Assessment - Indices in Pound sterling - 7/01/24 - RS = 21
⇐
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
⇓ ∅-RS
DJ Global Titans
510.718
8/12/24
536.102
-4.73
467.192
68.910
14.75
21.62
L
S&P Global 100
2,971.939
8/12/24
0.32
3,124.765
-4.89
2,723.053
401.712
14.75
19.74
S&P 500
4,227.550
8/12/24
4,330.937
-2.39
3,941.760
389.176
9.87
15.07
DJIA
31,132.397
8/12/24
-0.36
30,984.080
0.48
30,607.116
376.963
1.23
6.94
NASDAQ-100
14,667.198
8/12/24
0.16
15,671.959
-6.41
14,045.902
1,626.056
11.58
19.62
S&P 100
2,030.436
8/12/24
0.17
2,107.134
-3.64
1,872.755
234.379
12.52
18.75
TSX 60
772.544
8/12/24
0.21
751.090
2.86
742.585
8.505
1.15
2.50
S
IPC
2,280.756
8/12/24
-0.02
2,274.030
0.30
2,709.430
-435.400
-16.07
-9.27
Merval
1,376.285
8/12/24
0.32
1,381.326
-0.36
1,213.343
167.983
13.84
9.04
Stoxx 50
3,685.940
8/12/24
-0.16
3,824.835
-3.63
3,612.209
212.626
5.89
7.89
Euro Stoxx 50
3,963.950
8/12/24
-0.07
4,182.949
-5.24
3,988.030
194.918
4.89
7.17
CDAX
1,296.785
8/12/24
0.01
1,346.437
-3.69
1,255.510
90.927
7.24
7.78
DAX
15,040.403
8/12/24
0.02
15,519.110
-3.08
14,481.235
1,037.875
7.17
8.38
MDAX
20,493.011
8/12/24
-0.40
21,419.371
-4.32
21,920.729
-501.358
-2.29
-5.81
SDAX
11,562.864
8/12/24
0.02
12,236.210
-5.50
11,818.876
417.334
3.53
4.79
TecDAX
2,766.504
8/12/24
-0.27
2,790.626
-0.86
2,868.140
-77.513
-2.70
0.84
ATX
3,027.511
8/12/24
0.19
3,095.660
-2.20
2,929.820
165.840
5.66
8.18
CAC 40
6,151.976
8/12/24
-0.26
6,415.392
-4.11
6,502.091
-86.699
-1.33
-0.85
CAC Next 20
14,453.517
8/12/24
-0.27
14,441.129
0.09
14,984.529
-543.400
-3.63
-3.83
CAC Mid 60
11,260.894
8/12/24
-0.08
11,514.671
-2.20
11,878.501
-363.829
-3.06
-3.65
L
AEX
751.447
8/12/24
0.26
783.180
-4.05
706.145
77.036
10.91
13.77
BEL 20
3,428.218
8/12/24
-0.47
3,307.302
3.66
3,105.960
201.342
6.48
4.60
ISEQ-Overall
7,957.647
8/12/24
-0.11
7,879.215
1.00
7,743.003
136.212
1.76
2.21
Athex Large Cap
2,888.684
8/12/24
1.16
2,934.001
-1.54
2,921.399
12.602
0.43
6.29
MIB 40
27,090.205
8/12/24
0.46
28,607.439
-5.30
26,516.335
2,091.104
7.89
8.95
instrument
freshest
⇓ Δday
7/01/24
⇓ Δwk
2/05/24
prc diff
⇓ Δ21
⇓ ∅-RS
PSI 20
5,562.858
8/12/24
0.09
5,594.684
-0.57
5,331.443
263.241
4.94
3.48
IBEX 35
9,032.981
8/12/24
0.07
9,381.533
-3.72
8,516.413
865.119
10.16
9.22
OMXC 20
303.806
8/12/24
-2.06
329.462
-7.79
287.387
42.076
14.64
22.54
OMXH 25
3,751.264
8/12/24
0.07
3,865.341
-2.95
3,798.363
66.977
1.76
2.25
FTSE
8,210.250
8/12/24
0.52
8,166.760
0.53
7,612.860
553.900
7.28
6.12
OBX Price
45.546
8/12/24
1.02
45.537
0.02
41.191
4.347
10.55
6.61
OMXS30
183.066
8/12/24
0.09
192.285
-4.79
175.980
16.306
9.27
10.71
L
SLI® PR
1,679.975
8/12/24
0.02
1,708.443
-1.67
1,656.169
52.274
3.16
6.65
L
SMI® PR
10,394.096
8/12/24
0.07
10,548.077
-1.46
10,336.386
211.690
2.05
5.07
NZX 50
5,896.363
8/12/24
0.31
5,660.243
4.17
5,762.257
-102.014
-1.77
1.04
ASX 50
4,046.654
8/12/24
0.41
4,017.247
0.73
3,900.201
117.046
3.00
6.47
Nikkei 225
171.473
8/09/24
0.56
194.023
-11.62
195.178
-1.154
-0.59
4.05
Kospi 50
1.404
8/12/24
1.10
1.528
-8.16
1.453
0.076
5.21
6.94
L
SSE 50 ew
194.264
8/12/24
-0.09
202.754
-4.19
187.938
14.817
7.88
-1.05
L
HSI
1,733.251
8/12/24
0.13
1,794.724
-3.43
1,581.737
212.987
13.47
1.32
L
STI
1,885.425
8/12/24
-0.81
1,945.560
-3.09
1,856.228
89.332
4.81
3.25
BSE Sensex
755.327
8/12/24
-0.07
753.689
0.22
688.987
64.702
9.39
13.36
Indices - 42 out of 42 instruments rated - 7/01/24 / 2/05/24 - 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
1/02/06
6/05/06
154
- cash -
short
6/05/06
10/09/06
126
NASDAQ-100
100
11
838.142
903.985
772.300
-65.843
-8
9,276
-21
long
10/09/06
8/20/07
315
SSE 50 ew
100
119
77.716
272.812
195.096
251
32,492
328
short
8/20/07
4/27/09
616
ISEQ-Overall
100
5
5,664.291
2,365.351
13,564.238
7,899.948
139
71,992
68
long
4/27/09
2/08/10
287
SSE 50 ew
100
380
189.167
213.609
24.442
13
81,280
17
short
2/08/10
3/22/10
42
Athex Large Cap
100
10
7,820.118
8,930.351
6,709.884
-1,110.234
-14
70,177
-74
long
3/22/10
5/03/10
42
Merval
100
169
414.046
364.282
-49.764
-12
61,767
-67
short
5/03/10
10/11/10
161
Athex Large Cap
100
7
7,934.136
6,614.316
9,517.311
1,583.175
20
72,850
51
long
10/11/10
5/23/11
224
SDAX
100
18
4,000.868
4,695.593
694.725
17
85,355
30
short
5/23/11
1/16/12
238
Athex Large Cap
100
17
4,962.295
2,075.290
11,865.509
6,903.214
139
202,709
281
long
1/16/12
5/21/12
126
ISEQ-Overall
100
81
2,487.509
2,493.715
6.206
0
203,212
1
short
5/21/12
9/10/12
112
Athex Large Cap
100
124
1,637.894
2,138.696
1,137.091
-500.802
-31
141,113
-70
long
9/10/12
6/17/13
280
OMXC 20
100
2,654
53.156
59.480
6.323
12
157,895
16
short
6/17/13
8/12/13
56
RTX
100
133
1,184.136
1,196.693
1,171.580
-12.557
-1
156,225
-7
long
8/12/13
8/04/14
357
Merval
100
362
431.132
597.447
166.316
39
216,431
40
short
8/04/14
8/18/14
14
PSI 20
100
46
4,660.656
4,517.260
4,808.604
147.948
3
223,237
126
long
8/18/14
10/06/14
49
Merval
100
356
626.437
804.492
178.056
28
286,625
545
short
10/06/14
2/23/15
140
PSI 20
100
65
4,358.732
4,030.721
4,713.435
354.703
8
309,680
23
long
2/23/15
7/27/15
154
SSE 50 ew
100
1,254
246.808
272.802
25.993
11
342,276
27
short
7/27/15
6/06/16
315
RTX
100
455
751.054
868.214
633.893
-117.160
-16
288,968
-18
long
6/06/16
6/27/16
21
NZX 50
100
85
3,365.724
3,554.000
188.276
6
304,971
158
short
6/27/16
7/04/16
7
Athex Large Cap
100
264
1,151.123
1,203.800
1,098.447
-52.676
-5
291,065
-91
long
7/04/16
2/12/18
588
Merval
100
381
762.646
1,093.043
330.397
43
416,946
25
short
2/12/18
7/09/18
147
IBEX 35
100
48
8,680.733
8,800.087
8,561.379
-119.354
-1
411,217
-3
long
7/09/18
7/23/18
14
NASDAQ-100
100
74
5,489.619
5,624.056
134.436
2
421,165
88
short
7/23/18
7/30/18
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
7/30/18
9/10/18
42
TecDAX
100
161
2,595.388
2,587.576
-7.813
0
419,145
-3
short
9/10/18
3/11/19
182
SSE 50 ew
100
1,851
226.360
269.884
182.836
-43.524
-19
338,582
-35
long
3/11/19
8/05/19
147
Merval
100
525
644.488
741.436
96.948
15
389,480
42
short
8/05/19
10/07/19
63
IPC
100
234
1,658.764
1,783.347
1,534.181
-124.583
-8
360,327
-36
long
10/07/19
3/02/20
147
NZX 50
100
64
5,608.390
5,434.427
-173.963
-3
349,194
-8
short
3/02/20
8/03/20
154
Athex Large Cap
100
219
1,592.662
1,330.441
1,906.565
313.902
20
417,938
53
long
8/03/20
11/02/20
91
Merval
100
753
554.487
467.470
-87.016
-16
352,415
-50
short
11/02/20
11/09/20
7
RTX
100
341
1,033.335
1,199.250
867.420
-165.915
-16
295,838
-100
long
11/09/20
11/29/21
385
Merval
100
621
476.164
589.170
113.007
24
366,015
22
short
11/29/21
12/13/21
14
HSI
100
159
2,300.783
2,324.075
2,277.491
-23.292
-1
362,312
-23
long
12/13/21
1/24/22
42
Merval
100
594
609.737
575.784
-33.953
-6
342,143
-39
short
1/24/22
11/14/22
294
SDAX
100
28
12,174.265
11,047.032
13,416.519
1,242.255
10
376,926
13
long
11/14/22
12/19/22
35
Merval
100
467
806.398
799.097
-7.301
-1
373,517
-9
short
12/19/22
1/16/23
28
NASDAQ-100
100
41
9,098.090
9,462.328
8,733.852
-364.238
-4
358,583
-41
long
1/16/23
6/26/23
161
Merval
100
317
1,127.994
1,335.885
207.892
18
424,485
47
short
6/26/23
7/24/23
28
OMXH 25
100
113
3,748.783
3,810.015
3,687.551
-61.232
-2
417,565
-19
long
7/24/23
8/28/23
35
Merval
100
311
1,341.858
1,509.452
167.594
12
469,687
241
short
8/28/23
12/04/23
98
OMXH 25
100
127
3,684.647
3,737.187
3,632.107
-52.540
-1
463,015
-5
long
12/04/23
8/12/24
252
Merval
100
250
1,847.806
1,376.285
-471.522
-26
345,134
-35
accum 6/05/06
8/12/24 6828
days out of 6982 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 10/09/06 8/20/07 315 77.72 272.81 195.10 251.04
long 4/27/09 2/08/10 287 189.17 213.61 24.44 12.92
long 2/23/15 7/27/15 154 246.81 272.80 25.99 10.53
short 7/23/18 7/30/18 7 240.41 240.85 239.97 -0.44 -0.18
short 9/10/18 3/11/19 182 226.36 269.88 182.84 -43.52 -19.23 253.25
Merval long 3/22/10 5/03/10 42 414.05 364.28 -49.76 -12.02
long 8/12/13 8/04/14 357 431.13 597.45 166.32 38.58
long 8/18/14 10/06/14 49 626.44 804.49 178.06 28.42
long 7/04/16 2/12/18 588 762.65 1,093.04 330.40 43.32
long 3/11/19 8/05/19 147 644.49 741.44 96.95 15.04
long 8/03/20 11/02/20 91 554.49 467.47 -87.02 -15.69
long 11/09/20 11/29/21 385 476.16 589.17 113.01 23.73
long 12/13/21 1/24/22 42 609.74 575.78 -33.95 -5.57
long 11/14/22 12/19/22 35 806.40 799.10 -7.30 -0.91
long 1/16/23 6/26/23 161 1,127.99 1,335.89 207.89 18.43
long 7/24/23 8/28/23 35 1,341.86 1,509.45 167.59 12.49
long 12/04/23 8/12/24 252 1,847.81 1,376.28 -471.52 -25.52 150.06
ISEQ-Overall short 8/20/07 4/27/09 616 5,664.29 2,365.35 13,564.24 7,899.95 139.47
long 1/16/12 5/21/12 126 2,487.51 2,493.72 6.21 0.25 140.07
Athex Large Cap short 2/08/10 3/22/10 42 7,820.12 8,930.35 6,709.88 -1,110.23 -14.20
short 5/03/10 10/11/10 161 7,934.14 6,614.32 9,517.31 1,583.18 19.95
short 5/23/11 1/16/12 238 4,962.29 2,075.29 11,865.51 6,903.21 139.11
short 5/21/12 9/10/12 112 1,637.89 2,138.70 1,137.09 -500.80 -30.58
short 6/27/16 7/04/16 7 1,151.12 1,203.80 1,098.45 -52.68 -4.58
short 3/02/20 8/03/20 154 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 10/11/10 5/23/11 224 4,000.87 4,695.59 694.73 17.36
short 1/24/22 11/14/22 294 12,174.26 11,047.03 13,416.52 1,242.25 10.20 29.34
OMXC 20 long 9/10/12 6/17/13 280 53.16 59.48 6.32 11.90 11.90
PSI 20 short 8/04/14 8/18/14 14 4,660.66 4,517.26 4,808.60 147.95 3.17
short 10/06/14 2/23/15 140 4,358.73 4,030.72 4,713.43 354.70 8.14 11.57
NZX 50 long 6/06/16 6/27/16 21 3,365.72 3,554.00 188.28 5.59
long 10/07/19 3/02/20 147 5,608.39 5,434.43 -173.96 -3.10 2.32
TecDAX long 7/30/18 9/10/18 42 2,595.39 2,587.58 -7.81 -0.30 -0.30
HSI short 11/29/21 12/13/21 14 2,300.78 2,324.07 2,277.49 -23.29 -1.01 -1.01
IBEX 35 short 2/12/18 7/09/18 147 8,680.73 8,800.09 8,561.38 -119.35 -1.37 -1.37
OMXH 25 short 6/26/23 7/24/23 28 3,748.78 3,810.02 3,687.55 -61.23 -1.63
short 8/28/23 12/04/23 98 3,684.65 3,737.19 3,632.11 -52.54 -1.43 -3.04
IPC short 8/05/19 10/07/19 63 1,658.76 1,783.35 1,534.18 -124.58 -7.51 -7.51
NASDAQ-100 short 6/05/06 10/09/06 126 838.14 903.99 772.30 -65.84 -7.86
long 7/09/18 7/23/18 14 5,489.62 5,624.06 134.44 2.45
short 12/19/22 1/16/23 28 9,098.09 9,462.33 8,733.85 -364.24 -4.00 -9.38
RTX short 6/17/13 8/12/13 56 1,184.14 1,196.69 1,171.58 -12.56 -1.06
short 7/27/15 6/06/16 315 751.05 868.21 633.89 -117.16 -15.60
short 11/02/20 11/09/20 7 1,033.34 1,199.25 867.42 -165.91 -16.06 -29.90
Annotations
9/28/23 Nikkei 225 stock split 1:4 (four for one)
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