Tue, 3rd Dec 2024, 0:20UTC
Assessment - Indices - 1/07/24 - RS = 21
⇐
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
⇓ Δ21
Curr
⇓ ∅-RS
DJ Global Titans
645.640
12/08
677.730
-4.73
585.840
91.890
15.69
USD
21.47
L
S&P Global 100
3,757.070
12/08
0.32
3,950.270
-4.89
3,414.600
535.670
15.69
USD
20.37
S&P 500
5,344.390
12/08
5,475.090
-2.39
4,942.810
532.280
10.77
USD
15.95
DJIA
39,357.000
12/08
-0.36
39,169.500
0.48
38,380.100
789.400
2.06
USD
6.52
NASDAQ-100
18,542.000
12/08
0.16
19,812.200
-6.41
17,613.000
2,199.200
12.49
USD
21.25
S&P 100
2,566.840
12/08
0.17
2,663.800
-3.64
2,348.360
315.440
13.43
USD
19.22
TSX 60
1,342.070
12/08
0.21
1,304.800
2.86
1,259.040
45.760
3.63
CAD
3.43
S
IPC
53,040.400
12/08
-0.02
52,884.000
0.30
58,226.800
-5,342.800
-9.18
MXN
-3.46
Merval
1,588,910.000
12/08
0.32
1,594,730.000
-0.36
1,261,000.000
333,730.000
26.47
ARS
107.28
Stoxx 50
4,344.220
12/08
-0.16
4,507.920
-3.63
4,216.570
291.350
6.91
EUR
8.95
Euro Stoxx 50
4,671.880
12/08
-0.07
4,929.990
-5.24
4,655.270
274.720
5.90
EUR
7.68
CDAX
1,528.380
12/08
0.01
1,586.900
-3.69
1,465.570
121.330
8.28
EUR
7.60
DAX
17,726.500
12/08
0.02
18,290.700
-3.08
16,904.100
1,386.600
8.20
EUR
8.65
MDAX
24,152.900
12/08
-0.40
25,244.700
-4.32
25,588.300
-343.600
-1.34
EUR
-3.85
SDAX
13,627.900
12/08
0.02
14,421.500
-5.50
13,796.300
625.200
4.53
EUR
6.63
TecDAX
3,260.580
12/08
-0.27
3,289.010
-0.86
3,348.010
-59.000
-1.76
EUR
3.25
ATX
3,568.200
12/08
0.19
3,648.520
-2.20
3,420.010
228.510
6.68
EUR
7.12
CAC 40
7,250.670
12/08
-0.26
7,561.130
-4.11
7,589.960
-28.830
-0.38
EUR
0.61
CAC Next 20
17,034.800
12/08
-0.27
17,020.200
0.09
17,491.600
-471.400
-2.70
EUR
-1.75
CAC Mid 60
13,272.000
12/08
-0.08
13,571.100
-2.20
13,865.900
-294.800
-2.13
EUR
-1.95
L
AEX
885.650
12/08
0.26
923.050
-4.05
824.290
98.760
11.98
EUR
15.63
BEL 20
4,040.470
12/08
-0.47
3,897.960
3.66
3,625.620
272.340
7.51
EUR
4.28
ISEQ-Overall
9,378.820
12/08
-0.11
9,286.380
1.00
9,038.490
247.890
2.74
EUR
5.31
Athex Large Cap
3,404.580
12/08
1.16
3,457.990
-1.54
3,410.180
47.810
1.40
EUR
6.23
MIB 40
31,928.300
12/08
0.46
33,716.500
-5.30
30,952.800
2,763.700
8.93
EUR
8.06
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
⇓ Δ21
Curr
⇓ ∅-RS
PSI 20
6,556.340
12/08
0.09
6,593.850
-0.57
6,223.450
370.400
5.95
EUR
3.76
IBEX 35
10,646.200
12/08
0.07
11,057.000
-3.72
9,941.300
1,115.700
11.22
EUR
9.95
OMXC 20
2,670.230
12/08
-2.06
2,895.730
-7.79
2,502.020
393.710
15.74
DKK
22.89
OMXH 25
4,421.210
12/08
0.07
4,555.660
-2.95
4,433.870
121.790
2.75
EUR
2.38
FTSE
8,210.250
12/08
0.52
8,166.760
0.53
7,612.860
553.900
7.28
GBP
6.12
OBX Price
614.590
12/08
1.02
614.480
0.02
551.780
62.700
11.36
NOK
5.03
OMXS30
2,460.900
12/08
0.09
2,584.830
-4.79
2,339.890
244.940
10.47
SEK
10.06
L
SLI® PR
1,919.120
12/08
0.02
1,951.640
-1.67
1,806.480
145.160
8.04
CHF
8.66
L
SMI® PR
11,873.700
12/08
0.07
12,049.600
-1.46
11,274.500
775.100
6.87
CHF
7.15
NZX 50
12,281.200
12/08
0.31
11,789.400
4.17
11,928.700
-139.300
-1.17
NZD
0.59
ASX 50
7,692.300
12/08
0.41
7,636.400
0.73
7,538.300
98.100
1.30
AUD
4.73
Nikkei 225
35,025.000
9/08
0.56
39,631.100
-11.62
36,354.200
3,276.900
9.01
JPY
9.57
Kospi 50
2,453.750
12/08
1.10
2,671.890
-8.16
2,427.390
244.500
10.07
KRW
8.25
L
SSE 50 ew
1,788.480
12/08
-0.09
1,866.650
-4.19
1,695.910
170.740
10.07
CNY
0.51
L
HSI
17,111.700
12/08
0.13
17,718.600
-3.43
15,510.000
2,208.600
14.24
HKD
2.65
L
STI
3,235.380
12/08
-0.81
3,338.570
-3.09
3,134.290
204.280
6.52
SGD
3.13
BSE Sensex
79,648.900
12/08
-0.07
79,476.200
0.22
71,731.400
7,744.800
10.80
INR
11.19
Indices - 42 out of 42 instruments rated - 1/07/24 / 5/02/24 - 35 did rise, Market-Ratio(21) = 83.33 %
Technical Chart
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
2/01/06
5/06/06
154
- cash -
short
5/06/06
9/10/06
126
NASDAQ-100
100
6
USD
1,577.500
1,691.080
1,463.920
-113.580
-7
9,319
-19
long
9/10/06
20/08/07
315
SSE 50 ew
100
8
CNY
1,149.580
4,104.660
2,955.080
257
32,959
337
short
20/08/07
27/04/09
616
ISEQ-Overall
100
3
EUR
8,327.390
2,622.050
26,447.026
18,119.636
218
87,318
98
long
27/04/09
8/02/10
287
SSE 50 ew
100
46
CNY
1,895.700
2,284.390
388.690
21
105,198
27
short
8/02/10
22/03/10
42
Athex Large Cap
100
11
EUR
8,951.600
9,909.400
7,993.800
-957.800
-11
94,662
-63
long
22/03/10
3/05/10
42
Merval
100
39
ARS
2,402.450
2,160.200
-242.250
-10
85,214
-60
short
3/05/10
11/10/10
161
Athex Large Cap
100
9
EUR
9,117.600
7,569.600
10,982.169
1,864.569
20
101,995
52
long
11/10/10
23/05/11
224
SDAX
100
22
EUR
4,578.700
5,383.620
804.920
18
119,704
30
short
23/05/11
16/01/12
238
Athex Large Cap
100
21
EUR
5,689.400
2,507.600
12,908.467
7,219.067
127
271,304
251
long
16/01/12
21/05/12
126
ISEQ-Overall
100
90
EUR
3,005.690
3,087.810
82.120
3
278,695
8
short
21/05/12
10/09/12
112
Athex Large Cap
100
137
EUR
2,028.100
2,671.700
1,384.500
-643.600
-32
190,522
-71
long
10/09/12
17/06/13
280
OMXC 20
100
385
DKK
494.790
522.110
27.320
6
201,040
7
short
17/06/13
12/08/13
56
RTX
100
108
USD
1,859.890
1,850.700
1,869.126
9.236
0
202,037
3
long
12/08/13
4/08/14
357
Merval
100
55
ARS
3,668.830
8,321.410
4,652.580
127
457,929
131
short
4/08/14
18/08/14
14
PSI 20
100
78
EUR
5,854.360
5,654.350
6,061.445
207.085
4
474,082
148
long
18/08/14
6/10/14
49
Merval
100
54
ARS
8,670.140
10,925.500
2,255.360
26
595,871
460
short
6/10/14
23/02/15
140
PSI 20
100
107
EUR
5,537.710
5,494.440
5,581.321
43.611
1
600,538
2
long
23/02/15
27/07/15
154
SSE 50 ew
100
251
CNY
2,386.700
2,634.850
248.150
10
662,823
26
short
27/07/15
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
27/06/16
21
NZX 50
100
87
NZD
7,024.380
6,716.580
-307.800
-4
587,447
-54
short
27/06/16
4/07/16
7
Athex Large Cap
100
423
EUR
1,385.560
1,434.290
1,336.830
-48.730
-4
566,834
-85
long
4/07/16
12/02/18
588
Merval
100
37
ARS
15,229.300
30,143.400
14,914.100
98
1,118,656
53
short
12/02/18
9/07/18
147
IBEX 35
100
114
EUR
9,771.100
9,927.000
9,615.200
-155.900
-2
1,100,883
-4
long
9/07/18
23/07/18
14
NASDAQ-100
100
151
USD
7,276.000
7,371.780
95.780
1
1,115,346
41
short
23/07/18
30/07/18
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
30/07/18
10/09/18
42
TecDAX
100
379
EUR
2,912.240
2,908.990
-3.250
0
1,105,252
-1
short
10/09/18
11/03/19
182
SSE 50 ew
100
546
CNY
2,022.660
2,385.150
1,660.170
-362.490
-18
907,333
-33
long
11/03/19
5/08/19
147
Merval
100
26
ARS
33,834.900
40,873.400
7,038.500
21
1,090,334
60
short
5/08/19
7/10/19
63
IPC
100
27
MXN
39,496.400
42,952.300
36,040.500
-3,455.900
-9
997,024
-41
long
7/10/19
2/03/20
147
NZX 50
100
90
NZD
10,975.600
11,103.400
127.800
1
1,008,526
3
short
2/03/20
3/08/20
154
Athex Large Cap
100
553
EUR
1,823.290
1,479.090
2,247.589
424.299
23
1,243,164
64
long
3/08/20
2/11/20
91
Merval
100
23
ARS
52,504.200
47,467.600
-5,036.600
-10
1,127,322
-33
short
2/11/20
9/11/20
7
RTX
100
845
USD
1,333.900
1,576.970
1,090.830
-243.070
-18
921,928
-100
long
9/11/20
29/11/21
385
Merval
100
18
ARS
49,650.400
79,094.900
29,444.500
59
1,451,929
55
short
29/11/21
13/12/21
14
HSI
100
60
HKD
23,852.200
23,954.600
23,749.800
-102.400
0
1,445,785
-11
long
13/12/21
24/01/22
42
Merval
100
17
ARS
81,947.600
81,004.400
-943.200
-1
1,429,750
-10
short
24/01/22
14/11/22
294
SDAX
100
98
EUR
14,463.900
12,569.300
16,644.078
2,180.178
15
1,643,408
19
long
14/11/22
19/12/22
35
Merval
100
10
ARS
153,399.000
168,966.000
15,567.000
10
1,799,078
174
short
19/12/22
16/01/23
28
NASDAQ-100
100
162
USD
11,084.600
11,541.500
10,627.700
-456.900
-4
1,725,060
-42
long
16/01/23
26/06/23
161
Merval
100
6
ARS
250,556.000
432,406.000
181,850.000
73
2,816,160
245
short
26/06/23
24/07/23
28
OMXH 25
100
644
EUR
4,371.300
4,412.140
4,330.460
-40.840
-1
2,789,859
-12
long
24/07/23
28/08/23
35
Merval
100
5
ARS
466,663.000
665,524.000
198,861.000
43
3,784,164
3,952
short
28/08/23
4/12/23
98
OMXH 25
100
881
EUR
4,294.210
4,357.270
4,231.150
-63.060
-1
3,728,608
-5
long
4/12/23
12/08/24
252
Merval
100
4
ARS
845,384.000
1,588,910.000
743,526.000
88
6,702,712
149
accum 5/06/06
12/08/24 6756
days out of 6910 invested (98%)
66,927
6,702,712
42
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 2,402.45 2,160.20 -242.25 -10.08
long 12/08/13 4/08/14 357 3,668.83 8,321.41 4,652.58 126.81
long 18/08/14 6/10/14 49 8,670.14 10,925.50 2,255.36 26.01
long 4/07/16 12/02/18 588 15,229.30 30,143.40 14,914.10 97.93
long 11/03/19 5/08/19 147 33,834.90 40,873.40 7,038.50 20.80
long 3/08/20 2/11/20 91 52,504.20 47,467.60 -5,036.60 -9.59
long 9/11/20 29/11/21 385 49,650.40 79,094.90 29,444.50 59.30
long 13/12/21 24/01/22 42 81,947.60 81,004.40 -943.20 -1.15
long 14/11/22 19/12/22 35 153,399.00 168,966.00 15,567.00 10.15
long 16/01/23 26/06/23 161 250,556.00 432,406.00 181,850.00 72.58
long 24/07/23 28/08/23 35 466,663.00 665,524.00 198,861.00 42.61
long 4/12/23 12/08/24 252 845,384.00 1,588,910.00 743,526.00 87.95 4,357.41
SSE 50 ew long 9/10/06 20/08/07 315 1,149.58 4,104.66 2,955.08 257.06
long 27/04/09 8/02/10 287 1,895.70 2,284.39 388.69 20.50
long 23/02/15 27/07/15 154 2,386.70 2,634.85 248.15 10.40
short 23/07/18 30/07/18 7 2,139.79 2,156.80 2,122.78 -17.01 -0.79
short 10/09/18 11/03/19 182 2,022.66 2,385.15 1,660.17 -362.49 -17.92 286.78
ISEQ-Overall short 20/08/07 27/04/09 616 8,327.39 2,622.05 26,447.03 18,119.64 217.59
long 16/01/12 21/05/12 126 3,005.69 3,087.81 82.12 2.73 226.27
Athex Large Cap short 8/02/10 22/03/10 42 8,951.60 9,909.40 7,993.80 -957.80 -10.70
short 3/05/10 11/10/10 161 9,117.60 7,569.60 10,982.17 1,864.57 20.45
short 23/05/11 16/01/12 238 5,689.40 2,507.60 12,908.47 7,219.07 126.89
short 21/05/12 10/09/12 112 2,028.10 2,671.70 1,384.50 -643.60 -31.73
short 27/06/16 4/07/16 7 1,385.56 1,434.29 1,336.83 -48.73 -3.52
short 2/03/20 3/08/20 154 1,823.29 1,479.09 2,247.59 424.30 23.27 98.15
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
SDAX long 11/10/10 23/05/11 224 4,578.70 5,383.62 804.92 17.58
short 24/01/22 14/11/22 294 14,463.90 12,569.30 16,644.08 2,180.18 15.07 35.30
OMXC 20 long 10/09/12 17/06/13 280 494.79 522.11 27.32 5.52 5.52
PSI 20 short 4/08/14 18/08/14 14 5,854.36 5,654.35 6,061.44 207.08 3.54
short 6/10/14 23/02/15 140 5,537.71 5,494.44 5,581.32 43.61 0.79 4.35
TecDAX long 30/07/18 10/09/18 42 2,912.24 2,908.99 -3.25 -0.11 -0.11
HSI short 29/11/21 13/12/21 14 23,852.20 23,954.60 23,749.80 -102.40 -0.43 -0.43
IBEX 35 short 12/02/18 9/07/18 147 9,771.10 9,927.00 9,615.20 -155.90 -1.60 -1.60
OMXH 25 short 26/06/23 24/07/23 28 4,371.30 4,412.14 4,330.46 -40.84 -0.93
short 28/08/23 4/12/23 98 4,294.21 4,357.27 4,231.15 -63.06 -1.47 -2.39
NZX 50 long 6/06/16 27/06/16 21 7,024.38 6,716.58 -307.80 -4.38
long 7/10/19 2/03/20 147 10,975.60 11,103.40 127.80 1.16 -3.27
IPC short 5/08/19 7/10/19 63 39,496.40 42,952.30 36,040.50 -3,455.90 -8.75 -8.75
NASDAQ-100 short 5/06/06 9/10/06 126 1,577.50 1,691.08 1,463.92 -113.58 -7.20
long 9/07/18 23/07/18 14 7,276.00 7,371.78 95.78 1.32
short 19/12/22 16/01/23 28 11,084.60 11,541.50 10,627.70 -456.90 -4.12 -9.85
RTX short 17/06/13 12/08/13 56 1,859.89 1,850.70 1,869.13 9.24 0.50
short 27/07/15 6/06/16 315 1,168.61 1,254.32 1,082.90 -85.71 -7.33
short 2/11/20 9/11/20 7 1,333.90 1,576.97 1,090.83 -243.07 -18.22 -23.84
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