Assessment - Indices - 5/16/22 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
Curr
∅-RS
Merval
88,634.300
Thu
-2.39
89,964.800
-1.48
85,038.800
4,926.000
5.79
ARS
15.89
PSI 20
5,921.160
16:05
0.28
5,741.480
3.13
5,634.780
106.700
1.89
EUR
4.97
FTSE
7,389.980
15:35
1.19
7,464.800
-1.00
7,611.230
-146.430
-1.92
GBP
3.15
OBX Price
580.530
15:25
1.08
571.590
1.56
573.710
-2.120
-0.37
NOK
2.79
S
STI
3,240.580
09:20
1.56
3,191.160
1.55
3,287.950
-96.790
-2.94
SGD
-0.20
S
Stoxx 50
3,564.810
15:50
0.71
3,603.290
-1.07
3,830.990
-227.700
-5.94
EUR
-0.59
ASX 50
6,970.400
06:15
1.15
6,931.300
0.56
7,091.000
-159.700
-2.25
AUD
-1.71
S
TSX 60
1,222.490
20:20
0.18
1,225.840
-0.27
1,311.550
-85.710
-6.54
CAD
-2.14
S
IPC
51,518.300
20:16
0.45
50,564.000
1.89
53,973.300
-3,409.300
-6.32
MXN
-2.17
S
CAC Mid 60
14,638.100
16:05
0.61
14,646.800
-0.06
15,858.300
-1,211.500
-7.64
EUR
-3.01
S
SMI® PR
11,309.000
15:30
11,672.200
-3.11
12,633.200
-961.000
-7.61
CHF
-3.37
S
IBEX 35
8,484.500
15:38
0.93
8,353.700
1.57
8,838.700
-485.000
-5.49
EUR
-4.03
S
BEL 20
3,923.170
16:05
0.78
3,967.830
-1.13
4,249.630
-281.800
-6.63
EUR
-4.45
S
Athex Large Cap
2,067.950
14:19
1.31
2,059.260
0.42
2,312.590
-253.330
-10.95
EUR
-4.81
S
CAC 40
6,285.240
16:05
0.20
6,347.770
-0.99
7,201.640
-853.870
-11.86
EUR
-4.98
Nikkei 225
26,739.000
06:15
1.27
26,547.100
0.72
28,333.500
-1,786.400
-6.30
JPY
-5.36
S
OMXC 20
1,668.620
15:05
3.22
1,621.990
2.87
1,690.900
-68.910
-4.08
DKK
-6.11
S
BSE Sensex
54,326.400
10:10
2.91
52,973.800
2.55
61,308.900
-8,335.100
-13.60
INR
-6.16
S
MIB 40
24,095.000
15:36
0.12
24,033.100
0.26
27,688.600
-3,655.500
-13.20
EUR
-6.32
S
SLI® PR
1,760.470
15:30
0.08
1,809.190
-2.69
2,025.390
-216.200
-10.67
CHF
-6.65
S
DJIA
31,261.900
20:20
0.03
32,223.400
-2.98
35,911.800
-3,688.400
-10.27
USD
-7.33
S
AEX
682.960
16:05
0.68
694.620
-1.68
781.320
-86.700
-11.10
EUR
-7.44
S
S&P Global 100
2,635.160
16:54
-0.98
2,733.140
-3.58
3,146.810
-413.670
-13.15
USD
-8.07
S
DAX
13,981.900
15:52
0.72
13,964.400
0.13
15,933.700
-1,969.300
-12.36
EUR
-8.13
S
Euro Stoxx 50
3,657.030
15:50
0.45
3,685.340
-0.77
4,302.140
-616.800
-14.34
EUR
-9.27
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
1/17/22
prc diff
⇓ Δ17
Curr
∅-RS
CAC Next 20
17,154.400
16:05
1.12
17,001.800
0.90
19,215.500
-2,213.700
-11.52
EUR
-9.31
S
S&P 500
3,820.840
17:16
-2.05
4,008.010
-4.67
4,662.850
-654.840
-14.04
USD
-9.50
S
OMXH 25
4,752.010
15:35
0.84
4,756.850
-0.10
5,544.510
-787.660
-14.21
EUR
-9.86
S
S&P 100
1,764.110
20:20
0.05
1,821.550
-3.15
2,149.930
-328.380
-15.27
USD
-10.38
S
CDAX
1,270.500
15:55
0.75
1,268.050
0.19
1,487.660
-219.610
-14.76
EUR
-10.86
S
OMXS30
1,994.090
15:35
0.08
2,004.490
-0.52
2,363.120
-358.630
-15.18
SEK
-11.06
S
NZX 50
11,267.400
05:00
0.54
11,157.700
0.98
12,806.900
-1,649.200
-12.88
NZD
-11.06
S
ATX
3,219.040
15:50
0.41
3,127.690
2.92
4,030.710
-903.020
-22.40
EUR
-12.06
S
ISEQ-Overall
7,064.540
16:05
1.59
7,068.950
-0.06
8,475.100
-1,406.150
-16.59
EUR
-12.51
S
DJ Global Titans
424.210
16:54
-1.48
443.170
-4.28
536.780
-93.610
-17.44
USD
-12.63
S
TecDAX
3,073.260
15:55
0.90
3,074.010
-0.02
3,558.040
-484.030
-13.60
EUR
-13.12
S
Kospi 50
2,395.870
06:30
1.86
2,351.990
1.87
2,676.420
-324.430
-12.12
KRW
-13.43
S
MDAX
29,199.900
15:55
0.57
28,931.900
0.93
34,587.300
-5,655.400
-16.35
EUR
-13.54
S
SSE 50 ew
2,162.580
07:00
1.90
2,107.110
2.63
2,469.160
-362.050
-14.66
CNY
-14.37
S
SDAX
13,197.300
15:55
0.39
13,186.400
0.08
15,873.800
-2,687.400
-16.93
EUR
-15.94
S
NASDAQ-100
11,835.600
20:28
-0.34
12,243.600
-3.33
15,611.600
-3,368.000
-21.57
USD
-17.06
S
HSI
20,717.200
08:08
2.96
19,950.200
3.84
24,218.000
-4,267.800
-17.62
HKD
-18.34
RTX
988.100
2/28
-22.31
988.100
1,976.370
-988.270
-50.00
USD
-42.62
Indices - 43 out of 43 instruments rated - 5/16/22 / 1/17/22 - 2 did rise, Market-Ratio(17) = 4.65 %
Technical Chart
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
11/04/19
154
ATX
100
49
EUR
2,898.400
3,225.410
2,571.390
-327.010
-11
127,090
-25
11/04/19
3/02/20
119
- cash -
3/02/20
7/06/20
126
Athex Large Cap
100
69
EUR
1,823.290
1,587.790
2,093.719
270.429
15
145,750
49
7/06/20
9/21/20
77
- cash -
9/21/20
11/16/20
56
ATX
100
68
EUR
2,125.310
2,483.840
1,766.780
-358.530
-17
121,370
-70
11/16/20
7/19/21
245
- cash -
7/19/21
7/26/21
7
SSE 50 ew
100
47
CNY
2,555.120
2,506.910
2,604.257
49.137
2
123,679
170
7/26/21
9/20/21
56
- cash -
9/20/21
9/27/21
7
HSI
100
5
HKD
24,099.100
24,208.800
23,989.400
-109.700
0
123,131
-21
9/27/21
10/04/21
7
- cash -
10/04/21
10/25/21
21
HSI
100
5
HKD
24,036.400
26,132.000
21,940.800
-2,095.600
-9
112,653
-80
10/25/21
11/22/21
28
- cash -
11/22/21
5/20/22
179
HSI
100
4
HKD
24,951.300
20,717.200
30,050.749
5,099.449
20
133,050
46
accum 5/15/06
5/20/22 3644
days out of 5982 invested (61%)
1,231
133,050
30
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
3/02/20 7/06/20 126 1,823.29 1,587.79 2,093.72 270.43 14.83 428.10
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
HSI 9/20/21 9/27/21 7 24,099.10 24,208.80 23,989.40 -109.70 -0.46
10/04/21 10/25/21 21 24,036.40 26,132.00 21,940.80 -2,095.60 -8.72
11/22/21 5/20/22 179 24,951.30 20,717.20 30,050.75 5,099.45 20.44 9.44
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
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
7/19/21 7/26/21 7 2,555.12 2,506.91 2,604.26 49.14 1.92 8.03
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 11/04/19 154 2,898.40 3,225.41 2,571.39 -327.01 -11.28
9/21/20 11/16/20 56 2,125.31 2,483.84 1,766.78 -358.53 -16.87 -26.25
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.
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