Assessment - World - 6/28/21 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
6/28/21
⇓ Δwk
2/01/21
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,245,750.000
Tue
-1.78
64,150.900
49,576.900
14,574.000
29.40
ARS
29.71
L
ATX
3,580.280
15:50
-0.02
3,440.850
2,931.150
509.700
17.39
EUR
29.56
Athex Large Cap
3,533.190
14:19
0.06
2,186.150
1,782.260
403.890
22.66
EUR
23.87
Kospi 50
2,509.950
06:30
2.24
3,058.410
2,930.830
127.580
4.35
KRW
21.09
BSE Sensex
73,852.900
10:00
0.16
52,735.600
48,600.600
4,135.000
8.51
INR
19.32
L
CAC 40
8,091.860
16:05
-0.17
6,558.020
5,461.680
1,096.340
20.07
EUR
19.21
IPC
56,633.800
Tue
0.14
50,351.200
42,985.700
7,365.500
17.13
MXN
18.63
NASDAQ-100
17,533.500
18:06
0.35
14,525.000
13,248.900
1,276.100
9.63
USD
17.74
AEX
874.020
16:05
-0.09
730.860
647.340
83.520
12.90
EUR
17.44
L
OBX Price
600.410
15:16
1.18
535.520
472.800
62.720
13.27
NOK
17.10
S&P 500
5,072.440
18:06
0.04
4,290.610
3,773.860
516.750
13.69
USD
16.67
S&P 100
2,400.620
20:12
-0.04
1,961.450
1,737.100
224.350
12.92
USD
16.29
L
OMXH 25
4,479.980
15:35
-0.36
5,352.530
4,754.070
598.460
12.59
EUR
16.14
SLI® PR
1,856.630
15:31
-0.69
1,942.790
1,700.640
242.150
14.24
CHF
16.11
OMXC 20
2,636.870
15:05
-1.39
1,647.410
1,443.160
204.250
14.15
DKK
16.00
L
MIB 40
34,271.100
15:35
-0.27
25,227.100
21,825.500
3,401.600
15.59
EUR
15.68
DJ Global Titans
603.560
18:03
0.24
497.270
447.590
49.680
11.10
USD
15.64
L
OMXS30
2,543.210
15:35
-0.12
2,256.340
1,977.810
278.530
14.08
SEK
15.57
L
TSX 60
1,311.550
18:06
-0.73
1,208.120
1,044.680
163.440
15.64
CAD
15.40
L
MDAX
26,346.100
16:00
-1.05
34,276.300
31,441.300
2,835.000
9.02
EUR
15.29
Euro Stoxx 50
4,989.880
16:00
-0.37
4,089.910
3,530.850
559.060
15.83
EUR
15.06
S&P Global 100
3,535.080
18:03
0.13
2,869.790
2,585.840
283.950
10.98
USD
15.00
L
SDAX
14,207.600
16:00
-0.37
16,004.700
15,323.600
681.100
4.44
EUR
14.75
L
ISEQ-Overall
9,963.970
16:05
-1.02
8,189.570
7,125.510
1,064.060
14.93
EUR
14.68
L
CAC Mid 60
14,545.500
16:05
-0.50
15,077.900
13,424.700
1,653.200
12.31
EUR
14.57
⇓ instrument
freshest
⇓ Δday
6/28/21
⇓ Δwk
2/01/21
prc diff
⇓ Δ21
Curr
∅-RS
L
BEL 20
3,883.830
16:05
-0.18
4,154.380
3,682.230
472.150
12.82
EUR
14.26
CDAX
1,557.060
16:00
-0.33
1,470.620
1,305.760
164.860
12.63
EUR
14.01
DJIA
38,503.700
Tue
0.69
34,283.300
30,211.900
4,071.400
13.48
USD
13.77
L
IBEX 35
11,027.800
15:35
-0.43
8,913.700
7,798.200
1,115.500
14.30
EUR
13.58
DAX
18,088.700
15:30
-0.27
15,554.200
13,622.000
1,932.200
14.18
EUR
13.52
SMI® PR
11,370.700
15:55
-0.86
12,009.200
10,740.200
1,269.000
11.82
CHF
12.68
Stoxx 50
4,394.460
16:00
-0.40
3,532.160
3,110.910
421.250
13.54
EUR
12.63
ASX 50
7,530.700
06:17
0.04
7,055.500
6,418.800
636.700
9.92
AUD
12.32
Nikkei 225
38,460.100
06:15
2.42
29,048.000
28,091.100
956.900
3.41
JPY
11.38
TecDAX
3,299.600
16:00
0.39
3,582.220
3,412.170
170.050
4.98
EUR
11.21
L
STI
3,293.130
09:20
0.62
3,126.880
2,896.320
230.560
7.96
SGD
11.11
CAC Next 20
17,605.600
16:05
-0.47
19,274.200
18,229.500
1,044.700
5.73
EUR
10.50
L
FTSE
8,040.380
15:35
-0.06
7,072.970
6,466.420
606.550
9.38
GBP
9.83
PSI 20
6,529.930
16:05
-0.95
5,086.750
4,789.630
297.120
6.20
EUR
9.42
L
HSI
17,201.300
08:08
2.21
29,268.300
28,892.900
375.400
1.30
HKD
9.12
NZX 50
11,946.400
05:42
1.21
12,603.800
13,097.200
-493.400
-3.77
NZD
2.21
L
SSE 50 ew
1,851.980
07:00
0.51
2,649.910
2,769.420
-119.510
-4.32
CNY
-0.90
World - 42 out of 42 instruments rated - 6/28/21 / 2/01/21 - 40 did rise, Market-Ratio(21) = 95.24 %
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
4/23/24
141
Merval
100
4
ARS
845,384.000
1,245,750.000
400,366.000
47
5,330,072
173
accum 6/05/06
4/23/24 6533
days out of 6687 invested (98%)
53,201
5,330,072
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 4/23/24 141 845,384.00 1,245,750.00 400,366.00 47.36 3,394.74
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