Fri, Nov 22nd, 2024, 17:55UTC
Assessment - Indices in Renminbi yuán - 3/07/11 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
3/07/11
⇓ Δwk
10/11/10
prc diff
⇓ Δ21
∅-RS
Merval
2,592,135.072
8/12
0.32
5,552.459
4,623.403
929.056
20.09
20.83
SDAX
125,213.145
8/12
0.02
46,833.349
42,588.778
4,244.571
9.97
21.73
NASDAQ-100
121,792.886
8/12
0.16
15,291.898
13,523.136
1,768.762
13.08
12.70
MDAX
221,916.845
8/12
-0.40
93,385.913
83,581.419
9,804.495
11.73
19.06
CAC Mid 60
121,943.136
8/12
-0.08
69,072.903
62,679.832
6,393.071
10.20
16.69
CDAX
14,042.755
8/12
0.01
5,792.942
5,144.381
648.562
12.61
16.61
S&P 500
35,104.556
8/12
8,605.572
7,774.512
831.060
10.69
9.54
OMXC 20
3,290.161
8/12
-2.06
576.924
524.864
52.060
9.92
15.87
DAX
162,871.082
8/12
0.02
65,803.813
58,687.907
7,115.906
12.12
15.84
S&P 100
16,860.255
8/12
0.17
3,844.798
3,541.135
303.663
8.58
8.20
OBX Price
725.136
8/12
1.02
389.581
349.455
40.127
11.48
17.51
DJIA
258,515.943
8/12
-0.36
79,413.008
73,455.969
5,957.039
8.11
8.19
DJ Global Titans
4,240.878
8/12
1,218.323
1,127.762
90.561
8.03
8.08
TSX 60
9,057.543
8/12
0.21
5,316.001
4,804.367
511.633
10.65
12.28
OMXH 25
40,622.077
8/12
0.07
23,672.147
23,147.899
524.248
2.26
13.51
TecDAX
29,958.209
8/12
-0.27
7,988.323
7,515.426
472.897
6.29
12.46
ATX
32,784.622
8/12
0.19
25,655.836
24,843.004
812.832
3.27
11.23
NZX 50
59,508.314
8/12
0.31
16,620.240
16,312.117
308.123
1.89
5.71
S
IPC
29,017.200
8/12
-0.02
20,024.835
18,525.492
1,499.343
8.09
8.90
L
HSI
14,434.923
8/12
0.13
19,612.842
20,352.124
-739.282
-3.63
3.70
MIB 40
293,357.220
8/12
0.46
203,475.610
193,821.867
9,653.744
4.98
9.49
L
AEX
8,137.352
8/12
0.26
3,299.135
3,175.997
123.138
3.88
9.36
Euro Stoxx 50
42,925.233
8/12
-0.07
26,933.887
25,948.581
985.306
3.80
8.58
FTSE
87,736.423
8/12
0.52
62,286.689
60,712.037
1,574.652
2.59
7.54
OMXS30
2,547.719
8/12
0.09
1,157.422
1,095.260
62.161
5.68
14.22
⇓ instrument
freshest
⇓ Δday
3/07/11
⇓ Δwk
10/11/10
prc diff
⇓ Δ21
∅-RS
CAC 40
66,619.156
8/12
-0.26
36,096.712
35,600.282
496.430
1.39
8.02
L
SLI® PR
13,631.909
8/12
0.02
7,425.481
6,829.669
595.812
8.72
12.69
PSI 20
60,239.652
8/12
0.09
72,559.749
72,348.555
211.194
0.29
7.79
BEL 20
37,123.838
8/12
-0.47
24,625.402
24,510.383
115.019
0.47
7.63
Stoxx 50
39,914.693
8/12
-0.16
24,295.093
23,441.919
853.174
3.64
7.59
Nikkei 225
2,794.943
8/09
0.56
818.286
773.179
45.107
5.83
5.27
IBEX 35
97,817.286
8/12
0.07
96,434.492
99,533.491
-3,099.000
-3.11
5.53
L
SSE 50 ew
1,788.480
8/12
-0.09
2,049.110
2,254.390
-205.280
-9.11
1.12
L
STI
16,772.934
8/12
-0.81
15,778.133
16,360.827
-582.694
-3.56
4.21
Kospi 50
14.424
8/12
1.10
10.286
10.438
-0.153
-1.46
0.54
ASX 50
51,226.247
8/12
0.41
30,793.818
30,685.619
108.200
0.35
5.73
BSE Sensex
11,605.375
8/12
-0.07
2,655.169
3,046.289
-391.120
-12.84
-2.12
L
SMI® PR
84,341.366
8/12
0.07
45,132.366
44,646.922
485.443
1.09
6.33
ISEQ-Overall
86,172.598
8/12
-0.11
26,138.849
24,949.972
1,188.878
4.77
1.29
Athex Large Cap
31,281.281
8/12
1.16
67,329.664
70,408.634
-3,078.970
-4.37
-1.63
L
S&P Global 100
24,678.265
8/12
0.32
8,509.278
-na-
CAC Next 20
156,515.742
8/12
-0.27
-na-
Indices - 40 out of 42 instruments rated - 3/07/11 / 10/11/10 - 33 did rise, Market-Ratio(21) in CNY = 82.50 %
Technical Chart
Transactions Indices in Renminbi yuán * 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
12,656.387
13,371.757
11,941.017
-715.370
-6
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
8
1,149.580
4,104.660
2,955.080
257
33,641
337
short
8/20/07
4/27/09
616
ISEQ-Overall
100
0
85,223.342
23,703.856
306,406.599
221,183.257
260
33,641
0
long
4/27/09
2/08/10
287
SSE 50 ew
100
17
1,895.700
2,284.390
388.690
21
40,248
27
short
2/08/10
3/22/10
42
Athex Large Cap
100
0
83,630.323
91,528.173
75,732.473
-7,897.850
-9
40,248
0
long
3/22/10
5/03/10
42
Merval
100
9
4,243.604
3,799.847
-443.756
-10
36,255
-62
short
5/03/10
10/11/10
161
Athex Large Cap
100
0
82,761.367
70,408.634
97,281.305
14,519.938
18
36,255
0
long
10/11/10
5/23/11
224
SDAX
100
0
42,588.778
49,485.158
6,896.380
16
36,255
0
short
5/23/11
1/16/12
238
Athex Large Cap
100
0
52,295.827
20,065.063
136,299.274
84,003.447
161
36,255
0
long
1/16/12
5/21/12
126
ISEQ-Overall
100
1
24,050.630
24,956.607
905.977
4
37,161
11
short
5/21/12
9/10/12
112
Athex Large Cap
100
2
16,391.713
21,680.578
11,102.847
-5,288.866
-32
26,583
-72
long
9/10/12
6/17/13
280
OMXC 20
100
49
538.862
575.556
36.693
7
28,381
9
short
6/17/13
8/12/13
56
RTX
100
2
11,458.266
11,338.529
11,579.268
121.002
1
28,623
7
long
8/12/13
8/04/14
357
Merval
100
7
4,084.922
6,223.703
2,138.781
52
43,594
54
short
8/04/14
8/18/14
14
PSI 20
100
0
48,550.793
46,455.574
50,740.509
2,189.716
5
43,594
0
long
8/18/14
10/06/14
49
Merval
100
6
6,442.286
7,940.262
1,497.976
23
52,582
375
short
10/06/14
2/23/15
140
PSI 20
100
1
43,020.254
38,978.107
47,481.584
4,461.330
10
57,043
29
long
2/23/15
7/27/15
154
SSE 50 ew
100
23
2,386.700
2,634.850
248.150
10
62,751
26
short
7/27/15
6/06/16
315
RTX
100
8
7,254.040
8,233.836
6,274.245
-979.795
-14
54,913
-15
long
6/06/16
6/27/16
21
NZX 50
100
1
31,919.344
31,416.193
-503.151
-2
54,409
-24
short
6/27/16
7/04/16
7
Athex Large Cap
100
5
10,175.553
10,645.014
9,706.092
-469.461
-5
52,062
-91
long
7/04/16
2/12/18
588
Merval
100
7
6,743.963
9,547.003
2,803.040
42
71,683
24
short
2/12/18
7/09/18
147
IBEX 35
100
0
75,820.414
77,118.892
74,521.936
-1,298.478
-2
71,683
0
long
7/09/18
7/23/18
14
NASDAQ-100
100
1
48,107.863
50,057.436
1,949.573
4
73,633
182
short
7/23/18
7/30/18
7
SSE 50 ew
100
34
2,139.790
2,156.800
2,122.780
-17.010
-1
73,055
-34
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
3
23,242.005
23,121.525
-120.480
-1
72,693
-4
short
9/10/18
3/11/19
182
SSE 50 ew
100
35
2,022.660
2,385.150
1,660.170
-362.490
-18
60,006
-33
long
3/11/19
8/05/19
147
Merval
100
10
5,695.783
6,346.021
650.238
11
66,508
31
short
8/05/19
10/07/19
63
IPC
100
4
14,197.517
15,709.692
12,685.342
-1,512.175
-11
60,460
-48
long
10/07/19
3/02/20
147
NZX 50
100
1
49,404.914
48,328.832
-1,076.082
-2
59,384
-5
short
3/02/20
8/03/20
154
Athex Large Cap
100
4
14,163.681
12,128.242
16,540.721
2,377.040
17
68,892
44
long
8/03/20
11/02/20
91
Merval
100
13
5,054.676
4,035.440
-1,019.236
-20
55,642
-59
short
11/02/20
11/09/20
7
RTX
100
6
8,920.269
10,445.020
7,395.518
-1,524.751
-17
46,493
-100
long
11/09/20
11/29/21
385
Merval
100
11
4,147.207
5,001.518
854.310
21
55,891
19
short
11/29/21
12/13/21
14
HSI
100
2
19,531.548
19,543.422
19,519.673
-11.875
0
55,867
-2
long
12/13/21
1/24/22
42
Merval
100
10
5,127.351
4,905.071
-222.280
-4
53,644
-32
short
1/24/22
11/14/22
294
SDAX
100
0
103,711.949
91,843.875
117,113.616
13,401.667
13
53,644
0
long
11/14/22
12/19/22
35
Merval
100
8
6,704.308
6,789.767
85.459
1
54,328
14
short
12/19/22
1/16/23
28
NASDAQ-100
100
0
77,304.660
77,669.184
76,940.137
-364.524
0
54,328
0
long
1/16/23
6/26/23
161
Merval
100
5
9,258.857
12,299.603
3,040.746
33
69,531
90
short
6/26/23
7/24/23
28
OMXH 25
100
2
34,515.348
35,128.576
33,902.119
-613.229
-2
68,305
-21
long
7/24/23
8/28/23
35
Merval
100
5
12,372.017
13,858.706
1,486.689
12
75,738
227
short
8/28/23
12/04/23
98
OMXH 25
100
2
33,829.786
33,687.362
33,972.813
143.027
0
76,024
2
long
12/04/23
8/12/24
252
Merval
100
4
16,656.305
12,670.702
-3,985.603
-24
60,082
-33
accum 6/05/06
8/12/24 6745
days out of 6899 invested (98%)
501
60,082
10
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
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 85,223.34 23,703.86 306,406.60 221,183.26 259.53
long 1/16/12 5/21/12 126 24,050.63 24,956.61 905.98 3.77 273.08
Merval long 3/22/10 5/03/10 42 4,243.60 3,799.85 -443.76 -10.46
long 8/12/13 8/04/14 357 4,084.92 6,223.70 2,138.78 52.36
long 8/18/14 10/06/14 49 6,442.29 7,940.26 1,497.98 23.25
long 7/04/16 2/12/18 588 6,743.96 9,547.00 2,803.04 41.56
long 3/11/19 8/05/19 147 5,695.78 6,346.02 650.24 11.42
long 8/03/20 11/02/20 91 5,054.68 4,035.44 -1,019.24 -20.16
long 11/09/20 11/29/21 385 4,147.21 5,001.52 854.31 20.60
long 12/13/21 1/24/22 42 5,127.35 4,905.07 -222.28 -4.34
long 11/14/22 12/19/22 35 6,704.31 6,789.77 85.46 1.27
long 1/16/23 6/26/23 161 9,258.86 12,299.60 3,040.75 32.84
long 7/24/23 8/28/23 35 12,372.02 13,858.71 1,486.69 12.02
long 12/04/23 8/12/24 252 16,656.31 12,670.70 -3,985.60 -23.93 180.04
Athex Large Cap short 2/08/10 3/22/10 42 83,630.32 91,528.17 75,732.47 -7,897.85 -9.44
short 5/03/10 10/11/10 161 82,761.37 70,408.63 97,281.31 14,519.94 17.54
short 5/23/11 1/16/12 238 52,295.83 20,065.06 136,299.27 84,003.45 160.63
short 5/21/12 9/10/12 112 16,391.71 21,680.58 11,102.85 -5,288.87 -32.27
short 6/27/16 7/04/16 7 10,175.55 10,645.01 9,706.09 -469.46 -4.61
short 3/02/20 8/03/20 154 14,163.68 12,128.24 16,540.72 2,377.04 16.78 109.33
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 42,588.78 49,485.16 6,896.38 16.19
short 1/24/22 11/14/22 294 103,711.95 91,843.88 117,113.62 13,401.67 12.92 31.21
PSI 20 short 8/04/14 8/18/14 14 48,550.79 46,455.57 50,740.51 2,189.72 4.51
short 10/06/14 2/23/15 140 43,020.25 38,978.11 47,481.58 4,461.33 10.37 15.35
OMXC 20 long 9/10/12 6/17/13 280 538.86 575.56 36.69 6.81 6.81
HSI short 11/29/21 12/13/21 14 19,531.55 19,543.42 19,519.67 -11.87 -0.06 -0.06
TecDAX long 7/30/18 9/10/18 42 23,242.00 23,121.53 -120.48 -0.52 -0.52
OMXH 25 short 6/26/23 7/24/23 28 34,515.35 35,128.58 33,902.12 -613.23 -1.78
short 8/28/23 12/04/23 98 33,829.79 33,687.36 33,972.81 143.03 0.42 -1.36
IBEX 35 short 2/12/18 7/09/18 147 75,820.41 77,118.89 74,521.94 -1,298.48 -1.71 -1.71
NASDAQ-100 short 6/05/06 10/09/06 126 12,656.39 13,371.76 11,941.02 -715.37 -5.65
long 7/09/18 7/23/18 14 48,107.86 50,057.44 1,949.57 4.05
short 12/19/22 1/16/23 28 77,304.66 77,669.18 76,940.14 -364.52 -0.47 -2.29
NZX 50 long 6/06/16 6/27/16 21 31,919.34 31,416.19 -503.15 -1.58
long 10/07/19 3/02/20 147 49,404.91 48,328.83 -1,076.08 -2.18 -3.72
IPC short 8/05/19 10/07/19 63 14,197.52 15,709.69 12,685.34 -1,512.18 -10.65 -10.65
RTX short 6/17/13 8/12/13 56 11,458.27 11,338.53 11,579.27 121.00 1.06
short 7/27/15 6/06/16 315 7,254.04 8,233.84 6,274.24 -979.80 -13.51
short 11/02/20 11/09/20 7 8,920.27 10,445.02 7,395.52 -1,524.75 -17.09 -27.53
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