Share-o-matic - Portfolio

Fri, 10th May 2024, 8:03UTC

Assessment - Indices - 18/06/07 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	18/06/07	⇓ Δwk	22/01/07	prc diff	⇓ Δ21	Curr	∅-RS
	L	SSE 50 ew	1,917.800	07:00	0.21	3,037.510		2,164.510	873.000	40.33	CNY	99.97
	L	IPC	57,846.100	Thu	1.34	32,218.200		26,432.200	5,786.000	21.89	MXN	32.12
	L	STI	3,265.950	Thu	0.04	3,615.380		3,087.740	527.640	17.09	SGD	25.69
		TecDAX	3,384.300	Thu	1.01	922.790		802.970	119.820	14.92	EUR	25.07
	L	DAX	18,686.600	Thu	1.02	8,036.120		6,687.310	1,348.810	20.17	EUR	24.94
	L	CDAX	1,608.390	Thu	0.94	724.880		606.090	118.790	19.60	EUR	24.86
	L	MDAX	26,708.900	Thu	0.05	11,126.400		9,634.590	1,491.810	15.48	EUR	22.38
	L	PSI 20	6,833.230	Thu	1.59	13,164.400		11,502.600	1,661.800	14.45	EUR	20.80
	L	SDAX	14,781.800	Thu	0.25	6,462.050		5,833.300	628.750	10.78	EUR	19.36
	L	OMXH 25	4,570.560	Wed	0.09	3,317.630		2,941.750	375.880	12.78	EUR	18.33
		Merval	1,434,920.000	Thu	-1.07	2,229.900		2,039.460	190.440	9.34	ARS	17.21
	L	HSI	18,537.800	Thu	1.22	21,999.900		20,281.100	1,718.800	8.47	HKD	17.03
	L	OMXS30	2,589.100	Wed	-0.16	1,288.090		1,181.350	106.740	9.04	SEK	16.90
	L	ATX	3,671.650	Thu	1.02	4,906.930		4,448.960	457.970	10.29	EUR	16.54
	L	Stoxx 50	4,490.340	Thu	0.77	3,976.870		3,757.000	219.870	5.85	EUR	15.39
	L	CAC Mid 60	14,957.600	Thu	0.56	8,650.670		7,932.750	717.920	9.05	EUR	15.05
		DJ Global Titans	621.020	Thu	0.03	242.370		231.040	11.330	4.90	USD	14.95
	L	OBX Price	608.430	Wed	-0.43	400.310		370.420	29.890	8.07	NOK	14.10
		ASX 50	7,585.200	06:17	0.33	6,147.300		5,596.600	550.700	9.84	AUD	13.84
		NASDAQ-100	18,113.500	Thu	0.16	1,944.370		1,779.020	165.350	9.29	USD	13.29
		SLI® PR	1,895.050	Wed	0.65	1,436.050		1,367.670	68.380	5.00	CHF	13.16
		OMXC 20	2,662.960	Wed	0.22	483.840		457.510	26.330	5.76	DKK	12.94
		Athex Large Cap	3,585.560	Thu	0.08	26,111.300		25,525.500	585.800	2.29	EUR	12.71
		Euro Stoxx 50	5,054.410	Thu	0.76	4,530.220		4,140.610	389.610	9.41	EUR	12.63
		DJIA	39,387.800	Thu	0.85	13,613.000		12,477.200	1,135.800	9.10	USD	12.28
		⇓instrument	freshest		⇓ Δday	18/06/07	⇓ Δwk	22/01/07	prc diff	⇓ Δ21	Curr	∅-RS
	L	AEX	904.210	Thu	0.51	548.750		499.800	48.950	9.79	EUR	12.00
	L	IBEX 35	11,050.100	Thu	-0.92	15,103.600		14,359.700	743.900	5.18	EUR	11.92
	L	TSX 60	1,340.350	Thu	0.50	802.440		745.010	57.430	7.71	CAD	11.33
		NZX 50	11,755.200	05:58	0.07	4,303.180		4,121.090	182.090	4.42	NZD	11.28
	L	BEL 20	3,985.400	Thu	-0.75	4,676.260		4,457.010	219.250	4.92	EUR	11.11
		BSE Sensex	72,404.200	Thu	-1.45	14,080.100		14,209.200	-129.100	-0.91	INR	10.92
		S&P 500	5,214.080	Thu	0.51	1,531.050		1,422.950	108.100	7.60	USD	10.74
		CAC 40	8,187.650	Thu	0.69	6,023.250		5,582.300	440.950	7.90	EUR	10.69
		Nikkei 225	38,229.100	06:15	0.41	18,188.600		17,421.900	766.700	4.40	JPY	9.32
		S&P 100	2,476.470	Thu	0.35	690.770		660.350	30.420	4.61	USD	7.98
	L	ISEQ-Overall	9,959.710	Thu	-2.00	9,395.830		9,300.430	95.400	1.03	EUR	7.21
		MIB 40	34,339.300	Thu	0.55	42,719.000		42,002.000	717.000	1.71	EUR	6.64
	L	FTSE	8,381.350	Thu	0.33	6,567.400		6,228.000	339.400	5.45	GBP	6.44
		SMI® PR	11,602.200	Wed	0.77	9,166.500		9,041.100	125.400	1.39	CHF	5.85
		Kospi 50	2,559.650	06:30	0.70	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 - 40 out of 42 instruments rated - 18/06/07 / 22/01/07 - 38 did rise, Market-Ratio(21) = 95.00 %

Technical Chart

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

6/01/20	scale up chart	6/05/24

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
2/01/06		5/06/06	154		- cash -
short	5/06/06	9/10/06	126		NASDAQ-100	100	6	USD	1,577.500	1,691.080	1,463.920	-113.580	-7	9,319	-19
long	9/10/06	20/08/07	315		SSE 50 ew	100	8	CNY	1,149.580	4,104.660		2,955.080	257	32,959	337
short	20/08/07	27/04/09	616		ISEQ-Overall	100	3	EUR	8,327.390	2,622.050	26,447.026	18,119.636	218	87,318	98
long	27/04/09	8/02/10	287		SSE 50 ew	100	46	CNY	1,895.700	2,284.390		388.690	21	105,198	27
short	8/02/10	22/03/10	42		Athex Large Cap	100	11	EUR	8,951.600	9,909.400	7,993.800	-957.800	-11	94,662	-63
long	22/03/10	3/05/10	42		Merval	100	39	ARS	2,402.450	2,160.200		-242.250	-10	85,214	-60
short	3/05/10	11/10/10	161		Athex Large Cap	100	9	EUR	9,117.600	7,569.600	10,982.169	1,864.569	20	101,995	52
long	11/10/10	23/05/11	224		SDAX	100	22	EUR	4,578.700	5,383.620		804.920	18	119,704	30
short	23/05/11	16/01/12	238		Athex Large Cap	100	21	EUR	5,689.400	2,507.600	12,908.467	7,219.067	127	271,304	251
long	16/01/12	21/05/12	126		ISEQ-Overall	100	90	EUR	3,005.690	3,087.810		82.120	3	278,695	8
short	21/05/12	10/09/12	112		Athex Large Cap	100	137	EUR	2,028.100	2,671.700	1,384.500	-643.600	-32	190,522	-71
long	10/09/12	17/06/13	280		OMXC 20	100	385	DKK	494.790	522.110		27.320	6	201,040	7
short	17/06/13	12/08/13	56		RTX	100	108	USD	1,859.890	1,850.700	1,869.126	9.236	0	202,037	3
long	12/08/13	4/08/14	357		Merval	100	55	ARS	3,668.830	8,321.410		4,652.580	127	457,929	131
short	4/08/14	18/08/14	14		PSI 20	100	78	EUR	5,854.360	5,654.350	6,061.445	207.085	4	474,082	148
long	18/08/14	6/10/14	49		Merval	100	54	ARS	8,670.140	10,925.500		2,255.360	26	595,871	460
short	6/10/14	23/02/15	140		PSI 20	100	107	EUR	5,537.710	5,494.440	5,581.321	43.611	1	600,538	2
long	23/02/15	27/07/15	154		SSE 50 ew	100	251	CNY	2,386.700	2,634.850		248.150	10	662,823	26
short	27/07/15	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	27/06/16	21		NZX 50	100	87	NZD	7,024.380	6,716.580		-307.800	-4	587,447	-54
short	27/06/16	4/07/16	7		Athex Large Cap	100	423	EUR	1,385.560	1,434.290	1,336.830	-48.730	-4	566,834	-85
long	4/07/16	12/02/18	588		Merval	100	37	ARS	15,229.300	30,143.400		14,914.100	98	1,118,656	53
short	12/02/18	9/07/18	147		IBEX 35	100	114	EUR	9,771.100	9,927.000	9,615.200	-155.900	-2	1,100,883	-4
long	9/07/18	23/07/18	14		NASDAQ-100	100	151	USD	7,276.000	7,371.780		95.780	1	1,115,346	41
short	23/07/18	30/07/18	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	30/07/18	10/09/18	42		TecDAX	100	379	EUR	2,912.240	2,908.990		-3.250	0	1,105,252	-1
short	10/09/18	11/03/19	182		SSE 50 ew	100	546	CNY	2,022.660	2,385.150	1,660.170	-362.490	-18	907,333	-33
long	11/03/19	5/08/19	147		Merval	100	26	ARS	33,834.900	40,873.400		7,038.500	21	1,090,334	60
short	5/08/19	7/10/19	63		IPC	100	27	MXN	39,496.400	42,952.300	36,040.500	-3,455.900	-9	997,024	-41
long	7/10/19	2/03/20	147		NZX 50	100	90	NZD	10,975.600	11,103.400		127.800	1	1,008,526	3
short	2/03/20	3/08/20	154		Athex Large Cap	100	553	EUR	1,823.290	1,479.090	2,247.589	424.299	23	1,243,164	64
long	3/08/20	2/11/20	91		Merval	100	23	ARS	52,504.200	47,467.600		-5,036.600	-10	1,127,322	-33
short	2/11/20	9/11/20	7		RTX	100	845	USD	1,333.900	1,576.970	1,090.830	-243.070	-18	921,928	-100
long	9/11/20	29/11/21	385		Merval	100	18	ARS	49,650.400	79,094.900		29,444.500	59	1,451,929	55
short	29/11/21	13/12/21	14		HSI	100	60	HKD	23,852.200	23,954.600	23,749.800	-102.400	0	1,445,785	-11
long	13/12/21	24/01/22	42		Merval	100	17	ARS	81,947.600	81,004.400		-943.200	-1	1,429,750	-10
short	24/01/22	14/11/22	294		SDAX	100	98	EUR	14,463.900	12,569.300	16,644.078	2,180.178	15	1,643,408	19
long	14/11/22	19/12/22	35		Merval	100	10	ARS	153,399.000	168,966.000		15,567.000	10	1,799,078	174
short	19/12/22	16/01/23	28		NASDAQ-100	100	162	USD	11,084.600	11,541.500	10,627.700	-456.900	-4	1,725,060	-42
long	16/01/23	26/06/23	161		Merval	100	6	ARS	250,556.000	432,406.000		181,850.000	73	2,816,160	245
short	26/06/23	24/07/23	28		OMXH 25	100	644	EUR	4,371.300	4,412.140	4,330.460	-40.840	-1	2,789,859	-12
long	24/07/23	28/08/23	35		Merval	100	5	ARS	466,663.000	665,524.000		198,861.000	43	3,784,164	3,952
short	28/08/23	4/12/23	98		OMXH 25	100	881	EUR	4,294.210	4,357.270	4,231.150	-63.060	-1	3,728,608	-5
long	4/12/23	9/05/24	157		Merval	100	4	ARS	845,384.000	1,434,920.000		589,536.000	70	6,086,752	242
accum	5/06/06	9/05/24	6549	days out of 6703 invested (98%)								60,768		6,086,752	43

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Merval	long	22/03/10	3/05/10	42	2,402.45	2,160.20		-242.25	-10.08
	long	12/08/13	4/08/14	357	3,668.83	8,321.41		4,652.58	126.81
	long	18/08/14	6/10/14	49	8,670.14	10,925.50		2,255.36	26.01
	long	4/07/16	12/02/18	588	15,229.30	30,143.40		14,914.10	97.93
	long	11/03/19	5/08/19	147	33,834.90	40,873.40		7,038.50	20.80
	long	3/08/20	2/11/20	91	52,504.20	47,467.60		-5,036.60	-9.59
	long	9/11/20	29/11/21	385	49,650.40	79,094.90		29,444.50	59.30
	long	13/12/21	24/01/22	42	81,947.60	81,004.40		-943.20	-1.15
	long	14/11/22	19/12/22	35	153,399.00	168,966.00		15,567.00	10.15
	long	16/01/23	26/06/23	161	250,556.00	432,406.00		181,850.00	72.58
	long	24/07/23	28/08/23	35	466,663.00	665,524.00		198,861.00	42.61
	long	4/12/23	9/05/24	157	845,384.00	1,434,920.00		589,536.00	69.74	3,925.42
SSE 50 ew	long	9/10/06	20/08/07	315	1,149.58	4,104.66		2,955.08	257.06
	long	27/04/09	8/02/10	287	1,895.70	2,284.39		388.69	20.50
	long	23/02/15	27/07/15	154	2,386.70	2,634.85		248.15	10.40
	short	23/07/18	30/07/18	7	2,139.79	2,156.80	2,122.78	-17.01	-0.79
	short	10/09/18	11/03/19	182	2,022.66	2,385.15	1,660.17	-362.49	-17.92	286.78
ISEQ-Overall	short	20/08/07	27/04/09	616	8,327.39	2,622.05	26,447.03	18,119.64	217.59
	long	16/01/12	21/05/12	126	3,005.69	3,087.81		82.12	2.73	226.27
Athex Large Cap	short	8/02/10	22/03/10	42	8,951.60	9,909.40	7,993.80	-957.80	-10.70
	short	3/05/10	11/10/10	161	9,117.60	7,569.60	10,982.17	1,864.57	20.45
	short	23/05/11	16/01/12	238	5,689.40	2,507.60	12,908.47	7,219.07	126.89
	short	21/05/12	10/09/12	112	2,028.10	2,671.70	1,384.50	-643.60	-31.73
	short	27/06/16	4/07/16	7	1,385.56	1,434.29	1,336.83	-48.73	-3.52
	short	2/03/20	3/08/20	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	11/10/10	23/05/11	224	4,578.70	5,383.62		804.92	17.58
	short	24/01/22	14/11/22	294	14,463.90	12,569.30	16,644.08	2,180.18	15.07	35.30
OMXC 20	long	10/09/12	17/06/13	280	494.79	522.11		27.32	5.52	5.52
PSI 20	short	4/08/14	18/08/14	14	5,854.36	5,654.35	6,061.44	207.08	3.54
	short	6/10/14	23/02/15	140	5,537.71	5,494.44	5,581.32	43.61	0.79	4.35
TecDAX	long	30/07/18	10/09/18	42	2,912.24	2,908.99		-3.25	-0.11	-0.11
HSI	short	29/11/21	13/12/21	14	23,852.20	23,954.60	23,749.80	-102.40	-0.43	-0.43
IBEX 35	short	12/02/18	9/07/18	147	9,771.10	9,927.00	9,615.20	-155.90	-1.60	-1.60
OMXH 25	short	26/06/23	24/07/23	28	4,371.30	4,412.14	4,330.46	-40.84	-0.93
	short	28/08/23	4/12/23	98	4,294.21	4,357.27	4,231.15	-63.06	-1.47	-2.39
NZX 50	long	6/06/16	27/06/16	21	7,024.38	6,716.58		-307.80	-4.38
	long	7/10/19	2/03/20	147	10,975.60	11,103.40		127.80	1.16	-3.27
IPC	short	5/08/19	7/10/19	63	39,496.40	42,952.30	36,040.50	-3,455.90	-8.75	-8.75
NASDAQ-100	short	5/06/06	9/10/06	126	1,577.50	1,691.08	1,463.92	-113.58	-7.20
	long	9/07/18	23/07/18	14	7,276.00	7,371.78		95.78	1.32
	short	19/12/22	16/01/23	28	11,084.60	11,541.50	10,627.70	-456.90	-4.12	-9.85
RTX	short	17/06/13	12/08/13	56	1,859.89	1,850.70	1,869.13	9.24	0.50
	short	27/07/15	6/06/16	315	1,168.61	1,254.32	1,082.90	-85.71	-7.33
	short	2/11/20	9/11/20	7	1,333.90	1,576.97	1,090.83	-243.07	-18.22	-23.84

Annotations

28/09/23	Nikkei 225			stock split 1:4 (four for one)
20/02/15	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