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Report elaborato in data 01/07/2017 (dd/mm/yyyy Italy format) - 7/1/2017 (m/d/yyyy Usa format),
basato su dati aggiornati al 03/07/2017 (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-ETF-ITA 100,000 2 50,000 250 2 10
*1.(percent of trade) 2.($ per trade) 3.($ per share/contract)

Signals: Exit - Entry - Open Pos
Exit Ticker Full Name Industry From Long / Short Shares % of Portolio Exit Date Bars in Trade
Exit for Symbol ITAGBS ETFS LYXOR GBS Advertising Exit from Short: (BUY) 480 49.92% 7/3/2017 2


New Entry Ticker Full Name Industry To Long / Short Shares % of Portolio Entry Date
Entry for Symbol ITA3WHS ETFS 3X SH.WHEAT Advertising to Short: SELL 1106 49.98% 7/3/2017


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 Short ITAPHAU ETFS PH GOLD Advertising 6/30/2017 104.77 477 49.98% 2
is Short ITA3WHS ETFS 3X SH.WHEAT Advertising 7/3/2017 45.19 1106 49.98% 1




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
ITAWEAT ETFS WHEAT Long 6/20/2017 0.675 74074 50,000 6/22/2017 0.66 -1,111.11 3
ITA3CRL ETFS 3X LONG WTI Short 6/21/2017 5.75 8540 49,105 6/22/2017 5.5 2,135.00 2
ITALOIL ETFS LEV CRUDOIL Short 6/22/2017 24.21 2065 49,994 6/26/2017 24.57 -743.40 3
ITA3CRL ETFS 3X LONG WTI Short 6/26/2017 5.665 8826 49,999 6/27/2017 5.735 -617.82 2
ITACRUD ETFS CRUDE OIL Short 6/22/2017 5.655 8841 49,996 6/28/2017 5.67 -132.61 5
ITALBUL ETFS LEV GOLD Short 6/27/2017 35.125 29 1,019 6/28/2017 34.84 8.26 2
ITALOIL ETFS LEV CRUDOIL Short 6/28/2017 24.745 2020 49,985 6/29/2017 25.79 -2,110.90 2
ITASGLD SOURCE PHYS GOLD Short 6/28/2017 107.61 464 49,931 6/29/2017 107 283.04 2
ITAAIGP ETFS PRECMETALS Short 6/29/2017 14.395 3473 49,994 6/30/2017 14.37 86.83 2
ITAGBS ETFS LYXOR GBS Short 6/29/2017 103.99 480 49,915 7/3/2017 103.23 364.80 3


NAV (without reinvest Profit / Loss)
 (Yr / Mn) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 Max DD 
 2011 
 -0.02%   18.76%   8.30%   22.21%   -18.08%   15.02%   10.16%   16.21%   13.80%   -2.54%   -4.74%   9.77%   88.85%   -16.56% 
 2012 
 0.81%   -1.59%   8.45%   0.52%   22.06%   1.21%   13.40%   3.25%   5.92%   2.32%   -2.74%   10.30%   63.91%   -5.09% 
 2013 
 2.50%   5.61%   9.02%   7.89%   7.85%   11.49%   -1.33%   4.86%   5.79%   -4.20%   4.30%   12.88%   66.66%   -3.47% 
 2014 
 -4.02%   -22.36%   11.70%   17.25%   17.47%   11.12%   9.46%   -4.55%   11.66%   -2.33%   3.82%   36.51%   85.73%   -7.39% 
 2015 
 1.40%   3.45%   -19.59%   6.68%   0.02%   -13.86%   16.14%   17.27%   -7.29%   0.24%   2.37%   13.05%   19.87%   -8.54% 
 2016 
 4.90%   7.09%   34.00%   -4.12%   0.08%   5.65%   12.77%   7.89%   -4.60%   2.06%   1.50%   13.56%   80.78%   -4.45% 
 2017 
 0.44%   -3.88%   16.59%   4.95%   -5.85%   8.05%   -0.02% 
n/a
n/a
n/a
n/a
n/a
 20.28%   -3.84% 
Avg | Max
 0.86%   1.01%   9.78%   7.91%   3.36%   5.52%   8.66%   7.49%   4.21%   -0.74%   0.75%   16.01%   28.11%   -35.82%