Analisi Weekly
a cura di: Lettera Basilese
Autore: Hanspeter Ehrsam
La scheda operativa:Alcune spiegazioni….
Il trader è un investitore versatile che opera con una frequenza quasi mensile.
L’investitore è un risparmiatore conservativo che cerca di sfruttare le tendenze importanti con posizioni che non dovrebbero cambiare più di 2, 3 volte all’anno, se possibile anche meno.
Il sistema fornisce i segnali generati da un programma basato su 3 algoritmi diversi e gestiti da elementi di intelligenza artificiale.
I punti tornanti sono delle vibrazioni nel tempo che possono causare un’inversione di tendenza oppure la conclusione di uno stretto movimento laterale. Le date indicate in grassetto sono importanti mentre le rimanenti date sono vibrazioni minori che possono anche causare solo movimenti da 2 a 3 giorni a secondo della posizione del mercato.
I risultati delle posizioni chiuse
Posizioni chiuse (dal 01.06.2002) Guadagno Perdita
Trader 1.0 + 15.91 % 4.0 – 5.77 %
Investitore 1.0 + 13.57 %
Sistema 1.0 + 15.26 %
1.0 indica il numero degli affari chiusi (uno in questo caso oppure 4 nella colonna a sinsitra) mentre la percentuale indica il profitto accumulato (colonna a sinistra) o la perdita (colonna a sinistra).
CRB Index: 240.82
Ishares DB Commodity Index Tracking (DBC; USA)
LyxorETF (symbol in Milan CRB) ISIN FR0010270033
LyxorETF Non Energy € quoted in Milan (symbol CRBN) ISIN FR0010346205 Index NRY
Baltic Dry Index (symbol Bloomberg BDIY)
The position of the Investor is “positive” since 20th March 2009 price of 225.30
The position will change with a weekly close below 198.20
Positions closed (since 1st June 2002) Profit Loss
Investor 7.0 + 132.27 % 7.0 – 34.92 %
ETF Goldman Sachs Commodity Index Total Return (American Symbol: GSG): 27.78
Heavily weighed in Oil
The position of the Investitor is “negative” since 18th July 2007 price of 67.80
The position will change with a weekly close above 27.21
Positions closed since 10th February 2006 Profit Loss
Investor 2.0 + 79.93 % 6.0 – 25.80 %
Gold spot (oro): $ 925.35
The next turning points for gold are: 6 – 7 May (high), 28 – 29 May, 16 – 17 June, 20 – 21 July
ETF american with symbol GLD
ETF DB Double Gold Long (American symbol DGP)
ETF Gold in Swiss Francs (symbol in Switzerland ZGLD), gold can be delivered physically
ETF Ipath DJ-AIG Precious Metals (American symbol JJP)
African Indices: ABN Africa (ex South Africa) Total Return Index (symbol ABNZAFRI). Certificates (Swiss Francs) ISIN CH0030357716, (American Dollars) ISIN CH0030393208
The position of the Trader is”positive” since 15th December 2008 price of 837.80
The position will change with a daily close below 863.00
Trend indicator MACD: positive 24.04.2009
The position of the Investor is “positive” since 13th February 2009 price of 940.00
The position will change with a weekly close below 863.00
Trend indicator MACD: positive 19.12.2008
Moving Average of 12 months: positive (31.8.2004)
Positions closed since 1st June 2002 Profit Loss
Trader 13.0 + 132.77 % 30.0 – 77.76 %
Investor 6.0 + 97.55 % 11.0 – 66.31 %
Comment:
Il rapporto storico tra oro e petrolio è stato di 16 barili di petrolio per un’oncia d’oro (media di 35 anni). In questo momento si ottengono solo 10 barili di petrolio l’oncia d’oro.
Silver spot (argento): $ 14.00
ETF Silver (American Symbol SLV)
The position of the Trader is “positive” since 05th May 2009 price of 13.41
The position will change with a daily close below $ 12.29
Trend indicator MACD: positive 27.04.2009
The position of the Investitor is “positive” since 08th May 2009 price of 13.93
The position will change with a weekly close below $ 11.65
Trend indicator MACD: positive 19.12.2008
Positions closed since 1st June 2002 Profit Loss
Trader 8.0 + 103.91 % 11.0 – 72.89 %
Investor 1.0 + 17.23 % 9.0 – 80.40 %
Platinum cash: $ 1126
The position of the Trader is “positive” since 26th December 2008 price of 889
The position will change with a daily close below $ 1075
The position of the Investor is “positive” since 31 December 2008 price of 915
The position will change with a daily close below $ 1014
Positions closed since 10th Novembre 2002) Profit Loss
Trader 2.0 + 277.12 % 1.0 – 10.22 %
Investor 2.0 + 274.82 % 1.0 – 10.22 %
Philadelphia Gold & Silver Index ($XAU): 138.71
The position of the Trader is “positive” since 24th Novembre 2008 price of 94.82
The position will change with a daily close below 113.50
The position of the Investor is “positive” since 24the December 2008 price of 113.03
The position will change with a daily close below 106.50
Linea media mobile di 12 mesi: positive (30.09.2005)
The position of the System is “positive” since 04th May 2009 price of 127.80
The position will change with a daily close below 116.67
Positions closed since 31th December 2005 Profit Loss
Trader 7.0 + 121.12 % 5.0 – 31.70 %
Investor 3.0 + 57.14 % 6.0 – 31.98 %
System (changed 21.03.2007) 8.0 + 94.15 % 15.0 – 72.48 %
