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Risultati Gold Future
Il trading system ha utilizzato uno storico di oltre 25 anni e ha realizzato 237 operazioni di cui 79 sbagliate. E’ stato tenuto conto di 0.30 punti di spese sia per l’acquisto sia per la vendita e i segnali operativi vengono generati lunedì o martedì per il venerdì e sono quindi noti con larga anticipo.
Il sistema ha realizzato all’inizio del mese di febbraio 2007 un utile netto di 2520 punti. Il rapporto tra utile medio e perdita media è di 2.08. La perdita media è pari a 10.12 rispetto ad un utile medio di oltre 21. Il modello ha effettuato 5 operazioni sbagliate consecutive rispetto a 9 segnali giusti consecutivi. La perdita massima è pari a 44 punti, mentre il drawdown delle posizioni aperte è di 51. Sono stati analizzati oltre 9900 giorni.
Punti deboli :
5 operazioni consecutive in perdita.
Punti forti :
Ha sbagliato solo il 33% delle volte su 237 operazioni.
Ha un equity line molto interessante se rapportata agli oltre 25 anni di test.
Qua sotto troverete il grafico dell’equity line e tutti i segnali operativi.

Trade Type - Entry Date - Close Date - Profit - Reason For Close
Short 26/01/2007 16/02/2007 -24.70 Enter long signal
Long 05/01/2007 26/01/2007 37.20 Enter short signal
Short 03/11/2006 05/01/2007 21.70 Enter long signal
Long 20/10/2006 03/11/2006 32.20 Enter short signal
Short 06/10/2006 20/10/2006 -20.20 Enter long signal
Long 08/09/2006 06/10/2006 -35.20 Enter short signal
Short 14/07/2006 08/09/2006 56.00 Enter long signal
Long 30/06/2006 14/07/2006 53.90 Enter short signal
Short 12/05/2006 30/06/2006 97.70 Enter long signal
Long 13/04/2006 12/05/2006 114.70 Enter short signal
Short 31/03/2006 13/04/2006 -15.30 Enter long signal
Long 10/03/2006 31/03/2006 39.90 Enter short signal
Short 09/12/2005 10/03/2006 -14.90 Enter long signal
Long 25/11/2005 09/12/2005 34.10 Enter short signal
Short 16/09/2005 25/11/2005 -29.60 Enter long signal
Long 19/08/2005 16/09/2005 20.50 Enter short signal
Short 05/08/2005 19/08/2005 0.00 Enter long signal
Long 24/06/2005 05/08/2005 0.20 Enter short signal
Short 10/06/2005 24/06/2005 -13.30 Enter long signal
Long 29/04/2005 10/06/2005 -7.40 Enter short signal
Out 15/04/2005 29/04/2005 0.00 Enter long signal
Long 18/03/2005 15/04/2005 -13.80 Close long signal
Short 25/02/2005 18/03/2005 -5.40 Enter long signal
Long 28/01/2005 25/02/2005 8.50 Enter short signal
Short 05/11/2004 28/01/2005 7.20 Enter long signal
Long 15/10/2004 05/11/2004 14.30 Enter short signal
Short 01/10/2004 15/10/2004 0.20 Enter long signal
Long 27/08/2004 01/10/2004 15.60 Enter short signal
Short 02/07/2004 27/08/2004 -5.20 Enter long signal
Long 18/06/2004 02/07/2004 2.40 Enter short signal
Short 04/06/2004 18/06/2004 -4.60 Enter long signal
Long 21/05/2004 04/06/2004 6.20 Enter short signal
Short 02/04/2004 21/05/2004 37.00 Enter long signal
Long 20/02/2004 02/04/2004 23.90 Enter short signal
Short 21/11/2003 20/02/2004 -2.60 Enter long signal
Long 31/10/2003 21/11/2003 10.80 Enter short signal
Short 05/09/2003 31/10/2003 -6.50 Enter long signal
Long 22/08/2003 05/09/2003 13.80 Enter short signal
Short 08/08/2003 22/08/2003 -7.00 Enter long signal
Long 25/07/2003 08/08/2003 -5.50 Enter short signal
Short 06/06/2003 25/07/2003 1.10 Enter long signal
Long 23/05/2003 06/06/2003 -4.90 Enter short signal
Short 09/05/2003 23/05/2003 -20.50 Enter long signal
Long 04/04/2003 09/05/2003 22.30 Enter short signal
Short 24/01/2003 04/04/2003 41.80 Enter long signal
Long 03/01/2003 24/01/2003 16.20 Enter short signal
Short 20/12/2002 03/01/2003 -11.20 Enter long signal
Long 08/11/2002 20/12/2002 18.70 Enter short signal
Short 20/09/2002 08/11/2002 0.90 Enter long signal
Long 06/09/2002 20/09/2002 1.10 Enter short signal
Short 16/08/2002 06/09/2002 -8.40 Enter long signal
Long 26/07/2002 16/08/2002 9.80 Enter short signal
Short 03/05/2002 26/07/2002 8.60 Enter long signal
Long 05/04/2002 03/05/2002 11.80 Enter short signal
Short 15/02/2002 05/04/2002 -2.30 Enter long signal
Long 18/01/2002 15/02/2002 14.40 Enter short signal
Short 28/12/2001 18/01/2002 -7.20 Enter long signal
Long 21/09/2001 28/12/2001 -16.70 Enter short signal
Short 17/08/2001 21/09/2001 -11.50 Enter long signal
Long 20/07/2001 17/08/2001 11.20 Enter short signal
Short 18/05/2001 20/07/2001 17.00 Enter long signal
Long 27/04/2001 18/05/2001 22.90 Enter short signal
Short 16/03/2001 27/04/2001 -6.50 Enter long signal
Long 09/02/2001 16/03/2001 -4.20 Enter short signal
Short 15/12/2000 09/02/2001 10.30 Enter long signal
Long 18/08/2000 15/12/2000 -9.40 Enter short signal
Short 16/06/2000 18/08/2000 8.90 Enter long signal
Long 07/04/2000 16/06/2000 8.10 Enter short signal
Short 11/02/2000 07/04/2000 30.50 Enter long signal
Long 28/01/2000 11/02/2000 27.00 Enter short signal
Short 30/12/1999 28/01/2000 3.00 Enter long signal
Long 03/12/1999 30/12/1999 6.90 Enter short signal
Short 15/10/1999 03/12/1999 33.70 Enter long signal
Long 15/01/1999 15/10/1999 28.40 Enter short signal
Short 18/09/1998 15/01/1999 6.20 Enter long signal
Long 26/06/1998 18/09/1998 -1.40 Enter short signal
Short 17/04/1998 26/06/1998 13.80 Enter long signal
Long 03/04/1998 17/04/1998 -1.50 Enter short signal
Short 06/02/1998 03/04/1998 -10.90 Enter long signal
Long 23/01/1998 06/02/1998 -0.90 Enter short signal
Short 02/01/1998 23/01/1998 -11.50 Enter long signal
Long 26/11/1997 02/01/1998 -9.80 Enter short signal
Short 10/10/1997 26/11/1997 32.00 Enter long signal
Long 15/08/1997 10/10/1997 1.10 Enter short signal
Short 01/08/1997 15/08/1997 -1.20 Enter long signal
Long 16/05/1997 01/08/1997 -16.60 Enter short signal
Out 02/05/1997 16/05/1997 0.00 Enter long signal
Short 28/02/1997 02/05/1997 22.90 Close short signal
Long 14/02/1997 28/02/1997 17.80 Enter short signal
Short 09/08/1996 14/02/1997 46.00 Enter long signal
Long 29/03/1996 09/08/1996 -5.70 Enter short signal
Short 02/02/1996 29/03/1996 18.70 Enter long signal
Long 12/01/1996 02/02/1996 20.40 Enter short signal
Short 15/12/1995 12/01/1996 -9.70 Enter long signal
Long 04/08/1995 15/12/1995 -2.30 Enter short signal
Short 23/06/1995 04/08/1995 2.20 Enter long signal
Long 02/06/1995 23/06/1995 4.50 Enter short signal
Short 07/04/1995 02/06/1995 8.10 Enter long signal
Long 17/03/1995 07/04/1995 10.90 Enter short signal
Short 27/01/1995 17/03/1995 -5.50 Enter long signal
Long 18/11/1994 27/01/1995 -5.80 Enter short signal
Short 16/09/1994 18/11/1994 8.50 Enter long signal
Long 26/08/1994 16/09/1994 5.00 Enter short signal
Short 24/06/1994 26/08/1994 4.30 Enter long signal
Long 27/05/1994 24/06/1994 4.60 Enter short signal
Short 13/05/1994 27/05/1994 -6.80 Enter long signal
Long 08/04/1994 13/05/1994 -5.40 Enter short signal
Short 25/03/1994 08/04/1994 4.30 Enter long signal
Long 11/02/1994 25/03/1994 8.90 Enter short signal
Short 05/11/1993 11/02/1994 -4.50 Enter long signal
Long 22/10/1993 05/11/1993 5.90 Enter short signal
Out 08/10/1993 22/10/1993 0.00 Enter long signal
Long 06/08/1993 08/10/1993 -19.00 Close long signal
Short 23/07/1993 06/08/1993 9.50 Enter long signal
Long 09/07/1993 23/07/1993 -2.90 Enter short signal
Short 21/05/1993 09/07/1993 -15.00 Enter long signal
Long 07/05/1993 21/05/1993 19.90 Enter short signal
Short 08/04/1993 07/05/1993 -19.10 Enter long signal
Long 20/11/1992 08/04/1993 3.00 Enter short signal
Short 02/10/1992 20/11/1992 13.70 Enter long signal
Long 11/09/1992 02/10/1992 6.10 Enter short signal
Short 24/07/1992 11/09/1992 16.00 Enter long signal
Long 24/04/1992 24/07/1992 21.40 Enter short signal
Short 10/04/1992 24/04/1992 4.40 Enter long signal
Long 17/01/1992 10/04/1992 -12.60 Enter short signal
Short 29/11/1991 17/01/1992 16.00 Enter long signal
Long 25/10/1991 29/11/1991 7.80 Enter short signal
Short 11/10/1991 25/10/1991 -0.90 Enter long signal
Long 13/09/1991 11/10/1991 13.60 Enter short signal
Short 07/06/1991 13/09/1991 20.70 Enter long signal
Long 17/05/1991 07/06/1991 12.90 Enter short signal
Short 15/03/1991 17/05/1991 9.20 Enter long signal
Long 15/02/1991 15/03/1991 -0.90 Enter short signal
Short 28/12/1990 15/02/1991 29.50 Enter long signal
Long 30/11/1990 28/12/1990 9.90 Enter short signal
Short 16/11/1990 30/11/1990 -6.50 Enter long signal
Long 05/10/1990 16/11/1990 -18.90 Enter short signal
Short 10/08/1990 05/10/1990 7.20 Enter long signal
Long 20/07/1990 10/08/1990 43.30 Enter short signal
Short 06/07/1990 20/07/1990 0.30 Enter long signal
Long 12/04/1990 06/07/1990 -17.40 Enter short signal
Short 09/02/1990 12/04/1990 40.30 Enter long signal
Long 26/01/1990 09/02/1990 -0.30 Enter short signal
Short 01/12/1989 26/01/1990 -1.60 Enter long signal
Long 17/11/1989 01/12/1989 22.90 Enter short signal
Short 03/11/1989 17/11/1989 -15.40 Enter long signal
Long 22/09/1989 03/11/1989 9.70 Enter short signal
Short 18/08/1989 22/09/1989 2.60 Enter long signal
Long 14/07/1989 18/08/1989 1.10 Enter short signal
Short 30/06/1989 14/07/1989 4.50 Enter long signal
Long 23/03/1989 30/06/1989 -16.70 Enter short signal
Short 10/03/1989 23/03/1989 2.50 Enter long signal
Long 27/01/1989 10/03/1989 -0.20 Enter short signal
Short 09/12/1988 27/01/1989 30.90 Enter long signal
Long 11/11/1988 09/12/1988 3.90 Enter short signal
Out 28/10/1988 11/11/1988 0.00 Enter long signal
Long 14/10/1988 28/10/1988 1.80 Close long signal
Short 05/08/1988 14/10/1988 29.50 Enter long signal
Long 22/07/1988 05/08/1988 -0.90 Enter short signal
Short 17/06/1988 22/07/1988 14.80 Enter long signal
Long 27/05/1988 17/06/1988 1.70 Enter short signal
Short 25/03/1988 27/05/1988 -3.30 Enter long signal
Long 19/02/1988 25/03/1988 4.70 Enter short signal
Short 08/01/1988 19/02/1988 36.90 Enter long signal
Out 24/12/1987 08/01/1988 0.00 Enter short signal
Long 04/12/1987 24/12/1987 1.20 Close long signal
Short 23/10/1987 04/12/1987 -11.70 Enter long signal
Long 02/10/1987 23/10/1987 15.80 Enter short signal
Short 31/07/1987 02/10/1987 14.20 Enter long signal
Long 10/07/1987 31/07/1987 28.50 Enter short signal
Short 24/04/1987 10/07/1987 18.90 Enter long signal
Long 03/04/1987 24/04/1987 41.00 Enter short signal
Out 13/03/1987 03/04/1987 0.00 Enter long signal
Short 16/01/1987 13/03/1987 11.70 Close short signal
Long 24/12/1986 16/01/1987 23.70 Enter short signal
Out 12/12/1986 24/12/1986 0.00 Enter long signal
Long 14/11/1986 12/12/1986 -3.60 Close long signal
Short 03/10/1986 14/11/1986 38.10 Enter long signal
Long 12/09/1986 03/10/1986 15.40 Enter short signal
Short 15/08/1986 12/09/1986 -31.90 Enter long signal
Long 25/07/1986 15/08/1986 41.40 Enter short signal
Short 13/06/1986 25/07/1986 0.00 Enter long signal
Long 16/05/1986 13/06/1986 4.40 Enter short signal
Short 27/03/1986 16/05/1986 2.80 Enter long signal
Long 14/03/1986 27/03/1986 -2.30 Enter short signal
Short 17/01/1986 14/03/1986 8.50 Enter long signal
Long 27/12/1985 17/01/1986 28.40 Enter short signal
Short 06/12/1985 27/12/1985 -3.40 Enter long signal
Long 04/10/1985 06/12/1985 -6.60 Enter short signal
Short 23/08/1985 04/10/1985 9.90 Enter long signal
Long 09/08/1985 23/08/1985 5.80 Enter short signal
Short 26/07/1985 09/08/1985 -14.90 Enter long signal
Long 07/06/1985 26/07/1985 3.70 Enter short signal
Short 29/03/1985 07/06/1985 15.80 Enter long signal
Long 04/01/1985 29/03/1985 33.80 Enter short signal
Short 16/11/1984 04/01/1985 44.70 Enter long signal
Long 05/10/1984 16/11/1984 -2.60 Enter short signal
Short 31/08/1984 05/10/1984 10.40 Enter long signal
Long 10/08/1984 31/08/1984 2.60 Enter short signal
Out 27/07/1984 10/08/1984 0.00 Enter long signal
Short 01/06/1984 27/07/1984 54.40 Close short signal
Long 27/04/1984 01/06/1984 14.90 Enter short signal
Short 09/03/1984 27/04/1984 20.70 Enter long signal
Long 24/02/1984 09/03/1984 2.70 Enter short signal
Short 10/02/1984 24/02/1984 -17.60 Enter long signal
Long 27/01/1984 10/02/1984 12.40 Enter short signal
Short 09/12/1983 27/01/1984 23.30 Enter long signal
Long 21/10/1983 09/12/1983 -4.00 Enter short signal
Short 05/08/1983 21/10/1983 29.40 Enter long signal
Long 22/07/1983 05/08/1983 0.50 Enter short signal
Short 08/07/1983 22/07/1983 4.00 Enter long signal
Long 24/06/1983 08/07/1983 2.90 Enter short signal
Short 20/05/1983 24/06/1983 10.60 Enter long signal
Long 29/04/1983 20/05/1983 3.90 Enter short signal
Out 15/04/1983 29/04/1983 0.00 Enter long signal
Long 25/03/1983 15/04/1983 27.10 Close long signal
Short 11/02/1983 25/03/1983 94.90 Enter long signal
Long 21/01/1983 11/02/1983 24.40 Enter short signal
Short 30/12/1982 21/01/1983 -32.60 Enter long signal
Long 17/12/1982 30/12/1982 8.20 Enter short signal
Short 03/12/1982 17/12/1982 3.00 Enter long signal
Long 29/10/1982 03/12/1982 24.20 Enter short signal
Short 03/09/1982 29/10/1982 41.90 Enter long signal
Long 30/07/1982 03/09/1982 109.40 Enter short signal
Short 16/07/1982 30/07/1982 -4.60 Enter long signal
Long 11/06/1982 16/07/1982 17.70 Enter short signal
Short 16/04/1982 11/06/1982 32.20 Enter long signal
Long 19/02/1982 16/04/1982 -3.90 Enter short signal
Short 05/02/1982 19/02/1982 22.10 Enter long signal
Long 24/12/1981 05/02/1982 -14.90 Enter short signal
Short 11/12/1981 24/12/1981 5.60 Enter long signal
Long 13/11/1981 11/12/1981 -3.30 Enter short signal
Short 28/08/1981 13/11/1981 29.20 Enter long signal
Long 24/07/1981 28/08/1981 36.20 Enter short signal
Short 26/06/1981 24/07/1981 38.20 Enter long signal
Long 15/05/1981 26/06/1981 -33.10 Enter short signal
Short 27/03/1981 15/05/1981 62.40 Enter long signal
Long 30/01/1981 27/03/1981 29.40 Enter short signal
Short 02/01/1981 30/01/1981 81.40 Enter long signal
Long 21/11/1980 02/01/1981 -44.60 Enter short signal
Short 19/09/1980 21/11/1980 68.90 Enter long signal
Long 29/08/1980 19/09/1980 51.40 Enter short signal
Short 03/07/1980 29/08/1980 19.40 Enter long signal
Long 20/06/1980 03/07/1980 65.90 Enter short signal
Short 06/06/1980 20/06/1980 5.90 Enter long signal
Long 09/05/1980 06/06/1980 99.70 Enter short signal
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