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Report elaborato in data 19/05/2017 (dd/mm/yyyy Italy format) - 5/19/2017 (m/d/yyyy Usa format),
basato su dati aggiornati al 19/05/2017 (dd/mm/yyy)
Settings Artficial FutBar is[0 no / 1 yes]: 1
System Technical Data
Name System Trading Maximum total assets Maximum open positions Trade Size Minimum Position Value Commission mode* Fee charged to a trade side
Sys-Rotational-BUND-BTP 100,000 2 50,000 250 2 10
*1.(percent of trade) 2.($ per trade) 3.($ per share/contract)

NAV (without reinvest Profit / Loss)
 (Yr / Mn) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 Max DD 
 2011 
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
 -0.08%   9.36%   -2.25%   7.03%   -7.39% 
 2012 
 4.09%   8.68%   2.45%   3.70%   4.25%   -2.90%   -2.54%   3.05%   4.88%   2.68%   5.93%   0.69%   34.97%   -5.14% 
 2013 
 4.26%   0.63%   0.73%   4.84%   -1.25%   1.99%   -1.82%   2.33%   -1.07%   3.92%   1.17%   0.45%   16.20%   -5.06% 
 2014 
 0.80%   0.68%   1.73%   2.07%   -0.52%   -0.15%   1.13%   3.78%   0.44%   0.45%   3.46%   0.77%   14.63%   -2.43% 
 2015 
 3.40%   0.48%   0.03%   1.23%   2.34%   0.59%   1.64%   -1.27%   -0.24%   2.28%   -2.66%   -2.06%   5.77%   -3.29% 
 2016 
 2.22%   3.86%   0.41%   -2.26%   -0.06%   2.75%   1.47%   0.56%   -1.74%   2.17%   2.47%   1.27%   13.11%   -2.01% 
 2017 
 1.99%   1.16%   -4.47%   -0.33%   -0.42% 
n/a
n/a
n/a
n/a
n/a
n/a
n/a
 -2.08%   -2.84% 
Avg | Max
 2.79%   2.58%   0.15%   1.54%   0.72%   0.45%   -0.02%   1.69%   0.45%   1.90%   3.29%   -0.19%   11.95%   -8.33% 


Last 10 closed trade
Symbol Full Name Was Long / Short Entry Date Entry Price Shares Pos Value Exit Date Exit Price Profit / Loss Bars in Trade
ITABTP2S LYX D DOU SH BTP Short 12/5/2016 30.325 1648 49,976 1/6/2017 29.5 1,359.60 24
ITABUND2S LYX DOUBL SHBUND Short 12/27/2016 37.345 1338 49,968 1/19/2017 37.5 -207.39 18
ITABTP2S LYX D DOU SH BTP Long 1/19/2017 29.67 1685 49,994 2/14/2017 30.805 1,912.48 19
ITABTP2L LYX D LEV BTP Short 1/6/2017 255.93 79 20,218 2/17/2017 246.25 764.72 31
ITABUND2S LYX DOUBL SHBUND Short 2/14/2017 37.21 1343 49,973 3/9/2017 37.31 -134.30 18
ITABUND2L LYX D LEV BUND Long 2/17/2017 228 61 13,908 3/14/2017 223.87 -251.93 18
ITABTP2S LYX D DOU SH BTP Long 3/9/2017 30.765 1625 49,993 4/3/2017 30.075 -1,121.25 18
ITABUND2L LYX D LEV BUND Short 3/14/2017 223.87 223 49,923 4/6/2017 232.5 -1,924.49 18
ITABUND2S LYX DOUBL SHBUND Short 4/6/2017 36.32 1376 49,976 5/4/2017 36.7 -522.88 18
ITABTP2S LYX D DOU SH BTP Short 4/3/2017 30.075 1662 49,985 5/12/2017 29.39 1,138.47 27


Signals: Exit - Entry - Open Pos
Exit Ticker Full Name Industry From Long / Short Shares % of Portolio Exit Date Bars in Trade


Entry Ticker Full Name Industry To Long / Short Shares % of Portolio Exit Date


Open Pos (after transmit orders to broker) on Ticker Full Name Industry Entry Date Entry Price with Shares % of Portolio Bars in Trade
simply HOLD, is Long ITABTP2L LYX D LEV BTP Advertising 5/4/2017 253.38 10 2.53% 12
simply HOLD, is Short ITABUND2L LYX D LEV BUND Advertising 5/12/2017 227 220 49.94% 6