Share-o-matic - Portfolio

Fri, May 14th, 2021, 11:03UTC

Assessment - Indices in Swiss Franc - 5/10/21 - RS = 21

		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ21	∅-RS
	L	ATX	3,697.872	09:54	0.55	3,694.108	0.10	2,863.723	830.386	29.00	35.88
	L	Athex Large Cap	2,398.760	08:56	0.55	2,418.705	-0.82	2,031.613	387.092	19.05	32.74
		Kospi 50	2.358	06:30	1.16	2.447	-3.63	2.109	0.338	16.02	29.74
		ISEQ-Overall	8,751.268	Thu	-0.93	9,105.822	-3.89	7,969.082	1,136.741	14.26	23.67
	L	IPC	2,210.550	Thu	0.17	2,257.532	-2.08	1,912.506	345.027	18.04	27.65
	L	OMXS30	241.236	10:39	1.12	244.978	-1.53	199.452	45.526	22.83	25.16
	L	CAC 40	6,870.237	Thu	0.19	6,986.912	-1.67	5,955.861	1,031.051	17.31	22.55
		SDAX	16,951.220	09:47	0.26	17,516.869	-3.23	15,104.707	2,412.163	15.97	22.24
	L	IBEX 35	9,809.919	Thu	-0.46	10,004.779	-1.95	8,771.142	1,233.636	14.06	21.91
	L	DJIA	30,604.576	Thu	1.29	31,253.525	-2.08	26,456.529	4,796.996	18.13	17.59
		BSE Sensex	596.359	Thu	-0.96	606.299	-1.64	556.548	49.751	8.94	17.95
	L	CAC Mid 60	16,246.291	10:34	0.45	16,556.359	-1.87	14,257.847	2,298.512	16.12	21.06
	L	RTX	1,804.813	Thu	0.03	1,830.343	-1.39	1,607.197	223.146	13.88	17.01
		S&P 500	3,654.982	Thu	-2.14	3,767.779	-2.99	3,231.572	536.207	16.59	16.50
		AEX	760.137	Thu	-0.17	778.901	-2.41	660.335	118.565	17.96	20.30
		MIB 40	26,753.918	Thu	0.23	27,136.853	-1.41	23,444.554	3,692.299	15.75	20.15
		Nikkei 225	232.256	06:15	2.32	244.114	-4.86	227.733	16.381	7.19	12.53
		OMXH 25	5,608.368	10:29	0.44	5,691.847	-1.47	4,905.937	785.910	16.02	19.18
	L	Euro Stoxx 50	4,318.883	Thu	0.03	4,401.947	-1.89	3,775.272	626.676	16.60	19.00
		S&P 100	1,675.428	Thu	1.14	1,704.691	-1.72	1,481.096	223.595	15.10	14.81
		S&P Global 100	2,474.920	06:36	0.78	2,519.835	-1.78	2,196.137	323.698	14.74	14.63
		OBX Price	55.293	Thu	-0.48	56.392	-1.95	46.034	10.358	22.50	25.20
		DAX	16,726.929	09:43	0.58	16,849.578	-0.73	14,247.072	2,602.505	18.27	18.34
		CDAX	1,559.311	09:55	0.62	1,575.482	-1.03	1,344.180	231.302	17.21	17.48
	L	STI	2,121.760	Thu	-0.67	2,161.943	-1.86	1,898.993	262.950	13.85	16.47
		⇓instrument	freshest		⇓ Δday	5/10/21	⇓ Δwk	12/14/20	prc diff	⇓ Δ21	∅-RS
		BEL 20	4,397.374	Thu	0.51	4,425.131	-0.63	3,957.724	467.408	11.81	16.36
		DJ Global Titans	417.589	06:35	0.60	426.018	-1.98	378.230	47.787	12.63	12.22
		TSX 60	851.513	Thu	-0.62	860.460	-1.04	718.756	141.704	19.72	21.00
	L	PSI 20	5,651.924	08:55	1.03	5,664.232	-0.22	5,150.148	514.085	9.98	15.43
		NASDAQ-100	11,792.532	Thu	0.83	12,017.424	-1.87	11,041.155	976.269	8.84	11.36
	L	ASX 50	4,815.951	06:16	0.41	4,913.668	-1.99	4,289.551	624.117	14.55	20.18
		CAC Next 20	20,527.723	Thu	-0.99	20,990.637	-2.21	19,211.978	1,778.659	9.26	14.96
		OMXC 20	224.339	Thu	0.27	228.737	-1.92	204.212	24.526	12.01	14.98
		MDAX	34,911.418	09:46	0.67	35,505.077	-1.67	32,029.408	3,475.669	10.85	14.78
	L	FTSE	8,915.502	Thu	0.82	9,067.029	-1.67	7,717.078	1,349.951	17.49	18.48
	L	Stoxx 50	3,729.481	Thu	0.71	3,772.533	-1.14	3,312.709	459.824	13.88	13.87
		SLI® PR	1,787.680	10:02	0.46	1,804.390	-0.93	1,627.630	176.760	10.86	11.38
		Merval	504.150	Thu	3.15	495.762	1.69	570.145	-74.383	-13.05	-8.81
		HSI	3,212.106	Thu	-1.81	3,313.734	-3.07	3,016.622	297.112	9.85	6.78
		SMI® PR	11,033.900	Wed	0.41	11,123.700	-0.81	10,373.000	750.700	7.24	6.46
		TecDAX	3,621.734	09:52	0.78	3,676.986	-1.50	3,351.885	325.101	9.70	7.08
		NZX 50	8,114.293	05:00	-0.48	8,305.277	-2.30	8,063.088	242.189	3.00	9.86
		SSE 50 ew	366.495	07:00	2.59	357.331	2.56	363.546	-6.215	-1.71	-0.18
Indices - 43 out of 43 instruments rated - 5/10/21 / 12/14/20 - 41 did rise, Market-Ratio(21) in CHF = 95.35 %

Technical Chart

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

1/02/17	scale up chart	5/10/21

Transactions Indices in Swiss Franc * 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	5	1,905.846	2,131.129	1,680.563	-225.283	-12	8,874	-31
long	10/09/06	8/20/07	315		SSE 50 ew	100	48	183.215	652.913		469.698	256	31,419	336
short	8/20/07	4/27/09	616		ISEQ-Overall	100	2	13,556.158	3,955.100	46,463.911	32,907.753	243	97,235	107
long	4/27/09	2/08/10	287		SSE 50 ew	100	307	316.306	358.729		42.423	13	110,258	17
short	2/08/10	3/22/10	42		Athex Large Cap	100	8	13,132.892	14,232.871	12,032.914	-1,099.979	-8	101,459	-53
long	3/22/10	5/03/10	42		Merval	100	153	659.892	599.797		-60.094	-9	92,264	-56
short	5/03/10	10/11/10	161		Athex Large Cap	100	7	13,063.697	10,160.674	16,796.148	3,732.451	29	118,391	77
long	10/11/10	5/23/11	224		SDAX	100	19	6,145.989	6,689.686		543.697	9	128,722	15
short	5/23/11	1/16/12	238		Athex Large Cap	100	18	7,069.648	3,027.676	16,507.686	9,438.038	134	298,606	267
long	1/16/12	5/21/12	126		ISEQ-Overall	100	82	3,629.070	3,708.769		79.698	2	305,142	6
short	5/21/12	9/10/12	112		Athex Large Cap	100	125	2,435.951	3,233.826	1,638.076	-797.875	-33	205,407	-73
long	9/10/12	6/17/13	280		OMXC 20	100	2,555	80.375	86.059		5.684	7	219,929	9
short	6/17/13	8/12/13	56		RTX	100	128	1,713.284	1,713.080	1,713.488	0.204	0	219,955	0
long	8/12/13	8/04/14	357		Merval	100	356	617.170	913.319		296.149	48	325,385	49
short	8/04/14	8/18/14	14		PSI 20	100	45	7,124.756	6,850.245	7,410.268	285.512	4	338,233	179
long	8/18/14	10/06/14	49		Merval	100	356	949.967	1,239.292		289.326	30	441,233	625
short	10/06/14	2/23/15	140		PSI 20	100	65	6,714.473	5,916.962	7,619.476	905.003	13	500,058	39
long	2/23/15	7/27/15	154		SSE 50 ew	100	1,380	362.306	408.628		46.322	13	563,982	33
short	7/27/15	6/06/16	315		RTX	100	501	1,125.000	1,216.980	1,033.021	-91.979	-8	517,901	-9
long	6/06/16	6/27/16	21		NZX 50	100	109	4,717.752	4,618.745		-99.007	-2	507,109	-31
short	6/27/16	7/04/16	7		Athex Large Cap	100	338	1,495.989	1,553.049	1,438.929	-57.060	-4	487,823	-87
long	7/04/16	2/12/18	588		Merval	100	495	983.907	1,416.451		432.544	44	701,932	25
short	2/12/18	7/09/18	147		IBEX 35	100	62	11,249.174	11,565.848	10,932.500	-316.674	-3	682,298	-7
long	7/09/18	7/23/18	14		NASDAQ-100	100	94	7,214.941	7,318.269		103.328	1	692,011	45
short	7/23/18	7/30/18	7		SSE 50 ew	100	2,212	312.832	312.745	312.919	0.087	0	692,203	1
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	205	3,370.190	3,287.799		-82.391	-2	675,312	-19
short	9/10/18	3/11/19	182		SSE 50 ew	100	2,347	287.615	355.699	219.532	-68.084	-24	515,520	-42
long	3/11/19	8/05/19	147		Merval	100	606	849.415	877.078		27.662	3	532,284	8
short	8/05/19	10/07/19	63		IPC	100	271	1,962.225	2,184.870	1,739.580	-222.645	-11	471,947	-50
long	10/07/19	3/02/20	147		NZX 50	100	68	6,871.130	6,646.412		-224.718	-3	456,666	-8
short	3/02/20	8/03/20	154		Athex Large Cap	100	234	1,947.857	1,597.210	2,375.484	427.627	22	556,731	60
long	8/03/20	11/02/20	91		Merval	100	836	665.668	555.154		-110.513	-17	464,342	-52
short	11/02/20	11/09/20	7		RTX	100	378	1,227.159	1,437.574	1,016.744	-210.415	-17	384,805	-100
long	11/09/20	5/13/21	185		Merval	100	674	570.790	504.150		-66.640	-12	339,889	-22
accum	6/05/06	5/13/21	5457	days out of 5611 invested (97%)							3,299		339,889	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
ISEQ-Overall	short	8/20/07	4/27/09	616	13,556.16	3,955.10	46,463.91	32,907.75	242.75
	long	1/16/12	5/21/12	126	3,629.07	3,708.77		79.70	2.20	250.28
SSE 50 ew	long	10/09/06	8/20/07	315	183.21	652.91		469.70	256.36
	long	4/27/09	2/08/10	287	316.31	358.73		42.42	13.41
	long	2/23/15	7/27/15	154	362.31	408.63		46.32	12.79
	short	7/23/18	7/30/18	7	312.83	312.75	312.92	0.09	0.03
	short	9/10/18	3/11/19	182	287.62	355.70	219.53	-68.08	-23.67	248.03
Athex Large Cap	short	2/08/10	3/22/10	42	13,132.89	14,232.87	12,032.91	-1,099.98	-8.38
	short	5/03/10	10/11/10	161	13,063.70	10,160.67	16,796.15	3,732.45	28.57
	short	5/23/11	1/16/12	238	7,069.65	3,027.68	16,507.69	9,438.04	133.50
	short	5/21/12	9/10/12	112	2,435.95	3,233.83	1,638.08	-797.87	-32.75
	short	6/27/16	7/04/16	7	1,495.99	1,553.05	1,438.93	-57.06	-3.81
	short	3/02/20	8/03/20	154	1,947.86	1,597.21	2,375.48	427.63	21.95	116.98
Merval	long	3/22/10	5/03/10	42	659.89	599.80		-60.09	-9.11
	long	8/12/13	8/04/14	357	617.17	913.32		296.15	47.99
	long	8/18/14	10/06/14	49	949.97	1,239.29		289.33	30.46
	long	7/04/16	2/12/18	588	983.91	1,416.45		432.54	43.96
	long	3/11/19	8/05/19	147	849.42	877.08		27.66	3.26
	long	8/03/20	11/02/20	91	665.67	555.15		-110.51	-16.60
	long	11/09/20	5/13/21	185	570.79	504.15		-66.64	-11.68	92.14
PSI 20	short	8/04/14	8/18/14	14	7,124.76	6,850.25	7,410.27	285.51	4.01
	short	10/06/14	2/23/15	140	6,714.47	5,916.96	7,619.48	905.00	13.48	18.03
SDAX	long	10/11/10	5/23/11	224	6,145.99	6,689.69		543.70	8.85	8.85
OMXC 20	long	9/10/12	6/17/13	280	80.38	86.06		5.68	7.07	7.07
TecDAX	long	7/30/18	9/10/18	42	3,370.19	3,287.80		-82.39	-2.44	-2.44
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
IBEX 35	short	2/12/18	7/09/18	147	11,249.17	11,565.85	10,932.50	-316.67	-2.82	-2.82
NZX 50	long	6/06/16	6/27/16	21	4,717.75	4,618.75		-99.01	-2.10
	long	10/07/19	3/02/20	147	6,871.13	6,646.41		-224.72	-3.27	-5.30
NASDAQ-100	short	6/05/06	10/09/06	126	1,905.85	2,131.13	1,680.56	-225.28	-11.82
	long	7/09/18	7/23/18	14	7,214.94	7,318.27		103.33	1.43	-10.56
IPC	short	8/05/19	10/07/19	63	1,962.23	2,184.87	1,739.58	-222.65	-11.35	-11.35
RTX	short	6/17/13	8/12/13	56	1,713.28	1,713.08	1,713.49	0.20	0.01
	short	7/27/15	6/06/16	315	1,125.00	1,216.98	1,033.02	-91.98	-8.18
	short	11/02/20	11/09/20	7	1,227.16	1,437.57	1,016.74	-210.41	-17.15	-23.91

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