Risultati Bund Future Il sistema è stato studiato sul future del Bund utilizzando una base storica settimanale di oltre 19 anni. Ho tenuto conto di 2 centesimi di spese sia all’acquisto sia alla vendita. Si opera ovviamente con la chiusura successiva e, in questo caso, con i prezzi di fine settimana. Complessivamente, il trading system ha generato un utile netto di oltre 200 punti. Ha realizzato 258 operazioni delle quali 181 positiva e realizza pertanto oltre il 70% dei trade vincenti. Il rapporto tra utile medie e perdita media è di 2.20 ciò che ci permette di aver un discreto margine operativo. Il numero massimo di perdite consecutive è di 3 mentre ha realizzato ben 12 operazioni giuste di seguito. La perdita massima è di 1.94 punti, mentre il max open trade drawdown è di 2.26. La perdita media è di 0.62 punti, mentre l’utile medio è di 1.38 punti. Troverete l’elenco integrale dell’operatività in fondo alla pagina. Punti deboli del modello : Il ts ha accusato 3 sbagli consecutivi. La perdita massima di 1.94 è relativamente elevata. Punti forti del modello : Ha realizzato ben 12 operazioni consecutive giuste. Ha un tasso di riuscita di oltre 70%. Non ha mai chiuso un anno in perdita dal 1988. Non ha MAI chiuso un anno in perdita ed ogni anno, dal 1988 al 2006 inclusi, ha sempre reso un utile proporzionale alla volatilità del future. Di seguito il risultato in punti per anno. Anno    Utile in punti 1988     Nessuna op 1989       4.38 1990     12.85 1991       6.47 1992       5.44 1993     14.69 1994     10.81 1995     13.82 1996     18.90 1997       8.71 1998     13.81 1999     18.87 2000       4.45 2001       9.73 2002     18.70 2003     14.88 2004       8.73 2005       9.64 2006       5.67 Vi presento ora il grafico dell'equity e tutti i segnali operativi. Trade Type - Entry Date - Close Date - Profit - Reason For Close Open Short 27/02/2007 27/02/2007 -0.02 Long 16/02/2007 27/02/2007 0.71 Enter short signal Short 02/02/2007 16/02/2007 -0.18 Enter long signal Long 19/01/2007 02/02/2007 -0.01 Enter short signal Short 22/12/2006 19/01/2007 1.39 Enter long signal Long 11/08/2006 22/12/2006 0.32 Enter short signal Short 28/07/2006 11/08/2006 0.42 Enter long signal Long 14/07/2006 28/07/2006 0.59 Enter short signal Out 30/06/2006 14/07/2006 0 Enter long signal Long 16/06/2006 30/06/2006 -1.22 Close long signal Out 26/05/2006 16/06/2006 0 Enter long signal Long 12/05/2006 26/05/2006 1.88 Close long signal Short 28/04/2006 12/05/2006 0.73 Enter long signal Long 13/04/2006 28/04/2006 -0.05 Enter short signal Short 31/03/2006 13/04/2006 1.54 Enter long signal Long 17/03/2006 31/03/2006 -0.64 Enter short signal Short 03/03/2006 17/03/2006 1.56 Enter long signal Long 17/02/2006 03/03/2006 -1.29 Enter short signal Short 23/12/2005 17/02/2006 1.04 Enter long signal Long 09/12/2005 23/12/2005 1.12 Enter short signal Short 25/11/2005 09/12/2005 -0.08 Enter long signal Long 11/11/2005 25/11/2005 1.11 Enter short signal Short 21/10/2005 11/11/2005 2.48 Enter long signal Long 07/10/2005 21/10/2005 -0.57 Enter short signal Short 23/09/2005 07/10/2005 0.96 Enter long signal Long 08/07/2005 23/09/2005 0.3 Enter short signal Out 24/06/2005 08/07/2005 0 Enter long signal Short 10/06/2005 24/06/2005 -0.07 Close short signal Long 08/04/2005 10/06/2005 4.19 Enter short signal Short 24/03/2005 08/04/2005 -1.46 Enter long signal Long 11/03/2005 24/03/2005 0.48 Enter short signal Short 25/02/2005 11/03/2005 1.34 Enter long signal Long 20/08/2004 25/02/2005 2.8 Enter short signal Short 06/08/2004 20/08/2004 -0.23 Enter long signal Long 23/07/2004 06/08/2004 1.59 Enter short signal Short 25/06/2004 23/07/2004 -1.03 Enter long signal Long 11/06/2004 25/06/2004 0.98 Enter short signal Short 07/05/2004 11/06/2004 1 Enter long signal Long 23/04/2004 07/05/2004 -0.92 Enter short signal Short 08/04/2004 23/04/2004 0.93 Enter long signal Long 30/01/2004 08/04/2004 0.94 Enter short signal Short 16/01/2004 30/01/2004 0.45 Enter long signal Long 02/01/2004 16/01/2004 1.56 Enter short signal Short 19/12/2003 02/01/2004 0.38 Enter long signal Long 05/12/2003 19/12/2003 0.1 Enter short signal Short 21/11/2003 05/12/2003 -0.05 Enter long signal Long 07/11/2003 21/11/2003 1.59 Enter short signal Short 24/10/2003 07/11/2003 1.78 Enter long signal Long 10/10/2003 24/10/2003 -0.38 Enter short signal Short 19/09/2003 10/10/2003 0.17 Enter long signal Long 05/09/2003 19/09/2003 0.4 Enter short signal Short 22/08/2003 05/09/2003 0.68 Enter long signal Long 01/08/2003 22/08/2003 0.09 Enter short signal Short 18/07/2003 01/08/2003 1.43 Enter long signal Long 04/07/2003 18/07/2003 -0.9 Enter short signal Short 20/06/2003 04/07/2003 1.09 Enter long signal Long 06/06/2003 20/06/2003 -0.64 Enter short signal Short 23/05/2003 06/06/2003 0.46 Enter long signal Long 02/05/2003 23/05/2003 3.78 Enter short signal Short 17/04/2003 02/05/2003 -1 Enter long signal Long 21/03/2003 17/04/2003 1.01 Enter short signal Short 28/02/2003 21/03/2003 4 Enter long signal Long 17/01/2003 28/02/2003 2.59 Enter short signal Out 03/01/2003 17/01/2003 0 Enter long signal Long 20/12/2002 03/01/2003 -0.3 Close long signal Short 06/12/2002 20/12/2002 -1.24 Enter long signal Long 18/10/2002 06/12/2002 1.24 Enter short signal Short 27/09/2002 18/10/2002 1.9 Enter long signal Long 23/08/2002 27/09/2002 2.12 Enter short signal Short 09/08/2002 23/08/2002 0.59 Enter long signal Long 05/07/2002 09/08/2002 3.8 Enter short signal Short 21/06/2002 05/07/2002 0.45 Enter long signal Long 07/06/2002 21/06/2002 1.45 Enter short signal Short 24/05/2002 07/06/2002 -0.09 Enter long signal Long 10/05/2002 24/05/2002 0.17 Enter short signal Short 26/04/2002 10/05/2002 0.62 Enter long signal Long 12/04/2002 26/04/2002 0.52 Enter short signal Out 28/03/2002 12/04/2002 0 Enter long signal Long 15/03/2002 28/03/2002 -0.28 Close long signal Short 08/02/2002 15/03/2002 2.77 Enter long signal Long 25/01/2002 08/02/2002 0.69 Enter short signal Short 11/01/2002 25/01/2002 1.46 Enter long signal Long 28/12/2001 11/01/2002 1.77 Enter short signal Short 14/12/2001 28/12/2001 1.77 Enter long signal Long 23/11/2001 14/12/2001 -1.44 Enter short signal Short 09/11/2001 23/11/2001 2.18 Enter long signal Long 31/08/2001 09/11/2001 3.05 Enter short signal Short 17/08/2001 31/08/2001 0.22 Enter long signal Long 03/08/2001 17/08/2001 1.1 Enter short signal Short 20/07/2001 03/08/2001 -0.66 Enter long signal Long 06/07/2001 20/07/2001 0.89 Enter short signal Short 22/06/2001 06/07/2001 1.12 Enter long signal Long 08/06/2001 22/06/2001 1.24 Enter short signal Out 25/05/2001 08/06/2001 0 Enter long signal Short 20/04/2001 25/05/2001 1.5 Close short signal Long 24/11/2000 20/04/2001 0.9 Enter short signal Out 10/11/2000 24/11/2000 0 Enter long signal Long 27/10/2000 10/11/2000 -0.05 Close long signal Short 13/10/2000 27/10/2000 0.08 Enter long signal Long 29/09/2000 13/10/2000 0.32 Enter short signal Short 15/09/2000 29/09/2000 -0.73 Enter long signal Long 18/08/2000 15/09/2000 -0.96 Enter short signal Short 04/08/2000 18/08/2000 -0.05 Enter long signal Long 21/07/2000 04/08/2000 0.53 Enter short signal Short 07/07/2000 21/07/2000 -0.03 Enter long signal Long 23/06/2000 07/07/2000 -0.06 Enter short signal Out 09/06/2000 23/06/2000 0 Enter long signal Long 19/05/2000 09/06/2000 2.1 Close long signal Out 05/05/2000 19/05/2000 0 Enter long signal Long 20/04/2000 05/05/2000 -1.2 Close long signal Short 07/04/2000 20/04/2000 0.83 Enter long signal Long 24/03/2000 07/04/2000 0.6 Enter short signal Short 03/03/2000 24/03/2000 -1.21 Enter long signal Long 18/02/2000 03/03/2000 0.75 Enter short signal Short 04/02/2000 18/02/2000 0.15 Enter long signal Long 21/01/2000 04/02/2000 0.81 Enter short signal Short 07/01/2000 21/01/2000 1.02 Enter long signal Long 23/12/1999 07/01/2000 -1.45 Enter short signal Short 10/12/1999 23/12/1999 2.25 Enter long signal Long 26/11/1999 10/12/1999 1.85 Enter short signal Short 12/11/1999 26/11/1999 2.49 Enter long signal Long 01/10/1999 12/11/1999 3.03 Enter short signal Out 17/09/1999 01/10/1999 0 Enter long signal Long 03/09/1999 17/09/1999 -1.94 Close long signal Short 20/08/1999 03/09/1999 1.15 Enter long signal Long 06/08/1999 20/08/1999 2.21 Enter short signal Short 23/07/1999 06/08/1999 2.68 Enter long signal Long 09/07/1999 23/07/1999 0.87 Enter short signal Short 25/06/1999 09/07/1999 1.42 Enter long signal Long 11/06/1999 25/06/1999 -0.84 Enter short signal Short 14/05/1999 11/06/1999 2.99 Enter long signal Long 30/04/1999 14/05/1999 -1.58 Enter short signal Short 16/04/1999 30/04/1999 0.01 Enter long signal Long 02/04/1999 16/04/1999 1.42 Enter short signal Short 19/03/1999 02/04/1999 0.42 Enter long signal Long 26/02/1999 19/03/1999 -0.13 Enter short signal Out 12/02/1999 26/02/1999 0 Enter long signal Short 15/01/1999 12/02/1999 1.45 Close short signal Out 30/12/1998 15/01/1999 0 Enter short signal Short 18/12/1998 30/12/1998 0.31 Close short signal Long 13/11/1998 18/12/1998 3.62 Enter short signal Out 23/10/1998 13/11/1998 0 Enter long signal Short 28/08/1998 23/10/1998 1.59 Close short signal Long 26/06/1998 28/08/1998 5.3 Enter short signal Short 12/06/1998 26/06/1998 -0.21 Enter long signal Long 05/12/1997 12/06/1998 4.65 Enter short signal Short 21/11/1997 05/12/1997 -0.29 Enter long signal Long 07/11/1997 21/11/1997 0.69 Enter short signal Short 24/10/1997 07/11/1997 -0.53 Enter long signal Long 12/09/1997 24/10/1997 0.33 Enter short signal Short 29/08/1997 12/09/1997 0.39 Enter long signal Long 25/07/1997 29/08/1997 -0.76 Enter short signal Short 11/07/1997 25/07/1997 0.04 Enter long signal Long 27/06/1997 11/07/1997 1.12 Enter short signal Short 13/06/1997 27/06/1997 -0.3 Enter long signal Long 30/05/1997 13/06/1997 0.84 Enter short signal Short 16/05/1997 30/05/1997 1.14 Enter long signal Long 02/05/1997 16/05/1997 0.28 Enter short signal Short 18/04/1997 02/05/1997 -0.77 Enter long signal Long 04/04/1997 18/04/1997 1.48 Enter short signal Short 21/03/1997 04/04/1997 0.6 Enter long signal Long 07/03/1997 21/03/1997 -1.6 Enter short signal Short 21/02/1997 07/03/1997 1.9 Enter long signal Long 13/12/1996 21/02/1997 3.33 Enter short signal Short 29/11/1996 13/12/1996 2.45 Enter long signal Long 06/09/1996 29/11/1996 5.82 Enter short signal Short 23/08/1996 06/09/1996 0.72 Enter long signal Long 02/08/1996 23/08/1996 -0.32 Enter short signal Short 19/07/1996 02/08/1996 -1.01 Enter long signal Long 05/07/1996 19/07/1996 1.56 Enter short signal Short 21/06/1996 05/07/1996 -0.24 Enter long signal Long 07/06/1996 21/06/1996 -0.24 Enter short signal Short 24/05/1996 07/06/1996 1.77 Enter long signal Long 10/05/1996 24/05/1996 0.4 Enter short signal Short 26/04/1996 10/05/1996 0.69 Enter long signal Long 12/04/1996 26/04/1996 1.08 Enter short signal Short 29/03/1996 12/04/1996 0 Enter long signal Long 15/03/1996 29/03/1996 0.82 Enter short signal Short 01/03/1996 15/03/1996 2.44 Enter long signal Long 09/02/1996 01/03/1996 -1.14 Enter short signal Short 19/01/1996 09/02/1996 1.94 Enter long signal Long 29/12/1995 19/01/1996 1.51 Enter short signal Short 08/12/1995 29/12/1995 -0.8 Enter long signal Long 27/10/1995 08/12/1995 2.28 Enter short signal Short 13/10/1995 27/10/1995 -0.37 Enter long signal Long 29/09/1995 13/10/1995 0.62 Enter short signal Short 15/09/1995 29/09/1995 0.75 Enter long signal Long 21/07/1995 15/09/1995 2.41 Enter short signal Short 07/07/1995 21/07/1995 0.71 Enter long signal Long 16/06/1995 07/07/1995 0.61 Enter short signal Short 02/06/1995 16/06/1995 2.23 Enter long signal Long 31/03/1995 02/06/1995 4.18 Enter short signal Short 17/03/1995 31/03/1995 0.2 Enter long signal Long 24/02/1995 17/03/1995 1.26 Enter short signal Short 10/02/1995 24/02/1995 -0.12 Enter long signal Long 27/01/1995 10/02/1995 0.07 Enter short signal Short 13/01/1995 27/01/1995 -0.81 Enter long signal Long 30/12/1994 13/01/1995 0.6 Enter short signal Short 09/12/1994 30/12/1994 1.32 Enter long signal Long 25/11/1994 09/12/1994 -1.06 Enter short signal Short 11/11/1994 25/11/1994 -1.45 Enter long signal Long 28/10/1994 11/11/1994 0.54 Enter short signal Short 14/10/1994 28/10/1994 0.82 Enter long signal Long 30/09/1994 14/10/1994 1.51 Enter short signal Short 02/09/1994 30/09/1994 2.1 Enter long signal Long 19/08/1994 02/09/1994 -0.46 Enter short signal Short 05/08/1994 19/08/1994 2.01 Enter long signal Long 22/07/1994 05/08/1994 -0.19 Enter short signal Short 08/07/1994 22/07/1994 -1.11 Enter long signal Long 24/06/1994 08/07/1994 0.59 Enter short signal Short 10/06/1994 24/06/1994 1.53 Enter long signal Long 27/05/1994 10/06/1994 -0.06 Enter short signal Short 13/05/1994 27/05/1994 1.78 Enter long signal Long 29/04/1994 13/05/1994 0.11 Enter short signal Short 15/04/1994 29/04/1994 1.18 Enter long signal Long 31/03/1994 15/04/1994 -0.47 Enter short signal Short 18/03/1994 31/03/1994 -0.21 Enter long signal Long 04/03/1994 18/03/1994 0.14 Enter short signal Short 04/02/1994 04/03/1994 3.04 Enter long signal Long 21/01/1994 04/02/1994 -0.63 Enter short signal Out 07/01/1994 21/01/1994 0 Enter long signal Long 03/12/1993 07/01/1994 1.13 Close long signal Out 12/11/1993 03/12/1993 0 Enter long signal Short 22/10/1993 12/11/1993 0.75 Close short signal Long 30/07/1993 22/10/1993 4.24 Enter short signal Short 16/07/1993 30/07/1993 0.06 Enter long signal Long 02/07/1993 16/07/1993 1.04 Enter short signal Short 18/06/1993 02/07/1993 0.01 Enter long signal Long 04/06/1993 18/06/1993 1.16 Enter short signal Out 21/05/1993 04/06/1993 0 Enter long signal Short 12/03/1993 21/05/1993 2.08 Close short signal Long 29/01/1993 12/03/1993 3.08 Enter short signal Short 15/01/1993 29/01/1993 0.19 Enter long signal Long 13/11/1992 15/01/1993 2.09 Enter short signal Short 30/10/1992 13/11/1992 0.05 Enter long signal Long 16/10/1992 30/10/1992 -0.25 Enter short signal Short 25/09/1992 16/10/1992 -0.67 Enter long signal Long 21/08/1992 25/09/1992 2.83 Enter short signal Short 07/08/1992 21/08/1992 -0.62 Enter long signal Long 24/07/1992 07/08/1992 -0.01 Enter short signal Short 10/07/1992 24/07/1992 0.55 Enter long signal Long 26/06/1992 10/07/1992 0.25 Enter short signal Short 12/06/1992 26/06/1992 0.58 Enter long signal Long 29/05/1992 12/06/1992 0.3 Enter short signal Short 08/05/1992 29/05/1992 -0.75 Enter long signal Long 24/04/1992 08/05/1992 -0.07 Enter short signal Short 10/04/1992 24/04/1992 1.04 Enter long signal Long 18/10/1991 10/04/1992 1.93 Enter short signal Short 04/10/1991 18/10/1991 -0.15 Enter long signal Long 20/09/1991 04/10/1991 0.93 Enter short signal Short 06/09/1991 20/09/1991 0.11 Enter long signal Long 23/08/1991 06/09/1991 0.67 Enter short signal Short 02/08/1991 23/08/1991 -0.44 Enter long signal Long 19/07/1991 02/08/1991 0.28 Enter short signal Short 05/07/1991 19/07/1991 0.35 Enter long signal Long 21/06/1991 05/07/1991 -1.49 Enter short signal Short 07/06/1991 21/06/1991 -0.34 Enter long signal Long 28/03/1991 07/06/1991 0.57 Enter short signal Short 15/03/1991 28/03/1991 0.34 Enter long signal Long 01/03/1991 15/03/1991 0.06 Enter short signal Short 15/02/1991 01/03/1991 0.77 Enter long signal Long 21/12/1990 15/02/1991 3.67 Enter short signal Short 07/12/1990 21/12/1990 1.18 Enter long signal Long 23/11/1990 07/12/1990 0.21 Enter short signal Short 19/10/1990 23/11/1990 -1.25 Enter long signal Long 05/10/1990 19/10/1990 0.98 Enter short signal Short 21/09/1990 05/10/1990 -0.04 Enter long signal Long 07/09/1990 21/09/1990 -0.24 Enter short signal Short 17/08/1990 07/09/1990 0.56 Enter long signal Long 03/08/1990 17/08/1990 -0.99 Enter short signal Short 20/07/1990 03/08/1990 2.6 Enter long signal Long 06/07/1990 20/07/1990 1.77 Enter short signal Short 22/06/1990 06/07/1990 -0.93 Enter long signal Long 08/06/1990 22/06/1990 0.54 Enter short signal Short 16/06/1989 08/06/1990 12.92 Enter long signal Out 07/10/1988 16/06/1989 0 Enter short signal Richiedeteci il periodo di prova gratuito inviandoci una email. 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