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NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-11-25 00:00:00)
Latest daily return for the model portfolio: 2.98%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-11-25 00:00:00)
Latest daily return for the crypto model portfolio: 4.22%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-11-25 00:00:00)
Latest daily return for the traditional model portfolio: 0.40%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-11-24 23:40:13)
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 (20.8), Elon Musk (18.3), Binance (14.9) and Asia (13.5). Meanwhile the lowest (negative) sentiment was seen for War (-23.6), ECB (-16.2), Trump (-9.9) and South China Sea (-9.8). 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 (@ 2020-11-24 23:40:11)
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 Global High Yield (34.5), Algorand (34.0), Crypto.com Coin (21.2) and US Treasury Bonds (20.8). Meanwhile the most negative sentiment could be seen for Japan government bond (-29.6), US dollar index (-23.3), Japanese yen (-18.0) and Monero (-3.2). 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 (@ 2020-11-24 21:27:51)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.28 (3 weeks ago it was 0.27 which means correlations are rising). Maximum correlation between any pair was 0.78 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.30 (3 weeks ago it was -0.26). A few randomly picked correlation pairs are: S&P500 - Model Portfolio Crypto: 0.09. Euro Stoxx 50 - Japanese yen: -0.30. Tezos - Crypto.com Coin: 0.42. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-11-24 20:50:33)

Crude oil  +3.91%
Nikkei 225  +2.50%
S&P500  +1.62%
Euro Stoxx 50  +1.30%
Australian dollar  +1.03%
EM Equity  +0.45%
Global High Yield  +0.43%
Euro  +0.42%
EM LC Bonds  +0.35%
Inv Grade Credit  +0.14%
Japanese yen  +0.07%
US Treasury Bonds  -0.47%
Gold  -1.65%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-11-24 20:50:32)

Stellar  +40.32%
DASH  +20.18%
Crypto.com Coin  +13.67%
Algorand  +13.33%
Ripple  +12.88%
TRON  +11.02%
Qtum  +8.87%
Binance Coin  +8.57%
ICON  +5.69%
EOS  +5.26%
Bitcoin Cash  +5.21%
Bitcoin SV  +4.69%
Bitcoin  +4.34%
Monero  +4.31%
Cardano  +1.77%
Cosmos  +1.15%
Tezos  +0.75%
Litecoin  +0.69%
VeChain  +0.62%
Ethereum  -1.14%
ChainLink  -1.84%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-24 20:45:51)
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 Stellar (-19), Crude oil (-16), Euro (-13) and S&P500 (-3). Meanwhile the largest increases in search popularity were seen for VIX volatility index (76), Bitcoin SV (65), Binance Coin (63) and ChainLink (49). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-24 20:45:50)
The largest latest daily returns (in absolute or negative sense) were on Stellar (40.32%), followed by DASH (20.18%), Crypto.com Coin (13.67%), Algorand (13.33%) and Ripple (12.88%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-24 20:45:48)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 153.91% (our signals delivered 30.73%). Second and third highest came from Stellar and Cardano which delivered 92.53% (vs 78.94% in our models) and 80.48% (vs 41.56% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -14.24% (our signals delivered 6.69%). Second and third worst came from Gold and Japanese yen which delivered -2.18% (vs -2.18% in our models) and 0.08% (vs 0.08% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-24 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 Qtum came in at 56.8% (a month ago it was 32.7% so it has been rising). Meanwhile, VaR for Litecoin came in at 61.1% (previously 40.4% meaning it has been rising). Finally, for Tezos we see VaR at 53.4% (which was 32.9% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-24 04:02:37)
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 Bitcoin - Ripple (0.36 today vs. 0.71 a month ago), US Treasury Bonds - Bitcoin Cash (-0.04 today vs. 0.24 a month ago), Monero - Gold (-0.29 today vs. -0.03 a month ago) and Gold - ChainLink (-0.20 today vs. 0.06 a month ago). Meanwhile, increasing correlations were seen between S&P500 - Nikkei 225 (0.17 today vs. -0.16 a month ago), Euro Stoxx 50 - Australian dollar (0.42 today vs. 0.15 a month ago), Australian dollar - Euro Stoxx 50 (0.42 today vs. 0.15 a month ago) and Nikkei 225 - VeChain (0.31 today vs. 0.05). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-24 04:02:29)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 52.77%. In our premium tier we have presented 174 signals that resulted in a loss (on average -5.84%). Meanwhile we have presented 200 signals that resulted in a gain (on average +26.96%). On average the (closed) signals were outstanding for a period of 17.2 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 (@ 2020-11-24 00:00:00)
Latest daily return for the model portfolio: 1.30%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-11-24 00:00:00)
Latest daily return for the crypto model portfolio: 8.92%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-11-24 00:00:00)
Latest daily return for the traditional model portfolio: 0.00%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-11-23 23:40:01)
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 Binance (32.1), Elon Musk (18.3), South China Sea (15.4) and crypto (14.9). Meanwhile the lowest (negative) sentiment was seen for ECB (-26.2), War (-18.1), Coronavirus (-14.2) and BOJ (-12.0). 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 (@ 2020-11-23 23:39:59)
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 Crypto.com Coin (25.9), Bitcoin SV (16.5), Stellar (16.3) and VIX volatility index (15.7). Meanwhile the most negative sentiment could be seen for EM LC Bonds (-30.0), Crude oil (-22.2), Australian dollar (-8.6) and US dollar index (-6.3). 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

NEW DATA INSIGHT (@ 2020-11-23 21:25:40)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.28 (3 weeks ago it was 0.26 which means correlations are rising). Maximum correlation between any pair was 0.78 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.31 (3 weeks ago it was -0.26). A few randomly picked correlation pairs are: Model Portfolio Crypto - Stellar: 0.65. Model Portfolio Crypto - EOS: 0.57. ChainLink - EM Equity: 0.12. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-11-23 20:50:31)

Stellar  +45.53%
Ripple  +39.49%
VeChain  +18.54%
Bitcoin Cash  +17.62%
Cardano  +17.54%
Tezos  +17.03%
ICON  +16.44%
TRON  +15.02%
EOS  +13.62%
Bitcoin SV  +13.15%
Qtum  +12.80%
Cosmos  +11.79%
Ethereum  +9.94%
ChainLink  +9.81%
Litecoin  +8.13%
Monero  +5.61%
Binance Coin  +5.45%
DASH  +5.24%
Crypto.com Coin  +3.28%
Bitcoin  +1.01%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-11-23 20:50:31)

Crude oil  +2.45%
EM Equity  +0.93%
S&P500  +0.57%
Global High Yield  +0.11%
Nikkei 225  +0.00%
Euro Stoxx 50  -0.13%
Euro  -0.14%
Inv Grade Credit  -0.17%
Australian dollar  -0.22%
EM LC Bonds  -0.33%
US Treasury Bonds  -0.53%
Japanese yen  -0.63%
Gold  -1.77%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-23 20:45:49)
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 Bitcoin SV (-74), Bitcoin Cash (-17), Stellar (-17) and TRON (-16). Meanwhile the largest increases in search popularity were seen for Euro Stoxx 50 (54), Nikkei 225 (45), S&P500 dividend unadjusted (40) and Binance Coin (30). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-23 20:45:48)
The largest latest daily returns (in absolute or negative sense) were on Stellar (45.53%), followed by Ripple (39.49%), VeChain (18.54%), Bitcoin Cash (17.62%) and Cardano (17.54%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-23 20:45:47)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 82.03% (our signals delivered -6.28%). Second and third highest came from Cardano and Litecoin which delivered 53.54% (vs 20.43% in our models) and 49.63% (vs 49.63% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -16.96% (our signals delivered 3.30%). Second and third worst came from Gold and Monero which delivered -0.42% (vs -0.42% in our models) and -0.14% (vs -0.60% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-23 20:45:45)
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 DASH came in at 53.4% (a month ago it was 40.1% so it has been rising). Meanwhile, VaR for ICON came in at 50.6% (previously 40.4% meaning it has been rising). Finally, for VeChain we see VaR at 73.0% (which was 58.3% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-23 04:02:38)
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 US Treasury Bonds - Bitcoin Cash (-0.06 today vs. 0.24 a month ago), Gold - Monero (-0.31 today vs. -0.03 a month ago), ChainLink - Gold (-0.22 today vs. 0.06 a month ago) and Gold - Bitcoin (-0.20 today vs. 0.04 a month ago). Meanwhile, increasing correlations were seen between Nikkei 225 - S&P500 (0.17 today vs. -0.16 a month ago), Euro Stoxx 50 - Australian dollar (0.42 today vs. 0.14 a month ago), Nikkei 225 - Global High Yield (0.42 today vs. 0.15 a month ago) and Nikkei 225 - VeChain (0.31 today vs. 0.05). -Albert Ingles

NEW DATA INSIGHT (@ 2020-11-23 04:02:36)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 52.53%. In our premium tier we have presented 175 signals that resulted in a loss (on average -5.74%). Meanwhile we have presented 197 signals that resulted in a gain (on average +26.17%). On average the (closed) signals were outstanding for a period of 17.3 days. Of the current live signals, we have 27 long calls, 6 neutral calls and 1 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-11-23 00:00:00)
Latest daily return for the model portfolio: 1.14%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-11-23 00:00:00)
Latest daily return for the crypto model portfolio: -1.16%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-11-22 23:39:48)
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 Gold (14.3), Shopping (13.9), Canada (13.4) and Silver (13.4). Meanwhile the lowest (negative) sentiment was seen for ECB (-61.2), Merkel (-20.0), War (-17.4) and Black lives matter (-11.0). 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 (@ 2020-11-22 23:39:46)
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 (52.8), Model Portfolio Crypto (45.9), US Treasury Bonds (34.0) and Binance Coin (30.7). Meanwhile the most negative sentiment could be seen for Crude oil (-33.9), Global High Yield (-19.0), EM LC Bonds (-0.6) and Algorand (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