Sat, Sep 30th, 2023, 7:26UTC
Assessment - Indices in Japanese yen - 9/25/23 - RS = 21
⇐
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
5/01/23
prc diff
⇓ Δ21
⇓ ∅-RS
S
HSI
339,140.039
Fri
2.51
337,609.028
0.45
348,563.963
-10,954.936
-3.14
-0.22
SDAX
2,029,213.204
Fri
2.01
2,015,218.413
0.69
2,082,616.666
-67,398.253
-3.24
6.98
S
MDAX
4,109,409.685
Fri
1.39
4,118,046.110
-0.21
4,201,356.878
-83,310.768
-1.98
4.66
Athex Large Cap
462,283.571
Fri
1.37
468,882.241
-1.41
395,787.362
73,094.879
18.47
24.39
S
NZX 50
1,002,523.519
Fri
1.06
1,009,685.416
-0.71
1,017,810.787
-8,125.371
-0.80
1.80
TecDAX
475,914.308
Fri
0.97
472,239.100
0.78
493,035.868
-20,796.769
-4.22
2.75
BEL 20
559,950.823
Fri
0.94
564,328.923
-0.78
573,423.200
-9,094.277
-1.59
3.43
S
CAC Next 20
2,672,611.122
Fri
0.89
2,669,254.263
0.13
2,653,112.276
16,141.987
0.61
6.15
OMXS30
29,016.097
Fri
0.83
29,024.578
-0.03
30,228.905
-1,204.327
-3.98
3.10
CAC Mid 60
2,123,142.208
Fri
0.82
2,113,008.593
0.48
2,198,015.934
-85,007.342
-3.87
2.80
OMXH 25
672,872.082
Fri
0.71
673,806.645
-0.14
716,436.242
-42,629.597
-5.95
-2.37
L
PSI 20
959,829.918
Fri
0.63
964,445.992
-0.48
936,999.522
27,446.471
2.93
10.49
SLI® PR
279,836.723
Fri
0.58
280,969.355
-0.40
273,603.416
7,365.939
2.69
8.44
CDAX
213,294.487
Fri
0.55
214,090.362
-0.37
212,777.487
1,312.875
0.62
9.48
ATX
499,294.120
Fri
0.52
494,534.630
0.96
491,498.921
3,035.709
0.62
6.00
BSE Sensex
117,834.487
Fri
0.49
118,184.079
-0.30
102,695.559
15,488.520
15.08
13.55
SMI® PR
1,789,280.563
Fri
0.42
1,797,571.296
-0.46
1,755,075.622
42,495.674
2.42
7.78
DAX
2,424,912.773
Fri
0.41
2,427,891.395
-0.12
2,401,559.670
26,331.725
1.10
9.97
S
AEX
114,856.575
Fri
0.39
114,517.737
0.30
114,402.288
115.449
0.10
5.86
ASX 50
659,449.296
Fri
0.32
660,958.508
-0.23
654,721.029
6,237.478
0.95
2.21
STI
350,417.117
Fri
0.32
350,198.202
0.06
336,765.756
13,432.446
3.99
5.77
Euro Stoxx 50
657,922.241
Fri
0.31
656,773.345
0.17
657,510.368
-737.023
-0.11
8.92
MIB 40
4,451,115.837
Fri
0.29
4,473,006.338
-0.49
4,084,057.165
388,949.173
9.52
16.76
L
OBX Price
7,949.779
Fri
0.27
7,895.184
0.69
7,084.763
810.421
11.44
7.21
CAC 40
1,124,478.321
Fri
0.26
1,122,716.364
0.16
1,129,935.454
-7,219.089
-0.64
9.21
⇓ instrument
freshest
Δday
9/25/23
⇓ Δwk
5/01/23
prc diff
⇓ Δ21
⇓ ∅-RS
ISEQ-Overall
1,326,444.591
Fri
0.24
1,318,860.928
0.58
1,271,808.227
47,052.700
3.70
12.68
S&P Global 100
442,046.964
Fri
0.13
446,065.343
-0.90
401,907.067
44,158.276
10.99
14.42
DJ Global Titans
74,067.009
Fri
0.12
74,624.910
-0.75
64,163.525
10,461.385
16.30
18.99
NASDAQ-100
2,189,235.405
Fri
0.08
2,197,224.555
-0.36
1,817,671.186
379,553.369
20.88
23.44
FTSE
1,382,704.186
Fri
0.08
1,385,595.694
-0.21
1,352,585.504
33,010.190
2.44
8.49
Stoxx 50
617,766.016
Fri
0.07
618,817.201
-0.17
610,631.207
8,185.995
1.34
9.34
IBEX 35
1,485,843.372
Fri
0.01
1,479,224.214
0.45
1,393,810.789
85,413.425
6.13
13.41
TSX 60
129,912.470
Fri
-0.02
131,191.993
-0.98
126,330.069
4,861.924
3.85
5.80
Nikkei 225
31,857.600
Fri
-0.05
32,678.600
-2.51
29,123.200
3,555.400
12.21
12.65
S&P 500
639,179.614
Fri
-0.08
645,297.190
-0.95
572,559.211
72,737.979
12.70
13.48
S&P 100
298,995.058
Fri
-0.15
302,616.211
-1.20
262,691.711
39,924.500
15.20
16.80
Kospi 50
250.012
Wed
-0.22
254.093
-1.61
230.601
23.492
10.19
9.27
S
SSE 50 ew
38,874.664
Fri
-0.30
39,082.336
-0.53
41,648.346
-2,566.010
-6.16
-2.49
OMXC 20
44,904.246
Fri
-0.42
44,624.612
0.63
42,059.240
2,565.372
6.10
17.85
DJIA
4,985,036.244
Fri
-0.47
5,059,333.852
-1.47
4,677,836.521
381,497.332
8.16
9.20
S
IPC
435,095.203
Fri
-1.41
440,280.248
-1.18
422,337.122
17,943.126
4.25
11.64
Merval
239,237.967
Fri
-3.25
233,274.538
2.56
183,867.963
49,406.575
26.87
34.18
Indices - 42 out of 42 instruments rated - 9/25/23 / 5/01/23 - 30 did rise, Market-Ratio(21) in JPY = 71.43 %
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
1/02/06
6/05/06
154
- cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
0
176,273.623
201,276.224
151,271.023
-25,002.600
-14
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
0
17,303.868
61,797.911
44,494.043
257
10,000
0
short
8/20/07
4/27/09
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
4/27/09
2/08/10
287
SSE 50 ew
100
0
26,983.768
29,860.286
2,876.518
11
10,000
0
short
2/08/10
3/22/10
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
3/22/10
5/03/10
42
Merval
100
0
56,295.000
52,239.477
-4,055.523
-7
10,000
0
short
5/03/10
10/11/10
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
10/11/10
5/23/11
224
SDAX
100
0
523,299.623
622,777.162
99,477.539
19
10,000
0
short
5/23/11
1/16/12
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
1/16/12
5/21/12
126
ISEQ-Overall
100
0
293,175.003
311,714.420
18,539.417
6
10,000
0
short
5/21/12
9/10/12
112
Athex Large Cap
100
0
204,736.695
267,837.925
141,635.465
-63,101.230
-31
10,000
0
long
9/10/12
6/17/13
280
OMXC 20
100
1
6,657.008
8,790.735
2,133.727
32
12,134
44
short
6/17/13
8/12/13
56
RTX
100
0
175,007.489
179,348.131
170,666.846
-4,340.643
-2
12,134
0
long
8/12/13
8/04/14
357
Merval
100
0
64,613.600
103,309.376
38,695.776
60
12,134
0
short
8/04/14
8/18/14
14
PSI 20
100
0
805,911.198
774,917.359
838,144.676
32,233.478
4
12,134
0
long
8/18/14
10/06/14
49
Merval
100
0
107,462.658
140,671.202
33,208.544
31
12,134
0
short
10/06/14
2/23/15
140
PSI 20
100
0
762,155.027
740,172.496
784,790.423
22,635.395
3
12,134
0
long
2/23/15
7/27/15
154
SSE 50 ew
100
0
45,322.100
52,322.428
7,000.327
15
12,134
0
short
7/27/15
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
6/27/16
21
NZX 50
100
0
522,995.546
482,211.185
-40,784.361
-8
12,134
0
short
6/27/16
7/04/16
7
Athex Large Cap
100
0
156,185.865
164,025.404
148,346.327
-7,839.539
-5
12,134
0
long
7/04/16
2/12/18
588
Merval
100
0
103,915.438
163,817.021
59,901.584
58
12,134
0
short
2/12/18
7/09/18
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
7/09/18
7/23/18
14
NASDAQ-100
100
0
806,184.126
821,201.592
15,017.465
2
12,134
0
short
7/23/18
7/30/18
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
7/30/18
9/10/18
42
TecDAX
100
0
378,442.676
374,829.179
-3,613.496
-1
12,134
0
short
9/10/18
3/11/19
182
SSE 50 ew
100
0
32,789.880
39,734.394
25,845.366
-6,944.514
-21
12,134
0
long
3/11/19
8/05/19
147
Merval
100
0
94,886.477
95,621.381
734.903
1
12,134
0
short
8/05/19
10/07/19
63
IPC
100
0
213,927.152
235,028.606
192,825.698
-21,101.454
-10
12,134
0
long
10/07/19
3/02/20
147
NZX 50
100
0
739,134.050
749,625.083
10,491.034
1
12,134
0
short
3/02/20
8/03/20
154
Athex Large Cap
100
0
219,691.859
184,373.006
261,776.460
42,084.601
19
12,134
0
long
8/03/20
11/02/20
91
Merval
100
0
76,840.962
63,251.879
-13,589.083
-18
12,134
0
short
11/02/20
11/09/20
7
RTX
100
0
139,817.173
166,246.685
113,387.660
-26,429.513
-19
12,134
0
long
11/09/20
11/29/21
385
Merval
100
0
66,008.433
89,087.920
23,079.487
35
12,134
0
short
11/29/21
12/13/21
14
HSI
100
0
347,899.402
348,340.646
347,458.159
-441.243
0
12,134
0
long
12/13/21
1/24/22
42
Merval
100
0
91,389.561
88,142.696
-3,246.865
-4
12,134
0
short
1/24/22
11/14/22
294
SDAX
100
0
1,863,673.515
1,821,454.971
1,906,870.621
43,197.106
2
12,134
0
long
11/14/22
12/19/22
35
Merval
100
0
132,960.356
133,109.511
149.155
0
12,134
0
short
12/19/22
1/16/23
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
1/16/23
6/26/23
161
Merval
100
0
176,989.045
244,044.921
67,055.876
38
12,134
0
short
6/26/23
7/24/23
28
OMXH 25
100
0
684,842.828
690,861.705
678,823.951
-6,018.877
-1
12,134
0
long
7/24/23
8/28/23
35
Merval
100
0
243,316.237
278,505.823
35,189.586
14
12,134
0
short
8/28/23
9/29/23
32
OMXH 25
100
0
679,846.445
672,872.082
686,893.096
7,046.652
1
12,134
0
accum 6/05/06
9/29/23 6326
days out of 6480 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 3/22/10 5/03/10 42 56,295.00 52,239.48 -4,055.52 -7.20
long 8/12/13 8/04/14 357 64,613.60 103,309.38 38,695.78 59.89
long 8/18/14 10/06/14 49 107,462.66 140,671.20 33,208.54 30.90
long 7/04/16 2/12/18 588 103,915.44 163,817.02 59,901.58 57.64
long 3/11/19 8/05/19 147 94,886.48 95,621.38 734.90 0.77
long 8/03/20 11/02/20 91 76,840.96 63,251.88 -13,589.08 -17.68
long 11/09/20 11/29/21 385 66,008.43 89,087.92 23,079.49 34.96
long 12/13/21 1/24/22 42 91,389.56 88,142.70 -3,246.86 -3.55
long 11/14/22 12/19/22 35 132,960.36 133,109.51 149.15 0.11
long 1/16/23 6/26/23 161 176,989.04 244,044.92 67,055.88 37.89
long 7/24/23 8/28/23 35 243,316.24 278,505.82 35,189.59 14.46 422.38
ISEQ-Overall short 8/20/07 4/27/09 616 1,283,084.25 337,405.39 4,879,309.06 3,596,224.81 280.28
long 1/16/12 5/21/12 126 293,175.00 311,714.42 18,539.42 6.32 304.33
SSE 50 ew long 10/09/06 8/20/07 315 17,303.87 61,797.91 44,494.04 257.13
long 4/27/09 2/08/10 287 26,983.77 29,860.29 2,876.52 10.66
long 2/23/15 7/27/15 154 45,322.10 52,322.43 7,000.33 15.45
short 7/23/18 7/30/18 7 35,103.65 35,118.54 35,088.77 -14.88 -0.04
short 9/10/18 3/11/19 182 32,789.88 39,734.39 25,845.37 -6,944.51 -21.18 259.47
Athex Large Cap short 2/08/10 3/22/10 42 1,093,169.39 1,214,198.78 972,140.00 -121,029.39 -11.07
short 5/03/10 10/11/10 161 1,137,785.30 865,129.58 1,496,371.67 358,586.36 31.52
short 5/23/11 1/16/12 238 658,149.79 244,591.30 1,770,958.91 1,112,809.12 169.08
short 5/21/12 9/10/12 112 204,736.70 267,837.93 141,635.47 -63,101.23 -30.82
short 6/27/16 7/04/16 7 156,185.87 164,025.40 148,346.33 -7,839.54 -5.02
short 3/02/20 8/03/20 154 219,691.86 184,373.01 261,776.46 42,084.60 19.16 146.40
OMXC 20 long 9/10/12 6/17/13 280 6,657.01 8,790.73 2,133.73 32.05 32.05
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
SDAX long 10/11/10 5/23/11 224 523,299.62 622,777.16 99,477.54 19.01
short 1/24/22 11/14/22 294 1,863,673.52 1,821,454.97 1,906,870.62 43,197.11 2.32 21.77
PSI 20 short 8/04/14 8/18/14 14 805,911.20 774,917.36 838,144.68 32,233.48 4.00
short 10/06/14 2/23/15 140 762,155.03 740,172.50 784,790.42 22,635.40 2.97 7.09
IBEX 35 short 2/12/18 7/09/18 147 1,301,002.42 1,292,346.50 1,309,716.33 8,713.90 0.67 0.67
OMXH 25 short 6/26/23 7/24/23 28 684,842.83 690,861.71 678,823.95 -6,018.88 -0.88
short 8/28/23 9/29/23 32 679,846.44 672,872.08 686,893.10 7,046.65 1.04 0.15
HSI short 11/29/21 12/13/21 14 347,899.40 348,340.65 347,458.16 -441.24 -0.13 -0.13
TecDAX long 7/30/18 9/10/18 42 378,442.68 374,829.18 -3,613.50 -0.95 -0.95
NZX 50 long 6/06/16 6/27/16 21 522,995.55 482,211.18 -40,784.36 -7.80
long 10/07/19 3/02/20 147 739,134.05 749,625.08 10,491.03 1.42 -6.49
IPC short 8/05/19 10/07/19 63 213,927.15 235,028.61 192,825.70 -21,101.45 -9.86 -9.86
NASDAQ-100 short 6/05/06 10/09/06 126 176,273.62 201,276.22 151,271.02 -25,002.60 -14.18
long 7/09/18 7/23/18 14 806,184.13 821,201.59 15,017.47 1.86
short 12/19/22 1/16/23 28 1,515,513.86 1,484,696.75 1,546,970.63 31,456.77 2.08 -10.77
RTX short 6/17/13 8/12/13 56 175,007.49 179,348.13 170,666.85 -4,340.64 -2.48
short 7/27/15 6/06/16 315 144,049.57 134,910.65 153,807.56 9,757.99 6.77
short 11/02/20 11/09/20 7 139,817.17 166,246.69 113,387.66 -26,429.51 -18.90 -15.56
Annotations
9/28/23 Nikkei 225 stock split 1:4 (four for one)
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.
write an annotation