안녕하세요!
41일차 시뮬레이션 결과입니다!
3일간 올리지 못한 포스팅의 마지막 편입니다.
1. 최근 7일간 거래 요약
오늘은 비트코인 가격이 하루만에 크게 상승했습니다. 암호화폐 가격 변동성이 큰건 예전부터 그래왔지만, 최근 가격의 변동성은 정말 심각할정도로 큰 것 같습니다..
비트코인의 숏 포지션 또한 다시 롱 포지션으로 전환되었습니다. 최근들어 5일이내에 포지션 전환이 잦아지며 손실이 계속 누적되는 모습입니다.
BTC 기준 4% 하락을 기록하였고, USD기준으로는 횡보 수준의 손익을 기록하였습니다.
◆ 조만간 각 종목들의 상관관계 분석을 진행할 계획입니다. 분석 결과에 따라 이후 포트폴리오 비중을 수정할 예정입니다. (현재는 BTCUSD를 비롯한 모든 종목의 포트폴리오 비중을 동일하게 가져가려하고 있습니다.)
☞☞☞ 저번 주말까지 실행을 말씀드렸는데, 시간을 내지 못하여, 미처 진행하지 못했습니다. 가능한 빨리 진행해보곘습니다.
◆ (2018.3.19)일자 시뮬레이션 부터 임의로 포트폴리오 비중을 변경 시켰습니다. 타겟 레버리지는 2.5배를 목표로 하고있으며, 각 종목의 배분율은 아래와 같습니다.
☞ BTCUSD: 37.5% 비중
☞ 기타종목: 12.5% 비중
2. 포지션 변동, 레버리지 변동
다음으로 오늘의 종목별 손익 및 포지션 변동입니다. 분량이 늘어나는 관계로 최근 7일치 거래기록만을 표시하였습니다. 이전 기록은 과거 시뮬레이션 포스팅을 확인해주세요!
◆ BTCUSD가 숏 → 롱 포지션으로 전환되었습니다.
오늘은 400불 이상의 상승폭을 보여주며 다시 롱포지션 전환이 이루어졌습니다. 덕분에 BTC에서만 0.046BTC의 큰 손실이 발생한 모습입니다.
이왕이면 롱 포지션으로 바뀐 여세를 몰아 계속 상승해주길 바랍니다만, 앞으로 어떻게 될지 지켜보도록 하겠습니다.
레버리지는 계속하여 큰 변동없이 2.02배를 유지중입니다.
▣ 부록
0~40일차의 포스팅은 아래에서 확인할 수 있습니다.
비트맥스 추세 추종 전략 시뮬레이션 (0)일차 시작, 2018.02.25
비트맥스 추세 추종 전략 시뮬레이션 (1~7)일차 결과, 2018.02.26 ~ 2018.03.04
비트맥스 추세 추종 전략 시뮬레이션 (8~14)일차 결과, 2018.03.05 ~ 2018.03.11
비트맥스 추세 추종 전략 시뮬레이션 (15~21)일차 결과, 2018.03.12 ~ 2018.03.18
비트맥스 추세 추종 전략 시뮬레이션 (22~28)일차 결과, 2018.03.19 ~ 2018.03.25
비트맥스 추세 추종 전략 시뮬레이션 (29)일차 결과, 2018.03.26
비트맥스 추세 추종 전략 시뮬레이션 (30)일차 결과, 2018.03.27
비트맥스 추세 추종 전략 시뮬레이션 (31)일차 결과, 2018.03.28
비트맥스 추세 추종 전략 시뮬레이션 (32)일차 결과, 2018.03.29
비트맥스 추세 추종 전략 시뮬레이션 (33)일차 결과, 2018.03.30
비트맥스 추세 추종 전략 시뮬레이션 (34)일차 결과, 2018.03.31
비트맥스 추세 추종 전략 시뮬레이션 (35)일차 결과, 2018.04.01
비트맥스 추세 추종 전략 시뮬레이션 (36)일차 결과, 2018.04.02
비트맥스 추세 추종 전략 시뮬레이션 (37)일차 결과, 2018.04.03
비트맥스 추세 추종 전략 시뮬레이션 (38)일차 결과, 2018.04.04
비트맥스 추세 추종 전략 시뮬레이션 (39)일차 결과, 2018.04.05
비트맥스 추세 추종 전략 시뮬레이션 (40)일차 결과, 2018.04.06
다음은 추세 추종 매매의 유효성을 검증하기 위하여, ETHBTC, XRPBTC 페어의 과거 데이터를 이용하여 백테스팅을 수행하고 분석한 결과입니다.
추세 추종이 정말 효과가 있을까? 백테스팅 성과검증 (1) - ETHBTC
추세 추종이 정말 효과가 있을까? 백테스팅 성과검증 (2) - XRPBTC
긴 글 읽어주셔서 감사합니다!
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Vote for @Steemitboard as a witness to get one more award and increased upvotes!
Congratulations @apdls92! You received a personal award!
You can view your badges on your Steem Board and compare to others on the Steem Ranking
Do not miss the last post from @steemitboard:
Vote for @Steemitboard as a witness to get one more award and increased upvotes!