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AUTOMATIC TRADING SYSTEMS - Performance of System 10CRC on EUR/USD

Systems

The System 10CRC works with the EUR/USD currency pair. The calculations were made with a 1:1 leverage and with one lot, so if you wish to pass it to the Micro, Mini, or Standard Lots, you´ll have to do the maths (multiplying by 1000, 10000, or 100000). And for adding more lots (5 lots, for example), we only have to multiply by the number of lots

FOREX
MICRO LOT=1000 (=1K)
MINI LOT= 10000 units (=10K)
STANDARD= 100000 units (=100K)

(*)All the outcomes are in USD(*). Down in this page we will see the importance of the rate of exchange when withdrawing the money from our account.

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

113

 

 

 

 

 

 

 

 

 

 

 

MONTHLY EQUITY DIFFERENCES

SYSTEM

10CRC

UPDATED ON:

19-Aug-12

 

 

YEAR

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

ANNUAL

TOTAL

1993

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0040

0.0126

-0.0020

0.0146

0.0146

1994

-0.0102

-0.0193

-0.0095

0.0189

0.0030

0.0363

-0.0174

0.0119

0.0055

0.0279

-0.0300

-0.0108

0.0063

0.0209

1995

0.0061

0.0343

0.0571

-0.0053

-0.0513

0.0239

0.0133

0.0220

0.0131

0.0082

0.0039

-0.0074

0.1179

0.1388

1996

0.0135

-0.0091

-0.0246

0.0170

-0.0081

0.0049

0.0324

-0.0207

-0.0027

0.0007

0.0215

0.0020

0.0268

0.1656

1997

0.0364

0.0315

-0.0037

-0.0196

-0.0266

-0.0397

0.0422

-0.0067

0.0247

-0.0361

-0.0184

-0.0179

-0.0339

0.1317

1998

0.0063

-0.0469

-0.0146

-0.0013

0.0001

-0.0333

-0.0089

-0.0017

0.0493

0.0270

0.0402

-0.0422

-0.0260

0.1057

1999

0.0357

0.0331

0.0261

0.0185

-0.0276

0.0066

0.0189

-0.0144

-0.0420

0.0048

0.0448

0.0025

0.1070

0.2127

2000

-0.0141

-0.0260

0.0120

0.0434

0.0103

0.0161

-0.0075

0.0378

0.0047

0.0349

-0.0130

0.0694

0.1680

0.3807

2001

-0.0228

0.0139

0.0453

-0.0399

0.0435

-0.0434

-0.0026

0.0350

-0.0007

0.0096

0.0039

-0.0260

0.0158

0.3965

2002

-0.0279

-0.0255

0.0026

0.0288

0.0320

0.0584

-0.0138

-0.0187

-0.0340

-0.0203

0.0039

0.0531

0.0386

0.4351

2003

0.0290

-0.0211

-0.0537

0.0253

0.0589

-0.0022

0.0291

0.0243

-0.0389

-0.0061

-0.0100

0.0600

0.0946

0.5297

2004

-0.0367

-0.0685

0.0175

-0.0224

-0.0152

-0.0005

-0.0055

-0.0163

0.0208

0.0355

0.0497

-0.0231

-0.0647

0.4650

2005

-0.0181

0.0122

0.0021

-0.0567

0.0426

0.0205

-0.0263

0.0219

0.0070

0.0040

0.0192

-0.0084

0.0200

0.4850

2006

0.0319

-0.0040

0.0081

0.0514

-0.0001

-0.0154

-0.0544

-0.0064

0.0016

-0.0084

0.0420

-0.0037

0.0426

0.5276

2007

-0.0071

-0.0025

-0.0131

0.0293

-0.0152

-0.0056

0.0136

-0.0026

0.0529

0.0211

0.0160

-0.0274

0.0594

0.5870

2008

0.0272

0.0325

0.0564

-0.0132

-0.0322

-0.0967

-0.0021

0.0923

0.0574

0.1373

-0.0159

0.1275

0.3705

0.9575

2009

-0.1028

0.0129

0.0173

-0.0118

0.0386

-0.0100

0.0215

0.0083

0.0308

0.0076

0.0319

0.0328

0.0771

1.0346

2010

0.0484

0.0248

-0.0395

-0.0378

0.1025

-0.0253

0.0803

-0.0344

0.0934

-0.0077

0.0319

-0.0443

0.1922

1.2268

2011

-0.0317

0.0106

0.0339

0.0652

-0.0580

-0.0560

0.0126

-0.0289

0.0399

-0.0449

0.0404

0.0498

0.0329

1.2597

2012

-0.1325

0.0369

-0.0684

-0.0406

0.0437

-0.0148

-0.0233

0.0036

       

-0.1954

1.0643

% POSIT.

50%

50%

61%

50%

50%

39%

50%

44%

72%

68%

74%

42%

84%

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

-0.1694

0.0198

0.0513

0.0492

0.1409

-0.1761

0.1020

0.1062

0.2828

0.1992

0.2747

0.1839

 

 

 

We need to highlight the importance of the rate of exchange. Variations of rate of exchange are basic not only for the profit and losses of the system, but to gain money in our original currency once we change it.
It is worhtless having a winning system on EUR/USD if when changing the currency we lose everything we had won, even more.
All this can also happen conversely. We can also be benefit by rate of exchange, of course. So the loses of our trading could be reduced, and our profits increased.
Let´s assume that we open an account in USD to trade FOREX. If we change 10,000 EUR into USD at a 1.25 EUR/USD rate, we would have 12,500 USD into our account ready to trade.
After a year (for example) of trading, our system made us win 1,000 USD, so we would have 13,500 USD in our FOREX account. However, if we want to change the USD into EUR to spend in Europe, we don´t want the rate of exchange be at 1.50, because our 13,500 USD account will worth 9,000 EUROS. So after a year of successful trading we would be worse.
Initial Situation: 10,.000 EUR = 12,500 USD
System Earnings = 1,000 USD
Total USD = 13,500 USD
Total EUR = 9,.000 EUR (we would have lost 1,000 EUR)
On the same way, if initial conditions are the same and we get the same result, but after 1 year the rate of exchange is 1 EUR/USD, then our 13,500 USD would worth 13,500 EUR (we would have win 3,500 EUR).


Therefore, which is the optimal strategy?:
Assuming (economists always assume) that we do not have USD, so we need to change our EUR into USD, the best situation for us would be that in which the rate of exchange is the maximum possible, and when changing it back to EUR, the rate is the minimum, but because it is impossible to know beforehand, we think that the least bad is that the rate of exchange is between the maximum and minimum limits, not being close the minimun extreme, and then hope/desire that when exchanging it back to EUR, the rate of exchange is on our side (for example, if we change at a 1.25 rate, it would be great that our system wins and the EUR/USD is 1.10 when converting to our original currency (EUR).
If we want to avoid totally the risk of rate of exchange, we should open a long position on EUR as soon as we had change EUR into USD to fully cover the risk and on the same amount previosly changed.

The following chart shows us how the Equity changes depending on the currency we measure it (EUR or USD). We can see that when the EUR/USD = 1 (years 2000 and 2002), both equities are worth the same, and when rate is higher than 1, equity expressed in USD is above, and conversely when rate is lower than 1.

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(*)System operating in real since Mar/2010

 

 

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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