Share-o-matic - Assessment Indices

Assessment - Indices - 9/16/19 - RS = 17

		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	5/20/19	prc diff	⇓ Δ17	Curr	∅-RS
		Athex Large Cap	2,145.710	08:07	0.63	2,147.910	-0.10	1,852.890	295.020	15.92	EUR	16.00
		RTX	2,012.150	08:04	-0.22	2,037.030	-1.22	1,854.930	182.100	9.82	USD	14.19
		NZX 50	10,774.800	05:43	-0.86	10,831.800	-0.53	10,234.200	597.600	5.84	NZD	12.92
		ASX 50	6,654.300	06:47	-0.18	6,637.600	0.25	6,414.300	223.300	3.48	AUD	9.36
	L	NASDAQ-100	7,888.790	Tue	0.46	7,852.410	0.46	7,376.700	475.710	6.45	USD	8.86
		GCX PR	2,223.860	08:40	0.25	2,232.010	-0.37	2,141.300	90.710	4.24	EUR	8.38
	L	SSE 50 ew	2,319.300	07:00	0.23	2,354.410	-1.49	2,163.460	190.950	8.83	CNY	8.11
	L	MIB 40	21,922.300	08:20	0.55	21,969.200	-0.21	20,539.900	1,429.300	6.96	EUR	8.04
		SMI® PR	10,019.500	08:01	0.06	9,969.190	0.50	9,582.080	387.110	4.04	CHF	7.32
	L	CAC 40	5,624.780	08:02	0.17	5,602.230	0.40	5,358.590	243.640	4.55	EUR	7.17
	L	S&P 500	3,005.700	Tue	0.26	2,997.960	0.26	2,840.230	157.730	5.55	USD	7.15
	L	S&P 100	1,327.120	Tue	0.21	1,324.300	0.21	1,258.850	65.450	5.20	USD	6.98
	L	Euro Stoxx 50	3,525.240	07:47	0.11	3,518.450	0.19	3,369.780	148.670	4.41	EUR	6.78
	L	AEX	577.120	08:03	0.38	573.460	0.64	551.370	22.090	4.01	EUR	6.68
	L	SLI® PR	1,537.340	08:01		1,535.480	0.12	1,477.430	58.050	3.93	CHF	6.62
	L	TecDAX	2,897.750	08:09	0.62	2,874.500	0.81	2,838.950	35.550	1.25	EUR	6.54
	L	DJ Global Titans	334.870	06:35	0.33	333.760	0.33	319.880	13.880	4.34	USD	6.38
	L	DAX	12,378.400	08:01	0.05	12,380.300	-0.02	12,041.300	339.000	2.82	EUR	6.15
	L	OMXS30	1,657.040	08:30	0.12	1,655.010	0.12	1,588.900	66.110	4.16	SEK	6.14
	L	TSX 60	1,006.850	Tue	0.50	1,001.880	0.50	982.760	19.120	1.95	CAD	6.06
	L	MDAX	25,977.300	08:09	0.07	25,976.400		25,482.100	494.300	1.94	EUR	5.80
	L	DJIA	27,110.800	Tue	0.13	27,076.800	0.13	25,679.900	1,396.900	5.44	USD	5.76
	L	Stoxx 50	3,196.600	07:47	0.03	3,190.040	0.21	3,106.040	84.000	2.70	EUR	5.53
	L	CAC Next 20	17,562.400	08:14	0.31	17,495.800	0.38	16,395.800	1,100.000	6.71	EUR	5.49
	L	CDAX	1,153.640	08:13	0.14	1,154.230	-0.05	1,126.850	27.380	2.43	EUR	5.36
		⇓instrument	freshest		⇓ Δday	9/16/19	⇓ Δwk	5/20/19	prc diff	⇓ Δ17	Curr	∅-RS
	L	S&P Global 100	1,999.640	06:36	0.31	1,993.590	0.30	1,911.700	81.890	4.28	USD	5.33
	L	OMXC 20	1,029.410	08:30	-0.11	1,018.170	1.10	981.290	36.880	3.76	DKK	5.09
	L	BEL 20	3,701.450	08:04	0.29	3,700.190	0.03	3,476.490	223.700	6.43	EUR	4.36
	L	SDAX	11,272.600	08:10	0.53	11,245.200	0.24	11,081.000	164.200	1.48	EUR	3.64
	L	CAC Mid 60	13,372.000	08:16	0.19	13,328.800	0.32	12,893.500	435.300	3.38	EUR	3.64
	L	OMXH 25	4,059.620	08:29	0.24	4,078.670	-0.47	3,916.020	162.650	4.15	EUR	2.72
	L	ISEQ-Overall	6,105.960	08:19	-0.02	6,206.990	-1.63	6,223.380	-16.390	-0.26	EUR	2.62
	L	Nikkei 225	21,960.700	06:15	-0.18	21,988.300	-0.13	21,301.700	686.600	3.22	JPY	2.35
		FTSE	7,342.880	08:37	0.31	7,321.410	0.29	7,310.880	10.530	0.14	GBP	1.91
		OBX Price	468.930	08:05	0.39	472.110	-0.67	469.230	2.880	0.61	NOK	1.14
	L	ATX	3,038.060	08:13	-0.24	3,052.200	-0.46	3,014.950	37.250	1.24	EUR	0.77
		BSE Sensex	36,481.100	Tue	-1.73	37,123.300	-1.73	39,352.700	-2,229.400	-5.67	INR	0.49
	L	Kospi 50	1,843.500	06:30	0.56	1,836.190	0.40	1,767.620	68.570	3.88	KRW	0.46
		STI	3,166.840	09:20	-0.51	3,203.930	-1.16	3,205.460	-1.530	-0.05	SGD	0.34
		PSI 20	5,038.740	08:07	-0.35	5,071.600	-0.65	5,098.840	-27.240	-0.53	EUR	-0.01
		IBEX 35	8,984.100	08:06	-0.22	9,052.000	-0.75	9,199.700	-147.700	-1.61	EUR	-0.39
		HSI	26,754.100	08:09	-0.13	27,124.600	-1.37	27,787.600	-663.000	-2.39	HKD	-0.82
	L	IPC	43,448.900	Tue	1.42	42,841.500	1.42	43,519.200	-677.700	-1.56	MXN	-1.04
	S	Merval	30,150.200	Tue	-1.35	30,561.300	-1.35	33,492.500	-2,931.200	-8.75	ARS	-7.70
Indices - 44 out of 44 instruments rated - 9/16/19 / 5/20/19 - 36 did rise, Market-Ratio(17) = 81.82 %

Technical Chart

	Indices RS = 17 - B/S = 86/86

1/05/15	scale up chart	9/16/19

Transactions Indices * S17 - 86/86 (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		5/15/06	133		- cash -
short	5/15/06	10/02/06	140		NASDAQ-100	100	6	USD	1,634.780	1,632.810	1,636.752	1.972	0	10,012	0
10/02/06		3/05/07	154		- cash -
	3/05/07	3/26/07	21		RTX	100	4	USD	2,379.500	2,660.730	2,098.270	-281.230	-12	8,887	-89
3/26/07		6/04/07	70		- cash -
	6/04/07	7/02/07	28		RTX	100	3	USD	2,487.040	2,608.160	2,365.920	-121.120	-5	8,524	-48
7/02/07		7/23/07	21		- cash -
	7/23/07	5/11/09	658		ISEQ-Overall	100	1	EUR	8,357.400	2,632.660	26,530.632	18,173.232	217	26,697	90
5/11/09		12/21/09	224		- cash -
	12/21/09	12/28/09	7		Athex Large Cap	100	2	EUR	10,826.200	11,362.600	10,289.800	-536.400	-5	25,624	-93
12/28/09		1/25/10	28		- cash -
	1/25/10	4/12/10	77		Athex Large Cap	100	2	EUR	10,649.600	10,245.800	11,069.314	419.714	4	26,463	20
4/12/10		4/19/10	7		- cash -
	4/19/10	9/20/10	154		Athex Large Cap	100	2	EUR	9,573.500	7,229.300	12,677.839	3,104.339	32	32,672	95
9/20/10		10/18/10	28		- cash -
	10/18/10	10/25/10	7		Athex Large Cap	100	4	EUR	7,588.000	7,980.100	7,195.900	-392.100	-5	31,104	-94
10/25/10		11/22/10	28		- cash -
	11/22/10	12/06/10	14		Athex Large Cap	100	4	EUR	6,893.600	7,117.100	6,670.100	-223.500	-3	30,210	-58
12/06/10		1/10/11	35		- cash -
	1/10/11	1/17/11	7		Athex Large Cap	100	4	EUR	6,245.100	6,808.600	5,681.600	-563.500	-9	27,956	-99
1/17/11		2/14/11	28		- cash -
	2/14/11	4/04/11	49		Athex Large Cap	100	3	EUR	7,689.300	6,825.800	8,662.037	972.737	13	30,874	143
4/04/11		4/11/11	7		- cash -
	4/11/11	1/23/12	287		Athex Large Cap	100	4	EUR	6,815.500	2,949.400	15,749.319	8,933.819	131	66,609	190
1/23/12		2/20/12	28		- cash -
	2/20/12	3/12/12	21		Athex Large Cap	100	19	EUR	3,483.800	2,958.100	4,102.925	619.125	18	78,373	1,617
3/12/12		4/16/12	35		- cash -
	4/16/12	9/10/12	147		Athex Large Cap	100	28	EUR	2,797.900	2,671.700	2,930.061	132.161	5	82,073	12
9/10/12		11/12/12	63		- cash -
	11/12/12	11/19/12	7		SSE 50 ew	100	51	CNY	1,600.920	1,600.920	1,600.920	0.000	0	82,073	0
11/19/12		4/01/13	133		- cash -
	4/01/13	8/12/13	133		RTX	100	39	USD	2,056.990	1,850.700	2,286.274	229.284	11	91,015	34
8/12/13		8/19/13	7		- cash -
	8/19/13	9/30/13	42		RTX	100	49	USD	1,852.020	1,998.720	1,705.320	-146.700	-8	83,827	-51
9/30/13		12/16/13	77		- cash -
	12/16/13	12/23/13	7		SSE 50 ew	100	53	CNY	1,561.750	1,504.230	1,621.470	59.719	4	86,992	608
12/23/13		2/03/14	42		- cash -
	2/03/14	5/26/14	112		SSE 50 ew	100	60	CNY	1,427.380	1,424.050	1,430.718	3.338	0	87,192	1
5/26/14		6/16/14	21		- cash -
	6/16/14	6/30/14	14		SSE 50 ew	100	60	CNY	1,442.820	1,416.670	1,469.453	26.633	2	88,790	61
6/30/14		7/21/14	21		- cash -
	7/21/14	2/09/15	203		RTX	100	51	USD	1,726.940	1,168.560	2,552.134	825.194	48	130,875	102
2/09/15		3/23/15	42		- cash -
	3/23/15	3/30/15	7		Athex Large Cap	100	56	EUR	2,301.300	2,282.900	2,319.848	18.548	1	131,914	52
3/30/15		6/08/15	70		- cash -
	6/08/15	12/21/15	196		Athex Large Cap	100	57	EUR	2,291.300	1,819.000	2,886.232	594.932	26	165,825	54
12/21/15		12/28/15	7		- cash -
	12/28/15	5/16/16	140		Athex Large Cap	100	92	EUR	1,795.000	1,737.800	1,854.083	59.083	3	171,261	9
5/16/16		5/23/16	7		- cash -
	5/23/16	5/30/16	7		MIB 40	100	9	EUR	17,325.100	18,291.400	16,358.800	-966.300	-6	162,564	-95
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/30/16		6/20/16	21		- cash -
	6/20/16	8/08/16	49		MIB 40	100	9	EUR	17,353.400	16,743.800	17,985.194	631.794	4	168,250	31
8/08/16		8/15/16	7		- cash -
	8/15/16	9/05/16	21		MIB 40	100	9	EUR	16,997.800	17,190.400	16,805.200	-192.600	-1	166,517	-18
9/05/16		9/12/16	7		- cash -
	9/12/16	10/10/16	28		MIB 40	100	9	EUR	16,840.300	16,632.400	17,050.799	210.499	1	168,411	18
10/10/16		11/07/16	28		- cash -
	11/07/16	12/19/16	42		OMXC 20	100	194	DKK	866.414	872.301	860.527	-5.887	-1	167,269	-6
12/19/16		1/02/17	14		- cash -
	1/02/17	1/09/17	7		OMXC 20	100	185	DKK	899.960	896.268	903.667	3.707	0	167,955	24
1/09/17		7/31/17	203		- cash -
	7/31/17	8/07/17	7		RTX	100	123	USD	1,364.220	1,401.970	1,326.470	-37.750	-3	163,312	-77
8/07/17		8/14/17	7		- cash -
	8/14/17	10/09/17	56		RTX	100	117	USD	1,394.510	1,540.620	1,248.400	-146.110	-10	146,217	-51
10/09/17		10/16/17	7		- cash -
	10/16/17	10/23/17	7		IBEX 35	100	14	EUR	10,181.400	10,161.400	10,201.439	20.039	0	146,497	11
10/23/17		11/13/17	21		- cash -
	11/13/17	11/20/17	7		IPC	100	3	MXN	48,002.400	47,857.100	48,148.141	145.741	0	146,934	17
11/20/17		2/05/18	77		- cash -
	2/05/18	2/25/19	385		OMXS30	100	95	SEK	1,546.330	1,586.550	1,506.110	-40.220	-3	143,114	-2
2/25/19		6/03/19	98		- cash -
	6/03/19	9/18/19	107		ATX	100	49	EUR	2,898.400	3,038.060	2,758.740	-139.660	-5	136,270	-16
accum	5/15/06	9/18/19	3201	days out of 5007 invested (64%)								1,263		136,270	35

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Athex Large Cap	short	12/21/09	12/28/09	7	10,826.20	11,362.60	10,289.80	-536.40	-4.95
		1/25/10	4/12/10	77	10,649.60	10,245.80	11,069.31	419.71	3.94
		4/19/10	9/20/10	154	9,573.50	7,229.30	12,677.84	3,104.34	32.43
		10/18/10	10/25/10	7	7,588.00	7,980.10	7,195.90	-392.10	-5.17
		11/22/10	12/06/10	14	6,893.60	7,117.10	6,670.10	-223.50	-3.24
		1/10/11	1/17/11	7	6,245.10	6,808.60	5,681.60	-563.50	-9.02
		2/14/11	4/04/11	49	7,689.30	6,825.80	8,662.04	972.74	12.65
		4/11/11	1/23/12	287	6,815.50	2,949.40	15,749.32	8,933.82	131.08
		2/20/12	3/12/12	21	3,483.80	2,958.10	4,102.93	619.13	17.77
		4/16/12	9/10/12	147	2,797.90	2,671.70	2,930.06	132.16	4.72
		3/23/15	3/30/15	7	2,301.30	2,282.90	2,319.85	18.55	0.81
		6/08/15	12/21/15	196	2,291.30	1,819.00	2,886.23	594.93	25.96
		12/28/15	5/16/16	140	1,795.00	1,737.80	1,854.08	59.08	3.29	359.89
ISEQ-Overall		7/23/07	5/11/09	658	8,357.40	2,632.66	26,530.63	18,173.23	217.45	217.45
RTX		3/05/07	3/26/07	21	2,379.50	2,660.73	2,098.27	-281.23	-11.82
		6/04/07	7/02/07	28	2,487.04	2,608.16	2,365.92	-121.12	-4.87
		4/01/13	8/12/13	133	2,056.99	1,850.70	2,286.27	229.28	11.15
		8/19/13	9/30/13	42	1,852.02	1,998.72	1,705.32	-146.70	-7.92
		7/21/14	2/09/15	203	1,726.94	1,168.56	2,552.13	825.19	47.78
		7/31/17	8/07/17	7	1,364.22	1,401.97	1,326.47	-37.75	-2.77
		8/14/17	10/09/17	56	1,394.51	1,540.62	1,248.40	-146.11	-10.48	10.44
SSE 50 ew		11/12/12	11/19/12	7	1,600.92	1,600.92	1,600.92	0.00	0.00
		12/16/13	12/23/13	7	1,561.75	1,504.23	1,621.47	59.72	3.82
		2/03/14	5/26/14	112	1,427.38	1,424.05	1,430.72	3.34	0.23
		6/16/14	6/30/14	14	1,442.82	1,416.67	1,469.45	26.63	1.85	5.99
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
IPC		11/13/17	11/20/17	7	48,002.40	47,857.10	48,148.14	145.74	0.30	0.30
IBEX 35		10/16/17	10/23/17	7	10,181.40	10,161.40	10,201.44	20.04	0.20	0.20
NASDAQ-100		5/15/06	10/02/06	140	1,634.78	1,632.81	1,636.75	1.97	0.12	0.12
OMXC 20		11/07/16	12/19/16	42	866.41	872.30	860.53	-5.89	-0.68
		1/02/17	1/09/17	7	899.96	896.27	903.67	3.71	0.41	-0.27
MIB 40		5/23/16	5/30/16	7	17,325.10	18,291.40	16,358.80	-966.30	-5.58
		6/20/16	8/08/16	49	17,353.40	16,743.80	17,985.19	631.79	3.64
		8/15/16	9/05/16	21	16,997.80	17,190.40	16,805.20	-192.60	-1.13
		9/12/16	10/10/16	28	16,840.30	16,632.40	17,050.80	210.50	1.25	-2.04
OMXS30		2/05/18	2/25/19	385	1,546.33	1,586.55	1,506.11	-40.22	-2.60	-2.60
ATX		6/03/19	9/18/19	107	2,898.40	3,038.06	2,758.74	-139.66	-4.82	-4.82

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.


	is taking down something concerning