Assessment - Indices in Swiss Franc - 9/04/06 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
9/04/06
⇓ Δwk
4/10/06
prc diff
⇓ Δ21
∅-RS
BSE Sensex
2,103.159
8/12
-0.07
314.599
341.248
-26.649
-7.81
13.58
L
SSE 50 ew
276.660
8/12
-0.09
162.548
147.928
14.621
9.88
15.44
S
IPC
5,997.651
8/12
-0.02
2,418.220
2,282.813
135.407
5.93
13.55
PSI 20
10,353.772
8/12
0.09
15,819.162
16,229.112
-409.950
-2.53
12.67
IBEX 35
16,812.479
8/12
0.07
19,390.365
18,599.563
790.802
4.25
11.29
L
SLI® PR
1,919.120
8/12
0.02
1,174.700
1,169.200
5.500
0.47
9.46
L
HSI
2,706.909
8/12
0.13
2,712.303
2,755.377
-43.074
-1.56
5.21
CAC Mid 60
20,959.142
8/12
-0.08
11,028.754
11,516.242
-487.488
-4.23
10.35
BEL 20
6,380.710
8/12
-0.47
6,203.603
6,152.233
51.369
0.83
9.83
ISEQ-Overall
14,811.033
8/12
-0.11
12,580.823
12,365.393
215.431
1.74
9.29
CDAX
2,413.618
8/12
0.01
838.476
852.125
-13.649
-1.60
9.29
DAX
27,993.689
8/12
0.02
9,332.630
9,448.751
-116.121
-1.23
8.98
L
SMI® PR
11,873.700
8/12
0.07
8,167.000
8,007.300
159.700
1.99
7.43
OMXH 25
6,981.975
8/12
0.07
4,068.193
4,247.736
-179.543
-4.23
8.75
MDAX
38,142.260
8/12
-0.40
13,050.967
13,644.989
-594.022
-4.35
8.73
Euro Stoxx 50
7,377.833
8/12
-0.07
6,060.354
6,049.316
11.038
0.18
7.99
OMXS30
416.092
8/12
0.09
171.039
178.119
-7.080
-3.97
7.79
L
AEX
1,398.618
8/12
0.26
733.491
728.338
5.153
0.71
7.69
MIB 40
50,421.171
8/12
0.46
60,353.866
60,588.854
-234.989
-0.39
7.65
Athex Large Cap
5,376.513
8/12
1.16
33,934.481
36,898.826
-2,964.345
-8.03
6.66
DJIA
48,420.518
8/12
-0.36
14,110.563
14,500.365
-389.801
-2.69
1.65
ASX 50
7,258.413
8/12
0.41
4,716.086
4,819.135
-103.049
-2.14
4.22
Nikkei 225
368.007
8/09
0.56
168.958
189.614
-20.656
-10.89
0.12
CAC 40
11,450.258
8/12
-0.26
8,012.182
8,031.014
-18.832
-0.23
6.04
L
STI
2,531.869
8/12
-0.81
1,964.328
2,060.191
-95.863
-4.65
4.83
⇓ instrument
freshest
⇓ Δday
9/04/06
⇓ Δwk
4/10/06
prc diff
⇓ Δ21
∅-RS
SDAX
21,521.180
8/12
0.02
7,532.673
8,061.343
-528.669
-6.56
5.62
S&P 500
6,575.149
8/12
1,615.678
1,687.521
-71.842
-4.26
0.76
S&P 100
3,157.957
8/12
0.17
738.703
760.738
-22.035
-2.90
0.44
TSX 60
1,495.271
8/12
0.21
746.315
780.745
-34.430
-4.41
4.21
FTSE
19,245.402
8/12
0.52
13,781.492
13,671.909
109.583
0.80
5.98
OMXC 20
565.289
8/12
-2.06
82.273
85.179
-2.906
-3.41
3.43
NZX 50
9,903.728
8/12
0.31
2,848.294
2,987.497
-139.203
-4.66
-1.70
ATX
5,634.901
8/12
0.19
5,868.544
6,500.144
-631.600
-9.72
1.40
OBX Price
119.305
8/12
1.02
63.623
65.586
-1.962
-2.99
-1.50
Kospi 50
3.148
8/12
1.10
2.245
2.386
-0.142
-5.94
-0.47
TecDAX
5,149.108
8/12
-0.27
1,007.814
1,133.365
-125.552
-11.08
0.61
NASDAQ-100
22,812.035
8/12
0.16
1,973.004
2,237.091
-264.087
-11.80
-4.04
Merval
631,898.734
8/12
0.32
649.306
775.965
-126.660
-16.32
-7.48
DJ Global Titans
794.324
8/12
-na-
L
S&P Global 100
4,622.285
8/12
0.32
-na-
Stoxx 50
6,860.392
8/12
-0.16
-na-
CAC Next 20
26,901.356
8/12
-0.27
-na-
Indices - 38 out of 42 instruments rated - 9/04/06 / 4/10/06 - 10 did rise, Market-Ratio(21) in CHF = 26.32 %
Technical Chart
Transactions Indices in Swiss Franc * A21 - 73/57 (1)
⇐
L/S date buy date sell days instrument spl pieces 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
5
1,905.846
2,131.129
1,680.563
-225.283
-12
8,874
-31
long
10/09/06
8/20/07
315
SSE 50 ew
100
48
183.215
652.913
469.698
256
31,419
336
short
8/20/07
4/27/09
616
ISEQ-Overall
100
2
13,556.158
3,955.100
46,463.911
32,907.753
243
97,235
107
long
4/27/09
2/08/10
287
SSE 50 ew
100
307
316.306
358.729
42.423
13
110,258
17
short
2/08/10
3/22/10
42
Athex Large Cap
100
8
13,132.892
14,232.871
12,032.914
-1,099.979
-8
101,459
-53
long
3/22/10
5/03/10
42
Merval
100
153
659.892
599.797
-60.094
-9
92,264
-56
short
5/03/10
10/11/10
161
Athex Large Cap
100
7
13,063.697
10,160.674
16,796.148
3,732.451
29
118,391
77
long
10/11/10
5/23/11
224
SDAX
100
19
6,145.989
6,689.686
543.697
9
128,722
15
short
5/23/11
1/16/12
238
Athex Large Cap
100
18
7,069.648
3,027.676
16,507.686
9,438.038
134
298,606
267
long
1/16/12
5/21/12
126
ISEQ-Overall
100
82
3,629.070
3,708.769
79.698
2
305,142
6
short
5/21/12
9/10/12
112
Athex Large Cap
100
125
2,435.951
3,233.826
1,638.076
-797.875
-33
205,407
-73
long
9/10/12
6/17/13
280
OMXC 20
100
2,555
80.375
86.059
5.684
7
219,929
9
short
6/17/13
8/12/13
56
RTX
100
128
1,713.284
1,713.080
1,713.488
0.204
0
219,955
0
long
8/12/13
8/04/14
357
Merval
100
356
617.170
913.319
296.149
48
325,385
49
short
8/04/14
8/18/14
14
PSI 20
100
45
7,124.756
6,850.245
7,410.268
285.512
4
338,233
179
long
8/18/14
10/06/14
49
Merval
100
356
949.967
1,239.292
289.326
30
441,233
625
short
10/06/14
2/23/15
140
PSI 20
100
65
6,714.473
5,916.962
7,619.476
905.003
13
500,058
39
long
2/23/15
7/27/15
154
SSE 50 ew
100
1,380
362.306
408.628
46.322
13
563,982
33
short
7/27/15
6/06/16
315
RTX
100
501
1,125.000
1,216.980
1,033.021
-91.979
-8
517,901
-9
long
6/06/16
6/27/16
21
NZX 50
100
109
4,717.752
4,618.745
-99.007
-2
507,109
-31
short
6/27/16
7/04/16
7
Athex Large Cap
100
338
1,495.989
1,553.049
1,438.929
-57.060
-4
487,823
-87
long
7/04/16
2/12/18
588
Merval
100
495
983.907
1,416.451
432.544
44
701,932
25
short
2/12/18
7/09/18
147
IBEX 35
100
62
11,249.174
11,565.848
10,932.500
-316.674
-3
682,298
-7
long
7/09/18
7/23/18
14
NASDAQ-100
100
94
7,214.941
7,318.269
103.328
1
692,011
45
short
7/23/18
7/30/18
7
SSE 50 ew
100
2,212
312.832
312.745
312.919
0.087
0
692,203
1
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
7/30/18
9/10/18
42
TecDAX
100
205
3,370.190
3,287.799
-82.391
-2
675,312
-19
short
9/10/18
3/11/19
182
SSE 50 ew
100
2,347
287.615
355.699
219.532
-68.084
-24
515,520
-42
long
3/11/19
8/05/19
147
Merval
100
606
849.415
877.078
27.662
3
532,284
8
short
8/05/19
10/07/19
63
IPC
100
271
1,962.225
2,184.870
1,739.580
-222.645
-11
471,947
-50
long
10/07/19
3/02/20
147
NZX 50
100
68
6,871.130
6,646.412
-224.718
-3
456,666
-8
short
3/02/20
8/03/20
154
Athex Large Cap
100
234
1,947.857
1,597.210
2,375.484
427.627
22
556,731
60
long
8/03/20
11/02/20
91
Merval
100
836
665.668
555.154
-110.513
-17
464,342
-52
short
11/02/20
11/09/20
7
RTX
100
378
1,227.159
1,437.574
1,016.744
-210.415
-17
384,805
-100
long
11/09/20
11/29/21
385
Merval
100
674
570.790
723.796
153.005
27
487,930
25
short
11/29/21
12/13/21
14
HSI
100
172
2,826.513
2,829.395
2,823.632
-2.882
0
487,435
-3
long
12/13/21
1/24/22
42
Merval
100
656
742.311
707.536
-34.775
-5
464,622
-34
short
1/24/22
11/14/22
294
SDAX
100
31
14,960.012
12,240.864
18,283.182
3,323.171
22
567,640
28
long
11/14/22
12/19/22
35
Merval
100
635
893.544
904.743
11.200
1
574,752
14
short
12/19/22
1/16/23
28
NASDAQ-100
100
55
10,300.926
10,683.394
9,918.459
-382.468
-4
553,717
-39
long
1/16/23
6/26/23
161
Merval
100
434
1,273.556
1,521.114
247.558
19
661,157
50
short
6/26/23
7/24/23
28
OMXH 25
100
154
4,268.574
4,242.008
4,295.307
26.733
1
665,274
8
long
7/24/23
8/28/23
35
Merval
100
445
1,494.003
1,680.390
186.387
12
748,216
241
short
8/28/23
12/04/23
98
OMXH 25
100
182
4,101.915
4,116.269
4,087.561
-14.354
0
745,604
-1
long
12/04/23
8/12/24
252
Merval
100
366
2,035.239
1,572.199
-463.040
-23
576,131
-31
accum 6/05/06
8/12/24 6744
days out of 6898 invested (98%)
5,661
576,131
25
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
ISEQ-Overall short 8/20/07 4/27/09 616 13,556.16 3,955.10 46,463.91 32,907.75 242.75
long 1/16/12 5/21/12 126 3,629.07 3,708.77 79.70 2.20 250.28
SSE 50 ew long 10/09/06 8/20/07 315 183.21 652.91 469.70 256.36
long 4/27/09 2/08/10 287 316.31 358.73 42.42 13.41
long 2/23/15 7/27/15 154 362.31 408.63 46.32 12.79
short 7/23/18 7/30/18 7 312.83 312.75 312.92 0.09 0.03
short 9/10/18 3/11/19 182 287.62 355.70 219.53 -68.08 -23.67 248.03
Merval long 3/22/10 5/03/10 42 659.89 599.80 -60.09 -9.11
long 8/12/13 8/04/14 357 617.17 913.32 296.15 47.99
long 8/18/14 10/06/14 49 949.97 1,239.29 289.33 30.46
long 7/04/16 2/12/18 588 983.91 1,416.45 432.54 43.96
long 3/11/19 8/05/19 147 849.42 877.08 27.66 3.26
long 8/03/20 11/02/20 91 665.67 555.15 -110.51 -16.60
long 11/09/20 11/29/21 385 570.79 723.80 153.01 26.81
long 12/13/21 1/24/22 42 742.31 707.54 -34.78 -4.68
long 11/14/22 12/19/22 35 893.54 904.74 11.20 1.25
long 1/16/23 6/26/23 161 1,273.56 1,521.11 247.56 19.44
long 7/24/23 8/28/23 35 1,494.00 1,680.39 186.39 12.48
long 12/04/23 8/12/24 252 2,035.24 1,572.20 -463.04 -22.75 176.28
Athex Large Cap short 2/08/10 3/22/10 42 13,132.89 14,232.87 12,032.91 -1,099.98 -8.38
short 5/03/10 10/11/10 161 13,063.70 10,160.67 16,796.15 3,732.45 28.57
short 5/23/11 1/16/12 238 7,069.65 3,027.68 16,507.69 9,438.04 133.50
short 5/21/12 9/10/12 112 2,435.95 3,233.83 1,638.08 -797.87 -32.75
short 6/27/16 7/04/16 7 1,495.99 1,553.05 1,438.93 -57.06 -3.81
short 3/02/20 8/03/20 154 1,947.86 1,597.21 2,375.48 427.63 21.95 116.98
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 6,145.99 6,689.69 543.70 8.85
short 1/24/22 11/14/22 294 14,960.01 12,240.86 18,283.18 3,323.17 22.21 33.03
PSI 20 short 8/04/14 8/18/14 14 7,124.76 6,850.25 7,410.27 285.51 4.01
short 10/06/14 2/23/15 140 6,714.47 5,916.96 7,619.48 905.00 13.48 18.03
OMXC 20 long 9/10/12 6/17/13 280 80.38 86.06 5.68 7.07 7.07
OMXH 25 short 6/26/23 7/24/23 28 4,268.57 4,242.01 4,295.31 26.73 0.63
short 8/28/23 12/04/23 98 4,101.92 4,116.27 4,087.56 -14.35 -0.35 0.27
HSI short 11/29/21 12/13/21 14 2,826.51 2,829.39 2,823.63 -2.88 -0.10 -0.10
TecDAX long 7/30/18 9/10/18 42 3,370.19 3,287.80 -82.39 -2.44 -2.44
IBEX 35 short 2/12/18 7/09/18 147 11,249.17 11,565.85 10,932.50 -316.67 -2.82 -2.82
NZX 50 long 6/06/16 6/27/16 21 4,717.75 4,618.75 -99.01 -2.10
long 10/07/19 3/02/20 147 6,871.13 6,646.41 -224.72 -3.27 -5.30
IPC short 8/05/19 10/07/19 63 1,962.23 2,184.87 1,739.58 -222.65 -11.35 -11.35
NASDAQ-100 short 6/05/06 10/09/06 126 1,905.85 2,131.13 1,680.56 -225.28 -11.82
long 7/09/18 7/23/18 14 7,214.94 7,318.27 103.33 1.43
short 12/19/22 1/16/23 28 10,300.93 10,683.39 9,918.46 -382.47 -3.71 -13.88
RTX short 6/17/13 8/12/13 56 1,713.28 1,713.08 1,713.49 0.20 0.01
short 7/27/15 6/06/16 315 1,125.00 1,216.98 1,033.02 -91.98 -8.18
short 11/02/20 11/09/20 7 1,227.16 1,437.57 1,016.74 -210.41 -17.15 -23.91
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