Assessment - Indices - 6/27/22 - RS = 21
⇐
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
1/31/22
prc diff
⇓ Δ21
Curr
∅-RS
PSI 20
6,067.830
10:14
-1.04
6,054.940
0.21
5,564.350
490.590
8.82
EUR
8.76
Merval
88,194.700
Tue
2.90
85,712.300
2.90
90,907.500
-5,195.200
-5.71
ARS
5.37
S
FTSE
7,312.320
Wed
-0.15
7,258.320
0.74
7,464.370
-206.050
-2.76
GBP
-0.28
OBX Price
556.910
08:58
-1.12
553.090
0.69
555.330
-2.240
-0.40
NOK
-1.65
S
STI
3,134.870
Wed
-0.17
3,137.540
-0.09
3,249.590
-112.050
-3.45
SGD
-2.05
S
OMXC 20
1,651.310
Wed
0.13
1,678.240
-1.60
1,675.910
2.330
0.14
DKK
-3.27
L
SSE 50 ew
2,341.110
07:00
1.53
2,320.540
0.89
2,364.780
-44.240
-1.87
CNY
-3.53
L
Nikkei 225
26,393.000
06:15
-1.54
26,871.300
-1.78
27,002.000
-130.700
-0.48
JPY
-3.56
Stoxx 50
3,453.680
08:05
-1.44
3,498.260
-1.27
3,747.520
-249.260
-6.65
EUR
-3.76
IBEX 35
8,064.300
10:05
-1.51
8,242.600
-2.16
8,612.800
-370.200
-4.30
EUR
-4.54
L
HSI
21,996.900
Wed
-1.88
22,229.500
-1.05
23,802.300
-1,572.800
-6.61
HKD
-5.69
S
BSE Sensex
53,027.000
Wed
-0.28
53,161.300
-0.25
58,014.200
-4,852.900
-8.37
INR
-6.33
IPC
48,435.400
Tue
0.29
48,294.800
0.29
51,330.900
-3,036.100
-5.91
MXN
-6.51
S
ASX 50
6,450.000
06:15
-2.06
6,560.800
-1.69
6,697.700
-136.900
-2.04
AUD
-6.81
TSX 60
1,157.850
Wed
-0.73
1,169.530
-1.00
1,281.960
-112.430
-8.77
CAD
-6.93
Athex Large Cap
1,965.240
10:15
-0.58
1,977.890
-0.64
2,274.170
-296.280
-13.03
EUR
-8.08
S
DJIA
30,907.400
Wed
-0.13
31,438.300
-1.69
35,131.900
-3,693.600
-10.51
USD
-8.72
CAC 40
5,914.980
08:23
-1.93
6,047.310
-2.19
6,999.200
-951.890
-13.60
EUR
-9.12
S
S&P Global 100
2,639.150
06:41
0.06
2,683.550
-1.65
3,055.210
-371.660
-12.16
USD
-9.23
S
BEL 20
3,687.470
08:57
-1.04
3,738.500
-1.36
4,071.930
-333.430
-8.19
EUR
-9.31
S
SMI® PR
10,662.700
08:22
-1.38
10,906.800
-2.24
12,226.700
-1,319.900
-10.80
CHF
-9.48
S
CAC Mid 60
13,353.700
Wed
-1.92
13,505.500
-1.12
15,005.900
-1,500.400
-10.00
EUR
-10.06
AEX
660.220
08:56
-0.95
670.530
-1.54
755.200
-84.670
-11.21
EUR
-10.15
S
NZX 50
10,868.700
05:00
-0.82
10,997.900
-1.17
11,889.400
-891.500
-7.50
NZD
-11.07
S
S&P 500
3,800.220
Wed
-0.56
3,900.110
-2.56
4,515.550
-615.440
-13.63
USD
-11.20
⇓ instrument
freshest
⇓ Δday
6/27/22
⇓ Δwk
1/31/22
prc diff
⇓ Δ21
Curr
∅-RS
OMXH 25
4,590.980
Wed
-1.41
4,627.680
-0.79
5,301.800
-674.120
-12.71
EUR
-11.32
S
S&P 100
1,736.410
Wed
-0.24
1,780.890
-2.50
2,092.610
-311.720
-14.90
USD
-11.63
Euro Stoxx 50
3,449.300
08:10
-1.85
3,538.880
-2.53
4,174.600
-635.720
-15.23
EUR
-11.78
DAX
12,736.700
08:20
-2.05
13,186.100
-3.41
15,471.200
-2,285.100
-14.77
EUR
-12.17
CAC Next 20
15,873.600
Wed
-2.06
16,092.400
-1.36
18,341.800
-2,249.400
-12.26
EUR
-12.98
S
SLI® PR
1,631.600
08:22
-1.49
1,672.270
-2.43
1,952.390
-280.120
-14.35
CHF
-13.00
OMXS30
1,908.310
Wed
-0.25
1,924.840
-0.86
2,290.160
-365.320
-15.95
SEK
-13.35
S
DJ Global Titans
424.270
06:40
0.08
433.960
-2.23
514.460
-80.500
-15.65
USD
-13.36
MIB 40
21,439.400
08:58
-1.81
21,928.800
-2.23
26,814.100
-4,885.300
-18.22
EUR
-13.78
S
CDAX
1,180.210
Wed
-1.78
1,199.090
-1.57
1,438.990
-239.900
-16.67
EUR
-14.30
S
ATX
2,948.700
Wed
-1.96
2,994.140
-1.52
3,843.030
-848.890
-22.09
EUR
-15.01
TecDAX
2,907.820
Wed
-1.45
2,958.530
-1.71
3,458.080
-499.550
-14.45
EUR
-15.18
S
NASDAQ-100
11,608.400
Wed
-0.25
12,008.200
-3.33
14,930.100
-2,921.900
-19.57
USD
-17.15
MDAX
25,742.400
10:24
-2.42
27,153.400
-5.20
33,321.700
-6,168.300
-18.51
EUR
-17.47
ISEQ-Overall
6,335.680
Wed
-1.54
6,514.410
-2.74
8,220.820
-1,706.410
-20.76
EUR
-17.78
S
Kospi 50
2,088.880
06:30
-1.95
2,163.140
-3.43
2,501.100
-337.960
-13.51
KRW
-18.05
SDAX
11,752.800
11:15
-2.67
12,343.300
-4.78
15,111.400
-2,768.100
-18.32
EUR
-19.37
L
RTX
988.100
2/28
-22.31
988.100
1,943.080
-954.980
-49.15
USD
-36.51
Indices - 43 out of 43 instruments rated - 6/27/22 / 1/31/22 - 2 did rise, Market-Ratio(21) = 4.65 %
Technical Chart
Transactions Indices * A21 - 73/57 (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
6/05/06
154
- cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
6
USD
1,577.500
1,691.080
1,463.920
-113.580
-7
9,319
-19
long
10/09/06
8/20/07
315
SSE 50 ew
100
8
CNY
1,149.580
4,104.660
2,955.080
257
32,959
337
short
8/20/07
4/27/09
616
ISEQ-Overall
100
3
EUR
8,327.390
2,622.050
26,447.026
18,119.636
218
87,318
98
long
4/27/09
2/08/10
287
SSE 50 ew
100
46
CNY
1,895.700
2,284.390
388.690
21
105,198
27
short
2/08/10
3/22/10
42
Athex Large Cap
100
11
EUR
8,951.600
9,909.400
7,993.800
-957.800
-11
94,662
-63
long
3/22/10
5/03/10
42
Merval
100
39
ARS
2,402.450
2,160.200
-242.250
-10
85,214
-60
short
5/03/10
10/11/10
161
Athex Large Cap
100
9
EUR
9,117.600
7,569.600
10,982.169
1,864.569
20
101,995
52
long
10/11/10
5/23/11
224
SDAX
100
22
EUR
4,578.700
5,383.620
804.920
18
119,704
30
short
5/23/11
1/16/12
238
Athex Large Cap
100
21
EUR
5,689.400
2,507.600
12,908.467
7,219.067
127
271,304
251
long
1/16/12
5/21/12
126
ISEQ-Overall
100
90
EUR
3,005.690
3,087.810
82.120
3
278,695
8
short
5/21/12
9/10/12
112
Athex Large Cap
100
137
EUR
2,028.100
2,671.700
1,384.500
-643.600
-32
190,522
-71
long
9/10/12
6/17/13
280
OMXC 20
100
385
DKK
494.790
522.110
27.320
6
201,040
7
short
6/17/13
8/12/13
56
RTX
100
108
USD
1,859.890
1,850.700
1,869.126
9.236
0
202,037
3
long
8/12/13
8/04/14
357
Merval
100
55
ARS
3,668.830
8,321.410
4,652.580
127
457,929
131
short
8/04/14
8/18/14
14
PSI 20
100
78
EUR
5,854.360
5,654.350
6,061.445
207.085
4
474,082
148
long
8/18/14
10/06/14
49
Merval
100
54
ARS
8,670.140
10,925.500
2,255.360
26
595,871
460
short
10/06/14
2/23/15
140
PSI 20
100
107
EUR
5,537.710
5,494.440
5,581.321
43.611
1
600,538
2
long
2/23/15
7/27/15
154
SSE 50 ew
100
251
CNY
2,386.700
2,634.850
248.150
10
662,823
26
short
7/27/15
6/06/16
315
RTX
100
567
USD
1,168.610
1,254.320
1,082.900
-85.710
-7
614,226
-8
long
6/06/16
6/27/16
21
NZX 50
100
87
NZD
7,024.380
6,716.580
-307.800
-4
587,447
-54
short
6/27/16
7/04/16
7
Athex Large Cap
100
423
EUR
1,385.560
1,434.290
1,336.830
-48.730
-4
566,834
-85
long
7/04/16
2/12/18
588
Merval
100
37
ARS
15,229.300
30,143.400
14,914.100
98
1,118,656
53
short
2/12/18
7/09/18
147
IBEX 35
100
114
EUR
9,771.100
9,927.000
9,615.200
-155.900
-2
1,100,883
-4
long
7/09/18
7/23/18
14
NASDAQ-100
100
151
USD
7,276.000
7,371.780
95.780
1
1,115,346
41
short
7/23/18
7/30/18
7
SSE 50 ew
100
521
CNY
2,139.790
2,156.800
2,122.780
-17.010
-1
1,106,484
-34
L/S date buy date sell days instrument spl pieces Curr prc buy prc sell ps short prc diff d % asset yield long
7/30/18
9/10/18
42
TecDAX
100
379
EUR
2,912.240
2,908.990
-3.250
0
1,105,252
-1
short
9/10/18
3/11/19
182
SSE 50 ew
100
546
CNY
2,022.660
2,385.150
1,660.170
-362.490
-18
907,333
-33
long
3/11/19
8/05/19
147
Merval
100
26
ARS
33,834.900
40,873.400
7,038.500
21
1,090,334
60
short
8/05/19
10/07/19
63
IPC
100
27
MXN
39,496.400
42,952.300
36,040.500
-3,455.900
-9
997,024
-41
long
10/07/19
3/02/20
147
NZX 50
100
90
NZD
10,975.600
11,103.400
127.800
1
1,008,526
3
short
3/02/20
8/03/20
154
Athex Large Cap
100
553
EUR
1,823.290
1,479.090
2,247.589
424.299
23
1,243,164
64
long
8/03/20
11/02/20
91
Merval
100
23
ARS
52,504.200
47,467.600
-5,036.600
-10
1,127,322
-33
short
11/02/20
11/09/20
7
RTX
100
845
USD
1,333.900
1,576.970
1,090.830
-243.070
-18
921,928
-100
long
11/09/20
11/29/21
385
Merval
100
18
ARS
49,650.400
79,094.900
29,444.500
59
1,451,929
55
short
11/29/21
12/13/21
14
HSI
100
60
HKD
23,852.200
23,954.600
23,749.800
-102.400
0
1,445,785
-11
long
12/13/21
1/24/22
42
Merval
100
17
ARS
81,947.600
81,004.400
-943.200
-1
1,429,750
-10
short
1/24/22
6/30/22
157
SDAX
100
98
EUR
14,463.900
11,752.800
17,800.388
3,336.488
23
1,756,726
62
accum 6/05/06
6/30/22 5869
days out of 6023 invested (97%)
17,467
1,756,726
38
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Merval long 3/22/10 5/03/10 42 2,402.45 2,160.20 -242.25 -10.08
long 8/12/13 8/04/14 357 3,668.83 8,321.41 4,652.58 126.81
long 8/18/14 10/06/14 49 8,670.14 10,925.50 2,255.36 26.01
long 7/04/16 2/12/18 588 15,229.30 30,143.40 14,914.10 97.93
long 3/11/19 8/05/19 147 33,834.90 40,873.40 7,038.50 20.80
long 8/03/20 11/02/20 91 52,504.20 47,467.60 -5,036.60 -9.59
long 11/09/20 11/29/21 385 49,650.40 79,094.90 29,444.50 59.30
long 12/13/21 1/24/22 42 81,947.60 81,004.40 -943.20 -1.15 774.81
SSE 50 ew long 10/09/06 8/20/07 315 1,149.58 4,104.66 2,955.08 257.06
long 4/27/09 2/08/10 287 1,895.70 2,284.39 388.69 20.50
long 2/23/15 7/27/15 154 2,386.70 2,634.85 248.15 10.40
short 7/23/18 7/30/18 7 2,139.79 2,156.80 2,122.78 -17.01 -0.79
short 9/10/18 3/11/19 182 2,022.66 2,385.15 1,660.17 -362.49 -17.92 286.78
ISEQ-Overall short 8/20/07 4/27/09 616 8,327.39 2,622.05 26,447.03 18,119.64 217.59
long 1/16/12 5/21/12 126 3,005.69 3,087.81 82.12 2.73 226.27
Athex Large Cap short 2/08/10 3/22/10 42 8,951.60 9,909.40 7,993.80 -957.80 -10.70
short 5/03/10 10/11/10 161 9,117.60 7,569.60 10,982.17 1,864.57 20.45
short 5/23/11 1/16/12 238 5,689.40 2,507.60 12,908.47 7,219.07 126.89
short 5/21/12 9/10/12 112 2,028.10 2,671.70 1,384.50 -643.60 -31.73
short 6/27/16 7/04/16 7 1,385.56 1,434.29 1,336.83 -48.73 -3.52
short 3/02/20 8/03/20 154 1,823.29 1,479.09 2,247.59 424.30 23.27 98.15
SDAX long 10/11/10 5/23/11 224 4,578.70 5,383.62 804.92 17.58
short 1/24/22 6/30/22 157 14,463.90 11,752.80 17,800.39 3,336.49 23.07 44.70
OMXC 20 long 9/10/12 6/17/13 280 494.79 522.11 27.32 5.52 5.52
PSI 20 short 8/04/14 8/18/14 14 5,854.36 5,654.35 6,061.44 207.08 3.54
short 10/06/14 2/23/15 140 5,537.71 5,494.44 5,581.32 43.61 0.79 4.35
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
TecDAX long 7/30/18 9/10/18 42 2,912.24 2,908.99 -3.25 -0.11 -0.11
HSI short 11/29/21 12/13/21 14 23,852.20 23,954.60 23,749.80 -102.40 -0.43 -0.43
IBEX 35 short 2/12/18 7/09/18 147 9,771.10 9,927.00 9,615.20 -155.90 -1.60 -1.60
NZX 50 long 6/06/16 6/27/16 21 7,024.38 6,716.58 -307.80 -4.38
long 10/07/19 3/02/20 147 10,975.60 11,103.40 127.80 1.16 -3.27
NASDAQ-100 short 6/05/06 10/09/06 126 1,577.50 1,691.08 1,463.92 -113.58 -7.20
long 7/09/18 7/23/18 14 7,276.00 7,371.78 95.78 1.32 -5.98
IPC short 8/05/19 10/07/19 63 39,496.40 42,952.30 36,040.50 -3,455.90 -8.75 -8.75
RTX short 6/17/13 8/12/13 56 1,859.89 1,850.70 1,869.13 9.24 0.50
short 7/27/15 6/06/16 315 1,168.61 1,254.32 1,082.90 -85.71 -7.33
short 11/02/20 11/09/20 7 1,333.90 1,576.97 1,090.83 -243.07 -18.22 -23.84
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.
write an annotation