Time Series Analytics Europe

Life is there to be enjoyed... The model is here to do the work.

Stock indices - daily data analysis

 

Using a UNIQUE proprietary set of parameters, daily data from stock market indices (not futures) are being analized. The basis for the analysis is our proprietary 4tT model.

The table below shows how the model has behaved since the starting date on each index. The pip result column and the % result column show the result of the closed trades, not taking into account the mark-to-market results of current open positions.

A minus-sign in the current position column indicates a short position

last update : January 1st 2019

 

 

  start date
 wins losses pip result
% result
current pos.
index latest
AEX A'dam
 1993 13    12
 + 674.03
 + 184.04
     - 504.34
      488
CAC Paris
 1993 15      9 + 7596.46
 + 186.22
   - 4932.61
    4731
DAX Frankfurt
 1993 14      5 + 12198.32  
 + 205.75 - 11665.68
  10559
FTSE London
 1993 12    10 + 4759.68
 + 104.92
   - 7504.60
    6728
SMI Zurich
 1993 14      9 + 9967.11
 + 206.46
             flat    8429
EUROSTOXX 50
 1993 17      8 + 6911.05
 + 211.23
   - 3210.82
    3001
S&P 500 Usa
 1993 12      2 + 1280.66
 + 154.52
            flat    2506
NDX 100 Usa     
 1996 14    12 + 5906.78
 + 295.81
   - 7042.30
    6330