Share-o-matic - Portfolio

Tue, May 7th, 2024, 12:23UTC

Assessment - Indices - 4/01/24 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	4/01/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ21	Curr	∅-RS
		Merval	1,495,830.000	Mon	3.02	1,213,480.000		637,284.000	576,196.000	90.41	ARS	123.88
		OMXC 20	2,587.280	Mon	0.23	2,669.490		2,184.370	485.120	22.21	DKK	21.52
		Nikkei 225	38,835.100	06:15	1.57	39,803.100		32,708.500	7,094.600	21.69	JPY	21.07
		MIB 40	33,986.900	Mon	1.06	34,750.400		28,592.600	6,157.800	21.54	EUR	19.74
		DJ Global Titans	619.010	Mon	1.13	621.160		509.730	111.430	21.86	USD	19.14
		NASDAQ-100	18,093.600	Mon	1.13	18,293.200		15,154.900	3,138.300	20.71	USD	18.70
		S&P 100	2,465.540	Mon	1.09	2,477.140		2,063.400	413.740	20.05	USD	17.41
		S&P 500	5,180.740	Mon	1.03	5,243.770		4,365.980	877.790	20.11	USD	16.33
	L	S&P Global 100	3,645.160	Mon	0.96	3,614.340		3,044.640	569.700	18.71	USD	15.69
		Euro Stoxx 50	4,956.960	Mon	0.72	5,083.420		4,158.640	924.780	22.24	EUR	15.52
	L	IBEX 35	10,917.500	Mon	0.58	11,074.600		9,241.500	1,833.100	19.84	EUR	15.25
	L	ISEQ-Overall	10,082.200	Mon	0.13	9,957.270		8,206.670	1,750.600	21.33	EUR	14.91
	L	DAX	18,175.200	Mon	0.96	18,492.500		15,136.000	3,356.500	22.18	EUR	14.55
	L	AEX	891.130	Mon	0.42	881.780		735.340	146.440	19.91	EUR	14.18
	L	CDAX	1,569.640	Mon	0.93	1,589.960		1,325.490	264.470	19.95	EUR	12.28
		Athex Large Cap	3,523.770	Thu	0.31	3,420.410		3,027.610	392.800	12.97	EUR	12.14
		DJIA	38,852.300	Mon	0.46	39,566.900		34,095.900	5,471.000	16.05	USD	12.03
		BSE Sensex	73,895.500	Mon	0.02	74,014.500		64,958.700	9,055.800	13.94	INR	11.41
	L	OMXS30	2,563.790	Mon	0.93	2,518.270		2,123.500	394.770	18.59	SEK	11.26
		Kospi 50	2,510.980	Fri	-0.18	2,597.810		2,314.740	283.070	12.23	KRW	11.08
		CAC 40	7,996.640	Mon	0.49	8,205.810		7,013.730	1,192.080	17.00	EUR	11.04
	L	Stoxx 50	4,400.190	Mon	0.49	4,428.100		3,877.540	550.560	14.20	EUR	9.82
		SLI® PR	1,857.600	Mon	0.52	1,923.910		1,664.530	259.380	15.58	CHF	9.27
	L	ATX	3,614.610	Mon	0.66	3,535.790		3,199.740	336.050	10.50	EUR	9.16
	L	TSX 60	1,334.300	Mon	1.40	1,333.600		1,186.860	146.740	12.36	CAD	8.76
		⇓instrument	freshest		⇓ Δday	4/01/24	⇓ Δwk	11/06/23	prc diff	⇓ Δ21	Curr	∅-RS
		ASX 50	7,642.100	06:43	1.40	7,733.400		6,893.400	840.000	12.19	AUD	8.40
		TecDAX	3,291.740	Mon	0.78	3,454.380		2,942.510	511.870	17.40	EUR	8.01
	L	SDAX	14,522.600	Mon	0.63	14,294.600		12,773.700	1,520.900	11.91	EUR	7.12
	L	IPC	57,282.900	Mon	0.26	57,629.900		51,647.700	5,982.200	11.58	MXN	6.89
	L	CAC Mid 60	14,715.300	Mon	0.89	14,763.100		12,930.200	1,832.900	14.18	EUR	6.70
	L	BEL 20	3,929.000	Mon	0.40	3,845.630		3,474.010	371.620	10.70	EUR	5.51
		SMI® PR	11,327.700	Mon	0.49	11,730.400		10,576.800	1,153.600	10.91	CHF	5.23
	L	FTSE	8,213.490	Fri	0.51	7,952.620		7,417.760	534.860	7.21	GBP	4.78
	L	OBX Price	610.400	Mon	1.26	585.220		573.310	11.910	2.08	NOK	4.56
	L	CAC Next 20	18,096.600	Mon	0.41	18,088.600		16,335.100	1,753.500	10.73	EUR	4.28
		NZX 50	11,800.800	05:43	-0.17	12,105.300		11,261.200	844.100	7.50	NZD	3.99
	L	PSI 20	6,652.710	Mon	0.06	6,280.500		6,389.930	-109.430	-1.71	EUR	1.79
	L	MDAX	26,567.400	Mon	1.01	27,043.000		24,908.700	2,134.300	8.57	EUR	1.56
	L	STI	3,303.190	Mon	0.31	3,234.890		3,180.530	54.360	1.71	SGD	1.35
	L	OMXH 25	4,554.810	Mon	1.22	4,389.230		4,250.500	138.730	3.26	EUR	-0.92
	L	SSE 50 ew	1,900.550	Mon	0.91	1,871.410		1,874.380	-2.970	-0.16	CNY	-1.51
	L	HSI	18,578.300	Mon	0.55	16,541.400		17,966.600	-1,425.200	-7.93	HKD	-7.29
Indices - 42 out of 42 instruments rated - 4/01/24 / 11/06/23 - 39 did rise, Market-Ratio(21) = 92.86 %

Technical Chart

	Indices RS = 21 - B/S = 73/57

1/06/20	scale up chart	5/06/24

Transactions Indices * 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	5/06/24	154		Merval	100	4	ARS	845,384.000	1,495,830.000		650,446.000	77	6,330,392	287
accum	6/05/06	5/06/24	6546	days out of 6700 invested (98%)								63,204		6,330,392	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	5/06/24	154	845,384.00	1,495,830.00		650,446.00	76.94	4,096.29
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.


	is taking down something concerning