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NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-01-22 00:00:00)
Latest daily return for the model portfolio: -0.22%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-01-22 00:00:00)
Latest daily return for the crypto model portfolio: -16.50%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-01-21 21:39:08)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.26 (3 weeks ago it was 0.26 which means correlations are stable). Maximum correlation between any pair was 0.79 (3 weeks ago it was 0.82), and minimum correlation between any pair was -0.36 (3 weeks ago it was -0.39). A few randomly picked correlation pairs are: Tezos - Bitcoin Cash: 0.75. Bitcoin SV - Bitcoin Cash: 0.82. EM LC Bonds - TRON: 0.19. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-01-21 20:50:45)

EOS  -9.42%
Binance Coin  -11.51%
Bitcoin SV  -12.36%
TRON  -12.79%
Ripple  -13.48%
Litecoin  -14.04%
ICON  -15.43%
Bitcoin  -15.49%
Monero  -17.48%
Bitcoin Cash  -17.52%
Algorand  -17.58%
Tezos  -17.71%
ChainLink  -17.77%
Crypto.com Coin  -18.16%
DASH  -18.57%
Qtum  -18.69%
Stellar  -20.33%
Cosmos  -20.67%
Ethereum  -20.85%
Cardano  -22.90%
VeChain  -22.98%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-01-21 20:50:45)

Nikkei 225  +0.82%
Euro  +0.47%
EM Equity  +0.36%
Australian dollar  +0.22%
EM LC Bonds  +0.05%
Crude oil  +0.04%
S&P500  +0.04%
Japanese yen  +0.03%
Global High Yield  +0.00%
Inv Grade Credit  +0.00%
Gold  -0.10%
Euro Stoxx 50  -0.16%
US Treasury Bonds  -0.46%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-21 20:46:41)
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 Ripple (-70), S&P500 dividend unadjusted (-59), Euro Stoxx 50 (-38) and Bitcoin Cash (-34). Meanwhile the largest increases in search popularity were seen for Tezos (68), ChainLink (44), Gold (17) and TRON (7). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-21 20:46:40)
The largest latest daily returns (in absolute or negative sense) were on VeChain (-22.98%), followed by Cardano (-22.90%), Ethereum (-20.85%), Cosmos (-20.67%) and Stellar (-20.33%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-21 20:46:38)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin SV was the highest at 211.71% (our signals delivered 211.71%). Second and third highest came from DASH and Stellar which delivered 189.56% (vs 0.00% in our models) and 126.37% (vs 19.28% in our models) respectively. On the negative side, the lowest returns came from Crude oil with a return of -11.88% (our signals delivered 8.42%). Second and third worst came from Australian dollar and EM Equity which delivered -4.74% (vs 4.09% in our models) and -4.69% (vs 10.71% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-21 20:46:37)
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 Stellar came in at 210.4% (a month ago it was 79.6% so it has been rising). Meanwhile, VaR for Bitcoin came in at 65.5% (previously 37.4% meaning it has been rising). Finally, for Crypto.com Coin we see VaR at 72.9% (which was 37.1% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-21 04:04:01)
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 Inv Grade Credit - Monero (-0.26 today vs. 0.06 a month ago), Cardano - Ripple (0.44 today vs. 0.70 a month ago), Ripple - Cardano (0.44 today vs. 0.70 a month ago) and Ethereum - Monero (0.39 today vs. 0.64 a month ago). Meanwhile, increasing correlations were seen between Crude oil - Australian dollar (0.50 today vs. 0.24 a month ago), Gold - Ethereum (0.12 today vs. -0.07 a month ago), Crude oil - Euro (0.15 today vs. 0.02 a month ago) and Gold - Cardano (0.01 today vs. -0.11). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-21 04:04:00)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 52.03%. In our premium tier we have presented 222 signals that resulted in a loss (on average -6.52%). Meanwhile we have presented 243 signals that resulted in a gain (on average +25.73%). On average the (closed) signals were outstanding for a period of 15.1 days. Of the current live signals, we have 32 long calls, 2 neutral calls and 0 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-01-21 00:00:00)
Latest daily return for the model portfolio: 0.41%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-01-21 00:00:00)
Latest daily return for the crypto model portfolio: -2.37%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-01-21 00:00:00)
Latest daily return for the traditional model portfolio: 0.57%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-01-20 23:42:58)
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 Fixed income (38.0), Canada (30.9), Travel (30.6) and peace (27.4). Meanwhile the lowest (negative) sentiment was seen for War (-15.6), South China Sea (-13.7), Merkel (-13.7) and Putin (-12.4). 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 (@ 2021-01-20 23:42:56)
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 Japan government bond (52.7), Binance Coin (25.2), Crypto.com Coin (23.9) and Litecoin (19.9). Meanwhile the most negative sentiment could be seen for Nikkei 225 (-29.6), Crude oil (-27.6), Australian dollar (-10.8) and Bitcoin SV (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 (@ 2021-01-20 21:38:55)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.25 (3 weeks ago it was 0.26 which means correlations are falling). Maximum correlation between any pair was 0.79 (3 weeks ago it was 0.82), and minimum correlation between any pair was -0.39 (3 weeks ago it was -0.40). A few randomly picked correlation pairs are: EM Equity - Global High Yield: 0.58. Bitcoin - S&P500: 0.01. TRON - Ethereum: 0.73. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-01-20 20:50:51)

VeChain  +14.38%
ICON  +9.65%
ChainLink  +3.24%
Algorand  +0.53%
Cardano  +0.12%
Qtum  +0.00%
Binance Coin  -0.54%
Ripple  -0.66%
Tezos  -1.71%
EOS  -1.78%
TRON  -2.27%
Stellar  -2.52%
Bitcoin  -2.75%
Ethereum  -3.08%
Bitcoin SV  -3.90%
Crypto.com Coin  -4.74%
Bitcoin Cash  -4.76%
Monero  -4.82%
Litecoin  -4.85%
DASH  -5.37%
Cosmos  -6.94%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-01-20 20:50:51)

Gold  +1.71%
EM Equity  +1.42%
S&P500  +1.39%
Euro Stoxx 50  +0.80%
Australian dollar  +0.68%
Japanese yen  +0.34%
Crude oil  +0.32%
EM LC Bonds  +0.28%
US Treasury Bonds  +0.16%
Global High Yield  +0.13%
Inv Grade Credit  +0.01%
Euro  -0.20%
Nikkei 225  -0.38%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-20 20:46:32)
The largest latest daily returns (in absolute or negative sense) were on VeChain (14.38%), followed by ICON (9.65%), Cosmos (-6.94%), DASH (-5.37%) and Litecoin (-4.85%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-20 20:46:32)
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 S&P500 dividend unadjusted (-64), VeChain (-40), Litecoin (-34) and Binance Coin (-29). Meanwhile the largest increases in search popularity were seen for Tezos (47), ChainLink (20), Gold (17) and Japanese yen (14). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-20 20:46:30)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin SV was the highest at 211.71% (our signals delivered 211.71%). Second and third highest came from DASH and Stellar which delivered 189.56% (vs 0.00% in our models) and 132.23% (vs 22.37% in our models) respectively. On the negative side, the lowest returns came from Crude oil with a return of -11.88% (our signals delivered 8.42%). Second and third worst came from Australian dollar and EM Equity which delivered -4.74% (vs 4.09% in our models) and -4.69% (vs 10.71% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-20 20:46:28)
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 Cosmos came in at 108.8% (a month ago it was 43.1% so it has been rising). Meanwhile, VaR for ChainLink came in at 122.2% (previously 52.5% meaning it has been rising). Finally, for Model Portfolio Crypto we see VaR at 52.1% (which was 34.7% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-20 04:02:22)
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 Inv Grade Credit - Bitcoin Cash (-0.42 today vs. -0.04 a month ago), Monero - Inv Grade Credit (-0.26 today vs. 0.08 a month ago), Binance Coin - Inv Grade Credit (-0.19 today vs. 0.14 a month ago) and Euro - Inv Grade Credit (0.22 today vs. 0.54 a month ago). Meanwhile, increasing correlations were seen between Crude oil - Australian dollar (0.50 today vs. 0.26 a month ago), EOS - ChainLink (0.76 today vs. 0.62 a month ago), Ethereum - Gold (0.08 today vs. -0.04 a month ago) and Cardano - Stellar (0.71 today vs. 0.58). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-20 04:02:20)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 51.93%. In our premium tier we have presented 221 signals that resulted in a loss (on average -6.50%). Meanwhile we have presented 242 signals that resulted in a gain (on average +25.87%). On average the (closed) signals were outstanding for a period of 15.1 days. Of the current live signals, we have 31 long calls, 3 neutral calls and 0 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-01-20 00:00:00)
Latest daily return for the model portfolio: 0.43%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-01-20 00:00:00)
Latest daily return for the crypto model portfolio: 0.59%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-01-20 00:00:00)
Latest daily return for the traditional model portfolio: 0.41%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-01-19 23:40:36)
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 Canada (40.2), Travel (31.7), Binance (30.2) and World (28.9). Meanwhile the lowest (negative) sentiment was seen for War (-16.9), COVID (-13.3), Fed (-11.2) and Putin (-8.4). 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 (@ 2021-01-19 23:40:34)
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 (39.4), Crypto.com Coin (20.7), Stellar (16.5) and Bitcoin Cash (14.8). Meanwhile the most negative sentiment could be seen for Crude oil (-23.9), US dollar index (-11.1), Ripple (-5.1) and VeChain (-2.7). 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 (@ 2021-01-19 21:30:46)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.25 (3 weeks ago it was 0.26 which means correlations are falling). Maximum correlation between any pair was 0.78 (3 weeks ago it was 0.82), and minimum correlation between any pair was -0.40 (3 weeks ago it was -0.40). A few randomly picked correlation pairs are: Australian dollar - Stellar: 0.05. DASH - Gold: -0.06. Monero - Euro: -0.10. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-01-19 20:50:35)

Gold  +0.70%
Japanese yen  +0.15%
Euro Stoxx 50  +0.09%
EM Equity  +0.07%
EM LC Bonds  +0.01%
S&P500  +0.00%
US Treasury Bonds  +0.00%
Global High Yield  -0.04%
Euro  -0.05%
Inv Grade Credit  -0.15%
Australian dollar  -0.29%
Crude oil  -0.64%
Nikkei 225  -0.97%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-01-19 20:50:34)

Ethereum  +11.47%
Ripple  +3.98%
Crypto.com Coin  +3.53%
Litecoin  +3.16%
Monero  +2.25%
Bitcoin Cash  +2.14%
EOS  +0.36%
Bitcoin SV  +0.20%
Cardano  -0.23%
Stellar  -0.73%
Bitcoin  -0.77%
TRON  -1.35%
Tezos  -2.33%
DASH  -2.34%
Qtum  -2.73%
ChainLink  -3.36%
ICON  -3.50%
VeChain  -3.68%
Algorand  -5.86%
Binance Coin  -6.16%
Cosmos  -6.77%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-19 20:45:59)
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 (-27), EOS (-22), Ethereum (-17) and TRON (-16). Meanwhile the largest increases in search popularity were seen for ChainLink (56), Tezos (40), Cardano (22) and Gold (20). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-19 20:45:58)
The largest latest daily returns (in absolute or negative sense) were on Ethereum (11.47%), followed by Cosmos (-6.77%), Binance Coin (-6.16%), Algorand (-5.86%) and Ripple (3.98%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-19 20:45:56)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin SV was the highest at 211.71% (our signals delivered 211.71%). Second and third highest came from DASH and Stellar which delivered 189.56% (vs 0.00% in our models) and 133.94% (vs 23.27% in our models) respectively. On the negative side, the lowest returns came from Crude oil with a return of -11.88% (our signals delivered 8.42%). Second and third worst came from Australian dollar and EM Equity which delivered -4.74% (vs 4.09% in our models) and -4.69% (vs 10.71% in our models) respectively. -Albert Ingles