Assessment - World - 8/27/18 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
8/27/18
⇓ Δwk
4/02/18
prc diff
⇓ Δ21
Curr
∅-RS
TecDAX
3,187.200
16:12
-0.74
3,028.550
2,494.460
534.090
21.41
EUR
15.79
NASDAQ-100
17,136.600
17:28
-1.48
7,559.130
6,390.840
1,168.290
18.28
USD
13.91
BSE Sensex
73,088.300
10:00
0.83
38,694.100
33,255.400
5,438.700
16.35
INR
13.13
L
NZX 50
11,796.200
05:30
-0.34
9,206.420
8,319.070
887.350
10.67
NZD
9.82
L
OBX Price
594.740
15:19
-0.30
504.250
450.660
53.590
11.89
NOK
9.18
CAC Next 20
17,405.200
16:05
-0.38
18,033.600
16,407.800
1,625.800
9.91
EUR
8.80
S&P 100
2,359.120
17:28
-0.82
1,283.450
1,131.650
151.800
13.41
USD
8.79
S&P 500
4,985.470
17:28
-0.51
2,896.740
2,581.880
314.860
12.19
USD
8.31
DJ Global Titans
591.850
17:22
-1.35
322.890
289.340
33.550
11.60
USD
7.59
DJIA
37,960.300
14:12
0.49
26,049.600
23,644.200
2,405.400
10.17
USD
7.33
L
OMXH 25
4,438.820
15:35
0.87
4,339.970
4,014.400
325.570
8.11
EUR
6.54
S&P Global 100
3,462.350
17:22
-0.91
1,963.890
1,810.760
153.130
8.46
USD
5.20
L
OMXS30
2,502.070
15:35
-0.62
1,665.100
1,535.350
129.750
8.45
SEK
4.90
IPC
55,739.400
Thu
0.58
50,416.300
45,826.600
4,589.700
10.02
MXN
4.19
ASX 50
7,409.300
05:50
-1.02
6,098.000
5,603.000
495.000
8.83
AUD
4.08
TSX 60
1,308.510
17:28
0.63
976.180
899.060
77.120
8.58
CAD
3.99
Nikkei 225
37,068.400
06:15
-2.66
22,799.600
21,388.600
1,411.000
6.60
JPY
3.75
L
MDAX
25,989.900
15:30
-0.76
27,102.600
25,591.500
1,511.100
5.90
EUR
3.52
L
SDAX
13,932.700
16:12
-0.71
12,481.900
11,927.900
554.000
4.64
EUR
3.44
L
AEX
860.010
16:05
-0.62
564.130
529.520
34.610
6.54
EUR
3.14
OMXC 20
2,607.910
15:05
0.47
1,027.570
976.572
50.998
5.22
DKK
2.33
L
CAC 40
8,022.410
16:05
-0.01
5,479.100
5,167.300
311.800
6.03
EUR
2.23
L
FTSE
7,895.850
15:35
0.24
7,577.490
7,056.610
520.880
7.38
GBP
1.47
PSI 20
6,295.120
16:05
-0.51
5,521.200
5,405.570
115.630
2.14
EUR
1.18
SLI® PR
1,839.710
15:30
0.16
1,488.180
1,434.680
53.500
3.73
CHF
1.04
⇓ instrument
freshest
⇓ Δday
8/27/18
⇓ Δwk
4/02/18
prc diff
⇓ Δ21
Curr
∅-RS
SMI® PR
11,296.400
15:55
0.59
9,098.700
8,740.970
357.730
4.09
CHF
0.93
L
CDAX
1,527.320
16:12
-0.59
1,197.290
1,144.500
52.790
4.61
EUR
0.41
L
CAC Mid 60
14,472.700
16:05
-0.77
14,474.000
14,049.000
425.000
3.03
EUR
0.29
L
Stoxx 50
4,338.790
16:12
0.08
3,081.470
2,965.440
116.030
3.91
EUR
-0.88
L
ISEQ-Overall
9,931.000
16:05
-0.11
6,796.300
6,593.650
202.650
3.07
EUR
-1.02
L
Euro Stoxx 50
4,918.090
16:12
-0.37
3,456.010
3,361.500
94.510
2.81
EUR
-1.29
L
DAX
17,737.400
15:30
-0.56
12,538.300
12,096.700
441.600
3.65
EUR
-1.30
L
ATX
3,537.000
15:50
-0.04
3,315.370
3,428.530
-113.160
-3.30
EUR
-2.12
L
BEL 20
3,827.750
16:05
0.03
3,820.860
3,857.100
-36.240
-0.94
EUR
-2.89
L
IBEX 35
10,729.500
15:35
-0.33
9,659.800
9,600.400
59.400
0.62
EUR
-3.29
L
HSI
16,224.100
08:08
-0.99
28,271.300
30,093.400
-1,822.100
-6.05
HKD
-4.43
Athex Large Cap
3,378.850
14:19
0.81
1,942.840
2,019.800
-76.960
-3.81
EUR
-4.85
L
STI
3,176.510
09:20
-0.35
3,225.620
3,430.760
-205.140
-5.98
SGD
-4.99
L
Kospi 50
2,431.640
06:30
-1.87
1,980.440
2,109.380
-128.940
-6.11
KRW
-6.45
L
MIB 40
33,922.200
15:35
0.12
20,797.800
22,411.200
-1,613.400
-7.20
EUR
-7.34
Merval
1,172,830.000
Thu
0.04
25,481.300
31,114.900
-5,633.600
-18.11
ARS
-10.99
L
SSE 50 ew
1,873.100
07:00
-0.59
2,114.110
2,378.710
-264.600
-11.12
CNY
-12.21
World - 42 out of 42 instruments rated - 8/27/18 / 4/02/18 - 33 did rise, Market-Ratio(21) = 78.57 %
Technical Chart
Transactions World * 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
4/18/24
136
Merval
100
4
ARS
845,384.000
1,172,830.000
327,446.000
39
5,038,392
141
accum 6/05/06
4/18/24 6528
days out of 6682 invested (98%)
50,284
5,038,392
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 4/18/24 136 845,384.00 1,172,830.00 327,446.00 38.73 3,190.17
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