Assessment - Noble Metals - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
								SOM Noble Metals	635.030	8/12/24	2.84	606.787	4.65	545.526	61.261	11.23	USD	11.80
						L		Kinross Gold	12.250	8/12/24	5.15	11.390	7.55	8.020	3.370	42.02	CAD	36.35
								Eldorado Gold	23.270	8/12/24	4.82	20.210	15.14	17.200	3.010	17.50	CAD	28.71
								Zijin Mining	15.360	8/12/24	0.13	18.040	-14.86	12.460	5.580	44.78	CNY	28.15
								Agnico-Eagle Mines	105.450	8/12/24	3.52	89.480	17.85	72.650	16.830	23.17	CAD	24.41
						L		Wheaton Precious	78.610	8/12/24	2.56	71.730	9.59	65.370	6.360	9.73	CAD	16.24
								Northern Star	14.060	8/12/24	0.64	12.900	8.99	13.650	-0.750	-5.49	AUD	5.57
								Peñoles	241.670	8/12/24	-0.26	238.510	1.32	248.240	-9.730	-3.92	MXN	2.13
								Barrick Gold	26.150	8/12/24	9.37	22.820	14.59	23.940	-1.120	-4.68	CAD	0.22
								Endeavour Mining	1,567.000	8/12/24	1.89	1,722.000	-9.00	1,757.000	-35.000	-1.99	GBP	-0.44
								Fresnillo	540.000	8/12/24	0.93	562.500	-4.00	594.400	-31.900	-5.37	GBP	-1.21
								Franco-Nevada	170.330	8/12/24	2.47	162.200	5.01	146.770	15.430	10.51	CAD	-4.55
Noble Metals - 11 out of 11 instruments rated - 7/01/24 / 1/01/24 - 6 did rise, Market-Ratio(26) = 54.55 %

 

 

Transactions Noble Metals * Mixed Straddles L48 - 75/75 (1) - S13 - 11/26 (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		7/17/06	196				- cash -
short	7/17/06	8/14/06	28				Newcrest Mining	100	543	AUD	18.400	19.500	17.300	-1.100	-6	9,403	-55
8/14/06		4/16/07	245				- cash -
long	4/16/07	6/18/07	63				Yamana Gold	100	576	CAD	16.310	13.360		-2.950	-18	7,704	-69
6/18/07		7/16/07	28				- cash -
	7/16/07	7/23/07	7				Wheaton Precious	100	503	CAD	15.310	14.180		-1.130	-7	7,135	-98
7/23/07		8/20/07	28				- cash -
	8/20/07	10/29/07	70				Newcrest Mining	100	284	AUD	25.080	32.700		7.620	30	9,299	299
10/29/07		11/19/07	21				- cash -
	11/19/07	11/26/07	7				Randgold Res	100	516	GBP	18.020	18.870		0.850	5	9,738	1,006
11/26/07		12/03/07	7				- cash -
	12/03/07	8/04/08	245				Randgold Res	100	565	GBP	17.220	24.510		7.290	42	13,857	69
short	6/02/08	6/16/08	14				Newcrest Mining	100	462	AUD	29.950	27.210	32.966	3.016	10	15,250	1,120
8/04/08		8/11/08	7				- cash -
	8/11/08	11/24/08	105				Wheaton Precious	100	1,419	CAD	10.740	4.320	26.701	15.961	149	37,898	2,271
11/24/08		7/13/09	231				- cash -
long	7/13/09	12/14/09	154				Fresnillo	100	8,054	GBP	4.705	8.190		3.485	74	65,967	272
short	8/24/09	8/31/09	7				Newcrest Mining	100	2,259	AUD	29.200	31.820	26.580	-2.620	-9	60,048	-99
12/14/09		2/08/10	56				- cash -
	2/08/10	3/22/10	42				Kinross Gold	100	3,111	CAD	19.300	18.110	20.568	1.268	7	63,993	74
long		2/15/10	7				Wheaton Precious	100	3,765	CAD	15.950	16.270		0.320	2	65,198	182
	3/01/10	4/19/10	49				Wheaton Precious	100	4,074	CAD	16.000	18.000		2.000	13	73,346	140
4/19/10		5/17/10	28				- cash -
	5/17/10	7/26/10	70				Eldorado Gold	100	824	CAD	88.950	82.800		-6.150	-7	68,279	-31
7/26/10		8/30/10	35				- cash -
	8/30/10	9/06/10	7				Wheaton Precious	100	2,743	CAD	24.890	24.750		-0.140	-1	67,895	-25
9/06/10		9/27/10	21				- cash -
	9/27/10	10/04/10	7				Wheaton Precious	100	2,502	CAD	27.130	26.970		-0.160	-1	67,494	-27
10/04/10		11/01/10	28				- cash -
	11/01/10	1/17/11	77				Wheaton Precious	100	2,047	CAD	32.970	30.310		-2.660	-8	62,049	-33
1/17/11		1/24/11	7				- cash -
	1/24/11	3/28/11	63				Wheaton Precious	100	1,971	CAD	31.470	41.350		9.880	31	81,523	386
short	2/07/11	2/14/11	7				Kinross Gold	100	5,032	CAD	16.200	16.250	16.150	-0.050	0	81,271	-15
3/28/11		7/04/11	98				- cash -
long	7/04/11	7/11/11	7				Wheaton Precious	100	2,330	CAD	34.870	36.980		2.110	6	86,187	2,040
7/11/11		8/29/11	49				- cash -
	8/29/11	9/05/11	7				Fresnillo	100	4,311	GBP	19.990	19.860		-0.130	-1	85,627	-29
9/05/11		11/21/11	77				- cash -
short	11/21/11	11/28/11	7				Agnico-Eagle Mines	100	1,963	CAD	43.620	43.880	43.360	-0.260	-1	85,117	-27
11/28/11		12/05/11	7				- cash -
	12/05/11	1/02/12	28				Agnico-Eagle Mines	100	1,935	CAD	43.980	38.820	49.826	5.846	13	96,428	409
1/02/12		4/09/12	98				- cash -
	4/09/12	7/02/12	84				Kinross Gold	100	10,258	CAD	9.400	8.810	10.030	0.630	7	102,886	33
7/02/12		12/31/12	182				- cash -
	12/31/12	8/12/13	224				Newcrest Mining	100	4,504	AUD	22.840	12.390	42.104	19.264	84	189,650	171
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
8/12/13		11/18/13	98				- cash -
	11/18/13	1/13/14	56				Newcrest Mining	100	20,524	AUD	9.240	8.870	9.625	0.385	4	197,560	31
1/13/14		5/12/14	119				- cash -
	5/12/14	6/23/14	42				Yamana Gold	100	25,166	CAD	7.850	9.300	6.400	-1.450	-18	161,069	-83
6/23/14		9/22/14	91				- cash -
	9/22/14	1/05/15	105				Yamana Gold	100	22,308	CAD	7.220	4.720	11.044	3.824	53	246,379	338
1/05/15		4/27/15	112				- cash -
	4/27/15	5/18/15	21				Kinross Gold	100	88,625	CAD	2.780	3.060	2.500	-0.280	-10	221,564	-84
5/18/15		6/01/15	14				- cash -
	6/01/15	6/08/15	7				Yamana Gold	100	49,456	CAD	4.480	4.270	4.700	0.220	5	232,460	1,122
6/08/15		6/22/15	14				- cash -
	6/22/15	10/12/15	112				Yamana Gold	100	58,999	CAD	3.940	3.220	4.821	0.881	22	284,438	93
10/12/15		5/02/16	203				- cash -
long	5/02/16	3/13/17	315				Kinross Gold	100	40,231	CAD	7.070	4.350		-2.720	-38	175,009	-43
short	10/03/16	1/09/17	98				Goldcorp	100	8,462	CAD	20.680	19.130	22.356	1.676	8	189,188	34
3/13/17		5/08/17	56				- cash -
	5/08/17	5/22/17	14				Yamana Gold	100	55,318	CAD	3.420	3.790	3.050	-0.370	-11	168,721	-95
5/22/17		7/17/17	56				- cash -
	7/17/17	8/07/17	21				Eldorado Gold	100	10,920	CAD	15.450	11.650	20.490	5.040	33	223,752	13,419
8/07/17		2/12/18	189				- cash -
	2/12/18	3/05/18	21				Eldorado Gold	100	30,442	CAD	7.350	7.500	7.200	-0.150	-2	219,186	-30
3/05/18		3/19/18	14				- cash -
	3/19/18	5/07/18	49				Eldorado Gold	100	31,537	CAD	6.950	6.400	7.547	0.597	9	238,023	85
5/07/18		8/20/18	105				- cash -
	8/20/18	10/22/18	63				Fresnillo	100	25,571	GBP	9.308	8.956	9.674	0.366	4	247,377	25
10/22/18		5/27/19	217				- cash -
	5/27/19	6/03/19	7				Yamana Gold	100	98,556	CAD	2.510	2.800	2.220	-0.290	-12	218,795	-100
6/03/19		7/22/19	49				- cash -
long	7/22/19	12/02/19	133				Eldorado Gold	100	21,408	CAD	10.220	10.490		0.270	3	224,576	7
12/02/19		12/09/19	7				- cash -
	12/09/19	1/27/20	49				Eldorado Gold	100	23,368	CAD	9.610	9.720		0.110	1	227,146	9
1/27/20		2/10/20	14				- cash -
	2/10/20	3/16/20	35				Franco-Nevada	100	1,498	CAD	151.570	136.130		-15.440	-10	204,017	-67
3/16/20		4/06/20	21				- cash -
	4/06/20	5/04/20	28				Barrick Gold	100	7,020	CAD	29.060	38.790		9.730	33	272,322	4,215
5/04/20		5/18/20	14				- cash -
	5/18/20	5/25/20	7				Wheaton Precious	100	4,233	CAD	64.330	61.800		-2.530	-4	261,612	-88
5/25/20		7/20/20	56				- cash -
	7/20/20	1/25/21	189				Wheaton Precious	100	3,908	CAD	66.940	51.370		-15.570	-23	200,764	-40
short	11/09/20	1/04/21	56				Shandong Gold	100	7,751	CNY	25.900	24.170	27.754	1.854	7	215,133	57
	1/11/21	4/19/21	98				Shandong Gold	100	9,197	CNY	23.390	20.360	26.871	3.481	15	247,147	68
long	2/01/21	3/01/21	28				Peñoles	100	805	MXN	306.750	292.380		-14.370	-5	235,579	-46
4/19/21		5/17/21	28				- cash -
	5/17/21	5/24/21	7				Franco-Nevada	100	1,274	CAD	184.790	180.910		-3.880	-2	230,636	-67
5/24/21		8/16/21	84				- cash -
short	8/16/21	10/18/21	63				Eldorado Gold	100	21,635	CAD	10.660	11.780	9.540	-1.120	-11	206,405	-47
L/S	date buy	date sell	days				instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/18/21		1/17/22	91				- cash -
	1/17/22	2/21/22	35				Polymetal	100	17,886	GBP	11.540	10.705	12.440	0.900	8	222,504	119
2/21/22		6/06/22	105				- cash -
	6/06/22	10/03/22	119				Kinross Gold	100	39,521	CAD	5.630	5.380	5.892	0.262	5	232,843	15
10/03/22		1/09/23	98				- cash -
long	1/09/23	1/16/23	7				Northern Star	100	19,468	AUD	11.960	12.430		0.470	4	241,993	646
1/16/23		4/10/23	84				- cash -
	4/10/23	10/02/23	175				Eldorado Gold	100	16,563	CAD	14.610	11.500		-3.110	-21	190,482	-39
short	7/10/23	9/18/23	70				Fresnillo	100	31,578	GBP	6.032	5.790	6.284	0.252	4	198,443	24
	10/02/23	10/30/23	28				Fresnillo	100	37,092	GBP	5.350	5.546	5.154	-0.196	-4	191,173	-39
long	10/23/23		7				Kinross Gold	100	26,009	CAD	7.350	7.300		-0.050	-1	189,872	-30
10/30/23		12/04/23	35				- cash -
	12/04/23	8/12/24	252				Eldorado Gold	100	10,739	CAD	17.680	23.270		5.590	32	249,903	49
accum	7/17/06	8/12/24	3667	days out of 7090 invested (52%)										2,399		249,903	38

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Wheaton Precious	long	7/16/07	7/23/07	7	15.31	14.18		-1.13	-7.38
	short	8/11/08	11/24/08	105	10.74	4.32	26.70	15.96	148.61
	long	2/08/10	2/15/10	7	15.95	16.27		0.32	2.01
	long	3/01/10	4/19/10	49	16.00	18.00		2.00	12.50
	long	8/30/10	9/06/10	7	24.89	24.75		-0.14	-0.56
	long	9/27/10	10/04/10	7	27.13	26.97		-0.16	-0.59
	long	11/01/10	1/17/11	77	32.97	30.31		-2.66	-8.07
	long	1/24/11	3/28/11	63	31.47	41.35		9.88	31.39
	long	7/04/11	7/11/11	7	34.87	36.98		2.11	6.05
	long	5/18/20	5/25/20	7	64.33	61.80		-2.53	-3.93
	long	7/20/20	1/25/21	189	66.94	51.37		-15.57	-23.26			146.68
Newcrest Mining	short	7/17/06	8/14/06	28	18.40	19.50	17.30	-1.10	-5.98
	long	8/20/07	10/29/07	70	25.08	32.70		7.62	30.38
	short	6/02/08	6/16/08	14	29.95	27.21	32.97	3.02	10.07
	short	8/24/09	8/31/09	7	29.20	31.82	26.58	-2.62	-8.97
	short	12/31/12	8/12/13	224	22.84	12.39	42.10	19.26	84.34
	short	11/18/13	1/13/14	56	9.24	8.87	9.63	0.39	4.17			135.86
Fresnillo	long	7/13/09	12/14/09	154	4.71	8.19		3.49	74.07
	long	8/29/11	9/05/11	7	19.99	19.86		-0.13	-0.65
	short	8/20/18	10/22/18	63	9.31	8.96	9.67	0.37	3.93
	short	7/10/23	9/18/23	70	6.03	5.79	6.28	0.25	4.18
	short	10/02/23	10/30/23	28	5.35	5.55	5.15	-0.20	-3.66			80.39
Randgold Res	long	11/19/07	11/26/07	7	18.02	18.87		0.85	4.72
	long	12/03/07	8/04/08	245	17.22	24.51		7.29	42.33			49.05
Barrick Gold	long	4/06/20	5/04/20	28	29.06	38.79		9.73	33.48			33.48
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Eldorado Gold	long	5/17/10	7/26/10	70	88.95	82.80		-6.15	-6.91
	short	7/17/17	8/07/17	21	15.45	11.65	20.49	5.04	32.62
	short	2/12/18	3/05/18	21	7.35	7.50	7.20	-0.15	-2.04
	short	3/19/18	5/07/18	49	6.95	6.40	7.55	0.60	8.59
	long	7/22/19	12/02/19	133	10.22	10.49		0.27	2.64
	long	12/09/19	1/27/20	49	9.61	9.72		0.11	1.14
	short	8/16/21	10/18/21	63	10.66	11.78	9.54	-1.12	-10.51
	long	4/10/23	10/02/23	175	14.61	11.50		-3.11	-21.29
	long	12/04/23	8/12/24	252	17.68	23.27		5.59	31.62			26.40
Shandong Gold	short	11/09/20	1/04/21	56	25.90	24.17	27.75	1.85	7.16
	short	1/11/21	4/19/21	98	23.39	20.36	26.87	3.48	14.88			23.10
Agnico-Eagle Mines	short	11/21/11	11/28/11	7	43.62	43.88	43.36	-0.26	-0.60
	short	12/05/11	1/02/12	28	43.98	38.82	49.83	5.85	13.29			12.62
Goldcorp	short	10/03/16	1/09/17	98	20.68	19.13	22.36	1.68	8.10			8.10
Polymetal	short	1/17/22	2/21/22	35	11.54	10.71	12.44	0.90	7.80			7.80
Northern Star	long	1/09/23	1/16/23	7	11.96	12.43		0.47	3.93			3.93
Yamana Gold	long	4/16/07	6/18/07	63	16.31	13.36		-2.95	-18.09
	short	5/12/14	6/23/14	42	7.85	9.30	6.40	-1.45	-18.47
	short	9/22/14	1/05/15	105	7.22	4.72	11.04	3.82	52.97
	short	6/01/15	6/08/15	7	4.48	4.27	4.70	0.22	4.92
	short	6/22/15	10/12/15	112	3.94	3.22	4.82	0.88	22.36
	short	5/08/17	5/22/17	14	3.42	3.79	3.05	-0.37	-10.82
	short	5/27/19	6/03/19	7	2.51	2.80	2.22	-0.29	-11.55			3.44
Peñoles	long	2/01/21	3/01/21	28	306.75	292.38		-14.37	-4.68			-4.68
Franco-Nevada	long	2/10/20	3/16/20	35	151.57	136.13		-15.44	-10.19
	long	5/17/21	5/24/21	7	184.79	180.91		-3.88	-2.10			-12.07
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Kinross Gold	short	2/08/10	3/22/10	42	19.30	18.11	20.57	1.27	6.57
	short	2/07/11	2/14/11	7	16.20	16.25	16.15	-0.05	-0.31
	short	4/09/12	7/02/12	84	9.40	8.81	10.03	0.63	6.70
	short	4/27/15	5/18/15	21	2.78	3.06	2.50	-0.28	-10.07
	long	5/02/16	3/13/17	315	7.07	4.35		-2.72	-38.47
	short	6/06/22	10/03/22	119	5.63	5.38	5.89	0.26	4.65
	long	10/23/23	10/30/23	7	7.35	7.30		-0.05	-0.68			-34.81

Annotations

1/01/19	Eldorado Gold			reverse stock split 5:1 (five become one)
5/22/17	Silver Wheaton			is now called Wheaton Precious Metals
9/02/15	Noble Metals			complete analysis
5/11/15	Franco-Nevada			registered
3/15/15	Noble Metals			first complete analysis

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