Please select a valid market.
Assessment - World - 5/06/24 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/08/24
prc diff
⇓ Δ17
Curr
∅-RS
Merval
1,407,510.000
Fri
-1.91
1,495,830.000
-5.90
1,104,910.000
390,920.000
35.38
ARS
135.39
DJ Global Titans
621.720
Fri
0.07
619.010
0.44
549.070
69.940
12.74
USD
15.58
OMXC 20
2,662.960
Wed
0.22
2,587.280
2.93
2,337.170
250.110
10.70
DKK
15.06
MIB 40
34,657.400
Fri
0.93
33,986.900
1.97
30,569.900
3,417.000
11.18
EUR
14.71
L
ISEQ-Overall
10,000.800
Fri
0.41
10,082.200
-0.81
8,723.220
1,358.980
15.58
EUR
14.43
L
S&P Global 100
3,669.090
Fri
0.12
3,645.160
0.66
3,259.220
385.940
11.84
USD
14.34
S&P 100
2,479.800
Fri
0.13
2,465.540
0.58
2,238.570
226.970
10.14
USD
14.11
NASDAQ-100
18,161.200
Fri
0.26
18,093.600
0.37
16,649.900
1,443.700
8.67
USD
13.89
L
AEX
910.590
Fri
0.71
891.130
2.18
779.090
112.040
14.38
EUR
13.85
Nikkei 225
38,229.100
Fri
0.41
38,236.100
-0.02
33,377.400
4,858.700
14.56
JPY
12.85
S&P 500
5,222.680
Fri
0.16
5,180.740
0.81
4,763.540
417.200
8.76
USD
12.61
Athex Large Cap
3,598.440
Fri
0.36
3,523.770
2.12
3,216.610
307.160
9.55
EUR
12.52
L
OMXS30
2,627.870
Fri
1.50
2,563.790
2.50
2,357.770
206.020
8.74
SEK
11.99
L
IBEX 35
11,105.500
Fri
0.50
10,917.500
1.72
10,209.000
708.500
6.94
EUR
11.93
Euro Stoxx 50
5,085.080
Fri
0.61
4,956.960
2.58
4,485.480
471.480
10.51
EUR
11.21
L
DAX
18,772.800
Fri
0.46
18,175.200
3.29
16,716.500
1,458.700
8.73
EUR
11.11
L
ATX
3,686.550
Fri
0.41
3,614.610
1.99
3,425.550
189.060
5.52
EUR
10.64
L
CDAX
1,617.190
Fri
0.55
1,569.640
3.03
1,452.420
117.220
8.07
EUR
9.67
BSE Sensex
72,664.500
Fri
0.36
73,895.500
-1.67
71,355.200
2,540.300
3.56
INR
8.98
DJIA
39,512.800
Fri
0.32
38,852.300
1.70
37,683.000
1,169.300
3.10
USD
8.65
L
OBX Price
617.610
Fri
1.51
610.400
1.18
572.500
37.900
6.62
NOK
8.35
L
Stoxx 50
4,525.050
Fri
0.77
4,400.190
2.84
4,102.860
297.330
7.25
EUR
8.22
L
SDAX
14,837.400
Fri
0.38
14,522.600
2.17
13,697.100
825.500
6.03
EUR
8.19
L
TSX 60
1,336.530
Fri
-0.29
1,334.300
0.17
1,274.150
60.150
4.72
CAD
8.15
L
FTSE
8,433.760
Fri
0.63
8,213.490
2.68
7,694.190
519.300
6.75
GBP
7.97
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/08/24
prc diff
⇓ Δ17
Curr
∅-RS
L
BEL 20
4,013.330
Fri
0.70
3,929.000
2.15
3,736.420
192.580
5.15
EUR
7.68
L
PSI 20
6,911.820
Fri
1.15
6,652.710
3.89
6,478.250
174.460
2.69
EUR
7.44
CAC 40
8,219.140
Fri
0.38
7,996.640
2.78
7,450.240
546.400
7.33
EUR
7.38
L
CAC Mid 60
15,036.900
Fri
0.53
14,715.300
2.19
13,731.300
984.000
7.17
EUR
6.25
Kospi 50
2,559.650
Fri
0.70
2,510.980
1.94
2,396.720
114.260
4.77
KRW
6.18
L
HSI
18,963.700
Fri
2.30
18,578.300
2.07
16,224.500
2,353.800
14.51
HKD
5.93
L
IPC
57,718.000
Fri
-0.22
57,282.900
0.76
56,115.700
1,167.200
2.08
MXN
5.78
ASX 50
7,585.200
Fri
0.33
7,536.600
0.64
7,347.300
189.300
2.58
AUD
5.06
SLI® PR
1,918.500
Fri
1.24
1,857.600
3.28
1,772.000
85.600
4.83
CHF
4.91
L
CAC Next 20
18,547.600
Fri
0.44
18,096.600
2.49
17,904.700
191.900
1.07
EUR
4.12
L
STI
3,290.700
Fri
0.76
3,303.190
-0.38
3,187.020
116.170
3.65
SGD
3.70
L
OMXH 25
4,646.240
Fri
1.66
4,554.810
2.01
4,585.790
-30.980
-0.68
EUR
3.47
TecDAX
3,404.040
Fri
0.58
3,291.740
3.41
3,268.970
22.770
0.70
EUR
2.81
NZX 50
11,755.200
Fri
0.07
11,820.800
-0.55
11,735.400
85.400
0.73
NZD
1.53
SMI® PR
11,753.700
Fri
1.31
11,327.700
3.76
11,230.400
97.300
0.87
CHF
1.49
L
SSE 50 ew
1,917.800
Fri
0.21
1,900.550
0.91
1,711.710
188.840
11.03
CNY
1.10
L
MDAX
26,743.900
Fri
0.13
26,567.400
0.66
26,316.300
251.100
0.95
EUR
0.10
World - 42 out of 42 instruments rated - 5/06/24 / 1/08/24 - 41 did rise, Market-Ratio(17) = 97.62 %
Technical Chart
Transactions World * S17 - 86/86 (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
5/15/06
133
- cash -
short
5/15/06
10/02/06
140
NASDAQ-100
100
6
USD
1,634.780
1,632.810
1,636.752
1.972
0
10,012
0
10/02/06
3/05/07
154
- cash -
3/05/07
3/26/07
21
RTX
100
4
USD
2,379.500
2,660.730
2,098.270
-281.230
-12
8,887
-89
3/26/07
6/04/07
70
- cash -
6/04/07
7/02/07
28
RTX
100
3
USD
2,487.040
2,608.160
2,365.920
-121.120
-5
8,524
-48
7/02/07
7/23/07
21
- cash -
7/23/07
5/11/09
658
ISEQ-Overall
100
1
EUR
8,357.400
2,632.660
26,530.632
18,173.232
217
26,697
90
5/11/09
12/21/09
224
- cash -
12/21/09
12/28/09
7
Athex Large Cap
100
2
EUR
10,826.200
11,362.600
10,289.800
-536.400
-5
25,624
-93
12/28/09
1/25/10
28
- cash -
1/25/10
4/12/10
77
Athex Large Cap
100
2
EUR
10,649.600
10,245.800
11,069.314
419.714
4
26,463
20
4/12/10
4/19/10
7
- cash -
4/19/10
9/20/10
154
Athex Large Cap
100
2
EUR
9,573.500
7,229.300
12,677.839
3,104.339
32
32,672
95
9/20/10
10/18/10
28
- cash -
10/18/10
10/25/10
7
Athex Large Cap
100
4
EUR
7,588.000
7,980.100
7,195.900
-392.100
-5
31,104
-94
10/25/10
11/22/10
28
- cash -
11/22/10
12/06/10
14
Athex Large Cap
100
4
EUR
6,893.600
7,117.100
6,670.100
-223.500
-3
30,210
-58
12/06/10
1/10/11
35
- cash -
1/10/11
1/17/11
7
Athex Large Cap
100
4
EUR
6,245.100
6,808.600
5,681.600
-563.500
-9
27,956
-99
1/17/11
2/14/11
28
- cash -
2/14/11
4/04/11
49
Athex Large Cap
100
3
EUR
7,689.300
6,825.800
8,662.037
972.737
13
30,874
143
4/04/11
4/11/11
7
- cash -
4/11/11
1/23/12
287
Athex Large Cap
100
4
EUR
6,815.500
2,949.400
15,749.319
8,933.819
131
66,609
190
1/23/12
2/20/12
28
- cash -
2/20/12
3/12/12
21
Athex Large Cap
100
19
EUR
3,483.800
2,958.100
4,102.925
619.125
18
78,373
1,617
3/12/12
4/16/12
35
- cash -
4/16/12
9/10/12
147
Athex Large Cap
100
28
EUR
2,797.900
2,671.700
2,930.061
132.161
5
82,073
12
9/10/12
11/12/12
63
- cash -
11/12/12
11/19/12
7
SSE 50 ew
100
51
CNY
1,600.920
1,600.920
1,600.920
0.000
0
82,073
0
11/19/12
4/01/13
133
- cash -
4/01/13
8/12/13
133
RTX
100
39
USD
2,056.990
1,850.700
2,286.274
229.284
11
91,015
34
8/12/13
8/19/13
7
- cash -
8/19/13
9/30/13
42
RTX
100
49
USD
1,852.020
1,998.720
1,705.320
-146.700
-8
83,827
-51
9/30/13
12/16/13
77
- cash -
12/16/13
12/23/13
7
SSE 50 ew
100
53
CNY
1,561.750
1,504.230
1,621.470
59.719
4
86,992
608
12/23/13
2/03/14
42
- cash -
2/03/14
5/26/14
112
SSE 50 ew
100
60
CNY
1,427.380
1,424.050
1,430.718
3.338
0
87,192
1
5/26/14
6/16/14
21
- cash -
6/16/14
6/30/14
14
SSE 50 ew
100
60
CNY
1,442.820
1,416.670
1,469.453
26.633
2
88,790
61
6/30/14
7/21/14
21
- cash -
7/21/14
2/09/15
203
RTX
100
51
USD
1,726.940
1,168.560
2,552.134
825.194
48
130,875
102
2/09/15
3/23/15
42
- cash -
3/23/15
3/30/15
7
Athex Large Cap
100
56
EUR
2,301.300
2,282.900
2,319.848
18.548
1
131,914
52
3/30/15
6/08/15
70
- cash -
6/08/15
12/21/15
196
Athex Large Cap
100
57
EUR
2,291.300
1,819.000
2,886.232
594.932
26
165,825
54
12/21/15
12/28/15
7
- cash -
12/28/15
5/16/16
140
Athex Large Cap
100
92
EUR
1,795.000
1,737.800
1,854.083
59.083
3
171,261
9
5/16/16
5/23/16
7
- cash -
5/23/16
5/30/16
7
MIB 40
100
9
EUR
17,325.100
18,291.400
16,358.800
-966.300
-6
162,564
-95
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield
5/30/16
6/20/16
21
- cash -
6/20/16
8/08/16
49
MIB 40
100
9
EUR
17,353.400
16,743.800
17,985.194
631.794
4
168,250
31
8/08/16
8/15/16
7
- cash -
8/15/16
9/05/16
21
MIB 40
100
9
EUR
16,997.800
17,190.400
16,805.200
-192.600
-1
166,517
-18
9/05/16
9/12/16
7
- cash -
9/12/16
10/10/16
28
MIB 40
100
9
EUR
16,840.300
16,632.400
17,050.799
210.499
1
168,411
18
10/10/16
11/07/16
28
- cash -
11/07/16
12/19/16
42
OMXC 20
100
194
DKK
866.414
872.301
860.527
-5.887
-1
167,269
-6
12/19/16
1/02/17
14
- cash -
1/02/17
1/09/17
7
OMXC 20
100
185
DKK
899.960
896.268
903.667
3.707
0
167,955
24
1/09/17
7/31/17
203
- cash -
7/31/17
8/07/17
7
RTX
100
123
USD
1,364.220
1,401.970
1,326.470
-37.750
-3
163,312
-77
8/07/17
8/14/17
7
- cash -
8/14/17
10/09/17
56
RTX
100
117
USD
1,394.510
1,540.620
1,248.400
-146.110
-10
146,217
-51
10/09/17
10/16/17
7
- cash -
10/16/17
10/23/17
7
IBEX 35
100
14
EUR
10,181.400
10,161.400
10,201.439
20.039
0
146,497
11
10/23/17
11/13/17
21
- cash -
11/13/17
11/20/17
7
IPC
100
3
MXN
48,002.400
47,857.100
48,148.141
145.741
0
146,934
17
11/20/17
2/05/18
77
- cash -
2/05/18
2/25/19
385
OMXS30
100
95
SEK
1,546.330
1,586.550
1,506.110
-40.220
-3
143,114
-2
2/25/19
6/03/19
98
- cash -
6/03/19
11/04/19
154
ATX
100
49
EUR
2,898.400
3,225.410
2,571.390
-327.010
-11
127,090
-25
11/04/19
3/02/20
119
- cash -
3/02/20
7/06/20
126
Athex Large Cap
100
69
EUR
1,823.290
1,587.790
2,093.719
270.429
15
145,750
49
7/06/20
9/21/20
77
- cash -
9/21/20
11/16/20
56
ATX
100
68
EUR
2,125.310
2,483.840
1,766.780
-358.530
-17
121,370
-70
11/16/20
7/19/21
245
- cash -
7/19/21
7/26/21
7
SSE 50 ew
100
47
CNY
2,555.120
2,506.910
2,604.257
49.137
2
123,679
170
7/26/21
9/20/21
56
- cash -
9/20/21
9/27/21
7
HSI
100
5
HKD
24,099.100
24,208.800
23,989.400
-109.700
0
123,131
-21
9/27/21
10/04/21
7
- cash -
10/04/21
10/25/21
21
HSI
100
5
HKD
24,036.400
26,132.000
21,940.800
-2,095.600
-9
112,653
-80
10/25/21
11/22/21
28
- cash -
11/22/21
1/16/23
420
HSI
100
4
HKD
24,951.300
21,746.700
28,628.131
3,676.831
15
127,360
13
1/16/23
3/13/23
56
- cash -
3/13/23
4/10/23
28
SMI® PR
100
11
CHF
10,632.000
11,230.100
10,033.900
-598.100
-6
120,781
-53
4/10/23
5/08/23
28
- cash -
5/08/23
7/17/23
70
OBX Price
100
220
NOK
546.940
530.880
563.486
16.546
3
124,421
17
7/17/23
7/31/23
14
- cash -
7/31/23
1/01/24
154
OMXH 25
100
28
EUR
4,388.240
4,515.970
4,260.510
-127.730
-3
120,844
-7
1/01/24
1/08/24
7
- cash -
1/08/24
1/29/24
21
HSI
100
7
HKD
16,224.500
16,077.200
16,373.150
148.650
1
121,885
17
1/29/24
5/12/24
104
- cash -
accum 5/15/06
1/29/24 4158
days out of 6705 invested (62%)
1,119
121,885
25
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Athex Large Cap short 12/21/09 12/28/09 7 10,826.20 11,362.60 10,289.80 -536.40 -4.95
1/25/10 4/12/10 77 10,649.60 10,245.80 11,069.31 419.71 3.94
4/19/10 9/20/10 154 9,573.50 7,229.30 12,677.84 3,104.34 32.43
10/18/10 10/25/10 7 7,588.00 7,980.10 7,195.90 -392.10 -5.17
11/22/10 12/06/10 14 6,893.60 7,117.10 6,670.10 -223.50 -3.24
1/10/11 1/17/11 7 6,245.10 6,808.60 5,681.60 -563.50 -9.02
2/14/11 4/04/11 49 7,689.30 6,825.80 8,662.04 972.74 12.65
4/11/11 1/23/12 287 6,815.50 2,949.40 15,749.32 8,933.82 131.08
2/20/12 3/12/12 21 3,483.80 2,958.10 4,102.93 619.13 17.77
4/16/12 9/10/12 147 2,797.90 2,671.70 2,930.06 132.16 4.72
3/23/15 3/30/15 7 2,301.30 2,282.90 2,319.85 18.55 0.81
6/08/15 12/21/15 196 2,291.30 1,819.00 2,886.23 594.93 25.96
12/28/15 5/16/16 140 1,795.00 1,737.80 1,854.08 59.08 3.29
3/02/20 7/06/20 126 1,823.29 1,587.79 2,093.72 270.43 14.83 428.10
ISEQ-Overall 7/23/07 5/11/09 658 8,357.40 2,632.66 26,530.63 18,173.23 217.45 217.45
RTX 3/05/07 3/26/07 21 2,379.50 2,660.73 2,098.27 -281.23 -11.82
6/04/07 7/02/07 28 2,487.04 2,608.16 2,365.92 -121.12 -4.87
4/01/13 8/12/13 133 2,056.99 1,850.70 2,286.27 229.28 11.15
8/19/13 9/30/13 42 1,852.02 1,998.72 1,705.32 -146.70 -7.92
7/21/14 2/09/15 203 1,726.94 1,168.56 2,552.13 825.19 47.78
7/31/17 8/07/17 7 1,364.22 1,401.97 1,326.47 -37.75 -2.77
8/14/17 10/09/17 56 1,394.51 1,540.62 1,248.40 -146.11 -10.48 10.44
SSE 50 ew 11/12/12 11/19/12 7 1,600.92 1,600.92 1,600.92 0.00 0.00
12/16/13 12/23/13 7 1,561.75 1,504.23 1,621.47 59.72 3.82
2/03/14 5/26/14 112 1,427.38 1,424.05 1,430.72 3.34 0.23
6/16/14 6/30/14 14 1,442.82 1,416.67 1,469.45 26.63 1.85
7/19/21 7/26/21 7 2,555.12 2,506.91 2,604.26 49.14 1.92 8.03
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
HSI 9/20/21 9/27/21 7 24,099.10 24,208.80 23,989.40 -109.70 -0.46
10/04/21 10/25/21 21 24,036.40 26,132.00 21,940.80 -2,095.60 -8.72
11/22/21 1/16/23 420 24,951.30 21,746.70 28,628.13 3,676.83 14.74
1/08/24 1/29/24 21 16,224.50 16,077.20 16,373.15 148.65 0.92 5.21
OBX Price 5/08/23 7/17/23 70 546.94 530.88 563.49 16.55 3.03 3.03
IPC 11/13/17 11/20/17 7 48,002.40 47,857.10 48,148.14 145.74 0.30 0.30
IBEX 35 10/16/17 10/23/17 7 10,181.40 10,161.40 10,201.44 20.04 0.20 0.20
NASDAQ-100 5/15/06 10/02/06 140 1,634.78 1,632.81 1,636.75 1.97 0.12 0.12
OMXC 20 11/07/16 12/19/16 42 866.41 872.30 860.53 -5.89 -0.68
1/02/17 1/09/17 7 899.96 896.27 903.67 3.71 0.41 -0.27
MIB 40 5/23/16 5/30/16 7 17,325.10 18,291.40 16,358.80 -966.30 -5.58
6/20/16 8/08/16 49 17,353.40 16,743.80 17,985.19 631.79 3.64
8/15/16 9/05/16 21 16,997.80 17,190.40 16,805.20 -192.60 -1.13
9/12/16 10/10/16 28 16,840.30 16,632.40 17,050.80 210.50 1.25 -2.04
OMXS30 2/05/18 2/25/19 385 1,546.33 1,586.55 1,506.11 -40.22 -2.60 -2.60
OMXH 25 7/31/23 1/01/24 154 4,388.24 4,515.97 4,260.51 -127.73 -2.91 -2.91
SMI® PR 3/13/23 4/10/23 28 10,632.00 11,230.10 10,033.90 -598.10 -5.63 -5.63
ATX 6/03/19 11/04/19 154 2,898.40 3,225.41 2,571.39 -327.01 -11.28
9/21/20 11/16/20 56 2,125.31 2,483.84 1,766.78 -358.53 -16.87 -26.25
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