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NEW DATA INSIGHT (@ 2021-06-25 04:00:47)
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 Compound - Nikkei 225 (-0.01 today vs. 0.27 a month ago), Nikkei 225 - AAVE (-0.08 today vs. 0.20 a month ago), Australian dollar - Nikkei 225 (0.07 today vs. 0.33 a month ago) and Nikkei 225 - Solana (-0.07 today vs. 0.14 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - US Treasury Bonds (0.59 today vs. 0.16 a month ago), Global High Yield - S&P500 (0.43 today vs. 0.06 a month ago), Gold - Global High Yield (0.53 today vs. 0.18 a month ago) and Gold - Inv Grade Credit (0.57 today vs. 0.22). -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-25 04:00:43)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 47.80%. In our premium tier we have presented 821 signals that resulted in a loss (on average -8.24%). Meanwhile we have presented 760 signals that resulted in a gain (on average +19.61%). On average the (closed) signals were outstanding for a period of 11.5 days. Of the current live signals, we have 11 long calls, 28 neutral calls and 4 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-06-25 00:00:00)
New signal for Bitcoin: *NEUTRAL*. (See all signals here)

NEW SIGNAL (@ 2021-06-25 00:00:00)
New signal for S&P500: *LONG*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-06-25 00:00:00)
Latest daily return for the model portfolio: 0.04%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-06-25 00:00:00)
Latest daily return for the crypto model portfolio: -1.60%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-06-25 00:00:00)
Latest daily return for the traditional model portfolio: 0.04%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-06-24 23:40:59)
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 BOJ (68.1), volatility (24.2), crypto (20.5) and Binance (20.3). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-29.0), War (-15.8), Macron (-10.2) and Deficit (-9.0). 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 (@ 2021-06-24 23:40:58)
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 Global High Yield (35.4), Crypto.com Coin (33.1), Bitcoin Cash (30.4) and EOS (25.0). Meanwhile the most negative sentiment could be seen for VIX volatility index (-25.5), Australian dollar (-5.0), Crude oil (-4.9) and Nikkei 225 (-0.9). 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 (@ 2021-06-24 21:40:02)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.33 (3 weeks ago it was 0.28 which means correlations are rising). Maximum correlation between any pair was 0.79 (3 weeks ago it was 0.86), and minimum correlation between any pair was -0.10 (3 weeks ago it was -0.16). A few randomly picked correlation pairs are: Tezos - SUSHI: 0.76. Cardano - Uniswap: 0.70. LSS Model Portfolio - Inv Grade Credit: -0.03. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-06-24 20:50:23)

TRON  +15.08%
Cosmos  +10.95%
Cardano  +10.32%
EOS  +8.38%
VeChain  +7.96%
Algorand  +7.20%
Compound  +7.12%
Litecoin  +6.66%
Stellar  +6.12%
Qtum  +5.90%
Tezos  +5.88%
Crypto.com Coin  +5.78%
FARM  +5.57%
ChainLink  +5.54%
DASH  +5.44%
Polkadot  +5.27%
ICON  +5.13%
Binance Coin  +5.00%
Ripple  +4.77%
Bitcoin  +4.40%
Bitcoin Cash  +4.31%
Monero  +3.82%
Bitcoin SV  +3.80%
Solana  +3.06%
AAVE  +2.86%
YFI  +2.54%
Uniswap  +2.46%
Ethereum  +2.40%
SUSHI  +1.27%
Filecoin  -0.57%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-06-24 20:50:23)

Euro Stoxx 50  +1.14%
S&P500  +0.59%
EM Equity  +0.51%
Crude oil  +0.49%
Australian dollar  +0.11%
EM LC Bonds  +0.10%
Japanese yen  +0.08%
Euro  +0.04%
Nikkei 225  +0.00%
Global High Yield  -0.02%
Inv Grade Credit  -0.04%
US Treasury Bonds  -0.11%
Gold  -0.20%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-24 20:45:28)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Japanese yen (-47), Euro (-28), Crude oil (0) and Euro Stoxx 50 (3). Meanwhile the largest increases in search popularity were seen for Nikkei 225 (74), S&P500 (51), US Treasury Bonds (40) and Australian dollar (24). -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-24 20:45:27)
The largest latest daily returns (in absolute or negative sense) were on TRON (15.08%), followed by Cosmos (10.95%), Cardano (10.32%), EOS (8.38%) and VeChain (7.96%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-24 20:45:25)
The latest performance calculations have been updated. Month-to-date performance on Crypto.com Coin was the highest at 49.10% (our signals delivered 49.10%). Second and third highest came from VeChain and Crude oil which delivered 46.94% (vs 41.11% in our models) and 16.47% (vs 16.47% in our models) respectively. On the negative side, the lowest returns came from Compound with a return of -40.15% (our signals delivered -4.44%). Second and third worst came from EOS and AAVE which delivered -38.44% (vs -3.86% in our models) and -35.64% (vs -34.57% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-24 20:45:24)
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 Compound came in at 91.8% (a month ago it was 114.5% so it has been falling). Meanwhile, VaR for TRON came in at 79.6% (previously 118.2% meaning it has been falling). Finally, for Filecoin we see VaR at 123.5% (which was 134.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-24 04:01:49)
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 Nikkei 225 - Compound (0.02 today vs. 0.30 a month ago), AAVE - Nikkei 225 (-0.07 today vs. 0.20 a month ago), Solana - Nikkei 225 (-0.05 today vs. 0.15 a month ago) and Australian dollar - Nikkei 225 (0.09 today vs. 0.29 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.60 today vs. 0.17 a month ago), S&P500 - Global High Yield (0.45 today vs. 0.08 a month ago), Global High Yield - Gold (0.53 today vs. 0.17 a month ago) and Global High Yield - S&P500 (0.44 today vs. 0.08). -Albert Ingles

NEW DATA INSIGHT (@ 2021-06-24 04:01:46)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.81%. In our premium tier we have presented 821 signals that resulted in a loss (on average -8.27%). Meanwhile we have presented 742 signals that resulted in a gain (on average +19.91%). On average the (closed) signals were outstanding for a period of 11.4 days. Of the current live signals, we have 10 long calls, 29 neutral calls and 4 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-06-24 00:00:00)
New signal for Bitcoin: *SHORT*. (See all signals here)

NEW SIGNAL (@ 2021-06-24 00:00:00)
New signal for Ethereum: *NEUTRAL*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-06-24 00:00:00)
Latest daily return for the model portfolio: 0.15%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-06-24 00:00:00)
Latest daily return for the crypto model portfolio: -5.59%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-06-24 00:00:00)
Latest daily return for the traditional model portfolio: 0.20%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-06-23 23:41:42)
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 volatility (25.8), BOJ (22.0), crypto (19.8) and United Kingdom (17.6). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-24.1), War (-21.6), Day trading (-20.2) and Biden (-10.0). 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 (@ 2021-06-23 23:41:40)
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 Bitcoin Cash (30.3), Litecoin (25.6), ChainLink (24.7) and EOS (22.2). Meanwhile the most negative sentiment could be seen for Crude oil (-19.2), EM LC Bonds (-2.8), Model Portfolio Traditional (-2.1) and Australian dollar (-1.3). 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