Assessment - Indices in Japanese yen - 2/22/21 - RS = 26
⇐
⇓ freshest
⇓ 2/22/21
⇓ 8/24/20
prc diff
⇓
∅-RS
L
Kospi 50
281.973
06:30
3.92
277.792
1.50
193.155
84.637
43.82
46.20
L
BSE Sensex
73,979.901
10:10
0.51
72,102.838
2.60
55,373.158
16,729.680
30.21
34.34
L
Nikkei 225
30,168.300
06:15
1.67
30,156.000
0.04
22,985.500
7,170.500
31.20
31.77
L
ATX
392,560.657
16:50
0.05
384,514.998
2.09
280,802.373
103,712.626
36.93
34.51
L
SDAX
1,950,969.930
16:55
-0.11
1,957,998.380
-0.36
1,578,869.042
379,129.338
24.01
33.68
NASDAQ-100
1,357,283.020
17:46
-2.84
1,388,725.383
-2.26
1,230,488.112
158,237.272
12.86
24.49
L
MDAX
4,043,390.611
16:52
-0.37
4,092,359.739
-1.20
3,452,584.262
639,775.477
18.53
27.07
L
AEX
84,913.899
17:05
-0.01
85,842.933
-1.08
70,099.066
15,743.866
22.46
25.87
L
HSI
407,480.211
08:08
1.20
410,807.886
-0.81
349,114.795
61,693.090
17.67
19.04
L
S&P 500
404,435.537
17:46
-1.89
407,101.942
-0.65
363,158.147
43,943.795
12.10
18.55
L
S&P Global 100
275,638.417
17:32
-1.00
276,857.675
-0.44
250,193.534
26,664.141
10.66
18.04
L
ISEQ-Overall
950,976.121
17:05
-0.98
952,475.098
-0.16
807,325.721
145,149.376
17.98
24.53
L
DJ Global Titans
47,160.394
17:32
-1.55
47,541.609
-0.80
43,617.756
3,923.853
9.00
17.52
L
S&P 100
183,822.306
17:46
-1.90
185,348.216
-0.82
169,116.706
16,231.510
9.60
17.46
Merval
56,204.465
Tue
-2.87
57,862.412
-2.87
67,132.658
-9,270.247
-13.81
-4.40
L
OMXH 25
624,010.071
16:36
0.92
617,698.523
1.02
535,512.683
82,185.840
15.35
23.95
L
CAC Mid 60
1,792,970.374
17:05
0.20
1,784,970.720
0.45
1,517,665.594
267,305.126
17.61
23.74
L
OMXS30
25,917.864
16:34
0.08
25,817.570
0.39
21,558.104
4,259.466
19.76
28.03
L
DJIA
3,314,333.846
17:50
-1.26
3,310,343.165
0.12
2,996,101.280
314,241.885
10.49
16.40
L
Athex Large Cap
239,608.806
15:19
1.91
237,095.177
1.06
189,148.396
47,946.780
25.35
22.90
L
MIB 40
2,947,297.444
16:35
-0.15
2,940,345.668
0.24
2,513,290.010
427,055.658
16.99
22.77
L
OBX Price
6,135.230
16:05
1.26
6,006.141
2.15
5,030.594
975.548
19.39
28.24
L
RTX
198,409.294
16:45
2,875.26
198,604.627
-0.10
175,996.145
22,608.483
12.85
15.44
L
CDAX
169,308.971
16:55
-0.25
170,455.247
-0.67
152,777.453
17,677.794
11.57
21.66
L
CAC 40
739,123.303
17:05
-0.24
737,021.158
0.29
625,765.903
111,255.255
17.78
21.39
⇓ freshest
⇓ 2/22/21
⇓ 8/24/20
prc diff
⇓
∅-RS
L
IPC
230,480.158
17:28
0.36
228,606.915
0.82
183,016.627
45,590.288
24.91
21.27
L
Euro Stoxx 50
470,941.931
16:50
-0.56
472,803.832
-0.39
416,320.903
56,482.928
13.57
20.34
L
BEL 20
492,032.393
17:05
-0.17
488,978.212
0.62
420,975.514
68,002.697
16.15
19.96
L
TSX 60
90,448.630
17:48
-1.30
91,259.275
-0.89
79,892.250
11,367.025
14.23
20.75
L
TecDAX
430,424.834
16:54
0.03
442,008.997
-2.62
389,557.827
52,451.170
13.46
19.73
L
DAX
1,773,635.747
16:51
-0.69
1,782,670.500
-0.51
1,632,737.574
149,932.926
9.18
19.62
L
CAC Next 20
2,345,176.522
17:05
-0.06
2,332,806.450
0.53
2,007,530.600
325,275.850
16.20
19.52
OMXC 20
24,728.155
16:05
0.97
25,019.091
-1.16
22,217.384
2,801.707
12.61
18.96
L
SLI® PR
202,637.253
16:31
-0.49
202,851.957
-0.11
182,849.994
20,001.963
10.94
16.00
L
SSE 50 ew
45,892.714
07:00
1.10
46,167.136
-0.59
41,093.407
5,073.729
12.35
17.83
L
ASX 50
550,702.211
05:47
0.98
544,570.540
1.13
450,350.738
94,219.802
20.92
26.02
L
IBEX 35
1,062,931.662
16:38
0.58
1,036,658.038
2.53
888,324.700
148,333.338
16.70
15.84
L
STI
236,473.138
09:20
1.67
229,130.521
3.20
196,243.911
32,886.609
16.76
12.27
PSI 20
611,775.457
17:05
1.11
610,105.241
0.27
553,403.883
56,701.358
10.25
13.58
L
FTSE
984,086.577
16:35
-0.11
978,210.426
0.60
844,792.890
133,417.536
15.79
17.16
L
Stoxx 50
405,475.114
16:50
-0.64
408,157.426
-0.66
375,905.135
32,252.291
8.58
12.89
NZX 50
935,741.901
04:49
-1.15
957,746.753
-2.30
825,558.477
132,188.276
16.01
19.24
L
SMI® PR
1,250,551.612
16:31
-0.64
1,255,068.611
-0.36
1,198,574.903
56,493.708
4.71
8.91
Indices - 43 out of 43 instruments rated - 2/22/21 / 8/24/20 - 42 did rise, Market-Ratio(26) in JPY = 97.67 %
Technical Chart
Transactions Indices in Japanese yen * 26 - 60/40 (1)
⇐ L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06 7/17/06 196 - cash -
short
7/17/06
7/24/06
7
NASDAQ-100
100
0
170,543.354
172,217.670
168,869.038
-1,674.316
-1
10,000
0
long
7/24/06
9/11/06
49
RTX
100
0
281,691.384
278,528.055
-3,163.329
-1
10,000
0
short
9/11/06
10/09/06
28
Merval
100
0
61,435.478
63,784.415
59,086.540
-2,348.937
-4
10,000
0
long
10/09/06
8/20/07
315
SSE 50 ew
100
0
17,303.868
61,797.911
44,494.043
257
10,000
0
short
8/20/07
9/03/07
14
ISEQ-Overall
100
0
1,283,084.251
1,291,863.358
1,274,305.145
-8,779.107
-1
10,000
0
long
9/03/07
11/12/07
70
SSE 50 ew
100
0
63,087.288
61,730.470
-1,356.818
-2
10,000
0
short
11/12/07
4/27/09
532
ISEQ-Overall
100
0
1,132,224.355
337,405.394
3,799,382.028
2,667,157.673
236
10,000
0
long
4/27/09
5/24/10
392
SSE 50 ew
100
0
26,983.768
25,815.782
-1,167.986
-4
10,000
0
short
5/24/10
8/02/10
70
Athex Large Cap
100
0
873,326.680
978,405.912
768,247.448
-105,079.232
-12
10,000
0
long
8/02/10
8/30/10
28
OMXC 20
100
1
6,373.828
5,750.504
-623.325
-10
9,377
-74
short
8/30/10
10/25/10
56
Athex Large Cap
100
0
825,879.936
906,140.355
745,619.517
-80,260.419
-10
9,377
0
long
10/25/10
6/13/11
231
Merval
100
0
61,980.040
63,743.603
1,763.563
3
9,377
0
short
6/13/11
2/06/12
238
Athex Large Cap
100
0
643,376.958
332,852.212
1,243,596.693
600,219.735
93
9,377
0
long
2/06/12
6/04/12
119
ISEQ-Overall
100
0
312,448.343
287,086.305
-25,362.039
-8
9,377
0
short
6/04/12
6/11/12
7
Athex Large Cap
100
0
173,533.779
180,126.115
166,941.443
-6,592.336
-4
9,377
0
long
6/11/12
8/20/12
70
OMXC 20
100
1
5,800.497
6,517.580
717.083
12
10,094
84
short
8/20/12
10/01/12
42
Athex Large Cap
100
0
222,601.148
270,362.715
174,839.581
-47,761.567
-21
10,094
0
long
10/01/12
10/13/14
742
OMXC 20
100
1
6,716.425
12,820.170
6,103.745
91
16,198
37
short
10/13/14
1/19/15
98
PSI 20
100
0
713,481.155
690,830.878
736,874.067
23,392.912
3
16,198
0
long
1/19/15
8/24/15
217
SSE 50 ew
100
0
43,689.636
40,597.583
-3,092.053
-7
16,198
0
short
8/24/15
3/28/16
217
Athex Large Cap
100
0
223,666.370
193,951.827
257,933.353
34,266.983
15
16,198
0
long
3/28/16
4/11/16
14
NZX 50
100
0
508,123.969
497,714.802
-10,409.167
-2
16,198
0
short
4/11/16
7/11/16
91
Athex Large Cap
100
0
188,393.184
167,363.519
212,065.282
23,672.098
13
16,198
0
long
7/11/16
6/25/18
714
Merval
100
0
104,743.399
116,606.158
11,862.759
11
16,198
0
short
6/25/18
8/06/18
42
SSE 50 ew
100
0
35,895.224
32,971.660
39,078.018
3,182.794
9
16,198
0
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
8/06/18
10/15/18
70
TecDAX
100
0
378,193.959
335,520.041
-42,673.918
-11
16,198
0
short
10/15/18
4/08/19
175
Athex Large Cap
100
0
215,341.922
242,303.149
188,380.696
-26,961.227
-13
16,198
0
long
4/08/19
3/09/20
336
SSE 50 ew
100
0
40,812.719
34,638.104
-6,174.615
-15
16,198
0
short
3/09/20
9/07/20
182
Athex Large Cap
100
0
179,357.555
192,901.647
165,813.463
-13,544.092
-8
16,198
0
long
9/07/20
2/25/21
171
NASDAQ-100
100
0
1,235,135.162
1,357,283.020
122,147.858
10
16,198
0
accum 7/17/06
2/25/21 5337
days out of 5533 invested (96%)
62
16,198
3
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total ISEQ-Overall short 8/20/07 9/03/07 14 1,283,084.25 1,291,863.36 1,274,305.14 -8,779.11 -0.68 short 11/12/07 4/27/09 532 1,132,224.36 337,405.39 3,799,382.03 2,667,157.67 235.57 long 2/06/12 6/04/12 119 312,448.34 287,086.30 -25,362.04 -8.12 206.22 SSE 50 ew long 10/09/06 8/20/07 315 17,303.87 61,797.91 44,494.04 257.13 long 9/03/07 11/12/07 70 63,087.29 61,730.47 -1,356.82 -2.15 long 4/27/09 5/24/10 392 26,983.77 25,815.78 -1,167.99 -4.33 long 1/19/15 8/24/15 217 43,689.64 40,597.58 -3,092.05 -7.08 short 6/25/18 8/06/18 42 35,895.22 32,971.66 39,078.02 3,182.79 8.87 long 4/08/19 3/09/20 336 40,812.72 34,638.10 -6,174.61 -15.13 187.04 OMXC 20 long 8/02/10 8/30/10 28 6,373.83 5,750.50 -623.32 -9.78 long 6/11/12 8/20/12 70 5,800.50 6,517.58 717.08 12.36 long 10/01/12 10/13/14 742 6,716.42 12,820.17 6,103.75 90.88 93.50 Athex Large Cap short 5/24/10 8/02/10 70 873,326.68 978,405.91 768,247.45 -105,079.23 -12.03 short 8/30/10 10/25/10 56 825,879.94 906,140.36 745,619.52 -80,260.42 -9.72 short 6/13/11 2/06/12 238 643,376.96 332,852.21 1,243,596.69 600,219.74 93.29 short 6/04/12 6/11/12 7 173,533.78 180,126.12 166,941.44 -6,592.34 -3.80 short 8/20/12 10/01/12 42 222,601.15 270,362.72 174,839.58 -47,761.57 -21.46 short 8/24/15 3/28/16 217 223,666.37 193,951.83 257,933.35 34,266.98 15.32 short 4/11/16 7/11/16 91 188,393.18 167,363.52 212,065.28 23,672.10 12.57 short 10/15/18 4/08/19 175 215,341.92 242,303.15 188,380.70 -26,961.23 -12.52 short 3/09/20 9/07/20 182 179,357.55 192,901.65 165,813.46 -13,544.09 -7.55 21.77 Merval short 9/11/06 10/09/06 28 61,435.48 63,784.41 59,086.54 -2,348.94 -3.82 long 10/25/10 6/13/11 231 61,980.04 63,743.60 1,763.56 2.85 long 7/11/16 6/25/18 714 104,743.40 116,606.16 11,862.76 11.33 10.12 NASDAQ-100 short 7/17/06 7/24/06 7 170,543.35 172,217.67 168,869.04 -1,674.32 -0.98 long 9/07/20 2/25/21 171 1,235,135.16 1,357,283.02 122,147.86 9.89 8.81 instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total PSI 20 short 10/13/14 1/19/15 98 713,481.15 690,830.88 736,874.07 23,392.91 3.28 3.28 RTX long 7/24/06 9/11/06 49 281,691.38 278,528.06 -3,163.33 -1.12 -1.12 NZX 50 long 3/28/16 4/11/16 14 508,123.97 497,714.80 -10,409.17 -2.05 -2.05 TecDAX long 8/06/18 10/15/18 70 378,193.96 335,520.04 -42,673.92 -11.28 -11.28
Annotations
2/20/15 Indices Build and analyzed.
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