Please select a valid market.
Assessment - World - 5/06/24 - RS = 26
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ26
Curr
∅-RS
Merval
1,407,510.000
Fri
-1.91
1,495,830.000
-5.90
637,284.000
858,546.000
134.72
ARS
135.39
DJ Global Titans
621.720
Fri
0.07
619.010
0.44
509.730
109.280
21.44
USD
15.58
OMXC 20
2,662.960
Wed
0.22
2,587.280
2.93
2,184.370
402.910
18.45
DKK
15.06
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
28,592.600
5,394.300
18.87
EUR
14.71
L
ISEQ-Overall
10,000.800
Fri
0.41
10,082.200
-0.81
8,206.670
1,875.530
22.85
EUR
14.43
L
S&P Global 100
3,669.090
Fri
0.12
3,645.160
0.66
3,044.640
600.520
19.72
USD
14.34
S&P 100
2,479.800
Fri
0.13
2,465.540
0.58
2,063.400
402.140
19.49
USD
14.11
NASDAQ-100
18,161.200
Fri
0.26
18,093.600
0.37
15,154.900
2,938.700
19.39
USD
13.89
L
AEX
910.590
Fri
0.71
891.130
2.18
735.340
155.790
21.19
EUR
13.85
Nikkei 225
38,229.100
Fri
0.41
38,236.100
-0.02
32,708.500
5,527.600
16.90
JPY
12.85
S&P 500
5,222.680
Fri
0.16
5,180.740
0.81
4,365.980
814.760
18.66
USD
12.61
Athex Large Cap
3,598.440
Fri
0.36
3,523.770
2.12
3,027.610
496.160
16.39
EUR
12.52
L
OMXS30
2,627.870
Fri
1.50
2,563.790
2.50
2,123.500
440.290
20.73
SEK
11.99
L
IBEX 35
11,105.500
Fri
0.50
10,917.500
1.72
9,241.500
1,676.000
18.14
EUR
11.93
Euro Stoxx 50
5,085.080
Fri
0.61
4,956.960
2.58
4,158.640
798.320
19.20
EUR
11.21
L
DAX
18,772.800
Fri
0.46
18,175.200
3.29
15,136.000
3,039.200
20.08
EUR
11.11
L
ATX
3,686.550
Fri
0.41
3,614.610
1.99
3,199.740
414.870
12.97
EUR
10.64
L
CDAX
1,617.190
Fri
0.55
1,569.640
3.03
1,325.490
244.150
18.42
EUR
9.67
BSE Sensex
72,664.500
Fri
0.36
73,895.500
-1.67
64,958.700
8,936.800
13.76
INR
8.98
DJIA
39,512.800
Fri
0.32
38,852.300
1.70
34,095.900
4,756.400
13.95
USD
8.65
L
OBX Price
617.610
Fri
1.51
610.400
1.18
573.310
37.090
6.47
NOK
8.35
L
Stoxx 50
4,525.050
Fri
0.77
4,400.190
2.84
3,877.540
522.650
13.48
EUR
8.22
L
SDAX
14,837.400
Fri
0.38
14,522.600
2.17
12,773.700
1,748.900
13.69
EUR
8.19
L
TSX 60
1,336.530
Fri
-0.29
1,334.300
0.17
1,186.860
147.440
12.42
CAD
8.15
L
FTSE
8,433.760
Fri
0.63
8,213.490
2.68
7,417.760
795.730
10.73
GBP
7.97
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
11/06/23
prc diff
⇓ Δ26
Curr
∅-RS
L
BEL 20
4,013.330
Fri
0.70
3,929.000
2.15
3,474.010
454.990
13.10
EUR
7.68
L
PSI 20
6,911.820
Fri
1.15
6,652.710
3.89
6,389.930
262.780
4.11
EUR
7.44
CAC 40
8,219.140
Fri
0.38
7,996.640
2.78
7,013.730
982.910
14.01
EUR
7.38
L
CAC Mid 60
15,036.900
Fri
0.53
14,715.300
2.19
12,930.200
1,785.100
13.81
EUR
6.25
Kospi 50
2,559.650
Fri
0.70
2,510.980
1.94
2,314.740
196.240
8.48
KRW
6.18
L
HSI
18,963.700
Fri
2.30
18,578.300
2.07
17,966.600
611.700
3.40
HKD
5.93
L
IPC
57,718.000
Fri
-0.22
57,282.900
0.76
51,647.700
5,635.200
10.91
MXN
5.78
ASX 50
7,585.200
Fri
0.33
7,536.600
0.64
6,893.400
643.200
9.33
AUD
5.06
SLI® PR
1,918.500
Fri
1.24
1,857.600
3.28
1,664.530
193.070
11.60
CHF
4.91
L
CAC Next 20
18,547.600
Fri
0.44
18,096.600
2.49
16,335.100
1,761.500
10.78
EUR
4.12
L
STI
3,290.700
Fri
0.76
3,303.190
-0.38
3,180.530
122.660
3.86
SGD
3.70
L
OMXH 25
4,646.240
Fri
1.66
4,554.810
2.01
4,250.500
304.310
7.16
EUR
3.47
TecDAX
3,404.040
Fri
0.58
3,291.740
3.41
2,942.510
349.230
11.87
EUR
2.81
NZX 50
11,755.200
Fri
0.07
11,820.800
-0.55
11,261.200
559.600
4.97
NZD
1.53
SMI® PR
11,753.700
Fri
1.31
11,327.700
3.76
10,576.800
750.900
7.10
CHF
1.49
L
SSE 50 ew
1,917.800
Fri
0.21
1,900.550
0.91
1,874.380
26.170
1.40
CNY
1.10
L
MDAX
26,743.900
Fri
0.13
26,567.400
0.66
24,908.700
1,658.700
6.66
EUR
0.10
World - 42 out of 42 instruments rated - 5/06/24 / 11/06/23 - 42 did rise, Market-Ratio(26) = 100.00 %
Technical Chart
Transactions World * 26 - 60/40 (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
7/17/06
196
- cash -
short
7/17/06
7/24/06
7
NASDAQ-100
100
6
USD
1,468.500
1,482.340
1,454.660
-13.840
-1
9,917
-39
long
7/24/06
9/11/06
49
RTX
100
4
USD
2,424.620
2,381.960
-42.660
-2
9,746
-12
short
9/11/06
10/09/06
28
Merval
100
5
ARS
1,627.750
1,664.570
1,590.930
-36.820
-2
9,562
-26
long
10/09/06
8/20/07
315
SSE 50 ew
100
8
CNY
1,149.580
4,104.660
2,955.080
257
33,203
337
short
8/20/07
9/03/07
14
ISEQ-Overall
100
3
EUR
8,327.390
8,188.270
8,468.874
141.484
2
33,627
55
long
9/03/07
11/12/07
70
SSE 50 ew
100
8
CNY
4,111.930
4,133.350
21.420
1
33,799
3
short
11/12/07
4/27/09
532
ISEQ-Overall
100
4
EUR
6,969.250
2,622.050
18,523.844
11,554.594
166
80,017
96
long
4/27/09
5/24/10
392
SSE 50 ew
100
42
CNY
1,895.700
1,957.940
62.240
3
82,631
3
short
5/24/10
8/02/10
70
Athex Large Cap
100
10
EUR
7,714.900
8,669.200
6,760.600
-954.300
-12
73,088
-50
long
8/02/10
8/30/10
28
OMXC 20
100
173
DKK
420.850
393.790
-27.060
-6
68,407
-58
short
8/30/10
10/25/10
56
Athex Large Cap
100
9
EUR
7,593.600
7,980.100
7,207.100
-386.500
-5
64,928
-29
long
10/25/10
6/13/11
231
Merval
100
21
ARS
3,007.410
3,269.280
261.870
9
70,428
14
short
6/13/11
2/06/12
238
Athex Large Cap
100
12
EUR
5,583.900
3,304.400
9,435.885
3,851.985
69
116,651
124
long
2/06/12
6/04/12
119
ISEQ-Overall
100
37
EUR
3,101.840
2,961.790
-140.050
-5
111,469
-13
short
6/04/12
6/11/12
7
Athex Large Cap
100
62
EUR
1,790.300
1,806.500
1,774.100
-16.200
-1
110,465
-38
long
6/11/12
8/20/12
70
OMXC 20
100
255
DKK
432.370
494.490
62.120
14
126,306
101
short
8/20/12
10/01/12
42
Athex Large Cap
100
55
EUR
2,268.200
2,698.500
1,837.900
-430.300
-19
102,639
-84
long
10/01/12
10/13/14
742
OMXC 20
100
205
DKK
499.780
700.244
200.464
40
143,734
18
short
10/13/14
1/19/15
98
PSI 20
100
27
EUR
5,234.830
5,059.920
5,415.786
180.956
3
148,620
13
long
1/19/15
8/24/15
217
SSE 50 ew
100
64
CNY
2,308.930
2,195.270
-113.660
-5
141,346
-8
short
8/24/15
3/28/16
217
Athex Large Cap
100
86
EUR
1,626.700
1,527.300
1,732.569
105.869
7
150,451
11
long
3/28/16
4/11/16
14
NZX 50
100
22
NZD
6,662.550
6,725.100
62.550
1
151,827
28
short
4/11/16
7/11/16
91
Athex Large Cap
100
99
EUR
1,529.600
1,472.700
1,588.698
59.098
4
157,677
16
long
7/11/16
6/25/18
714
Merval
100
10
ARS
14,977.300
28,859.800
13,882.500
93
296,502
40
short
6/25/18
8/06/18
42
SSE 50 ew
100
138
CNY
2,143.200
2,027.360
2,265.659
122.459
6
313,402
62
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield long
8/06/18
10/15/18
70
TecDAX
100
106
EUR
2,938.570
2,588.330
-350.240
-12
276,276
-48
short
10/15/18
4/08/19
175
Athex Large Cap
100
166
EUR
1,661.230
1,929.580
1,392.880
-268.350
-16
231,730
-31
long
4/08/19
3/09/20
336
SSE 50 ew
100
94
CNY
2,458.910
2,356.010
-102.900
-4
222,058
-5
short
3/09/20
9/07/20
182
Athex Large Cap
100
144
EUR
1,531.910
1,535.780
1,528.040
-3.870
0
221,500
-1
long
9/07/20
1/24/22
504
NASDAQ-100
100
19
USD
11,622.100
14,509.600
2,887.500
25
276,363
17
short
1/24/22
12/12/22
322
SDAX
100
19
EUR
14,463.900
12,192.800
17,158.028
2,694.128
19
327,551
21
long
12/12/22
8/21/23
252
Merval
100
1
ARS
166,466.000
584,293.000
417,827.000
251
745,378
516
short
8/21/23
9/11/23
21
OMXH 25
100
177
EUR
4,201.610
4,377.050
4,026.170
-175.440
-4
714,325
-52
long
9/11/23
10/02/23
21
Merval
100
1
ARS
514,074.000
556,828.000
42,754.000
8
757,079
301
short
10/02/23
12/11/23
70
OMXH 25
100
179
EUR
4,221.680
4,426.450
4,016.910
-204.770
-5
720,426
-23
long
12/11/23
5/10/24
151
Merval
100
0
ARS
976,823.000
1,407,510.000
430,687.000
44
720,426
0
accum 7/17/06
5/10/24 6509
days out of 6705 invested (97%)
7,104
720,426
27
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Merval short 9/11/06 10/09/06 28 1,627.75 1,664.57 1,590.93 -36.82 -2.26
long 10/25/10 6/13/11 231 3,007.41 3,269.28 261.87 8.71
long 7/11/16 6/25/18 714 14,977.30 28,859.80 13,882.50 92.69
long 12/12/22 8/21/23 252 166,466.00 584,293.00 417,827.00 251.00
long 9/11/23 10/02/23 21 514,074.00 556,828.00 42,754.00 8.32
long 12/11/23 5/10/24 151 976,823.00 1,407,510.00 430,687.00 44.09 1,021.55
SSE 50 ew long 10/09/06 8/20/07 315 1,149.58 4,104.66 2,955.08 257.06
long 9/03/07 11/12/07 70 4,111.93 4,133.35 21.42 0.52
long 4/27/09 5/24/10 392 1,895.70 1,957.94 62.24 3.28
long 1/19/15 8/24/15 217 2,308.93 2,195.27 -113.66 -4.92
short 6/25/18 8/06/18 42 2,143.20 2,027.36 2,265.66 122.46 5.71
long 4/08/19 3/09/20 336 2,458.91 2,356.01 -102.90 -4.18 257.00
ISEQ-Overall short 8/20/07 9/03/07 14 8,327.39 8,188.27 8,468.87 141.48 1.70
short 11/12/07 4/27/09 532 6,969.25 2,622.05 18,523.84 11,554.59 165.79
long 2/06/12 6/04/12 119 3,101.84 2,961.79 -140.05 -4.52 158.11
OMXC 20 long 8/02/10 8/30/10 28 420.85 393.79 -27.06 -6.43
long 6/11/12 8/20/12 70 432.37 494.49 62.12 14.37
long 10/01/12 10/13/14 742 499.78 700.24 200.46 40.11 49.94
NASDAQ-100 short 7/17/06 7/24/06 7 1,468.50 1,482.34 1,454.66 -13.84 -0.94
long 9/07/20 1/24/22 504 11,622.10 14,509.60 2,887.50 24.84 23.67
SDAX short 1/24/22 12/12/22 322 14,463.90 12,192.80 17,158.03 2,694.13 18.63 18.63
Athex Large Cap short 5/24/10 8/02/10 70 7,714.90 8,669.20 6,760.60 -954.30 -12.37
short 8/30/10 10/25/10 56 7,593.60 7,980.10 7,207.10 -386.50 -5.09
short 6/13/11 2/06/12 238 5,583.90 3,304.40 9,435.89 3,851.99 68.98
short 6/04/12 6/11/12 7 1,790.30 1,806.50 1,774.10 -16.20 -0.90
short 8/20/12 10/01/12 42 2,268.20 2,698.50 1,837.90 -430.30 -18.97
short 8/24/15 3/28/16 217 1,626.70 1,527.30 1,732.57 105.87 6.51
short 4/11/16 7/11/16 91 1,529.60 1,472.70 1,588.70 59.10 3.86
short 10/15/18 4/08/19 175 1,661.23 1,929.58 1,392.88 -268.35 -16.15
short 3/09/20 9/07/20 182 1,531.91 1,535.78 1,528.04 -3.87 -0.25 4.41
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
PSI 20 short 10/13/14 1/19/15 98 5,234.83 5,059.92 5,415.79 180.96 3.46 3.46
NZX 50 long 3/28/16 4/11/16 14 6,662.55 6,725.10 62.55 0.94 0.94
RTX long 7/24/06 9/11/06 49 2,424.62 2,381.96 -42.66 -1.76 -1.76
OMXH 25 short 8/21/23 9/11/23 21 4,201.61 4,377.05 4,026.17 -175.44 -4.18
short 10/02/23 12/11/23 70 4,221.68 4,426.45 4,016.91 -204.77 -4.85 -8.82
TecDAX long 8/06/18 10/15/18 70 2,938.57 2,588.33 -350.24 -11.92 -11.92
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