Share-o-matic - Portfolio

Sun, Mar 7th, 2021, 4:50UTC

Assessment - Indices - 11/23/20 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	6/29/20	prc diff	⇓ Δ21	Curr	∅-RS
		Merval	47,242.300	Fri	-1.18	51,492.300		40,308.100	11,184.200	27.75	ARS	31.97
		NASDAQ-100	12,668.500	Fri	1.64	11,905.900		9,961.160	1,944.740	19.52	USD	23.95
	L	Kospi 50	2,902.660	Fri	-0.58	2,421.360		1,946.660	474.700	24.39	KRW	23.44
	L	BSE Sensex	50,405.300	Fri	-0.87	44,077.100		34,961.500	9,115.600	26.07	INR	20.79
	L	SDAX	14,708.100	Fri	-1.92	13,549.000		11,480.300	2,068.700	18.02	EUR	17.14
	L	Nikkei 225	28,864.300	Fri	-0.23	25,527.400		21,995.000	3,532.400	16.06	JPY	15.60
		OMXC 20	1,365.350	Fri	-1.50	1,395.640		1,243.790	151.850	12.21	DKK	15.16
	L	ISEQ-Overall	7,629.670	Fri	-2.31	7,125.990		6,030.380	1,095.610	18.17	EUR	14.56
		S&P 100	1,743.710	Fri	1.75	1,634.280		1,405.850	228.430	16.25	USD	14.41
		S&P 500	3,841.940	Fri	1.95	3,577.590		3,053.240	524.350	17.17	USD	14.38
	L	OMXS30	2,048.570	Fri	-0.80	1,921.770		1,671.530	250.240	14.97	SEK	13.40
	L	OMXH 25	4,765.130	Fri	-0.51	4,506.810		3,947.760	559.050	14.16	EUR	12.84
		S&P Global 100	2,607.010	Fri	1.16	2,405.620		2,113.000	292.620	13.85	USD	12.74
		DJ Global Titans	442.640	Fri	1.20	411.790		363.470	48.320	13.29	USD	12.67
		SSE 50 ew	2,725.000	Fri	-0.24	2,735.260		2,335.270	399.990	17.13	CNY	12.38
	L	MDAX	30,716.500	Fri	-1.89	28,998.600		25,668.700	3,329.900	12.97	EUR	12.11
	L	DJIA	31,496.300	Fri	1.85	29,591.300		25,595.800	3,995.500	15.61	USD	12.04
	L	CAC Next 20	18,271.500	Fri	-1.07	17,850.300		15,210.700	2,639.600	17.35	EUR	11.10
		NZX 50	12,180.200	Fri	-0.36	12,501.700		11,252.500	1,249.200	11.10	NZD	10.94
	L	CAC Mid 60	13,944.100	Fri	-0.88	13,049.900		11,481.400	1,568.500	13.66	EUR	9.97
	L	MIB 40	22,965.600	Fri	-0.55	21,701.800		19,447.000	2,254.800	11.59	EUR	9.31
	L	IPC	46,342.500	Fri	0.74	42,277.700		37,769.200	4,508.500	11.94	MXN	9.08
	L	CAC 40	5,782.650	Fri	-0.82	5,492.150		4,945.460	546.690	11.05	EUR	8.98
	L	AEX	653.870	Fri	-0.58	601.370		560.160	41.210	7.36	EUR	8.87
	L	CDAX	1,321.090	Fri	-1.02	1,230.720		1,146.600	84.120	7.34	EUR	8.29
		⇓instrument	freshest		⇓ Δday	11/23/20	⇓ Δwk	6/29/20	prc diff	⇓ Δ21	Curr	∅-RS
	L	DAX	13,920.700	Fri	-0.96	13,127.000		12,232.100	894.900	7.32	EUR	8.24
	L	SLI® PR	1,712.030	Fri	-1.39	1,646.940		1,504.280	142.660	9.48	CHF	8.21
	L	TSX 60	1,096.720	Fri	1.58	1,021.890		928.600	93.290	10.05	CAD	7.69
	L	ASX 50	6,511.100	Fri	-0.66	6,319.000		5,699.200	619.800	10.88	AUD	6.74
	L	BEL 20	3,769.140	Fri	-1.02	3,614.140		3,326.330	287.810	8.65	EUR	6.68
	L	Euro Stoxx 50	3,669.540	Fri	-0.95	3,463.040		3,232.020	231.020	7.15	EUR	6.59
	L	OBX Price	500.390	Fri	1.51	442.430		399.710	42.720	10.69	NOK	6.31
	L	ATX	3,082.500	Fri	-0.07	2,526.390		2,247.800	278.590	12.39	EUR	5.38
	L	IBEX 35	8,286.800	Fri	-0.80	7,981.200		7,278.100	703.100	9.66	EUR	5.35
	L	STI	3,013.850	Fri	-0.03	2,848.780		2,574.100	274.680	10.67	SGD	5.23
	L	HSI	29,098.300	Fri	-0.47	26,486.200		24,301.300	2,184.900	8.99	HKD	5.17
	L	SMI® PR	10,607.800	Fri	-1.32	10,464.400		10,060.500	403.900	4.01	CHF	3.71
		TecDAX	3,220.260	Fri	-1.54	3,054.040		2,897.930	156.110	5.39	EUR	2.63
	L	Stoxx 50	3,162.340	Fri	-0.61	3,058.350		2,991.610	66.740	2.23	EUR	1.48
	L	Athex Large Cap	1,983.830	Fri	0.99	1,657.420		1,533.740	123.680	8.06	EUR	0.85
	L	FTSE	6,630.520	Fri	-0.31	6,333.840		6,225.770	108.070	1.74	GBP	0.63
		PSI 20	4,671.940	Fri	0.50	4,449.390		4,392.670	56.720	1.29	EUR	-0.46
	L	RTX	1,913.550	Fri	0.60	1,632.180		1,678.840	-46.660	-2.78	USD	-3.56
Indices - 43 out of 43 instruments rated - 11/23/20 / 6/29/20 - 42 did rise, Market-Ratio(21) = 97.67 %

Technical Chart

	Indices RS = 21 - B/S = 73/57

1/02/17	scale up chart	3/01/21

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	3/05/21	116		Merval	100	18	ARS	49,650.400	47,242.300		-2,408.100	-5	878,582	-14
accum	6/05/06	3/05/21	5389	days out of 5543 invested (97%)								8,686		878,582	35

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	3/05/21	116	49,650.40	47,242.30		-2,408.10	-4.85	428.60
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
SDAX	long	10/11/10	5/23/11	224	4,578.70	5,383.62		804.92	17.58	17.58
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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
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	-5.98
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
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

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.


	is taking down something concerning