Assessment - World - 7/05/21 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
2/08/21
prc diff
⇓ Δ21
Curr
∅-RS
L
ATX
3,537.000
Fri
-0.04
3,487.760
3,021.140
466.620
15.45
EUR
30.29
Merval
1,189,210.000
Fri
1.40
64,848.600
52,028.600
12,820.000
24.64
ARS
29.97
Athex Large Cap
3,378.850
Fri
0.81
2,118.730
1,862.070
256.660
13.78
EUR
19.26
L
Kospi 50
2,431.640
Fri
-1.87
3,037.590
2,946.960
90.630
3.08
KRW
19.18
L
CAC 40
8,022.410
Fri
-0.01
6,567.540
5,686.030
881.510
15.50
EUR
18.75
BSE Sensex
73,088.300
Fri
0.83
52,880.000
51,348.800
1,531.200
2.98
INR
18.67
NASDAQ-100
17,037.600
Fri
-2.05
14,727.600
13,695.000
1,032.600
7.54
USD
18.49
IPC
55,862.900
Fri
0.22
50,376.900
44,197.500
6,179.400
13.98
MXN
18.05
L
OBX Price
594.740
Fri
-0.30
542.680
483.330
59.350
12.28
NOK
18.00
S&P 500
4,985.470
Fri
-0.51
4,352.340
3,915.590
436.750
11.15
USD
17.56
S&P 100
2,348.680
Fri
-1.26
1,993.120
1,800.770
192.350
10.68
USD
17.39
L
AEX
860.010
Fri
-0.62
733.990
656.390
77.600
11.82
EUR
17.36
OMXC 20
2,607.910
Fri
0.47
1,674.030
1,467.620
206.410
14.06
DKK
17.24
L
OMXH 25
4,438.820
Fri
0.87
5,434.420
4,820.150
614.270
12.74
EUR
17.22
L
OMXS30
2,502.070
Fri
-0.62
2,299.070
2,002.520
296.550
14.81
SEK
17.08
L
ISEQ-Overall
9,931.000
Fri
-0.11
8,393.240
7,360.700
1,032.540
14.03
EUR
16.83
L
SDAX
13,932.700
Fri
-0.71
16,365.300
15,679.400
685.900
4.37
EUR
16.56
DJ Global Titans
591.850
Fri
-1.35
503.670
462.730
40.940
8.85
USD
16.41
L
MIB 40
33,922.200
Fri
0.12
25,441.300
23,425.900
2,015.400
8.60
EUR
16.08
S&P Global 100
3,462.350
Fri
-0.91
2,911.940
2,664.260
247.680
9.30
USD
15.99
L
CAC Mid 60
14,472.700
Fri
-0.77
15,319.400
13,862.800
1,456.600
10.51
EUR
15.79
TSX 60
1,307.470
Fri
0.55
1,215.500
1,084.400
131.100
12.09
CAD
15.52
L
MDAX
25,989.900
Fri
-0.76
34,534.400
32,474.100
2,060.300
6.34
EUR
15.51
SLI® PR
1,839.710
Fri
0.16
1,939.710
1,725.920
213.790
12.39
CHF
15.37
DJIA
37,986.400
Fri
0.56
34,786.400
31,385.800
3,400.600
10.83
USD
14.78
⇓ instrument
freshest
⇓ Δday
7/05/21
⇓ Δwk
2/08/21
prc diff
⇓ Δ21
Curr
∅-RS
L
Euro Stoxx 50
4,918.090
Fri
-0.37
4,087.370
3,665.510
421.860
11.51
EUR
14.48
L
BEL 20
3,827.750
Fri
0.03
4,173.920
3,832.500
341.420
8.91
EUR
14.31
L
CDAX
1,527.320
Fri
-0.59
1,479.100
1,344.030
135.070
10.05
EUR
14.12
L
DAX
17,737.400
Fri
-0.56
15,662.000
14,059.900
1,602.100
11.39
EUR
13.78
L
IBEX 35
10,729.500
Fri
-0.33
8,946.400
8,219.000
727.400
8.85
EUR
13.57
L
Stoxx 50
4,338.790
Fri
0.08
3,540.250
3,171.870
368.380
11.61
EUR
12.54
ASX 50
7,409.300
Fri
-1.02
7,060.200
6,615.500
444.700
6.72
AUD
11.94
SMI® PR
11,296.400
Fri
0.59
11,967.600
10,778.800
1,188.800
11.03
CHF
11.92
L
STI
3,176.510
Fri
-0.35
3,141.020
2,931.400
209.620
7.15
SGD
11.19
L
FTSE
7,895.850
Fri
0.24
7,164.910
6,523.530
641.380
9.83
GBP
10.99
PSI 20
6,295.120
Fri
-0.51
5,163.240
4,854.490
308.750
6.36
EUR
10.76
CAC Next 20
17,405.200
Fri
-0.38
19,397.600
18,749.500
648.100
3.46
EUR
10.69
TecDAX
3,187.200
Fri
-0.74
3,566.860
3,525.630
41.230
1.17
EUR
10.28
Nikkei 225
37,068.400
Fri
-2.66
28,598.200
29,388.500
-790.300
-2.69
JPY
9.05
L
HSI
16,224.100
Fri
-0.99
28,143.500
29,319.500
-1,176.000
-4.01
HKD
4.55
L
NZX 50
11,796.200
Fri
-0.34
12,812.300
13,053.900
-241.600
-1.85
NZD
3.67
L
SSE 50 ew
1,873.100
Fri
-0.59
2,577.160
2,786.650
-209.490
-7.52
CNY
-3.87
World - 42 out of 42 instruments rated - 7/05/21 / 2/08/21 - 38 did rise, Market-Ratio(21) = 90.48 %
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
4/19/24
137
Merval
100
4
ARS
845,384.000
1,189,210.000
343,826.000
41
5,103,912
148
accum 6/05/06
4/19/24 6529
days out of 6683 invested (98%)
50,939
5,103,912
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 4/19/24 137 845,384.00 1,189,210.00 343,826.00 40.67 3,236.12
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