Assessment - World - 7/12/21 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
7/12/21
⇓ Δwk
2/15/21
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,124,140.000
Mon
5.16
64,215.300
51,466.200
12,749.100
24.77
ARS
27.75
ATX
3,429.300
Mon
0.56
3,439.470
3,014.780
424.690
14.09
EUR
27.56
L
OMXC 20
2,717.700
Mon
0.73
1,711.370
1,513.950
197.420
13.04
DKK
19.25
NASDAQ-100
17,985.000
Mon
0.99
14,877.900
13,807.700
1,070.200
7.75
USD
18.94
Athex Large Cap
3,429.200
Mon
0.28
2,114.970
1,897.370
217.600
11.47
EUR
18.41
L
OMXS30
2,504.800
Mon
-1.14
2,337.730
2,039.290
298.440
14.63
SEK
18.40
L
CAC 40
8,148.140
Mon
-0.20
6,559.250
5,786.250
773.000
13.36
EUR
18.04
L
S&P 100
2,439.520
Mon
0.81
2,013.290
1,803.120
210.170
11.66
USD
17.89
L
S&P 500
5,149.420
Mon
0.63
4,384.630
3,934.830
449.800
11.43
USD
17.72
OMXH 25
4,362.080
Mon
-0.65
5,487.470
4,893.320
594.150
12.14
EUR
17.70
L
AEX
853.760
Mon
0.23
738.440
685.180
53.260
7.77
EUR
17.55
OBX Price
573.850
Mon
0.65
542.460
479.180
63.280
13.21
NOK
17.29
L
DJ Global Titans
613.710
Mon
1.01
509.970
464.660
45.310
9.75
USD
17.24
L
Kospi 50
2,521.240
Mon
0.49
3,004.970
3,010.610
-5.640
-0.19
KRW
16.96
L
BSE Sensex
72,748.400
Mon
0.14
52,372.700
52,154.100
218.600
0.42
INR
16.68
L
S&P Global 100
3,556.340
Mon
0.55
2,941.690
2,686.110
255.580
9.51
USD
16.55
L
MDAX
26,136.300
Mon
0.28
34,957.200
32,905.800
2,051.400
6.23
EUR
16.38
IPC
56,228.400
Mon
0.30
49,789.100
44,157.500
5,631.600
12.75
MXN
16.05
L
SLI® PR
1,904.510
Mon
-0.46
1,951.640
1,751.050
200.590
11.46
CHF
15.58
L
BEL 20
3,673.190
Mon
-0.30
4,210.140
3,863.410
346.730
8.97
EUR
14.91
L
TSX 60
1,315.540
Mon
-0.13
1,214.290
1,095.140
119.150
10.88
CAD
14.85
L
DJIA
38,790.400
Mon
0.20
34,996.200
31,458.400
3,537.800
11.25
USD
14.85
L
MIB 40
33,941.000
Mon
25,283.200
23,604.300
1,678.900
7.11
EUR
14.85
L
SDAX
13,881.200
Mon
-0.18
16,215.500
15,798.200
417.300
2.64
EUR
14.82
L
CDAX
1,542.250
Mon
-0.03
1,492.890
1,354.710
138.180
10.20
EUR
14.73
⇓ instrument
freshest
⇓ Δday
7/12/21
⇓ Δwk
2/15/21
prc diff
⇓ Δ21
Curr
∅-RS
L
DAX
17,932.700
Mon
-0.02
15,790.500
14,109.500
1,681.000
11.91
EUR
14.27
L
Euro Stoxx 50
4,982.760
Mon
-0.07
4,093.380
3,734.200
359.180
9.62
EUR
14.22
L
CAC Mid 60
14,187.900
Mon
-0.08
15,129.400
14,105.600
1,023.800
7.26
EUR
13.81
L
ISEQ-Overall
9,841.200
Mon
0.07
8,193.150
7,362.560
830.590
11.28
EUR
13.35
L
Stoxx 50
4,374.750
Mon
0.01
3,563.920
3,247.400
316.520
9.75
EUR
13.00
L
SMI® PR
11,623.600
Mon
-0.45
12,081.600
10,941.000
1,140.600
10.43
CHF
12.66
L
ASX 50
7,510.500
Mon
0.01
7,100.000
6,609.000
491.000
7.43
AUD
12.18
L
TecDAX
3,383.650
Mon
0.12
3,633.880
3,573.240
60.640
1.70
EUR
12.02
PSI 20
6,170.730
Mon
0.65
5,219.220
4,814.420
404.800
8.41
EUR
11.63
IBEX 35
10,596.700
Mon
-0.01
8,816.700
8,203.500
613.200
7.47
EUR
11.57
STI
3,171.930
Mon
-0.03
3,147.140
2,931.520
215.620
7.36
SGD
11.09
CAC Next 20
17,610.000
Mon
0.34
19,528.400
18,722.400
806.000
4.31
EUR
11.00
L
FTSE
7,722.550
Mon
-0.06
7,125.420
6,756.110
369.310
5.47
GBP
10.11
L
Nikkei 225
39,740.400
Mon
2.67
28,569.000
30,084.200
-1,515.200
-5.04
JPY
8.44
L
NZX 50
11,728.000
Mon
-0.33
12,763.400
12,510.600
252.800
2.02
NZD
3.08
L
HSI
16,737.100
Mon
0.10
27,515.200
30,173.600
-2,658.400
-8.81
HKD
2.08
L
SSE 50 ew
1,871.060
Mon
0.89
2,574.150
2,872.620
-298.470
-10.39
CNY
-3.89
World - 42 out of 42 instruments rated - 7/12/21 / 2/15/21 - 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
3/18/24
105
Merval
100
4
ARS
845,384.000
1,124,140.000
278,756.000
33
4,843,632
169
accum 6/05/06
3/18/24 6497
days out of 6651 invested (98%)
48,336
4,843,632
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 3/18/24 105 845,384.00 1,124,140.00 278,756.00 32.97 3,053.58
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