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 | 10121000 | |
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Profitability | 0,59 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
14.01.2021 | |
steigend | |
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System 2: |
14.01.2021 | |
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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14.01.2021 | - |
1 | 1,0 |
0,00 | | | | | |
13.01.2021 | 378,69 |
1 | 1,0 |
-0,22 | | | -0,84 | | |
12.01.2021 | 378,89 |
0 | 1,0 |
0,00 | | | 0,00 | | |
11.01.2021 | 377,85 |
0 | 1,0 |
2,20 | | | 8,14 | | |
08.01.2021 | 380,59 |
1 | 1,0 |
0,00 | | | 0,00 | | |
07.01.2021 | 376,10 |
1 | 1,0 |
0,00 | | | 0,00 | | |
06.01.2021 | 369,71 |
1 | 1,0 |
-0,44 | | | -1,61 | | |
05.01.2021 | 368,10 |
0 | 1,0 |
0,01 | | | 0,02 | | |
04.01.2021 | 375,31 |
1 | 1,0 |
0,00 | | | 0,00 | | |
31.12.2020 | 371,78 |
1 | 1,0 |
0,00 | | | 0,00 | | |
30.12.2020 | 372,34 |
1 | 1,0 |
0,00 | | | 0,00 | | |
29.12.2020 | 373,81 |
1 | 1,0 |
0,00 | | | 0,00 | | |
28.12.2020 | 371,74 |
1 | 1,0 |
0,00 | | | 0,00 | | |
24.12.2020 | 368,08 |
1 | 1,0 |
-0,85 | | | -3,11 | | |
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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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14.01.2021 | - |
1 | 33,0 |
| 0 | | |
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13.01.2021 |
378,69 379,79 |
1 | 33,0 |
1,45 | 0 | 371,12 |
36,31 | | |
12.01.2021 |
378,89 378,77 |
0 | 33,0 |
0,16 | 0 | 386,47 |
3,96 | | |
11.01.2021 |
377,85 378,69 |
0 | 33,1 |
-1,11 | 0 | 385,41 |
-27,79 | | |
08.01.2021 |
380,59 381,26 |
1 | 32,8 |
0,88 | 0 | 372,98 |
22,01 | | |
07.01.2021 |
376,1 379,1 |
1 | 33,2 |
3,99 | 0 | 368,58 |
99,71 | | |
06.01.2021 |
369,71 373,55 |
1 | 33,8 |
5,19 | 0 | 362,32 |
129,83 | | |
05.01.2021 |
368,1 371,33 |
0 | 34,0 |
-4,39 | 0 | 375,46 |
-109,68 | | |
04.01.2021 |
375,31 368,79 |
1 | 33,3 |
-10,00 | 1 |
367,80 | -250,00 | | |
31.12.2020 |
371,78 373,88 |
1 | 33,6 |
2,82 | 0 | 364,34 |
70,61 | | |
30.12.2020 |
372,34 371,99 | 2 |
33,4 | 0,00 | 0 |
0,00 | 0,00 | | |
29.12.2020 |
373,81 371,46 |
1 | 33,4 |
-3,14 | 0 | 366,33 |
-78,58 | | |
28.12.2020 |
371,74 372,17 |
1 | 33,6 |
0,58 | 0 | 364,31 |
14,46 | | |
24.12.2020 |
368,08 369 |
1 | 34,0 |
1,25 | 0 | 360,72 |
31,24 | | |
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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 | 05.08.2010 |
| Longs Won: |
363 | |
Stoploss Long | k.A. |
% | |
End | 14.01.2021 | |
Shorts Won: | 277 | | | |
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Days | 3815 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 640 |
| Best Trade (Points): | 29,77 | |
Notrade | 0 | 0% | |
Looser | 673 |
| Worst Trade (Points): | -21,91 |
| Longtrade | 659 | 50% |
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Trades | 1317 | |
Avg. Trade Length: | 2,9 | d |
Shorttrade | 658 | 50% |
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Profitability | 0,49 | % |
Winner in row | 11 | | | |
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Points won: | 1329 | |
Looser in row | 11 | | | |
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Points loss: | -1171 | |
CRV: | 1,1 | :1 | Performance |
01.01.2021 | 1,5 |
% |
Average Win: | 1,01 | |
max Drawdown | -30 | % | |
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Average Loss: | -0,89 | |
Start | 102 | | | |
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Spread | 0,04% | |
End | 284 | | | |
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Spread p.a. |
4,97% | |
Performance (Reinvest p.A.) |
10% | |
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System 2 Kennzahlen | |
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Start | 05.08.2010 |
| Longs Won: |
594 | |
Stoploss Long | 2,00 |
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End | 14.01.2021 | |
Shorts Won: | 549 | | |
26 | | |
Days | 3815 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 38 | | |
Winner | 1139 |
| Best Trade (Points): | 540,85 | |
Notrade | 420 | 16% |
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Looser | 1006 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 1024 | 39% |
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Trades | 2178 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1154 | 44% |
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Profitability | 0,52 | % |
Winner in row | 10 | | | |
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Points won: | 73790 | |
Looser in row | 10 | |
Performance | 01.01.2021 |
0,0 | % |
Points loss: | -65023 | |
CRV: | 1,1 | :1 | | |
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Average Win: | 33,88 | |
max Drawdown | -88 | % |
max margin call | -2201 | |
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Average Loss: | -29,85 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 11267 | | | |
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Spread p.a. |
41,11% | |
Performance (ohne Reinvest) |
34% | |
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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 -2201 |
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System 2 max Drawdown Orakel | | | | |
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