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 | 0,56 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
20.01.2025 | |
steigend | |
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System 2: |
20.01.2025 | |
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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20.01.2025 | - |
1 | 1,0 |
0,00 | | | | | |
17.01.2025 | 596,96 |
1 | 1,0 |
0,00 | | | 0,00 | | |
16.01.2025 | 594,18 |
1 | 1,0 |
0,00 | | | 0,00 | | |
15.01.2025 | 590,33 |
1 | 1,0 |
0,00 | | | 0,00 | | |
14.01.2025 | 584,36 |
1 | 1,0 |
-1,49 | | | -8,59 | | |
13.01.2025 | 575,77 |
0 | 1,0 |
-3,44 | | | -20,50 | | |
10.01.2025 | 585,88 |
1 | 1,0 |
0,00 | | | 0,00 | | |
08.01.2025 | 588,70 |
1 | 1,0 |
0,00 | | | 0,00 | | |
07.01.2025 | 597,42 |
1 | 1,0 |
0,00 | | | 0,00 | | |
06.01.2025 | 596,27 |
1 | 1,0 |
-1,49 | | | -8,74 | | |
03.01.2025 | 587,53 |
0 | 1,0 |
-0,32 | | | -1,86 | | |
02.01.2025 | 589,39 |
1 | 1,0 |
0,33 | | | 1,97 | | |
31.12.2024 | 589,91 |
0 | 1,0 |
0,00 | | | 0,00 | | |
30.12.2024 | 587,89 |
0 | 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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20.01.2025 | - |
1 | 20,9 |
| 0 | | |
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17.01.2025 |
596,96 597,58 |
1 | 20,9 |
0,52 | 0 | 585,02 |
12,98 | | |
16.01.2025 |
594,175 591,64 |
1 | 21,0 |
-2,13 | 0 | 582,29 |
-53,33 | | |
15.01.2025 |
590,325 592,78 |
1 | 21,2 |
2,08 | 0 | 578,52 |
51,98 | | |
14.01.2025 |
584,36 582,19 |
1 | 21,4 |
-1,86 | 0 | 572,67 |
-46,42 | | |
13.01.2025 |
575,77 581,39 |
0 | 21,7 |
-4,88 | 0 | 587,29 |
-122,01 | | |
10.01.2025 |
585,88 580,49 |
1 | 21,3 |
-4,60 | 0 | 574,16 |
-115,00 | | |
08.01.2025 |
588,7 589,49 |
1 | 21,2 |
0,67 | 0 | 576,93 |
16,77 | | |
07.01.2025 |
597,42 588,63 |
1 | 20,9 |
-7,36 | 0 | 585,47 |
-183,92 | | |
06.01.2025 |
596,27 595,36 |
1 | 21,0 |
-0,76 | 0 | 584,34 |
-19,08 | | |
03.01.2025 |
587,53 591,95 |
0 | 21,3 |
-3,76 | 0 | 599,28 |
-94,04 | | |
02.01.2025 |
589,39 584,64 |
1 | 21,2 |
-4,03 | 0 | 577,60 |
-100,74 | | |
31.12.2024 |
589,905 586,08 |
0 | 21,2 |
3,24 | 0 | 601,70 |
81,05 | | |
30.12.2024 |
587,89 588,22 |
0 | 21,3 |
-0,28 | 0 | 599,65 |
-7,02 | | |
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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 | 28.03.2014 |
| Longs Won: |
354 | |
Stoploss Long | k.A. |
% | |
End | 20.01.2025 | |
Shorts Won: | 271 | | | |
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Days | 3951 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 625 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 684 |
| Worst Trade (Points): | -26,10 |
| Longtrade | 656 | 50% |
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Trades | 1311 | |
Avg. Trade Length: | 3,0 | d |
Shorttrade | 655 | 50% |
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Profitability | 0,48 | % |
Winner in row | 11 | | | |
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Points won: | 2035 | |
Looser in row | 11 | | | |
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Points loss: | -2052 | |
CRV: | 1,0 | :1 | Performance |
01.01.2025 | -6,4 |
% |
Average Win: | 1,55 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,56 | |
Start | 178 | | | |
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Spread | 0,04% | |
End | 155 | | | |
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Spread p.a. |
4,78% | |
Performance (Reinvest p.A.) |
-1% | |
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System 2 Kennzahlen | |
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Start | 28.03.2014 |
| Longs Won: |
554 | |
Stoploss Long | 2,00 |
% | |
End | 20.01.2025 | |
Shorts Won: | 558 | | |
31 | | |
Days | 3951 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 41 | | |
Winner | 1109 |
| Best Trade (Points): | 540,85 | |
Notrade | 430 | 17% |
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Looser | 1023 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 981 | 38% |
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Trades | 2167 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1186 | 46% |
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Profitability | 0,51 | % |
Winner in row | 10 | | | |
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Points won: | 72487 | |
Looser in row | 10 | |
Performance | 01.01.2025 |
0,0 | % |
Points loss: | -73798 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,45 | |
max Drawdown | -98 | % |
max margin call | -2455 | |
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Average Loss: | -34,06 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 1189 | | | |
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Spread p.a. |
39,49% | |
Performance (ohne Reinvest) |
-5% | |
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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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