Dynamic US 100
Characteristics
Performance Graphs
Historical return on investment (ROI), based on (hypothetical) results.
Historical hypothetical return on investment (ROI) per month, based on hypothetical results.
Historical return on investment (ROI), based on (hypothetical) results.
Historical hypothetical results (PL) per year, based on hypothetical results.
Realized PL per day
Realized PL per trade
Performance Tables
Hypothetical return on investment per month. Result as percentage of the initial capital, based on hypothetical results.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROI-Yr | CumROI | ROI/Yr | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 0.2% | 3.0% | 2.2% | 3.7% | -2.0% | -3.4% | 3.0% | -0.3% | 8.4% | 4.0% | -1.4% | 5.9% | 23.4% | 23.4% | 23.4% |
| 2011 | 4.3% | 0.4% | 1.2% | 0.3% | 0.9% | 1.0% | -0.9% | -0.5% | -5.9% | 2.3% | -1.1% | 0.6% | 2.6% | 26.0% | 13.1% |
| 2012 | 4.6% | 2.8% | 2.5% | -0.7% | -1.7% | 3.8% | 2.1% | 1.0% | 0.8% | 0.9% | 0.8% | 1.7% | 18.6% | 44.7% | 14.9% |
| 2013 | 2.8% | 2.9% | 2.5% | 2.3% | 0.0% | 1.5% | 1.9% | -1.5% | 0.7% | 1.1% | 4.7% | 1.2% | 20.1% | 64.7% | 16.2% |
| 2014 | 1.3% | 3.6% | 1.0% | 2.9% | 4.0% | 2.0% | -0.3% | 1.6% | 0.2% | -3.1% | 1.7% | 3.2% | 18.2% | 82.9% | 16.6% |
| 2015 | 0.3% | 3.1% | -2.3% | 0.6% | 3.5% | -1.6% | 1.2% | -7.0% | 1.7% | 5.2% | -2.0% | -1.4% | 1.4% | 84.3% | 14.1% |
| 2016 | -6.6% | -0.4% | 5.9% | 2.8% | 1.2% | 0.1% | 2.9% | -0.1% | 0.8% | -0.4% | 3.1% | 1.0% | 10.2% | 94.5% | 13.5% |
| 2017 | 3.6% | 1.2% | 0.2% | 1.4% | -2.4% | 1.1% | 1.5% | 1.4% | 0.4% | 1.1% | 2.4% | 3.1% | 15.1% | 109.6% | 13.7% |
| 2018 | 0.2% | -4.0% | -2.8% | 0.6% | 1.8% | -0.6% | 3.2% | 1.2% | 3.5% | -2.9% | 0.7% | -2.5% | -1.7% | 107.9% | 12.0% |
| 2019 | 4.8% | 3.5% | -2.0% | 1.3% | -3.1% | 4.2% | 0.6% | -1.6% | 1.1% | 2.7% | 1.3% | 1.6% | 14.3% | 122.2% | 12.2% |
| 2020 | -3.9% | -2.0% | 6.3% | 17.8% | -0.8% | 0.5% | 1.2% | 1.0% | -1.4% | -4.7% | 2.0% | 1.3% | 17.4% | 139.6% | 12.7% |
| 2021 | 0.2% | -0.3% | 0.3% | 0.5% | 0.6% | 0.0% | 0.0% | 0.7% | 0.0% | 0.2% | 0.0% | 0.0% | 2.1% | 141.7% | 11.8% |
| 2022 | 0.0% | 0.0% | 141.7% | 11.8% |
Hypothetical results on monthly basis, based on hypothetical results.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | PL-Yr | CumPL | PL/Yr | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | 42 | 756 | 554 | 935 | -510 | -848 | 739 | -72 | 2,107 | 1,009 | -348 | 1,483 | 5,847 | 5,847 | 5,847 |
| 2011 | 1,084 | 95 | 303 | 67 | 229 | 257 | -215 | -133 | -1,483 | 584 | -282 | 148 | 654 | 6,501 | 3,269 |
| 2012 | 1,143 | 690 | 636 | -178 | -413 | 951 | 524 | 252 | 193 | 223 | 211 | 430 | 4,661 | 11,163 | 3,731 |
| 2013 | 706 | 725 | 630 | 567 | 4 | 374 | 482 | -383 | 167 | 277 | 1,174 | 290 | 5,013 | 16,176 | 4,052 |
| 2014 | 321 | 912 | 241 | 714 | 992 | 508 | -63 | 412 | 60 | -778 | 416 | 804 | 4,539 | 20,715 | 4,150 |
| 2015 | 82 | 775 | -581 | 141 | 881 | -390 | 305 | -1,751 | 427 | 1,309 | -494 | -345 | 359 | 21,074 | 3,517 |
| 2016 | -1,656 | -103 | 1,474 | 696 | 305 | 30 | 726 | -30 | 207 | -109 | 763 | 258 | 2,560 | 23,635 | 3,379 |
| 2017 | 903 | 307 | 40 | 350 | -600 | 287 | 385 | 345 | 89 | 279 | 606 | 784 | 3,775 | 27,409 | 3,428 |
| 2018 | 38 | -990 | -709 | 152 | 441 | -157 | 788 | 297 | 870 | -715 | 183 | -633 | -433 | 26,976 | 2,999 |
| 2019 | 1,204 | 881 | -511 | 315 | -780 | 1,039 | 138 | -388 | 267 | 675 | 315 | 411 | 3,568 | 30,543 | 3,056 |
| 2020 | -982 | -512 | 1,587 | 4,461 | -194 | 137 | 308 | 257 | -353 | -1,179 | 488 | 326 | 4,345 | 34,888 | 3,172 |
| 2021 | 42 | -79 | 87 | 117 | 157 | 0 | 0 | 166 | 0 | 38 | 0 | 0 | 528 | 35,417 | 2,952 |
| 2022 | 0 | 0 | 35,417 | 2,950 |
Hypothetical results (PL) and hypothetical return on investment (ROI) per year. Hypothetical cumulative results (Cum PL) and hypothetical cumulative return on investment (Cum ROI).
| Year | PL | ROI | Cum PL | Cum ROI | ROI/Yr |
|---|---|---|---|---|---|
| 2010 | 5,847 | 23.4% | 5,847 | 23.4% | 23.4% |
| 2011 | 654 | 2.6% | 6,501 | 26.0% | 13.1% |
| 2012 | 4,661 | 18.6% | 11,163 | 44.7% | 14.9% |
| 2013 | 5,013 | 20.1% | 16,176 | 64.7% | 16.2% |
| 2014 | 4,539 | 18.2% | 20,715 | 82.9% | 16.6% |
| 2015 | 359 | 1.4% | 21,074 | 84.3% | 14.1% |
| 2016 | 2,560 | 10.2% | 23,635 | 94.5% | 13.5% |
| 2017 | 3,775 | 15.1% | 27,409 | 109.6% | 13.7% |
| 2018 | -433 | -1.7% | 26,976 | 107.9% | 12.0% |
| 2019 | 3,568 | 14.3% | 30,543 | 122.2% | 12.2% |
| 2020 | 4,345 | 17.4% | 34,888 | 139.6% | 12.7% |
| 2021 | 528 | 2.1% | 35,417 | 141.7% | 11.8% |
| 2022 | 0 | 0.0% | 35,417 | 141.7% | 11.8% |
Dynamic US 100
Description
With the DYNAMIC QUANT SYSTEM from TRADERAMA, users of the Dynamic US 100 system get the US S&P 100 stocks analyzed every day.
• The DYNAMIC algorithm works on the basis of probabilities and pattern analysis and calculates the probabilities for a long entry on a daily basis. If the probability of a trend reversal in the long direction is correspondingly high, a limit buy order is placed.
• If the limit buy order is executed during the day, the user receives a daily limit sell signal for the following days in order to close the position again. Otherwise the order expires.
• Since a maximum of 10 positions are added to the portfolio, the number of positions varies between 0 and 10 positions.
• The system remains invested in a position for approximately 14 days before it is sold again.
• Due to the shorter holding times of trades, the risk in the portfolio is reduced and down phases in the market, particularly compared to fully invested systems or equity funds or passive investments in index ETFs, are often depicted much less strongly.
Performance Statistics
| 141.7% (11.8% per year) | |
| 35,417 | |
| 105,199 | |
| -69,782 | |
| 60,417 | |
| 25,000 | |
| - | |
| % | - |
| - | |
| - |
| 2,036 | |
| 1,409 (69%) | |
| 627 (31%) | |
| 694 | |
| -719 | |
| 17 | |
| 75 | |
| -111 | |
| 4,382 (100%) | |
| 4,382 | |
| 29-May-20 | |
| 03-Jan-22 |
Currency
- USD
Trading frequency
- Daily
Performance
per| Period | ROI (%) |
|---|---|
| Avg/year | +11.8% |
| 24M | +19.5% |
| 12M | +2.1% |
| 3M | +0.2% |
| YTD | |
| Since Start | +141.7% |
Signal Provider: Traderama
TRADERAMA - quants make my day!
Traderama specializes in the development of intelligent quant systems for trading stocks and indices. For many years the experts at Traderama have been developing trading systems that are used by professional and private traders and investors. Traderama offers complete portfolio management and trading systems for global stock markets and analyzes over 500 blue chip values every day. Traderama offers systems for strategic, long-term portfolio management as well as for short-term, tactical trading of stocks or indices. All systems have integrated risk and position management to manage the risk in the individual position as well as in the entire portfolio. The aim is to optimally manage the drawdown in relation to the profit.