Share-o-matic - Assessment Indices

Assessment - Indices in Dollar - 12/09/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	7/15/19	prc diff	⇓ Δ21	∅-RS
	L	ISEQ-Overall	7,954.230	Fri	1.60	7,836.195	1.51	7,120.220	715.975	10.06	13.98
	L	RTX	2,198.490	Fri	0.25	2,142.780	2.60	2,033.570	109.210	5.37	14.46
	L	NASDAQ-100	8,487.710	Fri	0.25	8,362.740	1.49	7,966.930	395.810	4.97	12.67
	L	OMXC 20	165.690	Fri	0.16	165.901	-0.13	150.342	15.560	10.35	10.49
	L	SDAX	13,777.059	Fri	0.96	13,541.719	1.74	12,494.280	1,047.440	8.38	10.30
		NZX 50	7,368.357	Fri	-0.59	7,360.492	0.11	7,169.484	191.008	2.66	10.71
	L	TecDAX	3,373.978	Fri	0.31	3,378.160	-0.12	3,270.619	107.542	3.29	9.47
		Athex Large Cap	2,482.088	Fri	0.51	2,406.075	3.16	2,381.152	24.924	1.05	9.32
	L	GCX PR	2,650.400	Fri	0.38	2,608.753	1.60	2,512.866	95.887	3.82	9.27
	L	S&P 100	1,413.620	Fri	0.08	1,398.340	1.09	1,333.240	65.100	4.88	10.77
	L	DJ Global Titans	357.820	Fri	0.32	353.160	1.32	338.860	14.300	4.22	10.20
	L	DAX	14,696.511	Fri	0.46	14,500.560	1.35	13,951.197	549.363	3.94	8.54
	L	S&P 500	3,168.800	Fri	0.01	3,135.960	1.05	3,014.300	121.660	4.04	9.87
	L	CDAX	1,371.167	Fri	0.61	1,351.727	1.44	1,294.895	56.832	4.39	8.14
	L	BEL 20	4,355.058	Fri	0.11	4,362.151	-0.16	4,079.998	282.152	6.92	8.15
	L	OMXS30	185.738	Fri	0.68	182.925	1.54	174.614	8.311	4.76	8.31
	L	S&P Global 100	2,143.830	Fri	0.37	2,111.090	1.55	2,013.170	97.920	4.86	9.61
	L	MDAX	30,729.158	Fri	0.95	30,292.668	1.44	29,275.292	1,017.376	3.48	8.01
	L	AEX	667.028	Fri	0.53	666.365	0.10	641.129	25.235	3.94	7.94
		MIB 40	25,812.471	Fri	-0.26	25,400.432	1.62	24,978.085	422.347	1.69	7.79
	L	Nikkei 225	221.234	Fri	2.55	215.778	2.53	201.100	14.679	7.30	9.70
	L	SLI® PR	1,628.087	Fri	-0.09	1,625.112	0.18	1,536.170	88.942	5.79	9.66
	L	CAC 40	6,549.040	Fri	0.59	6,458.567	1.40	6,282.459	176.108	2.80	7.46
	L	SMI® PR	10,555.515	Fri	-0.21	10,561.183	-0.05	9,963.394	597.788	6.00	9.63
	L	Euro Stoxx 50	4,128.205	Fri	0.67	4,063.047	1.60	3,944.375	118.672	3.01	7.27
		⇓instrument	freshest		⇓ Δday	12/09/19	⇓ Δwk	7/15/19	prc diff	⇓ Δ21	∅-RS
	L	Merval	613.570	Fri	3.56	607.554	0.99	984.204	-376.650	-38.27	-15.04
	L	CAC Next 20	20,279.939	Fri	0.66	20,153.030	0.63	19,059.529	1,093.501	5.74	7.02
	L	Stoxx 50	3,722.064	Fri	0.79	3,679.721	1.15	3,586.599	93.121	2.60	6.05
	L	DJIA	28,135.400	Fri	0.01	27,909.600	0.81	27,359.200	550.400	2.01	7.46
	L	BSE Sensex	577.567	Fri	1.05	570.211	1.29	567.540	2.671	0.47	6.23
		ASX 50	4,578.471	Fri	0.34	4,576.421	0.04	4,645.424	-69.003	-1.49	4.48
	L	CAC Mid 60	15,096.821	Fri	0.31	15,048.248	0.32	15,135.449	-87.201	-0.58	3.90
		TSX 60	767.540	Fri	0.25	764.464	0.40	757.038	7.426	0.98	5.49
	L	ATX	3,505.268	Fri	0.05	3,456.618	1.41	3,375.968	80.650	2.39	2.42
	L	Kospi 50	1.669	Fri	1.82	1.600	4.35	1.556	0.044	2.82	1.33
		SSE 50 ew	337.941	Fri	2.46	328.591	2.85	333.129	-4.539	-1.36	1.48
	L	IBEX 35	10,581.660	Fri	1.01	10,350.304	2.24	10,500.705	-150.401	-1.43	1.14
		OMXH 25	4,536.249	Fri	0.86	4,479.699	1.26	4,497.116	-17.417	-0.39	0.37
	L	PSI 20	5,757.228	Fri	0.15	5,710.901	0.81	5,924.098	-213.196	-3.60	0.23
	L	OBX Price	51.334	Fri	0.66	51.216	0.23	54.605	-3.389	-6.21	-2.78
		FTSE	9,676.319	Fri	1.10	9,519.018	1.65	9,427.206	91.812	0.97	3.54
		STI	2,364.621	Fri	0.61	2,339.437	1.08	2,469.143	-129.706	-5.25	-0.49
		IPC	2,302.022	Fri	2.51	2,181.234	5.54	2,271.377	-90.144	-3.97	-1.56
		HSI	3,538.129	Fri	2.57	3,385.667	4.50	3,649.895	-264.228	-7.24	-3.29
Indices - 44 out of 44 instruments rated - 12/09/19 / 7/15/19 - 33 did rise, Market-Ratio(21) in USD = 75.00 %

Technical Chart

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

1/05/15	scale up chart	12/09/19

Transactions Indices in Dollar * 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	6	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	64	145.383	540.451		395.068	272	34,603	358
short	8/20/07	4/27/09	616		ISEQ-Overall	100	3	11,221.158	3,472.119	36,264.426	25,043.268	223	109,733	100
long	4/27/09	2/08/10	287		SSE 50 ew	100	395	277.680	334.571		56.891	20	132,205	27
short	2/08/10	3/22/10	42		Athex Large Cap	100	10	12,248.474	13,407.418	11,089.530	-1,158.944	-9	120,615	-58
long	3/22/10	5/03/10	42		Merval	100	194	621.620	556.680		-64.941	-10	108,017	-62
short	5/03/10	10/11/10	161		Athex Large Cap	100	8	12,124.584	10,553.536	13,929.506	1,804.922	15	122,456	37
long	10/11/10	5/23/11	224		SDAX	100	19	6,383.624	7,619.976		1,236.352	19	145,947	33
short	5/23/11	1/16/12	238		Athex Large Cap	100	18	8,052.777	3,178.634	20,400.971	12,348.194	153	368,214	316
long	1/16/12	5/21/12	126		ISEQ-Overall	100	96	3,810.013	3,943.751		133.738	4	381,053	11
short	5/21/12	9/10/12	112		Athex Large Cap	100	147	2,590.289	3,424.051	1,756.528	-833.761	-32	258,490	-72
long	9/10/12	6/17/13	280		OMXC 20	100	3,037	85.103	93.423		8.320	10	283,758	13
short	6/17/13	8/12/13	56		RTX	100	152	1,859.890	1,850.700	1,869.126	9.236	0	285,162	3
long	8/12/13	8/04/14	357		Merval	100	427	666.750	1,007.353		340.603	51	430,599	52
short	8/04/14	8/18/14	14		PSI 20	100	54	7,858.307	7,555.342	8,173.421	315.114	4	447,615	179
long	8/18/14	10/06/14	49		Merval	100	427	1,047.747	1,293.566		245.819	23	552,580	381
short	10/06/14	2/23/15	140		PSI 20	100	78	7,008.526	6,229.596	7,884.851	876.325	13	620,933	36
long	2/23/15	7/27/15	154		SSE 50 ew	100	1,627	381.449	424.469		43.019	11	690,925	29
short	7/27/15	6/06/16	315		RTX	100	591	1,168.610	1,254.320	1,082.900	-85.710	-7	640,271	-8
long	6/06/16	6/27/16	21		NZX 50	100	131	4,862.505	4,725.690		-136.815	-3	622,348	-39
short	6/27/16	7/04/16	7		Athex Large Cap	100	406	1,530.628	1,599.664	1,461.593	-69.036	-5	594,319	-91
long	7/04/16	2/12/18	588		Merval	100	586	1,013.439	1,509.059		495.620	49	884,752	28
short	2/12/18	7/09/18	147		IBEX 35	100	73	11,984.645	11,663.729	12,314.391	329.746	3	908,824	7
long	7/09/18	7/23/18	14		NASDAQ-100	100	124	7,276.000	7,371.780		95.780	1	920,701	41
short	7/23/18	7/30/18	7		SSE 50 ew	100	2,921	315.119	316.637	313.602	-1.518	0	916,268	-22
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	268	3,412.126	3,374.690		-37.436	-1	906,235	-9
short	9/10/18	3/11/19	182		SSE 50 ew	100	3,069	295.216	355.897	234.536	-60.680	-21	720,008	-37
long	3/11/19	8/05/19	147		Merval	100	847	849.888	900.794		50.907	6	763,126	16
short	8/05/19	10/07/19	63		IPC	100	378	2,015.285	2,198.405	1,832.165	-183.120	-9	693,906	-42
long	10/07/19	12/13/19	67		NZX 50	100	100	6,913.695	7,368.357		454.662	7	739,372	41
accum	6/05/06	12/13/19	4941	days out of 5095 invested (97%)							7,294		739,372	37

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SSE 50 ew	long	10/09/06	8/20/07	315	145.38	540.45		395.07	271.74
	long	4/27/09	2/08/10	287	277.68	334.57		56.89	20.49
	long	2/23/15	7/27/15	154	381.45	424.47		43.02	11.28
	short	7/23/18	7/30/18	7	315.12	316.64	313.60	-1.52	-0.48
	short	9/10/18	3/11/19	182	295.22	355.90	234.54	-60.68	-20.55	294.06
ISEQ-Overall	short	8/20/07	4/27/09	616	11,221.16	3,472.12	36,264.43	25,043.27	223.18
	long	1/16/12	5/21/12	126	3,810.01	3,943.75		133.74	3.51	234.52
Merval	long	3/22/10	5/03/10	42	621.62	556.68		-64.94	-10.45
	long	8/12/13	8/04/14	357	666.75	1,007.35		340.60	51.08
	long	8/18/14	10/06/14	49	1,047.75	1,293.57		245.82	23.46
	long	7/04/16	2/12/18	588	1,013.44	1,509.06		495.62	48.90
	long	3/11/19	8/05/19	147	849.89	900.79		50.91	5.99	163.64
Athex Large Cap	short	2/08/10	3/22/10	42	12,248.47	13,407.42	11,089.53	-1,158.94	-9.46
	short	5/03/10	10/11/10	161	12,124.58	10,553.54	13,929.51	1,804.92	14.89
	short	5/23/11	1/16/12	238	8,052.78	3,178.63	20,400.97	12,348.19	153.34
	short	5/21/12	9/10/12	112	2,590.29	3,424.05	1,756.53	-833.76	-32.19
	short	6/27/16	7/04/16	7	1,530.63	1,599.66	1,461.59	-69.04	-4.51	70.64
SDAX	long	10/11/10	5/23/11	224	6,383.62	7,619.98		1,236.35	19.37	19.37
PSI 20	short	8/04/14	8/18/14	14	7,858.31	7,555.34	8,173.42	315.11	4.01
	short	10/06/14	2/23/15	140	7,008.53	6,229.60	7,884.85	876.32	12.50	17.02
OMXC 20	long	9/10/12	6/17/13	280	85.10	93.42		8.32	9.78	9.78
NZX 50	long	6/06/16	6/27/16	21	4,862.51	4,725.69		-136.82	-2.81
	long	10/07/19	12/13/19	67	6,913.70	7,368.36		454.66	6.58	3.58
IBEX 35	short	2/12/18	7/09/18	147	11,984.64	11,663.73	12,314.39	329.75	2.75	2.75
TecDAX	long	7/30/18	9/10/18	42	3,412.13	3,374.69		-37.44	-1.10	-1.10
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
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	2,015.29	2,198.41	1,832.17	-183.12	-9.09	-9.09

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