |
End | 134 | | | |
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Spread p.a. |
4,76% | |
Performance (Reinvest p.A.) |
-1% | |
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System 2 Kennzahlen | |
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Start | 11.03.2013 |
| Longs Won: |
566 | |
Stoploss Long | 2,00 |
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End | 01.12.2023 | |
Shorts Won: | 556 | | |
30 | | |
Days | 3917 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 38 | | |
Winner | 1121 |
| Best Trade (Points): | 540,85 | |
Notrade | 423 | 16% |
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Looser | 1029 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 998 | 38% |
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Trades | 2174 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1176 | 45% |
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Profitability | 0,52 | % |
Winner in row | 10 | | | |
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Points won: | 73091 | |
Looser in row | 10 | |
Performance | 01.01.2023 |
0,0 | % |
Points loss: | -72407 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,62 | |
max Drawdown | -98 | % |
max margin call | -2455 | |
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Average Loss: | -33,31 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 3183 | | | |
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Spread p.a. |
39,96% | |
Performance (ohne Reinvest) |
3% | |
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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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