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NEW DATA INSIGHT (@ 2020-09-20 04:02:00)
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 - TRON (0.26 today vs. 0.74 a month ago), Litecoin - TRON (0.33 today vs. 0.78 a month ago), S&P500 - Nikkei 225 (-0.24 today vs. 0.20 a month ago) and TRON - DASH (0.21 today vs. 0.63 a month ago). Meanwhile, increasing correlations were seen between Ethereum - ICON (0.44 today vs. -0.06 a month ago), ICON - Ripple (0.39 today vs. -0.07 a month ago), Bitcoin Cash - ICON (0.37 today vs. -0.09 a month ago) and Crypto.com Coin - Ethereum (0.64 today vs. 0.20). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-20 04:01:58)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 58.26%. In our premium tier we have presented 92 signals that resulted in a loss (on average -6.26%). Meanwhile we have presented 134 signals that resulted in a gain (on average +33.89%). On average the (closed) signals were outstanding for a period of 25.9 days. Of the current live signals, we have 14 long calls, 13 neutral calls and 7 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-09-20 00:00:00)
Latest daily return for the model portfolio: -0.27%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-09-20 00:00:00)
Latest daily return for the crypto model portfolio: -0.75%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-09-19 23:39:05)
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 Binance (28.6), peace (12.6), United Kingdom (11.5) and Gold (11.0). Meanwhile the lowest (negative) sentiment was seen for Merkel (-39.5), South China Sea (-29.3), War (-19.0) and Greece (-12.6). 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 (@ 2020-09-19 23:39:03)
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 SV (53.3), Global High Yield (45.4), Binance Coin (35.2) and Litecoin (26.8). Meanwhile the most negative sentiment could be seen for US Treasury Bonds (-36.1), S&P500 (-8.5), US dollar index (-8.5) and Algorand (-5.7). 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 (@ 2020-09-19 21:30:39)
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 0.22 which means correlations are stable). Maximum correlation between any pair was 0.73 (3 weeks ago it was 0.71), and minimum correlation between any pair was -0.31 (3 weeks ago it was -0.54). A few randomly picked correlation pairs are: US Treasury Bonds - S&P500: -0.31. EOS - Euro Stoxx 50: 0.05. LSS Model Portfolio - Crude oil: 0.47. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-09-19 20:50:25)

VeChain  +9.21%
Algorand  +6.47%
Monero  +2.00%
ChainLink  +1.70%
DASH  +1.01%
Bitcoin  +0.82%
Cosmos  +0.81%
Stellar  +0.69%
Cardano  +0.64%
Crypto.com Coin  +0.50%
Tezos  +0.43%
Ripple  +0.26%
Litecoin  +0.25%
Ethereum  +0.13%
EOS  +0.00%
Bitcoin SV  -0.02%
Bitcoin Cash  -0.12%
Binance Coin  -0.37%
ICON  -1.88%
Qtum  -2.57%
TRON  -5.31%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-09-19 20:50:25)

Gold  +0.33%
Nikkei 225  +0.18%
Japanese yen  +0.16%
EM Equity  +0.15%
Inv Grade Credit  +0.06%
EM LC Bonds  +0.06%
Global High Yield  -0.01%
Euro  -0.07%
US Treasury Bonds  -0.09%
Australian dollar  -0.33%
Crude oil  -0.35%
Euro Stoxx 50  -0.99%
S&P500  -1.12%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-19 20:45:34)
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 US dollar index (-42), S&P500 (-35), S&P500 dividend unadjusted (-27) and Binance Coin (-23). Meanwhile the largest increases in search popularity were seen for Crypto.com Coin (60), Algorand (54), Cardano (27) and Japanese yen (22). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-19 20:45:33)
The largest latest daily returns (in absolute or negative sense) were on VeChain (9.21%), followed by Algorand (6.47%), TRON (-5.31%), Qtum (-2.57%) and Monero (2.00%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-19 20:45:32)
The latest performance calculations have been updated. Month-to-date performance on Binance Coin was the highest at 14.70% (our signals delivered 14.70%). Second and third highest came from TRON and Japanese yen which delivered 6.78% (vs 0.19% in our models) and 1.24% (vs 1.24% in our models) respectively. On the negative side, the lowest returns came from ChainLink with a return of -40.26% (our signals delivered -37.21%). Second and third worst came from Algorand and Cosmos which delivered -36.48% (vs -9.28% in our models) and -35.71% (vs -28.61% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-19 20:45:30)
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 VeChain came in at 94.4% (a month ago it was 60.2% so it has been rising). Meanwhile, VaR for Litecoin came in at 59.7% (previously 42.5% meaning it has been rising). Finally, for Binance Coin we see VaR at 89.6% (which was 33.1% meaning it has been rising). -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-09-19 00:00:00)
Latest daily return for the model portfolio: 0.13%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-09-19 00:00:00)
Latest daily return for the crypto model portfolio: 0.10%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-09-19 00:00:00)
Latest daily return for the traditional model portfolio: 0.08%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-09-18 23:39:09)
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 Day trading (33.8), Canada (33.7), Trade (28.7) and Binance (28.0). Meanwhile the lowest (negative) sentiment was seen for Merkel (-26.1), War (-20.1), South China Sea (-12.3) and economy (-9.5). 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 (@ 2020-09-18 23:39:07)
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 Litecoin (32.7), Tezos (21.2), Ethereum (18.3) and Binance Coin (18.3). Meanwhile the most negative sentiment could be seen for US Treasury Bonds (-29.6), Crude oil (-20.8), US dollar index (-17.0) and S&P500 dividend unadjusted (-3.5). 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 (@ 2020-09-18 21:30:27)
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 0.22 which means correlations are stable). Maximum correlation between any pair was 0.73 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.31 (3 weeks ago it was -0.55). A few randomly picked correlation pairs are: Bitcoin Cash - LSS Model Portfolio: 0.35. Japanese yen - Cosmos: -0.13. Cardano - Nikkei 225: 0.03. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-09-18 20:50:27)

Gold  +0.33%
Nikkei 225  +0.18%
Japanese yen  +0.16%
EM Equity  +0.15%
EM LC Bonds  +0.06%
Inv Grade Credit  +0.06%
Global High Yield  -0.01%
Euro  -0.07%
US Treasury Bonds  -0.09%
Australian dollar  -0.33%
Crude oil  -0.35%
Euro Stoxx 50  -0.99%
S&P500  -1.12%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-09-18 20:50:26)

Qtum  +6.67%
VeChain  +5.62%
TRON  +3.79%
ICON  +2.55%
Bitcoin  +0.66%
Monero  +0.63%
Bitcoin Cash  +0.51%
Crypto.com Coin  +0.42%
Binance Coin  +0.15%
Ripple  -0.39%
Litecoin  -0.47%
Ethereum  -0.81%
Bitcoin SV  -1.19%
DASH  -1.21%
EOS  -1.47%
Stellar  -2.32%
Cardano  -2.54%
Cosmos  -2.56%
Tezos  -4.47%
Algorand  -6.96%
ChainLink  -8.59%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-18 20:45:37)
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 US dollar index (-59), EM LC Bonds (-57), S&P500 dividend unadjusted (-46) and EM Equity (-42). Meanwhile the largest increases in search popularity were seen for Bitcoin Cash (42), Algorand (40), Bitcoin SV (38) and US Treasury Bonds (24). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-18 20:45:36)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (-8.59%), followed by Algorand (-6.96%), Qtum (6.67%), VeChain (5.62%) and Tezos (-4.47%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-18 20:45:34)
The latest performance calculations have been updated. Month-to-date performance on Binance Coin was the highest at 14.53% (our signals delivered 14.53%). Second and third highest came from TRON and Japanese yen which delivered 2.88% (vs 0.19% in our models) and 1.08% (vs 1.08% in our models) respectively. On the negative side, the lowest returns came from ChainLink with a return of -34.65% (our signals delivered -37.21%). Second and third worst came from Cosmos and Algorand which delivered -34.03% (vs -28.61% in our models) and -31.73% (vs -9.28% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-18 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 TRON came in at 88.4% (a month ago it was 47.5% so it has been rising). Meanwhile, VaR for Model Portfolio Crypto came in at 18.2% (previously 34.3% meaning it has been falling). Finally, for Qtum we see VaR at 81.5% (which was 57.4% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-18 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 - TRON (0.27 today vs. 0.74 a month ago), Litecoin - TRON (0.33 today vs. 0.78 a month ago), S&P500 - Nikkei 225 (-0.24 today vs. 0.19 a month ago) and Crypto.com Coin - TRON (0.14 today vs. 0.55 a month ago). Meanwhile, increasing correlations were seen between ICON - Ethereum (0.44 today vs. -0.09 a month ago), ICON - Ripple (0.38 today vs. -0.09 a month ago), Bitcoin Cash - ICON (0.37 today vs. -0.11 a month ago) and Ethereum - Crypto.com Coin (0.64 today vs. 0.19). -Albert Ingles

NEW DATA INSIGHT (@ 2020-09-18 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 58.48%. In our premium tier we have presented 90 signals that resulted in a loss (on average -6.25%). Meanwhile we have presented 131 signals that resulted in a gain (on average +34.47%). On average the (closed) signals were outstanding for a period of 26.5 days. Of the current live signals, we have 13 long calls, 15 neutral calls and 6 short calls. -Albert Ingles

NEW SIGNAL (@ 2020-09-18 00:00:00)
New signal for S&P500: *NEUTRAL*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-09-18 00:00:00)
Latest daily return for the model portfolio: -0.08%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-09-18 00:00:00)
Latest daily return for the crypto model portfolio: 0.31%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-09-18 00:00:00)
Latest daily return for the traditional model portfolio: -0.39%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).