Tue, 21st Mar 2023, 2:08UTC
Assessment - Indices in Euro - 13/03/23 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
17/10/22
prc diff
⇓ Δ21
∅-RS
Merval
1,019.697
Mon
-0.31
1,038.927
-1.85
925.804
113.123
12.22
17.52
L
Athex Large Cap
2,499.440
Mon
0.87
2,548.190
-1.91
2,041.110
507.080
24.84
18.25
L
ISEQ-Overall
8,167.500
Mon
1.99
8,103.060
0.80
6,720.340
1,382.720
20.58
13.91
L
MIB 40
25,899.600
Mon
1.59
26,183.500
-1.08
21,319.700
4,863.800
22.81
11.19
Euro Stoxx 50
4,119.420
Mon
1.34
4,096.540
0.56
3,441.640
654.900
19.03
9.10
OMXC 20
254.124
Mon
1.01
253.309
0.32
215.337
37.971
17.63
8.80
CAC 40
7,013.140
Mon
1.27
7,011.500
0.02
6,040.660
970.840
16.07
8.75
L
DAX
14,933.400
Mon
1.12
14,959.500
-0.17
12,649.000
2,310.500
18.27
8.17
L
IBEX 35
8,833.100
Mon
1.31
8,958.900
-1.40
7,557.100
1,401.800
18.55
7.59
L
CDAX
1,325.260
Mon
1.00
1,331.720
-0.49
1,115.780
215.940
19.35
7.17
L
ATX
3,140.900
Mon
0.52
3,305.030
-4.97
2,789.630
515.400
18.48
6.19
OMXS30
186.183
Mon
1.47
189.511
-1.76
173.971
15.540
8.93
0.12
L
IPC
2,559.790
Mon
-1.10
2,613.356
-2.05
2,350.727
262.629
11.17
7.33
L
TecDAX
3,221.350
Mon
-0.15
3,196.810
0.77
2,765.090
431.720
15.61
5.31
AEX
729.050
Mon
0.92
727.250
0.25
640.950
86.300
13.46
3.84
CAC Mid 60
14,234.800
Mon
1.03
14,360.400
-0.87
12,366.900
1,993.500
16.12
3.75
Stoxx 50
3,777.940
Mon
1.00
3,773.000
0.13
3,418.650
354.350
10.37
3.66
L
SDAX
12,786.500
Mon
0.10
12,971.800
-1.43
10,760.700
2,211.100
20.55
3.04
L
Nikkei 225
188.450
Mon
-1.42
194.655
-3.19
182.870
11.786
6.44
0.53
L
CAC Next 20
16,802.500
Mon
0.23
17,054.300
-1.48
15,510.300
1,544.000
9.95
1.96
FTSE
8,395.435
Mon
0.93
8,559.605
-1.92
8,009.537
550.068
6.87
-0.69
NZX 50
6,714.001
Mon
-1.37
6,776.759
-0.93
6,175.369
601.390
9.74
-1.92
ASX 50
4,210.981
Mon
-1.37
4,336.543
-2.90
4,162.331
174.212
4.19
-4.54
L
MDAX
26,592.600
Mon
0.55
27,232.300
-2.35
22,983.000
4,249.300
18.49
1.12
BSE Sensex
652.152
Mon
-0.62
659.044
-1.05
722.805
-63.761
-8.82
-5.61
⇓ instrument
freshest
⇓ Δday
13/03/23
⇓ Δwk
17/10/22
prc diff
⇓ Δ21
∅-RS
PSI 20
5,769.330
Mon
0.79
5,896.080
-2.15
5,425.880
470.200
8.67
0.08
HSI
2,255.988
Mon
-2.65
2,338.542
-3.53
2,150.504
188.039
8.74
-3.27
OMXH 25
4,669.080
Mon
1.08
4,771.250
-2.14
4,577.520
193.730
4.23
-0.32
L
Kospi 50
1.535
Mon
-1.00
1.552
-1.12
1.415
0.137
9.66
-3.87
L
SSE 50 ew
278.724
Mon
-0.17
283.221
-1.59
282.937
0.284
0.10
-4.90
L
NASDAQ-100
11,694.517
Mon
0.34
11,099.299
5.36
11,240.607
-141.308
-1.26
-4.78
S&P Global 100
2,524.664
Mon
0.46
2,473.530
2.07
2,538.269
-64.739
-2.55
-4.95
SLI® PR
1,718.792
Mon
0.39
1,722.125
-0.19
1,608.333
113.792
7.08
-0.38
S
DJIA
30,016.478
Mon
1.20
29,620.380
1.34
30,671.795
-1,051.414
-3.43
-5.33
TSX 60
795.749
Mon
0.71
799.115
-0.42
834.701
-35.586
-4.26
-9.35
L
DJ Global Titans
406.878
Mon
0.45
393.091
3.51
403.747
-10.656
-2.64
-5.86
S
STI
2,171.402
Mon
-1.37
2,166.291
0.24
2,159.351
6.940
0.32
-3.92
OBX Price
47.257
Mon
1.11
48.363
-2.29
51.050
-2.688
-5.27
-12.31
BEL 20
3,630.990
Mon
0.78
3,660.000
-0.79
3,454.100
205.900
5.96
-3.31
S&P 500
3,678.514
Mon
0.89
3,589.325
2.48
3,737.165
-147.841
-3.96
-6.45
S&P 100
1,676.149
Mon
0.67
1,620.966
3.40
1,694.398
-73.432
-4.33
-6.58
SMI® PR
10,881.914
Mon
0.28
10,870.054
0.11
10,715.584
154.471
1.44
-3.06
Indices - 42 out of 42 instruments rated - 13/03/23 / 17/10/22 - 33 did rise, Market-Ratio(21) in EUR = 78.57 %
Technical Chart
Transactions Indices in Euro * L21 - 73/65 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell prc diff d % asset yield
2/01/06
9/10/06
280
- cash -
long
9/10/06
13/08/07
308
SSE 50 ew
100
86
115.375
347.688
232.313
201
29,979
270
13/08/07
27/04/09
623
- cash -
27/04/09
8/02/10
287
SSE 50 ew
100
142
209.697
244.516
34.819
17
34,923
22
8/02/10
22/03/10
42
- cash -
22/03/10
3/05/10
42
Merval
100
76
459.439
418.619
-40.819
-9
31,821
-55
3/05/10
11/10/10
161
- cash -
11/10/10
16/05/11
217
SDAX
100
6
4,578.700
5,460.860
882.160
19
37,114
34
16/05/11
16/01/12
245
- cash -
16/01/12
21/05/12
126
ISEQ-Overall
100
12
3,005.690
3,087.810
82.120
3
38,099
8
21/05/12
10/09/12
112
- cash -
10/09/12
10/06/13
273
OMXC 20
100
573
66.404
70.923
4.519
7
40,689
9
10/06/13
12/08/13
63
- cash -
12/08/13
21/07/14
343
Merval
100
81
501.316
762.881
261.566
52
61,876
56
21/07/14
28/07/14
7
- cash -
28/07/14
4/08/14
7
Merval
100
86
714.525
750.468
35.942
5
64,967
1,192
4/08/14
18/08/14
14
- cash -
18/08/14
29/09/14
42
Merval
100
82
784.124
1,170.286
386.162
49
96,632
3,146
29/09/14
23/02/15
147
- cash -
23/02/15
27/07/15
154
SSE 50 ew
100
287
336.435
382.611
46.176
14
109,884
36
27/07/15
6/06/16
315
- cash -
6/06/16
27/06/16
21
NZX 50
100
25
4,282.636
4,277.804
-4.832
0
109,764
-2
27/06/16
4/07/16
7
- cash -
4/07/16
24/10/16
112
Merval
100
120
908.669
1,059.959
151.289
17
127,918
65
24/10/16
7/11/16
14
- cash -
7/11/16
12/02/18
462
Merval
100
121
1,056.255
1,230.338
174.083
16
148,982
13
12/02/18
9/07/18
147
- cash -
9/07/18
16/07/18
7
NASDAQ-100
100
24
6,192.604
6,283.648
91.044
1
151,167
114
16/07/18
30/07/18
14
- cash -
30/07/18
10/09/18
42
TecDAX
100
51
2,912.240
2,908.990
-3.250
0
151,002
-1
10/09/18
11/03/19
182
- cash -
11/03/19
5/08/19
147
Merval
100
201
749.771
804.230
54.460
7
161,948
19
5/08/19
7/10/19
63
- cash -
7/10/19
2/03/20
147
NZX 50
100
25
6,287.292
6,221.368
-65.924
-1
160,300
-3
2/03/20
3/08/20
154
- cash -
3/08/20
2/11/20
91
Merval
100
260
616.439
518.841
-97.598
-16
134,924
-50
2/11/20
9/11/20
7
- cash -
9/11/20
29/11/21
385
Merval
100
254
529.588
695.022
165.434
31
176,945
29
29/11/21
13/12/21
14
- cash -
13/12/21
20/12/21
7
Merval
100
248
713.301
710.730
-2.571
0
176,307
-17
20/12/21
27/12/21
7
- cash -
27/12/21
10/01/22
14
Merval
100
242
728.183
714.126
-14.057
-2
172,905
-40
10/01/22
14/11/22
308
- cash -
14/11/22
19/12/22
35
Merval
100
188
917.519
916.038
-1.480
0
172,627
-2
19/12/22
16/01/23
28
- cash -
16/01/23
20/03/23
63
Merval
100
135
1,271.838
1,019.697
-252.142
-20
138,588
-72
accum 9/10/06
20/03/23 3333
days out of 6287 invested (53%)
1,286
138,588
33
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
SSE 50 ew long 9/10/06 13/08/07 308 115.37 347.69 232.31 201.36
27/04/09 8/02/10 287 209.70 244.52 34.82 16.60
23/02/15 27/07/15 154 336.43 382.61 46.18 13.73 299.62
Merval 22/03/10 3/05/10 42 459.44 418.62 -40.82 -8.88
12/08/13 21/07/14 343 501.32 762.88 261.57 52.18
28/07/14 4/08/14 7 714.53 750.47 35.94 5.03
18/08/14 29/09/14 42 784.12 1,170.29 386.16 49.25
4/07/16 24/10/16 112 908.67 1,059.96 151.29 16.65
7/11/16 12/02/18 462 1,056.26 1,230.34 174.08 16.48
11/03/19 5/08/19 147 749.77 804.23 54.46 7.26
3/08/20 2/11/20 91 616.44 518.84 -97.60 -15.83
9/11/20 29/11/21 385 529.59 695.02 165.43 31.24
13/12/21 20/12/21 7 713.30 710.73 -2.57 -0.36
27/12/21 10/01/22 14 728.18 714.13 -14.06 -1.93
14/11/22 19/12/22 35 917.52 916.04 -1.48 -0.16
16/01/23 20/03/23 63 1,271.84 1,019.70 -252.14 -19.82 173.69
SDAX 11/10/10 16/05/11 217 4,578.70 5,460.86 882.16 19.27 19.27
OMXC 20 10/09/12 10/06/13 273 66.40 70.92 4.52 6.81 6.81
ISEQ-Overall 16/01/12 21/05/12 126 3,005.69 3,087.81 82.12 2.73 2.73
NASDAQ-100 9/07/18 16/07/18 7 6,192.60 6,283.65 91.04 1.47 1.47
TecDAX 30/07/18 10/09/18 42 2,912.24 2,908.99 -3.25 -0.11 -0.11
NZX 50 6/06/16 27/06/16 21 4,282.64 4,277.80 -4.83 -0.11
7/10/19 2/03/20 147 6,287.29 6,221.37 -65.92 -1.05 -1.16
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.
write an annotation