Assessment - Indices - 3/25/24 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
10/30/23
prc diff
⇓ Δ21
Curr
∅-RS
Merval
1,213,480.000
Wed
-0.10
1,212,900.000
0.05
591,692.000
621,208.000
104.99
ARS
132.49
L
Nikkei 225
40,369.400
06:15
0.50
40,414.100
-0.11
30,697.000
9,717.100
31.65
JPY
23.83
L
OMXC 20
2,669.490
Thu
2,697.510
-1.04
2,123.420
574.090
27.04
DKK
23.50
L
DJ Global Titans
620.920
Thu
-0.06
621.830
-0.15
486.320
135.510
27.86
USD
20.04
L
MIB 40
34,750.400
Thu
-0.03
34,639.400
0.32
27,339.900
7,299.500
26.70
EUR
19.98
NASDAQ-100
18,254.700
Thu
-0.14
18,277.100
-0.12
14,335.500
3,941.600
27.50
USD
19.44
L
S&P 100
2,478.850
Thu
2,471.470
0.30
1,967.810
503.660
25.59
USD
17.84
L
S&P 500
5,254.350
Thu
0.11
5,218.190
0.69
4,166.820
1,051.370
25.23
USD
16.36
L
S&P Global 100
3,616.030
Thu
3,608.850
0.20
2,914.300
694.550
23.83
USD
16.12
L
Euro Stoxx 50
5,083.420
Thu
0.03
5,044.190
0.78
4,028.320
1,015.870
25.22
EUR
15.04
IBEX 35
11,074.600
Thu
-0.33
10,952.200
1.12
9,013.900
1,938.300
21.50
EUR
14.42
L
AEX
881.780
Thu
0.30
877.150
0.53
714.050
163.100
22.84
EUR
13.95
L
ISEQ-Overall
9,957.270
Thu
0.91
9,808.600
1.52
7,823.760
1,984.840
25.37
EUR
13.60
L
DAX
18,492.500
Thu
0.08
18,261.300
1.27
14,716.500
3,544.800
24.09
EUR
13.51
Athex Large Cap
3,420.410
Thu
0.40
3,434.210
-0.40
2,914.750
519.460
17.82
EUR
13.30
L
OMXS30
2,518.270
Thu
-0.75
2,526.070
-0.31
2,057.140
468.930
22.80
SEK
11.98
L
DJIA
39,807.400
Thu
0.12
39,313.600
1.26
32,929.000
6,384.600
19.39
USD
11.72
L
CDAX
1,589.960
Thu
0.07
1,568.670
1.36
1,285.100
283.570
22.07
EUR
11.10
L
Kospi 50
2,607.130
06:30
0.40
2,582.260
0.96
2,133.010
449.250
21.06
KRW
10.78
L
CAC 40
8,205.810
Thu
0.01
8,151.600
0.67
6,825.070
1,326.530
19.44
EUR
10.60
BSE Sensex
73,651.400
Thu
0.90
72,831.900
1.13
64,112.600
8,719.300
13.60
INR
10.14
L
Stoxx 50
4,428.100
Thu
0.29
4,405.190
0.52
3,802.970
602.220
15.84
EUR
9.53
L
SLI® PR
1,923.910
Thu
0.25
1,908.620
0.80
1,618.140
290.480
17.95
CHF
8.63
L
ATX
3,535.790
Thu
0.35
3,496.320
1.13
3,060.240
436.080
14.25
EUR
8.22
L
TSX 60
1,333.700
Thu
0.27
1,321.360
0.93
1,131.900
189.460
16.74
CAD
8.00
⇓ instrument
freshest
⇓ Δday
3/25/24
⇓ Δwk
10/30/23
prc diff
⇓ Δ21
Curr
∅-RS
L
ASX 50
7,733.400
Thu
0.85
7,648.300
1.11
6,683.000
965.300
14.44
AUD
7.44
L
TecDAX
3,454.380
Thu
-0.09
3,420.030
1.00
2,790.820
629.210
22.55
EUR
7.03
L
SDAX
14,294.600
Thu
-0.80
14,092.600
1.43
12,075.700
2,016.900
16.70
EUR
5.81
L
CAC Mid 60
14,763.100
Thu
0.77
14,542.900
1.51
12,452.300
2,090.600
16.79
EUR
5.17
IPC
57,369.000
Wed
0.28
56,552.500
1.44
49,277.400
7,275.100
14.76
MXN
5.03
OBX Price
585.220
Wed
0.27
585.520
-0.05
566.130
19.390
3.43
NOK
4.81
L
BEL 20
3,845.630
Thu
0.33
3,811.500
0.90
3,305.140
506.360
15.32
EUR
4.65
L
SMI® PR
11,730.400
Thu
0.21
11,637.000
0.80
10,382.200
1,254.800
12.09
CHF
4.55
L
FTSE
7,952.620
Thu
0.26
7,917.570
0.44
7,327.390
590.180
8.05
GBP
4.43
L
NZX 50
12,105.300
Thu
0.79
12,067.000
0.32
10,741.600
1,325.400
12.34
NZD
3.73
L
CAC Next 20
18,088.600
Thu
-0.05
17,967.400
0.67
15,653.100
2,314.300
14.78
EUR
3.72
PSI 20
6,280.500
Thu
0.06
6,199.210
1.31
6,218.170
-18.960
-0.30
EUR
0.62
L
STI
3,224.010
Thu
-0.85
3,198.100
0.81
3,064.290
133.810
4.37
SGD
0.17
L
MDAX
27,043.000
Thu
-0.18
26,667.000
1.41
23,844.300
2,822.700
11.84
EUR
0.14
L
OMXH 25
4,389.230
Thu
-0.74
4,411.730
-0.51
4,067.440
344.290
8.46
EUR
-0.51
L
SSE 50 ew
1,845.950
07:00
0.76
1,839.460
0.35
1,858.690
-19.230
-1.03
CNY
-3.40
L
HSI
16,541.400
Thu
0.91
16,473.600
0.41
17,406.400
-932.800
-5.36
HKD
-7.98
Indices - 42 out of 42 instruments rated - 3/25/24 / 10/30/23 - 39 did rise, Market-Ratio(21) = 92.86 %
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
3/27/24
86
Merval
100
1
ARS
929,704.000
1,213,480.000
283,776.000
31
1,413,940
210
accum 10/09/06
3/27/24 3553
days out of 6661 invested (53%)
14,039
1,413,940
66
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 3/27/24 86 929,704.00 1,213,480.00 283,776.00 30.52 3,824.66
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