Assessment - Indices - 2/22/21 - RS = 21
⇐
instrument
freshest
⇓ 2/22/21
⇓ 9/28/20
prc diff
⇓ Curr
⇓
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
⇓ 2/22/21
⇓ 9/28/20
prc diff
⇓ Curr
⇓
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.
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