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 | 0,56 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
20.05.2022 | |
fallend | |
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System 2: |
20.05.2022 | |
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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20.05.2022 | - |
0 | 1,0 |
0,00 | | | | | |
19.05.2022 | 26,29 |
0 | 1,0 |
-4,26 | | | -1,17 | | |
12.05.2022 | 27,46 |
1 | 1,0 |
-5,57 | | | -1,45 | | |
11.05.2022 | 27,15 |
0 | 1,0 |
0,00 | | | 0,00 | | |
10.05.2022 | 26,8 |
0 | 1,0 |
0,00 | | | 0,00 | | |
09.05.2022 | 28,33 |
0 | 1,0 |
0,00 | | | 0,00 | | |
06.05.2022 | 27,4 |
0 | 1,0 |
0,00 | | | 0,00 | | |
02.05.2022 | 28,89 |
0 | 1,0 |
0,00 | | | 0,00 | | |
29.04.2022 | 26,51 |
0 | 1,0 |
0,00 | | | 0,00 | | |
28.04.2022 | 25,9 |
0 | 1,0 |
0,00 | | | 0,00 | | |
27.04.2022 | 26,01 |
0 | 1,0 |
3,09 | | | 0,78 | | |
26.04.2022 | 25,23 |
1 | 1,0 |
-2,90 | | | -0,71 | | |
25.04.2022 | 26,6 |
0 | 1,0 |
0,00 | | | 0,00 | | |
22.04.2022 | 24,87 |
0 | 1,0 |
0,00 | | | 0,00 | | |
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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 | | |
20.05.2022 | - |
0 | 38,0 |
| 0 | | |
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19.05.2022 |
26,29 25,355 |
0 | 38,0 |
7,11 | 0 | 26,95 |
35,56 | | |
12.05.2022 |
27,46 26,93 | 2 |
36,8 | 0,00 | 0 |
0,00 | 0,00 | | |
11.05.2022 |
27,15 27,28 |
0 | 36,8 |
-0,96 | 0 | 27,83 |
-4,79 | | |
10.05.2022 |
26,8 27,055 |
0 | 37,3 |
-5,00 | 1 |
27,47 | -25,00 | | |
09.05.2022 |
28,33 28,01 | 2 |
36,5 | 0,00 | 0 |
0,00 | 0,00 | | |
06.05.2022 |
27,4 27,07 |
0 | 36,5 |
-5,00 | 1 |
28,09 | -25,00 | | |
02.05.2022 |
28,89 27,5 |
0 | 34,6 |
9,62 | 0 | 29,61 |
48,11 | | |
29.04.2022 |
26,51 27,71 |
0 | 37,7 |
-5,00 | 1 |
27,17 | -25,00 | | |
28.04.2022 |
25,9 26,04 |
0 | 38,6 |
-5,00 | 1 |
26,55 | -25,00 | | |
27.04.2022 |
26,01 27,2 |
0 | 38,4 |
-5,00 | 1 |
26,66 | -25,00 | | |
26.04.2022 |
25,23 26,35 | 2 |
41,3 | 0,00 | 0 |
0,00 | 0,00 | | |
25.04.2022 |
26,6 24,8 | 2 |
41,3 | 0,00 | 0 |
0,00 | 0,00 | | |
22.04.2022 |
24,87 26,15 | 2 |
41,3 | 0,00 | 0 |
0,00 | 0,00 | | |
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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 | 11.07.2011 |
| Longs Won: |
248 | |
Stoploss Long | k.A. |
% | |
End | 20.05.2022 | |
Shorts Won: | 336 | | | |
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Days | 3966 | |
Best Trade: | 28,66 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -297,82 | % | |
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Winner | 584 |
| Best Trade (Points): | 406,44 | |
Notrade | 0 | 0% | |
Looser | 552 |
| Worst Trade (Points): | -598,33 |
| Longtrade | 570 | 50% |
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Trades | 1140 | |
Avg. Trade Length: | 3,5 | d |
Shorttrade | 570 | 50% |
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Profitability | 0,51 | % |
Winner in row | 10 | | | |
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Points won: | 7773 | |
Looser in row | 8 | | | |
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Points loss: | -6470 | |
CRV: | 1,2 | :1 | Performance |
01.01.2017 | -888,1 | % |
Average Win: | 6,82 | |
max Drawdown | -305 | % | |
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Average Loss: | -5,68 | |
Start | 1.312 | | | |
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Spread | 0,04% | |
End | -67 | | | |
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Spread p.a. |
4,14% | |
Performance (Reinvest p.A.) | #ZAHL! |
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System 2 Kennzahlen | |
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Start | 11.07.2011 |
| Longs Won: |
0 | |
Stoploss Long | 2,50 |
% | |
End | 20.05.2022 | |
Shorts Won: | 708 | | |
0 | | |
Days | 3966 | |
Best Trade: | 41,98 | % |
Stoploss Short | 2,50 | % |
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Average Leverage | 2,0 |
| Worst Trade: | -5,00 | % |
| 417 | | |
Winner | 615 |
| Best Trade (Points): | 209,88 | |
Notrade | 1363 | 52% |
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Looser | 591 |
| Worst Trade (Points): | -25,00 |
| Longtrade | 0 | 0% |
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Trades | 1234 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1234 | 48% |
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Profitability | 0,50 | % |
Winner in row | 13 | | | |
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Points won: | 12680 | |
Looser in row | 11 | |
Performance | 01.01.2017 | -98,6 |
% |
Points loss: | -11857 | |
CRV: | 1,1 | :1 | | |
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Average Win: | 10,28 | |
max Drawdown | -93 | % |
max margin call | -465 | |
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Average Loss: | -9,61 | |
Start | 500,00 | | | |
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Spread | 0,04% | |
End | 1323 | | | |
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Spread p.a. |
8,96% | |
Performance (ohne Reinvest) |
15% | |
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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 -465 |
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System 2 max Drawdown Orakel | | | | |
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