|
Questo T.S. è un classico sistema Stop & Reverse "Overnight" trend
following |
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In momenti di mercato laterale si passa ad un sistema discrezionale |
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FUTURE SPMIB |
|
TIPO |
DATA |
ENTRATA |
USCITA |
Punti |
STATO |
punti |
Euro |
NOTE |
|
Anno 2004 |
|
LONG |
05/04/2004 |
27400 |
27530 |
130 |
flat |
130 |
650 |
chiusura del 3/5/04 |
|
LONG |
12/05/2004 |
26560 |
26875 |
315 |
|
445 |
2225 |
|
|
SHORT |
21/05/2004 |
26875 |
26860 |
15 |
|
460 |
2300 |
|
|
LONG |
25/05/2004 |
26860 |
28185 |
1325 |
|
1785 |
8925 |
|
|
SHORT |
23/06/2004 |
28185 |
27750 |
435 |
|
2220 |
11100 |
|
|
LONG |
14/07/2004 |
27750 |
27445 |
-305 |
flat |
1915 |
9575 |
chiusura del 16/7/04 |
|
LONG |
22/07/2004 |
27380 |
27050 |
-330 |
|
1585 |
7925 |
|
|
SHORT |
26/07/2004 |
27050 |
27250 |
-200 |
|
1385 |
6925 |
|
|
LONG |
28/07/2004 |
27250 |
27560 |
310 |
|
1695 |
8475 |
|
|
SHORT |
03/08/2004 |
27560 |
27435 |
125 |
|
1820 |
9100 |
|
|
LONG |
04/08/2004 |
27435 |
26880 |
-555 |
stop loss |
1265 |
6325 |
06/08/2004 |
|
SHORT |
10/08/2004 |
26520 |
26450 |
70 |
|
1335 |
6675 |
|
|
LONG |
17/08/2004 |
26450 |
27645 |
1195 |
|
2530 |
12650 |
|
|
SHORT |
08/09/2004 |
27645 |
27560 |
85 |
|
2615 |
13075 |
|
|
LONG |
09/09/2004 |
27560 |
28000 |
440 |
|
3055 |
15275 |
|
|
SHORT |
21/09/2004 |
28000 |
28185 |
-185 |
|
2870 |
14350 |
|
|
LONG |
30/09/2004 |
28185 |
28545 |
360 |
flat |
3230 |
16150 |
chiusura del 13/10/04 |
|
LONG |
14/10/2004 |
28450 |
29625 |
1175 |
flat |
4405 |
22025 |
chiusura del 23/11/04 |
|
LONG |
24/11/2004 |
29735 |
29865 |
130 |
|
4535 |
22675 |
|
|
SHORT |
29/11/2004 |
29865 |
30115 |
-250 |
|
4285 |
21425 |
|
|
LONG |
07/12/2004 |
30115 |
31405 |
1290 |
flat |
5575 |
27875 |
chiusura del 23/2/05 |
|
Anno 2005 |
|
LONG |
24/02/2005 |
31410 |
31875 |
465 |
|
6040 |
30200 |
|
|
SHORT |
10/03/2005 |
31875 |
31880 |
-5 |
|
6035 |
30175 |
|
|
LONG |
16/03/2005 |
31880 |
31240 |
-640 |
stop loss |
5395 |
26975 |
18/03/2005 |
|
SHORT |
18/04/2005 |
31095 |
31055 |
40 |
|
5435 |
27175 |
|
|
LONG |
22/04/2005 |
31055 |
31985 |
930 |
|
6365 |
31825 |
|
|
SHORT |
06/06/2005 |
31985 |
32120 |
-135 |
|
6230 |
31150 |
|
|
LONG |
08/06/2005 |
32120 |
32730 |
610 |
|
6840 |
34200 |
|
|
SHORT |
06/07/2005 |
32730 |
33300 |
-570 |
|
6270 |
31350 |
|
|
LONG |
18/07/2005 |
33300 |
33900 |
600 |
|
6870 |
34350 |
|
|
SHORT |
04/08/2005 |
33900 |
33555 |
345 |
|
7215 |
36075 |
|
|
LONG |
09/08/2005 |
33555 |
34150 |
595 |
|
7810 |
39050 |
|
|
SHORT |
12/08/2005 |
34150 |
33720 |
430 |
|
8240 |
41200 |
|
|
LONG |
22/08/2005 |
33720 |
33045 |
-675 |
stop loss |
7565 |
37825 |
26/08/2005 |
|
LONG |
26/09/2005 |
34345 |
34940 |
595 |
|
8160 |
40800 |
|
|
SHORT |
30/09/2005 |
34940 |
33750 |
1190 |
|
9350 |
46750 |
|
|
LONG |
07/10/2005 |
33750 |
33300 |
-450 |
|
8900 |
44500 |
|
|
SHORT |
18/10/2005 |
33300 |
32855 |
445 |
|
9345 |
46725 |
|
|
LONG |
25/10/2005 |
32855 |
32195 |
-660 |
stop loss |
8685 |
43425 |
27/10/2005 |
|
LONG |
01/11/2005 |
32800 |
33800 |
1000 |
|
9685 |
48425 |
|
|
SHORT |
17/11/2005 |
33800 |
34075 |
-275 |
|
9410 |
47050 |
|
|
LONG |
21/11/2005 |
34075 |
34450 |
375 |
flat |
9785 |
48925 |
chiusura del 25/11/05 |
|
LONG |
02/12/2005 |
34745 |
34990 |
245 |
|
10030 |
50150 |
|
|
SHORT |
14/12/2005 |
34990 |
35035 |
-45 |
|
9985 |
49925 |
|
|
LONG |
15/12/2005 |
35035 |
35920 |
885 |
|
10870 |
54350 |
|
|
SHORT |
27/12/2005 |
35920 |
35855 |
65 |
|
10935 |
54675 |
|
|
LONG |
28/12/2005 |
35855 |
36200 |
345 |
|
11280 |
56400 |
|
|
Anno 2006 |
|
SHORT |
06/01/2006 |
36200 |
36235 |
-35 |
|
11245 |
56225 |
|
|
LONG |
20/01/2006 |
36235 |
35500 |
-735 |
stop loss |
10510 |
52550 |
23/01/2006 |
|
LONG |
26/01/2006 |
36100 |
36650 |
550 |
|
11060 |
55300 |
|
|
SHORT |
01/02/2006 |
36650 |
37390 |
-740 |
stop loss |
10320 |
51600 |
17/02/2006 |
|
LONG |
20/02/2006 |
37410 |
37750 |
340 |
|
10660 |
53300 |
|
|
SHORT |
01/03/2006 |
37750 |
37450 |
-300 |
flat |
10360 |
51800 |
chiusura del 2/3/06 |
|
LONG |
08/03/2006 |
37560 |
37840 |
280 |
|
10640 |
53200 |
|
|
SHORT |
21/03/2006 |
37840 |
37975 |
-135 |
|
10505 |
52525 |
|
|
LONG |
23/03/2006 |
37975 |
37205 |
-770 |
stop loss |
9735 |
48675 |
27/03/2006 |
|
LONG |
29/03/2006 |
36940 |
37480 |
540 |
|
10275 |
51375 |
|
|
SHORT |
03/04/2006 |
37480 |
37670 |
-190 |
|
10085 |
50425 |
|
|
LONG |
21/04/2006 |
37670 |
37660 |
-10 |
|
10075 |
50375 |
|
|
SHORT |
28/04/2006 |
37660 |
37835 |
-175 |
|
9900 |
49500 |
|
|
LONG |
03/05/2006 |
37835 |
37460 |
-375 |
flat |
9525 |
47625 |
chiusura del 3/5/06 |
|
LONG |
08/05/2006 |
38160 |
37395 |
-765 |
stop loss |
8760 |
43800 |
15/05/2006 |
|
SHORT |
16/05/2006 |
36965 |
35580 |
1385 |
flat |
10145 |
50725 |
apertura del 23/05/06 |
|
LONG |
24/05/2006 |
35810 |
35090 |
-720 |
stop loss |
9425 |
47125 |
13/05/2006 |
|
SHORT |
15/06/2006 |
34960 |
35630 |
-670 |
|
8755 |
43775 |
|
|
LONG |
16/06/2006 |
35630 |
36580 |
950 |
|
9705 |
48525 |
|
|
SHORT |
12/07/2006 |
36580 |
35445 |
1135 |
flat |
10840 |
54200 |
apertura del 18/7/06 |
|
LONG |
19/07/2006 |
35480 |
36780 |
1300 |
|
12140 |
60700 |
|
|
SHORT |
01/08/2006 |
36780 |
36875 |
-95 |
|
12045 |
60225 |
|
|
LONG |
03/08/2006 |
36875 |
37685 |
810 |
flat |
12855 |
64275 |
chiusura del 18/8/06 |
|
LONG |
24/08/2006 |
37400 |
37690 |
290 |
flat |
13145 |
65725 |
chiusura del 7/9/06 |
|
LONG |
08/09/2006 |
37745 |
39330 |
1585 |
|
14730 |
73650 |
|
|
SHORT |
25/10/2006 |
39330 |
39620 |
-290 |
|
14440 |
72200 |
|
|
LONG |
01/11/2006 |
39620 |
40665 |
1045 |
|
15485 |
77425 |
|
|
SHORT |
15/11/2006 |
40665 |
40490 |
175 |
flat |
15660 |
78300 |
apertura del 2011/06 |
|
LONG |
22/11/2006 |
40990 |
40670 |
-320 |
|
15340 |
76700 |
|
|
LONG |
30/11/2006 |
40670 |
39850 |
-820 |
stop loss |
14520 |
72600 |
01/12/2006 |
|
LONG |
05/12/2006 |
40270 |
41590 |
1320 |
flat |
15840 |
79200 |
chiusura del 21/12/06 |
|
LONG |
27/12/2006 |
41415 |
42150 |
735 |
|
16575 |
82875 |
|
|
Anno 2007 |
|
SHORT |
18/01/2007 |
42150 |
41905 |
245 |
|
16820 |
84100 |
|
|
LONG |
19/01/2007 |
41905 |
42455 |
550 |
|
17370 |
86850 |
|
|
SHORT |
29/01/2007 |
42455 |
42405 |
50 |
|
17420 |
87100 |
|
|
LONG |
30/01/2007 |
42405 |
42820 |
415 |
|
17835 |
89175 |
|
|
SHORT |
09/02/2007 |
42820 |
42820 |
0 |
|
17835 |
89175 |
|
|
LONG |
12/02/2007 |
42820 |
41950 |
-870 |
stop loss |
16965 |
84825 |
27/02/2007 |
|
SHORT |
02/03/2007 |
40765 |
40715 |
50 |
|
17015 |
85075 |
|
|
SHORT |
13/03/2007 |
40715 |
39090 |
1625 |
flat |
18640 |
93200 |
apertura del 16/3/07 |
|
LONG |
23/03/2007 |
40715 |
42600 |
1885 |
|
20525 |
102625 |
|
|
SHORT |
11/05/2007 |
42600 |
43450 |
-850 |
stop loss |
19675 |
98375 |
15/05/2007 |
|
LONG |
21/05/2007 |
43900 |
43015 |
-885 |
stop loss |
18790 |
93950 |
24/05/2007 |
|
LONG |
28/05/2007 |
43140 |
42880 |
-260 |
|
18530 |
92650 |
|
|
SHORT |
05/06/2007 |
42880 |
42205 |
675 |
|
19205 |
96025 |
|
|
LONG |
14/06/2007 |
42205 |
41960 |
-245 |
|
18960 |
94800 |
|
|
SHORT |
27/06/2007 |
41960 |
42295 |
-335 |
|
18625 |
93125 |
|
|
LONG |
02/07/2007 |
42295 |
42135 |
-160 |
|
18465 |
92325 |
|
|
SHORT |
18/07/2007 |
42135 |
40070 |
2065 |
flat |
20530 |
102650 |
apertura del 31/7/07 |
|
LONG |
21/08/2007 |
39145 |
40300 |
1155 |
|
21685 |
108425 |
|
|
SHORT |
04/09/2007 |
40300 |
38865 |
1435 |
|
23120 |
115600 |
|
|
LONG |
12/09/2007 |
38865 |
39960 |
1095 |
flat |
24215 |
121075 |
chiusura del 20/7/07 |
|
LONG |
20/09/2007 |
40140 |
40165 |
25 |
|
24240 |
121200 |
|
|
SHORT |
21/09/2007 |
40165 |
40440 |
-275 |
|
23965 |
119825 |
|
|
LONG |
27/09/2007 |
40440 |
41115 |
675 |
|
24640 |
123200 |
|
|
SHORT |
11/10/2007 |
41115 |
39690 |
1425 |
|
26065 |
130325 |
|
|
LONG |
24/10/2007 |
39690 |
38895 |
-795 |
stop loss |
25270 |
126350 |
08/11/2007 |
|
LONG |
14/11/2007 |
38710 |
38535 |
-175 |
|
25095 |
125475 |
|
|
SHORT |
16/11/2007 |
38535 |
38950 |
-415 |
|
24680 |
123400 |
|
|
LONG |
03/12/2007 |
38955 |
39300 |
345 |
|
25025 |
125125 |
apertura del 10/12/07 |
|
Anno 2008 |
|
LONG |
07/01/2008 |
37720 |
36965 |
-755 |
stop loss |
24270 |
121350 |
15/01/2008 |
|
LONG |
24/01/2008 |
34170 |
33965 |
-205 |
|
24065 |
120325 |
28/01/2008 |
|
LONG |
09/02/2008 |
33615 |
34420 |
805 |
|
24870 |
124350 |
Target 19/02/2008 |
|
LONG |
27/02/2008 |
34200 |
33520 |
-680 |
stop loss |
24190 |
120950 |
29/02/2008 |
|
LONG |
07/03/2008 |
32410 |
31750 |
-660 |
stop loss |
23530 |
117650 |
10/03/2008 |
|
LONG |
13/03/2008 |
31935 |
31900 |
-35 |
|
23495 |
117475 |
14/03/2008 |
|
LONG |
17/03/2008 |
30670 |
30500 |
-170 |
|
23325 |
116625 |
20/03/2008 |
|
SHORT |
27/03/2008 |
30340 |
31060 |
-720 |
stop loss |
22605 |
113025 |
01/04/2008 |
|
SHORT |
04/04/2008 |
32310 |
32155 |
155 |
target |
22760 |
113800 |
11/04/2008 |
|
LONG |
15/04/2008 |
31615 |
32880 |
1265 |
target |
24025 |
120125 |
18/04/2008 |
|
LONG |
23/04/2008 |
32285 |
32490 |
205 |
target |
24230 |
121150 |
24/04/2008 |
|
SHORT |
06/05/2008 |
33595 |
33065 |
530 |
target |
24760 |
123800 |
09/05/2008 |
|
SHORT |
12/05/2008 |
33075 |
33030 |
45 |
stop loss |
24805 |
124025 |
13/05/2008 |
|
SHORT |
16/05/2008 |
33740 |
33045 |
695 |
target |
25500 |
127500 |
21/05/2008 |
|
SHORT |
22/05/2008 |
33425 |
32905 |
520 |
target |
26020 |
130100 |
26/05/2008 |
|
SHORT |
28/05/2008 |
33060 |
33115 |
| | |