Assessment - Indices - 5/06/24 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
5/06/24
⇓ Δwk
1/08/24
prc diff
⇓ Δ17
Curr
∅-RS
Merval
1,434,920.000
Thu
-1.07
1,495,830.000
-4.07
1,104,910.000
390,920.000
35.38
ARS
135.39
DJ Global Titans
621.020
Thu
0.03
619.010
0.32
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
34,339.300
Thu
0.55
33,986.900
1.04
30,569.900
3,417.000
11.18
EUR
14.71
L
ISEQ-Overall
9,959.710
Thu
-2.00
10,082.200
-1.21
8,723.220
1,358.980
15.58
EUR
14.43
L
S&P Global 100
3,661.420
Thu
0.20
3,645.160
0.45
3,259.220
385.940
11.84
USD
14.34
S&P 100
2,476.470
Thu
0.35
2,465.540
0.44
2,238.570
226.970
10.14
USD
14.11
NASDAQ-100
18,113.500
Thu
0.16
18,093.600
0.11
16,649.900
1,443.700
8.67
USD
13.89
L
AEX
904.210
Thu
0.51
891.130
1.47
779.090
112.040
14.38
EUR
13.85
Nikkei 225
38,229.100
06:15
0.41
38,236.100
-0.02
33,377.400
4,858.700
14.56
JPY
12.85
S&P 500
5,214.080
Thu
0.51
5,180.740
0.64
4,763.540
417.200
8.76
USD
12.61
Athex Large Cap
3,585.560
Thu
0.08
3,523.770
1.75
3,216.610
307.160
9.55
EUR
12.52
L
OMXS30
2,589.100
Wed
-0.16
2,563.790
0.99
2,357.770
206.020
8.74
SEK
11.99
L
IBEX 35
11,050.100
Thu
-0.92
10,917.500
1.21
10,209.000
708.500
6.94
EUR
11.93
Euro Stoxx 50
5,054.410
Thu
0.76
4,956.960
1.97
4,485.480
471.480
10.51
EUR
11.21
L
DAX
18,686.600
Thu
1.02
18,175.200
2.81
16,716.500
1,458.700
8.73
EUR
11.11
L
ATX
3,671.650
Thu
1.02
3,614.610
1.58
3,425.550
189.060
5.52
EUR
10.64
L
CDAX
1,608.390
Thu
0.94
1,569.640
2.47
1,452.420
117.220
8.07
EUR
9.67
BSE Sensex
72,664.500
10:00
0.36
73,895.500
-1.67
71,355.200
2,540.300
3.56
INR
8.98
DJIA
39,387.800
Thu
0.85
38,852.300
1.38
37,683.000
1,169.300
3.10
USD
8.65
L
OBX Price
608.430
Wed
-0.43
610.400
-0.32
572.500
37.900
6.62
NOK
8.35
L
Stoxx 50
4,490.340
Thu
0.77
4,400.190
2.05
4,102.860
297.330
7.25
EUR
8.22
L
SDAX
14,781.800
Thu
0.25
14,522.600
1.78
13,697.100
825.500
6.03
EUR
8.19
L
TSX 60
1,340.350
Thu
0.50
1,334.300
0.45
1,274.150
60.150
4.72
CAD
8.15
L
FTSE
8,381.350
Thu
0.33
8,213.490
2.04
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
3,985.400
Thu
-0.75
3,929.000
1.44
3,736.420
192.580
5.15
EUR
7.68
L
PSI 20
6,833.230
Thu
1.59
6,652.710
2.71
6,478.250
174.460
2.69
EUR
7.44
CAC 40
8,187.650
Thu
0.69
7,996.640
2.39
7,450.240
546.400
7.33
EUR
7.38
L
CAC Mid 60
14,957.600
Thu
0.56
14,715.300
1.65
13,731.300
984.000
7.17
EUR
6.25
Kospi 50
2,559.650
06:30
0.70
2,510.980
1.94
2,396.720
114.260
4.77
KRW
6.18
L
HSI
18,963.700
08:08
2.30
18,578.300
2.07
16,224.500
2,353.800
14.51
HKD
5.93
L
IPC
57,846.100
Thu
1.34
57,282.900
0.98
56,115.700
1,167.200
2.08
MXN
5.78
ASX 50
7,585.200
06:17
0.33
7,536.600
0.64
7,347.300
189.300
2.58
AUD
5.06
SLI® PR
1,895.050
Wed
0.65
1,857.600
2.02
1,772.000
85.600
4.83
CHF
4.91
L
CAC Next 20
18,466.900
Thu
0.14
18,096.600
2.05
17,904.700
191.900
1.07
EUR
4.12
L
STI
3,290.700
09:20
0.76
3,303.190
-0.38
3,187.020
116.170
3.65
SGD
3.70
L
OMXH 25
4,570.560
Wed
0.09
4,554.810
0.35
4,585.790
-30.980
-0.68
EUR
3.47
TecDAX
3,384.300
Thu
1.01
3,291.740
2.81
3,268.970
22.770
0.70
EUR
2.81
NZX 50
11,755.200
05:58
0.07
11,820.800
-0.55
11,735.400
85.400
0.73
NZD
1.53
SMI® PR
11,602.200
Wed
0.77
11,327.700
2.42
11,230.400
97.300
0.87
CHF
1.49
L
SSE 50 ew
1,917.800
07:00
0.21
1,900.550
0.91
1,711.710
188.840
11.03
CNY
1.10
L
MDAX
26,708.900
Thu
0.05
26,567.400
0.53
26,316.300
251.100
0.95
EUR
0.10
Indices - 42 out of 42 instruments rated - 5/06/24 / 1/08/24 - 41 did rise, Market-Ratio(17) = 97.62 %
Technical Chart
Transactions Indices * 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
5/10/24
102
- cash -
accum 5/15/06
1/29/24 4158
days out of 6703 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.
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