Share-o-matic - Assessment Indices

Assessment - Indices - 8/10/20 - RS = 21

		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	Curr	∅-RS
	L	Merval	52,180.900	Mon	-0.28	52,180.900		25,697.500	26,483.400	103.06	ARS	50.21
	L	NASDAQ-100	11,085.200	Mon	-0.49	11,085.200		7,020.380	4,064.820	57.90	USD	28.33
	L	Kospi 50	2,248.680	06:30	1.37	2,218.280	1.37	1,617.530	600.750	37.14	KRW	18.95
	L	SSE 50 ew	2,665.880	07:00	-1.38	2,703.150	-1.38	2,208.140	495.010	22.42	CNY	15.78
	L	DJ Global Titans	398.470	06:35	0.05	398.380	0.02	281.160	117.220	41.69	USD	14.89
		OMXC 20	1,314.610	08:30	1.86	1,290.660	1.86	964.472	326.188	33.82	DKK	14.74
	L	S&P 100	1,550.690	Mon	0.18	1,550.690		1,094.070	456.620	41.74	USD	14.17
	L	S&P Global 100	2,288.540	06:35	0.32	2,288.580		1,649.840	638.740	38.72	USD	11.87
	L	S&P 500	3,360.470	Mon	0.27	3,360.470		2,386.130	974.340	40.83	USD	11.63
	L	SDAX	12,364.700	08:11	1.33	12,202.600	1.33	8,420.520	3,782.080	44.92	EUR	8.81
	L	NZX 50	11,645.300	05:00	-0.33	11,683.400	-0.33	9,476.940	2,206.460	23.28	NZD	6.69
	L	MDAX	27,621.100	08:09	1.64	27,175.400	1.64	19,230.200	7,945.200	41.32	EUR	6.68
	L	OMXH 25	4,219.450	08:29	1.17	4,170.600	1.17	2,935.310	1,235.290	42.08	EUR	6.66
	L	DJIA	27,791.400	Mon	1.30	27,791.400		20,188.500	7,602.900	37.66	USD	6.63
	L	OMXS30	1,777.880	08:30	2.15	1,748.910	1.66	1,329.160	419.750	31.58	SEK	5.96
	L	CDAX	1,212.110	08:13	1.88	1,189.730	1.88	820.050	369.680	45.08	EUR	5.88
	L	DAX	12,952.800	08:01	2.09	12,687.500	2.09	8,742.250	3,945.250	45.13	EUR	5.59
	L	BSE Sensex	38,182.100	Mon	0.37	38,182.100		31,390.100	6,792.000	21.64	INR	5.44
	L	TSX 60	995.100	Mon	0.40	995.100		745.790	249.310	33.43	CAD	4.59
		TecDAX	3,070.200	08:09	1.39	3,028.240	1.39	2,286.730	741.510	32.43	EUR	4.02
	L	Nikkei 225	22,750.200	06:15	1.88	22,329.900	1.88	17,002.000	5,327.900	31.34	JPY	3.29
	L	ISEQ-Overall	6,414.460	08:18	2.00	6,288.550	2.00	4,740.390	1,548.160	32.66	EUR	2.27
	L	SLI® PR	1,557.090	08:02	0.99	1,541.800	0.99	1,195.540	346.260	28.96	CHF	2.03
		SMI® PR	10,182.000	08:01	0.90	10,082.300	0.99	8,227.080	1,855.220	22.55	CHF	0.59
	L	AEX	566.410	08:03	1.67	557.080	1.67	416.770	140.310	33.67	EUR	0.27
		⇓instrument	freshest		⇓ Δday	8/10/20	⇓ Δwk	3/16/20	prc diff	⇓ Δ21	Curr	∅-RS
	L	Euro Stoxx 50	3,320.320	07:47	1.86	3,259.710	1.86	2,450.370	809.340	33.03	EUR	-1.83
	L	OBX Price	425.480	08:05	1.58	418.870	1.58	329.670	89.200	27.06	NOK	-2.14
	L	CAC Mid 60	12,113.300	08:16	1.72	11,908.100	1.72	8,763.430	3,144.670	35.88	EUR	-2.26
	L	ASX 50	6,012.200	06:16	0.83	5,963.000	0.83	5,007.600	955.400	19.08	AUD	-2.66
	L	CAC Next 20	16,106.700	08:14	1.71	15,835.200	1.71	12,016.200	3,819.000	31.78	EUR	-3.73
	L	BEL 20	3,414.510	08:04	1.77	3,355.270	1.77	2,535.580	819.690	32.33	EUR	-3.83
	L	MIB 40	20,068.700	08:05	2.12	19,651.600	2.12	14,980.300	4,671.300	31.18	EUR	-4.17
		Stoxx 50	3,004.210	07:47	1.58	2,957.510	1.58	2,406.840	550.670	22.88	EUR	-4.23
	L	IPC	38,289.800	Mon	0.75	38,289.800		38,085.100	204.700	0.54	MXN	-4.43
	L	HSI	24,890.700	08:08	2.11	24,377.400	2.11	23,063.600	1,313.800	5.70	HKD	-5.02
	L	CAC 40	5,009.280	08:02	2.03	4,909.510	2.03	3,881.460	1,028.050	26.49	EUR	-5.80
	L	PSI 20	4,428.400	08:07	0.73	4,396.490	0.73	3,670.030	726.460	19.79	EUR	-6.21
	L	RTX	1,697.630	09:39	2.13	1,662.260	2.13	1,330.540	331.720	24.93	USD	-8.92
	L	FTSE	6,163.160	08:23	1.86	6,050.590	1.86	5,151.080	899.510	17.46	GBP	-9.01
	L	STI	2,544.150	09:20	-0.05	2,545.510	-0.05	2,495.770	49.740	1.99	SGD	-11.65
	L	IBEX 35	7,192.600	08:07	1.97	7,053.900	1.97	6,107.200	946.700	15.50	EUR	-13.60
	L	ATX	2,256.430	08:12	1.45	2,224.130	1.45	1,791.420	432.710	24.15	EUR	-15.00
	L	Athex Large Cap	1,494.610	08:08	0.87	1,481.790	0.87	1,194.860	286.930	24.01	EUR	-18.18
Indices - 43 out of 43 instruments rated - 8/10/20 / 3/16/20 - 43 did rise, Market-Ratio(21) = 100.00 %

Technical Chart

	Indices RS = 21 - B/S = 73/57

1/04/16	scale up chart	8/10/20

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	8/10/20	7		Merval	100	23	ARS	52,504.200	52,180.900		-323.300	-1	1,235,728	-28
accum	6/05/06	8/10/20	5181	days out of 5335 invested (97%)								12,257		1,235,728	40

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	8/10/20	7	52,504.20	52,180.90		-323.30	-0.62	510.70
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
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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
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	-6.87
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

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