Neuronales Orakel VDAX 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 | 0,52 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
21.11.2024 | |
steigend | |
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System 2: |
21.11.2024 | |
steigend | |
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System 1: Die Signale beziehen sich grundsätzlich auf den jeweiligen Openkurs des Tages Vdax |
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System 2: Die Signale beziehen sich grundsätzlich auf den jeweiligen Open Kurs bis zum Close Kurs des Tages VDax |
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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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21.11.2024 | - |
1 | 1,0 |
0,00 | | | | | |
04.02.2020 | 16,0291 |
1 | 1,0 |
-0,66 | | | -0,11 | | |
03.02.2020 | 17,5436 |
0 | 1,0 |
0,00 | | | 0,00 | | |
31.01.2020 | 15,9235 |
0 | 1,0 |
4,24 | | | 0,65 | | |
30.01.2020 | 16,5735 |
1 | 1,0 |
0,00 | | | 0,00 | | |
29.01.2020 | 15,2765 |
1 | 1,0 |
7,30 | | | 1,20 | | |
28.01.2020 | 16,4788 |
0 | 1,0 |
1,47 | | | 0,24 | | |
27.01.2020 | 16,2405 |
1 | 1,0 |
-17,30 | | | -2,40 | | |
24.01.2020 | 13,5304 |
0 | 1,0 |
0,00 | | | 0,00 | | |
23.01.2020 | 13,8453 |
0 | 1,0 |
9,79 | | | 1,23 | | |
22.01.2020 | 12,8407 |
1 | 1,0 |
0,00 | | | 0,00 | | |
21.01.2020 | 13,8888 |
1 | 1,0 |
0,00 | | | 0,00 | | |
20.01.2020 | 12,6105 |
1 | 1,0 |
-4,87 | | | -0,59 | | |
17.01.2020 | 12,0252 |
0 | 1,0 |
-12,24 | | | -1,68 | | |
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System 2 |
Long/Short/Out; Lev =2 reinvest=false; SL=true 2% 2% |
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date |
open/close | |
size | Perf.% |
2/2 SL | G+V |
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21.11.2024 | - |
1 | 124,8 |
| 0 | | |
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04.02.2020 |
16,0291 15,3005 |
0 | 124,8 |
9,09 | 0 | 16,35 |
90,91 | | |
03.02.2020 |
17,5436 16,9254 |
0 | 114,0 |
7,05 | 0 | 17,89 |
70,48 | | |
31.01.2020 |
15,9235 17,5906 |
0 | 125,6 |
-4,00 | 1 |
16,24 | -40,00 | | |
30.01.2020 |
16,5735 16,8616 |
0 | 120,7 |
-4,00 | 1 |
16,90 | -40,00 | | |
29.01.2020 |
15,2765 15,0493 |
0 | 130,9 |
-4,00 | 1 |
15,58 | -40,00 | | |
28.01.2020 |
16,4788 15,7216 |
0 | 121,4 |
-4,00 | 1 |
16,81 | -40,00 | | |
27.01.2020 |
16,2405 17,686 |
1 | 123,1 |
-4,00 | 1 |
15,92 | -40,00 | | |
24.01.2020 |
13,5304 13,5387 |
0 | 147,8 |
-0,12 | 0 | 13,80 |
-1,23 | | |
23.01.2020 |
13,8453 14,0833 |
0 | 144,5 |
-4,00 | 1 |
14,12 | -40,00 | | |
22.01.2020 |
12,8407 13,4008 |
0 | 155,8 |
-4,00 | 1 |
13,10 | -40,00 | | |
21.01.2020 |
13,8888 12,9924 |
1 | 144,0 |
-4,00 | 1 |
13,61 | -40,00 | | |
20.01.2020 |
12,6105 12,5086 |
1 | 158,6 |
-1,62 | 0 | 12,36 |
-16,16 | | |
17.01.2020 |
12,0252 12,075 |
0 | 166,3 |
-4,00 | 1 |
12,27 | -40,00 | | |
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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 | 13.10.2009 |
| Longs Won: |
336 | |
Stoploss Long | k.A. |
% | |
End | 04.02.2020 | |
Shorts Won: | 378 | | | |
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Days | 3766 | |
Best Trade: | 35,63 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -72,20 | % | |
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Winner | 714 |
| Best Trade (Points): | 10,27 | |
Notrade | 0 | 0% | |
Looser | 481 |
| Worst Trade (Points): | -18,27 |
| Longtrade | 599 | 50% |
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Trades | 1197 | |
Avg. Trade Length: | 3,1 | d |
Shorttrade | 598 | 50% |
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Profitability | 0,60 | % |
Winner in row | 12 | | | |
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Points won: | 864 | |
Looser in row | 6 | | | |
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Points loss: | -654 | |
CRV: | 1,3 | :1 | Performance |
01.01.2017 | 265,1 | % |
Average Win: | 0,72 | |
max Drawdown | -88 | % | |
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Average Loss: | -0,55 | |
Start | 26 | | | |
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Spread | 0,04% | |
End | 10.653 | | | |
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Spread p.a. |
4,58% | |
Performance (Reinvest p.A.) |
79% | |
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System 2 Kennzahlen | |
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Start | 13.10.2009 |
| Longs Won: |
424 | |
Stoploss Long | 2,00 |
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End | 04.02.2020 | |
Shorts Won: | 1024 | | |
531 | | |
Days | 3766 | |
Best Trade: | 55,07 | % |
Stoploss Short | 2,00 | % |
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Average Leverage | 2,0 |
| Worst Trade: | -4,00 | % |
| 843 | | |
Winner | 1065 |
| Best Trade (Points): | 550,67 | |
Notrade | 0 | 0% | |
Looser | 1502 |
| Worst Trade (Points): | -40,00 |
| Longtrade | 913 | 35% |
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Trades | 2597 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 1684 | 65% |
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Profitability | 0,41 | % |
Winner in row | 8 | | | |
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Points won: | 84073 | |
Looser in row | 14 | |
Performance | 01.01.2017 | ##### |
% |
Points loss: | -57165 | |
CRV: | 1,5 | :1 | | |
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Average Win: | 32,37 | |
max Drawdown | -56 | % |
max margin call | -563 | |
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Average Loss: | -22,01 |
| Start | 1000,00 | | |
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Spread | 0,04% | |
End | 27908 | | | |
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Spread p.a. |
19,86% | |
Performance (ohne Reinvest) |
261% | |
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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 1000€ und der max margin call -563 |
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System 2 max Drawdown Orakel | | | | |
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