Share-o-matic - Assessment Indices

Assessment - Indices - 5/16/22 - RS = 17

		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	1/17/22	prc diff	⇓ Δ17	Curr	∅-RS
		Merval	88,119.000	Fri	-0.58	89,964.800	-2.05	85,038.800	4,926.000	5.79	ARS	15.89
		PSI 20	5,921.160	Fri	0.28	5,741.480	3.13	5,634.780	106.700	1.89	EUR	4.97
		FTSE	7,389.980	Fri	1.19	7,464.800	-1.00	7,611.230	-146.430	-1.92	GBP	3.15
		OBX Price	580.530	Fri	1.08	571.590	1.56	573.710	-2.120	-0.37	NOK	2.79
	S	STI	3,240.580	Fri	1.56	3,191.160	1.55	3,287.950	-96.790	-2.94	SGD	-0.20
	S	Stoxx 50	3,564.810	Fri	0.71	3,603.290	-1.07	3,830.990	-227.700	-5.94	EUR	-0.59
		ASX 50	6,970.300	06:15		6,931.300	0.56	7,091.000	-159.700	-2.25	AUD	-1.71
	S	TSX 60	1,222.490	Fri	0.18	1,225.840	-0.27	1,311.550	-85.710	-6.54	CAD	-2.14
	S	IPC	51,518.300	Fri	0.45	50,564.000	1.89	53,973.300	-3,409.300	-6.32	MXN	-2.17
	S	CAC Mid 60	14,638.100	Fri	0.61	14,646.800	-0.06	15,858.300	-1,211.500	-7.64	EUR	-3.01
	S	SMI® PR	11,309.000	Fri		11,672.200	-3.11	12,633.200	-961.000	-7.61	CHF	-3.37
	S	IBEX 35	8,484.500	Fri	0.93	8,353.700	1.57	8,838.700	-485.000	-5.49	EUR	-4.03
	S	BEL 20	3,923.170	Fri	0.78	3,967.830	-1.13	4,249.630	-281.800	-6.63	EUR	-4.45
	S	Athex Large Cap	2,067.950	Fri	1.31	2,059.260	0.42	2,312.590	-253.330	-10.95	EUR	-4.81
	S	CAC 40	6,285.240	Fri	0.20	6,347.770	-0.99	7,201.640	-853.870	-11.86	EUR	-4.98
		Nikkei 225	27,001.500	06:15	0.98	26,547.100	1.71	28,333.500	-1,786.400	-6.30	JPY	-5.36
	S	OMXC 20	1,668.620	Fri	3.22	1,621.990	2.87	1,690.900	-68.910	-4.08	DKK	-6.11
	S	BSE Sensex	54,326.400	Fri	2.91	52,973.800	2.55	61,308.900	-8,335.100	-13.60	INR	-6.16
	S	MIB 40	24,095.000	Fri	0.12	24,033.100	0.26	27,688.600	-3,655.500	-13.20	EUR	-6.32
	S	SLI® PR	1,760.470	Fri	0.08	1,809.190	-2.69	2,025.390	-216.200	-10.67	CHF	-6.65
	S	DJIA	31,261.900	Fri	0.03	32,223.400	-2.98	35,911.800	-3,688.400	-10.27	USD	-7.33
	S	AEX	682.960	Fri	0.68	694.620	-1.68	781.320	-86.700	-11.10	EUR	-7.44
	S	S&P Global 100	2,670.920	05:33	0.36	2,733.140	-2.28	3,146.810	-413.670	-13.15	USD	-8.07
	S	DAX	13,981.900	Fri	0.72	13,964.400	0.13	15,933.700	-1,969.300	-12.36	EUR	-8.13
	S	Euro Stoxx 50	3,657.030	Fri	0.45	3,685.340	-0.77	4,302.140	-616.800	-14.34	EUR	-9.27
		⇓instrument	freshest		⇓ Δday	5/16/22	⇓ Δwk	1/17/22	prc diff	⇓ Δ17	Curr	∅-RS
		CAC Next 20	17,154.400	Fri	1.12	17,001.800	0.90	19,215.500	-2,213.700	-11.52	EUR	-9.31
	S	S&P 500	3,901.360	Fri	0.01	4,008.010	-2.66	4,662.850	-654.840	-14.04	USD	-9.50
	S	OMXH 25	4,752.010	Fri	0.84	4,756.850	-0.10	5,544.510	-787.660	-14.21	EUR	-9.86
	S	S&P 100	1,764.110	Fri	0.05	1,821.550	-3.15	2,149.930	-328.380	-15.27	USD	-10.38
	S	CDAX	1,270.500	Fri	0.75	1,268.050	0.19	1,487.660	-219.610	-14.76	EUR	-10.86
	S	OMXS30	1,994.090	Fri	0.08	2,004.490	-0.52	2,363.120	-358.630	-15.18	SEK	-11.06
	S	NZX 50	11,316.500	05:00	0.44	11,157.700	1.42	12,806.900	-1,649.200	-12.88	NZD	-11.06
	S	ATX	3,219.040	Fri	0.41	3,127.690	2.92	4,030.710	-903.020	-22.40	EUR	-12.06
	S	ISEQ-Overall	7,064.540	Fri	1.59	7,068.950	-0.06	8,475.100	-1,406.150	-16.59	EUR	-12.51
	S	DJ Global Titans	431.520	05:32	0.22	443.170	-2.63	536.780	-93.610	-17.44	USD	-12.63
	S	TecDAX	3,073.260	Fri	0.90	3,074.010	-0.02	3,558.040	-484.030	-13.60	EUR	-13.12
	S	Kospi 50	2,401.460	06:30	0.23	2,351.990	2.10	2,676.420	-324.430	-12.12	KRW	-13.43
	S	MDAX	29,199.900	Fri	0.57	28,931.900	0.93	34,587.300	-5,655.400	-16.35	EUR	-13.54
	S	SSE 50 ew	2,149.530	07:00	-0.60	2,107.110	2.01	2,469.160	-362.050	-14.66	CNY	-14.37
	S	SDAX	13,197.300	Fri	0.39	13,186.400	0.08	15,873.800	-2,687.400	-16.93	EUR	-15.94
	S	NASDAQ-100	11,835.600	Fri	-0.34	12,243.600	-3.33	15,611.600	-3,368.000	-21.57	USD	-17.06
	S	HSI	20,717.200	Fri	2.96	19,950.200	3.84	24,218.000	-4,267.800	-17.62	HKD	-18.34
		RTX	988.100	2/28	-22.31	988.100		1,976.370	-988.270	-50.00	USD	-42.62
Indices - 43 out of 43 instruments rated - 5/16/22 / 1/17/22 - 2 did rise, Market-Ratio(17) = 4.65 %

Technical Chart

	Indices RS = 17 - B/S = 86/86

1/01/18	scale up chart	5/16/22

Transactions Indices * S17 - 86/86 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	10/02/06	140		NASDAQ-100	100	6	USD	1,634.780	1,632.810	1,636.752	1.972	0	10,012	0
10/02/06		3/05/07	154		- cash -
	3/05/07	3/26/07	21		RTX	100	4	USD	2,379.500	2,660.730	2,098.270	-281.230	-12	8,887	-89
3/26/07		6/04/07	70		- cash -
	6/04/07	7/02/07	28		RTX	100	3	USD	2,487.040	2,608.160	2,365.920	-121.120	-5	8,524	-48
7/02/07		7/23/07	21		- cash -
	7/23/07	5/11/09	658		ISEQ-Overall	100	1	EUR	8,357.400	2,632.660	26,530.632	18,173.232	217	26,697	90
5/11/09		12/21/09	224		- cash -
	12/21/09	12/28/09	7		Athex Large Cap	100	2	EUR	10,826.200	11,362.600	10,289.800	-536.400	-5	25,624	-93
12/28/09		1/25/10	28		- cash -
	1/25/10	4/12/10	77		Athex Large Cap	100	2	EUR	10,649.600	10,245.800	11,069.314	419.714	4	26,463	20
4/12/10		4/19/10	7		- cash -
	4/19/10	9/20/10	154		Athex Large Cap	100	2	EUR	9,573.500	7,229.300	12,677.839	3,104.339	32	32,672	95
9/20/10		10/18/10	28		- cash -
	10/18/10	10/25/10	7		Athex Large Cap	100	4	EUR	7,588.000	7,980.100	7,195.900	-392.100	-5	31,104	-94
10/25/10		11/22/10	28		- cash -
	11/22/10	12/06/10	14		Athex Large Cap	100	4	EUR	6,893.600	7,117.100	6,670.100	-223.500	-3	30,210	-58
12/06/10		1/10/11	35		- cash -
	1/10/11	1/17/11	7		Athex Large Cap	100	4	EUR	6,245.100	6,808.600	5,681.600	-563.500	-9	27,956	-99
1/17/11		2/14/11	28		- cash -
	2/14/11	4/04/11	49		Athex Large Cap	100	3	EUR	7,689.300	6,825.800	8,662.037	972.737	13	30,874	143
4/04/11		4/11/11	7		- cash -
	4/11/11	1/23/12	287		Athex Large Cap	100	4	EUR	6,815.500	2,949.400	15,749.319	8,933.819	131	66,609	190
1/23/12		2/20/12	28		- cash -
	2/20/12	3/12/12	21		Athex Large Cap	100	19	EUR	3,483.800	2,958.100	4,102.925	619.125	18	78,373	1,617
3/12/12		4/16/12	35		- cash -
	4/16/12	9/10/12	147		Athex Large Cap	100	28	EUR	2,797.900	2,671.700	2,930.061	132.161	5	82,073	12
9/10/12		11/12/12	63		- cash -
	11/12/12	11/19/12	7		SSE 50 ew	100	51	CNY	1,600.920	1,600.920	1,600.920	0.000	0	82,073	0
11/19/12		4/01/13	133		- cash -
	4/01/13	8/12/13	133		RTX	100	39	USD	2,056.990	1,850.700	2,286.274	229.284	11	91,015	34
8/12/13		8/19/13	7		- cash -
	8/19/13	9/30/13	42		RTX	100	49	USD	1,852.020	1,998.720	1,705.320	-146.700	-8	83,827	-51
9/30/13		12/16/13	77		- cash -
	12/16/13	12/23/13	7		SSE 50 ew	100	53	CNY	1,561.750	1,504.230	1,621.470	59.719	4	86,992	608
12/23/13		2/03/14	42		- cash -
	2/03/14	5/26/14	112		SSE 50 ew	100	60	CNY	1,427.380	1,424.050	1,430.718	3.338	0	87,192	1
5/26/14		6/16/14	21		- cash -
	6/16/14	6/30/14	14		SSE 50 ew	100	60	CNY	1,442.820	1,416.670	1,469.453	26.633	2	88,790	61
6/30/14		7/21/14	21		- cash -
	7/21/14	2/09/15	203		RTX	100	51	USD	1,726.940	1,168.560	2,552.134	825.194	48	130,875	102
2/09/15		3/23/15	42		- cash -
	3/23/15	3/30/15	7		Athex Large Cap	100	56	EUR	2,301.300	2,282.900	2,319.848	18.548	1	131,914	52
3/30/15		6/08/15	70		- cash -
	6/08/15	12/21/15	196		Athex Large Cap	100	57	EUR	2,291.300	1,819.000	2,886.232	594.932	26	165,825	54
12/21/15		12/28/15	7		- cash -
	12/28/15	5/16/16	140		Athex Large Cap	100	92	EUR	1,795.000	1,737.800	1,854.083	59.083	3	171,261	9
5/16/16		5/23/16	7		- cash -
	5/23/16	5/30/16	7		MIB 40	100	9	EUR	17,325.100	18,291.400	16,358.800	-966.300	-6	162,564	-95
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
5/30/16		6/20/16	21		- cash -
	6/20/16	8/08/16	49		MIB 40	100	9	EUR	17,353.400	16,743.800	17,985.194	631.794	4	168,250	31
8/08/16		8/15/16	7		- cash -
	8/15/16	9/05/16	21		MIB 40	100	9	EUR	16,997.800	17,190.400	16,805.200	-192.600	-1	166,517	-18
9/05/16		9/12/16	7		- cash -
	9/12/16	10/10/16	28		MIB 40	100	9	EUR	16,840.300	16,632.400	17,050.799	210.499	1	168,411	18
10/10/16		11/07/16	28		- cash -
	11/07/16	12/19/16	42		OMXC 20	100	194	DKK	866.414	872.301	860.527	-5.887	-1	167,269	-6
12/19/16		1/02/17	14		- cash -
	1/02/17	1/09/17	7		OMXC 20	100	185	DKK	899.960	896.268	903.667	3.707	0	167,955	24
1/09/17		7/31/17	203		- cash -
	7/31/17	8/07/17	7		RTX	100	123	USD	1,364.220	1,401.970	1,326.470	-37.750	-3	163,312	-77
8/07/17		8/14/17	7		- cash -
	8/14/17	10/09/17	56		RTX	100	117	USD	1,394.510	1,540.620	1,248.400	-146.110	-10	146,217	-51
10/09/17		10/16/17	7		- cash -
	10/16/17	10/23/17	7		IBEX 35	100	14	EUR	10,181.400	10,161.400	10,201.439	20.039	0	146,497	11
10/23/17		11/13/17	21		- cash -
	11/13/17	11/20/17	7		IPC	100	3	MXN	48,002.400	47,857.100	48,148.141	145.741	0	146,934	17
11/20/17		2/05/18	77		- cash -
	2/05/18	2/25/19	385		OMXS30	100	95	SEK	1,546.330	1,586.550	1,506.110	-40.220	-3	143,114	-2
2/25/19		6/03/19	98		- cash -
	6/03/19	11/04/19	154		ATX	100	49	EUR	2,898.400	3,225.410	2,571.390	-327.010	-11	127,090	-25
11/04/19		3/02/20	119		- cash -
	3/02/20	7/06/20	126		Athex Large Cap	100	69	EUR	1,823.290	1,587.790	2,093.719	270.429	15	145,750	49
7/06/20		9/21/20	77		- cash -
	9/21/20	11/16/20	56		ATX	100	68	EUR	2,125.310	2,483.840	1,766.780	-358.530	-17	121,370	-70
11/16/20		7/19/21	245		- cash -
	7/19/21	7/26/21	7		SSE 50 ew	100	47	CNY	2,555.120	2,506.910	2,604.257	49.137	2	123,679	170
7/26/21		9/20/21	56		- cash -
	9/20/21	9/27/21	7		HSI	100	5	HKD	24,099.100	24,208.800	23,989.400	-109.700	0	123,131	-21
9/27/21		10/04/21	7		- cash -
	10/04/21	10/25/21	21		HSI	100	5	HKD	24,036.400	26,132.000	21,940.800	-2,095.600	-9	112,653	-80
10/25/21		11/22/21	28		- cash -
	11/22/21	5/20/22	179		HSI	100	4	HKD	24,951.300	20,717.200	30,050.749	5,099.449	20	133,050	46
accum	5/15/06	5/20/22	3647	days out of 5985 invested (61%)								1,231		133,050	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Athex Large Cap	short	12/21/09	12/28/09	7	10,826.20	11,362.60	10,289.80	-536.40	-4.95
		1/25/10	4/12/10	77	10,649.60	10,245.80	11,069.31	419.71	3.94
		4/19/10	9/20/10	154	9,573.50	7,229.30	12,677.84	3,104.34	32.43
		10/18/10	10/25/10	7	7,588.00	7,980.10	7,195.90	-392.10	-5.17
		11/22/10	12/06/10	14	6,893.60	7,117.10	6,670.10	-223.50	-3.24
		1/10/11	1/17/11	7	6,245.10	6,808.60	5,681.60	-563.50	-9.02
		2/14/11	4/04/11	49	7,689.30	6,825.80	8,662.04	972.74	12.65
		4/11/11	1/23/12	287	6,815.50	2,949.40	15,749.32	8,933.82	131.08
		2/20/12	3/12/12	21	3,483.80	2,958.10	4,102.93	619.13	17.77
		4/16/12	9/10/12	147	2,797.90	2,671.70	2,930.06	132.16	4.72
		3/23/15	3/30/15	7	2,301.30	2,282.90	2,319.85	18.55	0.81
		6/08/15	12/21/15	196	2,291.30	1,819.00	2,886.23	594.93	25.96
		12/28/15	5/16/16	140	1,795.00	1,737.80	1,854.08	59.08	3.29
		3/02/20	7/06/20	126	1,823.29	1,587.79	2,093.72	270.43	14.83	428.10
ISEQ-Overall		7/23/07	5/11/09	658	8,357.40	2,632.66	26,530.63	18,173.23	217.45	217.45
RTX		3/05/07	3/26/07	21	2,379.50	2,660.73	2,098.27	-281.23	-11.82
		6/04/07	7/02/07	28	2,487.04	2,608.16	2,365.92	-121.12	-4.87
		4/01/13	8/12/13	133	2,056.99	1,850.70	2,286.27	229.28	11.15
		8/19/13	9/30/13	42	1,852.02	1,998.72	1,705.32	-146.70	-7.92
		7/21/14	2/09/15	203	1,726.94	1,168.56	2,552.13	825.19	47.78
		7/31/17	8/07/17	7	1,364.22	1,401.97	1,326.47	-37.75	-2.77
		8/14/17	10/09/17	56	1,394.51	1,540.62	1,248.40	-146.11	-10.48	10.44
HSI		9/20/21	9/27/21	7	24,099.10	24,208.80	23,989.40	-109.70	-0.46
		10/04/21	10/25/21	21	24,036.40	26,132.00	21,940.80	-2,095.60	-8.72
		11/22/21	5/20/22	179	24,951.30	20,717.20	30,050.75	5,099.45	20.44	9.44
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
SSE 50 ew		11/12/12	11/19/12	7	1,600.92	1,600.92	1,600.92	0.00	0.00
		12/16/13	12/23/13	7	1,561.75	1,504.23	1,621.47	59.72	3.82
		2/03/14	5/26/14	112	1,427.38	1,424.05	1,430.72	3.34	0.23
		6/16/14	6/30/14	14	1,442.82	1,416.67	1,469.45	26.63	1.85
		7/19/21	7/26/21	7	2,555.12	2,506.91	2,604.26	49.14	1.92	8.03
IPC		11/13/17	11/20/17	7	48,002.40	47,857.10	48,148.14	145.74	0.30	0.30
IBEX 35		10/16/17	10/23/17	7	10,181.40	10,161.40	10,201.44	20.04	0.20	0.20
NASDAQ-100		5/15/06	10/02/06	140	1,634.78	1,632.81	1,636.75	1.97	0.12	0.12
OMXC 20		11/07/16	12/19/16	42	866.41	872.30	860.53	-5.89	-0.68
		1/02/17	1/09/17	7	899.96	896.27	903.67	3.71	0.41	-0.27
MIB 40		5/23/16	5/30/16	7	17,325.10	18,291.40	16,358.80	-966.30	-5.58
		6/20/16	8/08/16	49	17,353.40	16,743.80	17,985.19	631.79	3.64
		8/15/16	9/05/16	21	16,997.80	17,190.40	16,805.20	-192.60	-1.13
		9/12/16	10/10/16	28	16,840.30	16,632.40	17,050.80	210.50	1.25	-2.04
OMXS30		2/05/18	2/25/19	385	1,546.33	1,586.55	1,506.11	-40.22	-2.60	-2.60
ATX		6/03/19	11/04/19	154	2,898.40	3,225.41	2,571.39	-327.01	-11.28
		9/21/20	11/16/20	56	2,125.31	2,483.84	1,766.78	-358.53	-16.87	-26.25

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.


	is taking down something concerning