Trend Monitor

PAPER
Week of 31.07.26  ·  05.08.26 15:41
Paper Equity
9.936€
-64€ / -0,6%
Cash & Zins
83%
4,0%
8.277 EUR · 0,91 EUR/day
Deployed
17%
Open Positions
2

Positions & Cash

SleeveFundEntryNowStückP&L €P&L %initStoptrailStopSince
Developed ex-USEXUS.DEXtrackers MSCI World ex USA39,20▲ 40,58
933 €
SK 05.08.		23+32 €+3,5%37,3137,7419.06.26
US equitySXR8.DEiShares Core S&P 500711,12▲ 725,46
725 €
SK 05.08.		1+14 €+2,0%680,42680,2510.07.26
CashTagesgeld — 4,0%—8.277 €—+53 €+0,6%—

Universe

StatusStatSleeveFundSMA(40)Fri CloseLiveDonchian(20)Breakout
OPENUS equitySXR8.DEiShares Core S&P 500
SXR8.DE		650,32696,24▲ 725,46(+4,2%)
SK 05.08.		714,38—
OPENDeveloped ex-USEXUS.DEXtrackers MSCI World ex USA
EXUS.DE		36,8739,78▲ 40,58(+2,0%)
SK 05.08.		40,12—
TRENDTRNDUS REITsIQQP.DEiShares US Property Yield
IQQP.DE		30,3430,77▼ 30,74(-0,1%)
SK 05.08.		31,994,1%
TRENDTRNDTechZPDT.DESPDR US Technology Sector
ZPDT.DE		138,02152,00▲ 162,48(+6,9%)
SK 05.08.		169,384,2%
TRENDTRNDStaplesZPDS.DESPDR US Cons Staples Sector
ZPDS.DE		38,5740,12▲ 40,19(+0,2%)
SK 05.08.		42,375,4%
TRENDTRNDEnergyZPDE.DESPDR US Energy Sector
ZPDE.DE		36,5141,31▼ 41,15(-0,4%)
SK 05.08.		44,588,3%
TRENDTRNDEmergingIS3N.DEiShares Core MSCI EM IMI
IS3N.DE		42,5745,36▲ 46,78(+3,1%)
SK 05.08.		51,019,0%
FLATFLATTreasuries 7-10yIEFiShares USD Treasury 7-10yr
IEF		81,0280,63▲ 80,69(+0,1%)
SK 05.08.		83,41below SMA
FLATFLATTreasuries 20y+TLTiShares USD Treasury 20+yr
TLT		73,6671,35▲ 71,79(+0,6%)
SK 05.08.		76,98below SMA
FLATFLATGold4GLD.DEXetra-Gold (ETC)
4GLD.DE		124,20112,93▲ 116,80(+3,4%)
SK 05.08.		140,90below SMA
FLATFLATBitcoin (satellite, direct)BTC-EURDirect BTC (Kraken/Coinbase)
BTC-EUR		66242,8054447,84▲ 55528,44(+2,0%)
SK 05.08.		70262,35below SMA

Signal-Profitabilität

SignalStatusEinstiegMark/ExitStückInvestiertP&LRenditeStop-Abst.
Developed ex-US [EXUS]offen39,200040,575023902 €+31,63 €+3,51%8,1%
US equity [SXR8]offen711,1200725,46001711 €+14,34 €+2,02%6,2%
Treasuries 20y+geschl.4,15003,99003211.332 €-51,36 €-3,86%—
Emerginggeschl.49,300044,600012592 €-56,40 €-9,53%—
Treasuries 7-10ygeschl.243,4000237,140081.947 €-50,08 €-2,57%—
Zinsen (gutgeschrieben) (+4,54 € ausstehend)+48,00 €+0,48%
Paper Equity — Gesamtrendite10.000 €-63,90 €-0,64%

Transaktionshistorie

DatumSleeveTickerISINFill-KursStückGebührKosten
30.07.26Treasuries 7-10yUSB7.DELU1407887915237,1480,00 €1.897 €✎
17.07.26EmergingIS3NIE00BKM4GZ6644,60120,00 €535 €✎
08.07.26Treasuries 20y+SXRC.MUIE00BFM6TC583,993210,00 €1.281 €✎
26.06.26Treasuries 20y+SXRC.MUIE00BFM6TC584,153210,00 €1.332 €
26.06.26Treasuries 7-10yUSB7.DELU1407887915243,4080,00 €1.947 €
25.06.26EmergingIS3NIE00BKM4GZ6649,30120,00 €592 €
25.06.26Developed ex-USEXUSIE0006WW1TQ439,20230,00 €902 €
13.07.26US equitySXR8IE00B5BMR087711,1210,00 €711 €
07/26TagesgeldZinsen————+21 €
06/26TagesgeldZinsen————+27 €

Equity Curve

▶ Config — edit config.json to change
cash_rate
0.04
risk_per_trade
0.005
atr_init
2.0
atr_trail
3.0
donchian_n
20
regime_sma
40
stale_days
12
slippage_cap_atr
0.5
mode
paper
initial_equity
10000.0
etf_link_template
https://www.justetf.com/de/etf-profile.html?isin={isin}#uebersicht
watch_band
0.04
▶ Notes
Entry-gap history (n=2): mean +0,00 ATR, sd 0,00, range +0,00..+0,00 ATR — would breach cap at 0.50A 0% / 0.75A 0% / 1.00A 0%. Use to calibrate slippage_cap_atr.
Treasury sleeves use US-proxy EUR-equivalent prices — their percent stop is exact, the absolute price is approximate.
Bitcoin is a satellite holding (direct BTC, e.g. Kraken/Coinbase): risk-sizing keeps it tiny, its backtest contribution is the least reliable in the portfolio (one secular-bull regime, added with hindsight), and its §23 tax-free-after-12-months status is politically slated for abolition (~summer 2026) — don't rely on it for the horizon.
↻ Refresh ↺ Neu laden Stand: 05.08.26 15:41 ✓ Bereit