Share-o-matic - Portfolio

Sun, May 5th, 2024, 22:13UTC

Assessment - Indices - 12/04/23 - RS = 21

historical assessment - show freshest

		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ21	Curr	∅-RS
		Merval	1,452,000.000	Fri	6.01	845,384.000		420,773.000	424,611.000	100.91	ARS	156.80
		NASDAQ-100	17,890.800	Fri	1.99	15,839.700		15,045.600	794.100	5.28	USD	16.50
		Athex Large Cap	3,523.770	Thu	0.31	3,093.410		3,112.230	-18.820	-0.60	EUR	12.28
		DJ Global Titans	613.010	Fri	1.58	525.720		504.710	21.010	4.16	USD	11.11
		Nikkei 225	38,236.100	Thu	-0.10	33,231.300		32,189.700	1,041.600	3.24	JPY	11.04
	L	IBEX 35	10,854.700	Fri	-0.16	10,178.300		9,252.900	925.400	10.00	EUR	10.97
		S&P 100	2,438.860	Fri	1.48	2,144.080		2,047.490	96.590	4.72	USD	10.67
		OMXC 20	2,581.240	Fri	-1.34	2,225.670		1,983.380	242.290	12.22	DKK	10.03
	L	MIB 40	33,629.200	Fri	-0.32	29,914.100		27,872.000	2,042.100	7.33	EUR	9.84
		BSE Sensex	73,878.100	Fri	-0.98	68,865.100		65,344.200	3,520.900	5.39	INR	9.64
		PSI 20	6,648.670	Fri	-0.25	6,572.240		5,902.310	669.930	11.35	EUR	9.01
		S&P 500	5,033.500	Wed	-0.04	4,569.780		4,409.530	160.250	3.63	USD	8.45
		S&P Global 100	3,616.600	Fri	1.63	3,143.680		3,024.790	118.890	3.93	USD	8.12
		DJIA	38,675.700	Fri	1.18	36,204.400		33,944.400	2,260.000	6.66	USD	6.87
	L	DAX	18,001.600	Fri	0.59	16,404.800		15,673.200	731.600	4.67	EUR	6.27
	L	CDAX	1,555.230	Fri	0.56	1,431.140		1,382.450	48.690	3.52	EUR	4.80
		Euro Stoxx 50	4,921.480	Fri	0.63	4,414.950		4,256.510	158.440	3.72	EUR	4.74
	L	ATX	3,590.960	Fri	0.02	3,312.720		3,101.370	211.350	6.81	EUR	3.42
		Kospi 50	2,510.980	Fri	-0.18	2,319.680		2,285.750	33.930	1.48	KRW	3.24
	L	AEX	887.440	Fri	0.99	770.610		755.760	14.850	1.96	EUR	3.17
	L	OMXS30	2,540.080	Fri	0.59	2,253.800		2,243.790	10.010	0.45	SEK	2.69
	L	Stoxx 50	4,378.550	Fri	0.18	4,019.450		3,865.290	154.160	3.99	EUR	2.68
	L	OBX Price	602.820	Fri	0.58	570.840		534.600	36.240	6.78	NOK	2.54
	L	CAC 40	7,957.570	Fri	0.54	7,332.590		7,143.690	188.900	2.64	EUR	2.49
	L	IPC	57,135.300	Fri	0.81	54,048.900		53,676.200	372.700	0.69	MXN	2.49
		⇓instrument	freshest		⇓ Δday	12/04/23	⇓ Δwk	7/10/23	prc diff	⇓ Δ21	Curr	∅-RS
	L	ISEQ-Overall	10,082.200	Fri	0.13	8,431.070		8,538.700	-107.630	-1.26	EUR	2.32
	L	TSX 60	1,315.830	Fri	0.62	1,230.520		1,189.770	40.750	3.43	CAD	2.01
		TecDAX	3,266.220	Fri	0.81	3,186.000		3,109.880	76.120	2.45	EUR	1.49
	L	SDAX	14,431.200	Fri	0.44	13,071.400		13,216.900	-145.500	-1.10	EUR	-0.03
		CAC Next 20	18,022.200	Fri	0.79	17,101.500		17,294.600	-193.100	-1.12	EUR	-0.24
		ASX 50	7,473.000	Fri	0.48	7,000.900		6,832.000	168.900	2.47	AUD	-0.44
		SLI® PR	1,847.910	Fri	0.83	1,721.020		1,713.270	7.750	0.45	CHF	-0.64
		SMI® PR	11,273.000	Fri	0.57	10,952.400		10,922.000	30.400	0.28	CHF	-1.03
	L	FTSE	8,213.490	Fri	0.51	7,512.960		7,273.790	239.170	3.29	GBP	-1.13
	L	MDAX	26,300.800	Fri	0.18	26,370.200		27,036.300	-666.100	-2.46	EUR	-2.26
	L	BEL 20	3,913.370	Fri	0.52	3,593.540		3,507.130	86.410	2.46	EUR	-2.36
	L	NZX 50	11,938.100	Fri	0.54	11,367.800		11,912.700	-544.900	-4.57	NZD	-2.43
	L	STI	3,292.930	Fri	-0.12	3,084.080		3,149.320	-65.240	-2.07	SGD	-4.44
	L	OMXH 25	4,499.710	Fri	0.65	4,357.270		4,355.550	1.720	0.04	EUR	-4.78
	L	CAC Mid 60	14,585.400	Fri	0.82	13,138.700		13,885.700	-747.000	-5.38	EUR	-6.07
	L	SSE 50 ew	1,883.460	Tue	-0.52	1,781.560		1,969.300	-187.740	-9.53	CNY	-11.38
	L	HSI	18,475.900	Fri	1.48	16,646.100		18,479.700	-1,833.600	-9.92	HKD	-13.49
Indices - 42 out of 42 instruments rated - 12/04/23 / 7/10/23 - 32 did rise, Market-Ratio(21) = 76.19 %

Technical Chart

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

1/06/20	scale up chart	4/29/24

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	5/03/24	151		Merval	100	4	ARS	845,384.000	1,452,000.000		606,616.000	72	6,155,072	270
accum	6/05/06	5/03/24	6544	days out of 6698 invested (98%)								61,451		6,155,072	43

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	5/03/24	151	845,384.00	1,452,000.00		606,616.00	71.76	3,973.34
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.


	is taking down something concerning