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 | 00121112 | |
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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: |
09.06.2023 | |
fallend | |
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System 2: |
09.06.2023 | |
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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09.06.2023 | - |
0 | 1,0 |
0,00 | | | | | |
08.06.2023 | 426,62 |
1 | 1,0 |
0,42 | | | 1,82 | | |
07.06.2023 | 428,44 |
0 | 1,0 |
2,48 | | | 10,35 | | |
06.06.2023 | 426,67 |
1 | 1,0 |
0,00 | | | 0,00 | | |
05.06.2023 | 428,28 |
1 | 1,0 |
0,00 | | | 0,00 | | |
02.06.2023 | 424,50 |
1 | 1,0 |
0,00 | | | 0,00 | | |
01.06.2023 | 418,09 |
1 | 1,0 |
0,05 | | | 0,19 | | |
31.05.2023 | 418,28 |
0 | 1,0 |
0,71 | | | 2,95 | | |
30.05.2023 | 422,03 |
1 | 1,0 |
0,00 | | | 0,00 | | |
26.05.2023 | 415,33 |
1 | 1,0 |
0,79 | | | 3,31 | | |
25.05.2023 | 414,74 |
0 | 1,0 |
0,00 | | | 0,00 | | |
24.05.2023 | 412,42 |
0 | 1,0 |
0,00 | | | 0,00 | | |
23.05.2023 | 417,08 |
0 | 1,0 |
0,00 | | | 0,00 | | |
22.05.2023 | 418,64 |
0 | 1,0 |
1,53 | | | 6,29 | | |
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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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09.06.2023 | - |
0 | 29,2 |
| 0 | | |
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08.06.2023 |
426,62 429,13 | 2 |
29,2 | 0,00 | 0 |
0,00 | 0,00 | | |
07.06.2023 |
428,44 426,55 |
0 | 29,2 |
2,21 | 0 | 437,01 |
55,14 | | |
06.06.2023 |
426,67 428,03 | 2 |
29,2 | 0,00 | 0 |
0,00 | 0,00 | | |
05.06.2023 |
428,28 427,1 |
1 | 29,2 |
-1,38 | 0 | 419,71 |
-34,44 | | |
02.06.2023 |
424,5 427,92 |
1 | 29,4 |
4,03 | 0 | 416,01 |
100,71 | | |
01.06.2023 |
418,09 421,82 | 2 |
29,9 | 0,00 | 0 |
0,00 | 0,00 | | |
31.05.2023 |
418,28 417,85 |
0 | 29,9 |
0,51 | 0 | 426,65 |
12,85 | | |
30.05.2023 |
422,03 420,18 |
1 | 29,6 |
-2,19 | 0 | 413,59 |
-54,79 | | |
26.05.2023 |
415,33 420,02 | 2 |
30,1 | 0,00 | 0 |
0,00 | 0,00 | | |
25.05.2023 |
414,74 414,65 |
0 | 30,1 |
0,11 | 0 | 423,03 |
2,71 | | |
24.05.2023 |
412,42 411,09 |
0 | 30,3 |
1,61 | 0 | 420,67 |
40,31 | | |
23.05.2023 |
417,08 414,09 |
0 | 30,0 |
3,58 | 0 | 425,42 |
89,61 | | |
22.05.2023 |
418,64 418,79 |
0 | 29,9 |
-0,18 | 0 | 427,01 |
-4,48 | | |
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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 | 19.09.2012 |
| Longs Won: |
352 | |
Stoploss Long | k.A. |
% | |
End | 09.06.2023 | |
Shorts Won: | 270 | | | |
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Days | 3915 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 622 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 669 |
| 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: | 1718 | |
Looser in row | 11 | | | |
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Points loss: | -1783 | |
CRV: | 1,0 | :1 | Performance |
01.01.2023 | -0,3 |
% |
Average Win: | 1,33 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,38 | |
Start | 136 | | | |
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Spread | 0,04% | |
End | 140 | | | |
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Spread p.a. |
4,76% | |
Performance (Reinvest p.A.) |
0% | |
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System 2 Kennzahlen | |
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Start | 19.09.2012 |
| Longs Won: |
577 | |
Stoploss Long | 2,00 |
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End | 09.06.2023 | |
Shorts Won: | 552 | | |
31 | | |
Days | 3915 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 37 | | |
Winner | 1129 |
| Best Trade (Points): | 540,85 | |
Notrade | 426 | 16% |
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Looser | 1015 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 1008 | 39% |
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Trades | 2171 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1163 | 45% |
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Profitability | 0,52 | % |
Winner in row | 10 | | | |
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Points won: | 73622 | |
Looser in row | 10 | |
Performance | 01.01.2023 |
0,0 | % |
Points loss: | -71287 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,91 | |
max Drawdown | -98 | % |
max margin call | -2446 | |
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Average Loss: | -32,84 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 4835 | | | |
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Spread p.a. |
39,93% | |
Performance (ohne Reinvest) |
9% | |
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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 -2446 |
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System 2 max Drawdown Orakel | | | | |
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