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).
Nikkei 225: 10’135
ETF Nikkei 225 ETF JP3027650005 (simbolo giapponese 1321)
Japan Smaller Capitalisation ISIN US4710941043(simbolo americano JOF)
Ishare MSCI Japan Index Fund (simbolo americano EWJ), ISIN US4642868487
Ishare SP/Topix (simbolo americano ITF)
LyxorETF quotato a Milano (simbolo JPN) sull’indice TOPIX ISIN FR00102455514
WisdomTree Japan Dividend Fund (simbolo americano DFJ)
SPDR Russell/Nomura Small Cap Japan (simbolo americano JSC)
Ishares MSCI Japan (simbolo IJPN Milano)
The position of the Trader is “positive” since 16th March 2009 price of 7’704
The position will change with a daily close below 9’115
Trend Indicator MACD: positive (13.03.2009)
The position of the Investor is “positive” since 08th May 2009 price of 9’385
The position will change with a daily close below 7’590
Trend Indicator MACD: positive (30.12.2008)
Moving average of 12 months: negative (31.08.2007)
The position of the System is “positive” since 26th May 2009 price of 9’310
The position will change with a daily close below 8’690
Positions closed (since 01.06.2002) Profit Loss
Trader 9.0 + 113.38 % 7.0 -37.96 %
Investor 4.0 + 81.15 % 3.0 -23.53 %
System (changed 21.03.2007) 5.0 + 75.76 % 3.0 -14.45 %
MSCI Emerging Markets Free (local currency) (valuta locale) MSELEGF: 36’154
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 31’850
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 %
Hang Seng: 18’791
The next turning points for the Hang Seng Index are: 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 16’710
The position of the Investor is “positive” since 9th May 2009 price of 17’389
The position will change with a daily close below 12’580
The position of the System is “positive” since 06th April 2009 price of 14’998
The position will change with a daily close below 14’089
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 %
Hang Seng China Enterprise Index (titoli H): 11’088
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 9’350
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 8’058
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 %
Bombay BSE Sensex 30 Index: 15’411
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 11’510
The position of the Investor is “positive” since 09th April 2009 price of 10’742
The position will change with a daily close below 8’910
The position of the System is “positive” since 26th March 2009 price of 10’003
The position will change with a daily close below 10’355
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 %
