Statistical Alpha Portfolio

0 comentários
Confiabilidade
2 semanas
0 / 0 USD
crescimento desde 2026 2%
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  • Capital líquido
  • Rebaixamento
Negociações:
10
Negociações com lucro:
8 (80.00%)
Negociações com perda:
2 (20.00%)
Melhor negociação:
14.13 EUR
Pior negociação:
-4.87 EUR
Lucro bruto:
42.64 EUR (6 819 pips)
Perda bruta:
-5.17 EUR (107 pips)
Máximo de vitórias consecutivas:
7 (35.95 EUR)
Máximo lucro consecutivo:
35.95 EUR (7)
Índice de Sharpe:
0.79
Atividade de negociação:
22.15%
Depósito máximo carregado:
22.62%
Último negócio:
1 dias atrás
Negociações por semana:
6
Tempo médio de espera:
12 horas
Fator de recuperação:
7.25
Negociações longas:
8 (80.00%)
Negociações curtas:
2 (20.00%)
Fator de lucro:
8.25
Valor esperado:
3.75 EUR
Lucro médio:
5.33 EUR
Perda média:
-2.59 EUR
Máximo de perdas consecutivas:
2 (-4.91 EUR)
Máxima perda consecutiva:
-4.91 EUR (2)
Crescimento mensal:
1.50%
Algotrading:
60%
Rebaixamento pelo saldo:
Absoluto:
0.00 EUR
Máximo:
5.17 EUR (0.20%)
Rebaixamento relativo:
Pelo Saldo:
0.20% (5.17 EUR)
Pelo Capital Líquido:
0.92% (22.99 EUR)

Distribuição

Símbolo Operações Sell Buy
XAUUSD 4
GER40 4
GBPUSD 2
1 2 3 4
1 2 3 4
1 2 3 4
Símbolo Lucro bruto, USD Loss, USD Lucro, USD
XAUUSD 33
GER40 15
GBPUSD -6
10 20 30 40
10 20 30 40
10 20 30 40
Símbolo Lucro bruto, pips Loss, pips Lucro, 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
  • Depósito carregado
  • Rebaixamento
Melhor negociação: +14.13 EUR
Pior negociação: -5 EUR
Máximo de vitórias consecutivas: 7
Máximo de perdas consecutivas: 2
Máximo lucro consecutivo: +35.95 EUR
Máxima perda consecutiva: -4.91 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
2026.09.25 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
2%
0
0
USD
2.5K
EUR
2
60%
10
80%
22%
8.24
3.75
EUR
1%
1:30
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