Statistical Alpha Portfolio

0 comentários
9 semanas
0 / 0 USD
crescimento desde 2026 -3%
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  • Capital líquido
  • Rebaixamento
Negociações:
79
Negociações com lucro:
34 (43.03%)
Negociações com perda:
45 (56.96%)
Melhor negociação:
31.96 EUR
Pior negociação:
-44.76 EUR
Lucro bruto:
307.14 EUR (18 381 pips)
Perda bruta:
-369.63 EUR (22 211 pips)
Máximo de vitórias consecutivas:
7 (35.95 EUR)
Máximo lucro consecutivo:
37.47 EUR (3)
Índice de Sharpe:
-0.05
Atividade de negociação:
34.17%
Depósito máximo carregado:
22.62%
Último negócio:
10 minutos atrás
Negociações por semana:
5
Tempo médio de espera:
6 horas
Fator de recuperação:
-0.54
Negociações longas:
41 (51.90%)
Negociações curtas:
38 (48.10%)
Fator de lucro:
0.83
Valor esperado:
-0.79 EUR
Lucro médio:
9.03 EUR
Perda média:
-8.21 EUR
Máximo de perdas consecutivas:
4 (-80.57 EUR)
Máxima perda consecutiva:
-80.57 EUR (4)
Crescimento mensal:
0.01%
Algotrading:
87%
Rebaixamento pelo saldo:
Absoluto:
77.58 EUR
Máximo:
115.35 EUR (4.55%)
Rebaixamento relativo:
Pelo Saldo:
4.55% (115.35 EUR)
Pelo Capital Líquido:
1.69% (42.34 EUR)

Distribuição

Símbolo Operações Sell Buy
GER40 43
XAUUSD 11
EURUSD 11
US500 10
GBPUSD 4
10 20 30 40 50
10 20 30 40 50
10 20 30 40 50
Símbolo Lucro bruto, USD Loss, USD Lucro, USD
GER40 29
XAUUSD -113
EURUSD 14
US500 10
GBPUSD -11
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
Símbolo Lucro bruto, pips Loss, pips Lucro, pips
GER40 6.4K
XAUUSD -11K
EURUSD 299
US500 166
GBPUSD -163
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K
  • Depósito carregado
  • Rebaixamento
Melhor negociação: +31.96 EUR
Pior negociação: -45 EUR
Máximo de vitórias consecutivas: 3
Máximo de perdas consecutivas: 4
Máximo lucro consecutivo: +35.95 EUR
Máxima perda consecutiva: -80.57 EUR

A slippage média baseada em estatísticas de contas real de diferentes corretoras é especificada em pontos. Depende da diferença entre as cotações do provedor de "PepperstoneGmbH-Live" e do assinante, bem como de atrasos na execução de ordens. Quanto menor o valor, melhor a qualidade da cópia.

Sem dados

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.



Sem comentários
2026.10.02 15:33
Share of days for 80% of growth is too low
2026.10.01 07:47
80% of growth achieved within 1 days. This comprises 4.76% of days out of 21 days of the signal's entire lifetime.
2026.09.28 06:01
Removed warning: The number of deals on the account is too small to evaluate trading
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
Para estatísticas em detalhe, Faça o login ou registrar
Sinal
Preço
Crescimento
Assinantes
Fundos
Saldo
Semanas
Expert Advisors
Negociações
Rentável
Atividade
PF
Valor esperado
Rebaixamento
Alavancagem
30 USD por mês
-3%
0
0
USD
2.4K
EUR
9
87%
79
43%
34%
0.83
-0.79
EUR
5%
1:30
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