Thu, May 2nd, 2024, 11:49UTC
Assessment - Indices - 5/01/06 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
5/01/06
⇓ Δwk
12/05/05
prc diff
⇓ Δ21
Curr
∅-RS
BSE Sensex
74,611.100
10:00
0.17
12,218.800
8,823.310
3,395.490
38.48
INR
45.06
L
IPC
56,728.000
Tue
-1.90
21,079.900
17,271.100
3,808.800
22.05
MXN
32.57
L
CAC Mid 60
14,421.600
Tue
-0.83
7,432.440
5,913.240
1,519.200
25.69
EUR
28.59
L
SDAX
14,297.400
Tue
-1.15
5,385.700
4,206.570
1,179.130
28.03
EUR
27.40
L
ATX
3,560.420
Tue
-0.11
4,325.590
3,591.040
734.550
20.46
EUR
26.87
Nikkei 225
38,236.100
06:15
-0.10
17,153.800
15,404.000
1,749.800
11.36
JPY
24.72
L
MDAX
26,264.400
Tue
-0.30
8,760.730
7,203.610
1,557.120
21.62
EUR
24.17
TecDAX
3,274.000
Tue
-1.06
752.110
596.920
155.190
26.00
EUR
23.65
PSI 20
6,615.560
Tue
-0.97
10,054.700
8,163.000
1,891.700
23.17
EUR
21.22
L
OMXH 25
4,455.780
Tue
-0.32
2,696.150
2,236.820
459.330
20.53
EUR
20.27
L
CDAX
1,549.040
Tue
-0.98
546.960
467.920
79.040
16.89
EUR
20.21
L
SSE 50 ew
1,883.460
Tue
-0.52
964.450
777.030
187.420
24.12
CNY
19.75
L
DAX
17,932.200
Tue
-1.03
6,051.290
5,266.860
784.430
14.89
EUR
18.69
Merval
1,323,590.000
Tue
1.19
1,894.480
1,535.280
359.200
23.40
ARS
18.56
SLI® PR
1,839.260
Tue
-0.88
1,168.390
1,056.910
111.480
10.55
CHF
18.19
Athex Large Cap
3,512.980
Tue
-0.61
22,326.600
19,541.100
2,785.500
14.25
EUR
16.19
L
OMXS30
2,556.400
Tue
-0.41
1,045.920
926.980
118.940
12.83
SEK
16.15
L
BEL 20
3,883.260
Tue
-0.09
3,934.570
3,445.610
488.960
14.19
EUR
15.50
L
CAC 40
7,984.930
Tue
-0.99
5,286.400
4,661.010
625.390
13.42
EUR
15.08
ASX 50
7,437.000
06:17
0.22
5,165.900
4,480.100
685.800
15.31
AUD
14.83
L
AEX
878.830
Tue
-0.39
471.720
431.130
40.590
9.41
EUR
14.14
SMI® PR
11,260.900
Tue
-0.63
8,058.100
7,567.400
490.700
6.48
CHF
14.08
L
ISEQ-Overall
9,917.340
Tue
-0.37
7,961.020
7,150.710
810.310
11.33
EUR
14.01
L
NZX 50
11,874.000
05:38
0.05
3,779.760
3,266.940
512.820
15.70
NZD
13.68
L
IBEX 35
10,854.400
Tue
-2.22
11,929.300
10,532.100
1,397.200
13.27
EUR
13.49
⇓ instrument
freshest
⇓ Δday
5/01/06
⇓ Δwk
12/05/05
prc diff
⇓ Δ21
Curr
∅-RS
L
HSI
18,207.100
08:08
2.50
17,013.900
14,910.500
2,103.400
14.11
HKD
13.37
L
TSX 60
1,301.960
Wed
0.05
689.980
627.900
62.080
9.89
CAD
12.89
L
STI
3,296.890
09:20
0.13
2,632.420
2,321.100
311.320
13.41
SGD
12.86
Euro Stoxx 50
4,903.500
10:59
-0.36
3,839.900
3,499.400
340.500
9.73
EUR
12.13
L
FTSE
8,121.240
Wed
-0.28
6,091.700
5,517.400
574.300
10.41
GBP
11.53
L
MIB 40
33,746.700
Tue
-1.60
38,173.000
34,650.000
3,523.000
10.17
EUR
10.57
OMXC 20
2,666.390
Wed
0.56
399.410
379.370
20.040
5.28
DKK
8.79
DJIA
37,903.300
Wed
0.23
11,343.300
10,835.000
508.300
4.69
USD
6.06
S&P 100
2,378.970
Wed
-0.29
603.040
574.630
28.410
4.94
USD
5.36
S&P 500
5,033.500
Wed
-0.04
1,305.190
1,262.090
43.100
3.41
USD
5.35
NASDAQ-100
17,318.500
Wed
-0.70
1,686.610
1,694.770
-8.160
-0.48
USD
4.57
L
OBX Price
602.500
Tue
-0.47
327.750
327.750
0.000
0.00
NOK
0.00
Kospi 50
2,515.510
06:30
-0.30
1,749.700
1,749.700
0.000
0.00
KRW
0.00
DJ Global Titans
601.680
Wed
0.28
198.740
-198.740
-100.00
USD
-na-
S&P Global 100
3,532.220
Wed
0.17
USD
-na-
L
Stoxx 50
4,380.700
10:59
-0.24
3,330.500
-3,330.500
-100.00
EUR
-na-
CAC Next 20
17,722.300
Tue
-0.91
EUR
-na-
Indices - 38 out of 42 instruments rated - 5/01/06 / 12/05/05 - 35 did rise, Market-Ratio(21) = 92.11 %
Technical Chart
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
4/30/24
148
Merval
100
4
ARS
845,384.000
1,323,590.000
478,206.000
57
5,641,432
202
accum 6/05/06
4/30/24 6541
days out of 6695 invested (98%)
56,314
5,641,432
42
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 4/30/24 148 845,384.00 1,323,590.00 478,206.00 56.57 3,613.10
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