發表文章

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-07-04NoneNone23.920.154.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-07-04NoneNone21.918.6NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-07-04NoneNone18.414.5NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-07-04NoneNone25.922.8NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-07-04NoneNone32.529.8NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-07-04NoneNone23.517.1NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-07-04NoneNone24.319.1NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-07-04NoneNone20.716.8NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-07-04NoneNone35.626.0NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-07-04NoneNone27.021.5NaN48.548.55742.054.043.083/3049/3521.035.95.98.7

06/15/18 Long Short Signal

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-06-15NoneNone16.016.558.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-06-15NoneNone16.319.1NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-06-15NoneCrossSP10_days13.313.9NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-06-15NoneNone19.822.2NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-06-15NoneNone29.130.1NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-06-15NoneNone15.918.2NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-06-15NoneNone17.918.3NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-06-15NoneNone15.115.5NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-06-15NoneNone22.525.4NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-06-15NoneNone17.920.2NaN48.548.55742.054.043.083/3049/3521.035.95.98.7

06/15/18 Long Short Signal

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-06-12NoneCrossSP10_days16.016.755.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-06-12NoneNone18.719.8NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-06-12NoneNone13.814.1NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-06-12NoneNone22.823.5NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-06-12NoneNone28.829.7NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-06-12NoneNone16.018.9NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-06-12NoneCrossSP10_days17.918.9NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-06-12NoneNone15.715.5NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-06-12NoneNone24.725.9NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-06-12NoneNone18.020.7NaN48.548.55742.054.043.083/3049/3521.035.95.98.7

06/12/18 Long Short Signal

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-06-12NoneCrossSP10_days16.016.755.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-06-12NoneNone18.719.8NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-06-12NoneNone13.814.1NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-06-12NoneNone22.823.5NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-06-12NoneNone28.829.7NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-06-12NoneNone16.018.9NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-06-12NoneCrossSP10_days17.918.9NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-06-12NoneNone15.715.5NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-06-12NoneNone24.725.9NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-06-12NoneNone18.020.7NaN48.548.55742.054.043.083/3049/3521.035.95.98.7

06/11/18 Long Short Signal

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-06-06NoneNone16.717.158.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-06-11NoneNone18.719.9NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-06-11NoneNone13.414.1NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-06-11NoneNone23.323.7NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-06-11NoneNone29.529.7NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-06-11NoneNone17.019.0NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-06-11NoneNone17.919.1NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-06-11NoneNone15.715.5NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-06-11NoneNone24.425.9NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-06-11NoneNone19.320.9NaN48.548.55742.054.043.083/3049/3521.035.95.98.7

06/08/18 Long Short Signal

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-06-06NoneNone17.417.550.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-06-08NoneNone19.120.0NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-06-08NoneNone13.914.2NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-06-08NoneNone21.524.0NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-06-08NoneNone30.229.7NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-06-08NoneNone16.519.1NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-06-08NoneNone17.919.2NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-06-08NoneNone15.015.5NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-06-08NoneNone24.226.1NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-06-08NoneNone19.021.2NaN48.548.55742.054.043.083/3049/3521.035.95.98.7

06/06/18 Long Short Signal

DateLongShortATM IV20_IV_SMABull & BearTMRRSISMASTSCBBDMI (L/S)VOLUME (L/S)CROSSMACDTarget%(Long)Target%(Short)ProductHSI2018-06-06NoneNone15.817.859.025.548.05653.082.059.067 /3472/3620.535.03.15.003882018-06-06NoneNone17.520.6NaN38.558.06757.555.954.558/3157/4024.038.74.56.800052018-06-06NoneNone13.414.3NaN28.046.46536.577.050.054/ 3459/3623.035.33.35.007002018-06-06RSI 5_daysMACDSC20_days21.024.6NaN40.050.35017.557.661.045/2264/3821.931.85.98.108572018-06-06NoneNone33.029.4NaN31.051.56521.557.829.061/3952/4720.534.24.97.009392018-06-06NoneNone17.919.5NaN33.048.06030.056.727.075/4742/3726.344.04.26.023182018-06-06NoneNone17.019.8NaN33.549.65223.060.171.450/3550/4321.035.25.27.509412018-06-06NoneNone15.915.6NaN36.047.56228.060.064.070/4047/4025.437.64.66.500272018-06-06NoneCrossSC10_days24.226.4NaN36.050.15928.564.056.057/3156/4321.035.97.010.018002018-06-06NoneNone20.721.9NaN48.548.55742.054.043.083/3049/3521.035.95.98.7