LongShortSignal Feed

Show all Views Quick Views Signals Returns Data Charts
From:
To:

NEW DATA INSIGHT (@ 2021-11-11 23:40:57)
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 peace (39.7), Fixed income (39.0), volatility (29.1) and Day trading (26.5). Meanwhile the lowest (negative) sentiment was seen for War (-23.6), Putin (-11.8), Deficit (-9.5) and Trump (-9.2). 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 (@ 2021-11-11 23:40:56)
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 Crypto.com Coin (52.1), ChainLink (50.4), Binance Coin (39.5) and Litecoin (34.5). Meanwhile the most negative sentiment could be seen for Japanese yen (-21.4), Crude oil (-17.0), EM LC Bonds (-11.4) and Global High Yield (-4.3). 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 (@ 2021-11-11 21:39:31)
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 0.26 which means correlations are falling). Maximum correlation between any pair was 0.64 (3 weeks ago it was 0.68), and minimum correlation between any pair was -0.31 (3 weeks ago it was -0.33). A few randomly picked correlation pairs are: EOS - Tezos: 0.57. US Treasury Bonds - TRON: -0.22. Solana - ChainLink: 0.32. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-11-11 20:50:22)

Gold  +0.68%
Nikkei 225  +0.59%
EM Equity  +0.55%
Crude oil  +0.28%
Euro Stoxx 50  +0.21%
EM LC Bonds  +0.07%
S&P500  +0.06%
US Treasury Bonds  +0.01%
Japanese yen  -0.14%
Euro  -0.25%
Global High Yield  -0.45%
Australian dollar  -0.45%
Inv Grade Credit  -1.01%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-11-11 20:50:21)

DASH  +8.24%
Algorand  +6.81%
Crypto.com Coin  +4.06%
TRON  +3.87%
ChainLink  +3.85%
Stellar  +3.72%
Binance Coin  +3.57%
Compound  +3.55%
FARM  +3.51%
ICON  +3.47%
Litecoin  +3.45%
Ripple  +3.36%
Polkadot  +3.32%
YFI  +3.25%
EOS  +3.10%
Cosmos  +2.82%
Ethereum  +2.78%
VeChain  +2.72%
Bitcoin Cash  +2.53%
Tezos  +2.44%
Solana  +2.13%
SUSHI  +1.91%
Uniswap  +1.51%
Qtum  +1.05%
AAVE  +0.79%
Bitcoin  +0.64%
Cardano  +0.48%
Filecoin  +0.06%
Monero  +0.05%
Bitcoin SV  -0.02%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-11 20:45:30)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US dollar index (-36), US Treasury Bonds (-35), Crude oil (-35) and Euro (-22). Meanwhile the largest increases in search popularity were seen for Crypto.com Coin (60), Cardano (43), Tezos (39) and ChainLink (37). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-11 20:45:29)
The largest latest daily returns (in absolute or negative sense) were on DASH (8.24%), followed by Algorand (6.81%), Crypto.com Coin (4.06%), TRON (3.87%) and ChainLink (3.85%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-11 20:45:28)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 163.11% (our signals delivered 35.46%). Second and third highest came from Stellar and Cardano which delivered 162.56% (vs 144.03% in our models) and 82.79% (vs 43.37% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -20.80% (our signals delivered -1.48%). Second and third worst came from Cosmos and Tezos which delivered -14.77% (vs -0.53% in our models) and -9.18% (vs 8.28% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-11 20:45:26)
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 ICON came in at 53.4% (a month ago it was 83.9% so it has been falling). Meanwhile, VaR for Crypto.com Coin came in at 97.7% (previously 55.5% meaning it has been rising). Finally, for Polkadot we see VaR at 54.8% (which was 80.3% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-11 04:00:32)
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 Monero - Crypto.com Coin (0.49 today vs. 0.79 a month ago), Crypto.com Coin - Litecoin (0.51 today vs. 0.79 a month ago), Australian dollar - Litecoin (-0.03 today vs. 0.24 a month ago) and Litecoin - Australian dollar (-0.03 today vs. 0.24 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (-0.04 today vs. -0.43 a month ago), FARM - SUSHI (0.43 today vs. 0.10 a month ago), FARM - Stellar (0.43 today vs. 0.12 a month ago) and Ripple - FARM (0.46 today vs. 0.14). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-11 04:00:28)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.69%. In our premium tier we have presented 1280 signals that resulted in a loss (on average -7.04%). Meanwhile we have presented 1134 signals that resulted in a gain (on average +16.90%). On average the (closed) signals were outstanding for a period of 9.8 days. Of the current live signals, we have 25 long calls, 13 neutral calls and 5 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-11-11 00:00:00)
Latest daily return for the model portfolio: -1.23%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-11-11 00:00:00)
Latest daily return for the crypto model portfolio: -3.20%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-11-11 00:00:00)
Latest daily return for the traditional model portfolio: -0.33%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-11-10 23:41:11)
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 (72.9), Blockchain (61.7), Technology (47.2) and peace (43.5). Meanwhile the lowest (negative) sentiment was seen for Gavin Wood (-58.0), War (-17.3), Putin (-13.2) and Merkel (-12.8). 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 (@ 2021-11-10 23:41:09)
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 ChainLink (62.6), Crypto.com Coin (48.4), VeChain (44.1) and Bitcoin Cash (42.7). Meanwhile the most negative sentiment could be seen for Model Portfolio Traditional (-34.0), Nikkei 225 (-29.6), Model Portfolio Crypto (-27.0) and Crude oil (-26.8). 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 (@ 2021-11-10 21:40:25)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.23 (3 weeks ago it was 0.26 which means correlations are falling). Maximum correlation between any pair was 0.64 (3 weeks ago it was 0.67), and minimum correlation between any pair was -0.32 (3 weeks ago it was -0.34). A few randomly picked correlation pairs are: Bitcoin - YFI: 0.72. Bitcoin - Model Portfolio Traditional: -0.12. Bitcoin SV - Bitcoin: 0.63. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-11-10 20:50:22)

ChainLink  -0.94%
Algorand  -2.05%
Litecoin  -2.93%
Ethereum  -3.45%
Binance Coin  -3.90%
Solana  -4.09%
Bitcoin  -4.26%
Uniswap  -5.53%
Ripple  -5.56%
YFI  -5.93%
Crypto.com Coin  -7.04%
VeChain  -7.09%
FARM  -7.11%
Filecoin  -7.16%
ICON  -7.34%
Bitcoin Cash  -7.97%
EOS  -7.98%
AAVE  -8.51%
SUSHI  -8.87%
TRON  -8.87%
DASH  -9.14%
Cardano  -9.17%
Monero  -9.34%
Stellar  -9.50%
Qtum  -9.69%
Tezos  -9.75%
Polkadot  -9.77%
Compound  -9.81%
Bitcoin SV  -10.31%
Cosmos  -11.46%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-11-10 20:50:22)

Gold  +0.97%
EM Equity  +0.11%
Euro Stoxx 50  +0.10%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
EM LC Bonds  -0.56%
Nikkei 225  -0.61%
Australian dollar  -0.69%
S&P500  -0.80%
Japanese yen  -0.92%
Euro  -0.99%
US Treasury Bonds  -2.03%
Crude oil  -2.52%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-10 20:45:30)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US Treasury Bonds (-79), Crude oil (-49), Monero (-40) and Bitcoin (-37). Meanwhile the largest increases in search popularity were seen for Crypto.com Coin (66), Bitcoin SV (49), VeChain (22) and ChainLink (21). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-10 20:45:29)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (-11.46%), followed by Bitcoin SV (-10.31%), Compound (-9.81%), Polkadot (-9.77%) and Tezos (-9.75%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-10 20:45:27)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 163.11% (our signals delivered 35.46%). Second and third highest came from Stellar and Cardano which delivered 162.56% (vs 144.03% in our models) and 82.79% (vs 43.37% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -20.80% (our signals delivered -1.48%). Second and third worst came from Gold and Cosmos which delivered -5.42% (vs -2.16% in our models) and -3.73% (vs -0.53% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-10 20:45:25)
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 Binance Coin came in at 43.7% (a month ago it was 57.5% so it has been falling). Meanwhile, VaR for Monero came in at 38.0% (previously 56.6% meaning it has been falling). Finally, for Bitcoin Cash we see VaR at 44.6% (which was 53.3% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-10 04:00:25)
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 Monero - Crypto.com Coin (0.48 today vs. 0.79 a month ago), Crypto.com Coin - Litecoin (0.51 today vs. 0.79 a month ago), Bitcoin Cash - Crypto.com Coin (0.56 today vs. 0.82 a month ago) and Global High Yield - Nikkei 225 (-0.05 today vs. 0.20 a month ago). Meanwhile, increasing correlations were seen between FARM - SUSHI (0.38 today vs. 0.09 a month ago), US Treasury Bonds - Crude oil (-0.13 today vs. -0.43 a month ago), FARM - Compound (0.34 today vs. 0.05 a month ago) and Ripple - FARM (0.41 today vs. 0.13). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-10 04:00:21)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 47.11%. In our premium tier we have presented 1269 signals that resulted in a loss (on average -7.05%). Meanwhile we have presented 1141 signals that resulted in a gain (on average +16.94%). On average the (closed) signals were outstanding for a period of 9.8 days. Of the current live signals, we have 28 long calls, 12 neutral calls and 3 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-11-10 00:00:00)
Latest daily return for the model portfolio: 0.61%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-11-10 00:00:00)
Latest daily return for the crypto model portfolio: 1.12%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-11-10 00:00:00)
Latest daily return for the traditional model portfolio: 0.10%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-11-09 21:41:04)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.23 (3 weeks ago it was 0.25 which means correlations are falling). Maximum correlation between any pair was 0.67 (3 weeks ago it was 0.67), and minimum correlation between any pair was -0.33 (3 weeks ago it was -0.32). A few randomly picked correlation pairs are: Inv Grade Credit - VeChain: 0.06. EOS - SUSHI: 0.59. SUSHI - Inv Grade Credit: 0.12. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-11-09 20:50:26)

Crude oil  +1.62%
US Treasury Bonds  +0.98%
Gold  +0.42%
EM LC Bonds  +0.38%
EM Equity  +0.33%
Japanese yen  +0.31%
Inv Grade Credit  +0.21%
Global High Yield  +0.14%
Euro  +0.04%
Euro Stoxx 50  -0.18%
S&P500  -0.34%
Australian dollar  -0.60%
Nikkei 225  -0.75%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-11-09 20:50:25)

Litecoin  +15.88%
Bitcoin Cash  +12.20%
DASH  +11.39%
Stellar  +11.11%
Bitcoin SV  +10.47%
EOS  +8.01%
Cardano  +7.51%
Monero  +6.65%
Qtum  +6.02%
TRON  +5.80%
Filecoin  +4.96%
AAVE  +2.15%
Uniswap  +0.80%
ICON  +0.00%
Bitcoin  -0.05%
Compound  -0.34%
Ethereum  -0.76%
ChainLink  -0.96%
VeChain  -1.02%
FARM  -1.35%
Tezos  -1.55%
SUSHI  -1.55%
Ripple  -1.56%
YFI  -2.01%
Cosmos  -2.06%
Binance Coin  -3.03%
Solana  -4.29%
Polkadot  -4.33%
Algorand  -4.41%
Crypto.com Coin  -11.35%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-09 20:45:35)
The largest latest daily returns (in absolute or negative sense) were on Litecoin (15.88%), followed by Bitcoin Cash (12.20%), DASH (11.39%), Crypto.com Coin (-11.35%) and Stellar (11.11%). -Albert Ingles