Assessment - Indices in Euro - 5/16/22 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
12/20/21
prc diff
⇓ Δ21
∅-RS
Merval
738.864
Tue
0.93
732.040
0.93
710.730
21.310
3.00
9.92
PSI 20
5,828.560
16:05
-0.09
5,741.480
1.52
5,385.600
355.880
6.61
4.97
FTSE
8,758.938
15:35
-1.07
8,790.391
-0.36
8,427.422
362.969
4.31
3.00
OBX Price
56.955
15:04
1.83
55.930
1.83
53.587
2.343
4.37
1.25
S
STI
2,219.771
09:20
0.73
2,196.241
1.07
1,992.408
203.833
10.23
6.73
S
Stoxx 50
3,600.020
15:50
-1.17
3,603.290
-0.09
3,671.500
-68.210
-1.86
-0.59
ASX 50
4,667.724
06:15
0.87
4,618.219
1.07
4,399.147
219.072
4.98
2.46
S
TSX 60
913.358
16:52
-1.16
912.926
0.05
855.074
57.851
6.77
5.22
S
IPC
2,391.625
16:34
-2.79
2,417.133
-1.06
2,209.634
207.499
9.39
9.18
S
CAC Mid 60
14,751.400
16:05
-0.56
14,646.800
0.71
14,806.500
-159.700
-1.08
-3.01
S
SMI® PR
11,080.479
15:30
-1.29
11,169.570
-0.80
12,111.263
-941.693
-7.78
-2.05
S
IBEX 35
8,476.400
15:38
0.01
8,353.700
1.47
8,242.400
111.300
1.35
-4.03
S
BEL 20
3,967.230
16:05
-1.13
3,967.830
-0.02
4,162.440
-194.610
-4.68
-4.45
S
Athex Large Cap
2,081.220
14:19
-0.13
2,059.260
1.07
2,101.040
-41.780
-1.99
-4.81
S
CAC 40
6,352.940
16:05
-1.20
6,347.770
0.08
6,870.100
-522.330
-7.60
-4.98
Nikkei 225
199.984
06:15
0.94
197.278
1.37
218.145
-20.867
-9.57
-7.77
S
OMXC 20
220.371
15:05
-0.65
217.971
1.10
235.747
-17.776
-7.54
-6.15
S
BSE Sensex
667.775
10:10
-0.20
652.565
2.33
651.761
0.804
0.12
-0.77
S
MIB 40
24,085.800
15:35
-0.89
24,033.100
0.22
26,177.800
-2,144.700
-8.19
-6.32
S
SLI® PR
1,720.679
15:30
-1.48
1,731.282
-0.61
1,932.007
-200.725
-10.39
-5.40
S
DJIA
30,870.404
14:03
-1.39
30,892.550
-0.07
30,939.462
-46.912
-0.15
1.98
S
AEX
693.030
16:05
-1.36
694.620
-0.23
763.030
-68.410
-8.97
-7.44
S
S&P Global 100
2,601.469
16:49
-2.46
2,620.259
-0.72
2,712.493
-92.233
-3.40
1.23
S
DAX
14,007.800
15:51
-1.26
13,964.400
0.31
15,239.700
-1,275.300
-8.37
-8.13
S
Euro Stoxx 50
3,690.740
15:50
-1.36
3,685.340
0.15
4,107.130
-421.790
-10.27
-9.27
⇓ instrument
freshest
⇓ Δday
5/16/22
⇓ Δwk
12/20/21
prc diff
⇓ Δ21
∅-RS
CAC Next 20
17,152.800
16:05
-0.39
17,001.800
0.89
18,704.900
-1,703.100
-9.11
-9.31
S
S&P 500
3,810.264
16:52
-2.80
3,842.476
-0.84
4,045.897
-203.421
-5.03
-0.36
S
OMXH 25
4,772.820
15:35
-1.14
4,756.850
0.34
5,358.580
-601.730
-11.23
-9.86
S
S&P 100
1,728.659
16:52
-2.94
1,746.319
-1.01
1,870.333
-124.015
-6.63
-1.33
S
CDAX
1,271.000
15:55
-1.24
1,268.050
0.23
1,425.170
-157.120
-11.02
-10.86
S
OMXS30
190.704
15:34
-1.22
190.889
-0.10
221.319
-30.430
-13.75
-12.97
S
NZX 50
6,787.342
05:01
1.08
6,726.693
0.90
7,597.343
-870.651
-11.46
-10.90
S
ATX
3,199.780
15:50
-0.04
3,127.690
2.30
3,720.080
-592.390
-15.92
-12.06
S
ISEQ-Overall
7,084.350
16:05
-1.03
7,068.950
0.22
8,004.530
-935.580
-11.69
-12.51
S
DJ Global Titans
421.655
16:49
-2.58
424.867
-0.76
466.454
-41.587
-8.92
-3.84
S
TecDAX
3,041.680
15:55
-2.21
3,074.010
-1.05
3,792.380
-718.370
-18.94
-13.12
S
Kospi 50
1.787
06:30
0.36
1.760
1.49
2.036
-0.275
-13.52
-12.21
S
MDAX
29,101.500
15:55
-0.92
28,931.900
0.59
34,012.600
-5,080.700
-14.94
-13.54
S
SSE 50 ew
300.250
07:00
-0.30
297.867
0.80
351.296
-53.430
-15.21
-11.00
S
SDAX
13,191.600
15:55
-1.41
13,186.400
0.04
15,806.200
-2,619.800
-16.57
-15.94
S
NASDAQ-100
11,613.491
16:52
-3.58
11,737.930
-1.06
13,841.371
-2,103.441
-15.20
-8.74
S
HSI
2,522.538
08:08
0.20
2,437.726
3.48
2,583.931
-146.206
-5.66
-11.04
RTX
947.291
2/28
-22.31
947.291
1,835.782
-888.492
-48.40
-37.52
Indices - 43 out of 43 instruments rated - 5/16/22 / 12/20/21 - 10 did rise, Market-Ratio(21) in EUR = 23.26 %
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
1/02/06
10/09/06
280
- cash -
long
10/09/06
8/13/07
308
SSE 50 ew
100
86
115.375
347.688
232.313
201
29,979
270
8/13/07
4/27/09
623
- cash -
4/27/09
2/08/10
287
SSE 50 ew
100
142
209.697
244.516
34.819
17
34,923
22
2/08/10
3/22/10
42
- cash -
3/22/10
5/03/10
42
Merval
100
76
459.439
418.619
-40.819
-9
31,821
-55
5/03/10
10/11/10
161
- cash -
10/11/10
5/16/11
217
SDAX
100
6
4,578.700
5,460.860
882.160
19
37,114
34
5/16/11
1/16/12
245
- cash -
1/16/12
5/21/12
126
ISEQ-Overall
100
12
3,005.690
3,087.810
82.120
3
38,099
8
5/21/12
9/10/12
112
- cash -
9/10/12
6/10/13
273
OMXC 20
100
573
66.404
70.923
4.519
7
40,689
9
6/10/13
8/12/13
63
- cash -
8/12/13
7/21/14
343
Merval
100
81
501.316
762.881
261.566
52
61,876
56
7/21/14
7/28/14
7
- cash -
7/28/14
8/04/14
7
Merval
100
86
714.525
750.468
35.942
5
64,967
1,192
8/04/14
8/18/14
14
- cash -
8/18/14
9/29/14
42
Merval
100
82
784.124
1,170.286
386.162
49
96,632
3,146
9/29/14
2/23/15
147
- cash -
2/23/15
7/27/15
154
SSE 50 ew
100
287
336.435
382.611
46.176
14
109,884
36
7/27/15
6/06/16
315
- cash -
6/06/16
6/27/16
21
NZX 50
100
25
4,282.636
4,277.804
-4.832
0
109,764
-2
6/27/16
7/04/16
7
- cash -
7/04/16
10/24/16
112
Merval
100
120
908.669
1,059.959
151.289
17
127,918
65
10/24/16
11/07/16
14
- cash -
11/07/16
2/12/18
462
Merval
100
121
1,056.255
1,230.338
174.083
16
148,982
13
2/12/18
7/09/18
147
- cash -
7/09/18
7/16/18
7
NASDAQ-100
100
24
6,192.604
6,283.648
91.044
1
151,167
114
7/16/18
7/30/18
14
- cash -
7/30/18
9/10/18
42
TecDAX
100
51
2,912.240
2,908.990
-3.250
0
151,002
-1
9/10/18
3/11/19
182
- cash -
3/11/19
8/05/19
147
Merval
100
201
749.771
804.230
54.460
7
161,948
19
8/05/19
10/07/19
63
- cash -
10/07/19
3/02/20
147
NZX 50
100
25
6,287.292
6,221.368
-65.924
-1
160,300
-3
3/02/20
8/03/20
154
- cash -
8/03/20
11/02/20
91
Merval
100
260
616.439
518.841
-97.598
-16
134,924
-50
11/02/20
11/09/20
7
- cash -
11/09/20
11/29/21
385
Merval
100
254
529.588
695.022
165.434
31
176,945
29
11/29/21
12/13/21
14
- cash -
12/13/21
12/20/21
7
Merval
100
248
713.301
710.730
-2.571
0
176,307
-17
12/20/21
12/27/21
7
- cash -
12/27/21
1/10/22
14
Merval
100
242
728.183
714.126
-14.057
-2
172,905
-40
1/10/22
5/18/22
128
- cash -
accum 10/09/06
1/10/22 3234
days out of 5980 invested (54%)
1,629
172,905
38
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell prc diff d % total
SSE 50 ew long 10/09/06 8/13/07 308 115.37 347.69 232.31 201.36
4/27/09 2/08/10 287 209.70 244.52 34.82 16.60
2/23/15 7/27/15 154 336.43 382.61 46.18 13.73 299.62
Merval 3/22/10 5/03/10 42 459.44 418.62 -40.82 -8.88
8/12/13 7/21/14 343 501.32 762.88 261.57 52.18
7/28/14 8/04/14 7 714.53 750.47 35.94 5.03
8/18/14 9/29/14 42 784.12 1,170.29 386.16 49.25
7/04/16 10/24/16 112 908.67 1,059.96 151.29 16.65
11/07/16 2/12/18 462 1,056.26 1,230.34 174.08 16.48
3/11/19 8/05/19 147 749.77 804.23 54.46 7.26
8/03/20 11/02/20 91 616.44 518.84 -97.60 -15.83
11/09/20 11/29/21 385 529.59 695.02 165.43 31.24
12/13/21 12/20/21 7 713.30 710.73 -2.57 -0.36
12/27/21 1/10/22 14 728.18 714.13 -14.06 -1.93 241.92
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 66.40 70.92 4.52 6.81 6.81
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 6,192.60 6,283.65 91.04 1.47 1.47
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 4,282.64 4,277.80 -4.83 -0.11
10/07/19 3/02/20 147 6,287.29 6,221.37 -65.92 -1.05 -1.16
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