Assessment - World - 2/10/20 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
2/10/20
⇓ Δwk
9/16/19
prc diff
⇓ Δ21
Curr
∅-RS
NASDAQ-100
18,280.800
Wed
0.39
9,516.840
7,852.410
1,664.430
21.20
USD
21.76
L
OMXC 20
2,669.490
Wed
-0.67
1,227.630
1,018.170
209.460
20.57
DKK
18.47
Merval
1,213,480.000
Wed
-0.10
41,052.900
30,561.300
10,491.600
34.33
ARS
18.46
L
DJ Global Titans
621.290
13:19
0.27
384.250
333.760
50.490
15.13
USD
15.03
L
S&P 100
2,478.820
Wed
0.66
1,510.360
1,324.300
186.060
14.05
USD
14.87
L
S&P Global 100
3,616.100
13:20
0.56
2,277.230
1,993.590
283.640
14.23
USD
13.89
L
S&P 500
5,248.490
Wed
0.86
3,352.090
2,997.960
354.130
11.81
USD
12.92
L
OMXS30
2,518.270
11:59
-0.75
1,858.000
1,655.010
202.990
12.27
SEK
12.83
L
MIB 40
34,772.900
13:15
0.04
24,507.700
21,969.200
2,538.500
11.55
EUR
12.46
L
TecDAX
3,454.690
13:05
-0.08
3,182.380
2,874.500
307.880
10.71
EUR
11.94
L
CAC Next 20
18,120.200
13:15
0.12
19,382.300
17,495.800
1,886.500
10.78
EUR
11.89
L
OMXH 25
4,376.330
13:30
-1.03
4,517.510
4,078.670
438.840
10.76
EUR
11.73
L
SMI® PR
11,705.200
13:05
11,039.800
9,969.190
1,070.610
10.74
CHF
11.34
L
NZX 50
12,105.300
04:58
0.79
11,702.600
10,831.800
870.800
8.04
NZD
11.23
L
SDAX
14,302.300
13:05
-0.75
12,631.800
11,245.200
1,386.600
12.33
EUR
11.17
L
BEL 20
3,841.420
13:15
0.22
4,101.800
3,700.190
401.610
10.85
EUR
10.97
L
SLI® PR
1,919.850
13:05
0.04
1,690.830
1,535.480
155.350
10.12
CHF
10.94
L
MDAX
27,018.700
13:05
-0.27
28,781.200
25,976.400
2,804.800
10.80
EUR
10.77
L
ISEQ-Overall
9,919.410
13:15
0.52
7,065.530
6,206.990
858.540
13.83
EUR
10.65
L
Kospi 50
2,596.680
06:30
-0.26
2,049.200
1,836.190
213.010
11.60
KRW
9.73
L
DAX
18,491.400
13:05
0.08
13,494.000
12,380.300
1,113.700
9.00
EUR
9.60
L
CDAX
1,589.310
13:05
0.03
1,257.950
1,154.230
103.720
8.99
EUR
9.34
L
DJIA
39,760.100
Wed
1.22
29,276.800
27,076.800
2,200.000
8.13
USD
9.29
L
Stoxx 50
4,429.440
13:05
0.32
3,482.550
3,190.040
292.510
9.17
EUR
9.01
Athex Large Cap
3,420.280
13:14
0.39
2,261.630
2,147.910
113.720
5.29
EUR
8.99
⇓ instrument
freshest
⇓ Δday
2/10/20
⇓ Δwk
9/16/19
prc diff
⇓ Δ21
Curr
∅-RS
L
Euro Stoxx 50
5,092.610
13:05
0.21
3,793.180
3,518.450
274.730
7.81
EUR
8.60
L
AEX
882.040
13:15
0.33
617.100
573.460
43.640
7.61
EUR
8.53
L
CAC 40
8,226.080
13:15
0.26
6,015.670
5,602.230
413.440
7.38
EUR
8.18
L
Nikkei 225
40,168.100
06:15
-1.46
23,686.000
21,988.300
1,697.700
7.72
JPY
7.90
L
ASX 50
7,733.400
05:59
0.85
6,965.200
6,637.600
327.600
4.94
AUD
7.38
L
TSX 60
1,330.070
Wed
0.83
1,058.920
1,001.880
57.040
5.69
CAD
7.22
IBEX 35
11,098.800
13:15
-0.11
9,816.000
9,052.000
764.000
8.44
EUR
6.15
BSE Sensex
73,651.400
10:00
0.90
40,979.600
37,123.300
3,856.300
10.39
INR
5.91
L
CAC Mid 60
14,743.700
13:15
0.63
13,936.300
13,328.800
607.500
4.56
EUR
5.15
IPC
57,369.000
Wed
0.28
44,344.500
42,841.500
1,503.000
3.51
MXN
2.96
PSI 20
6,298.210
13:15
0.34
5,282.060
5,071.600
210.460
4.15
EUR
2.85
L
ATX
3,524.940
13:05
0.04
3,119.100
3,052.200
66.900
2.19
EUR
1.98
L
FTSE
7,954.970
13:15
0.29
7,446.880
7,321.410
125.470
1.71
GBP
1.44
L
SSE 50 ew
1,831.940
07:00
0.32
2,307.770
2,354.410
-46.640
-1.98
CNY
0.16
OBX Price
585.220
Wed
0.27
463.780
472.110
-8.330
-1.76
NOK
-0.51
L
HSI
16,541.400
08:08
0.91
27,241.300
27,124.600
116.700
0.43
HKD
-1.47
L
STI
3,224.010
09:20
-0.85
3,163.150
3,203.930
-40.780
-1.27
SGD
-1.82
World - 42 out of 42 instruments rated - 2/10/20 / 9/16/19 - 39 did rise, Market-Ratio(21) = 92.86 %
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
3/27/24
114
Merval
100
4
ARS
845,384.000
1,213,480.000
368,096.000
44
5,200,992
218
accum 6/05/06
3/27/24 6506
days out of 6660 invested (98%)
51,910
5,200,992
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 3/27/24 114 845,384.00 1,213,480.00 368,096.00 43.54 3,304.21
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