Sat, 12th Oct 2024, 6:30UTC
Assessment - Indices in Pound sterling - 1/07/24 - RS = 21
⇐
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
DJ Global Titans
510.718
12/08
536.102
-4.73
467.192
68.910
14.75
21.62
L
S&P Global 100
2,971.939
12/08
0.32
3,124.765
-4.89
2,723.053
401.712
14.75
19.74
S&P 500
4,227.550
12/08
4,330.937
-2.39
3,941.760
389.176
9.87
15.07
DJIA
31,132.397
12/08
-0.36
30,984.080
0.48
30,607.116
376.963
1.23
6.94
NASDAQ-100
14,667.198
12/08
0.16
15,671.959
-6.41
14,045.902
1,626.056
11.58
19.62
S&P 100
2,030.436
12/08
0.17
2,107.134
-3.64
1,872.755
234.379
12.52
18.75
TSX 60
772.544
12/08
0.21
751.090
2.86
742.585
8.505
1.15
2.50
S
IPC
2,280.756
12/08
-0.02
2,274.030
0.30
2,709.430
-435.400
-16.07
-9.27
Merval
1,376.285
12/08
0.32
1,381.326
-0.36
1,213.343
167.983
13.84
9.04
Stoxx 50
3,685.940
12/08
-0.16
3,824.835
-3.63
3,612.209
212.626
5.89
7.89
Euro Stoxx 50
3,963.950
12/08
-0.07
4,182.949
-5.24
3,988.030
194.918
4.89
7.17
CDAX
1,296.785
12/08
0.01
1,346.437
-3.69
1,255.510
90.927
7.24
7.78
DAX
15,040.403
12/08
0.02
15,519.110
-3.08
14,481.235
1,037.875
7.17
8.38
MDAX
20,493.011
12/08
-0.40
21,419.371
-4.32
21,920.729
-501.358
-2.29
-5.81
SDAX
11,562.864
12/08
0.02
12,236.210
-5.50
11,818.876
417.334
3.53
4.79
TecDAX
2,766.504
12/08
-0.27
2,790.626
-0.86
2,868.140
-77.513
-2.70
0.84
ATX
3,027.511
12/08
0.19
3,095.660
-2.20
2,929.820
165.840
5.66
8.18
CAC 40
6,151.976
12/08
-0.26
6,415.392
-4.11
6,502.091
-86.699
-1.33
-0.85
CAC Next 20
14,453.517
12/08
-0.27
14,441.129
0.09
14,984.529
-543.400
-3.63
-3.83
CAC Mid 60
11,260.894
12/08
-0.08
11,514.671
-2.20
11,878.501
-363.829
-3.06
-3.65
L
AEX
751.447
12/08
0.26
783.180
-4.05
706.145
77.036
10.91
13.77
BEL 20
3,428.218
12/08
-0.47
3,307.302
3.66
3,105.960
201.342
6.48
4.60
ISEQ-Overall
7,957.647
12/08
-0.11
7,879.215
1.00
7,743.003
136.212
1.76
2.21
Athex Large Cap
2,888.684
12/08
1.16
2,934.001
-1.54
2,921.399
12.602
0.43
6.29
MIB 40
27,090.205
12/08
0.46
28,607.439
-5.30
26,516.335
2,091.104
7.89
8.95
instrument
freshest
⇓ Δday
1/07/24
⇓ Δwk
5/02/24
prc diff
⇓ Δ21
⇓ ∅-RS
PSI 20
5,562.858
12/08
0.09
5,594.684
-0.57
5,331.443
263.241
4.94
3.48
IBEX 35
9,032.981
12/08
0.07
9,381.533
-3.72
8,516.413
865.119
10.16
9.22
OMXC 20
303.806
12/08
-2.06
329.462
-7.79
287.387
42.076
14.64
22.54
OMXH 25
3,751.264
12/08
0.07
3,865.341
-2.95
3,798.363
66.977
1.76
2.25
FTSE
8,210.250
12/08
0.52
8,166.760
0.53
7,612.860
553.900
7.28
6.12
OBX Price
45.546
12/08
1.02
45.537
0.02
41.191
4.347
10.55
6.61
OMXS30
183.066
12/08
0.09
192.285
-4.79
175.980
16.306
9.27
10.71
L
SLI® PR
1,679.975
12/08
0.02
1,708.443
-1.67
1,656.169
52.274
3.16
6.65
L
SMI® PR
10,394.096
12/08
0.07
10,548.077
-1.46
10,336.386
211.690
2.05
5.07
NZX 50
5,896.363
12/08
0.31
5,660.243
4.17
5,762.257
-102.014
-1.77
1.04
ASX 50
4,046.654
12/08
0.41
4,017.247
0.73
3,900.201
117.046
3.00
6.47
Nikkei 225
171.473
9/08
0.56
194.023
-11.62
195.178
-1.154
-0.59
4.05
Kospi 50
1.404
12/08
1.10
1.528
-8.16
1.453
0.076
5.21
6.94
L
SSE 50 ew
194.264
12/08
-0.09
202.754
-4.19
187.938
14.817
7.88
-1.05
L
HSI
1,733.251
12/08
0.13
1,794.724
-3.43
1,581.737
212.987
13.47
1.32
L
STI
1,885.425
12/08
-0.81
1,945.560
-3.09
1,856.228
89.332
4.81
3.25
BSE Sensex
755.327
12/08
-0.07
753.689
0.22
688.987
64.702
9.39
13.36
Indices - 42 out of 42 instruments rated - 1/07/24 / 5/02/24 - 34 did rise, Market-Ratio(21) in GBP = 80.95 %
Technical Chart
Transactions Indices in Pound sterling * 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
11
838.142
903.985
772.300
-65.843
-8
9,276
-21
long
9/10/06
20/08/07
315
SSE 50 ew
100
119
77.716
272.812
195.096
251
32,492
328
short
20/08/07
27/04/09
616
ISEQ-Overall
100
5
5,664.291
2,365.351
13,564.238
7,899.948
139
71,992
68
long
27/04/09
8/02/10
287
SSE 50 ew
100
380
189.167
213.609
24.442
13
81,280
17
short
8/02/10
22/03/10
42
Athex Large Cap
100
10
7,820.118
8,930.351
6,709.884
-1,110.234
-14
70,177
-74
long
22/03/10
3/05/10
42
Merval
100
169
414.046
364.282
-49.764
-12
61,767
-67
short
3/05/10
11/10/10
161
Athex Large Cap
100
7
7,934.136
6,614.316
9,517.311
1,583.175
20
72,850
51
long
11/10/10
23/05/11
224
SDAX
100
18
4,000.868
4,695.593
694.725
17
85,355
30
short
23/05/11
16/01/12
238
Athex Large Cap
100
17
4,962.295
2,075.290
11,865.509
6,903.214
139
202,709
281
long
16/01/12
21/05/12
126
ISEQ-Overall
100
81
2,487.509
2,493.715
6.206
0
203,212
1
short
21/05/12
10/09/12
112
Athex Large Cap
100
124
1,637.894
2,138.696
1,137.091
-500.802
-31
141,113
-70
long
10/09/12
17/06/13
280
OMXC 20
100
2,654
53.156
59.480
6.323
12
157,895
16
short
17/06/13
12/08/13
56
RTX
100
133
1,184.136
1,196.693
1,171.580
-12.557
-1
156,225
-7
long
12/08/13
4/08/14
357
Merval
100
362
431.132
597.447
166.316
39
216,431
40
short
4/08/14
18/08/14
14
PSI 20
100
46
4,660.656
4,517.260
4,808.604
147.948
3
223,237
126
long
18/08/14
6/10/14
49
Merval
100
356
626.437
804.492
178.056
28
286,625
545
short
6/10/14
23/02/15
140
PSI 20
100
65
4,358.732
4,030.721
4,713.435
354.703
8
309,680
23
long
23/02/15
27/07/15
154
SSE 50 ew
100
1,254
246.808
272.802
25.993
11
342,276
27
short
27/07/15
6/06/16
315
RTX
100
455
751.054
868.214
633.893
-117.160
-16
288,968
-18
long
6/06/16
27/06/16
21
NZX 50
100
85
3,365.724
3,554.000
188.276
6
304,971
158
short
27/06/16
4/07/16
7
Athex Large Cap
100
264
1,151.123
1,203.800
1,098.447
-52.676
-5
291,065
-91
long
4/07/16
12/02/18
588
Merval
100
381
762.646
1,093.043
330.397
43
416,946
25
short
12/02/18
9/07/18
147
IBEX 35
100
48
8,680.733
8,800.087
8,561.379
-119.354
-1
411,217
-3
long
9/07/18
23/07/18
14
NASDAQ-100
100
74
5,489.619
5,624.056
134.436
2
421,165
88
short
23/07/18
30/07/18
7
SSE 50 ew
100
1,751
240.410
240.846
239.974
-0.436
0
420,402
-9
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
161
2,595.388
2,587.576
-7.813
0
419,145
-3
short
10/09/18
11/03/19
182
SSE 50 ew
100
1,851
226.360
269.884
182.836
-43.524
-19
338,582
-35
long
11/03/19
5/08/19
147
Merval
100
525
644.488
741.436
96.948
15
389,480
42
short
5/08/19
7/10/19
63
IPC
100
234
1,658.764
1,783.347
1,534.181
-124.583
-8
360,327
-36
long
7/10/19
2/03/20
147
NZX 50
100
64
5,608.390
5,434.427
-173.963
-3
349,194
-8
short
2/03/20
3/08/20
154
Athex Large Cap
100
219
1,592.662
1,330.441
1,906.565
313.902
20
417,938
53
long
3/08/20
2/11/20
91
Merval
100
753
554.487
467.470
-87.016
-16
352,415
-50
short
2/11/20
9/11/20
7
RTX
100
341
1,033.335
1,199.250
867.420
-165.915
-16
295,838
-100
long
9/11/20
29/11/21
385
Merval
100
621
476.164
589.170
113.007
24
366,015
22
short
29/11/21
13/12/21
14
HSI
100
159
2,300.783
2,324.075
2,277.491
-23.292
-1
362,312
-23
long
13/12/21
24/01/22
42
Merval
100
594
609.737
575.784
-33.953
-6
342,143
-39
short
24/01/22
14/11/22
294
SDAX
100
28
12,174.265
11,047.032
13,416.519
1,242.255
10
376,926
13
long
14/11/22
19/12/22
35
Merval
100
467
806.398
799.097
-7.301
-1
373,517
-9
short
19/12/22
16/01/23
28
NASDAQ-100
100
41
9,098.090
9,462.328
8,733.852
-364.238
-4
358,583
-41
long
16/01/23
26/06/23
161
Merval
100
317
1,127.994
1,335.885
207.892
18
424,485
47
short
26/06/23
24/07/23
28
OMXH 25
100
113
3,748.783
3,810.015
3,687.551
-61.232
-2
417,565
-19
long
24/07/23
28/08/23
35
Merval
100
311
1,341.858
1,509.452
167.594
12
469,687
241
short
28/08/23
4/12/23
98
OMXH 25
100
127
3,684.647
3,737.187
3,632.107
-52.540
-1
463,015
-5
long
4/12/23
12/08/24
252
Merval
100
250
1,847.806
1,376.285
-471.522
-26
345,134
-35
accum 5/06/06
12/08/24 6704
days out of 6858 invested (98%)
3,351
345,134
21
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 77.72 272.81 195.10 251.04
long 27/04/09 8/02/10 287 189.17 213.61 24.44 12.92
long 23/02/15 27/07/15 154 246.81 272.80 25.99 10.53
short 23/07/18 30/07/18 7 240.41 240.85 239.97 -0.44 -0.18
short 10/09/18 11/03/19 182 226.36 269.88 182.84 -43.52 -19.23 253.25
Merval long 22/03/10 3/05/10 42 414.05 364.28 -49.76 -12.02
long 12/08/13 4/08/14 357 431.13 597.45 166.32 38.58
long 18/08/14 6/10/14 49 626.44 804.49 178.06 28.42
long 4/07/16 12/02/18 588 762.65 1,093.04 330.40 43.32
long 11/03/19 5/08/19 147 644.49 741.44 96.95 15.04
long 3/08/20 2/11/20 91 554.49 467.47 -87.02 -15.69
long 9/11/20 29/11/21 385 476.16 589.17 113.01 23.73
long 13/12/21 24/01/22 42 609.74 575.78 -33.95 -5.57
long 14/11/22 19/12/22 35 806.40 799.10 -7.30 -0.91
long 16/01/23 26/06/23 161 1,127.99 1,335.89 207.89 18.43
long 24/07/23 28/08/23 35 1,341.86 1,509.45 167.59 12.49
long 4/12/23 12/08/24 252 1,847.81 1,376.28 -471.52 -25.52 150.06
ISEQ-Overall short 20/08/07 27/04/09 616 5,664.29 2,365.35 13,564.24 7,899.95 139.47
long 16/01/12 21/05/12 126 2,487.51 2,493.72 6.21 0.25 140.07
Athex Large Cap short 8/02/10 22/03/10 42 7,820.12 8,930.35 6,709.88 -1,110.23 -14.20
short 3/05/10 11/10/10 161 7,934.14 6,614.32 9,517.31 1,583.18 19.95
short 23/05/11 16/01/12 238 4,962.29 2,075.29 11,865.51 6,903.21 139.11
short 21/05/12 10/09/12 112 1,637.89 2,138.70 1,137.09 -500.80 -30.58
short 27/06/16 4/07/16 7 1,151.12 1,203.80 1,098.45 -52.68 -4.58
short 2/03/20 3/08/20 154 1,592.66 1,330.44 1,906.56 313.90 19.71 95.17
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 4,000.87 4,695.59 694.73 17.36
short 24/01/22 14/11/22 294 12,174.26 11,047.03 13,416.52 1,242.25 10.20 29.34
OMXC 20 long 10/09/12 17/06/13 280 53.16 59.48 6.32 11.90 11.90
PSI 20 short 4/08/14 18/08/14 14 4,660.66 4,517.26 4,808.60 147.95 3.17
short 6/10/14 23/02/15 140 4,358.73 4,030.72 4,713.43 354.70 8.14 11.57
NZX 50 long 6/06/16 27/06/16 21 3,365.72 3,554.00 188.28 5.59
long 7/10/19 2/03/20 147 5,608.39 5,434.43 -173.96 -3.10 2.32
TecDAX long 30/07/18 10/09/18 42 2,595.39 2,587.58 -7.81 -0.30 -0.30
HSI short 29/11/21 13/12/21 14 2,300.78 2,324.07 2,277.49 -23.29 -1.01 -1.01
IBEX 35 short 12/02/18 9/07/18 147 8,680.73 8,800.09 8,561.38 -119.35 -1.37 -1.37
OMXH 25 short 26/06/23 24/07/23 28 3,748.78 3,810.02 3,687.55 -61.23 -1.63
short 28/08/23 4/12/23 98 3,684.65 3,737.19 3,632.11 -52.54 -1.43 -3.04
IPC short 5/08/19 7/10/19 63 1,658.76 1,783.35 1,534.18 -124.58 -7.51 -7.51
NASDAQ-100 short 5/06/06 9/10/06 126 838.14 903.99 772.30 -65.84 -7.86
long 9/07/18 23/07/18 14 5,489.62 5,624.06 134.44 2.45
short 19/12/22 16/01/23 28 9,098.09 9,462.33 8,733.85 -364.24 -4.00 -9.38
RTX short 17/06/13 12/08/13 56 1,184.14 1,196.69 1,171.58 -12.56 -1.06
short 27/07/15 6/06/16 315 751.05 868.21 633.89 -117.16 -15.60
short 2/11/20 9/11/20 7 1,033.34 1,199.25 867.42 -165.91 -16.06 -29.90
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