Assessment - World - 1/15/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
1/15/24
⇓ Δwk
8/21/23
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,308,070.000
Mon
2.24
1,038,360.000
584,293.000
454,067.000
77.71
ARS
162.70
NASDAQ-100
17,782.700
Mon
0.36
16,832.900
14,936.700
1,896.200
12.69
USD
18.38
Nikkei 225
37,934.800
Fri
0.81
35,901.800
31,565.600
4,336.200
13.74
JPY
17.04
BSE Sensex
74,671.300
Mon
1.28
73,327.900
65,216.100
8,111.800
12.44
INR
14.99
Athex Large Cap
3,534.500
Mon
-0.26
3,286.840
3,123.550
163.290
5.23
EUR
14.57
OMXC 20
2,651.640
Mon
-0.05
2,355.230
2,135.300
219.930
10.30
DKK
13.73
DJ Global Titans
608.660
Mon
0.17
554.840
507.870
46.970
9.25
USD
13.63
S&P 100
2,423.930
Mon
0.23
2,254.390
2,058.360
196.030
9.52
USD
13.22
S&P 500
5,116.170
Mon
0.32
4,783.830
4,399.770
384.060
8.73
USD
11.15
S&P Global 100
3,578.390
Mon
0.02
3,289.670
3,028.610
261.060
8.62
USD
10.60
DJIA
38,386.100
Mon
0.38
37,593.000
34,463.700
3,129.300
9.08
USD
9.73
L
MIB 40
34,296.300
Mon
0.14
30,327.700
27,986.900
2,340.800
8.36
EUR
8.50
L
IBEX 35
11,100.800
Mon
-0.48
10,076.900
9,262.800
814.100
8.79
EUR
7.37
PSI 20
6,680.620
Mon
1.03
6,503.100
6,001.220
501.880
8.36
EUR
6.53
L
ATX
3,564.380
Mon
0.45
3,410.350
3,115.320
295.030
9.47
EUR
5.72
DAX
18,118.300
Mon
-0.24
16,622.200
15,603.300
1,018.900
6.53
EUR
5.70
L
OMXS30
2,566.810
Mon
0.36
2,340.470
2,139.030
201.440
9.42
SEK
5.32
L
TSX 60
1,317.470
Mon
0.12
1,269.640
1,185.120
84.520
7.13
CAD
4.69
ASX 50
7,463.200
Mon
0.50
7,375.500
6,929.900
445.600
6.43
AUD
4.49
IPC
57,827.900
Mon
-0.01
55,507.900
53,053.300
2,454.600
4.63
MXN
4.09
Euro Stoxx 50
4,981.090
Mon
-0.51
4,454.680
4,224.870
229.810
5.44
EUR
3.93
CDAX
1,564.360
Mon
-0.07
1,440.740
1,377.100
63.640
4.62
EUR
3.74
AEX
882.270
Mon
-0.04
779.490
733.590
45.900
6.26
EUR
3.26
Stoxx 50
4,413.170
Mon
-0.20
4,074.550
3,893.920
180.630
4.64
EUR
3.04
Kospi 50
2,513.930
Mon
0.79
2,346.980
2,268.330
78.650
3.47
KRW
2.88
⇓ instrument
freshest
⇓ Δday
1/15/24
⇓ Δwk
8/21/23
prc diff
⇓ Δ21
Curr
∅-RS
TecDAX
3,309.230
Mon
-0.40
3,254.450
3,053.660
200.790
6.58
EUR
2.61
CAC Next 20
17,884.400
Mon
1.22
17,718.000
17,218.400
499.600
2.90
EUR
2.47
L
CAC 40
8,065.150
Mon
-0.29
7,411.680
7,198.060
213.620
2.97
EUR
2.11
L
SDAX
14,464.100
Mon
1.46
13,484.500
12,928.900
555.600
4.30
EUR
1.90
SLI® PR
1,855.500
Mon
-0.02
1,769.060
1,706.760
62.300
3.65
CHF
1.54
SMI® PR
11,332.400
Mon
-0.10
11,207.500
10,848.300
359.200
3.31
CHF
1.10
NZX 50
11,957.500
05:50
0.35
11,772.900
11,458.700
314.200
2.74
NZD
1.03
L
ISEQ-Overall
9,954.000
Mon
-0.13
8,492.400
8,574.110
-81.710
-0.95
EUR
0.94
L
OBX Price
605.370
Mon
-0.21
562.330
554.510
7.820
1.41
NOK
0.74
L
OMXH 25
4,470.150
Mon
0.56
4,558.330
4,201.610
356.720
8.49
EUR
0.72
L
BEL 20
3,886.760
Mon
0.31
3,667.320
3,596.340
70.980
1.97
EUR
-0.20
L
FTSE
8,147.030
Mon
0.09
7,594.910
7,257.820
337.090
4.64
GBP
-0.23
L
STI
3,282.050
Mon
0.06
3,196.710
3,154.030
42.680
1.35
SGD
-0.50
L
CAC Mid 60
14,542.600
Mon
0.18
13,657.100
13,701.100
-44.000
-0.32
EUR
-2.20
L
MDAX
26,344.500
Mon
0.65
25,987.700
27,011.900
-1,024.200
-3.79
EUR
-4.07
L
SSE 50 ew
1,893.220
Mon
0.73
1,704.990
1,903.590
-198.600
-10.43
CNY
-13.48
L
HSI
17,746.900
Mon
0.54
16,216.300
17,623.300
-1,407.000
-7.98
HKD
-13.78
World - 42 out of 42 instruments rated - 1/15/24 / 8/21/23 - 37 did rise, Market-Ratio(21) = 88.10 %
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
4/29/24
147
Merval
100
4
ARS
845,384.000
1,308,070.000
462,686.000
55
5,579,352
196
accum 6/05/06
4/29/24 6539
days out of 6693 invested (98%)
55,694
5,579,352
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 4/29/24 147 845,384.00 1,308,070.00 462,686.00 54.73 3,569.57
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