Share-o-matic - Portfolio

Fri, May 10th, 2024, 6:14UTC

Assessment - Indices - 3/26/07 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	3/26/07	⇓ Δwk	10/30/06	prc diff	⇓ Δ21	Curr	∅-RS
	L	SSE 50 ew	1,913.710	Thu	1.06	2,288.260		1,219.000	1,069.260	87.72	CNY	84.65
	L	IPC	57,016.300	Wed	-0.16	28,159.000		22,370.100	5,788.900	25.88	MXN	26.89
		TecDAX	3,384.300	Thu	1.01	846.790		685.300	161.490	23.56	EUR	20.83
	L	STI	3,265.950	Thu	0.04	3,231.240		2,722.310	508.930	18.69	SGD	20.34
	L	SDAX	14,781.800	Thu	0.25	6,116.810		5,060.160	1,056.650	20.88	EUR	18.89
	L	MDAX	26,708.900	Thu	0.05	10,038.800		8,607.200	1,431.600	16.63	EUR	16.24
		Merval	1,444,220.000	Wed	-1.33	2,102.780		1,841.960	260.820	14.16	ARS	15.84
	L	OMXH 25	4,570.560	Wed	0.09	3,094.610		2,744.270	350.340	12.77	EUR	15.59
	L	OMXS30	2,589.100	Wed	-0.16	1,206.260		1,082.870	123.390	11.39	SEK	15.02
	L	ATX	3,671.650	Thu	1.02	4,645.500		4,093.190	552.310	13.49	EUR	14.91
	L	Stoxx 50	4,490.340	Thu	0.77	3,701.810					EUR	14.81
		Athex Large Cap	3,585.560	Thu	0.08	25,389.000		22,694.200	2,694.800	11.87	EUR	13.99
		OMXC 20	2,662.960	Wed	0.22	465.170		415.770	49.400	11.88	DKK	13.84
	L	PSI 20	6,833.230	Thu	1.59	11,794.900		10,539.500	1,255.400	11.91	EUR	13.64
	L	IBEX 35	11,050.100	Thu	-0.92	14,469.600		13,713.200	756.400	5.52	EUR	13.56
	L	CDAX	1,608.390	Thu	0.94	623.930		561.540	62.390	11.11	EUR	13.40
		DJ Global Titans	621.020	Thu	0.03	228.010					USD	13.30
		SLI® PR	1,895.050	Wed	0.65	1,359.190		1,255.510	103.680	8.26	CHF	12.59
	L	ISEQ-Overall	9,959.710	Thu	-2.00	9,375.300		8,544.150	831.150	9.73	EUR	12.46
	L	CAC Mid 60	14,957.600	Thu	0.56	8,122.960		7,254.280	868.680	11.97	EUR	12.05
	L	DAX	18,686.600	Thu	1.02	6,828.820		6,258.190	570.630	9.12	EUR	11.85
		ASX 50	7,560.000	Thu	-1.15	5,806.600		5,314.600	492.000	9.26	AUD	11.72
	L	HSI	18,537.800	Thu	1.22	19,800.900		18,749.700	1,051.200	5.61	HKD	11.09
	L	BEL 20	3,985.400	Thu	-0.75	4,448.510		4,138.070	310.440	7.50	EUR	10.48
	L	OBX Price	608.430	Wed	-0.43	373.430		327.130	46.300	14.15	NOK	10.28
		⇓instrument	freshest		⇓ Δday	3/26/07	⇓ Δwk	10/30/06	prc diff	⇓ Δ21	Curr	∅-RS
		NZX 50	11,746.600	Thu	-0.31	4,105.150		3,754.830	350.320	9.33	NZD	9.42
		BSE Sensex	72,404.200	Thu	-1.45	13,124.300		13,024.300	100.000	0.77	INR	8.42
	L	TSX 60	1,333.640	Wed	-0.20	752.450		705.930	46.520	6.59	CAD	8.22
	L	AEX	904.210	Thu	0.51	510.500		487.940	22.560	4.62	EUR	8.08
		NASDAQ-100	18,113.500	Thu	0.16	1,802.950		1,727.800	75.150	4.35	USD	7.98
		SMI® PR	11,602.200	Wed	0.77	8,977.000		8,698.500	278.500	3.20	CHF	7.91
		S&P 500	5,206.000	Thu	0.35	1,437.500		1,377.930	59.570	4.32	USD	7.44
		CAC 40	8,187.650	Thu	0.69	5,634.160		5,336.300	297.860	5.58	EUR	7.39
		Euro Stoxx 50	5,054.410	Thu	0.76	4,142.110		4,004.920	137.190	3.43	EUR	6.71
		MIB 40	34,339.300	Thu	0.55	41,343.000		39,382.000	1,961.000	4.98	EUR	6.57
		DJIA	39,387.800	Thu	0.85	12,469.100		12,086.500	382.600	3.17	USD	6.53
		Nikkei 225	38,074.000	Thu	-0.34	17,287.700		16,350.000	937.700	5.74	JPY	5.49
		S&P 100	2,476.470	Thu	0.35	649.890		635.500	14.390	2.26	USD	5.26
	L	FTSE	8,381.350	Thu	0.33	6,308.000		6,148.100	159.900	2.60	GBP	4.69
		Kospi 50	2,541.750	Thu	-1.56	1,749.700		1,749.700	0.000	0.00	KRW	0.00
	L	S&P Global 100	3,661.420	Thu	0.20						USD	-na-
	L	CAC Next 20	18,466.900	Thu	0.14						EUR	-na-
Indices - 38 out of 42 instruments rated - 3/26/07 / 10/30/06 - 37 did rise, Market-Ratio(21) = 97.37 %

Technical Chart

	Indices RS = 21 - B/S = 73/57

1/06/20	scale up chart	5/06/24

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	5/08/24	156		Merval	100	4	ARS	845,384.000	1,444,220.000		598,836.000	71	6,123,952	250
accum	6/05/06	5/08/24	6549	days out of 6703 invested (98%)								61,140		6,123,952	43

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	5/08/24	156	845,384.00	1,444,220.00		598,836.00	70.84	3,951.51
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.


	is taking down something concerning