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AUTOMATIC TRADING SYSTEMS - Combination of IBEX+EUR/USD

Systems

 

Let´s see the performance of our equity if we combine one system that trades in IBEX with other that trades the EUR/USD.
Systems used here are the same that in IBEX35 and EUR/USD, but we will work with fewer contracts in order to reduce the adrenaline and be able to operate the system with a similar size account of those seen in IBEX and EUR/USD.

Therefore the calculations here shown will be with a maximum of 4 contracts on miniIBEX and 1 contract of 50,000 (50K) for the EUR/USD.

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

The reason of using differents systems, differents markets and differents currencies is not to maximize the global return, but to try to cut down its DrawDown.
Doing so we could, with the same invested amount, reduce the DrawDown more than a 15%

For further information about System 4.5MIX, go to Statistics.

Let´s see a comparative of system equities based on IBEX and EUR/USD.
The yellow line represents the Equity on IBEX (with a maximum of 4 contracts MINI as said before)
The green line represents the Equity on EUR/USD expressed in USD
The blue line represents the Equity on EUR/USD, expressed in EUR.

Therefore, the black line represents the aggregate (in EUR) of systems acting on IBEX and EUR/USD (so, is the sum of blue and yellow lines because both of them are expressed in EUR).

3212

 

 

 

 

 

 

 

 

 

(*)Data in EUROS(*)

MONTHLY EQUITY DIFFERENCES

SYSTEM

4.5MIX

UPDATED ON:

19-Aug-12

 

 

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

275

389

-434

231

231

1994

271

-1,239

-808

1,100

-703

2,203

-1,312

400

569

934

-1,470

-348

-403

-172

1995

782

1,061

2,375

-541

-1,988

710

957

1,297

268

487

20

172

5,601

5,429

1996

1,116

73

-1,596

1,710

-274

788

458

-976

2

326

2,345

2,035

6,008

11,437

1997

2,652

1,473

-272

334

320

406

2,154

-1,085

1,293

-2,655

-1,637

-767

2,216

13,653

1998

3,219

1,551

4,605

-1,089

-386

-2,062

-415

5,558

4,385

-1,374

5,268

-2,786

16,474

30,127

1999

527

922

71

368

-1,394

660

2,270

-2,637

-3,461

-897

4,351

2,883

3,664

33,791

2000

-2,364

2,736

-556

3,070

3,343

1,058

-570

866

904

3,158

2,600

2,787

17,032

50,823

2001

-4,589

1,499

4,591

-4,391

3,756

-1,111

770

1,735

4,007

-530

-340

-1,409

3,986

54,810

2002

-554

-1,838

-517

842

1,819

5,810

2,281

-2,290

1,479

-3,661

-354

1,716

4,733

59,543

2003

501

-1,253

-2,774

-708

1,088

1,566

2,622

1,798

-3,312

-1,685

-715

3,387

515

60,058

2004

-496

-1,486

-1,298

-1,873

-2,657

-566

-499

-805

-23

2,314

2,327

335

-4,727

55,332

2005

215

894

59

-2,016

1,166

2,579

327

-135

2,723

-1,362

1,068

282

5,800

61,131

2006

2,256

2,768

460

403

-2,565

-1,279

-3,213

996

2,678

2,814

1,285

1,104

7,708

68,839

2007

906

-1,769

-2,374

-714

2,262

-1,763

-1,659

1,262

519

4,631

-1,272

-3,017

-2,988

65,851

2008

6,781

360

67

-236

-338

2,889

515

3,161

5,819

15,596

255

1,613

36,481

102,332

2009

689

4,167

-1,882

-1,964

-751

-359

3,269

2,142

1,932

-903

-1,081

3,123

8,382

110,714

2010

1,666

4,076

-3,417

-5,228

11,928

-1,588

289

-3,601

9

-62

5,754

-6,097

3,731

114,445

2011

-3,255

-47

-2,929

-1,050

-1,899

-1,419

734

2,603

4,240

-3,705

1,860

2,730

-2,136

112,309

2012

-7,324

195

-1,599

2,746

7,672

-5,673

-1,616

-1,584

       

-7,183

105,126

% POSIT.

65%

65%

35%

40%

45%

50%

60%

55%

79%

47%

63%

63%

79%

 

Acumulado

3,001

14,141

-7,793

-9,236

20,398

2,849

7,361

8,706

24,033

13,702

20,654

7,310

 

 

 

(*)Systems 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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