Sun, Nov 24th, 2024, 14:14UTC
Assessment - Indices - 6/04/07 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
6/04/07
⇓ Δwk
1/08/07
prc diff
⇓ Δ21
Curr
∅-RS
L
SSE 50 ew
1,788.480
8/12
-0.09
2,856.020
1,876.140
979.880
52.23
CNY
94.86
S
IPC
53,040.400
8/12
-0.02
32,096.200
26,281.600
5,814.600
22.12
MXN
34.64
CDAX
1,528.380
8/12
0.01
721.020
596.660
124.360
20.84
EUR
25.88
DAX
17,726.500
8/12
0.02
7,976.790
6,607.590
1,369.200
20.72
EUR
25.68
MDAX
24,152.900
8/12
-0.40
11,161.500
9,389.310
1,772.190
18.87
EUR
24.35
L
STI
3,235.380
8/12
-0.81
3,491.590
3,009.090
482.500
16.03
SGD
23.29
TecDAX
3,260.580
8/12
-0.27
886.580
771.360
115.220
14.94
EUR
21.90
PSI 20
6,556.340
8/12
0.09
13,100.800
11,309.200
1,791.600
15.84
EUR
21.66
OMXH 25
4,421.210
8/12
0.07
3,336.470
2,840.260
496.210
17.47
EUR
20.45
CAC Mid 60
13,272.000
8/12
-0.08
8,839.510
7,848.710
990.800
12.62
EUR
18.68
OMXS30
2,460.900
8/12
0.09
1,284.820
1,144.480
140.340
12.26
SEK
18.04
OMXC 20
2,670.230
8/12
-2.06
499.050
442.520
56.530
12.77
DKK
17.76
SDAX
13,627.900
8/12
0.02
6,240.400
5,736.100
504.300
8.79
EUR
16.71
DJ Global Titans
645.640
8/12
242.910
229.810
13.100
5.70
USD
16.18
Stoxx 50
4,344.220
8/12
-0.16
3,961.240
3,714.500
246.740
6.64
EUR
16.15
BSE Sensex
79,648.900
8/12
-0.07
14,495.800
13,652.200
843.600
6.18
INR
15.97
IBEX 35
10,646.200
8/12
0.07
15,414.300
14,322.300
1,092.000
7.62
EUR
15.63
Merval
1,588,910.000
8/12
0.32
2,169.280
2,072.620
96.660
4.66
ARS
15.49
L
SLI® PR
1,919.120
8/12
0.02
1,446.180
1,324.320
121.860
9.20
CHF
15.30
Athex Large Cap
3,404.580
8/12
1.16
26,283.000
25,089.600
1,193.400
4.76
EUR
14.82
ATX
3,568.200
8/12
0.19
4,766.940
4,397.040
369.900
8.41
EUR
14.74
Euro Stoxx 50
4,671.880
8/12
-0.07
4,537.810
4,123.330
414.480
10.05
EUR
13.85
DJIA
39,357.000
8/12
-0.36
13,676.300
12,423.500
1,252.800
10.08
USD
13.74
NASDAQ-100
18,542.000
8/12
0.16
1,933.730
1,787.140
146.590
8.20
USD
13.60
OBX Price
614.590
8/12
1.02
394.380
355.270
39.110
11.01
NOK
13.14
⇓ instrument
freshest
⇓ Δday
6/04/07
⇓ Δwk
1/08/07
prc diff
⇓ Δ21
Curr
∅-RS
BEL 20
4,040.470
8/12
-0.47
4,690.780
4,406.590
284.190
6.45
EUR
12.60
NZX 50
12,281.200
8/12
0.31
4,312.110
4,028.590
283.520
7.04
NZD
12.22
S&P 500
5,344.390
8/12
1,539.180
1,412.840
126.340
8.94
USD
12.17
ASX 50
7,692.300
8/12
0.41
5,999.900
5,474.800
525.100
9.59
AUD
12.03
TSX 60
1,342.070
8/12
0.21
790.300
729.160
61.140
8.38
CAD
10.63
L
HSI
17,111.700
8/12
0.13
20,509.200
19,613.400
895.800
4.57
HKD
10.31
L
AEX
885.650
8/12
0.26
534.690
502.840
31.850
6.33
EUR
10.20
S&P 100
2,566.840
8/12
0.17
693.110
665.670
27.440
4.12
USD
9.18
CAC 40
7,250.670
8/12
-0.26
5,883.290
5,617.620
265.670
4.73
EUR
9.12
ISEQ-Overall
9,378.820
8/12
-0.11
9,381.820
9,337.520
44.300
0.47
EUR
8.20
Nikkei 225
35,025.000
8/09
0.56
17,779.100
17,057.000
722.100
4.23
JPY
7.65
MIB 40
31,928.300
8/12
0.46
42,726.000
41,527.000
1,199.000
2.89
EUR
7.34
L
SMI® PR
11,873.700
8/12
0.07
9,150.700
9,032.800
117.900
1.31
CHF
6.66
FTSE
8,210.250
8/12
0.52
6,505.100
6,239.000
266.100
4.27
GBP
6.10
Kospi 50
2,453.750
8/12
1.10
1,749.700
1,749.700
0.000
0.00
KRW
0.00
L
S&P Global 100
3,757.070
8/12
0.32
USD
-na-
CAC Next 20
17,034.800
8/12
-0.27
EUR
-na-
Indices - 40 out of 42 instruments rated - 6/04/07 / 1/08/07 - 39 did rise, Market-Ratio(21) = 97.50 %
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
8/12/24
252
Merval
100
4
ARS
845,384.000
1,588,910.000
743,526.000
88
6,702,712
149
accum 6/05/06
8/12/24 6747
days out of 6901 invested (98%)
66,927
6,702,712
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 8/12/24 252 845,384.00 1,588,910.00 743,526.00 87.95 4,357.41
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