Tradingmatica
Mobile:  (+39) 349 - 4901944
Skype : tradingmatica



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-SP500-USA 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 MKC McCormick & Company Inc Non-Vtg Common Food Products Exit from Long: (SELL) 519 49.96% 7/3/2017 1
Exit for Symbol SWKS Skyworks Solutions Inc Common Semiconductors & Semiconductor Equipmen Exit from Long: (SELL) 517 49.96% 7/3/2017 1


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


Open Pos (after transmit orders to broker) on Ticker Full Name Industry Entry Date Entry Price with Shares % of Portolio Bars in Trade




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
RIG Transocean Ltd Common Long 6/21/2017 8.16 6127 49,996 6/23/2017 7.96 -1,225.40 3
CHK Chesapeake Energy Corp Common Long 6/22/2017 4.58 10917 50,000 6/23/2017 4.55 -327.51 2
ROST Ross Stores Inc Common Long 6/23/2017 56.01 892 49,961 6/26/2017 56.41 356.80 2
NOV National Oilwell Varco Inc Common Long 6/23/2017 31.92 1566 49,987 6/26/2017 31.65 -422.82 2
CFG Citizens Financial Group Inc Common Long 6/27/2017 34.92 1431 49,971 6/28/2017 35.18 372.06 2
QRVO Qorvo Inc Common Long 6/27/2017 66.08 756 49,956 6/29/2017 65.57 -385.56 3
MRO Marathon Oil Corp Common Long 6/28/2017 11.32 4416 49,989 6/30/2017 11.78 2,031.36 3
APC Anadarko Petroleum Corp Common Long 6/29/2017 44.06 1134 49,964 6/30/2017 45.66 1,814.40 2
MKC McCormick & Company Inc Non-Vtg Common Long 6/30/2017 96.26 519 49,959 7/3/2017 97.51 648.75 2
SWKS Skyworks Solutions Inc Common Long 6/30/2017 96.64 517 49,963 7/3/2017 95.95 -356.73 2


NAV (without reinvest Profit / Loss)
 (Yr / Mn) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 Max DD 
 2014 
 -1.38%   0.00%   3.55%   -3.26%   0.15%   13.94%   -1.35%   6.95%   3.26%   0.69%   6.25%   11.76%   40.57%   -12.30% 
 2015 
 -1.32%   0.72%   2.55%   -2.01%   0.23%   -11.70%   8.53%   -4.00%   6.98%   7.42%   13.68%   4.01%   25.09%   -14.52% 
 2016 
 1.84%   -0.35%   20.04%   9.65%   -3.66%   0.96%   5.35%   7.21%   12.96%   -6.12%   -2.36%   1.40%   46.93%   -8.89% 
 2017 
 -4.06%   0.05%   4.83%   -0.54%   -3.17%   -2.75%   0.00% 
n/a
n/a
n/a
n/a
n/a
 -5.63%   -6.76% 
Avg | Max
 -1.23%   0.11%   7.74%   0.96%   -1.61%   0.11%   3.13%   3.39%   7.73%   0.66%   5.86%   5.72%   22.34%   -21.04%