Assessment - World - 7/31/23 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
7/31/23
⇓ Δwk
3/06/23
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,473,460.000
Fri
-0.53
457,138.000
253,019.000
204,119.000
80.67
ARS
124.40
Athex Large Cap
3,621.540
Fri
0.06
3,233.860
2,646.870
586.990
22.18
EUR
34.19
NASDAQ-100
18,546.200
Fri
-0.06
15,757.000
12,302.500
3,454.500
28.08
USD
25.88
DJ Global Titans
632.870
Fri
0.02
529.480
436.770
92.710
21.23
USD
19.58
L
MIB 40
35,398.800
Fri
-0.03
29,644.700
27,949.300
1,695.400
6.07
EUR
18.60
ISEQ-Overall
10,009.200
Fri
-0.16
9,066.100
8,562.100
504.000
5.89
EUR
18.30
Nikkei 225
38,787.400
Fri
-0.34
33,172.200
28,237.800
4,934.400
17.47
JPY
16.77
S&P 100
2,522.630
Fri
0.09
2,142.100
1,816.360
325.740
17.93
USD
16.67
L
S&P Global 100
3,731.920
Fri
-0.03
3,167.020
2,743.170
423.850
15.45
USD
14.63
S&P 500
5,303.270
Fri
0.12
4,588.960
4,048.420
540.540
13.35
USD
13.49
L
DAX
18,704.400
Fri
-0.18
16,446.800
15,653.600
793.200
5.07
EUR
13.04
L
CDAX
1,617.260
Fri
-0.19
1,453.870
1,397.490
56.380
4.03
EUR
12.49
L
Euro Stoxx 50
5,064.140
Fri
-0.16
4,471.310
4,313.780
157.530
3.65
EUR
12.32
L
IBEX 35
11,327.700
Fri
0.25
9,641.500
9,511.000
130.500
1.37
EUR
11.56
L
CAC 40
8,167.500
Fri
-0.26
7,497.780
7,373.210
124.570
1.69
EUR
10.09
OMXC 20
2,729.170
Fri
-0.85
2,030.750
1,952.470
78.280
4.01
DKK
9.84
Kospi 50
2,558.060
Fri
-1.14
2,397.190
2,215.840
181.350
8.18
KRW
9.70
BSE Sensex
73,917.000
Fri
0.34
66,527.700
60,224.500
6,303.200
10.47
INR
9.65
L
AEX
913.250
Fri
-0.03
792.000
759.830
32.170
4.23
EUR
9.23
L
MDAX
27,441.200
Fri
-0.24
28,837.100
29,173.000
-335.900
-1.15
EUR
9.14
L
SDAX
15,162.800
Fri
-0.03
13,745.100
13,675.500
69.600
0.51
EUR
8.94
DJIA
40,003.600
Fri
0.34
35,559.500
33,431.400
2,128.100
6.37
USD
7.75
TecDAX
3,431.210
Fri
-0.37
3,328.670
3,278.370
50.300
1.53
EUR
7.59
L
CAC Next 20
18,715.700
Fri
-0.81
18,193.400
17,867.100
326.300
1.83
EUR
7.35
L
Stoxx 50
4,521.920
Fri
0.01
4,053.530
3,918.130
135.400
3.46
EUR
7.35
⇓ instrument
freshest
⇓ Δday
7/31/23
⇓ Δwk
3/06/23
prc diff
⇓ Δ21
Curr
∅-RS
L
IPC
57,583.100
Fri
0.21
54,848.300
53,924.200
924.100
1.71
MXN
6.99
L
OMXS30
2,602.200
Fri
-0.25
2,250.920
2,261.860
-10.940
-0.48
SEK
6.30
L
SLI® PR
1,961.520
Fri
0.58
1,789.060
1,782.870
6.190
0.35
CHF
4.65
L
HSI
19,553.600
Fri
0.91
20,078.900
20,603.200
-524.300
-2.54
HKD
4.63
L
STI
3,313.480
Fri
0.26
3,373.980
3,239.310
134.670
4.16
SGD
4.55
ASX 50
7,667.600
Fri
-0.73
7,226.100
7,190.300
35.800
0.50
AUD
4.14
L
PSI 20
6,887.380
Fri
-0.48
6,135.310
6,043.110
92.200
1.53
EUR
3.82
L
ATX
3,750.480
Fri
1.15
3,245.980
3,546.650
-300.670
-8.48
EUR
3.81
NZX 50
11,699.800
Fri
-0.24
12,056.200
11,912.500
143.700
1.21
NZD
3.42
L
TSX 60
1,342.690
Fri
0.70
1,237.170
1,234.730
2.440
0.20
CAD
3.00
L
CAC Mid 60
15,114.200
Fri
-0.06
14,241.600
15,284.500
-1,042.900
-6.82
EUR
2.89
L
SMI® PR
12,038.000
Fri
0.76
11,309.200
11,147.200
162.000
1.45
CHF
2.41
L
FTSE
8,420.260
Fri
-0.22
7,699.410
7,929.790
-230.380
-2.91
GBP
2.41
L
BEL 20
4,004.800
Fri
0.24
3,776.610
3,881.940
-105.330
-2.71
EUR
2.21
L
OBX Price
616.480
Thu
0.53
555.770
578.990
-23.220
-4.01
NOK
0.40
L
SSE 50 ew
1,924.640
Fri
1.18
2,045.170
2,142.470
-97.300
-4.54
CNY
-0.57
L
OMXH 25
4,706.540
Fri
-0.10
4,388.240
5,043.670
-655.430
-13.00
EUR
-7.22
World - 42 out of 42 instruments rated - 7/31/23 / 3/06/23 - 32 did rise, Market-Ratio(21) = 76.19 %
Technical Chart
Transactions World * A21 - 73/57 (1)
⇐
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/05/06
154
- cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
6
USD
1,577.500
1,691.080
1,463.920
-113.580
-7
9,319
-19
long
10/09/06
8/20/07
315
SSE 50 ew
100
8
CNY
1,149.580
4,104.660
2,955.080
257
32,959
337
short
8/20/07
4/27/09
616
ISEQ-Overall
100
3
EUR
8,327.390
2,622.050
26,447.026
18,119.636
218
87,318
98
long
4/27/09
2/08/10
287
SSE 50 ew
100
46
CNY
1,895.700
2,284.390
388.690
21
105,198
27
short
2/08/10
3/22/10
42
Athex Large Cap
100
11
EUR
8,951.600
9,909.400
7,993.800
-957.800
-11
94,662
-63
long
3/22/10
5/03/10
42
Merval
100
39
ARS
2,402.450
2,160.200
-242.250
-10
85,214
-60
short
5/03/10
10/11/10
161
Athex Large Cap
100
9
EUR
9,117.600
7,569.600
10,982.169
1,864.569
20
101,995
52
long
10/11/10
5/23/11
224
SDAX
100
22
EUR
4,578.700
5,383.620
804.920
18
119,704
30
short
5/23/11
1/16/12
238
Athex Large Cap
100
21
EUR
5,689.400
2,507.600
12,908.467
7,219.067
127
271,304
251
long
1/16/12
5/21/12
126
ISEQ-Overall
100
90
EUR
3,005.690
3,087.810
82.120
3
278,695
8
short
5/21/12
9/10/12
112
Athex Large Cap
100
137
EUR
2,028.100
2,671.700
1,384.500
-643.600
-32
190,522
-71
long
9/10/12
6/17/13
280
OMXC 20
100
385
DKK
494.790
522.110
27.320
6
201,040
7
short
6/17/13
8/12/13
56
RTX
100
108
USD
1,859.890
1,850.700
1,869.126
9.236
0
202,037
3
long
8/12/13
8/04/14
357
Merval
100
55
ARS
3,668.830
8,321.410
4,652.580
127
457,929
131
short
8/04/14
8/18/14
14
PSI 20
100
78
EUR
5,854.360
5,654.350
6,061.445
207.085
4
474,082
148
long
8/18/14
10/06/14
49
Merval
100
54
ARS
8,670.140
10,925.500
2,255.360
26
595,871
460
short
10/06/14
2/23/15
140
PSI 20
100
107
EUR
5,537.710
5,494.440
5,581.321
43.611
1
600,538
2
long
2/23/15
7/27/15
154
SSE 50 ew
100
251
CNY
2,386.700
2,634.850
248.150
10
662,823
26
short
7/27/15
6/06/16
315
RTX
100
567
USD
1,168.610
1,254.320
1,082.900
-85.710
-7
614,226
-8
long
6/06/16
6/27/16
21
NZX 50
100
87
NZD
7,024.380
6,716.580
-307.800
-4
587,447
-54
short
6/27/16
7/04/16
7
Athex Large Cap
100
423
EUR
1,385.560
1,434.290
1,336.830
-48.730
-4
566,834
-85
long
7/04/16
2/12/18
588
Merval
100
37
ARS
15,229.300
30,143.400
14,914.100
98
1,118,656
53
short
2/12/18
7/09/18
147
IBEX 35
100
114
EUR
9,771.100
9,927.000
9,615.200
-155.900
-2
1,100,883
-4
long
7/09/18
7/23/18
14
NASDAQ-100
100
151
USD
7,276.000
7,371.780
95.780
1
1,115,346
41
short
7/23/18
7/30/18
7
SSE 50 ew
100
521
CNY
2,139.790
2,156.800
2,122.780
-17.010
-1
1,106,484
-34
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield long
7/30/18
9/10/18
42
TecDAX
100
379
EUR
2,912.240
2,908.990
-3.250
0
1,105,252
-1
short
9/10/18
3/11/19
182
SSE 50 ew
100
546
CNY
2,022.660
2,385.150
1,660.170
-362.490
-18
907,333
-33
long
3/11/19
8/05/19
147
Merval
100
26
ARS
33,834.900
40,873.400
7,038.500
21
1,090,334
60
short
8/05/19
10/07/19
63
IPC
100
27
MXN
39,496.400
42,952.300
36,040.500
-3,455.900
-9
997,024
-41
long
10/07/19
3/02/20
147
NZX 50
100
90
NZD
10,975.600
11,103.400
127.800
1
1,008,526
3
short
3/02/20
8/03/20
154
Athex Large Cap
100
553
EUR
1,823.290
1,479.090
2,247.589
424.299
23
1,243,164
64
long
8/03/20
11/02/20
91
Merval
100
23
ARS
52,504.200
47,467.600
-5,036.600
-10
1,127,322
-33
short
11/02/20
11/09/20
7
RTX
100
845
USD
1,333.900
1,576.970
1,090.830
-243.070
-18
921,928
-100
long
11/09/20
11/29/21
385
Merval
100
18
ARS
49,650.400
79,094.900
29,444.500
59
1,451,929
55
short
11/29/21
12/13/21
14
HSI
100
60
HKD
23,852.200
23,954.600
23,749.800
-102.400
0
1,445,785
-11
long
12/13/21
1/24/22
42
Merval
100
17
ARS
81,947.600
81,004.400
-943.200
-1
1,429,750
-10
short
1/24/22
11/14/22
294
SDAX
100
98
EUR
14,463.900
12,569.300
16,644.078
2,180.178
15
1,643,408
19
long
11/14/22
12/19/22
35
Merval
100
10
ARS
153,399.000
168,966.000
15,567.000
10
1,799,078
174
short
12/19/22
1/16/23
28
NASDAQ-100
100
162
USD
11,084.600
11,541.500
10,627.700
-456.900
-4
1,725,060
-42
long
1/16/23
6/26/23
161
Merval
100
6
ARS
250,556.000
432,406.000
181,850.000
73
2,816,160
245
short
6/26/23
7/24/23
28
OMXH 25
100
644
EUR
4,371.300
4,412.140
4,330.460
-40.840
-1
2,789,859
-12
long
7/24/23
8/28/23
35
Merval
100
5
ARS
466,663.000
665,524.000
198,861.000
43
3,784,164
3,952
short
8/28/23
12/04/23
98
OMXH 25
100
881
EUR
4,294.210
4,357.270
4,231.150
-63.060
-1
3,728,608
-5
long
12/04/23
5/17/24
165
Merval
100
4
ARS
845,384.000
1,473,460.000
628,076.000
74
6,240,912
242
accum 6/05/06
5/17/24 6558
days out of 6712 invested (98%)
62,309
6,240,912
43
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Merval long 3/22/10 5/03/10 42 2,402.45 2,160.20 -242.25 -10.08
long 8/12/13 8/04/14 357 3,668.83 8,321.41 4,652.58 126.81
long 8/18/14 10/06/14 49 8,670.14 10,925.50 2,255.36 26.01
long 7/04/16 2/12/18 588 15,229.30 30,143.40 14,914.10 97.93
long 3/11/19 8/05/19 147 33,834.90 40,873.40 7,038.50 20.80
long 8/03/20 11/02/20 91 52,504.20 47,467.60 -5,036.60 -9.59
long 11/09/20 11/29/21 385 49,650.40 79,094.90 29,444.50 59.30
long 12/13/21 1/24/22 42 81,947.60 81,004.40 -943.20 -1.15
long 11/14/22 12/19/22 35 153,399.00 168,966.00 15,567.00 10.15
long 1/16/23 6/26/23 161 250,556.00 432,406.00 181,850.00 72.58
long 7/24/23 8/28/23 35 466,663.00 665,524.00 198,861.00 42.61
long 12/04/23 5/17/24 165 845,384.00 1,473,460.00 628,076.00 74.29 4,033.54
SSE 50 ew long 10/09/06 8/20/07 315 1,149.58 4,104.66 2,955.08 257.06
long 4/27/09 2/08/10 287 1,895.70 2,284.39 388.69 20.50
long 2/23/15 7/27/15 154 2,386.70 2,634.85 248.15 10.40
short 7/23/18 7/30/18 7 2,139.79 2,156.80 2,122.78 -17.01 -0.79
short 9/10/18 3/11/19 182 2,022.66 2,385.15 1,660.17 -362.49 -17.92 286.78
ISEQ-Overall short 8/20/07 4/27/09 616 8,327.39 2,622.05 26,447.03 18,119.64 217.59
long 1/16/12 5/21/12 126 3,005.69 3,087.81 82.12 2.73 226.27
Athex Large Cap short 2/08/10 3/22/10 42 8,951.60 9,909.40 7,993.80 -957.80 -10.70
short 5/03/10 10/11/10 161 9,117.60 7,569.60 10,982.17 1,864.57 20.45
short 5/23/11 1/16/12 238 5,689.40 2,507.60 12,908.47 7,219.07 126.89
short 5/21/12 9/10/12 112 2,028.10 2,671.70 1,384.50 -643.60 -31.73
short 6/27/16 7/04/16 7 1,385.56 1,434.29 1,336.83 -48.73 -3.52
short 3/02/20 8/03/20 154 1,823.29 1,479.09 2,247.59 424.30 23.27 98.15
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
SDAX long 10/11/10 5/23/11 224 4,578.70 5,383.62 804.92 17.58
short 1/24/22 11/14/22 294 14,463.90 12,569.30 16,644.08 2,180.18 15.07 35.30
OMXC 20 long 9/10/12 6/17/13 280 494.79 522.11 27.32 5.52 5.52
PSI 20 short 8/04/14 8/18/14 14 5,854.36 5,654.35 6,061.44 207.08 3.54
short 10/06/14 2/23/15 140 5,537.71 5,494.44 5,581.32 43.61 0.79 4.35
TecDAX long 7/30/18 9/10/18 42 2,912.24 2,908.99 -3.25 -0.11 -0.11
HSI short 11/29/21 12/13/21 14 23,852.20 23,954.60 23,749.80 -102.40 -0.43 -0.43
IBEX 35 short 2/12/18 7/09/18 147 9,771.10 9,927.00 9,615.20 -155.90 -1.60 -1.60
OMXH 25 short 6/26/23 7/24/23 28 4,371.30 4,412.14 4,330.46 -40.84 -0.93
short 8/28/23 12/04/23 98 4,294.21 4,357.27 4,231.15 -63.06 -1.47 -2.39
NZX 50 long 6/06/16 6/27/16 21 7,024.38 6,716.58 -307.80 -4.38
long 10/07/19 3/02/20 147 10,975.60 11,103.40 127.80 1.16 -3.27
IPC short 8/05/19 10/07/19 63 39,496.40 42,952.30 36,040.50 -3,455.90 -8.75 -8.75
NASDAQ-100 short 6/05/06 10/09/06 126 1,577.50 1,691.08 1,463.92 -113.58 -7.20
long 7/09/18 7/23/18 14 7,276.00 7,371.78 95.78 1.32
short 12/19/22 1/16/23 28 11,084.60 11,541.50 10,627.70 -456.90 -4.12 -9.85
RTX short 6/17/13 8/12/13 56 1,859.89 1,850.70 1,869.13 9.24 0.50
short 7/27/15 6/06/16 315 1,168.61 1,254.32 1,082.90 -85.71 -7.33
short 11/02/20 11/09/20 7 1,333.90 1,576.97 1,090.83 -243.07 -18.22 -23.84
Annotations
9/28/23 Nikkei 225 stock split 1:4 (four for one)
2/20/15 Indices Build and analyzed.
The initial mind was to create an instrument which provides a quick overview about the global trend.
In Mixed Cut the faster Best Long purges many good short investments, so it seems the better choice is to follow the
Mixed Overlap at any one signal with half the money.
write an annotation