Assessment - Indices - 3/13/23 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/14/22
prc diff
⇓ Δ17
Curr
∅-RS
Merval
221,059.000
Mon
-0.31
225,228.000
-1.85
153,399.000
71,829.000
46.82
ARS
77.77
L
Athex Large Cap
2,499.440
Mon
0.87
2,548.190
-1.91
2,189.220
358.970
16.40
EUR
18.25
L
ISEQ-Overall
8,167.500
Mon
1.99
8,103.060
0.80
7,235.900
867.160
11.98
EUR
13.91
L
MIB 40
25,899.600
Mon
1.59
26,183.500
-1.08
24,596.700
1,586.800
6.45
EUR
11.19
Euro Stoxx 50
4,119.420
Mon
1.34
4,096.540
0.56
3,887.510
209.030
5.38
EUR
9.10
OMXC 20
1,891.750
Mon
1.01
1,885.680
0.32
1,727.360
158.320
9.17
DKK
8.87
CAC 40
7,013.140
Mon
1.27
7,011.500
0.02
6,609.170
402.330
6.09
EUR
8.75
L
DAX
14,933.400
Mon
1.12
14,959.500
-0.17
14,313.300
646.200
4.51
EUR
8.17
L
IBEX 35
8,833.100
Mon
1.31
8,958.900
-1.40
8,166.500
792.400
9.70
EUR
7.59
L
CDAX
1,325.260
Mon
1.00
1,331.720
-0.49
1,265.870
65.850
5.20
EUR
7.17
L
ATX
3,140.900
Mon
0.52
3,305.030
-4.97
3,205.700
99.330
3.10
EUR
6.19
OMXS30
2,118.710
Mon
1.47
2,156.580
-1.76
2,107.990
48.590
2.31
SEK
5.90
L
IPC
51,925.600
Mon
-1.10
53,012.200
-2.05
51,785.100
1,227.100
2.37
MXN
5.72
L
TecDAX
3,221.350
Mon
-0.15
3,196.810
0.77
3,119.620
77.190
2.47
EUR
5.31
AEX
729.050
Mon
0.92
727.250
0.25
706.670
20.580
2.91
EUR
3.84
CAC Mid 60
14,234.800
Mon
1.03
14,360.400
-0.87
13,568.100
792.300
5.84
EUR
3.75
Stoxx 50
3,777.940
Mon
1.00
3,773.000
0.13
3,673.010
99.990
2.72
EUR
3.66
L
SDAX
12,786.500
Mon
0.10
12,971.800
-1.43
12,569.300
402.500
3.20
EUR
3.04
L
Nikkei 225
26,945.700
Mon
-1.42
27,833.000
-3.19
27,963.500
-130.500
-0.47
JPY
2.40
L
CAC Next 20
16,802.500
Mon
0.23
17,054.300
-1.48
17,018.300
36.000
0.21
EUR
1.96
FTSE
7,403.850
Mon
0.93
7,548.630
-1.92
7,385.170
163.460
2.21
GBP
1.64
NZX 50
11,564.800
Mon
-1.37
11,672.900
-0.93
11,232.000
440.900
3.93
NZD
1.56
ASX 50
6,774.500
Mon
-1.37
6,976.500
-2.90
6,955.200
21.300
0.31
AUD
1.35
L
MDAX
26,592.600
Mon
0.55
27,232.300
-2.35
26,304.800
927.500
3.53
EUR
1.12
BSE Sensex
57,628.900
Mon
-0.62
58,237.900
-1.05
61,624.100
-3,386.200
-5.49
INR
0.13
⇓ instrument
freshest
⇓ Δday
3/13/23
⇓ Δwk
11/14/22
prc diff
⇓ Δ17
Curr
∅-RS
PSI 20
5,769.330
Mon
0.79
5,896.080
-2.15
5,779.840
116.240
2.01
EUR
0.08
HSI
19,000.700
Mon
-2.65
19,696.000
-3.53
17,619.700
2,076.300
11.78
HKD
-0.06
OMXH 25
4,669.080
Mon
1.08
4,771.250
-2.14
4,899.020
-127.770
-2.61
EUR
-0.32
L
Kospi 50
2,136.880
Mon
-1.00
2,161.090
-1.12
2,216.350
-55.260
-2.49
KRW
-1.56
L
SSE 50 ew
2,049.850
Mon
-0.17
2,082.920
-1.59
2,024.160
58.760
2.90
CNY
-1.66
L
NASDAQ-100
12,562.600
Mon
0.34
11,923.200
5.36
11,700.900
222.300
1.90
USD
-1.84
S&P Global 100
2,712.070
Mon
0.46
2,657.140
2.07
2,663.860
-6.720
-0.25
USD
-2.01
SLI® PR
1,681.150
Mon
0.39
1,684.410
-0.19
1,707.350
-22.940
-1.34
CHF
-2.16
S
DJIA
32,244.600
Mon
1.20
31,819.100
1.34
33,536.700
-1,717.600
-5.12
USD
-2.41
TSX 60
1,172.680
Mon
0.71
1,177.640
-0.42
1,206.140
-28.500
-2.36
CAD
-2.62
L
DJ Global Titans
437.080
Mon
0.45
422.270
3.51
417.250
5.020
1.20
USD
-2.94
S
STI
3,139.760
Mon
-1.37
3,132.370
0.24
3,260.800
-128.430
-3.94
SGD
-3.08
OBX Price
535.350
Mon
1.11
547.870
-2.29
560.580
-12.710
-2.27
NOK
-3.25
BEL 20
3,630.990
Mon
0.78
3,660.000
-0.79
3,671.770
-11.770
-0.32
EUR
-3.31
S&P 500
3,951.570
Mon
0.89
3,855.760
2.48
3,957.250
-101.490
-2.56
USD
-3.56
S&P 100
1,800.570
Mon
0.67
1,741.290
3.40
1,773.880
-32.590
-1.84
USD
-3.70
SMI® PR
10,643.600
Mon
0.28
10,632.000
0.11
10,999.600
-367.600
-3.34
CHF
-4.82
Indices - 42 out of 42 instruments rated - 3/13/23 / 11/14/22 - 28 did rise, Market-Ratio(17) = 66.67 %
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
1/16/23
420
HSI
100
4
HKD
24,951.300
21,746.700
28,628.131
3,676.831
15
127,360
13
1/16/23
3/13/23
56
- cash -
3/13/23
3/20/23
7
SMI® PR
100
11
CHF
10,632.000
10,643.600
10,620.400
-11.600
0
127,232
-6
accum 5/15/06
3/20/23 3893
days out of 6287 invested (62%)
1,172
127,232
27
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
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
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
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 1/16/23 420 24,951.30 21,746.70 28,628.13 3,676.83 14.74 4.26
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
SMI® PR 3/13/23 3/20/23 7 10,632.00 10,643.60 10,620.40 -11.60 -0.11 -0.11
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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