Wed, 18th Sep 2024, 6:05UTC
Assessment - Indices in Japanese yen - 1/07/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
Δ21
⇓ ∅-RS
Merval
281,119.136
12/08
0.32
282,148.844
-0.36
225,999.553
56,149.291
24.84
18.92
OMXC 20
62,055.272
12/08
-2.06
67,295.818
-7.79
53,529.218
13,766.600
25.72
34.08
DJ Global Titans
104,318.932
12/08
109,503.856
-4.73
87,020.065
22,483.791
25.84
33.00
L
S&P Global 100
607,046.542
12/08
0.32
638,262.727
-4.89
507,201.139
131,061.588
25.84
30.92
L
HSI
354,032.783
12/08
0.13
366,589.250
-3.43
294,617.298
71,971.952
24.43
10.55
S&P 100
414,735.777
12/08
0.17
430,402.036
-3.64
348,822.957
81,579.080
23.39
29.83
NASDAQ-100
2,995,913.565
12/08
0.16
3,201,145.440
-6.41
2,616,216.736
584,928.704
22.36
30.78
L
AEX
153,490.230
12/08
0.26
159,971.949
-4.05
131,527.834
28,444.116
21.63
24.38
OBX Price
9,303.127
12/08
1.02
9,301.462
0.02
7,672.279
1,629.183
21.23
16.40
IBEX 35
1,845,071.630
12/08
0.07
1,916,266.556
-3.72
1,586,283.535
329,983.022
20.80
19.36
BSE Sensex
154,282.639
12/08
-0.07
153,948.113
0.22
128,332.058
25,616.055
19.96
23.84
S&P 500
863,516.908
12/08
884,634.689
-2.39
734,199.866
150,434.823
20.49
25.79
OMXS30
37,393.028
12/08
0.09
39,276.127
-4.79
32,778.304
6,497.824
19.82
21.01
Kospi 50
286.695
12/08
1.10
312.182
-8.16
270.574
41.608
15.38
16.76
L
SSE 50 ew
39,680.197
12/08
-0.09
41,414.520
-4.19
35,005.676
6,408.843
18.31
7.97
Nikkei 225
35,025.000
9/08
0.56
39,631.100
-11.62
36,354.200
3,276.900
9.01
9.57
MIB 40
5,533,429.816
12/08
0.46
5,843,339.182
-5.30
4,938,983.532
904,355.650
18.31
19.10
CDAX
264,880.481
12/08
0.01
275,022.465
-3.69
233,853.677
41,168.788
17.60
17.77
DAX
3,072,144.262
12/08
0.02
3,169,924.636
-3.08
2,697,302.717
472,621.919
17.52
18.44
L
SLI® PR
343,150.723
12/08
0.02
348,965.504
-1.67
308,481.185
40,484.319
13.12
16.48
BEL 20
700,245.775
12/08
-0.47
675,547.652
3.66
578,522.055
97,025.596
16.77
14.22
FTSE
1,677,021.040
12/08
0.52
1,668,137.797
0.53
1,417,985.914
250,151.883
17.64
16.10
Stoxx 50
752,888.080
12/08
-0.16
781,258.599
-3.63
672,816.992
108,441.607
16.12
17.87
L
SMI® PR
2,123,092.220
12/08
0.07
2,154,544.246
-1.46
1,925,275.187
229,269.059
11.91
14.70
ATX
618,397.606
12/08
0.19
632,317.704
-2.20
545,713.896
86,603.809
15.87
18.20
⇓ instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
Δ21
⇓ ∅-RS
L
STI
385,115.912
12/08
-0.81
397,398.893
-3.09
345,744.590
51,654.303
14.94
12.69
PSI 20
1,136,266.173
12/08
0.09
1,142,766.956
-0.57
993,044.799
149,722.157
15.08
13.00
Euro Stoxx 50
809,674.179
12/08
-0.07
854,406.707
-5.24
742,818.158
111,588.549
15.02
17.13
SDAX
2,361,824.093
12/08
0.02
2,499,361.322
-5.50
2,201,406.610
297,954.713
13.53
14.48
TSX 60
157,799.315
12/08
0.21
153,417.144
2.86
138,315.234
15,101.910
10.92
11.93
OMXH 25
766,231.063
12/08
0.07
789,532.323
-2.95
707,490.467
82,041.857
11.60
11.62
ISEQ-Overall
1,625,424.537
12/08
-0.11
1,609,403.945
1.00
1,442,226.657
167,177.288
11.59
11.70
DJIA
6,359,085.870
12/08
-0.36
6,328,790.659
0.48
5,700,940.211
627,850.448
11.01
16.83
Athex Large Cap
590,040.951
12/08
1.16
599,297.331
-1.54
544,145.372
55,151.959
10.14
16.15
ASX 50
826,567.183
12/08
0.41
820,560.514
0.73
726,458.928
94,101.586
12.95
16.28
CAC 40
1,256,599.116
12/08
-0.26
1,310,404.318
-4.11
1,211,091.967
99,312.351
8.20
8.30
NZX 50
1,204,387.744
12/08
0.31
1,156,158.101
4.17
1,073,289.081
82,869.019
7.72
10.28
MDAX
4,185,890.793
12/08
-0.40
4,375,108.468
-4.32
4,082,997.090
292,111.378
7.15
2.77
TecDAX
565,084.599
12/08
-0.27
570,011.745
-0.86
534,225.216
35,786.529
6.70
10.13
CAC Mid 60
2,300,143.776
12/08
-0.08
2,351,980.199
-2.20
2,212,512.334
139,467.865
6.30
5.21
CAC Next 20
2,952,267.118
12/08
-0.27
2,949,736.822
0.09
2,791,047.154
158,689.668
5.69
4.98
S
IPC
465,865.848
12/08
-0.02
464,492.151
0.30
504,663.688
-40,171.536
-7.96
-0.95
Indices - 42 out of 42 instruments rated - 1/07/24 / 5/02/24 - 41 did rise, Market-Ratio(21) in JPY = 97.62 %
Technical Chart
Transactions Indices in Japanese yen * A21 - 73/57 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/06
5/06/06
154
- cash -
short
5/06/06
9/10/06
126
NASDAQ-100
100
0
176,273.623
201,276.224
151,271.023
-25,002.600
-14
10,000
0
long
9/10/06
20/08/07
315
SSE 50 ew
100
0
17,303.868
61,797.911
44,494.043
257
10,000
0
short
20/08/07
27/04/09
616
ISEQ-Overall
100
0
1,283,084.251
337,405.394
4,879,309.060
3,596,224.808
280
10,000
0
long
27/04/09
8/02/10
287
SSE 50 ew
100
0
26,983.768
29,860.286
2,876.518
11
10,000
0
short
8/02/10
22/03/10
42
Athex Large Cap
100
0
1,093,169.392
1,214,198.782
972,140.002
-121,029.390
-11
10,000
0
long
22/03/10
3/05/10
42
Merval
100
0
56,295.000
52,239.477
-4,055.523
-7
10,000
0
short
3/05/10
11/10/10
161
Athex Large Cap
100
0
1,137,785.304
865,129.584
1,496,371.667
358,586.363
32
10,000
0
long
11/10/10
23/05/11
224
SDAX
100
0
523,299.623
622,777.162
99,477.539
19
10,000
0
short
23/05/11
16/01/12
238
Athex Large Cap
100
0
658,149.792
244,591.304
1,770,958.908
1,112,809.116
169
10,000
0
long
16/01/12
21/05/12
126
ISEQ-Overall
100
0
293,175.003
311,714.420
18,539.417
6
10,000
0
short
21/05/12
10/09/12
112
Athex Large Cap
100
0
204,736.695
267,837.925
141,635.465
-63,101.230
-31
10,000
0
long
10/09/12
17/06/13
280
OMXC 20
100
1
6,657.008
8,790.735
2,133.727
32
12,134
44
short
17/06/13
12/08/13
56
RTX
100
0
175,007.489
179,348.131
170,666.846
-4,340.643
-2
12,134
0
long
12/08/13
4/08/14
357
Merval
100
0
64,613.600
103,309.376
38,695.776
60
12,134
0
short
4/08/14
18/08/14
14
PSI 20
100
0
805,911.198
774,917.359
838,144.676
32,233.478
4
12,134
0
long
18/08/14
6/10/14
49
Merval
100
0
107,462.658
140,671.202
33,208.544
31
12,134
0
short
6/10/14
23/02/15
140
PSI 20
100
0
762,155.027
740,172.496
784,790.423
22,635.395
3
12,134
0
long
23/02/15
27/07/15
154
SSE 50 ew
100
0
45,322.100
52,322.428
7,000.327
15
12,134
0
short
27/07/15
6/06/16
315
RTX
100
0
144,049.567
134,910.652
153,807.557
9,757.990
7
12,134
0
long
6/06/16
27/06/16
21
NZX 50
100
0
522,995.546
482,211.185
-40,784.361
-8
12,134
0
short
27/06/16
4/07/16
7
Athex Large Cap
100
0
156,185.865
164,025.404
148,346.327
-7,839.539
-5
12,134
0
long
4/07/16
12/02/18
588
Merval
100
0
103,915.438
163,817.021
59,901.584
58
12,134
0
short
12/02/18
9/07/18
147
IBEX 35
100
0
1,301,002.423
1,292,346.495
1,309,716.327
8,713.904
1
12,134
0
long
9/07/18
23/07/18
14
NASDAQ-100
100
0
806,184.126
821,201.592
15,017.465
2
12,134
0
short
23/07/18
30/07/18
7
SSE 50 ew
100
0
35,103.655
35,118.536
35,088.774
-14.881
0
12,134
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
30/07/18
10/09/18
42
TecDAX
100
0
378,442.676
374,829.179
-3,613.496
-1
12,134
0
short
10/09/18
11/03/19
182
SSE 50 ew
100
0
32,789.880
39,734.394
25,845.366
-6,944.514
-21
12,134
0
long
11/03/19
5/08/19
147
Merval
100
0
94,886.477
95,621.381
734.903
1
12,134
0
short
5/08/19
7/10/19
63
IPC
100
0
213,927.152
235,028.606
192,825.698
-21,101.454
-10
12,134
0
long
7/10/19
2/03/20
147
NZX 50
100
0
739,134.050
749,625.083
10,491.034
1
12,134
0
short
2/03/20
3/08/20
154
Athex Large Cap
100
0
219,691.859
184,373.006
261,776.460
42,084.601
19
12,134
0
long
3/08/20
2/11/20
91
Merval
100
0
76,840.962
63,251.879
-13,589.083
-18
12,134
0
short
2/11/20
9/11/20
7
RTX
100
0
139,817.173
166,246.685
113,387.660
-26,429.513
-19
12,134
0
long
9/11/20
29/11/21
385
Merval
100
0
66,008.433
89,087.920
23,079.487
35
12,134
0
short
29/11/21
13/12/21
14
HSI
100
0
347,899.402
348,340.646
347,458.159
-441.243
0
12,134
0
long
13/12/21
24/01/22
42
Merval
100
0
91,389.561
88,142.696
-3,246.865
-4
12,134
0
short
24/01/22
14/11/22
294
SDAX
100
0
1,863,673.515
1,821,454.971
1,906,870.621
43,197.106
2
12,134
0
long
14/11/22
19/12/22
35
Merval
100
0
132,960.356
133,109.511
149.155
0
12,134
0
short
19/12/22
16/01/23
28
NASDAQ-100
100
0
1,515,513.858
1,484,696.746
1,546,970.625
31,456.767
2
12,134
0
long
16/01/23
26/06/23
161
Merval
100
0
176,989.045
244,044.921
67,055.876
38
12,134
0
short
26/06/23
24/07/23
28
OMXH 25
100
0
684,842.828
690,861.705
678,823.951
-6,018.877
-1
12,134
0
long
24/07/23
28/08/23
35
Merval
100
0
243,316.237
278,505.823
35,189.586
14
12,134
0
short
28/08/23
4/12/23
98
OMXH 25
100
0
679,846.445
694,588.053
665,104.836
-14,741.609
-2
12,134
0
long
4/12/23
12/08/24
252
Merval
100
0
343,430.589
281,119.136
-62,311.453
-18
12,134
0
accum 5/06/06
12/08/24 6680
days out of 6834 invested (98%)
21
12,134
1
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Merval long 22/03/10 3/05/10 42 56,295.00 52,239.48 -4,055.52 -7.20
long 12/08/13 4/08/14 357 64,613.60 103,309.38 38,695.78 59.89
long 18/08/14 6/10/14 49 107,462.66 140,671.20 33,208.54 30.90
long 4/07/16 12/02/18 588 103,915.44 163,817.02 59,901.58 57.64
long 11/03/19 5/08/19 147 94,886.48 95,621.38 734.90 0.77
long 3/08/20 2/11/20 91 76,840.96 63,251.88 -13,589.08 -17.68
long 9/11/20 29/11/21 385 66,008.43 89,087.92 23,079.49 34.96
long 13/12/21 24/01/22 42 91,389.56 88,142.70 -3,246.86 -3.55
long 14/11/22 19/12/22 35 132,960.36 133,109.51 149.15 0.11
long 16/01/23 26/06/23 161 176,989.04 244,044.92 67,055.88 37.89
long 24/07/23 28/08/23 35 243,316.24 278,505.82 35,189.59 14.46
long 4/12/23 12/08/24 252 343,430.59 281,119.14 -62,311.45 -18.14 327.60
ISEQ-Overall short 20/08/07 27/04/09 616 1,283,084.25 337,405.39 4,879,309.06 3,596,224.81 280.28
long 16/01/12 21/05/12 126 293,175.00 311,714.42 18,539.42 6.32 304.33
SSE 50 ew long 9/10/06 20/08/07 315 17,303.87 61,797.91 44,494.04 257.13
long 27/04/09 8/02/10 287 26,983.77 29,860.29 2,876.52 10.66
long 23/02/15 27/07/15 154 45,322.10 52,322.43 7,000.33 15.45
short 23/07/18 30/07/18 7 35,103.65 35,118.54 35,088.77 -14.88 -0.04
short 10/09/18 11/03/19 182 32,789.88 39,734.39 25,845.37 -6,944.51 -21.18 259.47
Athex Large Cap short 8/02/10 22/03/10 42 1,093,169.39 1,214,198.78 972,140.00 -121,029.39 -11.07
short 3/05/10 11/10/10 161 1,137,785.30 865,129.58 1,496,371.67 358,586.36 31.52
short 23/05/11 16/01/12 238 658,149.79 244,591.30 1,770,958.91 1,112,809.12 169.08
short 21/05/12 10/09/12 112 204,736.70 267,837.93 141,635.47 -63,101.23 -30.82
short 27/06/16 4/07/16 7 156,185.87 164,025.40 148,346.33 -7,839.54 -5.02
short 2/03/20 3/08/20 154 219,691.86 184,373.01 261,776.46 42,084.60 19.16 146.40
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
OMXC 20 long 10/09/12 17/06/13 280 6,657.01 8,790.73 2,133.73 32.05 32.05
SDAX long 11/10/10 23/05/11 224 523,299.62 622,777.16 99,477.54 19.01
short 24/01/22 14/11/22 294 1,863,673.52 1,821,454.97 1,906,870.62 43,197.11 2.32 21.77
PSI 20 short 4/08/14 18/08/14 14 805,911.20 774,917.36 838,144.68 32,233.48 4.00
short 6/10/14 23/02/15 140 762,155.03 740,172.50 784,790.42 22,635.40 2.97 7.09
IBEX 35 short 12/02/18 9/07/18 147 1,301,002.42 1,292,346.50 1,309,716.33 8,713.90 0.67 0.67
HSI short 29/11/21 13/12/21 14 347,899.40 348,340.65 347,458.16 -441.24 -0.13 -0.13
TecDAX long 30/07/18 10/09/18 42 378,442.68 374,829.18 -3,613.50 -0.95 -0.95
OMXH 25 short 26/06/23 24/07/23 28 684,842.83 690,861.71 678,823.95 -6,018.88 -0.88
short 28/08/23 4/12/23 98 679,846.44 694,588.05 665,104.84 -14,741.61 -2.17 -3.03
NZX 50 long 6/06/16 27/06/16 21 522,995.55 482,211.18 -40,784.36 -7.80
long 7/10/19 2/03/20 147 739,134.05 749,625.08 10,491.03 1.42 -6.49
IPC short 5/08/19 7/10/19 63 213,927.15 235,028.61 192,825.70 -21,101.45 -9.86 -9.86
NASDAQ-100 short 5/06/06 9/10/06 126 176,273.62 201,276.22 151,271.02 -25,002.60 -14.18
long 9/07/18 23/07/18 14 806,184.13 821,201.59 15,017.47 1.86
short 19/12/22 16/01/23 28 1,515,513.86 1,484,696.75 1,546,970.63 31,456.77 2.08 -10.77
RTX short 17/06/13 12/08/13 56 175,007.49 179,348.13 170,666.85 -4,340.64 -2.48
short 27/07/15 6/06/16 315 144,049.57 134,910.65 153,807.56 9,757.99 6.77
short 2/11/20 9/11/20 7 139,817.17 166,246.69 113,387.66 -26,429.51 -18.90 -15.56
Annotations
28/09/23 Nikkei 225 stock split 1:4 (four for one)
20/02/15 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.
write an annotation