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NEW DATA INSIGHT (@ 2021-09-21 04:00:49)
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 Solana - Tezos (0.33 today vs. 0.72 a month ago), AAVE - Algorand (0.39 today vs. 0.78 a month ago), Algorand - Cardano (0.44 today vs. 0.81 a month ago) and Algorand - Tezos (0.51 today vs. 0.88 a month ago). Meanwhile, increasing correlations were seen between S&P500 - YFI (0.17 today vs. -0.03 a month ago), Global High Yield - ICON (0.13 today vs. -0.06 a month ago), S&P500 - Uniswap (0.18 today vs. -0.01 a month ago) and Monero - Euro Stoxx 50 (0.15 today vs. -0.03). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-21 04:00:45)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.39%. In our premium tier we have presented 1124 signals that resulted in a loss (on average -7.53%). Meanwhile we have presented 982 signals that resulted in a gain (on average +18.25%). On average the (closed) signals were outstanding for a period of 10.2 days. Of the current live signals, we have 23 long calls, 17 neutral calls and 3 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-09-21 00:00:00)
New signal for S&P500: *NEUTRAL*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-09-21 00:00:00)
Latest daily return for the model portfolio: -0.55%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-09-21 00:00:00)
Latest daily return for the crypto model portfolio: -5.80%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-09-21 00:00:00)
Latest daily return for the traditional model portfolio: -0.53%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-09-20 23:41:08)
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 Charles Hoskinson (63.4), Proof of stake (62.7), Proof of work (50.5) and Retail (34.6). Meanwhile the lowest (negative) sentiment was seen for War (-20.7), Coronavirus (-11.2), Biden (-10.9) and Macron (-10.2). 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 (@ 2021-09-20 23:41:06)
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 Cardano (62.1), ChainLink (59.1), Binance Coin (56.6) and Ripple (49.8). Meanwhile the most negative sentiment could be seen for VIX volatility index (-24.0), Crude oil (-23.3), Model Portfolio Crypto (-13.6) and EM LC Bonds (-13.0). 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 (@ 2021-09-20 21:44:07)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.21 (3 weeks ago it was 0.22 which means correlations are falling). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.75), and minimum correlation between any pair was -0.50 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: Nikkei 225 - Japanese yen: -0.09. Polkadot - Inv Grade Credit: -0.05. Bitcoin - EM LC Bonds: 0.12. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-09-20 20:50:18)

US Treasury Bonds  +0.92%
Gold  +0.56%
Japanese yen  +0.44%
Inv Grade Credit  +0.15%
Nikkei 225  +0.00%
Euro  +0.00%
Australian dollar  -0.37%
Global High Yield  -0.39%
EM LC Bonds  -0.43%
EM Equity  -1.65%
S&P500  -1.70%
Crude oil  -1.88%
Euro Stoxx 50  -2.11%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-09-20 20:50:17)

Cardano  -11.61%
ICON  -11.86%
FARM  -11.97%
Stellar  -12.90%
Bitcoin  -13.02%
Litecoin  -13.11%
YFI  -13.83%
Bitcoin Cash  -13.84%
Ethereum  -14.15%
Binance Coin  -14.37%
TRON  -14.52%
Ripple  -14.52%
Monero  -14.85%
DASH  -15.00%
Solana  -15.17%
Filecoin  -15.24%
Crypto.com Coin  -15.97%
Bitcoin SV  -16.69%
VeChain  -16.89%
ChainLink  -17.04%
Uniswap  -17.33%
AAVE  -17.38%
Compound  -17.38%
SUSHI  -17.59%
Qtum  -17.64%
EOS  -18.05%
Polkadot  -20.18%
Algorand  -20.21%
Tezos  -22.41%
Cosmos  -25.45%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-20 20:45:25)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US Treasury Bonds (-17), Bitcoin (-11), S&P500 (34) and Gold (36). Meanwhile the largest increases in search popularity were seen for Gold (36), S&P500 (34), Bitcoin (-11) and US Treasury Bonds (-17). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-20 20:45:24)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (-25.45%), followed by Tezos (-22.41%), Algorand (-20.21%), Polkadot (-20.18%) and EOS (-18.05%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-20 20:45:22)
The latest performance calculations have been updated. Month-to-date performance on Cosmos was the highest at 95.14% (our signals delivered 95.14%). Second and third highest came from Algorand and ICON which delivered 91.09% (vs 91.77% in our models) and 35.11% (vs 35.11% in our models) respectively. On the negative side, the lowest returns came from ChainLink with a return of -40.02% (our signals delivered -35.54%). Second and third worst came from Cosmos and Algorand which delivered -39.61% (vs -28.61% in our models) and -36.17% (vs 2.67% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-20 20:45:20)
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 SV came in at 52.5% (a month ago it was 46.0% so it has been rising). Meanwhile, VaR for Stellar came in at 60.2% (previously 61.3% meaning it has been falling). Finally, for Ripple we see VaR at 57.4% (which was 83.0% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-20 04:00:46)
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 Cosmos - Solana (0.26 today vs. 0.76 a month ago), Solana - Tezos (0.29 today vs. 0.74 a month ago), Algorand - AAVE (0.35 today vs. 0.79 a month ago) and Algorand - Cardano (0.41 today vs. 0.83 a month ago). Meanwhile, increasing correlations were seen between S&P500 - YFI (0.15 today vs. -0.04 a month ago), S&P500 - Uniswap (0.16 today vs. -0.02 a month ago), TRON - S&P500 (0.11 today vs. -0.05 a month ago) and S&P500 - TRON (0.11 today vs. -0.05). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-20 04:00:42)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.83%. In our premium tier we have presented 1114 signals that resulted in a loss (on average -7.32%). Meanwhile we have presented 989 signals that resulted in a gain (on average +18.32%). On average the (closed) signals were outstanding for a period of 10.1 days. Of the current live signals, we have 27 long calls, 14 neutral calls and 2 short calls. -Albert Ingles

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-09-20 00:00:00)
Latest daily return for the crypto model portfolio: -0.82%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-09-19 23:44:15)
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 Charles Hoskinson (86.3), Investing (47.9), environment (29.7) and Trade (26.2). Meanwhile the lowest (negative) sentiment was seen for United Kingdom (-16.2), War (-15.9), Biden (-14.2) and Macron (-13.2). 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 (@ 2021-09-19 23:44:11)
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 Cardano (71.3), ChainLink (49.3), Crypto.com Coin (40.4) and Binance Coin (36.6). Meanwhile the most negative sentiment could be seen for Crude oil (-31.2), US Treasury Bonds (-25.6), Model Portfolio Traditional (-20.7) and EM Equity (-16.5). 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 (@ 2021-09-19 21:42:46)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.21 (3 weeks ago it was 0.22 which means correlations are falling). Maximum correlation between any pair was 0.71 (3 weeks ago it was 0.74), and minimum correlation between any pair was -0.49 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: SUSHI - ChainLink: 0.76. Japanese yen - Model Portfolio Traditional: -0.09. EM Equity - Euro: 0.06. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-09-19 20:50:17)

EM Equity  +0.33%
Nikkei 225  +0.30%
Gold  +0.03%
Japanese yen  -0.13%
Global High Yield  -0.13%
Australian dollar  -0.18%
Inv Grade Credit  -0.21%
Euro  -0.36%
US Treasury Bonds  -0.38%
Crude oil  -0.44%
Euro Stoxx 50  -0.46%
EM LC Bonds  -0.56%
S&P500  -0.91%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-09-19 20:50:16)

Cosmos  +8.37%
Binance Coin  -0.72%
Filecoin  -1.50%
Tezos  -1.54%
Bitcoin SV  -1.72%
Crypto.com Coin  -2.10%
Bitcoin  -2.33%
TRON  -2.94%
Polkadot  -3.19%
Uniswap  -3.43%
Ethereum  -3.44%
Stellar  -3.57%
Compound  -3.66%
Ripple  -3.74%
Litecoin  -3.89%
YFI  -3.90%
Qtum  -4.09%
ChainLink  -4.19%
DASH  -4.37%
Bitcoin Cash  -4.42%
FARM  -4.64%
Monero  -4.83%
Cardano  -5.08%
AAVE  -5.44%
VeChain  -6.20%
SUSHI  -6.51%
ICON  -7.33%
Algorand  -9.39%
EOS  -10.91%
Solana  -11.90%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-19 20:45:27)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Cardano (-70), ChainLink (-54), Algorand (-52) and Litecoin (-45). Meanwhile the largest increases in search popularity were seen for VIX volatility index (52), US dollar index (40), Gold (35) and Nikkei 225 (18). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-19 20:45:26)
The largest latest daily returns (in absolute or negative sense) were on Solana (-11.90%), followed by EOS (-10.91%), Algorand (-9.39%), Cosmos (8.37%) and ICON (-7.33%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-19 20:45:23)
The latest performance calculations have been updated. Month-to-date performance on Algorand was the highest at 110.89% (our signals delivered 91.77%). Second and third highest came from Cosmos and Solana which delivered 80.07% (vs 80.07% in our models) and 52.39% (vs 31.61% in our models) respectively. On the negative side, the lowest returns came from ChainLink with a return of -40.02% (our signals delivered -35.54%). Second and third worst came from Cosmos and Algorand which delivered -39.61% (vs -28.61% in our models) and -36.17% (vs 2.67% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-19 20:45:20)
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 Cardano came in at 46.1% (a month ago it was 58.1% so it has been falling). Meanwhile, VaR for ChainLink came in at 81.5% (previously 58.7% meaning it has been rising). Finally, for Bitcoin Cash we see VaR at 50.5% (which was 47.3% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-19 04:00:42)
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 Cosmos - Solana (0.28 today vs. 0.81 a month ago), Solana - Tezos (0.30 today vs. 0.79 a month ago), Algorand - AAVE (0.35 today vs. 0.82 a month ago) and Algorand - Cardano (0.41 today vs. 0.86 a month ago). Meanwhile, increasing correlations were seen between S&P500 - YFI (0.15 today vs. -0.14 a month ago), S&P500 - Uniswap (0.16 today vs. -0.12 a month ago), Uniswap - S&P500 (0.16 today vs. -0.12 a month ago) and TRON - S&P500 (0.11 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2021-09-19 04:00:39)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 47.04%. In our premium tier we have presented 1106 signals that resulted in a loss (on average -7.32%). Meanwhile we have presented 992 signals that resulted in a gain (on average +18.33%). On average the (closed) signals were outstanding for a period of 10.1 days. Of the current live signals, we have 25 long calls, 17 neutral calls and 1 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-09-19 00:00:00)
Latest daily return for the model portfolio: -0.03%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-09-19 00:00:00)
Latest daily return for the crypto model portfolio: 0.53%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).