Assessment - Indices - 2/22/21 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/28/20
prc diff
⇓ Δ21
Curr
∅-RS
L
Kospi 50
2,979.920
06:30
3.92
2,935.740
1.50
2,142.540
793.200
37.02
KRW
39.43
L
BSE Sensex
51,039.300
10:10
0.51
49,744.300
2.60
37,981.600
11,762.700
30.97
INR
32.07
L
Nikkei 225
30,168.300
06:15
1.67
30,156.000
0.04
23,511.600
6,644.400
28.26
JPY
31.77
L
ATX
3,071.920
16:50
0.05
3,008.960
2.09
2,124.060
884.900
41.66
EUR
28.68
L
SDAX
15,267.000
16:55
-0.11
15,322.000
-0.36
12,279.600
3,042.400
24.78
EUR
27.65
NASDAQ-100
12,924.300
17:46
-2.84
13,223.700
-2.26
11,364.500
1,859.200
16.36
USD
25.87
L
MDAX
31,640.900
16:52
-0.37
32,024.100
-1.20
26,966.900
5,057.200
18.75
EUR
21.41
L
AEX
664.480
17:05
-0.01
671.750
-1.08
551.670
120.080
21.77
EUR
20.38
L
HSI
30,074.200
08:08
1.20
30,319.800
-0.81
23,476.100
6,843.700
29.15
HKD
20.19
L
S&P 500
3,851.110
17:46
-1.89
3,876.500
-0.65
3,351.600
524.900
15.66
USD
19.80
L
S&P Global 100
2,624.680
17:32
-1.00
2,636.290
-0.44
2,272.400
363.890
16.01
USD
19.27
L
ISEQ-Overall
7,441.710
17:05
-0.98
7,453.440
-0.16
6,417.930
1,035.510
16.13
EUR
18.99
L
DJ Global Titans
449.070
17:32
-1.55
452.700
-0.80
397.280
55.420
13.95
USD
18.75
L
S&P 100
1,750.390
17:46
-1.90
1,764.920
-0.82
1,553.010
211.910
13.65
USD
18.69
Merval
47,856.700
Tue
-2.87
49,268.400
-2.87
42,077.900
7,190.500
17.09
ARS
18.63
L
OMXH 25
4,883.090
16:36
0.92
4,833.700
1.02
4,309.080
524.620
12.17
EUR
18.45
L
CAC Mid 60
14,030.600
17:05
0.20
13,968.000
0.45
11,885.400
2,082.600
17.52
EUR
18.31
L
OMXS30
2,038.930
16:34
0.08
2,031.040
0.39
1,834.640
196.400
10.71
SEK
17.63
L
DJIA
31,559.700
17:50
-1.26
31,521.700
0.12
27,584.100
3,937.600
14.27
USD
17.60
L
Athex Large Cap
1,875.020
15:19
1.91
1,855.350
1.06
1,489.580
365.770
24.56
EUR
17.58
L
MIB 40
23,063.600
16:35
-0.15
23,009.200
0.24
19,160.100
3,849.100
20.09
EUR
17.40
L
OBX Price
494.760
16:05
1.26
484.350
2.15
409.840
74.510
18.18
NOK
16.81
L
RTX
1,889.290
16:45
2,875.26
1,891.150
-0.10
1,473.690
417.460
28.33
USD
16.55
L
CDAX
1,324.900
16:55
-0.25
1,333.870
-0.67
1,207.670
126.200
10.45
EUR
16.27
L
CAC 40
5,783.890
17:05
-0.24
5,767.440
0.29
4,843.270
924.170
19.08
EUR
16.12
⇓ instrument
freshest
⇓ Δday
2/22/21
⇓ Δwk
9/28/20
prc diff
⇓ Δ21
Curr
∅-RS
L
IPC
45,314.900
17:28
0.36
44,946.600
0.82
37,231.500
7,715.100
20.72
MXN
15.96
L
Euro Stoxx 50
3,685.280
16:50
-0.56
3,699.850
-0.39
3,223.190
476.660
14.79
EUR
15.09
L
BEL 20
3,850.320
17:05
-0.17
3,826.420
0.62
3,260.420
566.000
17.36
EUR
14.76
L
TSX 60
1,084.520
17:48
-1.30
1,094.240
-0.89
976.600
117.640
12.05
CAD
14.69
L
TecDAX
3,368.220
16:54
0.03
3,458.870
-2.62
3,068.270
390.600
12.73
EUR
14.59
L
DAX
13,879.300
16:51
-0.69
13,950.000
-0.51
12,870.900
1,079.100
8.38
EUR
14.33
L
CAC Next 20
18,351.800
17:05
-0.06
18,255.000
0.53
15,636.100
2,618.900
16.75
EUR
14.30
OMXC 20
1,438.970
16:05
0.97
1,455.900
-1.16
1,353.630
102.270
7.56
DKK
13.50
L
SLI® PR
1,727.150
16:31
-0.49
1,728.980
-0.11
1,563.090
165.890
10.61
CHF
12.90
L
SSE 50 ew
2,822.910
07:00
1.10
2,839.790
-0.59
2,597.300
242.490
9.34
CNY
12.27
L
ASX 50
6,619.200
05:47
0.98
6,545.500
1.13
5,751.200
794.300
13.81
AUD
11.94
L
IBEX 35
8,317.800
16:38
0.58
8,112.200
2.53
6,791.500
1,320.700
19.45
EUR
10.90
L
STI
2,973.540
09:20
1.67
2,881.210
3.20
2,483.010
398.200
16.04
SGD
8.85
PSI 20
4,787.350
17:05
1.11
4,774.280
0.27
4,088.540
685.740
16.77
EUR
8.73
L
FTSE
6,651.960
16:35
-0.11
6,612.240
0.60
5,927.930
684.310
11.54
GBP
8.17
L
Stoxx 50
3,172.980
16:50
-0.64
3,193.970
-0.66
2,938.070
255.900
8.71
EUR
8.09
NZX 50
12,140.700
04:49
-1.15
12,426.200
-2.30
11,802.300
623.900
5.29
NZD
7.36
L
SMI® PR
10,658.900
16:31
-0.64
10,697.400
-0.36
10,308.700
388.700
3.77
CHF
6.06
Indices - 43 out of 43 instruments rated - 2/22/21 / 9/28/20 - 43 did rise, Market-Ratio(21) = 100.00 %
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
2/23/21
106
Merval
100
6
ARS
49,650.400
47,856.700
-1,793.700
-4
307,860
-12
accum 10/09/06
2/23/21 2936
days out of 5533 invested (53%)
2,979
307,860
53
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 2/23/21 106 49,650.40 47,856.70 -1,793.70 -3.61 564.79
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
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