Sat, 12th Oct 2024, 6:32UTC
Assessment - Indices in Dollar - 1/07/24 - RS = 21
⇐
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
DJ Global Titans
645.640
12/08
677.730
-4.73
585.840
91.890
15.69
21.47
L
S&P Global 100
3,757.070
12/08
0.32
3,950.270
-4.89
3,414.600
535.670
15.69
20.37
S&P 500
5,344.390
12/08
5,475.090
-2.39
4,942.810
532.280
10.77
15.95
DJIA
39,357.000
12/08
-0.36
39,169.500
0.48
38,380.100
789.400
2.06
6.52
NASDAQ-100
18,542.000
12/08
0.16
19,812.200
-6.41
17,613.000
2,199.200
12.49
21.25
S&P 100
2,566.840
12/08
0.17
2,663.800
-3.64
2,348.360
315.440
13.43
19.22
TSX 60
976.635
12/08
0.21
949.514
2.86
931.171
18.342
1.97
2.90
S
IPC
2,883.289
12/08
-0.02
2,874.787
0.30
3,397.517
-522.730
-15.39
-8.90
Merval
1,739.874
12/08
0.32
1,746.247
-0.36
1,521.483
224.763
14.77
9.33
Stoxx 50
4,659.697
12/08
-0.16
4,835.285
-3.63
4,529.566
305.719
6.75
8.31
Euro Stoxx 50
5,011.152
12/08
-0.07
5,288.006
-5.24
5,000.831
287.175
5.74
7.61
CDAX
1,639.371
12/08
0.01
1,702.141
-3.69
1,574.359
127.781
8.12
8.23
DAX
19,013.798
12/08
0.02
19,618.971
-3.08
18,158.891
1,460.079
8.04
8.82
MDAX
25,906.884
12/08
-0.40
27,077.970
-4.32
27,487.720
-409.749
-1.49
-5.43
SDAX
14,617.558
12/08
0.02
15,468.789
-5.50
14,820.399
648.390
4.37
5.22
TecDAX
3,497.363
12/08
-0.27
3,527.858
-0.86
3,596.533
-68.675
-1.91
1.27
ATX
3,827.323
12/08
0.19
3,913.476
-2.20
3,673.877
239.598
6.52
8.60
CAC 40
7,777.214
12/08
-0.26
8,110.219
-4.11
8,153.363
-43.143
-0.53
-0.46
CAC Next 20
18,271.867
12/08
-0.27
18,256.207
0.09
18,790.001
-533.795
-2.84
-3.44
CAC Mid 60
14,235.813
12/08
-0.08
14,556.633
-2.20
14,895.166
-338.532
-2.27
-3.26
L
AEX
949.966
12/08
0.26
990.082
-4.05
885.477
104.605
11.81
14.24
BEL 20
4,333.889
12/08
-0.47
4,181.030
3.66
3,894.750
286.280
7.35
5.01
ISEQ-Overall
10,059.910
12/08
-0.11
9,960.757
1.00
9,709.417
251.340
2.59
2.63
Athex Large Cap
3,651.821
12/08
1.16
3,709.109
-1.54
3,663.318
45.792
1.25
6.73
MIB 40
34,246.933
12/08
0.46
36,164.992
-5.30
33,250.426
2,914.566
8.77
9.38
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
PSI 20
7,032.461
12/08
0.09
7,072.695
-0.57
6,685.417
387.279
5.79
3.87
IBEX 35
11,419.327
12/08
0.07
11,859.959
-3.72
10,679.243
1,180.717
11.06
9.65
OMXC 20
384.066
12/08
-2.06
416.500
-7.79
360.372
56.129
15.58
23.01
OMXH 25
4,742.278
12/08
0.07
4,886.492
-2.95
4,762.996
123.496
2.59
2.65
FTSE
10,379.246
12/08
0.52
10,324.267
0.53
9,546.222
778.045
8.15
6.70
OBX Price
57.578
12/08
1.02
57.568
0.02
51.652
5.916
11.45
6.99
OMXS30
231.429
12/08
0.09
243.084
-4.79
220.671
22.412
10.16
11.18
L
SLI® PR
2,123.793
12/08
0.02
2,159.781
-1.67
2,076.769
83.012
4.00
7.08
L
SMI® PR
13,140.024
12/08
0.07
13,334.684
-1.46
12,961.415
373.268
2.88
5.48
NZX 50
7,454.073
12/08
0.31
7,155.575
4.17
7,225.640
-70.065
-0.97
1.45
ASX 50
5,115.705
12/08
0.41
5,078.529
0.73
4,890.696
187.833
3.84
6.89
Nikkei 225
216.773
9/08
0.56
245.281
-11.62
244.745
0.536
0.22
4.47
Kospi 50
1.774
12/08
1.10
1.932
-8.16
1.822
0.111
6.07
7.36
L
SSE 50 ew
245.585
12/08
-0.09
256.318
-4.19
235.667
20.652
8.76
-0.70
L
HSI
2,191.143
12/08
0.13
2,268.856
-3.43
1,983.434
285.422
14.39
1.68
L
STI
2,383.520
12/08
-0.81
2,459.540
-3.09
2,327.636
131.905
5.67
3.63
BSE Sensex
954.870
12/08
-0.07
952.800
0.22
863.962
88.838
10.28
13.78
Indices - 42 out of 42 instruments rated - 1/07/24 / 5/02/24 - 35 did rise, Market-Ratio(21) in USD = 83.33 %
Technical Chart
Transactions Indices in Dollar * A21 - 73/57 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
2/01/06
5/06/06
154
- cash -
short
5/06/06
9/10/06
126
NASDAQ-100
100
6
1,577.500
1,691.080
1,463.920
-113.580
-7
9,319
-19
long
9/10/06
20/08/07
315
SSE 50 ew
100
64
145.383
540.451
395.068
272
34,603
358
short
20/08/07
27/04/09
616
ISEQ-Overall
100
3
11,221.158
3,472.119
36,264.426
25,043.268
223
109,733
100
long
27/04/09
8/02/10
287
SSE 50 ew
100
395
277.680
334.571
56.891
20
132,205
27
short
8/02/10
22/03/10
42
Athex Large Cap
100
10
12,248.474
13,407.418
11,089.530
-1,158.944
-9
120,615
-58
long
22/03/10
3/05/10
42
Merval
100
194
621.620
556.680
-64.941
-10
108,017
-62
short
3/05/10
11/10/10
161
Athex Large Cap
100
8
12,124.584
10,553.536
13,929.506
1,804.922
15
122,456
37
long
11/10/10
23/05/11
224
SDAX
100
19
6,383.624
7,619.976
1,236.352
19
145,947
33
short
23/05/11
16/01/12
238
Athex Large Cap
100
18
8,052.777
3,178.634
20,400.971
12,348.194
153
368,214
316
long
16/01/12
21/05/12
126
ISEQ-Overall
100
96
3,810.013
3,943.751
133.738
4
381,053
11
short
21/05/12
10/09/12
112
Athex Large Cap
100
147
2,590.289
3,424.051
1,756.528
-833.761
-32
258,490
-72
long
10/09/12
17/06/13
280
OMXC 20
100
3,037
85.103
93.423
8.320
10
283,758
13
short
17/06/13
12/08/13
56
RTX
100
152
1,859.890
1,850.700
1,869.126
9.236
0
285,162
3
long
12/08/13
4/08/14
357
Merval
100
427
666.750
1,007.353
340.603
51
430,599
52
short
4/08/14
18/08/14
14
PSI 20
100
54
7,858.307
7,555.342
8,173.421
315.114
4
447,615
179
long
18/08/14
6/10/14
49
Merval
100
427
1,047.747
1,293.566
245.819
23
552,580
381
short
6/10/14
23/02/15
140
PSI 20
100
78
7,008.526
6,229.596
7,884.851
876.325
13
620,933
36
long
23/02/15
27/07/15
154
SSE 50 ew
100
1,627
381.449
424.469
43.019
11
690,925
29
short
27/07/15
6/06/16
315
RTX
100
591
1,168.610
1,254.320
1,082.900
-85.710
-7
640,271
-8
long
6/06/16
27/06/16
21
NZX 50
100
131
4,862.505
4,725.690
-136.815
-3
622,348
-39
short
27/06/16
4/07/16
7
Athex Large Cap
100
406
1,530.628
1,599.664
1,461.593
-69.036
-5
594,319
-91
long
4/07/16
12/02/18
588
Merval
100
586
1,013.439
1,509.059
495.620
49
884,752
28
short
12/02/18
9/07/18
147
IBEX 35
100
73
11,984.645
11,663.729
12,314.391
329.746
3
908,824
7
long
9/07/18
23/07/18
14
NASDAQ-100
100
124
7,276.000
7,371.780
95.780
1
920,701
41
short
23/07/18
30/07/18
7
SSE 50 ew
100
2,921
315.119
316.637
313.602
-1.518
0
916,268
-22
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield long
30/07/18
10/09/18
42
TecDAX
100
268
3,412.126
3,374.690
-37.436
-1
906,235
-9
short
10/09/18
11/03/19
182
SSE 50 ew
100
3,069
295.216
355.897
234.536
-60.680
-21
720,008
-37
long
11/03/19
5/08/19
147
Merval
100
847
849.888
900.794
50.907
6
763,126
16
short
5/08/19
7/10/19
63
IPC
100
378
2,015.285
2,198.405
1,832.165
-183.120
-9
693,906
-42
long
7/10/19
2/03/20
147
NZX 50
100
100
6,913.695
6,946.593
32.898
0
697,196
1
short
2/03/20
3/08/20
154
Athex Large Cap
100
342
2,035.831
1,738.670
2,383.780
347.949
17
816,195
45
long
3/08/20
2/11/20
91
Merval
100
1,126
724.624
603.443
-121.181
-17
679,745
-52
short
2/11/20
9/11/20
7
RTX
100
509
1,333.900
1,576.970
1,090.830
-243.070
-18
556,022
-100
long
9/11/20
29/11/21
385
Merval
100
888
626.138
783.297
157.159
25
695,579
24
short
29/11/21
13/12/21
14
HSI
100
227
3,058.871
3,071.424
3,046.319
-12.553
0
692,730
-10
long
13/12/21
24/01/22
42
Merval
100
859
805.809
775.149
-30.660
-4
666,393
-29
short
24/01/22
14/11/22
294
SDAX
100
40
16,389.624
12,994.268
20,672.174
4,282.550
26
837,695
33
long
14/11/22
19/12/22
35
Merval
100
883
948.540
973.575
25.035
3
859,801
31
short
19/12/22
16/01/23
28
NASDAQ-100
100
77
11,084.600
11,541.500
10,627.700
-456.900
-4
824,620
-42
long
16/01/23
26/06/23
161
Merval
100
599
1,375.849
1,700.018
324.169
24
1,018,797
62
short
26/06/23
24/07/23
28
OMXH 25
100
213
4,770.618
4,890.416
4,650.821
-119.798
-3
993,280
-28
long
24/07/23
28/08/23
35
Merval
100
576
1,722.367
1,901.799
179.431
10
1,096,632
181
short
28/08/23
4/12/23
98
OMXH 25
100
236
4,642.385
4,718.706
4,566.064
-76.321
-2
1,078,620
-6
long
4/12/23
12/08/24
252
Merval
100
462
2,333.106
1,739.874
-593.233
-25
804,547
-35
accum 5/06/06
12/08/24 6704
days out of 6858 invested (98%)
7,945
804,547
27
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
SSE 50 ew long 9/10/06 20/08/07 315 145.38 540.45 395.07 271.74
long 27/04/09 8/02/10 287 277.68 334.57 56.89 20.49
long 23/02/15 27/07/15 154 381.45 424.47 43.02 11.28
short 23/07/18 30/07/18 7 315.12 316.64 313.60 -1.52 -0.48
short 10/09/18 11/03/19 182 295.22 355.90 234.54 -60.68 -20.55 294.06
ISEQ-Overall short 20/08/07 27/04/09 616 11,221.16 3,472.12 36,264.43 25,043.27 223.18
long 16/01/12 21/05/12 126 3,810.01 3,943.75 133.74 3.51 234.52
Merval long 22/03/10 3/05/10 42 621.62 556.68 -64.94 -10.45
long 12/08/13 4/08/14 357 666.75 1,007.35 340.60 51.08
long 18/08/14 6/10/14 49 1,047.75 1,293.57 245.82 23.46
long 4/07/16 12/02/18 588 1,013.44 1,509.06 495.62 48.90
long 11/03/19 5/08/19 147 849.89 900.79 50.91 5.99
long 3/08/20 2/11/20 91 724.62 603.44 -121.18 -16.72
long 9/11/20 29/11/21 385 626.14 783.30 157.16 25.10
long 13/12/21 24/01/22 42 805.81 775.15 -30.66 -3.80
long 14/11/22 19/12/22 35 948.54 973.57 25.03 2.64
long 16/01/23 26/06/23 161 1,375.85 1,700.02 324.17 23.56
long 24/07/23 28/08/23 35 1,722.37 1,901.80 179.43 10.42
long 4/12/23 12/08/24 252 2,333.11 1,739.87 -593.23 -25.43 175.90
Athex Large Cap short 8/02/10 22/03/10 42 12,248.47 13,407.42 11,089.53 -1,158.94 -9.46
short 3/05/10 11/10/10 161 12,124.58 10,553.54 13,929.51 1,804.92 14.89
short 23/05/11 16/01/12 238 8,052.78 3,178.63 20,400.97 12,348.19 153.34
short 21/05/12 10/09/12 112 2,590.29 3,424.05 1,756.53 -833.76 -32.19
short 27/06/16 4/07/16 7 1,530.63 1,599.66 1,461.59 -69.04 -4.51
short 2/03/20 3/08/20 154 2,035.83 1,738.67 2,383.78 347.95 17.09 99.80
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
SDAX long 11/10/10 23/05/11 224 6,383.62 7,619.98 1,236.35 19.37
short 24/01/22 14/11/22 294 16,389.62 12,994.27 20,672.17 4,282.55 26.13 50.56
PSI 20 short 4/08/14 18/08/14 14 7,858.31 7,555.34 8,173.42 315.11 4.01
short 6/10/14 23/02/15 140 7,008.53 6,229.60 7,884.85 876.32 12.50 17.02
OMXC 20 long 10/09/12 17/06/13 280 85.10 93.42 8.32 9.78 9.78
IBEX 35 short 12/02/18 9/07/18 147 11,984.64 11,663.73 12,314.39 329.75 2.75 2.75
HSI short 29/11/21 13/12/21 14 3,058.87 3,071.42 3,046.32 -12.55 -0.41 -0.41
TecDAX long 30/07/18 10/09/18 42 3,412.13 3,374.69 -37.44 -1.10 -1.10
NZX 50 long 6/06/16 27/06/16 21 4,862.51 4,725.69 -136.82 -2.81
long 7/10/19 2/03/20 147 6,913.70 6,946.59 32.90 0.48 -2.35
OMXH 25 short 26/06/23 24/07/23 28 4,770.62 4,890.42 4,650.82 -119.80 -2.51
short 28/08/23 4/12/23 98 4,642.38 4,718.71 4,566.06 -76.32 -1.64 -4.11
IPC short 5/08/19 7/10/19 63 2,015.29 2,198.41 1,832.17 -183.12 -9.09 -9.09
NASDAQ-100 short 5/06/06 9/10/06 126 1,577.50 1,691.08 1,463.92 -113.58 -7.20
long 9/07/18 23/07/18 14 7,276.00 7,371.78 95.78 1.32
short 19/12/22 16/01/23 28 11,084.60 11,541.50 10,627.70 -456.90 -4.12 -9.85
RTX short 17/06/13 12/08/13 56 1,859.89 1,850.70 1,869.13 9.24 0.50
short 27/07/15 6/06/16 315 1,168.61 1,254.32 1,082.90 -85.71 -7.33
short 2/11/20 9/11/20 7 1,333.90 1,576.97 1,090.83 -243.07 -18.22 -23.84
Annotations
28/09/23 Nikkei 225 stock split 1:4 (four for one)
20/02/15 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