Assessment - Indices - 4/15/24 - RS = 17
⇐
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ17
Curr
∅-RS
Merval
1,172,830.000
Thu
0.04
1,197,530.000
-2.06
976,823.000
220,707.000
22.59
ARS
106.56
OMXC 20
2,607.910
15:05
0.47
2,648.050
-1.52
2,178.440
469.610
21.56
DKK
19.27
Nikkei 225
37,068.400
06:15
-2.66
39,232.800
-5.52
32,791.800
6,441.000
19.64
JPY
17.74
DJ Global Titans
591.850
17:22
-1.35
617.160
-4.10
531.440
85.720
16.13
USD
17.04
L
MIB 40
33,922.200
15:35
0.12
33,954.300
-0.09
30,426.600
3,527.700
11.59
EUR
15.98
L
AEX
860.010
16:05
-0.62
884.070
-2.72
786.450
97.620
12.41
EUR
13.85
S&P Global 100
3,462.350
17:22
-0.91
3,583.240
-3.37
3,176.010
407.230
12.82
USD
13.68
NASDAQ-100
17,136.600
17:28
-1.48
17,706.800
-3.22
16,221.700
1,485.100
9.16
USD
13.44
L
ISEQ-Overall
9,931.000
16:05
-0.11
9,898.350
0.33
8,518.940
1,379.410
16.19
EUR
13.37
S&P 100
2,359.120
17:28
-0.82
2,401.320
-1.76
2,171.100
230.220
10.60
USD
12.65
L
Euro Stoxx 50
4,918.090
16:12
-0.37
4,984.480
-1.33
4,540.190
444.290
9.79
EUR
12.61
S&P 500
4,985.470
17:28
-0.51
5,061.820
-1.51
4,622.440
439.380
9.51
USD
11.29
L
DAX
17,737.400
15:30
-0.56
18,026.600
-1.60
16,794.400
1,232.200
7.34
EUR
10.98
L
OMXS30
2,502.070
15:35
-0.62
2,523.400
-0.85
2,339.780
183.620
7.85
SEK
10.92
L
IBEX 35
10,729.500
15:35
-0.33
10,687.200
0.40
10,198.000
489.200
4.80
EUR
10.51
BSE Sensex
73,088.300
10:00
0.83
73,399.800
-0.42
69,928.500
3,471.300
4.96
INR
9.53
Athex Large Cap
3,378.850
14:19
0.81
3,372.550
0.19
3,077.320
295.230
9.59
EUR
9.38
L
CDAX
1,527.320
16:12
-0.59
1,554.000
-1.72
1,460.640
93.360
6.39
EUR
9.18
L
ATX
3,537.000
15:50
-0.04
3,539.240
-0.06
3,305.350
233.890
7.08
EUR
8.85
L
Stoxx 50
4,338.790
16:12
0.08
4,390.030
-1.17
4,077.390
312.640
7.67
EUR
8.45
L
CAC 40
8,022.410
16:05
-0.01
8,045.110
-0.28
7,551.530
493.580
6.54
EUR
8.44
L
OBX Price
594.740
15:19
-0.30
605.450
-1.77
571.150
34.300
6.01
NOK
7.92
L
Kospi 50
2,431.640
06:30
-1.87
2,530.850
-3.92
2,332.220
198.630
8.52
KRW
7.61
L
SDAX
13,932.700
16:12
-0.71
14,258.100
-2.28
13,249.800
1,008.300
7.61
EUR
6.47
ASX 50
7,409.300
05:50
-1.02
7,608.400
-2.62
7,084.700
523.700
7.39
AUD
6.33
⇓ instrument
freshest
⇓ Δday
4/15/24
⇓ Δwk
12/18/23
prc diff
⇓ Δ17
Curr
∅-RS
DJIA
37,960.300
14:12
0.49
37,735.100
0.60
36,404.900
1,330.200
3.65
USD
6.22
TSX 60
1,308.510
17:28
0.63
1,302.260
0.48
1,227.580
74.680
6.08
CAD
5.86
SLI® PR
1,839.710
15:30
0.16
1,869.680
-1.60
1,757.530
112.150
6.38
CHF
5.85
L
CAC Mid 60
14,472.700
16:05
-0.77
14,636.500
-1.12
13,332.900
1,303.600
9.78
EUR
5.68
L
BEL 20
3,827.750
16:05
0.03
3,853.740
-0.67
3,704.210
149.530
4.04
EUR
5.68
L
FTSE
7,895.850
15:35
0.24
7,965.530
-0.87
7,544.890
420.640
5.58
GBP
4.83
TecDAX
3,187.200
16:12
-0.74
3,334.320
-4.41
3,266.270
68.050
2.08
EUR
4.12
IPC
55,739.400
Thu
0.58
55,984.000
-0.44
54,439.100
1,544.900
2.84
MXN
3.58
L
NZX 50
11,796.200
05:30
-0.34
11,916.800
-1.01
11,449.500
467.300
4.08
NZD
2.31
SMI® PR
11,296.400
15:55
0.59
11,395.800
-0.87
11,130.400
265.400
2.38
CHF
2.07
CAC Next 20
17,405.200
16:05
-0.38
17,658.900
-1.44
17,573.300
85.600
0.49
EUR
1.64
PSI 20
6,295.120
16:05
-0.51
6,268.880
0.42
6,507.780
-238.900
-3.67
EUR
1.50
L
OMXH 25
4,438.820
15:35
0.87
4,425.860
0.29
4,426.450
-0.590
-0.01
EUR
0.17
L
STI
3,176.510
09:20
-0.35
3,183.610
-0.22
3,090.200
93.410
3.02
SGD
-0.19
L
MDAX
25,989.900
15:30
-0.76
26,447.100
-1.73
26,622.200
-175.100
-0.66
EUR
-0.65
L
SSE 50 ew
1,873.100
07:00
-0.59
1,869.310
0.20
1,756.750
112.560
6.41
CNY
-1.19
L
HSI
16,224.100
08:08
-0.99
16,600.500
-2.27
16,201.500
399.000
2.46
HKD
-6.26
Indices - 42 out of 42 instruments rated - 4/15/24 / 12/18/23 - 39 did rise, Market-Ratio(17) = 92.86 %
Technical Chart
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
1/16/23
420
HSI
100
4
HKD
24,951.300
21,746.700
28,628.131
3,676.831
15
127,360
13
1/16/23
3/13/23
56
- cash -
3/13/23
4/10/23
28
SMI® PR
100
11
CHF
10,632.000
11,230.100
10,033.900
-598.100
-6
120,781
-53
4/10/23
5/08/23
28
- cash -
5/08/23
7/17/23
70
OBX Price
100
220
NOK
546.940
530.880
563.486
16.546
3
124,421
17
7/17/23
7/31/23
14
- cash -
7/31/23
1/01/24
154
OMXH 25
100
28
EUR
4,388.240
4,515.970
4,260.510
-127.730
-3
120,844
-7
1/01/24
1/08/24
7
- cash -
1/08/24
1/29/24
21
HSI
100
7
HKD
16,224.500
16,077.200
16,373.150
148.650
1
121,885
17
1/29/24
4/19/24
81
- cash -
accum 5/15/06
1/29/24 4158
days out of 6682 invested (62%)
1,119
121,885
25
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
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
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
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 1/16/23 420 24,951.30 21,746.70 28,628.13 3,676.83 14.74
1/08/24 1/29/24 21 16,224.50 16,077.20 16,373.15 148.65 0.92 5.21
OBX Price 5/08/23 7/17/23 70 546.94 530.88 563.49 16.55 3.03 3.03
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
OMXH 25 7/31/23 1/01/24 154 4,388.24 4,515.97 4,260.51 -127.73 -2.91 -2.91
SMI® PR 3/13/23 4/10/23 28 10,632.00 11,230.10 10,033.90 -598.10 -5.63 -5.63
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
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.
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