Assessment - Indices - 3/27/23 - RS = 21
⇐
instrument
freshest
⇓ Δday
3/27/23
⇓ Δwk
10/31/22
prc diff
⇓ Δ21
Curr
⇓ ∅-RS
L
DJ Global Titans
458.170
Fri
1.39
444.080
3.17
407.980
36.100
8.85
USD
2.53
L
S&P Global 100
2,831.800
Fri
1.08
2,741.630
3.29
2,579.380
162.250
6.29
USD
1.43
L
S&P 500
4,109.310
Fri
1.44
3,977.530
3.31
3,871.980
105.550
2.73
USD
-0.14
S
DJIA
33,274.100
Fri
1.26
32,432.100
2.60
32,732.900
-300.800
-0.92
USD
-0.34
L
NASDAQ-100
13,181.400
Fri
1.68
12,673.100
4.01
11,405.600
1,267.500
11.11
USD
4.75
L
S&P 100
1,874.420
Fri
1.47
1,817.290
3.14
1,740.510
76.780
4.41
USD
0.91
S
TSX 60
1,206.310
Fri
0.75
1,178.830
2.33
1,177.010
1.820
0.15
CAD
-2.12
IPC
53,904.000
Fri
-0.54
52,851.400
1.99
49,922.300
2,929.100
5.87
MXN
5.52
Merval
245,716.000
Fri
-2.35
219,277.000
12.06
149,938.000
69,339.000
46.25
ARS
67.21
Stoxx 50
3,941.100
Fri
0.69
3,840.320
2.62
3,543.440
296.880
8.38
EUR
5.31
L
Euro Stoxx 50
4,315.050
Fri
0.69
4,164.620
3.61
3,617.540
547.080
15.12
EUR
10.61
CDAX
1,386.680
Fri
0.67
1,341.880
3.34
1,164.640
177.240
15.22
EUR
7.94
L
DAX
15,628.800
Fri
0.69
15,127.700
3.31
13,253.700
1,874.000
14.14
EUR
9.16
MDAX
27,662.900
Fri
0.74
26,714.500
3.55
23,678.100
3,036.400
12.82
EUR
-0.28
SDAX
13,155.200
Fri
0.28
12,781.500
2.92
11,283.700
1,497.800
13.27
EUR
1.93
L
TecDAX
3,325.260
Fri
0.05
3,261.540
1.95
2,845.220
416.320
14.63
EUR
7.43
ATX
3,209.440
Fri
-0.30
3,052.280
5.15
2,936.870
115.410
3.93
EUR
-1.86
CAC 40
7,322.390
Fri
0.81
7,078.270
3.45
6,266.770
811.500
12.95
EUR
9.46
CAC Next 20
17,199.400
Fri
-0.11
16,739.100
2.75
16,197.300
541.800
3.35
EUR
0.09
CAC Mid 60
14,513.800
Fri
0.44
14,100.900
2.93
12,869.100
1,231.800
9.57
EUR
1.97
AEX
756.180
Fri
0.49
735.910
2.75
670.620
65.290
9.74
EUR
4.90
BEL 20
3,793.190
Fri
0.42
3,663.330
3.54
3,567.430
95.900
2.69
EUR
-2.84
L
ISEQ-Overall
8,341.190
Fri
0.15
8,094.590
3.05
6,978.980
1,115.610
15.99
EUR
13.38
Athex Large Cap
2,548.890
Fri
0.63
2,503.000
1.83
2,121.140
381.860
18.00
EUR
15.23
MIB 40
27,113.900
Fri
0.34
26,206.700
3.46
22,652.100
3,554.600
15.69
EUR
10.93
instrument
freshest
⇓ Δday
3/27/23
⇓ Δwk
10/31/22
prc diff
⇓ Δ21
Curr
⇓ ∅-RS
S
PSI 20
6,046.610
Fri
0.36
5,782.390
4.57
5,718.280
64.110
1.12
EUR
-1.99
IBEX 35
9,232.500
Fri
0.28
8,906.100
3.66
7,956.500
949.600
11.93
EUR
6.69
L
OMXC 20
2,013.720
Fri
0.23
1,976.340
1.89
1,662.170
314.170
18.90
DKK
13.70
S
OMXH 25
4,777.660
Fri
0.59
4,644.370
2.87
4,606.530
37.840
0.82
EUR
-2.83
FTSE
7,631.740
Fri
0.15
7,471.770
2.14
7,094.530
377.240
5.32
GBP
0.52
S
OBX Price
550.400
Fri
0.69
531.840
3.49
555.010
-23.170
-4.17
NOK
-5.81
OMXS30
2,223.750
Fri
1.11
2,111.770
5.30
1,968.530
143.240
7.28
SEK
3.70
SLI® PR
1,755.950
Fri
0.76
1,699.960
3.29
1,631.680
68.280
4.18
CHF
-0.85
SMI® PR
11,106.200
Fri
0.67
10,786.200
2.97
10,827.900
-41.700
-0.39
CHF
-3.02
NZX 50
11,884.500
Fri
-0.41
11,612.900
2.34
11,338.400
274.500
2.42
NZD
1.16
S
ASX 50
7,048.700
Fri
0.86
6,836.500
3.10
6,675.200
161.300
2.42
AUD
-0.63
Nikkei 225
28,041.500
Fri
0.93
27,476.900
2.05
27,587.500
-110.600
-0.40
JPY
0.89
L
Kospi 50
2,220.920
Fri
1.23
2,165.090
2.58
2,064.240
100.850
4.89
KRW
-0.91
SSE 50 ew
2,069.680
Fri
-0.28
2,059.530
0.49
1,862.160
197.370
10.60
CNY
-2.46
HSI
20,400.100
Fri
0.45
19,567.700
4.25
14,687.000
4,880.700
33.23
HKD
-0.52
STI
3,258.900
Fri
0.05
3,239.030
0.61
3,093.110
145.920
4.72
SGD
0.41
S
BSE Sensex
58,991.500
Fri
1.78
57,653.900
2.32
60,746.600
-3,092.700
-5.09
INR
-0.95
Indices - 42 out of 42 instruments rated - 3/27/23 / 10/31/22 - 37 did rise, Market-Ratio(21) = 88.10 %
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
1/02/06
6/05/06
154
- cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
6
USD
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
8
CNY
1,149.580
4,104.660
2,955.080
257
32,959
337
short
8/20/07
4/27/09
616
ISEQ-Overall
100
3
EUR
8,327.390
2,622.050
26,447.026
18,119.636
218
87,318
98
long
4/27/09
2/08/10
287
SSE 50 ew
100
46
CNY
1,895.700
2,284.390
388.690
21
105,198
27
short
2/08/10
3/22/10
42
Athex Large Cap
100
11
EUR
8,951.600
9,909.400
7,993.800
-957.800
-11
94,662
-63
long
3/22/10
5/03/10
42
Merval
100
39
ARS
2,402.450
2,160.200
-242.250
-10
85,214
-60
short
5/03/10
10/11/10
161
Athex Large Cap
100
9
EUR
9,117.600
7,569.600
10,982.169
1,864.569
20
101,995
52
long
10/11/10
5/23/11
224
SDAX
100
22
EUR
4,578.700
5,383.620
804.920
18
119,704
30
short
5/23/11
1/16/12
238
Athex Large Cap
100
21
EUR
5,689.400
2,507.600
12,908.467
7,219.067
127
271,304
251
long
1/16/12
5/21/12
126
ISEQ-Overall
100
90
EUR
3,005.690
3,087.810
82.120
3
278,695
8
short
5/21/12
9/10/12
112
Athex Large Cap
100
137
EUR
2,028.100
2,671.700
1,384.500
-643.600
-32
190,522
-71
long
9/10/12
6/17/13
280
OMXC 20
100
385
DKK
494.790
522.110
27.320
6
201,040
7
short
6/17/13
8/12/13
56
RTX
100
108
USD
1,859.890
1,850.700
1,869.126
9.236
0
202,037
3
long
8/12/13
8/04/14
357
Merval
100
55
ARS
3,668.830
8,321.410
4,652.580
127
457,929
131
short
8/04/14
8/18/14
14
PSI 20
100
78
EUR
5,854.360
5,654.350
6,061.445
207.085
4
474,082
148
long
8/18/14
10/06/14
49
Merval
100
54
ARS
8,670.140
10,925.500
2,255.360
26
595,871
460
short
10/06/14
2/23/15
140
PSI 20
100
107
EUR
5,537.710
5,494.440
5,581.321
43.611
1
600,538
2
long
2/23/15
7/27/15
154
SSE 50 ew
100
251
CNY
2,386.700
2,634.850
248.150
10
662,823
26
short
7/27/15
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
6/27/16
21
NZX 50
100
87
NZD
7,024.380
6,716.580
-307.800
-4
587,447
-54
short
6/27/16
7/04/16
7
Athex Large Cap
100
423
EUR
1,385.560
1,434.290
1,336.830
-48.730
-4
566,834
-85
long
7/04/16
2/12/18
588
Merval
100
37
ARS
15,229.300
30,143.400
14,914.100
98
1,118,656
53
short
2/12/18
7/09/18
147
IBEX 35
100
114
EUR
9,771.100
9,927.000
9,615.200
-155.900
-2
1,100,883
-4
long
7/09/18
7/23/18
14
NASDAQ-100
100
151
USD
7,276.000
7,371.780
95.780
1
1,115,346
41
short
7/23/18
7/30/18
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
7/30/18
9/10/18
42
TecDAX
100
379
EUR
2,912.240
2,908.990
-3.250
0
1,105,252
-1
short
9/10/18
3/11/19
182
SSE 50 ew
100
546
CNY
2,022.660
2,385.150
1,660.170
-362.490
-18
907,333
-33
long
3/11/19
8/05/19
147
Merval
100
26
ARS
33,834.900
40,873.400
7,038.500
21
1,090,334
60
short
8/05/19
10/07/19
63
IPC
100
27
MXN
39,496.400
42,952.300
36,040.500
-3,455.900
-9
997,024
-41
long
10/07/19
3/02/20
147
NZX 50
100
90
NZD
10,975.600
11,103.400
127.800
1
1,008,526
3
short
3/02/20
8/03/20
154
Athex Large Cap
100
553
EUR
1,823.290
1,479.090
2,247.589
424.299
23
1,243,164
64
long
8/03/20
11/02/20
91
Merval
100
23
ARS
52,504.200
47,467.600
-5,036.600
-10
1,127,322
-33
short
11/02/20
11/09/20
7
RTX
100
845
USD
1,333.900
1,576.970
1,090.830
-243.070
-18
921,928
-100
long
11/09/20
11/29/21
385
Merval
100
18
ARS
49,650.400
79,094.900
29,444.500
59
1,451,929
55
short
11/29/21
12/13/21
14
HSI
100
60
HKD
23,852.200
23,954.600
23,749.800
-102.400
0
1,445,785
-11
long
12/13/21
1/24/22
42
Merval
100
17
ARS
81,947.600
81,004.400
-943.200
-1
1,429,750
-10
short
1/24/22
11/14/22
294
SDAX
100
98
EUR
14,463.900
12,569.300
16,644.078
2,180.178
15
1,643,408
19
long
11/14/22
12/19/22
35
Merval
100
10
ARS
153,399.000
168,966.000
15,567.000
10
1,799,078
174
short
12/19/22
1/16/23
28
NASDAQ-100
100
162
USD
11,084.600
11,541.500
10,627.700
-456.900
-4
1,725,060
-42
long
1/16/23
3/31/23
74
Merval
100
6
ARS
250,556.000
245,716.000
-4,840.000
-2
1,696,020
-9
accum 6/05/06
3/31/23 6145
days out of 6299 invested (98%)
16,860
1,696,020
36
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 2,402.45 2,160.20 -242.25 -10.08
long 8/12/13 8/04/14 357 3,668.83 8,321.41 4,652.58 126.81
long 8/18/14 10/06/14 49 8,670.14 10,925.50 2,255.36 26.01
long 7/04/16 2/12/18 588 15,229.30 30,143.40 14,914.10 97.93
long 3/11/19 8/05/19 147 33,834.90 40,873.40 7,038.50 20.80
long 8/03/20 11/02/20 91 52,504.20 47,467.60 -5,036.60 -9.59
long 11/09/20 11/29/21 385 49,650.40 79,094.90 29,444.50 59.30
long 12/13/21 1/24/22 42 81,947.60 81,004.40 -943.20 -1.15
long 11/14/22 12/19/22 35 153,399.00 168,966.00 15,567.00 10.15
long 1/16/23 3/31/23 74 250,556.00 245,716.00 -4,840.00 -1.93 844.97
SSE 50 ew long 10/09/06 8/20/07 315 1,149.58 4,104.66 2,955.08 257.06
long 4/27/09 2/08/10 287 1,895.70 2,284.39 388.69 20.50
long 2/23/15 7/27/15 154 2,386.70 2,634.85 248.15 10.40
short 7/23/18 7/30/18 7 2,139.79 2,156.80 2,122.78 -17.01 -0.79
short 9/10/18 3/11/19 182 2,022.66 2,385.15 1,660.17 -362.49 -17.92 286.78
ISEQ-Overall short 8/20/07 4/27/09 616 8,327.39 2,622.05 26,447.03 18,119.64 217.59
long 1/16/12 5/21/12 126 3,005.69 3,087.81 82.12 2.73 226.27
Athex Large Cap short 2/08/10 3/22/10 42 8,951.60 9,909.40 7,993.80 -957.80 -10.70
short 5/03/10 10/11/10 161 9,117.60 7,569.60 10,982.17 1,864.57 20.45
short 5/23/11 1/16/12 238 5,689.40 2,507.60 12,908.47 7,219.07 126.89
short 5/21/12 9/10/12 112 2,028.10 2,671.70 1,384.50 -643.60 -31.73
short 6/27/16 7/04/16 7 1,385.56 1,434.29 1,336.83 -48.73 -3.52
short 3/02/20 8/03/20 154 1,823.29 1,479.09 2,247.59 424.30 23.27 98.15
SDAX long 10/11/10 5/23/11 224 4,578.70 5,383.62 804.92 17.58
short 1/24/22 11/14/22 294 14,463.90 12,569.30 16,644.08 2,180.18 15.07 35.30
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
OMXC 20 long 9/10/12 6/17/13 280 494.79 522.11 27.32 5.52 5.52
PSI 20 short 8/04/14 8/18/14 14 5,854.36 5,654.35 6,061.44 207.08 3.54
short 10/06/14 2/23/15 140 5,537.71 5,494.44 5,581.32 43.61 0.79 4.35
TecDAX long 7/30/18 9/10/18 42 2,912.24 2,908.99 -3.25 -0.11 -0.11
HSI short 11/29/21 12/13/21 14 23,852.20 23,954.60 23,749.80 -102.40 -0.43 -0.43
IBEX 35 short 2/12/18 7/09/18 147 9,771.10 9,927.00 9,615.20 -155.90 -1.60 -1.60
NZX 50 long 6/06/16 6/27/16 21 7,024.38 6,716.58 -307.80 -4.38
long 10/07/19 3/02/20 147 10,975.60 11,103.40 127.80 1.16 -3.27
IPC short 8/05/19 10/07/19 63 39,496.40 42,952.30 36,040.50 -3,455.90 -8.75 -8.75
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
short 12/19/22 1/16/23 28 11,084.60 11,541.50 10,627.70 -456.90 -4.12 -9.85
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
short 11/02/20 11/09/20 7 1,333.90 1,576.97 1,090.83 -243.07 -18.22 -23.84
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.
write an annotation