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 | 11011012 | |
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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: |
20.11.2024 | |
steigend | |
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System 2: |
20.11.2024 | |
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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20.11.2024 | - |
1 | 1,0 |
0,00 | | | | | |
19.11.2024 | 584,71 |
0 | 1,0 |
0,00 | | | 0,00 | | |
18.11.2024 | 586,22 |
0 | 1,0 |
-0,59 | | | -3,50 | | |
15.11.2024 | 589,72 |
1 | 1,0 |
1,50 | | | 8,96 | | |
14.11.2024 | 597,32 |
0 | 1,0 |
0,00 | | | 0,00 | | |
13.11.2024 | 597,37 |
0 | 1,0 |
0,00 | | | 0,00 | | |
12.11.2024 | 598,68 |
0 | 1,0 |
-0,19 | | | -1,13 | | |
11.11.2024 | 599,81 |
1 | 1,0 |
-0,61 | | | -3,64 | | |
08.11.2024 | 596,17 |
0 | 1,0 |
0,52 | | | 3,09 | | |
07.11.2024 | 593,08 |
1 | 1,0 |
-0,66 | | | -3,88 | | |
06.11.2024 | 589,20 |
0 | 1,0 |
3,23 | | | 18,46 | | |
05.11.2024 | 570,74 |
1 | 1,0 |
0,08 | | | 0,44 | | |
04.11.2024 | 571,18 |
0 | 1,0 |
-0,02 | | | -0,14 | | |
01.11.2024 | 571,32 |
1 | 1,0 |
1,93 | | | 11,26 | | |
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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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20.11.2024 | - |
1 | 21,4 |
| 0 | | |
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19.11.2024 |
584,71 590,3 |
0 | 21,4 |
-4,78 | 0 | 596,40 |
-119,50 | | |
18.11.2024 |
586,22 588,15 |
0 | 21,3 |
-1,65 | 0 | 597,94 |
-41,15 | | |
15.11.2024 |
589,72 585,75 |
1 | 21,2 |
-3,37 | 0 | 577,93 |
-84,15 | | |
14.11.2024 |
597,32 593,35 |
0 | 20,9 |
3,32 | 0 | 609,27 |
83,08 | | |
13.11.2024 |
597,37 598,14 |
0 | 20,9 |
-0,64 | 0 | 609,32 |
-16,11 | | |
12.11.2024 |
598,68 596,9 |
0 | 20,9 |
1,49 | 0 | 610,65 |
37,17 | | |
11.11.2024 |
599,81 598,76 |
1 | 20,8 |
-0,88 | 0 | 587,81 |
-21,88 | | |
08.11.2024 |
596,17 598,19 |
0 | 21,0 |
-1,69 | 0 | 608,09 |
-42,35 | | |
07.11.2024 |
593,08 595,61 | 2 |
21,2 | 0,00 | 0 |
0,00 | 0,00 | | |
06.11.2024 |
589,2 591,04 |
0 | 21,2 |
-1,56 | 0 | 600,98 |
-39,04 | | |
05.11.2024 |
570,74 576,7 | 2 |
21,7 | 0,00 | 0 |
0,00 | 0,00 | | |
04.11.2024 |
571,18 569,81 | 2 |
21,7 | 0,00 | 0 |
0,00 | 0,00 | | |
01.11.2024 |
571,32 571,04 | 2 |
21,7 | 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 | 31.01.2014 |
| Longs Won: |
355 | |
Stoploss Long | k.A. |
% | |
End | 20.11.2024 | |
Shorts Won: | 272 | | | |
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Days | 3946 | |
Best Trade: | 9,02 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,33 | % | |
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Winner | 627 |
| Best Trade (Points): | 30,74 | |
Notrade | 0 | 0% | |
Looser | 685 |
| Worst Trade (Points): | -26,10 |
| Longtrade | 657 | 50% |
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Trades | 1314 | |
Avg. Trade Length: | 3,0 | d |
Shorttrade | 657 | 50% |
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Profitability | 0,48 | % |
Winner in row | 11 | | | |
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Points won: | 2029 | |
Looser in row | 11 | | | |
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Points loss: | -2007 | |
CRV: | 1,0 | :1 | Performance |
01.01.2024 | 19,9 |
% |
Average Win: | 1,54 | |
max Drawdown | -51 | % | |
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Average Loss: | -1,53 | |
Start | 172 | | | |
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Spread | 0,04% | |
End | 159 | | | |
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Spread p.a. |
4,80% | |
Performance (Reinvest p.A.) |
-1% | |
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System 2 Kennzahlen | |
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Start | 31.01.2014 |
| Longs Won: |
558 | |
Stoploss Long | 2,00 |
% | |
End | 20.11.2024 | |
Shorts Won: | 558 | | |
31 | | |
Days | 3946 | |
Best Trade: | 21,63 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -10,00 | % |
| 40 | | |
Winner | 1112 |
| Best Trade (Points): | 540,85 | |
Notrade | 434 | 17% |
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Looser | 1022 |
| Worst Trade (Points): | -250,00 |
| Longtrade | 978 | 38% |
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Trades | 2164 | |
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: | 73073 | |
Looser in row | 10 | |
Performance | 01.01.2024 |
0,0 | % |
Points loss: | -73218 | |
CRV: | 1,0 | :1 | | |
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Average Win: | 33,77 | |
max Drawdown | -98 | % |
max margin call | -2455 | |
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Average Loss: | -33,83 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 2356 | | | |
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Spread p.a. |
39,49% | |
Performance (ohne Reinvest) |
-1% | |
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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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