Statistical Alpha Portfolio

0 comentarios
Fiabilidad
2 semanas
0 / 0 USD
incremento desde 2026 2%
Autorícese o regístrese para ver la estadística detallada
  • Equidad
  • Reducción
Total de Trades:
10
Transacciones Rentables:
8 (80.00%)
Transacciones Irrentables:
2 (20.00%)
Mejor transacción:
14.13 EUR
Peor transacción:
-4.87 EUR
Beneficio Bruto:
42.64 EUR (6 819 pips)
Pérdidas Brutas:
-5.17 EUR (107 pips)
Máximo de ganancias consecutivas:
7 (35.95 EUR)
Beneficio máximo consecutivo:
35.95 EUR (7)
Ratio de Sharpe:
0.79
Actividad comercial:
22.15%
Carga máxima del depósito:
22.62%
Último trade:
1 día
Trades a la semana:
6
Tiempo medio de espera:
12 horas
Factor de Recuperación:
7.25
Transacciones Largas:
8 (80.00%)
Transacciones Cortas:
2 (20.00%)
Factor de Beneficio:
8.25
Beneficio Esperado:
3.75 EUR
Beneficio medio:
5.33 EUR
Pérdidas medias:
-2.59 EUR
Máximo de pérdidas consecutivas:
2 (-4.91 EUR)
Pérdidas máximas consecutivas:
-4.91 EUR (2)
Crecimiento al mes:
1.50%
Trading algorítmico:
60%
Reducción de balance:
Absoluto:
0.00 EUR
Máxima:
5.17 EUR (0.20%)
Reducción relativa:
De balance:
0.20% (5.17 EUR)
De fondos:
0.92% (22.99 EUR)

Distribución

Símbolo Transacciones Sell Buy
XAUUSD 4
GER40 4
GBPUSD 2
1 2 3 4
1 2 3 4
1 2 3 4
Símbolo Beneficio Bruto, USD Loss, USD Beneficio, USD
XAUUSD 33
GER40 15
GBPUSD -6
10 20 30 40
10 20 30 40
10 20 30 40
Símbolo Beneficio Bruto, pips Loss, pips Beneficio, pips
XAUUSD 3.4K
GER40 3.5K
GBPUSD -106
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
500 1K 1.5K 2K 2.5K 3K 3.5K 4K
  • Deposit load
  • Reducción
Mejor transacción: +14.13 EUR
Peor transacción: -5 EUR
Máximo de ganancias consecutivas: 7
Máximo de pérdidas consecutivas: 2
Beneficio máximo consecutivo: +35.95 EUR
Pérdidas máximas consecutivas: -4.91 EUR

El deslizamiento medio a base de la estadística de ejecución en las cuentas reales de diferentes corredores se indica en puntos. Depende de la diferencia de las cotizaciones del proveedor de "PepperstoneGmbH-Live" y del suscriptor, así como del retardo en ejecutar las órdenes. Cuanto menos sea este valor, mejor será la calidad del copiado.

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Statistical Alpha Portfolio

This signal combines three quantitative trading strategies into an automated portfolio approach, based on statistically proven market anomalies – developed according to the methods of André Stagge.

Two instruments are traded: the German leading index DAX (GER40) and Gold (XAUUSD). Each strategy is independent and uncorrelated to the others, reducing the overall portfolio risk.

The three strategies:

The first strategy uses a proprietary scorecard of more than 15 seasonal and technical factors – including earnings season, the Halloween effect, the presidential cycle and FED days – to determine daily whether and in which direction to trade the DAX. Entry is based on a morning breakout between 09:00 and 10:00 CET.

The second strategy is the Friday Gold Rush – a weekly long strategy on Gold that exploits the statistically proven positive weekend bias in Gold prices.

The third strategy is the Turnaround Tuesday on the DAX – in bear markets, a long position is opened on Monday evening and closed on Wednesday morning, based on the well-known Tuesday recovery effect.

Risk management: Every trade is automatically protected by a stop loss. Lot sizing is risk-based as a percentage of the account balance – risk automatically scales with account size.

The portfolio is designed to be expandable – additional strategies can be added at any time. The starting balance can be chosen individually, as all strategies scale proportionally to account size.



No hay comentarios
2026.09.25 09:26
Removed warning: Low trading activity - not enough trades detected during the last month
2026.09.11 20:13
Share of trading days is too low
2026.09.11 20:13
Share of days for 80% of trades is too low
2026.09.11 19:11
Share of trading days is too low
2026.09.11 19:11
Share of days for 80% of trades is too low
2026.09.11 06:03
Removed warning: No trading activity detected on the Signal's account for the recent period
2026.08.27 16:37
Trading operations on the account were performed for only 0 days. This comprises 0% of days out of the 1 days of the signal's entire lifetime.
2026.08.27 16:37
80% of trades performed within 0 days. This comprises 0% of days out of the 1 days of the signal's entire lifetime.
2026.08.27 16:37
Low trading activity - only 0 trades detected in the last month
2026.08.27 16:37
This is a newly opened account, and the trading results may be of random nature
2026.08.27 16:37
The number of deals on the account is too small to evaluate trading quality
Autorícese o regístrese para ver la estadística detallada
Señal
Precio
Incremento
Suscriptores
Fondos
Balance
Semanas
Robots comerciales
Trades
Rentables
Actividad
PF
Beneficio Esperado
Reducción
Apalancamiento
30 USD al mes
2%
0
0
USD
2.5K
EUR
2
60%
10
80%
22%
8.24
3.75
EUR
1%
1:30
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