LongShortSignal Feed

Show all Views Quick Views Signals Returns Data Charts
From:
To:

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-10 00:00:00)
Latest daily return for the model portfolio: 0.34%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-10 00:00:00)
Latest daily return for the crypto model portfolio: -0.73%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-09 23:42:01)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for a bunch of different random topics (feel free to recommend us ones to add to it!). Today, positive Reddit sentiment was observed for Elon Musk (29.9), United Kingdom (25.4), peace (15.6) and Shopping (14.0). Meanwhile the lowest (negative) sentiment was seen for War (-19.9), South China Sea (-18.9), Macron (-17.7) and Asia (-16.2). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-09 23:41:59)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for all assets we cover. Looking at posts from today, the most positive Reddit sentiment was observed for Algorand (63.2), Global High Yield (47.2), Model Portfolio Crypto (42.2) and Model Portfolio Traditional (42.2). Meanwhile the most negative sentiment could be seen for VIX volatility index (-77.8), Australian dollar (-13.6), S&P500 dividend unadjusted (-10.8) and US dollar index (-4.1). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW CHART (@ 2020-08-09 21:55:18)

We are particularly proud of how our crypto model portfolio has fared through 2020, generating +341% total return year-to-date and delivering positive returns averaging 25% in 7 out of 8 months. The performance has been very stable leading to a Sharpe ratio of 7.46 which is higher than any of the underlying assets in the portfolio. How do we achieve such relatively stable returns? It's really a two-pronged approach: in crypto we currently have assets that are highly correlated with Bitcoin (Ethereum, Litecoin, Ripple) and assets that are not (Cardano, Algorand, ChainLink). We allocate to both. The long-short signals ensure we tend to be on the right side of the trade most of the time, and dynamic position sizing that takes into account risk, Sharpe ratios and the recent success (win rate) of our models ensure the rest. The result is what you see here. Positive and negative contributors on any given day with the positive on average outweighing the negative leads to stable and strong returns. -LSS Marketing Team

NEW DATA INSIGHT (@ 2020-08-09 21:29:14)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.22 (3 weeks ago it was 0.21 which means correlations are rising). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.60 (3 weeks ago it was -0.60). A few randomly picked correlation pairs are: Crude oil - Gold: 0.03. Crypto.com Coin - Australian dollar: 0.30. Model Portfolio Crypto - Gold: 0.29. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-09 20:50:32)

Euro Stoxx 50  +0.38%
S&P500  +0.08%
Global High Yield  -0.01%
Inv Grade Credit  -0.26%
Japanese yen  -0.35%
Nikkei 225  -0.39%
EM LC Bonds  -0.43%
US Treasury Bonds  -0.50%
Euro  -0.76%
Australian dollar  -1.09%
Gold  -1.36%
Crude oil  -1.53%
EM Equity  -1.56%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-09 20:50:31)

Tezos  +12.35%
ChainLink  +10.66%
VeChain  +6.31%
Stellar  +3.27%
TRON  +0.30%
Crypto.com Coin  +0.06%
Cardano  +0.02%
Bitcoin  -0.28%
Algorand  -0.73%
Binance Coin  -0.84%
Monero  -0.90%
Bitcoin Cash  -1.53%
EOS  -1.62%
Ethereum  -1.63%
Litecoin  -2.00%
Ripple  -2.64%
Bitcoin SV  -2.80%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-09 20:45:52)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for EOS (-32), Nikkei 225 (-32), Bitcoin Cash (-24) and VIX volatility index (-22). Meanwhile the largest increases in search popularity were seen for Algorand (27), Australian dollar (27), Crypto.com Coin (26) and Binance Coin (24). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-09 20:45:51)
The largest latest daily returns (in absolute or negative sense) were on Tezos (12.35%), followed by ChainLink (10.66%), VeChain (6.31%), Stellar (3.27%) and Bitcoin SV (-2.80%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-09 20:45:48)
The latest performance calculations have been updated. Month-to-date performance on ChainLink was the highest at 63.65% (our signals delivered 63.65%). Second and third highest came from Algorand and Ripple which delivered 28.55% (vs 37.00% in our models) and 21.27% (vs 21.27% in our models) respectively. On the negative side, the lowest returns came from EM LC Bonds with a return of -0.89% (our signals delivered -0.89%). Second and third worst came from US Treasury Bonds and Japanese yen which delivered -0.64% (vs -0.64% in our models) and -0.10% (vs -0.10% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-09 20:45:46)
Daily risk numbers have been updated. The 1 month 99% VaR (statistical max. expected loss over a one month period with 99% certainty, assuming a normal statistical distribution) for Bitcoin Cash came in at 47.0% (a month ago it was 31.9% so it has been rising). Meanwhile, VaR for Ethereum came in at 44.6% (previously 28.5% meaning it has been rising). Finally, for VeChain we see VaR at 64.8% (which was 79.1% meaning it has been falling). -Albert Ingles

NEW VIEW (@ 2020-08-09 05:43:15)
Weekend thoughts on the market (August 9th 2020): I haven't done one of these in a while so figured today might be a good moment to pause and talk through the recent state of financial markets. 2020 has been a rollercoaster ride with a 35% equity sell-off and subsequent full recovery, a bond market rally that saw rates moving from 2% to 0.5% and never climbing back up, enormous dollar strength then weakness, the Fed buying sub investment grade corporate bonds. Gold is at an all-time high and crypto is moving there slowly. (est. 2 minutes reading time)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-09 00:00:00)
Latest daily return for the model portfolio: -0.36%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-09 00:00:00)
Latest daily return for the crypto model portfolio: 5.11%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-08 23:40:58)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for a bunch of different random topics (feel free to recommend us ones to add to it!). Today, positive Reddit sentiment was observed for United Kingdom (36.2), ECB (27.6), Binance (16.7) and Deficit (12.3). Meanwhile the lowest (negative) sentiment was seen for BOJ (-47.7), South China Sea (-33.2), Brazil (-19.6) and War (-19.6). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 23:40:56)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for all assets we cover. Looking at posts from today, the most positive Reddit sentiment was observed for Model Portfolio Traditional (68.1), Australian government bond (48.2), Binance Coin (30.0) and Bitcoin Cash (23.7). Meanwhile the most negative sentiment could be seen for VIX volatility index (-77.8), US dollar index (-8.8), Japanese yen (-7.0) and Crude oil (-4.8). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 21:24:04)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.22 (3 weeks ago it was 0.21 which means correlations are rising). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.60 (3 weeks ago it was -0.60). A few randomly picked correlation pairs are: Australian dollar - Euro Stoxx 50: 0.37. ChainLink - Gold: -0.01. Global High Yield - LSS Model Portfolio: 0.25. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-08 20:50:27)

ChainLink  +22.53%
Algorand  +18.12%
VeChain  +9.22%
Tezos  +8.14%
Cardano  +4.88%
Ethereum  +4.72%
TRON  +3.34%
Binance Coin  +2.90%
Crypto.com Coin  +2.79%
EOS  +2.33%
Litecoin  +1.88%
Bitcoin SV  +1.80%
Bitcoin Cash  +1.56%
Bitcoin  +1.39%
Monero  +1.15%
Ripple  +0.56%
Stellar  +0.25%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-08 20:50:27)

Euro Stoxx 50  +0.38%
S&P500  +0.08%
Global High Yield  -0.01%
Inv Grade Credit  -0.26%
Japanese yen  -0.35%
Nikkei 225  -0.39%
EM LC Bonds  -0.43%
US Treasury Bonds  -0.50%
Euro  -0.76%
Australian dollar  -1.09%
Gold  -1.36%
Crude oil  -1.53%
EM Equity  -1.56%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 20:45:38)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for EOS (-33), VeChain (-30), Japanese yen (-28) and Litecoin (-23). Meanwhile the largest increases in search popularity were seen for Bitcoin SV (47), US dollar index (47), Binance Coin (42) and Global High Yield (33). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 20:45:37)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (22.53%), followed by Algorand (18.12%), VeChain (9.22%), Tezos (8.14%) and Ethereum (4.72%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 20:45:36)
The latest performance calculations have been updated. Month-to-date performance on ChainLink was the highest at 33.56% (our signals delivered 33.56%). Second and third highest came from Ripple and Monero which delivered 20.59% (vs 20.59% in our models) and 14.79% (vs 14.79% in our models) respectively. On the negative side, the lowest returns came from EOS with a return of -1.31% (our signals delivered -1.31%). Second and third worst came from Cardano and EM LC Bonds which delivered -1.25% (vs -1.25% in our models) and -0.89% (vs -0.89% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 20:45:34)
Daily risk numbers have been updated. The 1 month 99% VaR (statistical max. expected loss over a one month period with 99% certainty, assuming a normal statistical distribution) for Ethereum came in at 44.3% (a month ago it was 28.4% so it has been rising). Meanwhile, VaR for ChainLink came in at 52.9% (previously 42.5% meaning it has been rising). Finally, for Bitcoin SV we see VaR at 51.6% (which was 67.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 04:02:14)
How about a bit more data on correlations, our favorite topic... Some of the (3 month rolling) correlations that have declined the most since a month ago were between EOS - Nikkei 225 (-0.07 today vs. 0.24 a month ago), Litecoin - Nikkei 225 (0.00 today vs. 0.30 a month ago), S&P500 - Bitcoin (-0.16 today vs. 0.12 a month ago) and Euro Stoxx 50 - US Treasury Bonds (-0.59 today vs. -0.34 a month ago). Meanwhile, increasing correlations were seen between Litecoin - Bitcoin Cash (0.41 today vs. -0.03 a month ago), Bitcoin Cash - EOS (0.36 today vs. -0.02 a month ago), Ripple - Litecoin (0.37 today vs. 0.00 a month ago) and Ethereum - Binance Coin (0.29 today vs. -0.07). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-08 04:02:12)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 69.18%. In our premium tier we have presented 47 signals that resulted in a loss (on average -5.76%). Meanwhile we have presented 110 signals that resulted in a gain (on average +37.15%). On average the (closed) signals were outstanding for a period of 27.8 days. Of the current live signals, we have 25 long calls, 2 neutral calls and 3 short calls. -Albert Ingles

NEW QUICK VIEW (@ 2020-08-08 01:50:42)
LongShortSignal lists Algorand! Within the crypto space we find ourselves drawn to projects that have a scientific basis (not a great fan of those run by notorious scam artists.. without naming names here but you can fill them in yourselves). We like Cardano for that very reason and actually run our very own Cardano Stake Pool. But respect where respect is due, we can see that Algorand is a super promising project too. Or in their own words, Algorand is "the world’s first open, permissionless, pure proof-of-stake blockchain protocol that, without forking, provides the necessary security, scalability, and decentralization needed for today’s economy". We will be including them in our model portfolio shortly. -LSS Operations Team

NEW CHART (@ 2020-08-08 00:48:23)

We haven't been tracking Reddit sentiment for all that long and certainly are aware of its biases and pitfalls to the approach. Nevertheless here are some first interesting results: Reddit sentiment for some regions and countries since we started measuring it. Apparently China has been consistently negative and became even more so today (again, we are aware of the biases behind this approach), while Latin America dipped from neutral to deeply negative to positive. Europe and Asia have been mostly persistently positive, though Asia had a deeply negative dip around the end of July. -LSS Quant Team

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-08 00:00:00)
Latest daily return for the model portfolio: -0.31%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-08 00:00:00)
Latest daily return for the crypto model portfolio: -2.63%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-08-08 00:00:00)
Latest daily return for the traditional model portfolio: -0.35%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-07 23:38:57)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for a bunch of different random topics (feel free to recommend us ones to add to it!). Today, positive Reddit sentiment was observed for United Kingdom (40.6), Elon Musk (35.9), Binance (28.1) and peace (20.8). Meanwhile the lowest (negative) sentiment was seen for War (-23.5), Merkel (-18.1), China (-10.1) and car industry (-8.5). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-07 23:38:55)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for all assets we cover. Looking at posts from today, the most positive Reddit sentiment was observed for Binance Coin (40.0), Global High Yield (31.4), Tezos (30.3) and Litecoin (26.5). Meanwhile the most negative sentiment could be seen for Nikkei 225 (-29.6), US Treasury Bonds (-6.6), S&P500 (-3.9) and Euro Stoxx 50 (0.0). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-07 21:22:43)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.22 (3 weeks ago it was 0.21 which means correlations are rising). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.61 (3 weeks ago it was -0.60). A few randomly picked correlation pairs are: EOS - Crypto.com Coin: 0.55. Model Portfolio Crypto - Euro Stoxx 50: 0.01. TRON - Australian dollar: 0.12. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-07 20:50:28)

Euro Stoxx 50  +0.38%
S&P500  +0.08%
Global High Yield  -0.01%
Inv Grade Credit  -0.26%
Japanese yen  -0.35%
Nikkei 225  -0.39%
EM LC Bonds  -0.43%
US Treasury Bonds  -0.50%
Euro  -0.76%
Australian dollar  -1.09%
Gold  -1.36%
Crude oil  -1.53%
EM Equity  -1.56%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-07 20:50:27)

Crypto.com Coin  +0.04%
ChainLink  -0.79%
Monero  -1.20%
Bitcoin  -1.58%
TRON  -2.02%
Binance Coin  -2.73%
EOS  -2.90%
Ripple  -3.03%
Stellar  -3.13%
Litecoin  -3.36%
Bitcoin Cash  -3.60%
Ethereum  -3.80%
Bitcoin SV  -4.41%
Cardano  -4.76%
VeChain  -5.20%
Tezos  -6.12%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-07 20:45:36)
The largest latest daily returns (in absolute or negative sense) were on Tezos (-6.12%), followed by VeChain (-5.20%), Cardano (-4.76%), Bitcoin SV (-4.41%) and Ethereum (-3.80%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-07 20:45:36)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for VeChain (-73), Cardano (-48), TRON (-33) and Litecoin (-33). Meanwhile the largest increases in search popularity were seen for Ethereum (16), Binance Coin (15), Algorand (15) and VIX volatility index (15). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-07 20:45:34)
The latest performance calculations have been updated. Month-to-date performance on ChainLink was the highest at 34.62% (our signals delivered 34.62%). Second and third highest came from Ripple and Ethereum which delivered 24.36% (vs 24.36% in our models) and 18.31% (vs 18.31% in our models) respectively. On the negative side, the lowest returns came from EM LC Bonds with a return of -0.47% (our signals delivered -0.47%). Second and third worst came from US Treasury Bonds and Japanese yen which delivered -0.14% (vs -0.14% in our models) and 0.26% (vs 0.26% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-07 20:45:32)
Daily risk numbers have been updated. The 1 month 99% VaR (statistical max. expected loss over a one month period with 99% certainty, assuming a normal statistical distribution) for ChainLink came in at 54.6% (a month ago it was 32.0% so it has been rising). Meanwhile, VaR for Crypto.com Coin came in at 35.5% (previously 30.0% meaning it has been rising). Finally, for Cardano we see VaR at 47.8% (which was 46.9% meaning it has been rising). -Albert Ingles

NEW QUICK VIEW (@ 2020-08-07 16:41:30)
The general mindset of investors in 2020 seems to be that the sell-off we saw in February and March was similar to the GFC in 2008 and in a sense we have now cleansed the palate and should prepare for another 10 year bull-run. I completely disagree. February/March 2020 was not like 2008, but more like Q4 of 2018. In 2018 there were concerns about rising interest rates which caused the market to drop, while in 2020 US dollar strength and a dollar funding squeeze off the back of Covid-19 did the same. To me it seems that markets today are more comparable to the early 2000s when the dot-com bubble burst. -LSS Investment Team

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-07 00:00:00)
Latest daily return for the model portfolio: 0.84%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-07 00:00:00)
Latest daily return for the crypto model portfolio: 1.45%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-08-07 00:00:00)
Latest daily return for the traditional model portfolio: 0.21%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).