Sat, Nov 23rd, 2024, 9:58UTC
Assessment - Indices - 2/19/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
2/19/24
⇓ Δwk
9/25/23
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,588,910.000
8/12
0.32
1,072,260.000
548,545.000
523,715.000
95.47
ARS
138.89
OMXC 20
2,670.230
8/12
-2.06
2,614.090
2,111.270
502.820
23.82
DKK
23.28
Nikkei 225
35,025.000
8/09
0.56
38,470.400
32,678.600
5,791.800
17.72
JPY
21.86
NASDAQ-100
18,542.000
8/12
0.16
17,686.000
14,768.900
2,917.100
19.75
USD
20.01
DJ Global Titans
645.640
8/12
593.180
501.600
91.580
18.26
USD
18.27
Athex Large Cap
3,404.580
8/12
1.16
3,462.470
2,975.160
487.310
16.38
EUR
17.23
S&P 100
2,566.840
8/12
0.17
2,369.760
2,034.070
335.690
16.50
USD
16.24
S&P 500
5,344.390
8/12
5,005.570
4,337.440
668.130
15.40
USD
14.26
L
S&P Global 100
3,757.070
8/12
0.32
3,442.710
2,998.280
444.430
14.82
USD
13.53
L
AEX
885.650
8/12
0.26
855.850
726.640
129.210
17.78
EUR
12.57
BSE Sensex
79,648.900
8/12
-0.07
72,708.200
66,023.700
6,684.500
10.12
INR
12.20
MIB 40
31,928.300
8/12
0.46
31,676.100
28,382.200
3,293.900
11.61
EUR
11.73
DJIA
39,357.000
8/12
-0.36
38,628.000
34,006.900
4,621.100
13.59
USD
11.52
ISEQ-Overall
9,378.820
8/12
-0.11
9,428.140
8,368.460
1,059.680
12.66
EUR
10.71
Euro Stoxx 50
4,671.880
8/12
-0.07
4,763.070
4,167.370
595.700
14.29
EUR
10.14
Kospi 50
2,453.750
8/12
1.10
2,515.280
2,285.720
229.560
10.04
KRW
9.37
OMXS30
2,460.900
8/12
0.09
2,410.330
2,156.120
254.210
11.79
SEK
7.95
DAX
17,726.500
8/12
0.02
17,092.300
15,405.500
1,686.800
10.95
EUR
7.65
Stoxx 50
4,344.220
8/12
-0.16
4,276.830
3,926.530
350.300
8.92
EUR
7.47
S
IPC
53,040.400
8/12
-0.02
57,490.100
51,432.100
6,058.000
11.78
MXN
7.31
ASX 50
7,692.300
8/12
0.41
7,552.700
6,919.600
633.100
9.15
AUD
6.78
TecDAX
3,260.580
8/12
-0.27
3,384.970
2,996.460
388.510
12.97
EUR
6.43
CAC 40
7,250.670
8/12
-0.26
7,768.550
7,123.880
644.670
9.05
EUR
6.39
CDAX
1,528.380
8/12
0.01
1,486.330
1,358.450
127.880
9.41
EUR
6.35
L
SLI® PR
1,919.120
8/12
0.02
1,849.210
1,721.590
127.620
7.41
CHF
6.00
⇓ instrument
freshest
⇓ Δday
2/19/24
⇓ Δwk
9/25/23
prc diff
⇓ Δ21
Curr
∅-RS
TSX 60
1,342.070
8/12
0.21
1,283.190
1,187.320
95.870
8.07
CAD
5.60
ATX
3,568.200
8/12
0.19
3,393.620
3,137.930
255.690
8.15
EUR
5.03
IBEX 35
10,646.200
8/12
0.07
9,944.800
9,386.000
558.800
5.95
EUR
4.96
SDAX
13,627.900
8/12
0.02
13,813.400
12,787.000
1,026.400
8.03
EUR
4.11
L
SMI® PR
11,873.700
8/12
0.07
11,398.400
11,014.300
384.100
3.49
CHF
2.88
FTSE
8,210.250
8/12
0.52
7,728.500
7,623.990
104.510
1.37
GBP
1.85
PSI 20
6,556.340
8/12
0.09
6,245.960
6,119.620
126.340
2.06
EUR
1.76
CAC Mid 60
13,272.000
8/12
-0.08
14,035.000
13,407.500
627.500
4.68
EUR
1.08
BEL 20
4,040.470
8/12
-0.47
3,685.020
3,580.790
104.230
2.91
EUR
0.91
CAC Next 20
17,034.800
8/12
-0.27
17,469.900
16,937.000
532.900
3.15
EUR
0.90
L
STI
3,235.380
8/12
-0.81
3,225.910
3,215.400
10.510
0.33
SGD
0.89
NZX 50
12,281.200
8/12
0.31
11,653.300
11,377.100
276.200
2.43
NZD
0.15
OBX Price
614.590
8/12
1.02
558.800
572.670
-13.870
-2.42
NOK
0.07
OMXH 25
4,421.210
8/12
0.07
4,445.070
4,275.450
169.620
3.97
EUR
-0.75
MDAX
24,152.900
8/12
-0.40
26,014.200
26,129.900
-115.700
-0.44
EUR
-3.02
L
SSE 50 ew
1,788.480
8/12
-0.09
1,803.880
1,919.560
-115.680
-6.03
CNY
-6.44
L
HSI
17,111.700
8/12
0.13
16,155.600
17,729.300
-1,573.700
-8.88
HKD
-11.38
Indices - 42 out of 42 instruments rated - 2/19/24 / 9/25/23 - 38 did rise, Market-Ratio(21) = 90.48 %
Technical Chart
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
8/12/24
252
Merval
100
4
ARS
845,384.000
1,588,910.000
743,526.000
88
6,702,712
149
accum 6/05/06
8/12/24 6746
days out of 6900 invested (98%)
66,927
6,702,712
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 8/12/24 252 845,384.00 1,588,910.00 743,526.00 87.95 4,357.41
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