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).
Dollar Index: 81.25
ETF sul DollarIndex (simbolo americano UUP)
Wisdom Tree Brazilian Real Fund (simbolo americano BZF)
Wisdom Tree Chinese Yuan Fund (simbolo americano CYB)
Wisdom Tree Euro Fund (simbolo americano EU)
ETF sul Dollaro canadese (simbolo americano FXC)
ETF sulla Sterlina inglese (simbolo americano FXB)
ETF sul Pesos messicano (simbolo americano FXM)
ETF sulla Corona svedese (simbolo americano FXS)
ETF sul Franco svizzero (simbolo americanoFXF)
Wisdom Tree Indian Rupee Fund (simbolo americano ICN)
Dreyfus Japanese Yen Fund (simbolo americano JYF)
Dreyfus New Zealand Dollar Fund (simbolo americano )
Dreyfus South African Rand Fund (simbolo americano )
Barclays multi currency con pesatura uguale: Chinese RMB, Hong Kong Dollar, Singapore Dollar, Saudia Arabia Riyal, UAE Dirham (simbolo americano PGD)
The position of the Trader is “negative” since 18th February 2009 price of 86.86
The position will change with a daily close above 85.76
The position of the Investor is “negative” since 19th December 2008 price of 81.35
The position will change with a weekly close above 89.70
Positions closet since 01st June 2002) Profit Loss
Trader 10.0 + 42.31 % 14.0 – 18.05 %
Investor 6.0 + 24.40 % 6.0 – 13.85 %
Comment:
Trade Weighted Index Dollaro americano = TWI USSP (simbolo Bloomberg)
US Trade Weighed Real Broad Dollar USTRBROA (simbolo Bloomberg)
EURO/$: 1.3779
ETF sul’Euro/$ (simbolo americano FXE)
The position of the Trader is “positive” since 17th March 2009 price of 1.3021
The position will change with a daily close below 1.2695
Trend Indicator MACD: positive (01.05.2009)
The position of the Investor is “positive” since 20th March 2009 price of 1.3575
The position will change with a daily close below 1.2695
Trend Indicator MACD: positive (19.12.2009)
Moving average of 12 months:
The position of the System is “positive” since 20th May 2009 price of 1.3765
The position will change with a daily close below 1.2758
The position of the Contrarian Trader is “neutral” since price of
The position will change with a daily close above
The position of the Contrarian Investor is “neutral” since price of
The position will change with a daily close above
Positions closed (since 01.06.2002) Profit Loss
Trader 20.0 + 87.72 % 28.0 -55.01 %
Investor 11.0 + 60.60 % 9.0 -22.61 %
System (changed 21.03.2007) 14.0 + 80.24 % 22.0 -29.86 %
Contrarian Trader 2.0 + 17.32 % 1.0 – 0.37 %
Contrarian Investor
Comment: the position of the system has changed from negative to positive
Trade Weighted Index Euro = TWI EUSP (simbolo Bloomberg)
$/Frs: 1.1000
The position of the Trader is “negative” since 15th December 2008 price of 1.1591
The position will change with a daily close above 1.1780
The position of the Investor is “negative” since 19th December 2008 price of 1.1115
The position will change with a daily close above 1.1985
The position of the System is “positive” since 08th May 2009 price of 1.1040
The position will change with a daily close above 1.1830
Positions closed (since 01.06.2002) Profit Loss
Trader 18.0 + 61.80 % 19.0 -43.69 %
Investor 8.0 + 33.44 % 12.0 -35.01 %
System (changed 21.03.2007) 13.0 + 51.80 % 27.0 -39.78 %
Comment:
Trade Weighted Index Franco svizzero = TWI SFSP (simbolo Bloomberg)
Bloomberg JP Morgan Asia Currencies against Dollar Index (ADXY): 107.86
(Valute asiatiche contro il dollaro americano)
Un altro indice è il Deutsche Bank Asia/Euro Spot con il simbolo Bloomberg ASIEURSP
ETF su $/Valuta cinese con il simbolo americano CNY
The position of the Trader is “positive” since 16th March 2009 price of 103.35
The position will change with a daily close below 103.25
The position of the Investor is “positive” since 03rd April 2009 price of 105.25
The position will change with a daily close below 102.25
Positions closed (since 01.06.2002) Profit Loss
Trader 2.0 + 7.86 % 3.0 – 5.67 %
Investor 1.0 + 5.35 % 0.0 – 0.00 %
$/Yen: 94.87
The next turning points for the US Dollar/Yen exchange rate are: 4 – 6 May (minor high), 25 May, 16 – 17 June
ETF sul’Euro/$ (simbolo americano FXY)
The position of the Trader is “positive” since 18th February 2008 price of 93.78
The position will change with a daily close below 93.55
Indicatore di tendenza MACD: negativo (16.03.2009)
The position of the Investor is “positive” since 27th February 2009 price of 98.94
The position will change with a weekly close below 95.25
Indicatore di tendenza MACD: positivo (25.04.2008)
The position of the System is “negative” dal 13th May 2009 price of 95.29
The position will change with a weekly close above 101.03
Positions closet since 31 December 2006) Profit Loss
Trader 7.0 + 25.80 % 4.0 – 6.21 %
Invesor 5.0 + 15.74 % 6.0 – 18.40 %
System (changed on 21.03.2007) 15.0 + 53.60 % 26.0 – 42.57 %
Comment:
Trade Weighted Index Yen giapponese = TWI SFSP (simbolo Bloomberg)
