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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-VXX-XIV 100,000 1 100,000 500 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


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
VXX Barclays Bank iPath S&P 500 VIX Short Ter ETN Short 3/22/2017 16.58 6031 99,994 3/23/2017 16.65 -422.17 2
XIV Credit Suisse VelocityShares Daily Invers ETN Long 3/23/2017 69.62 1436 99,974 3/24/2017 68.9 -1,033.92 2
VXX Barclays Bank iPath S&P 500 VIX Short Ter ETN Short 3/24/2017 16.8 5952 99,994 3/29/2017 15.46 7,975.68 4
XIV Credit Suisse VelocityShares Daily Invers ETN Long 5/24/2017 77.24 1294 99,949 5/30/2017 78.53 1,669.26 4
XIV Credit Suisse VelocityShares Daily Invers ETN Short 6/7/2017 79.75 1253 99,927 6/8/2017 79.86 -137.83 2
XIV Credit Suisse VelocityShares Daily Invers ETN Long 6/9/2017 82.34 1214 99,961 6/13/2017 81.19 -1,396.09 3
VXX Barclays Bank iPath S&P 500 VIX Short Ter ETN Short 6/13/2017 13.17 7593 100,000 6/14/2017 12.99 1,366.74 2
XIV Credit Suisse VelocityShares Daily Invers ETN Long 6/14/2017 82.34 1214 99,961 6/19/2017 83.85 1,833.14 4
XIV Credit Suisse VelocityShares Daily Invers ETN Long 6/21/2017 84.21 1187 99,957 6/23/2017 84.38 201.79 3
XIV Credit Suisse VelocityShares Daily Invers ETN Long 6/28/2017 85.6 1168 99,981 6/29/2017 86.27 782.56 2


NAV (without reinvest Profit / Loss)
 (Yr / Mn) 
 Jan 
 Feb 
 Mar 
 Apr 
 May 
 Jun 
 Jul 
 Aug 
 Sep 
 Oct 
 Nov 
 Dec 
 Year 
 Max DD 
 2010 
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
n/a
 11.80%   11.80%   -0.17% 
 2011 
 10.22%   1.30%   10.99%   0.00%   12.23%   -6.18%   13.24%   42.52%   0.00%   16.05%   2.56%   5.71%   108.64%   -5.27% 
 2012 
 0.00%   0.00%   3.80%   0.00%   6.31%   11.86%   -7.53%   13.07%   7.72%   13.57%   -5.69%   -2.14%   40.98%   -6.04% 
 2013 
 17.36%   11.57%   -1.48%   0.00%   -11.15%   5.71%   -1.13%   2.59%   0.00%   -14.14%   9.10%   -11.27%   7.16%   -10.60% 
 2014 
 -0.54%   -2.14%   -4.75%   0.00%   4.47%   0.00%   2.81%   -0.18%   -14.52%   24.19%   1.78%   27.59%   38.71%   -8.93% 
 2015 
 15.19%   -11.65%   11.02%   0.00%   7.50%   -3.99%   -3.81%   51.84%   21.37%   31.62%   -5.32%   24.02%   137.79%   -5.08% 
 2016 
 17.13%   22.45%   6.14%   0.00%   12.09%   0.00%   7.07%   9.56%   10.07%   -0.30%   16.63%   1.25%   102.09%   -1.53% 
 2017 
 3.13%   5.60%   12.87%   0.00%   1.65%   2.53%   0.00% 
n/a
n/a
n/a
n/a
n/a
 25.78%   -0.88% 
Avg | Max
 8.93%   3.88%   5.51%   0.00%   4.73%   1.42%   1.52%   19.90%   4.11%   11.83%   3.18%   8.14%   29.93%   -46.44%