Mon, Nov 25th, 2024, 5:05UTC
Assessment - Indices - 9/07/20 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
4/13/20
prc diff
⇓ Δ21
Curr
∅-RS
NASDAQ-100
18,542.000
8/12
0.16
11,622.100
8,332.740
3,289.360
39.48
USD
30.54
Merval
1,588,910.000
8/12
0.32
45,691.000
28,880.600
16,810.400
58.21
ARS
26.99
DJ Global Titans
645.640
8/12
409.660
325.660
84.000
25.79
USD
16.13
S&P 100
2,566.840
8/12
0.17
1,596.100
1,266.470
329.630
26.03
USD
15.64
Kospi 50
2,453.750
8/12
1.10
2,181.040
1,687.020
494.020
29.28
KRW
14.91
OMXC 20
2,670.230
8/12
-2.06
1,310.550
1,088.720
221.830
20.38
DKK
14.24
L
S&P Global 100
3,757.070
8/12
0.32
2,346.340
1,905.710
440.630
23.12
USD
13.02
S&P 500
5,344.390
8/12
3,426.960
2,761.630
665.330
24.09
USD
12.44
L
SSE 50 ew
1,788.480
8/12
-0.09
2,609.970
2,209.220
400.750
18.14
CNY
10.19
SDAX
13,627.900
8/12
0.02
12,430.700
10,041.900
2,388.800
23.79
EUR
9.49
OMXH 25
4,421.210
8/12
0.07
4,313.090
3,467.260
845.830
24.39
EUR
9.44
DAX
17,726.500
8/12
0.02
13,100.300
10,564.700
2,535.600
24.00
EUR
8.25
CDAX
1,528.380
8/12
0.01
1,223.730
986.360
237.370
24.07
EUR
8.10
OMXS30
2,460.900
8/12
0.09
1,799.260
1,498.760
300.500
20.05
SEK
7.85
MDAX
24,152.900
8/12
-0.40
27,567.100
22,100.200
5,466.900
24.74
EUR
7.54
NZX 50
12,281.200
8/12
0.31
11,859.500
9,963.900
1,895.600
19.02
NZD
7.49
DJIA
39,357.000
8/12
-0.36
28,133.300
23,390.800
4,742.500
20.28
USD
7.33
Nikkei 225
35,025.000
8/09
0.56
23,089.900
19,043.400
4,046.500
21.25
JPY
5.92
BSE Sensex
79,648.900
8/12
-0.07
38,417.200
30,690.000
7,727.200
25.18
INR
5.84
TecDAX
3,260.580
8/12
-0.27
3,074.450
2,789.770
284.680
10.20
EUR
4.67
L
SLI® PR
1,919.120
8/12
0.02
1,566.370
1,387.160
179.210
12.92
CHF
3.26
L
SMI® PR
11,873.700
8/12
0.07
10,297.800
9,452.830
844.970
8.94
CHF
2.40
TSX 60
1,342.070
8/12
0.21
972.500
853.350
119.150
13.96
CAD
2.03
ISEQ-Overall
9,378.820
8/12
-0.11
6,313.440
5,289.180
1,024.260
19.37
EUR
1.94
Euro Stoxx 50
4,671.880
8/12
-0.07
3,314.070
2,892.790
421.280
14.56
EUR
-0.02
⇓ instrument
freshest
⇓ Δday
9/07/20
⇓ Δwk
4/13/20
prc diff
⇓ Δ21
Curr
∅-RS
CAC Mid 60
13,272.000
8/12
-0.08
12,103.100
10,401.400
1,701.700
16.36
EUR
-0.14
CAC Next 20
17,034.800
8/12
-0.27
16,328.100
14,580.400
1,747.700
11.99
EUR
-0.30
L
AEX
885.650
8/12
0.26
547.140
508.040
39.100
7.70
EUR
-1.66
CAC 40
7,250.670
8/12
-0.26
5,053.720
4,506.850
546.870
12.13
EUR
-2.44
OBX Price
614.590
8/12
1.02
415.390
376.700
38.690
10.27
NOK
-2.63
Stoxx 50
4,344.220
8/12
-0.16
2,977.680
2,794.230
183.450
6.57
EUR
-3.29
MIB 40
31,928.300
8/12
0.46
19,738.000
17,621.600
2,116.400
12.01
EUR
-3.36
BEL 20
4,040.470
8/12
-0.47
3,359.380
3,092.390
266.990
8.63
EUR
-3.38
L
HSI
17,111.700
8/12
0.13
24,589.700
24,300.300
289.400
1.19
HKD
-3.95
ASX 50
7,692.300
8/12
0.41
5,750.600
5,376.600
374.000
6.96
AUD
-5.46
PSI 20
6,556.340
8/12
0.09
4,308.440
4,196.310
112.130
2.67
EUR
-7.36
S
IPC
53,040.400
8/12
-0.02
36,637.400
34,613.700
2,023.700
5.85
MXN
-8.15
FTSE
8,210.250
8/12
0.52
5,937.400
5,842.660
94.740
1.62
GBP
-9.53
L
STI
3,235.380
8/12
-0.81
2,511.210
2,567.250
-56.040
-2.18
SGD
-11.45
IBEX 35
10,646.200
8/12
0.07
7,080.700
7,070.600
10.100
0.14
EUR
-11.77
ATX
3,568.200
8/12
0.19
2,251.660
2,184.060
67.600
3.10
EUR
-12.14
Athex Large Cap
3,404.580
8/12
1.16
1,535.780
1,484.100
51.680
3.48
EUR
-13.08
Indices - 42 out of 42 instruments rated - 9/07/20 / 4/13/20 - 41 did rise, Market-Ratio(21) = 97.62 %
Technical Chart
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
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
8/12/24
252
Merval
100
4
ARS
845,384.000
1,588,910.000
743,526.000
88
6,702,712
149
accum 6/05/06
8/12/24 6748
days out of 6902 invested (98%)
66,927
6,702,712
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 8/12/24 252 845,384.00 1,588,910.00 743,526.00 87.95 4,357.41
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