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CARACTERISTICAS GENERALES
 El Sistema Plus es un sistema de trading automatico desarrollado para el mercado de FOREX
Funciona eficiente y consistentemente en las 6 mayores paridades de monedas tanto conjuntamente como individualmente.
El objetivo de este poderoso sistema conciste en explotar los rompimientos de volatilidad de corto plazo
Para ello utiliza datos diarios del spot forex para colocar ordenes limite en el dia siguiente tanto para operar en corto como en largo.
Cuando una posicion es abierta se coloca una proteccion de perdida (stop loss) basada en el mismo concepto de volatilidad.
El apalancamiento aplicado va en funcion del riesgo y el drawdown deseado.
Aplicando este sistema simultaneamente a las seis mayores paridades garantizamos un alto grado de diversificacion y comprobamos asimismo la robustez del sistema.
Es necesario destacar este punto porque demuestra no estar sobreoptimizado para una determinada moneda, lo que no generaria confiabilidad.
PERFORMANCES MENSUALES
Sistema Plus |
2003 |
Result |
Equity |
YTD |
| ene-03 |
|
$10.000,00 |
|
| feb-03 |
-3,99% |
$9.601,00 |
-3,99% |
| mar-03 |
8,63% |
$10.429,57 |
4,30% |
| abr-03 |
-0,88% |
$10.337,79 |
3,38% |
| may-03 |
2,11% |
$10.555,91 |
5,56% |
| jun-03 |
10,55% |
$11.669,56 |
16,70% |
| jul-03 |
-1,38% |
$11.508,52 |
15,09% |
| ago-03 |
8,53% |
$12.490,20 |
24,90% |
| sep-03 |
10,30% |
$13.776,69 |
37,77% |
| oct-03 |
3,12% |
$14.206,52 |
42,07% |
| nov-03 |
3,67% |
$14.727,90 |
47,28% |
| dic-03 |
-1,90% |
$14.448,07 |
44,48% |
2004 |
Result |
Equity |
YTD |
| ene-04 |
24,93% |
$18.049,98 |
24,93% |
| feb-04 |
9,70% |
$19.800,82 |
37,05% |
| mar-04 |
11,06% |
$21.990,79 |
52,21% |
| abr-04 |
15,51% |
$25.401,57 |
75,81% |
| may-04 |
3,91% |
$26.394,77 |
82,69% |
| jun-04 |
0,66% |
$26.568,97 |
83,89% |
| jul-04 |
0,18% |
$26.616,80 |
84,22% |
| ago-04 |
2,96% |
$27.404,66 |
89,68% |
| sep-04 |
-6,85% |
$25.527,44 |
76,68% |
| oct-04 |
-5,83% |
$24.039,19 |
66,38% |
| nov-04 |
3,93% |
$24.983,93 |
72,92% |
| dic-04 |
-4,11% |
$23.957,09 |
65,82% |
2005 |
Result |
Equity |
YTD |
| ene-05 |
4,48% |
$25.030,36 |
4,48% |
| feb-05 |
-3,43% |
$24.171,82 |
0,90% |
| mar-05 |
1,26% |
$24.476,39 |
2,17% |
| abr-05 |
2,59% |
$25.110,33 |
4,81% |
| may-05 |
7,42% |
$26.973,51 |
12,59% |
| jun-05 |
3,55% |
$27.931,07 |
16,59% |
| jul-05 |
7,29% |
$29.967,25 |
25,09% |
| ago-05 |
0,10% |
$29.997,22 |
25,21% |
| sep-05 |
-2,11% |
$29.364,27 |
22,57% |
| oct-05 |
6,31% |
$31.217,16 |
30,30% |
| nov-05 |
-1,04% |
$30.894,06 |
28,96% |
| dic-05 |
-0,40% |
$30.772,03 |
28,45% |
2006 |
Result |
Equity |
YTD |
ene-06 |
3,70% |
$31.908,99 |
3,70% |
feb-06 |
0,57% |
$32.090,88 |
4,29% |
mar-06 |
1,24% |
$32.488,80 |
5,58% |
abr-06 |
1,30% |
$32.911,16 |
6,96% |
may-06 |
-2,40% |
$32.121,29 |
4,39% |
jun-06 |
-2,28% |
$31.388,92 |
2,01% |
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Total |
Statistics |
| Retorno Total |
213,89% |
| Retorno Anualizado |
39,76% |
| Desvio Std |
20,93% |
| Sharpe @ 3% |
1,757 |
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GRAFICO de RETORNOS MENSUALES
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