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AUTOMATIC TRADING SYSTEMS - Combination of IBEX+EUR/USD with MONEY MANAGEMENT

Systems

 

Here we can see how our Equity would perform if combining the same systems shown in miniIBEX+EUR/USD, but in this case we are using a very simple Money Mangement technique.
The Money Management technique consists in adding an additional contract to each IBEX subsystem when foretold sub-systems wins 3,000 EUR (with closed operations), and on the same way, we increase 50,000 EUR in EUR/USD system when wins 3,000 USD (and 50,000 in short positions as seen and explained on Money Management)
Besides, we do not increase more than 1 contract each time (even if the sub-system has won 6,500 EUR thanks to the last closed trade, we do not open the 2 contracts that would correspond, but only 1 in order to not increase our exposition too soon).
Intial Capital taken to make all the calculations is 59,000 EUR. That amount of capital has been determined by the MDD (Maximum DrawDown) of each sub-system during this 18 years. This MDD has been mulplied by 2. However the system could have been operated with a lower initial capital (about 40,000 EUR) so yields would have been higher. We say that less capital could have been used because MDD of all sub-systems does not happen at the same time, so when a sub-system is in MDD, probably, the others are not.

We have expressed the data on the chart in EUR to be able to see the global equity of the trading account, however we think it is better to have trading accounts in different currencies, as shown before

MONTHLY EQUITY DIFFERENCES

SYSTEM

4.5MIX MONEY MANAGEMENT

UPDATED ON:

31-Dec-10

 

 

YEAR

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

ANNUAL

TOTAL

1993

0

0

0

0

0

0

0

0

0

472

42

-766

-252

-252

1994

956

-2,493

-1,143

941

-1,382

2,361

-2,068

-211

841

539

-1,433

-623

-3,714

-3,966

1995

860

553

2,693

-565

-2,270

614

1,405

2,547

63

938

641

490

7,969

4,003

1996

2,883

-442

-4,081

4,414

-873

1,751

1,221

-2,291

917

490

5,499

4,147

13,637

17,640

1997

9,653

5,665

-1,220

-870

-2,096

-4,525

8,163

-2,155

2,670

-6,980

-3,281

-542

4,481

22,121

1998

7,311

3,996

9,771

-3,187

-1,470

-5,443

-2,802

11,292

8,940

-2,700

12,641

-6,595

31,753

53,874

1999

3,806

3,616

924

478

-3,580

2,103

8,775

-9,143

-14,221

-2,048

23,658

8,587

22,956

76,831

2000

-9,174

2,251

533

12,023

9,113

3,857

-807

3,521

2,262

10,868

9,203

12,077

55,726

132,557

2001

-18,153

4,770

21,757

-20,154

23,895

-18,771

1,109

18,489

11,766

4,443

2,876

-17,581

14,447

147,004

2002

-19,143

-24,831

-552

22,752

27,779

54,445

-1,508

-15,318

-10,852

-22,080

2,808

33,354

46,855

193,859

2003

14,433

-15,200

-40,941

13,987

38,652

3,955

26,883

21,786

-40,191

-7,388

-7,992

29,981

37,967

231,827

2004

-14,363

-34,505

3,084

-18,866

-17,376

-2,541

-5,640

-5,996

2,660

12,670

14,205

-979

-67,647

164,179

2005

1,189

4,872

-99

-12,902

7,431

11,040

783

-2,236

9,742

-5,707

3,794

905

18,812

182,991

2006

8,269

11,313

3,139

8,443

-12,176

-7,380

-30,733

1,151

10,281

7,484

7,736

3,840

11,367

194,358

2007

2,675

-6,204

-10,027

-2,457

6,918

-7,635

-7,176

5,415

5,724

21,260

-5,225

-15,147

-11,879

182,479

2008

31,680

3,382

2,723

-124

-4,649

-16

2,034

34,502

42,304

114,515

-984

10,282

235,649

418,127

2009

1,280

21,778

-11,223

-4,860

-12

-1,965

15,567

11,323

11,877

-3,612

-8,705

24,234

55,683

473,810

2010

19,831

28,042

-26,965

-35,151

106,665

-19,513

30,842

-28,997

20,507

-5,748

46,264

-42,972

92,806

566,616

2011

 

 

 

 

 

 

 

 

 

 

 

 

 

 

% POSIT.

72%

61%

44%

39%

39%

44%

56%

50%

78%

56%

67%

56%

78%

 

Accumulated

43,994

6,561

-51,625

-36,098

174,569

12,339

46,048

43,682

65,290

117,418

101,747

42,691

 

 

 

SIMPLE YIELD NAV

SYSTEM

4.5MIX MONEY MANAGEMENT

UPDATED ON:

31-Dec-10

 

SINCE

 

YEAR

HAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

ANNUAL

INCEPTION

AER

1993

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.80%

0.07%

-1.29%

-0.43%

-0.43%

-0.43%

1994

1.63%

-4.18%

-2.00%

1.68%

-2.42%

4.25%

-3.57%

-0.38%

1.51%

0.95%

-2.51%

-1.12%

-6.32%

-6.72%

-6.72%

1995

1.56%

0.99%

4.77%

-0.96%

-3.88%

1.09%

2.47%

4.37%

0.10%

1.54%

1.04%

0.78%

14.48%

6.78%

3.34%

1996

4.58%

-0.67%

-6.24%

7.19%

-1.33%

2.70%

1.83%

-3.37%

1.40%

0.74%

8.21%

5.72%

21.65%

29.90%

9.11%

1997

12.60%

6.56%

-1.33%

-0.96%

-2.33%

-5.16%

9.81%

-2.36%

2.99%

-7.59%

-3.86%

-0.66%

5.85%

37.49%

8.29%

1998

9.01%

4.52%

10.57%

-3.12%

-1.49%

-5.58%

-3.04%

12.65%

8.89%

-2.46%

11.83%

-5.52%

39.14%

91.31%

13.85%

1999

3.37%

3.10%

0.77%

0.39%

-2.94%

1.78%

7.30%

-7.09%

-11.87%

-1.94%

22.84%

6.75%

20.34%

130.22%

14.91%

2000

-6.75%

1.78%

0.41%

9.29%

6.44%

2.56%

-0.52%

2.29%

1.44%

6.82%

5.40%

6.73%

41.03%

224.67%

18.32%

2001

-9.48%

2.75%

12.21%

-10.08%

13.29%

-9.22%

0.60%

9.94%

5.75%

2.05%

1.30%

-7.86%

7.54%

249.16%

16.92%

2002

-9.29%

-13.29%

-0.34%

14.09%

15.08%

25.68%

-0.57%

-5.78%

-4.35%

-9.25%

1.30%

15.20%

22.74%

328.58%

17.55%

2003

5.71%

-5.69%

-16.24%

6.62%

17.17%

1.50%

10.04%

7.39%

-12.70%

-2.67%

-2.97%

11.49%

15.02%

392.93%

17.29%

2004

-4.94%

-12.48%

1.27%

-7.70%

-7.68%

-1.22%

-2.73%

-2.99%

1.37%

6.42%

6.77%

-0.44%

-23.26%

278.27%

12.86%

2005

0.53%

2.17%

-0.04%

-5.63%

3.44%

4.94%

0.33%

-0.95%

4.18%

-2.35%

1.60%

0.38%

8.43%

310.15%

12.48%

2006

3.42%

4.52%

1.20%

3.19%

-4.46%

-2.83%

-12.12%

0.52%

4.59%

3.19%

3.20%

1.54%

4.70%

329.42%

11.86%

2007

1.06%

-2.42%

-4.01%

-1.02%

2.91%

-3.13%

-3.03%

2.36%

2.44%

8.84%

-2.00%

-5.90%

-4.69%

309.29%

10.59%

2008

13.12%

1.24%

0.98%

-0.04%

-1.67%

-0.01%

0.74%

12.48%

13.60%

32.41%

-0.21%

2.20%

97.59%

708.69%

14.95%

2009

0.27%

4.55%

-2.24%

-0.99%

0.00%

-0.41%

3.23%

2.28%

2.33%

-0.69%

-1.68%

4.77%

11.67%

803.07%

14.74%

2010

3.72%

5.07%

-4.64%

-6.35%

20.57%

-3.12%

5.09%

-4.56%

3.38%

-0.92%

7.43%

-6.43%

17.42%

960.37%

14.90%

2011

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


NAV (Net Asset Value) in Base 100 would be the following:

20101231

 

 

 

 

 

 

 

 

 

 

 

 

Dislcaimer

The information on this web does neither pretend to give any kind of buying or selling stock and/or derivatives recommendation, nor any kind of operative. The outcomes of its application are entirely responsibility of the persons who apply them, rejecting www.gaptick.com and his administrator any kind of possible responsibility because of them.
The outcomes here shown are based on past data, and past data does not indicate future outcomes.
Past rentabilities does not assure futures rentabilities.
This web only pretends to inform about the outcomes of the automatic syistems operated, and of its operations
.

   
   
   
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