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AUTOMATIC TRADING SYSTEMS - Performance of System 8.3IX on IBEX35

Systems

The System 8.3IX is a trend follower system with the goal of being in the market as much time as possible, and making the less possible deals adjusted to some parameters in order to do not operate every day and trying to take away exciting and stress to the speculative activity of Trading.

It is a bidirectional system, so it ca be long (bought, bullish) or short (sold, bearish).

Each system individually is always in the market with an open position, but, dependig on circumstances, the System 8.3IX can be out the market due to long positions and short positions of all systems are even, so the global position would be out of the market..

The Systems were designed to achieve one goal: to beat the market and to make money. And out the market the system does not make money (neither it losses money, but if we don´t want to lose money, we wouldn´t open an account in a broker). So the Systems were designed to be almost always in the market.

For further information about the Aggregate System, take a look at Statistics

MONTHLY EQUITY DIFFERENCES

SYSTEM

8.3IX

UPDATED ON:

19-Aug-12

 

 

YEAR

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

ANNUAL

TOTAL

1991

-886

1,196

665

-196

308

-295

178

-1,054

295

-1,038

644

58

-125

-125

1992

-270

1,135

-900

-191

-876

-77

2,112

1,031

904

-704

-79

0

2,086

1,961

1993

626

261

502

216

1,032

322

1,012

3,033

-1,887

1,312

-1,023

385

5,791

7,752

1994

2,922

-1,639

124

-254

-1,926

1,220

-1,112

-486

1,283

-440

-650

860

-97

7,654

1995

341

-767

705

-636

-129

-175

1,111

475

-457

411

-559

966

1,286

8,940

1996

725

1,325

-853

1,806

230

1,220

-1,815

-369

38

730

2,889

3,895

9,820

18,761

1997

1,379

-272

523

1,891

3,165

4,411

-94

-739

650

-1,487

-2,243

405

7,588

26,349

1998

5,628

7,529

10,473

-2,174

-1,022

-1,475

-791

11,206

4,706

-5,864

6,718

-970

33,962

60,312

1999

-1,079

-280

-2,358

270

172

851

3,295

-4,622

-2,593

-2,803

3,291

5,466

-389

59,922

2000

-3,154

7,406

-2,298

460

6,235

858

-335

-4,863

815

224

8,442

838

14,627

74,550

2001

-7,675

222

1,945

-3,740

69

2,241

3,187

1,271

8,057

-2,130

-659

-263

2,525

77,074

2002

-119

-466

-1,588

-754

1,636

8,295

5,310

-1,953

7,308

-4,856

-473

154

12,493

89,567

2003

-1,215

-414

428

-3,890

-757

2,276

1,598

397

-789

-3,196

766

3,878

-919

88,648

2004

1,542

2,556

-5,472

-2,887

-3,175

-1,428

-1,391

285

-1,299

2,931

2,198

3,102

-3,039

85,609

2005

815

1,337

-956

399

-2,859

2,849

2,776

-1,742

3,487

-3,502

-462

1,409

3,549

89,158

2006

2,963

5,091

909

-1,783

-6,190

-1,552

-2,355

2,614

5,583

6,546

770

2,378

14,973

104,132

2007

2,530

-2,584

-4,148

-3,075

3,804

-3,191

-3,917

2,581

-864

8,026

-2,116

-3,823

-6,775

97,356

2008

12,467

-441

-1,337

0

468

12,438

1,062

-2,274

5,758

14,972

1,643

122

44,878

142,235

2009

2,857

6,636

-2,420

-1,553

0

195

7,270

4,080

3,128

-2,357

-3,339

1,560

16,056

158,290

2010

-3,207

4,913

-5,379

-9,556

9,062

-2,057

0

-6,563

-1,375

2,387

1,915

-5,338

-15,198

143,092

2011

-2,320

83

-6,819

-3,200

-939

1,171

-892

7,297

439

-1,850

-3,346

-2,317

-12,693

130,400

2012

-1,711

-49

1,445

7,976

6,744

-8,099

-3,823

-3,696

       

-1,214

129,186

111

 

 

 

 

 

 

 

 

 

 

 

 

The following chart shows the evolution of the System 8.3IX vs. its Benchmark (IBEX35) starting with an initial capital of 10,000 EUR.

20110205

 

 

 

 

 

 

 

 

 

 

 

SYSTEM 8.3IX

 

Updated on

26-Mar-11

Total Earnings Closed Positions

 

134,036.50

Net Earnings Long

72,838.70

Net Earnings Short

61,197.80

Gross Earning Long

126,429.20

Gross Earning Short

111,516.60

Gross Loss Long

-53,590.50

Gross Loss Short

-50,318.80

Higher earning Long

20,636.60

Higher earning Short

19,423.60

Higher loss Long

-10,398.40

Higher loss Short

-5,499.20

Average Earning Long

1,693.92

Average Earning Short

1,359.95

Average Earning

1,523.14

Average Operation (days)

84.92

Daily Earning Expectancy

17.94

Average Winner Operation (days)

132.37

Monthly Earning Expectancy

538.08

Average Losser Operation (days)

43.53

Average Loss per Negative Operation

-2,210.84

Profit Factor

2.29

Nº Total Operations

88

 

 

Nº Long Positions

43

Nº Short Positions

45

Positive Long Positions

20

Positive Short Positions

21

Negative Long Positions

23

Negative Short Positions

24

% Winner Long

46.51%

%Winner Short

46.67%

% Winner Total

46.59%

 

 

Nº Days

7,473

Nº Bars

5,144

DRAWDOWN

 

 

 

Data for an Initial Capital of

40,000.00

Maximum DD in % from Initial Capital

-73.68%

Maximun DrawDown

-29,471.00

Maximum DD in % from NAV

-18.02%

From NAV

163,507.50

From Date

28/09/09

To NAV

134,036.50

To Date

25/03/11

nº days DrawDown

543

Nº Bars DrawDown

381

Sharpe Ratio

1.06

 

 

Sortino Ratio

3.50

System operating in real since

Mar-10

 

 

 

 

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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