| Símbolo | Operações | Sell | Buy | |
|---|---|---|---|---|
| GER40 | 43 | |||
| XAUUSD | 11 | |||
| EURUSD | 11 | |||
| US500 | 10 | |||
| GBPUSD | 4 | |||
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| Símbolo | Lucro bruto, USD | Loss, USD | Lucro, USD | |
|---|---|---|---|---|
| GER40 | 29 | |||
| XAUUSD | -113 | |||
| EURUSD | 14 | |||
| US500 | 10 | |||
| GBPUSD | -11 | |||
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| Símbolo | Lucro bruto, pips | Loss, pips | Lucro, pips | |
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| GER40 | 6.4K | |||
| XAUUSD | -11K | |||
| EURUSD | 299 | |||
| US500 | 166 | |||
| GBPUSD | -163 | |||
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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.