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Mean Reversion Dax

SupernovaNow

Last Login: 04/12/2020


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+0.9%
since 6/26/2016

-
Ø-Perf. per year

-
Performance (1yr)

-
Volatility (1yr)

-
Return/Risk



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Trading Idea

Das Portfolio folgt dem Mean Reversion Ansatz. Hierbei sollen Schwankungen um den Mittelwert gewinnbringend genutzt werden. Die Investitionen erfolgen hauptsächlich in Daxderivate. Zur Entscheidungsfindung werden ausschließlich charttechnische Instrumente verwendet. Der Anlagehorizont der einzelnen Positionen umfasst einige Tage bis Monate.

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Master data

Symbol

WF000BAMBA

Date created

06/26/2016

Index level

-

High watermark

101.0

Investment Universe

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