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 | 11120012 | |
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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: |
08.10.2024 | |
steigend | |
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System 2: |
08.10.2024 | |
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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08.10.2024 | - |
1 | 1,0 |
0,00 | | | | | |
07.10.2024 | 571,30 |
0 | 1,0 |
-0,18 | | | -1,05 | | |
04.10.2024 | 572,35 |
1 | 1,0 |
-0,82 | | | -4,64 | | |
03.10.2024 | 567,36 |
0 | 1,0 |
0,00 | | | 0,00 | | |
02.10.2024 | 567,71 |
0 | 1,0 |
-0,99 | | | -5,69 | | |
01.10.2024 | 573,40 |
1 | 1,0 |
-0,52 | | | -2,98 | | |
30.09.2024 | 570,42 |
0 | 1,0 |
-0,69 | | | -3,96 | | |
27.09.2024 | 573,39 |
1 | 1,0 |
0,00 | | | 0,00 | | |
26.09.2024 | 574,38 |
1 | 1,0 |
-0,57 | | | -3,24 | | |
25.09.2024 | 571,14 |
0 | 1,0 |
0,32 | | | 1,80 | | |
24.09.2024 | 570,48 |
1 | 1,0 |
0,00 | | | 0,00 | | |
23.09.2024 | 569,34 |
1 | 1,0 |
-0,26 | | | -1,50 | | |
20.09.2024 | 567,84 |
0 | 1,0 |
0,48 | | | 2,74 | | |
19.09.2024 | 571,01 |
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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08.10.2024 | - |
2 | 21,9 | |
0 | | | |
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07.10.2024 |
571,3 567,8 |
0 | 21,9 |
3,06 | 0 | 582,73 |
76,58 | | |
04.10.2024 |
572,35 572,98 | 2 |
22,0 | 0,00 | 0 |
0,00 | 0,00 | | |
03.10.2024 |
567,36 567,82 |
0 | 22,0 |
-0,41 | 0 | 578,71 |
-10,13 | | |
02.10.2024 |
567,71 568,86 |
0 | 22,0 |
-1,01 | 0 | 579,06 |
-25,32 | | |
01.10.2024 |
573,4 568,62 |
1 | 21,8 |
-4,17 | 0 | 561,93 |
-104,20 | | |
30.09.2024 |
570,42 573,76 | 2 |
21,8 | 0,00 | 0 |
0,00 | 0,00 | | |
27.09.2024 |
573,39 571,47 |
1 | 21,8 |
-1,67 | 0 | 561,92 |
-41,86 | | |
26.09.2024 |
574,38 572,3 |
1 | 21,8 |
-1,81 | 0 | 562,89 |
-45,27 | | |
25.09.2024 |
571,14 570,04 |
0 | 21,9 |
0,96 | 0 | 582,56 |
24,07 | | |
24.09.2024 |
570,48 571,3 |
1 | 21,9 |
0,72 | 0 | 559,07 |
17,97 | | |
23.09.2024 |
569,34 569,67 | 2 |
21,9 | 0,00 | 0 |
0,00 | 0,00 | | |
20.09.2024 |
567,84 568,25 | 2 |
21,9 | 0,00 | 0 |
0,00 | 0,00 | | |
19.09.2024 |
571,01 570,98 |
1 | 21,9 |
-0,03 | 0 | 559,59 |
-0,66 | | |
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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 | 18.12.2013 |
| Longs Won: |
355 | |
Stoploss Long | k.A. |
% | |
End | 08.10.2024 | |
Shorts Won: | 272 | | | |
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Days | 3947 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 627 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 685 |
| Worst Trade (Points): | -26,10 |
| Longtrade | 657 | 50% |
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Trades | 1314 | |
Avg. Trade Length: | 3,0 | d |
Shorttrade | 657 | 50% |
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Profitability | 0,48 | % |
Winner in row | 11 | | | |
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Points won: | 1977 | |
Looser in row | 11 | | | |
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Points loss: | -2001 | |
CRV: | 1,0 | :1 | Performance |
01.01.2024 | 11,2 |
% |
Average Win: | 1,50 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,52 | |
Start | 171 | | | |
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Spread | 0,04% | |
End | 149 | | | |
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Spread p.a. |
4,79% | |
Performance (Reinvest p.A.) |
-1% | |
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System 2 Kennzahlen | |
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Start | 18.12.2013 |
| Longs Won: |
561 | |
Stoploss Long | 2,00 |
% | |
End | 08.10.2024 | |
Shorts Won: | 559 | | |
31 | | |
Days | 3947 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 40 | | |
Winner | 1115 |
| Best Trade (Points): | 540,85 | |
Notrade | 433 | 17% |
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Looser | 1022 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 983 | 38% |
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Trades | 2165 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1182 | 45% |
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Profitability | 0,52 | % |
Winner in row | 10 | | | |
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Points won: | 73074 | |
Looser in row | 10 | |
Performance | 01.01.2024 |
0,0 | % |
Points loss: | -73161 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,75 | |
max Drawdown | -98 | % |
max margin call | -2455 | |
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Average Loss: | -33,79 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 2413 | | | |
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Spread p.a. |
39,49% | |
Performance (ohne Reinvest) |
0% | |
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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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