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Var %

12 mesi
15.6%
14.4%
9.0%
19.7%
20.2%
6.8%
3.1%

-0.5%
17.4%
12.1%
18.0%

-8.9%
-0.5%
-29.6%

Var %
2015
15.6%
24.7%
0.9%
20.6%
17.2%

-2.5%
-9.7%
2.3%
6.5%
4.7%
15.9%

-2.9%

8.6%
66.4%
31.8%

4.0%
5.3%
2.7%
15.8%
18.8%

-51.9%

-33.6%

9.1%
2.9%
31.5%
19.3%
13.1%
10.2%
15.9%

12.8%
3.0%
10.7%
16.9%
23.4%
6.8%
15.2%

-17.4%

-9.1%

32.0%
23.9%

10.9%
13.2%

7.0%
4.3%
2.3%
0.6%
1.5%

-0.3%
0.5%

0.3%

-0.9%
0.5%
0.2%
0.1%
0.1%
0.5%

INDICI (valuta locale)


.....EURO STOXX50
.....FTSEMIB40
.....S&P500
....CAC 40
....DAX
....DOW JONES IND
....DOW JONES TR
....FTSE 100
....NASDAQ
....SMI
....STOXX 600
...BOVESPA
...HONG KONG HS
...MOSCOW RTS
...SENSEX (INDIA)
...SHANGHAI COMP
...TOKYO NIKKEI 225
..PHLX GOLD&SILVER
ETF AZIONARI (EUR)
.ISH FTSE BRIC 50
.ISH MSCI EMG MKTS
.ISH SP500
.LYX DAX
.LYX MIB
.LYX MSCI ASIA ex JP
.LYX MSCI EUROPE
.LYX MSCI LAT AM
.LYX MSCI USA
.LYX MSCI WORLD
BONDS
bg.10y BTP fut
bg.10Y BUND fut
bg.10Y US T-NOTE fut
bg.EUR 02Y SCHATZ
bg.EUR 05Y BOBL
bg.US 02Y T-NOTE
bg.US 05Y T-NOTE

Val
EUR
EUR
USD
EUR
EUR
USD
USD
GBP
USD
CHF
EUR
BRL
HKD
RUB
INR
CNY
JPY
USD
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
USD
EUR
EUR
USD
USD

Port
Mod

RATING
m
mmm

mm

TRAINANTE
DEBOLE
MOLTO DEBOLE
MOLTO DEBOLE
DEBOLE

mm

TRAINANTE

POSITIVO
NEUTRALE

m
mmmmm
mm
mmmmm
m
mmmm
mm
mm

P
P
P

MOLTO DEBOLE
DEBOLE
MOLTO DEBOLE
TRAINANTE
DEBOLE
TRAINANTE
MOLTO DEBOLE
DEBOLE
MOLTO DEBOLE

mm
mmmmm
m
m

POSITIVO
mm

mmm
mmmmm
mmmm
mmm
mm

TRAINANTE
TRAINANTE
MOLTO DEBOLE
MOLTO DEBOLE
MOLTO DEBOLE
NEUTRALE
NEUTRALE
POSITIVO
NEUTRALE

mm
mm
m
mmm
mmmm
m

TRAINANTE
TRAINANTE
NEUTRALE

mmmmm
mmmm
mmmmm
mmmmm
mmmmm
mm

P
P
P
P

Forza vs benchmark

TRAINANTE
TRAINANTE
TRAINANTE
TRAINANTE
POSITIVO

8.9%
0.7%
1.2%
5.6%
17.5%
2.2%

1.4%
0.4%

-1.0%
0.6%
10.3%
1.0%

-27.5%
-50.0%
-30.5%
-14.5%
-26.4%
-47.7%
-12.5%
-16.7%

-5.5%
-14.3%
-13.7%
-7.6%
-17.1%
-14.7%
-8.6%
-5.5%

2.7%

1.0%
0.5%

-14.6%
-9.0%
-20.4%
-28.5%
0.9%

-7.6%
-11.4%
-30.3%
-28.6%

19.3%

8.1%

-11.3%
-1.2%
-18.0%

-8.9%
-6.0%
-9.4%

20.5%

3.8%

bi.LYX BTP 10Y MTS


bi.LYX EMTS 01-03Y
bi.LYX EMTS CORP BOND A
bi.LYX EMTS GL BOND
bp.LYX EMG MKT LIQ SOV $
bp.LYX IBOXX LIQ EUR HY
COMMODITES
c..ARGENTO cash
c..BRENT OIL cash
c..CRB INDEX cash
c..ORO cash
c..RAME cash
c.ETFS BRENT OIL
c.ETFS COPPER
c.ETFS CRB INDEX
c.ETFS PH GOLD
c.ETFS SILVER
INDICI DIVERSI
d.DB G10 CARRY TR INDEX
d.SPREAD ITA-GER
d.VIX
d.VSTOXX
VALUTE
r..US DOLLAR INDEX
r.EUR/GBP
r.EUR/JPY
r.EUR/USD
r.USD/JPY

EUR
EUR
EUR
EUR
USD
EUR
USD
USD
USD
USD
USD
EUR
EUR
EUR
EUR
EUR

P
P
P
P
P

POSITIVO

mm
m
m
mmmm

TRAINANTE
TRAINANTE
NEUTRALE
m

TRAINANTE
NEUTRALE

mmm
mm

TRAINANTE
MOLTO DEBOLE

mmmm

TRAINANTE
DEBOLE
MOLTO DEBOLE
DEBOLE

mm

NEUTRALE
P
m
mm
mm

NEUTRALE

TRAINANTE
TRAINANTE

-------------------

mmm
mm
mm
m
m
m
m
m
mmm

NUOVI SEGNALI TRIMESTRALI (TRIMESTRE IN CORSO - TREND DI LUNGO PERIODO)


LONG
DA LONG A NEUTRALE
DA SHORT A NEUTRALE

bg.EUR 05Y BOBLd.VIX

.....S&P500....DOW JONES TR....FTSE 100...BOVESPA..PHLX GOLD&SILVER.LYX MSCI LAT AMc..ORO cashc..RAME cas

....DOW JONES IND...HONG KONG HS...SHANGHAI COMP.ISH FTSE BRIC 50.ISH MSCI EMG MKTS.LYX MSCI ASIA ex JP

Indicazioni automatiche

Posizione del Trend

Posizioni esistenti

Nuove posizioni

MANTENERE
MANTENERE

LIQUIDARE
MANTENERE

RIDURRE
LIQUIDARE
LIQUIDARE
LIQUIDARE
TAKE PROFIT
MANTENERE

RIDURRE
LIQUIDARE
RIDURRE
LIQUIDARE
MANTENERE

POSSIBILE SHORT
-

POSSIBILE SHORT
BUY ON DIPS
POSSIBILE SHORT
-

POSSIBILE SHORT

LIQUIDARE
RIDURRE
LIQUIDARE

POSSIBILE SHORT

MANTENERE

MANTENERE
MANTENERE
MANTENERE

RIDURRE
RIDURRE
LIQUIDARE
RIDURRE
RIDURRE
MANTENERE

MANTENERE

TAKE PROFIT

BUY ON DIPS

MANTENERE

LIQUIDARE

LIQUIDARE
LIQUIDARE

LT (trim)

VAR

L
L

ES
L
L
N

ES
ES
L
L
L

RIDURRE

VAR

ES
N
N
N
N
L

ES

N
N
L
L
L
N
L

EL
S
N

CM LT

CM MT

CM BT

N
N
N
L

Down
Down
Tm
Down
Down
Tm
Tm
Tm
Tm
Tm
Down
Down
Adv
Tm
Down
Down
Down
Tm

Down
Down
Tm
Down
Tm
Tm
Up
Tm
Tm
Adv
Down
Down
Down
Down
Up
Tm
Down
Tm

Adv
Adv
Adv
Adv
Adv
Tm
Adv
Adv
Adv
Adv
Adv
Tm
Up
Tm
Down
Up
Up
Up

Adv
Down
Down
Down
Down
Adv
Down
Down
Down
Down

Tm
Tm
Tm
Tm
Down
Tm
Down
Tm
Tm
Tm

Up
Down
Adv
Adv
Adv
Adv
Adv
Tm
Adv
Adv

Down
Adv
Adv
Adv
Adv
Up
Adv

Tm
Tm
Tm
Tm
Up
Down
Tm

Adv
Adv
Adv
Down
Adv
Adv
Adv

L
N
N

S
S
S
S

S
S

L
N

N
L
N

S
ES
ES

S
S
S
S

S
S

N
N

S
S
S
S
S

N
N

N
N

N
N
N

S
S
S

L
L

BT (sett)

ES

N
N
N
L

MT (mese)

Posizione ciclica

S
N
L
N

S
S

N
N
L
L
L
L
L

S
L

MANTENERE
MANTENERE
MANTENERE

RIDURRE

LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE
LIQUIDARE

LIQUIDARE
MANTENERE

RIBASSO
RIALZO
RIALZO

N
N
N
N
N
N

N
N

ES

BUY ON DIPS

S
S
S
ES
ES
S
ES
S

LATERALE

RIDURRE
LIQUIDARE
RIDURRE
LIQUIDARE
TAKE PROFIT

EL
N

N
N

L
L
L
L
N
N

Down
Tm
Tm
Down
Adv
Tm

Tm
Tm
Tm
Tm
Tm
Tm

Adv
Adv
Adv
Adv
Adv
Adv

S
S
S
S
S
S
S
S
S
S

S
S
S
S
S
S
S
S
S

Up
Tm
Tm
Adv
Tm
Tm
Adv
Tm
Adv
Adv

Down
Adv
Adv
Tm
Tm
Down
Tm
Down
Tm
Tm

Up
Tm
Tm
Tm
Tm
Tm
Up
Tm
Tm
Up

S
EL

L
N

Tm
Up
Down
Adv

Tm
Adv
Tm
Tm

Adv
Tm
Tm
Tm

Adv
Tm
Tm
Tm
Down

Tm
Up
Adv
Adv
Tm

Adv
Up
Up
Tm
Up

N
N
N

N
N

S
S

S
S
S

S
S
S

R.LYX MSCI LAT AMc..ORO cashc..RAME cashc.ETFS COPPERd.DB G10 CARRY TR INDEX

0.ISH MSCI EMG MKTS.LYX MSCI ASIA ex JPbi.LYX EMTS 01-03Yc.ETFS SILVERd.VSTOXX

L
N
L

NUOVI SEGNALI MENSILI (MESE IN CORSO - T


LONG
DA LONG A NEUTRALE
DA SHORT A NEUTRALE
SHORT

Indicatori tecnici - Ipercomperato (Rosso) e Ipervenduto


(Giallo)
LT

MT

71
79

Posiz.tecnica

Livelli del TREND TRIM


Ultimo px

3637.80
23705.00
2077.57
5154.75
11490.83
17373.38
8250.85
6718.49
5043.54
9408.27
397.07
48577.32
24552.47
832.47
28236.39
3744.20
20724.56
45.70

L
L

3256.44
19578.27

3004.42
19011.96

3691.42
21855.05

L
L

4454.77
10438.88

4177.22
9048.65
16575.78

4736.05
8727.95
357.32

4700.27
8127.48
333.80

3956.27
L
2136.32
5455.00
12342.88
18311.92
9097.47
7372.62
L
9624.46
424.25
30635.70

22836.82

28661.63
5178.19
20952.71
91.13

N
N
N

26307.07
3242.08
18557.26

49

66
71
51
73
65
36
39
48
61
65
67
31
36
31
61
47

99
2

87
16

41
29
75
67
79
40
75
77
76

39
28
62
64
67
33
61
21
60
65

22.13
31.42
18.89
110.70
23.46
43.45
133.76
21.40
183.15
159.95

61
55
60

53
47
50

99
85

81

135.97
154.44
127.45
111.36
130.44
109.43
119.47

93
80
68
29
41
64

100
80
79
22
39
25

91

34
52

69
42
45

FASE SPECULATIVA

Livelli del TREND MENSILE

L
L
L

1480.14
29094.61

N
N
N
N

17450.77

S
S

S
20975.94
790.71
24106.37
929.51
14349.38

S
N
N
L
L
L

17.60
101.59
19.63

122.08

19.03
28.61
13.72
87.49
19.00
34.47
112.62

S
L
L

169.81
147.35

136.37
121.08

141.29
160.69
129.92
L
L
109.80
120.91

N
N
N

124.01
147.57
121.97
110.78

111.08
109.80

S
116.80

27.60
39.22
20.12
119.59
25.63
52.34
147.38
26.90
193.29
166.96
148.33
163.37
129.77
L
131.01
110.00
121.08

N
N
11802.37
18188.81
8540.44
7015.48
4901.51

N
408.73

D
S
20937.34
2044.02

S
S
S
S
4789.40
8727.95

S
ES
ES

64.08

21.22

35.59

N
113.90

N
N
140.37
24.46
189.15

S
18.00

S
42.59

S
S
S

153.20

125.65

155.79

N
111.08

N
109.70
120.05

S
111.02
127.54

S
S

143.95
178.00
97.51
120.51

N
N
N
N
N
N

113.54
123.96
137.69
157.39
67.51
113.68

138.43
126.94
145.07
179.92
96.81
124.30

19.32
112.03
300.44

17.79
67.95
231.77

57.84

36.10

21.98
110.58

19.53

N
N

S
S
S
S
S
S
S
S
84.51
13.72

103.00

4.64

78.96

61
79
55
57
69
58

54
66
46
50
61
43

128.86
126.19
140.27
170.80
90.52
117.42

134.65

14
14
17
3
2
11
17
11

24
23
21

31
28

37
39

14.81
49.13
198.54
1093.64
234.10
25.30
21.67
16.83
97.05
14.36

24
39
44
39

265.00
117.00
13.39
18.71

183.00
L

78

70

20

52
24

52
32
77

97.5630
0.71
136.1720
1.10
124.22

99.99
0.8270
144.79
1.3584
L

33
27
31

98

17
19
20
22

15

(MESE IN CORSO - TREND DI MEDIO PERIODO)


d.SPREAD ITA-GER

....CAC 40.LYX MIBbg.10Y US T-NOTE futbi.LYX BTP 10Y MTSbi.LYX EMTS CORP BOND A
...BOVESPA...MOSCOW RTS

0.7515
144.79
1.1545
118.50

S
S
S
102.49

N
N
N
172.12

124.15

N
N

85.25
113.78

18.04
70.51
243.40
1294.76
303.55
39.03
29.13
20.23
113.71
17.70

17.20
65.21
223.30
1177.52
273.16
33.83
25.43
18.64
106.66
16.50

S
S
S
S
S
S
S
S
S
S

290.82
EL
20.05
32.31

274.78

N
N

8.62
12.28

93.56

99.0410
0.7415
L
1.1437
L

0.74
133.310

N
120.40

S
126.8600
1.0616
116.56

Livelli del TREND SETTIM.

3717.44
23970.56
2126.64
L
11936.98
18086.45
L
6834.84
5210.14
L
407.64
53512.62
25415.27
924.15
28576.62
4053.22
20817.48
59.43

N
N
N

3513.10
22588.91
2063.52
4889.22

23.53
33.80
19.48
114.87
23.70
45.97
137.87
24.30
188.61
162.90
L
L
L
L
L
109.59
L

4924.29
11669.86
17783.59
8019.61
6764.82

N
9171.14

N
50894.51
25128.51
875.10

N
4070.91

S
S
7837.71

S
5006.15
9107.38
385.74

S
S
S
27416.39

S
19879.57

49.77

22.47
32.15

S
S

N
112.49
23.70
44.44
135.85
22.29

18.44

S
S
S
S
S

N
N

178.62
154.82

134.82
152.91
126.72
111.25
129.97
109.57
119.16

132.84
151.76
125.64
111.20
129.63

S
118.66

L
L
L
L
92.08
119.45
15.34
61.73
221.49
1163.37
250.55
32.01
23.29
18.73
103.78
14.65

127.93
126.10
139.82
169.90

N
N

125.71
126.10
138.98
167.85
88.58
117.02

14.37

53.39
205.49
1105.40
244.60
28.43
22.12
17.54
98.08
14.38

S
S
S
S
S
S
S
S
S

L
125.00
16.27
23.46

260.94

260.47
117.00

16.27
21.92

S
S

L
0.7161
137.350
1.1148
L

96.29
0.7161
137.350
1.1132
123.01

95.93

S
S
S
122.16