Dynamic US 100

Characteristics

Performance YTD Performance 3M Performance 12M Performance 24M Performance (since start)
+ 2.1% + 0.7% + 0.5% + 24.9% + 141.7%
Average Performance per year Risk Number Risk Profile Initial Capital Category
+ 12.0% 2.8 Very offensive $25,000 Stocks

Performance Graphs

Benchmark:

Historical return on investment (ROI), based on (hypothetical) results.

Benchmark:

Historical hypothetical return on investment (ROI) per month, based on hypothetical results.

Benchmark:

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
20100.2%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%
20114.3%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%
20124.6%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%
20132.8%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%
20141.3%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%
20150.3%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%
20173.6%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%
20180.2%-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%
20194.8%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%
20210.2%-0.3%0.3%0.5%0.6%0.0%0.0%0.7%0.0%0.2%2.1%141.7%12.0%
  results from backtest
  results from live-trading

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
201042756554935-510-848739-722,1071,009-3481,4835,8475,8475,847
20111,0849530367229257-215-133-1,483584-2821486546,5013,269
20121,143690636-178-4139515242521932232114304,66111,1633,731
20137067256305674374482-3831672771,1742905,01316,1764,052
2014321912241714992508-6341260-7784168044,53920,7154,150
201582775-581141881-390305-1,7514271,309-494-34535921,0743,517
2016-1,656-1031,47469630530726-30207-1097632582,56023,6353,379
201790330740350-600287385345892796067843,77527,4093,428
201838-990-709152441-157788297870-715183-633-43326,9762,999
20191,204881-511315-7801,039138-3882676753154113,56830,5433,056
2020-982-5121,5874,461-194137308257-353-1,1794883264,34534,8883,172
202142-79871171570016603852835,4173,003
  results from backtest
  results from live-trading

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
20105,84723.4%5,84723.4%23.4%
20116542.6%6,50126.0%13.1%
20124,66118.6%11,16344.7%14.9%
20135,01320.1%16,17664.7%16.2%
20144,53918.2%20,71582.9%16.6%
20153591.4%21,07484.3%14.1%
20162,56010.2%23,63594.5%13.5%
20173,77515.1%27,409109.6%13.7%
2018-433-1.7%26,976107.9%12.0%
20193,56814.3%30,543122.2%12.2%
20204,34517.4%34,888139.6%12.7%
20215282.1%35,417141.7%12.0%
  results from backtest
  results from live-trading

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% (12.0% per year)
-
1.51
35,417
105,199
-69,782
60,417
0
25,000
-
% -
-
-
2.8
2,036
1,409 (69%)
627 (31%)
694
-719
17
75
-111
4,305 (100%)
4,305
29-May-20
19-Oct-21
Dynamic US 100

Subscribe to System + Copy Trade
Receive trading signals incl. Copy Trade for order execution (excl. transaction costs broker)

Starting at € 99 per month

Order now

Currency

  • USD

Trading frequency

  • Daily

Performance

per
Period ROI (%)
Avg/year +12.0%
24M +24.9%
12M +0.5%
3M +0.7%
YTD +2.1%
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.

Dynamic US 100