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).
MSCI Emerging Markets Free (local currency) (valuta locale) MSELEGF: 31’180
ETF Mercati emergenti (simbolo americano EEM)
Ultrashort MSCI Emerging (EEV)
Short MSCI Emerging (EUM)
Clamore/BNY Bric ETF (simbolo americano EEB)
Bldrs Emerging Markets 50 ADR Index (simbolo americano ADRE)
Ishares MSCI Emergine Markets (Barclays) (simbolo francese IEM) ISIN IE00B0M63177 (senza hedge valutario)
Lyxor ETF MSCI AC ASIA ex Japan (simbolo italiano AEJ) ISIN FR001031212124
Wisdomtree Pac ex Japan DVD Fund (simbolo americano DND) ISIN US97717W8284
Asia Tigers Fund (simbolo americano GRR)
Templeton Dragon Fund (simbolo americano TDF)
Indice S&P Next 11 Core 5 (simbolo N22C5T)
ETF sul Vietnam (simbolo a Milano XFVT) ISIN LU0322252924 Indice VNINDEX
The position of the Trader is “positive” since 23rd March 2009 price of 28’486
The position will change with a daily close below 24’354
The position of the Investor is “positive” since 17th April 2009 price of 31’180
The position will change with a weekly close below 24’354
Positions closet since 15th June 2007) Profit Loss
Trader 4.0 + 65.66 % 4.0 – 20.07 %
Investor 2.0 + 41.95 % 1.0 – 7.10 %
Comment: The position of the investor has changed from negative to positive
Hang Seng: 15’601
The next turning points for the Hang Seng Index are: 9 – 10 April, 23 – 24 April, 8 May, 7 – 10 June
Ishares MSCI Hong Kong Index ISIN US4642868719 (simbolo americano EWH)
China Fund (simbolo americano CHN)
Eshares FTSE/XINHUA China 25 (comprende i 25 titoli cinesi più importanti quotati negli USA) simbolo americano FXI
Powershares Golden Dragon H (simbolo americano PGJ)
Ishares Asia Trust Ftse/Xinhua A 50 China Tracker (2823 simbolo sulla borsa di Hong Kong)
ETF “H” Shares (2828 simbolo sulla borsa di Hong Kong)
The position of the Trader is “positive” since 26th March 2009 price of 14’109
The position will change with a daily close below 12’109
The position of the Investor is “negative” since 9th May 2008 price of 25’063
The position will change with a daily close above 15’890
The position of the System is “positive” since 06th April 2009 price of 14’998
The position will change with a daily close below 13’832
Positions closed (since 01.06.2002) Profit Loss
Trader 16.0 + 202.76 % 15.0 -70.08 %
Investor 8.0 + 86.56 % 8.0 -36.60 %
System (changed 21.03.2007) 10.0 + 135.38 % 13.0 -44.42 %
Comment: The position of the system has changed from negative to positive
Hang Seng China Enterprise Index (titoli H): 9’141
HSCEI (titoli cinesi quotati a Hong Kong) simbolo Bloomberg
LyxorETF quotato a Milano (simbolo CINA)
The position of the Trader is “positive” since 16th March 2009 price of 7’599
The position will change with a daily close below 7’410
The position of the Investor is “positive” since 17th April 2009 price of 9’141
The position will change with a daily close below 7’410
The position of the System is “positive” since 18th March 2009 price of 7’632
The position will change with a daily close below 7’212
Positions closed (since 01.06.2002) Profit Loss
Trader 6.0 + 162.91 % 6.0 -28.90 %
Investor 4.0 + 86.77 % 2.0 -34.41 %
System (changed 21.03.2007) 4.0 + 163.72 % 13.0 -44.42 %
Comment: The position of the investor has changed from negative to positive
Bombay BSE Sensex 30 Index: 10’947
India Fund ISIN US4540891037 (simbolo americano IFN)
The position of the Trader is “positive” since 27th March 2009 price of 10’003
The position will change with a daily close below 8’780
The position of the Investor is “positive” since 09th April 2009 price of 10’742
The position will change with a daily close below 8’290
The position of the System is “positive” since 26th March 2009 price of 10’003
The position will change with a daily close below 9’035
Positions closed (since 01.06.2002) Profit Loss
Trader 9.0 + 176.82 % 7.0 -16.70 %
Investor 6.0 + 179.96 % 3.0 -14.12 %
System (changed 21.03.2007) 9.0 + 161.24 % 7.0 -45.11 %
Brasile Bovespa Index: 46’024
Ishares MSCI Brazil ISIN US4642864007 (simbolo americano EWZ)
Ishares S&P Latin America 40 Index Fund (simbolo americano ILF)
The position of the Trader is “positive” since 18th March 2009 price of 40’142
The position will change with a daily close below 37’950
The position of the Investor is “negative” since 20th June 2007 price of 64’613
The position will change with a daily close above 47’700
The position of the System is “positive” since 09th April 2009 price of 45’538
The position will change with a daily close below 42’393
Positions closed (since 01.06.2002) Profit Loss
Trader 7.0 + 93.12 % 9.0 -47.20 %
Investor 2.0 + 79.63 % 3.0 -34.69 %
System (changed 21.03.2007) 6.0 + 84.78 % 2.0 -10.68 %
Comment: The position of the system has changed from negative to positive
RU Russian RTS Index: $ 805
Lyxor ETF Russia (DJ RusIndex Titans 10) con il simbolo LYRUS (Svizzera), www.lyxorETF.ch
Templeton Russia and Eeastern Europe Fund (simbolo US TRF)
SPDR S&P Emerging Europe ETF (simbolo Americano GUR)
Lyxor ETF Eastern Europe (simbolo a Parigi CEC)
ETF Russia (simbolo americano RSX)
The position of the Trader is “positive” since 23rd March 2009 price of 737
The position will change with a daily close below 533
The position of the Investor is “positive” since 27th March 2009 price of 740
The position will change with a daily close below 533
The position of the System is “positive” since 18th March 2009 price of 7’8632
The position will change with a daily close below 1197
Positions closed (since 01.06.2002) Profit Loss
Trader 11.0 + 296.65 % 8.0 -45.43 %
Investor 3.0 + 238.09 % 7.0 -64.85 %
System (changed 21.03.2007) 17.0 + 234.10 % 14.0 -73.82 %
