Assessment - Indices - 3/18/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,124,140.000
Mon
5.16
1,124,140.000
701,205.000
422,935.000
60.32
ARS
123.33
L
OMXC 20
2,717.700
Mon
0.73
2,717.700
2,132.500
585.200
27.44
DKK
25.26
L
Nikkei 225
39,740.400
Mon
2.67
39,740.400
30,999.600
8,740.800
28.20
JPY
22.68
L
DJ Global Titans
613.710
Mon
1.01
613.710
494.750
118.960
24.04
USD
19.25
NASDAQ-100
17,985.000
Mon
0.99
17,985.000
14,604.900
3,380.100
23.14
USD
18.36
L
MIB 40
33,941.000
Mon
33,941.000
27,558.800
6,382.200
23.16
EUR
18.16
L
S&P 100
2,439.520
Mon
0.81
2,439.520
1,991.060
448.460
22.52
USD
17.00
L
S&P 500
5,149.420
Mon
0.63
5,149.420
4,217.040
932.380
22.11
USD
15.41
L
S&P Global 100
3,556.340
Mon
0.55
3,556.340
2,946.900
609.440
20.68
USD
15.03
L
ISEQ-Overall
9,841.200
Mon
0.07
9,841.200
7,896.200
1,945.000
24.63
EUR
14.37
L
Euro Stoxx 50
4,982.760
Mon
-0.07
4,982.760
4,041.750
941.010
23.28
EUR
14.04
Athex Large Cap
3,429.200
Mon
0.28
3,429.200
2,882.970
546.230
18.95
EUR
13.85
L
DAX
17,932.700
Mon
-0.02
17,932.700
14,800.700
3,132.000
21.16
EUR
11.86
L
OMXS30
2,504.800
Mon
-1.14
2,504.800
2,066.500
438.300
21.21
SEK
11.39
L
AEX
853.760
Mon
0.23
853.760
719.180
134.580
18.71
EUR
11.24
IBEX 35
10,596.700
Mon
-0.01
10,596.700
8,995.500
1,601.200
17.80
EUR
11.09
L
CAC 40
8,148.140
Mon
-0.20
8,148.140
6,850.470
1,297.670
18.94
EUR
10.86
L
DJIA
38,790.400
Mon
0.20
38,790.400
32,936.400
5,854.000
17.77
USD
10.62
L
BSE Sensex
72,748.400
Mon
0.14
72,748.400
64,571.900
8,176.500
12.66
INR
10.51
L
CDAX
1,542.250
Mon
-0.03
1,542.250
1,295.990
246.260
19.00
EUR
9.54
L
Stoxx 50
4,374.750
Mon
0.01
4,374.750
3,818.020
556.730
14.58
EUR
9.08
L
SLI® PR
1,904.510
Mon
-0.46
1,904.510
1,618.280
286.230
17.69
CHF
8.66
L
Kospi 50
2,521.240
Mon
0.49
2,521.240
2,188.930
332.310
15.18
KRW
8.51
L
TSX 60
1,315.540
Mon
-0.13
1,315.540
1,145.620
169.920
14.83
CAD
7.76
ATX
3,429.300
Mon
0.56
3,429.300
3,024.900
404.400
13.37
EUR
6.32
⇓ instrument
freshest
⇓ Δday
3/18/24
⇓ Δwk
10/23/23
prc diff
⇓ Δ21
Curr
∅-RS
L
TecDAX
3,383.650
Mon
0.12
3,383.650
2,843.350
540.300
19.00
EUR
5.99
L
ASX 50
7,510.500
Mon
0.01
7,510.500
6,732.400
778.100
11.56
AUD
5.71
L
SMI® PR
11,623.600
Mon
-0.45
11,623.600
10,331.900
1,291.700
12.50
CHF
4.60
IPC
56,228.400
Mon
0.30
56,228.400
48,166.900
8,061.500
16.74
MXN
4.59
L
SDAX
13,881.200
Mon
-0.18
13,881.200
12,213.900
1,667.300
13.65
EUR
4.39
OBX Price
573.850
Mon
0.65
573.850
557.760
16.090
2.88
NOK
2.86
L
CAC Mid 60
14,187.900
Mon
-0.08
14,187.900
12,408.200
1,779.700
14.34
EUR
2.59
L
FTSE
7,722.550
Mon
-0.06
7,722.550
7,374.830
347.720
4.71
GBP
1.94
CAC Next 20
17,610.000
Mon
0.34
17,610.000
15,738.800
1,871.200
11.89
EUR
1.75
L
BEL 20
3,673.190
Mon
-0.30
3,673.190
3,325.150
348.040
10.47
EUR
0.87
L
NZX 50
11,728.000
Mon
-0.33
11,728.000
10,994.100
733.900
6.68
NZD
0.84
PSI 20
6,170.730
Mon
0.65
6,170.730
6,028.070
142.660
2.37
EUR
0.29
STI
3,171.930
Mon
-0.03
3,171.930
3,053.360
118.570
3.88
SGD
-0.63
OMXH 25
4,362.080
Mon
-0.65
4,362.080
3,982.330
379.750
9.54
EUR
-1.76
L
MDAX
26,136.300
Mon
0.28
26,136.300
24,079.600
2,056.700
8.54
EUR
-1.89
L
SSE 50 ew
1,871.060
Mon
0.89
1,871.060
1,814.110
56.950
3.14
CNY
-1.91
L
HSI
16,737.100
Mon
0.10
16,737.100
17,172.100
-435.000
-2.53
HKD
-6.74
Indices - 42 out of 42 instruments rated - 3/18/24 / 10/23/23 - 41 did rise, Market-Ratio(21) = 97.62 %
Technical Chart
Transactions Indices * L21 - 73/65 (1)
⇐
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
1/02/06
10/09/06
280
- cash -
long
10/09/06
8/13/07
308
SSE 50 ew
100
8
CNY
1,149.580
3,606.530
2,456.950
214
29,656
288
8/13/07
4/27/09
623
- cash -
4/27/09
2/08/10
287
SSE 50 ew
100
15
CNY
1,895.700
2,284.390
388.690
21
35,486
27
2/08/10
3/22/10
42
- cash -
3/22/10
5/03/10
42
Merval
100
14
ARS
2,402.450
2,160.200
-242.250
-10
32,094
-60
5/03/10
10/11/10
161
- cash -
10/11/10
5/16/11
217
SDAX
100
7
EUR
4,578.700
5,460.860
882.160
19
38,270
34
5/16/11
1/16/12
245
- cash -
1/16/12
5/21/12
126
ISEQ-Overall
100
12
EUR
3,005.690
3,087.810
82.120
3
39,255
8
5/21/12
9/10/12
112
- cash -
9/10/12
6/10/13
273
OMXC 20
100
79
DKK
494.790
528.780
33.990
7
41,940
9
6/10/13
8/12/13
63
- cash -
8/12/13
7/21/14
343
Merval
100
11
ARS
3,668.830
8,423.660
4,754.830
130
94,243
142
7/21/14
7/28/14
7
- cash -
7/28/14
8/04/14
7
Merval
100
12
ARS
7,844.560
8,321.410
476.850
6
99,966
2,069
8/04/14
8/18/14
14
- cash -
8/18/14
9/29/14
42
Merval
100
11
ARS
8,670.140
12,593.100
3,922.960
45
143,118
2,463
9/29/14
2/23/15
147
- cash -
2/23/15
7/27/15
154
SSE 50 ew
100
59
CNY
2,386.700
2,634.850
248.150
10
157,759
26
7/27/15
6/06/16
315
- cash -
6/06/16
6/27/16
21
NZX 50
100
22
NZD
7,024.380
6,716.580
-307.800
-4
150,987
-54
6/27/16
7/04/16
7
- cash -
7/04/16
10/24/16
112
Merval
100
9
ARS
15,229.300
17,664.000
2,434.700
16
172,900
62
10/24/16
11/07/16
14
- cash -
11/07/16
2/12/18
462
Merval
100
9
ARS
17,610.100
30,143.400
12,533.300
71
285,699
53
2/12/18
7/09/18
147
- cash -
7/09/18
7/16/18
7
NASDAQ-100
100
39
USD
7,276.000
7,357.900
81.900
1
288,893
79
7/16/18
7/30/18
14
- cash -
7/30/18
9/10/18
42
TecDAX
100
99
EUR
2,912.240
2,908.990
-3.250
0
288,572
-1
9/10/18
3/11/19
182
- cash -
3/11/19
8/05/19
147
Merval
100
8
ARS
33,834.900
40,873.400
7,038.500
21
344,880
60
8/05/19
10/07/19
63
- cash -
10/07/19
3/02/20
147
NZX 50
100
31
NZD
10,975.600
11,103.400
127.800
1
348,842
3
3/02/20
8/03/20
154
- cash -
8/03/20
11/02/20
91
Merval
100
6
ARS
52,504.200
47,467.600
-5,036.600
-10
318,622
-33
11/02/20
11/09/20
7
- cash -
11/09/20
11/29/21
385
Merval
100
6
ARS
49,650.400
79,094.900
29,444.500
59
495,289
55
11/29/21
12/13/21
14
- cash -
12/13/21
12/20/21
7
Merval
100
6
ARS
81,947.600
81,908.100
-39.500
0
495,052
-2
12/20/21
12/27/21
7
- cash -
12/27/21
1/10/22
14
Merval
100
5
ARS
84,570.500
83,746.300
-824.200
-1
490,931
-23
1/10/22
11/14/22
308
- cash -
11/14/22
12/19/22
35
Merval
100
3
ARS
153,399.000
168,966.000
15,567.000
10
537,632
174
12/19/22
1/16/23
28
- cash -
1/16/23
6/12/23
147
Merval
100
2
ARS
250,556.000
381,672.000
131,116.000
52
799,864
184
6/12/23
7/24/23
42
- cash -
7/24/23
8/28/23
35
Merval
100
1
ARS
466,663.000
665,524.000
198,861.000
43
998,725
3,952
8/28/23
12/04/23
98
- cash -
12/04/23
12/18/23
14
Merval
100
1
ARS
845,384.000
976,823.000
131,439.000
16
1,130,164
4,228
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell prc diff d % asset yield
12/18/23
1/01/24
14
- cash -
1/01/24
3/18/24
77
Merval
100
1
ARS
929,704.000
1,124,140.000
194,436.000
21
1,324,600
146
accum 10/09/06
3/18/24 3543
days out of 6651 invested (53%)
13,146
1,324,600
65
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
Merval long 3/22/10 5/03/10 42 2,402.45 2,160.20 -242.25 -10.08
8/12/13 7/21/14 343 3,668.83 8,423.66 4,754.83 129.60
7/28/14 8/04/14 7 7,844.56 8,321.41 476.85 6.08
8/18/14 9/29/14 42 8,670.14 12,593.10 3,922.96 45.25
7/04/16 10/24/16 112 15,229.30 17,664.00 2,434.70 15.99
11/07/16 2/12/18 462 17,610.10 30,143.40 12,533.30 71.17
3/11/19 8/05/19 147 33,834.90 40,873.40 7,038.50 20.80
8/03/20 11/02/20 91 52,504.20 47,467.60 -5,036.60 -9.59
11/09/20 11/29/21 385 49,650.40 79,094.90 29,444.50 59.30
12/13/21 12/20/21 7 81,947.60 81,908.10 -39.50 -0.05
12/27/21 1/10/22 14 84,570.50 83,746.30 -824.20 -0.97
11/14/22 12/19/22 35 153,399.00 168,966.00 15,567.00 10.15
1/16/23 6/12/23 147 250,556.00 381,672.00 131,116.00 52.33
7/24/23 8/28/23 35 466,663.00 665,524.00 198,861.00 42.61
12/04/23 12/18/23 14 845,384.00 976,823.00 131,439.00 15.55
1/01/24 3/18/24 77 929,704.00 1,124,140.00 194,436.00 20.91 3,535.71
SSE 50 ew 10/09/06 8/13/07 308 1,149.58 3,606.53 2,456.95 213.73
4/27/09 2/08/10 287 1,895.70 2,284.39 388.69 20.50
2/23/15 7/27/15 154 2,386.70 2,634.85 248.15 10.40 317.36
SDAX 10/11/10 5/16/11 217 4,578.70 5,460.86 882.16 19.27 19.27
OMXC 20 9/10/12 6/10/13 273 494.79 528.78 33.99 6.87 6.87
ISEQ-Overall 1/16/12 5/21/12 126 3,005.69 3,087.81 82.12 2.73 2.73
NASDAQ-100 7/09/18 7/16/18 7 7,276.00 7,357.90 81.90 1.13 1.13
TecDAX 7/30/18 9/10/18 42 2,912.24 2,908.99 -3.25 -0.11 -0.11
NZX 50 6/06/16 6/27/16 21 7,024.38 6,716.58 -307.80 -4.38
10/07/19 3/02/20 147 10,975.60 11,103.40 127.80 1.16 -3.27
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