Quant – Delayed

This part is not investment advice, it presents the results of our quant model and aims to stimulate your reflexion. You take your investment decision on your sole responsibility.




CAC Sell model
DateSignalStop-shortStop-longLast PriceP&L UPP&L DOWNTotal
10/16/2018 17:00STOP5176.05139.75173.40.00.0710.7
10/16/2018 16:00STOP5154.25115.05148.50.00.0710.7
10/16/2018 15:00STOP5147.55111.55145.00.00.0710.7
10/16/2018 14:00STOP5130.45094.55127.80.00.0710.7
10/16/2018 13:00STOP5114.85068.25109.60.00.0710.7
10/16/2018 12:00STOP5114.85068.25099.20.00.0710.7
10/16/2018 11:00STOP5117.85068.25105.20.00.0710.7
10/16/2018 10:00STOP5118.45068.25106.40.00.0710.7
10/15/2018 18:00STOP5103.65064.45095.10.00.0710.7
10/15/2018 17:00STOP5105.95064.45099.60.00.0710.7
10/15/2018 16:00STOP5102.05061.95092.10.00.0710.7
10/15/2018 15:00STOP5100.75061.95095.50.00.0710.7
10/15/2018 14:00STOP5098.45061.65094.70.021.9710.7
10/15/2018 13:00SELL5093.05057.95081.30.033.6722.4
10/15/2018 12:00SELL5095.85057.95086.90.028.0716.8
10/15/2018 11:00SELL5095.85057.95060.40.054.5743.3
10/15/2018 10:00SELL5124.25071.85088.60.026.3715.1
10/12/2018 18:00SELL5131.75093.45096.00.018.9707.7
10/12/2018 17:00SELL5150.75101.95114.90.00.0688.8
10/12/2018 16:00STOP5148.25101.95132.80.00.0688.8
10/12/2018 15:00STOP5152.95101.95142.10.00.0688.8
10/12/2018 14:00STOP5150.35101.95145.90.00.0688.8
10/12/2018 13:00STOP5150.35101.95142.00.00.0688.8

ESTOX Sell model
DateSignalStop-shortStop-longLast PriceP&L UPP&L DOWNTotal
10/16/2018 17:00STOP3260.53241.03258.90.00.0745.7
10/16/2018 16:00STOP3245.53224.93242.80.00.0745.7
10/16/2018 15:00STOP3241.53222.13239.90.00.0745.7
10/16/2018 14:00STOP3232.63213.23231.00.00.0745.7
10/16/2018 13:00STOP3224.93202.83219.50.00.0745.7
10/16/2018 12:00STOP3224.93202.83215.60.00.0745.7
10/16/2018 11:00STOP3226.13202.83218.10.00.0745.7
10/16/2018 10:00STOP3227.33202.83220.60.00.0745.7
10/15/2018 18:00STOP3214.93180.33210.40.00.0745.7
10/15/2018 17:00STOP3214.03180.33210.30.00.0745.7
10/15/2018 16:00STOP3210.63180.33205.00.00.0745.7
10/15/2018 15:00STOP3208.43180.33204.20.00.0745.7
10/15/2018 14:00STOP3206.33180.33204.70.00.0745.7
10/15/2018 13:00STOP3203.33180.33197.30.00.0745.7
10/15/2018 12:00STOP3204.73180.33200.10.00.3745.7
10/15/2018 11:00SELL3204.13180.33181.90.022.5767.9
10/15/2018 10:00SELL3216.53185.13193.90.010.5755.9
10/12/2018 18:00SELL3216.83192.83194.40.010.0755.4
10/12/2018 17:00SELL3226.83197.03204.40.00.0745.4
10/12/2018 16:00STOP3231.53206.23216.70.00.0745.4
10/12/2018 15:00STOP3233.43206.23220.40.00.0745.4
10/12/2018 14:00STOP3235.83206.23225.30.00.0745.4
10/12/2018 13:00STOP3235.83206.23224.10.00.0745.4

DAX Sell model
DateSignalStop-shortStop-longLast PriceP&L UPP&L DOWNTotal
10/16/2018 17:00STOP11790.011707.511784.10.00.02001.8
10/16/2018 16:00STOP11738.011649.011725.20.00.02001.8
10/16/2018 15:00STOP11720.111636.811712.90.00.02001.8
10/16/2018 14:00STOP11699.411617.611693.60.00.02001.8
10/16/2018 13:00STOP11666.511575.211657.90.00.02001.8
10/16/2018 12:00STOP11664.211575.211638.70.00.02001.8
10/16/2018 11:00STOP11669.811575.211649.80.00.02001.8
10/16/2018 10:00STOP11670.311575.211650.90.00.02001.8
10/15/2018 18:00STOP11625.011497.211614.20.00.02001.8
10/15/2018 17:00STOP11617.211493.111602.00.00.02001.8
10/15/2018 16:00STOP11606.611489.311590.60.00.02001.8
10/15/2018 15:00STOP11599.111483.811574.00.00.02001.8
10/15/2018 14:00STOP11585.711483.811579.90.00.02001.8
10/15/2018 13:00STOP11581.711483.811550.50.00.02001.8
10/15/2018 12:00STOP11585.911483.811558.90.07.62001.8
10/15/2018 11:00SELL11538.711459.111469.90.076.42070.6
10/15/2018 10:00SELL11604.411514.611523.80.022.52016.7
10/12/2018 18:00SELL11604.411514.611523.80.022.52016.7
10/12/2018 17:00SELL11615.611520.411546.30.00.01994.2
10/12/2018 16:00STOP11651.411520.411592.90.00.01994.2
10/12/2018 15:00STOP11658.511520.411607.00.00.01994.2
10/12/2018 14:00STOP11662.511520.411615.10.00.01994.2
10/12/2018 13:00STOP11662.511520.411604.10.00.01994.2

FTSE Buy model
DateSignalStop-shortStop-longLast PriceP&L BuyP&L SellTotal
10/16/2018 17:00BUY7062.07012.27058.143.90.01710.5
10/16/2018 16:00BUY7047.06986.97032.918.70.01685.3
10/16/2018 15:00BUY7038.66984.67026.111.90.01678.5
10/16/2018 14:00BUY7029.66984.67026.111.90.01678.5
10/16/2018 13:00BUY7024.66984.67005.7-8.50.01658.1
10/16/2018 12:00BUY7027.26984.67010.9-3.30.01663.3
10/16/2018 11:00BUY7029.36984.67015.21.00.01667.6
10/16/2018 10:00BUY7029.36984.67012.4-1.80.01664.8
10/15/2018 18:00BUY7038.26984.67030.316.00.01682.6
10/15/2018 17:00BUY7029.06979.87025.411.20.01677.8
10/15/2018 16:00BUY7020.16968.67007.2-7.00.01659.6
10/15/2018 15:00BUY7018.26968.67014.20.00.01666.6
10/15/2018 14:00STOP7009.16959.27005.60.00.01666.6
10/15/2018 13:00STOP7001.16959.26987.70.00.01666.6
10/15/2018 12:00STOP7008.16959.27001.60.00.01666.6
10/15/2018 11:00STOP7004.56959.26962.70.00.01666.6
10/15/2018 10:00STOP7039.76985.66998.10.00.01666.6
10/12/2018 18:00STOP7039.76994.26997.70.00.01666.6
10/12/2018 17:00STOP7055.67005.97013.5-45.90.01666.6
10/12/2018 16:00BUY7074.47016.57032.2-30.20.01682.3
10/12/2018 15:00BUY7068.97016.57052.2-10.20.01702.3
10/12/2018 14:00BUY7068.97016.57052.3-10.10.01702.4
10/12/2018 13:00BUY7073.97016.57062.3-0.10.01712.3

SPX Buy Model
DateSignalStop shortStop longLast PriceP&L UPP&L DOWNTotal
10/16/2018 19:00BUY2797.02776.02795.629.10.0468.1
10/16/2018 18:00BUY2793.72772.82792.325.80.0464.7
10/16/2018 17:00BUY2787.82766.92786.419.90.0458.9
10/16/2018 16:00BUY2776.72747.72775.38.80.0447.8
10/15/2018 22:00BUY2764.52747.72750.7-15.80.0423.2
10/15/2018 21:00BUY2776.02747.72773.06.50.0445.5
10/15/2018 20:00BUY2773.72747.12771.24.70.0443.6
10/15/2018 19:00BUY2772.22747.12763.1-3.40.0435.6
10/15/2018 18:00BUY2772.22747.12758.0-8.50.0430.4
10/15/2018 17:00BUY2772.02747.12761.3-5.20.0433.8
10/15/2018 16:00BUY2772.02747.12758.9-7.60.0431.4
10/12/2018 22:00BUY2775.82747.12766.50.00.0439.0
10/12/2018 21:00STOP2754.82729.42749.60.00.0439.0
10/12/2018 20:00STOP2754.82729.42744.40.00.0439.0
10/12/2018 19:00STOP2754.82729.42741.10.00.0439.0
10/12/2018 18:00STOP2769.22748.32754.9-19.40.0439.0
10/12/2018 17:00BUY2775.22753.02766.9-5.60.0452.8
10/12/2018 16:00BUY2773.82753.02772.40.00.0458.4
10/11/2018 22:00STOP2762.12710.52728.30.00.0458.4
10/11/2018 21:00STOP2745.02710.52731.30.00.0458.4
10/11/2018 20:00STOP2781.92745.52765.70.00.0458.4
10/11/2018 19:00STOP2784.12745.52770.10.00.0458.4
10/11/2018 18:00STOP2777.72745.52767.00.00.0458.4

NDX Buy Model
DateSignalStop shortStop longLast PriceP&L UPP&L DOWNTotal
10/16/2018 22:00BUY7291.37218.07276.2104.30.01995.7
10/16/2018 21:00BUY7257.17181.77240.168.20.01959.5
10/16/2018 20:00BUY7249.67181.47239.367.40.01958.8
10/16/2018 19:00BUY7230.07168.67226.454.50.01945.8
10/16/2018 18:00BUY7219.57158.27215.944.00.01935.3
10/16/2018 17:00BUY7185.77124.67182.110.30.01901.6
10/16/2018 16:00BUY7175.57114.57171.90.00.01891.3
10/15/2018 22:00STOP7103.67047.57068.30.00.01891.3
10/15/2018 21:00STOP7142.67047.57130.40.00.01891.3
10/15/2018 20:00STOP7143.67047.57132.40.00.01891.3
10/15/2018 19:00STOP7142.47047.57110.80.00.01891.3
10/15/2018 18:00STOP7142.47047.57086.40.00.01891.3
10/15/2018 17:00STOP7146.87047.57095.20.00.01891.3
10/15/2018 16:00STOP7146.87086.37093.0-57.30.01891.3
10/12/2018 22:00BUY7179.07100.27157.50.00.01948.6
10/12/2018 21:00STOP7109.27019.97100.80.00.01948.6
10/12/2018 20:00STOP7102.97019.97083.20.00.01948.6
10/12/2018 19:00STOP7102.97019.97067.60.00.01948.6
10/12/2018 18:00STOP7138.47071.17089.9-57.10.01948.6
10/12/2018 17:00BUY7156.97076.77126.9-6.90.01998.8
10/12/2018 16:00BUY7152.77076.77133.80.00.02005.7