Assessment - Indices - 2/22/21 - RS = 21
⇐
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/28/20
prc diff
⇓ Δ21
Curr
⇓ ∅-RS
L
DJ Global Titans
443.200
14:09
-0.78
452.700
-2.10
397.280
55.420
13.95
USD
18.75
L
S&P Global 100
2,588.830
14:10
-0.80
2,636.290
-1.80
2,272.400
363.890
16.01
USD
19.27
L
S&P 500
3,888.130
15:25
2.02
3,876.500
0.30
3,351.600
524.900
15.66
USD
19.80
L
DJIA
31,523.100
15:10
1.91
31,521.700
27,584.100
3,937.600
14.27
USD
17.60
NASDAQ-100
13,148.700
15:28
1.85
13,223.700
-0.57
11,364.500
1,859.200
16.36
USD
25.87
L
S&P 100
1,766.360
15:26
2.02
1,764.920
0.08
1,553.010
211.910
13.65
USD
18.69
L
TSX 60
1,086.330
15:32
1.20
1,094.240
-0.72
976.600
117.640
12.05
CAD
14.69
L
IPC
44,592.900
Fri
0.64
44,946.600
-0.79
37,231.500
7,715.100
20.72
MXN
15.96
Merval
47,856.700
Tue
-2.87
49,268.400
-2.87
42,077.900
7,190.500
17.09
ARS
18.63
L
Stoxx 50
3,163.800
13:55
1.26
3,193.970
-0.94
2,938.070
255.900
8.71
EUR
8.09
L
Euro Stoxx 50
3,684.510
13:55
1.32
3,699.850
-0.41
3,223.190
476.660
14.79
EUR
15.09
L
CDAX
1,330.630
13:55
1.23
1,333.870
-0.24
1,207.670
126.200
10.45
EUR
16.27
L
DAX
13,929.100
13:54
1.04
13,950.000
-0.15
12,870.900
1,079.100
8.38
EUR
14.33
L
MDAX
31,870.700
13:55
1.92
32,024.100
-0.48
26,966.900
5,057.200
18.75
EUR
21.41
L
SDAX
15,386.200
13:55
1.83
15,322.000
0.42
12,279.600
3,042.400
24.78
EUR
27.65
L
TecDAX
3,375.670
13:55
0.87
3,458.870
-2.41
3,068.270
390.600
12.73
EUR
14.59
L
ATX
3,067.910
13:55
1.87
3,008.960
1.96
2,124.060
884.900
41.66
EUR
28.68
L
CAC 40
5,779.120
13:55
1.33
5,767.440
0.20
4,843.270
924.170
19.08
EUR
16.12
L
CAC Next 20
18,409.300
13:55
1.79
18,255.000
0.85
15,636.100
2,618.900
16.75
EUR
14.30
L
CAC Mid 60
14,083.500
13:55
1.52
13,968.000
0.83
11,885.400
2,082.600
17.52
EUR
18.31
L
AEX
661.160
13:55
1.52
671.750
-1.58
551.670
120.080
21.77
EUR
20.38
L
BEL 20
3,829.020
13:55
1.78
3,826.420
0.07
3,260.420
566.000
17.36
EUR
14.76
L
ISEQ-Overall
7,426.600
13:55
1.16
7,453.440
-0.36
6,417.930
1,035.510
16.13
EUR
18.99
L
Athex Large Cap
1,925.420
13:55
1.74
1,855.350
3.78
1,489.580
365.770
24.56
EUR
17.58
L
MIB 40
23,135.900
13:55
1.26
23,009.200
0.55
19,160.100
3,849.100
20.09
EUR
17.40
instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/28/20
prc diff
⇓ Δ21
Curr
⇓ ∅-RS
PSI 20
4,754.090
13:55
1.10
4,774.280
-0.42
4,088.540
685.740
16.77
EUR
8.73
L
IBEX 35
8,332.700
13:55
1.31
8,112.200
2.72
6,791.500
1,320.700
19.45
EUR
10.90
OMXC 20
1,445.110
14:10
1.66
1,455.900
-0.74
1,353.630
102.270
7.56
DKK
13.50
L
OMXH 25
4,824.230
14:10
0.73
4,833.700
-0.20
4,309.080
524.620
12.17
EUR
18.45
L
FTSE
6,559.510
13:55
1.17
6,612.240
-0.80
5,927.930
684.310
11.54
GBP
8.17
L
OBX Price
492.760
13:55
1.60
484.350
1.74
409.840
74.510
18.18
NOK
16.81
L
OMXS30
2,042.170
14:10
1.61
2,031.040
0.55
1,834.640
196.400
10.71
SEK
17.63
L
SLI® PR
1,726.280
13:55
1.56
1,728.980
-0.16
1,563.090
165.890
10.61
CHF
12.90
L
SMI® PR
10,668.900
13:55
1.39
10,697.400
-0.27
10,308.700
388.700
3.77
CHF
6.06
L
RTX
1,863.350
13:55
1.43
1,891.150
-1.47
1,473.690
417.460
28.33
USD
16.55
NZX 50
12,301.800
04:50
0.61
12,426.200
-1.00
11,802.300
623.900
5.29
NZD
7.36
L
ASX 50
6,570.600
05:50
1.85
6,545.500
0.38
5,751.200
794.300
13.81
AUD
11.94
L
Nikkei 225
29,663.500
06:15
2.41
30,156.000
-1.63
23,511.600
6,644.400
28.26
JPY
31.77
L
Kospi 50
2,885.520
Fri
-3.17
2,935.740
-1.71
2,142.540
793.200
37.02
KRW
39.43
L
SSE 50 ew
2,788.830
07:00
1.06
2,839.790
-1.79
2,597.300
242.490
9.34
CNY
12.27
L
HSI
29,452.600
08:08
1.63
30,319.800
-2.86
23,476.100
6,843.700
29.15
HKD
20.19
L
STI
2,973.000
09:20
0.81
2,881.210
3.19
2,483.010
398.200
16.04
SGD
8.85
L
BSE Sensex
49,849.800
10:10
1.53
49,744.300
0.21
37,981.600
11,762.700
30.97
INR
32.07
Indices - 43 out of 43 instruments rated - 2/22/21 / 9/28/20 - 43 did rise, Market-Ratio(21) = 100.00 %
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
2/23/21
106
Merval
100
18
ARS
49,650.400
47,856.700
-1,793.700
-4
889,641
-12
accum 6/05/06
2/23/21 5383
days out of 5537 invested (97%)
8,796
889,641
36
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 2/23/21 106 49,650.40 47,856.70 -1,793.70 -3.61 435.47
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
SDAX long 10/11/10 5/23/11 224 4,578.70 5,383.62 804.92 17.58 17.58
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
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
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
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
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 -5.98
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
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
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