Fri, Nov 22nd, 2024, 0:45UTC
Assessment - Indices in Japanese yen - 1/19/09 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
1/19/09
⇓ Δwk
8/25/08
prc diff
⇓ Δ21
∅-RS
Kospi 50
165.351
8/12
1.10
117.907
180.510
-62.603
-34.68
-26.04
NZX 50
609,683.077
8/12
0.31
136,419.642
259,553.985
-123,134.343
-47.44
-38.45
S
IPC
345,970.569
8/12
-0.02
133,021.550
286,577.179
-153,555.629
-53.58
-41.35
L
SMI® PR
963,473.695
8/12
0.07
430,620.493
725,295.500
-294,675.006
-40.63
-31.11
FTSE
1,098,559.695
8/12
0.52
542,238.442
1,149,488.065
-607,249.623
-52.83
-41.60
OMXS30
27,376.910
8/12
0.09
6,917.373
14,831.089
-7,913.716
-53.36
-43.42
L
SLI® PR
155,724.133
8/12
0.02
61,255.236
105,559.467
-44,304.231
-41.97
-34.01
IBEX 35
1,282,760.638
8/12
0.07
1,023,538.452
1,844,278.422
-820,739.970
-44.50
-38.17
PSI 20
789,973.407
8/12
0.09
766,689.919
1,378,484.594
-611,794.675
-44.38
-37.88
L
SSE 50 ew
23,742.490
8/12
-0.09
20,420.894
31,812.119
-11,391.226
-35.81
-32.54
TSX 60
97,991.765
8/12
0.21
37,869.432
86,370.284
-48,500.852
-56.15
-41.83
DJIA
3,572,222.145
8/12
-0.36
721,495.930
1,253,228.648
-531,732.718
-42.43
-34.35
CAC Mid 60
1,599,143.280
8/12
-0.08
522,432.591
1,068,587.660
-546,155.069
-51.11
-39.15
S&P 100
232,978.192
8/12
0.17
35,801.187
65,030.044
-29,228.857
-44.95
-34.72
Stoxx 50
523,435.068
8/12
-0.16
237,846.055
464,554.768
-226,708.713
-48.80
-39.83
DAX
2,135,865.985
8/12
0.02
520,051.709
1,025,269.399
-505,217.690
-49.28
-39.94
ASX 50
470,169.537
8/12
0.41
205,645.308
479,323.882
-273,678.574
-57.10
-45.86
Euro Stoxx 50
562,914.821
8/12
-0.07
271,390.471
534,116.356
-262,725.885
-49.19
-40.89
NASDAQ-100
1,682,957.111
8/12
0.16
103,163.946
207,993.118
-104,829.172
-50.40
-36.58
CDAX
184,154.506
8/12
0.01
44,489.728
92,027.492
-47,537.765
-51.66
-41.61
BSE Sensex
147,518.826
8/12
-0.07
17,279.425
36,656.165
-19,376.740
-52.86
-41.72
OMXC 20
43,179.086
8/12
-2.06
4,115.890
9,011.481
-4,895.591
-54.33
-41.34
CAC 40
873,633.228
8/12
-0.26
343,292.879
729,856.932
-386,564.053
-52.96
-42.45
S&P 500
485,081.391
8/12
73,085.467
139,435.473
-66,350.006
-47.58
-37.88
DJ Global Titans
58,601.253
8/12
11,561.594
21,401.150
-9,839.556
-45.98
-38.39
⇓ instrument
freshest
⇓ Δday
1/19/09
⇓ Δwk
8/25/08
prc diff
⇓ Δ21
∅-RS
L
STI
197,173.095
8/12
-0.81
102,702.624
213,525.438
-110,822.814
-51.90
-40.76
Nikkei 225
35,025.000
8/09
0.56
7,745.250
13,072.900
-5,327.650
-40.75
-31.44
MIB 40
3,847,040.867
8/12
0.46
2,213,039.830
4,542,678.000
-2,329,638.170
-51.28
-43.30
SDAX
1,642,025.671
8/12
0.02
298,454.935
670,587.196
-372,132.261
-55.49
-43.25
Merval
41,917,055.830
8/12
0.32
28,135.614
64,435.474
-36,299.860
-56.34
-42.96
MDAX
2,910,182.921
8/12
-0.40
602,435.541
1,358,290.030
-755,854.488
-55.65
-43.92
TecDAX
392,867.284
8/12
-0.27
54,207.246
134,678.191
-80,470.945
-59.75
-44.04
OMXH 25
532,711.593
8/12
0.07
173,057.377
384,510.827
-211,453.450
-54.99
-45.02
OBX Price
8,042.568
8/12
1.02
2,347.903
6,864.548
-4,516.645
-65.80
-48.50
L
AEX
106,711.969
8/12
0.26
28,211.529
67,218.609
-39,007.080
-58.03
-44.93
L
HSI
199,216.267
8/12
0.13
146,441.425
299,666.115
-153,224.689
-51.13
-41.42
BEL 20
486,836.230
8/12
-0.47
221,694.371
489,099.883
-267,405.512
-54.67
-45.75
ISEQ-Overall
1,130,054.022
8/12
-0.11
274,479.835
731,862.874
-457,383.040
-62.50
-52.83
ATX
429,932.418
8/12
0.19
188,335.509
588,320.762
-399,985.253
-67.99
-53.72
Athex Large Cap
410,217.844
8/12
1.16
1,024,936.136
2,941,831.760
-1,916,895.624
-65.16
-54.31
L
S&P Global 100
341,008.935
8/12
0.32
-na-
CAC Next 20
2,052,523.052
8/12
-0.27
-na-
Indices - 40 out of 42 instruments rated - 1/19/09 / 8/25/08 - 0 did rise, Market-Ratio(21) in JPY = 0.00 %
Technical Chart
Transactions Indices in Japanese yen * 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
0
176,273.623
201,276.224
151,271.023
-25,002.600
-14
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
0
17,303.868
61,797.911
44,494.043
257
10,000
0
short
8/20/07
4/27/09
616
ISEQ-Overall
100
0
1,283,084.251
337,405.394
4,879,309.060
3,596,224.808
280
10,000
0
long
4/27/09
2/08/10
287
SSE 50 ew
100
0
26,983.768
29,860.286
2,876.518
11
10,000
0
short
2/08/10
3/22/10
42
Athex Large Cap
100
0
1,093,169.392
1,214,198.782
972,140.002
-121,029.390
-11
10,000
0
long
3/22/10
5/03/10
42
Merval
100
0
56,295.000
52,239.477
-4,055.523
-7
10,000
0
short
5/03/10
10/11/10
161
Athex Large Cap
100
0
1,137,785.304
865,129.584
1,496,371.667
358,586.363
32
10,000
0
long
10/11/10
5/23/11
224
SDAX
100
0
523,299.623
622,777.162
99,477.539
19
10,000
0
short
5/23/11
1/16/12
238
Athex Large Cap
100
0
658,149.792
244,591.304
1,770,958.908
1,112,809.116
169
10,000
0
long
1/16/12
5/21/12
126
ISEQ-Overall
100
0
293,175.003
311,714.420
18,539.417
6
10,000
0
short
5/21/12
9/10/12
112
Athex Large Cap
100
0
204,736.695
267,837.925
141,635.465
-63,101.230
-31
10,000
0
long
9/10/12
6/17/13
280
OMXC 20
100
1
6,657.008
8,790.735
2,133.727
32
12,134
44
short
6/17/13
8/12/13
56
RTX
100
0
175,007.489
179,348.131
170,666.846
-4,340.643
-2
12,134
0
long
8/12/13
8/04/14
357
Merval
100
0
64,613.600
103,309.376
38,695.776
60
12,134
0
short
8/04/14
8/18/14
14
PSI 20
100
0
805,911.198
774,917.359
838,144.676
32,233.478
4
12,134
0
long
8/18/14
10/06/14
49
Merval
100
0
107,462.658
140,671.202
33,208.544
31
12,134
0
short
10/06/14
2/23/15
140
PSI 20
100
0
762,155.027
740,172.496
784,790.423
22,635.395
3
12,134
0
long
2/23/15
7/27/15
154
SSE 50 ew
100
0
45,322.100
52,322.428
7,000.327
15
12,134
0
short
7/27/15
6/06/16
315
RTX
100
0
144,049.567
134,910.652
153,807.557
9,757.990
7
12,134
0
long
6/06/16
6/27/16
21
NZX 50
100
0
522,995.546
482,211.185
-40,784.361
-8
12,134
0
short
6/27/16
7/04/16
7
Athex Large Cap
100
0
156,185.865
164,025.404
148,346.327
-7,839.539
-5
12,134
0
long
7/04/16
2/12/18
588
Merval
100
0
103,915.438
163,817.021
59,901.584
58
12,134
0
short
2/12/18
7/09/18
147
IBEX 35
100
0
1,301,002.423
1,292,346.495
1,309,716.327
8,713.904
1
12,134
0
long
7/09/18
7/23/18
14
NASDAQ-100
100
0
806,184.126
821,201.592
15,017.465
2
12,134
0
short
7/23/18
7/30/18
7
SSE 50 ew
100
0
35,103.655
35,118.536
35,088.774
-14.881
0
12,134
0
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
0
378,442.676
374,829.179
-3,613.496
-1
12,134
0
short
9/10/18
3/11/19
182
SSE 50 ew
100
0
32,789.880
39,734.394
25,845.366
-6,944.514
-21
12,134
0
long
3/11/19
8/05/19
147
Merval
100
0
94,886.477
95,621.381
734.903
1
12,134
0
short
8/05/19
10/07/19
63
IPC
100
0
213,927.152
235,028.606
192,825.698
-21,101.454
-10
12,134
0
long
10/07/19
3/02/20
147
NZX 50
100
0
739,134.050
749,625.083
10,491.034
1
12,134
0
short
3/02/20
8/03/20
154
Athex Large Cap
100
0
219,691.859
184,373.006
261,776.460
42,084.601
19
12,134
0
long
8/03/20
11/02/20
91
Merval
100
0
76,840.962
63,251.879
-13,589.083
-18
12,134
0
short
11/02/20
11/09/20
7
RTX
100
0
139,817.173
166,246.685
113,387.660
-26,429.513
-19
12,134
0
long
11/09/20
11/29/21
385
Merval
100
0
66,008.433
89,087.920
23,079.487
35
12,134
0
short
11/29/21
12/13/21
14
HSI
100
0
347,899.402
348,340.646
347,458.159
-441.243
0
12,134
0
long
12/13/21
1/24/22
42
Merval
100
0
91,389.561
88,142.696
-3,246.865
-4
12,134
0
short
1/24/22
11/14/22
294
SDAX
100
0
1,863,673.515
1,821,454.971
1,906,870.621
43,197.106
2
12,134
0
long
11/14/22
12/19/22
35
Merval
100
0
132,960.356
133,109.511
149.155
0
12,134
0
short
12/19/22
1/16/23
28
NASDAQ-100
100
0
1,515,513.858
1,484,696.746
1,546,970.625
31,456.767
2
12,134
0
long
1/16/23
6/26/23
161
Merval
100
0
176,989.045
244,044.921
67,055.876
38
12,134
0
short
6/26/23
7/24/23
28
OMXH 25
100
0
684,842.828
690,861.705
678,823.951
-6,018.877
-1
12,134
0
long
7/24/23
8/28/23
35
Merval
100
0
243,316.237
278,505.823
35,189.586
14
12,134
0
short
8/28/23
12/04/23
98
OMXH 25
100
0
679,846.445
694,588.053
665,104.836
-14,741.609
-2
12,134
0
long
12/04/23
8/12/24
252
Merval
100
0
343,430.589
281,119.136
-62,311.453
-18
12,134
0
accum 6/05/06
8/12/24 6745
days out of 6899 invested (98%)
21
12,134
1
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 56,295.00 52,239.48 -4,055.52 -7.20
long 8/12/13 8/04/14 357 64,613.60 103,309.38 38,695.78 59.89
long 8/18/14 10/06/14 49 107,462.66 140,671.20 33,208.54 30.90
long 7/04/16 2/12/18 588 103,915.44 163,817.02 59,901.58 57.64
long 3/11/19 8/05/19 147 94,886.48 95,621.38 734.90 0.77
long 8/03/20 11/02/20 91 76,840.96 63,251.88 -13,589.08 -17.68
long 11/09/20 11/29/21 385 66,008.43 89,087.92 23,079.49 34.96
long 12/13/21 1/24/22 42 91,389.56 88,142.70 -3,246.86 -3.55
long 11/14/22 12/19/22 35 132,960.36 133,109.51 149.15 0.11
long 1/16/23 6/26/23 161 176,989.04 244,044.92 67,055.88 37.89
long 7/24/23 8/28/23 35 243,316.24 278,505.82 35,189.59 14.46
long 12/04/23 8/12/24 252 343,430.59 281,119.14 -62,311.45 -18.14 327.60
ISEQ-Overall short 8/20/07 4/27/09 616 1,283,084.25 337,405.39 4,879,309.06 3,596,224.81 280.28
long 1/16/12 5/21/12 126 293,175.00 311,714.42 18,539.42 6.32 304.33
SSE 50 ew long 10/09/06 8/20/07 315 17,303.87 61,797.91 44,494.04 257.13
long 4/27/09 2/08/10 287 26,983.77 29,860.29 2,876.52 10.66
long 2/23/15 7/27/15 154 45,322.10 52,322.43 7,000.33 15.45
short 7/23/18 7/30/18 7 35,103.65 35,118.54 35,088.77 -14.88 -0.04
short 9/10/18 3/11/19 182 32,789.88 39,734.39 25,845.37 -6,944.51 -21.18 259.47
Athex Large Cap short 2/08/10 3/22/10 42 1,093,169.39 1,214,198.78 972,140.00 -121,029.39 -11.07
short 5/03/10 10/11/10 161 1,137,785.30 865,129.58 1,496,371.67 358,586.36 31.52
short 5/23/11 1/16/12 238 658,149.79 244,591.30 1,770,958.91 1,112,809.12 169.08
short 5/21/12 9/10/12 112 204,736.70 267,837.93 141,635.47 -63,101.23 -30.82
short 6/27/16 7/04/16 7 156,185.87 164,025.40 148,346.33 -7,839.54 -5.02
short 3/02/20 8/03/20 154 219,691.86 184,373.01 261,776.46 42,084.60 19.16 146.40
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
OMXC 20 long 9/10/12 6/17/13 280 6,657.01 8,790.73 2,133.73 32.05 32.05
SDAX long 10/11/10 5/23/11 224 523,299.62 622,777.16 99,477.54 19.01
short 1/24/22 11/14/22 294 1,863,673.52 1,821,454.97 1,906,870.62 43,197.11 2.32 21.77
PSI 20 short 8/04/14 8/18/14 14 805,911.20 774,917.36 838,144.68 32,233.48 4.00
short 10/06/14 2/23/15 140 762,155.03 740,172.50 784,790.42 22,635.40 2.97 7.09
IBEX 35 short 2/12/18 7/09/18 147 1,301,002.42 1,292,346.50 1,309,716.33 8,713.90 0.67 0.67
HSI short 11/29/21 12/13/21 14 347,899.40 348,340.65 347,458.16 -441.24 -0.13 -0.13
TecDAX long 7/30/18 9/10/18 42 378,442.68 374,829.18 -3,613.50 -0.95 -0.95
OMXH 25 short 6/26/23 7/24/23 28 684,842.83 690,861.71 678,823.95 -6,018.88 -0.88
short 8/28/23 12/04/23 98 679,846.44 694,588.05 665,104.84 -14,741.61 -2.17 -3.03
NZX 50 long 6/06/16 6/27/16 21 522,995.55 482,211.18 -40,784.36 -7.80
long 10/07/19 3/02/20 147 739,134.05 749,625.08 10,491.03 1.42 -6.49
IPC short 8/05/19 10/07/19 63 213,927.15 235,028.61 192,825.70 -21,101.45 -9.86 -9.86
NASDAQ-100 short 6/05/06 10/09/06 126 176,273.62 201,276.22 151,271.02 -25,002.60 -14.18
long 7/09/18 7/23/18 14 806,184.13 821,201.59 15,017.47 1.86
short 12/19/22 1/16/23 28 1,515,513.86 1,484,696.75 1,546,970.63 31,456.77 2.08 -10.77
RTX short 6/17/13 8/12/13 56 175,007.49 179,348.13 170,666.85 -4,340.64 -2.48
short 7/27/15 6/06/16 315 144,049.57 134,910.65 153,807.56 9,757.99 6.77
short 11/02/20 11/09/20 7 139,817.17 166,246.69 113,387.66 -26,429.51 -18.90 -15.56
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