Share-o-matic - Assessment Indices

Assessment - Indices in Euro - 21/10/19 - RS = 21

		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	27/05/19	prc diff	⇓ Δ21	⇓∅-RS
		RTX	1,856.705	15:51	2.01	1,820.089	2.01	1,711.827	108.262	6.32	13.30
	L	Kospi 50	1.444	06:30	1.38	1.424	1.38	1.333	0.092	6.87	1.82
	L	OMXC 20	139.341	15:05	1.16	137.746	1.16	132.454	5.292	4.00	5.26
	L	ATX	3,118.180	15:45	1.09	3,084.480	1.09	2,954.630	129.850	4.39	2.78
	S	Merval	503.289	14:13	0.83	499.129	0.83	704.391	-205.262	-29.14	-25.83
	S	STI	2,083.500	09:20	1.49	2,069.314	0.69	2,060.547	8.767	0.43	-0.14
	S	FTSE	8,401.563	15:40	0.68	8,344.659	0.68	8,246.346	98.314	1.19	2.79
		Athex Large Cap	2,168.850	14:19	0.57	2,156.540	0.57	2,004.970	151.570	7.56	14.38
	L	CAC Next 20	17,880.100	16:05	0.42	17,805.200	0.42	16,377.700	1,427.500	8.72	7.40
		DJIA	24,148.794	16:50	0.35	24,064.296	0.35	22,853.149	1,211.148	5.30	5.66
	L	Stoxx 50	3,243.460	15:50	0.32	3,233.050	0.32	3,113.690	119.360	3.83	6.30
		S&P Global 100	1,822.080	16:37	0.29	1,816.869	0.29	1,701.216	115.653	6.80	7.92
	L	S&P 100	1,197.842	16:46	0.29	1,194.433	0.29	1,117.099	77.335	6.92	8.42
		ASX 50	4,097.454	05:41	0.29	4,085.440	0.29	3,949.256	136.184	3.45	6.78
		GCX PR	2,221.680	16:40	0.28	2,215.580	0.28	2,125.140	90.440	4.26	6.79
		SMI® PR	9,111.606	15:31	0.26	9,088.066	0.26	8,646.655	441.411	5.10	8.47
		NZX 50	6,360.597	04:40	0.25	6,344.767	0.25	5,935.820	408.947	6.89	10.15
		S&P 500	2,703.488	16:46	0.24	2,697.021	0.24	2,524.237	172.784	6.85	8.27
		HSI	3,064.292	08:09	0.23	3,057.371	0.23	3,106.569	-49.198	-1.58	-1.21
	L	OMXH 25	4,110.740	15:36	0.22	4,101.720	0.22	3,904.480	197.240	5.05	3.77
	L	OMXS30	161.079	15:34	0.22	160.720	0.22	146.294	14.425	9.86	8.32
		SSE 50 ew	292.344	07:00	0.22	291.706	0.22	282.200	9.506	3.37	2.85
		TSX 60	674.423	16:33	0.46	673.286	0.17	651.895	21.391	3.28	6.14
	L	IPC	2,037.296	16:27	0.70	2,033.754	0.17	1,992.806	40.948	2.05	3.99
	L	CDAX	1,189.760	15:45	0.17	1,187.760	0.17	1,125.990	61.770	5.49	8.36
		⇓instrument	freshest		⇓ Δday	21/10/19	Δwk	27/05/19	prc diff	⇓ Δ21	⇓∅-RS
	L	CAC 40	5,657.690	16:05	0.17	5,648.350	0.17	5,336.190	312.160	5.85	7.56
		DJ Global Titans	302.943	16:37	0.15	302.477	0.15	284.475	18.001	6.33	8.25
		SLI® PR	1,397.453	15:31	0.14	1,395.543	0.14	1,324.048	71.495	5.40	8.03
	L	Euro Stoxx 50	3,604.820	15:50	0.13	3,600.080	0.13	3,364.040	236.040	7.02	8.68
	L	AEX	576.410	16:05	0.09	575.920	0.09	549.220	26.700	4.86	6.49
	L	MDAX	26,245.800	15:45	0.08	26,224.800	0.08	25,234.100	990.700	3.93	6.68
	L	DAX	12,754.700	15:45	0.05	12,748.000	0.05	12,071.200	676.800	5.61	9.07
	L	MIB 40	22,487.100	15:35	0.04	22,478.200	0.04	20,363.100	2,115.100	10.39	9.81
	L	OBX Price	46.225	14:49		46.223		47.583	-1.360	-2.86	-2.47
	L	Nikkei 225	186.345	06:15	0.25	186.345		172.833	13.512	7.82	7.94
		PSI 20	5,016.180	16:05	-0.01	5,016.450	-0.01	5,140.910	-124.460	-2.42	-0.66
	L	SDAX	11,414.900	15:45	-0.06	11,422.100	-0.06	11,062.000	360.100	3.26	5.75
		NASDAQ-100	7,111.272	16:46	-0.16	7,122.458	-0.16	6,521.218	601.240	9.22	10.76
	L	IBEX 35	9,380.200	15:38	-0.24	9,402.300	-0.24	9,216.400	185.900	2.02	3.62
		TecDAX	2,828.720	15:45	-0.26	2,835.990	-0.26	2,863.470	-27.480	-0.96	4.88
	L	BEL 20	3,768.480	16:05	-0.41	3,784.040	-0.41	3,474.830	309.210	8.90	6.65
	L	CAC Mid 60	13,221.200	16:05	-0.50	13,287.300	-0.50	12,808.800	478.500	3.74	3.75
		BSE Sensex	492.946	10:10	-0.85	497.179	-0.85	510.045	-12.866	-2.52	6.50
	L	ISEQ-Overall	6,499.860	16:05	-1.11	6,572.510	-1.11	6,114.780	457.730	7.49	9.00
Indices - 44 out of 44 instruments rated - 21/10/19 / 27/05/19 - 38 did rise, Market-Ratio(21) in EUR = 86.36 %

Technical Chart

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

5/01/15	scale up chart	21/10/19

Transactions Indices in Euro * 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	8	1,221.070	1,342.020	1,100.119	-120.951	-10	9,032	-26
long	9/10/06	20/08/07	315		SSE 50 ew	100	78	115.375	401.077		285.702	248	31,317	324
short	20/08/07	27/04/09	616		ISEQ-Overall	100	3	8,327.390	2,622.050	26,447.026	18,119.636	218	85,676	98
long	27/04/09	8/02/10	287		SSE 50 ew	100	408	209.697	244.516		34.819	17	99,882	22
short	8/02/10	22/03/10	42		Athex Large Cap	100	11	8,951.600	9,909.400	7,993.800	-957.800	-11	89,347	-63
long	22/03/10	3/05/10	42		Merval	100	194	459.439	418.619		-40.819	-9	81,428	-55
short	3/05/10	11/10/10	161		Athex Large Cap	100	8	9,117.600	7,569.600	10,982.169	1,864.569	20	96,344	52
long	11/10/10	23/05/11	224		SDAX	100	21	4,578.700	5,383.620		804.920	18	113,247	30
short	23/05/11	16/01/12	238		Athex Large Cap	100	19	5,689.400	2,507.600	12,908.467	7,219.067	127	250,410	251
long	16/01/12	21/05/12	126		ISEQ-Overall	100	83	3,005.690	3,087.810		82.120	3	257,226	8
short	21/05/12	10/09/12	112		Athex Large Cap	100	126	2,028.100	2,671.700	1,384.500	-643.600	-32	176,132	-71
long	10/09/12	17/06/13	280		OMXC 20	100	2,652	66.404	70.001		3.597	5	185,671	7
short	17/06/13	12/08/13	56		RTX	100	133	1,393.594	1,391.504	1,395.687	2.093	0	185,950	1
long	12/08/13	4/08/14	357		Merval	100	370	501.316	750.468		249.152	50	278,136	51
short	4/08/14	18/08/14	14		PSI 20	100	47	5,854.360	5,654.350	6,061.445	207.085	4	287,869	148
long	18/08/14	6/10/14	49		Merval	100	367	784.124	1,022.097		237.973	30	375,205	620
short	6/10/14	23/02/15	140		PSI 20	100	67	5,537.710	5,494.440	5,581.321	43.611	1	378,127	2
long	23/02/15	27/07/15	154		SSE 50 ew	100	1,123	336.435	382.611		46.176	14	429,983	36
short	27/07/15	6/06/16	315		RTX	100	408	1,053.371	1,104.738	1,002.004	-51.367	-5	409,025	-6
long	6/06/16	27/06/16	21		NZX 50	100	95	4,282.636	4,277.804		-4.832	0	408,566	-2
short	27/06/16	4/07/16	7		Athex Large Cap	100	294	1,385.560	1,434.290	1,336.830	-48.730	-4	394,239	-85
long	4/07/16	12/02/18	588		Merval	100	433	908.669	1,230.338		321.668	35	533,522	21
short	12/02/18	9/07/18	147		IBEX 35	100	54	9,771.100	9,927.000	9,615.200	-155.900	-2	525,103	-4
long	9/07/18	23/07/18	14		NASDAQ-100	100	84	6,192.604	6,302.875		110.271	2	534,366	58
short	23/07/18	30/07/18	7		SSE 50 ew	100	1,983	269.427	270.249	268.606	-0.821	0	532,737	-15
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	182	2,912.240	2,908.990		-3.250	0	532,145	-1
short	10/09/18	11/03/19	182		SSE 50 ew	100	2,091	254.477	313.972	194.982	-59.495	-23	407,742	-41
long	11/03/19	5/08/19	147		Merval	100	543	749.771	804.230		54.460	7	437,314	19
short	5/08/19	7/10/19	63		IPC	100	243	1,799.249	1,999.223	1,599.276	-199.973	-11	388,720	-49
long	7/10/19	22/10/19	15		NZX 50	100	61	6,287.292	6,360.597		73.304	1	393,192	33
accum	5/06/06	22/10/19	4887	days out of 5041 invested (97%)							3,832		393,192	32

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	9/10/06	20/08/07	315	115.37	401.08		285.70	247.63
	long	27/04/09	8/02/10	287	209.70	244.52		34.82	16.60
	long	23/02/15	27/07/15	154	336.43	382.61		46.18	13.73
	short	23/07/18	30/07/18	7	269.43	270.25	268.61	-0.82	-0.30
	short	10/09/18	11/03/19	182	254.48	313.97	194.98	-59.49	-23.38	252.14
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
Merval	long	22/03/10	3/05/10	42	459.44	418.62		-40.82	-8.88
	long	12/08/13	4/08/14	357	501.32	750.47		249.15	49.70
	long	18/08/14	6/10/14	49	784.12	1,022.10		237.97	30.35
	long	4/07/16	12/02/18	588	908.67	1,230.34		321.67	35.40
	long	11/03/19	5/08/19	147	749.77	804.23		54.46	7.26	158.22
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	60.74
SDAX	long	11/10/10	23/05/11	224	4,578.70	5,383.62		804.92	17.58	17.58
OMXC 20	long	10/09/12	17/06/13	280	66.40	70.00		3.60	5.42	5.42
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
NZX 50	long	6/06/16	27/06/16	21	4,282.64	4,277.80		-4.83	-0.11
	long	7/10/19	22/10/19	15	6,287.29	6,360.60		73.30	1.17	1.05
TecDAX	long	30/07/18	10/09/18	42	2,912.24	2,908.99		-3.25	-0.11	-0.11
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
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
RTX	short	17/06/13	12/08/13	56	1,393.59	1,391.50	1,395.69	2.09	0.15
	short	27/07/15	6/06/16	315	1,053.37	1,104.74	1,002.00	-51.37	-4.88	-4.73
NASDAQ-100	short	5/06/06	9/10/06	126	1,221.07	1,342.02	1,100.12	-120.95	-9.91
	long	9/07/18	23/07/18	14	6,192.60	6,302.88		110.27	1.78	-8.30
IPC	short	5/08/19	7/10/19	63	1,799.25	1,999.22	1,599.28	-199.97	-11.11	-11.11

Annotations

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.


	is taking down something concerning