Neuronales Orakel Vix Signal
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System: täglich long,short |
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neuronal Parameter | | | | |
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last Parameter | 10001000 | |
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Profitability | 0,55 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
01.12.2023 | |
fallend | |
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System 2: |
01.12.2023 | |
fallend | |
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System 1: Die Signale beziehen sich grundsätzlich auf den jeweiligen Openkurs des Tages VIX Short-Term Futures ETN (VXX.US) |
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System 2: Die Signale beziehen sich grundsätzlich auf den jeweiligen Open Kurs bis zum Close Kurs des Tages VIX Short-Term Futures ETN (VXX.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 | - |
0 | 1,0 |
0,00 | | | | | |
30.11.2023 | 17,46 |
0 | 1,0 |
0,00 | | | 0,00 | | |
29.11.2023 | 17,14 |
0 | 1,0 |
0,00 | | | 0,00 | | |
28.11.2023 | 17,45 |
0 | 1,0 |
-0,74 | | | -0,13 | | |
27.11.2023 | 17,58 |
1 | 1,0 |
1,40 | | | 0,25 | | |
24.11.2023 | 18,01 |
0 | 1,0 |
0,00 | | | 0,00 | | |
22.11.2023 | 17,83 |
0 | 1,0 |
-3,36 | | | -0,62 | | |
21.11.2023 | 18,49 |
1 | 1,0 |
0,00 | | | 0,00 | | |
20.11.2023 | 18,45 |
1 | 1,0 |
8,07 | | | 1,62 | | |
17.11.2023 | 18,76 |
0 | 1,0 |
0,00 | | | 0,00 | | |
16.11.2023 | 19,12 |
0 | 1,0 |
0,00 | | | 0,00 | | |
15.11.2023 | 19,25 |
0 | 1,0 |
0,00 | | | 0,00 | | |
14.11.2023 | 19,01 |
0 | 1,0 |
0,00 | | | 0,00 | | |
13.11.2023 | 20,07 |
0 | 1,0 |
-1,62 | | | -0,33 | | |
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System 2 |
Long/Short/Out; Lev =2 reinvest=false; SL=true 2,5% 2,5% |
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date |
open/close | |
size | Perf.% |
2,5/2,5 SL |
G+V | | |
01.12.2023 | - |
0 | 57,3 |
| 0 | | |
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30.11.2023 |
17,46 17,29 |
0 | 57,3 |
1,95 | 0 | 17,90 |
9,74 | | |
29.11.2023 |
17,14 17,56 |
0 | 58,3 |
-5,00 | 1 |
17,57 | -25,00 | | |
28.11.2023 |
17,45 17,31 | 2 |
55,5 | 0,00 | 0 |
0,00 | 0,00 | | |
27.11.2023 |
17,58 17,54 | 2 |
55,5 | 0,00 | 0 |
0,00 | 0,00 | | |
24.11.2023 |
18,01 17,42 |
0 | 55,5 |
6,55 | 0 | 18,46 |
32,76 | | |
22.11.2023 |
17,83 18,2 |
0 | 56,1 |
-5,00 | 1 |
18,28 | -25,00 | | |
21.11.2023 |
18,49 18,06 | 2 |
53,3 | 0,00 | 0 |
0,00 | 0,00 | | |
20.11.2023 |
18,45 18,29 | 2 |
53,3 | 0,00 | 0 |
0,00 | 0,00 | | |
17.11.2023 |
18,76 18,56 |
0 | 53,3 |
2,13 | 0 | 19,23 |
10,66 | | |
16.11.2023 |
19,12 18,85 |
0 | 52,3 |
2,82 | 0 | 19,60 |
14,12 | | |
15.11.2023 |
19,25 19,15 |
0 | 51,9 |
1,04 | 0 | 19,73 |
5,19 | | |
14.11.2023 |
19,01 19,56 |
0 | 52,6 |
-5,00 | 1 |
19,49 | -25,00 | | |
13.11.2023 |
20,07 19,71 |
0 | 49,8 |
3,59 | 0 | 20,57 |
17,94 | | |
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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 | 06.12.2012 |
| Longs Won: |
246 | |
Stoploss Long | k.A. |
% | |
End | 01.12.2023 | |
Shorts Won: | 344 | | | |
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Days | 4011,375 | |
Best Trade: | 28,66 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -297,82 | % | |
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Winner | 590 |
| Best Trade (Points): | 61,66 | |
Notrade | 0 | 0% | |
Looser | 554 |
| Worst Trade (Points): | -36,90 |
| Longtrade | 574 | 50% |
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Trades | 1148 | |
Avg. Trade Length: | 3,5 | d |
Shorttrade | 574 | 50% |
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Profitability | 0,51 | % |
Winner in row | 10 | | | |
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Points won: | 1866 | |
Looser in row | 8 | | | |
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Points loss: | -1475 | |
CRV: | 1,3 | :1 | Performance |
01.01.2017 | ##### | % |
Average Win: | 1,63 | |
max Drawdown | -305 | % | |
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Average Loss: | -1,29 | |
Start | 483 | | | |
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Spread | 0,04% | |
End | 82 | | | | |
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Spread p.a. |
4,12% | |
Performance (Reinvest p.A.) |
-15% | |
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System 2 Kennzahlen | |
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Start | 06.12.2012 |
| Longs Won: |
0 | |
Stoploss Long | 2,50 |
% | |
End | 01.12.2023 | |
Shorts Won: | 690 | | |
0 | | |
Days | 4011,375 | |
Best Trade: | 41,98 | % |
Stoploss Short | 2,50 | % |
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Average Leverage | 2,0 |
| Worst Trade: | -5,00 | % |
| 391 | | |
Winner | 616 |
| Best Trade (Points): | 209,88 | |
Notrade | 1381 | 53% |
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Looser | 580 |
| Worst Trade (Points): | -25,00 |
| Longtrade | 0 | 0% |
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Trades | 1216 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1216 | 47% |
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Profitability | 0,51 | % |
Winner in row | 13 | | | |
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Points won: | 12172 | |
Looser in row | 11 | |
Performance | 01.01.2017 | -48,9 |
% |
Points loss: | -11275 | |
CRV: | 1,1 | :1 | | |
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Average Win: | 10,01 | |
max Drawdown | -96 | % |
max margin call | -478 | |
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Average Loss: | -9,27 | |
Start | 500,00 | | | |
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Spread | 0,04% | |
End | 1398 | | | |
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Spread p.a. |
8,73% | |
Performance (ohne Reinvest) |
16% | |
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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 500€ und der max margin call -478 |
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System 2 max Drawdown Orakel | | | | |
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