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NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-12-30 00:00:00)
Latest daily return for the model portfolio: -0.17%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-12-30 00:00:00)
Latest daily return for the crypto model portfolio: -1.32%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-12-30 00:00:00)
Latest daily return for the traditional model portfolio: 0.61%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-12-29 23:41:44)
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 Gavin Wood (48.8), Proof of stake (22.8), United Kingdom (21.7) and Merkel (20.2). Meanwhile the lowest (negative) sentiment was seen for War (-25.3), Macron (-23.6), Democracy (-14.7) and South China Sea (-14.7). 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 (@ 2021-12-29 23:41:43)
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 VIX volatility index (46.0), Model Portfolio Traditional (40.2), Litecoin (29.1) and ChainLink (28.9). Meanwhile the most negative sentiment could be seen for Nikkei 225 (-29.6), Crude oil (-22.0), EM LC Bonds (-8.6) and Model Portfolio Crypto (-4.9). 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 (@ 2021-12-29 21:40:51)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.11 (3 weeks ago it was 0.13 which means correlations are falling). Maximum correlation between any pair was 0.66 (3 weeks ago it was 0.66), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.58). A few randomly picked correlation pairs are: US Treasury Bonds - AAVE: 0.15. US Treasury Bonds - EM LC Bonds: 0.11. Stellar - FARM: 0.23. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-12-29 20:50:14)

Crude oil  +4.06%
Euro  +0.34%
Australian dollar  +0.29%
S&P500  +0.14%
Global High Yield  +0.12%
Gold  -0.08%
Japanese yen  -0.12%
Inv Grade Credit  -0.23%
EM LC Bonds  -0.35%
Nikkei 225  -0.56%
Euro Stoxx 50  -0.63%
EM Equity  -0.75%
US Treasury Bonds  -1.24%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-12-29 20:50:13)

Algorand  +4.73%
Cosmos  +1.04%
Monero  +0.77%
Bitcoin SV  -0.33%
SUSHI  -0.76%
Litecoin  -1.32%
TRON  -1.36%
YFI  -1.80%
DASH  -2.56%
Bitcoin  -2.64%
Bitcoin Cash  -3.05%
Crypto.com Coin  -4.06%
EOS  -4.11%
Solana  -4.21%
Stellar  -4.38%
Tezos  -4.41%
Binance Coin  -4.75%
Ethereum  -4.77%
Ripple  -4.95%
Polkadot  -5.27%
ChainLink  -5.29%
Qtum  -5.33%
Filecoin  -6.10%
Compound  -6.24%
Cardano  -6.38%
VeChain  -7.34%
AAVE  -7.83%
Uniswap  -9.05%
FARM  -16.40%
ICON  -20.00%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-29 20:45:29)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Crude oil (-76), S&P500 dividend unadjusted (-71), Nikkei 225 (-55) and S&P500 (-50). Meanwhile the largest increases in search popularity were seen for Algorand (57), US Treasury Bonds (42), Ripple (35) and Litecoin (25). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-29 20:45:28)
The largest latest daily returns (in absolute or negative sense) were on ICON (-20.00%), followed by FARM (-16.40%), Uniswap (-9.05%), AAVE (-7.83%) and VeChain (-7.34%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-29 20:45:27)
The latest performance calculations have been updated. Month-to-date performance on Litecoin was the highest at 60.56% (our signals delivered 48.42%). Second and third highest came from Bitcoin and FARM which delivered 58.73% (vs 58.73% in our models) and 52.49% (vs -69.50% in our models) respectively. On the negative side, the lowest returns came from Ripple with a return of -66.38% (our signals delivered -60.79%). Second and third worst came from Stellar and Filecoin which delivered -36.40% (vs -20.64% in our models) and -34.40% (vs 33.25% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-29 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 Model Portfolio Crypto came in at 11.8% (a month ago it was 20.1% so it has been falling). Meanwhile, VaR for Binance Coin came in at 36.5% (previously 54.7% meaning it has been falling). Finally, for ChainLink we see VaR at 75.5% (which was 50.1% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-29 04:00:57)
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 TRON - YFI (0.20 today vs. 0.66 a month ago), YFI - FARM (0.02 today vs. 0.47 a month ago), Polkadot - YFI (0.19 today vs. 0.63 a month ago) and ChainLink - YFI (0.29 today vs. 0.71 a month ago). Meanwhile, increasing correlations were seen between Nikkei 225 - Euro Stoxx 50 (0.42 today vs. 0.05 a month ago), Euro Stoxx 50 - Crude oil (0.55 today vs. 0.23 a month ago), Uniswap - Solana (0.59 today vs. 0.29 a month ago) and US Treasury Bonds - Uniswap (0.14 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-29 04:00:52)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 44.22%. In our premium tier we have presented 1569 signals that resulted in a loss (on average -6.95%). Meanwhile we have presented 1254 signals that resulted in a gain (on average +16.05%). On average the (closed) signals were outstanding for a period of 9.2 days. Of the current live signals, we have 24 long calls, 13 neutral calls and 6 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-12-29 00:00:00)
Latest daily return for the model portfolio: 0.01%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-12-29 00:00:00)
Latest daily return for the crypto model portfolio: -2.50%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-12-29 00:00:00)
Latest daily return for the traditional model portfolio: 0.01%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-12-28 23:41:37)
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 US Dollar (35.8), Social media (26.7), Investing (20.4) and Binance (20.3). Meanwhile the lowest (negative) sentiment was seen for BOJ (-30.9), Gavin Wood (-17.8), Hong Kong (-17.4) and War (-14.0). 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 (@ 2021-12-28 23:41:35)
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 VIX volatility index (56.8), EM Equity (26.9), Binance Coin (26.1) and EOS (24.5). Meanwhile the most negative sentiment could be seen for Crude oil (-14.8), Japanese yen (-0.8), Model Portfolio Traditional (0.0) and Australian government bond (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 (@ 2021-12-28 21:42:19)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.11 (3 weeks ago it was 0.11 which means correlations are stable). Maximum correlation between any pair was 0.65 (3 weeks ago it was 0.66), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.58). A few randomly picked correlation pairs are: Bitcoin - Bitcoin Cash: 0.77. Bitcoin Cash - Nikkei 225: 0.07. Model Portfolio Crypto - Ripple: 0.63. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-12-28 20:50:15)

Nikkei 225  +1.37%
Euro Stoxx 50  +0.56%
EM Equity  +0.44%
Global High Yield  +0.14%
Inv Grade Credit  +0.10%
Japanese yen  +0.04%
EM LC Bonds  +0.00%
US Treasury Bonds  -0.08%
S&P500  -0.10%
Australian dollar  -0.14%
Euro  -0.17%
Gold  -0.33%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-12-28 20:50:14)

FARM  +45.43%
ICON  +11.11%
SUSHI  +0.55%
Uniswap  +0.16%
Bitcoin SV  -3.01%
TRON  -3.13%
Binance Coin  -3.41%
Monero  -3.43%
Bitcoin Cash  -3.59%
Litecoin  -3.65%
Bitcoin  -4.71%
Ethereum  -4.78%
Filecoin  -4.81%
Ripple  -5.30%
EOS  -5.67%
Stellar  -5.70%
Cardano  -6.00%
AAVE  -6.48%
Polkadot  -6.64%
Crypto.com Coin  -6.66%
Cosmos  -6.77%
Tezos  -6.78%
YFI  -6.95%
Qtum  -6.98%
VeChain  -7.29%
Solana  -7.35%
Algorand  -7.50%
DASH  -8.36%
Compound  -8.96%
ChainLink  -9.08%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-28 20:45:29)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Crude oil (-34), Bitcoin (-28), S&P500 dividend unadjusted (-17) and Nikkei 225 (-17). Meanwhile the largest increases in search popularity were seen for Bitcoin Cash (52), US dollar index (38), Japanese yen (28) and Australian dollar (27). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-28 20:45:28)
The largest latest daily returns (in absolute or negative sense) were on FARM (45.43%), followed by ICON (11.11%), ChainLink (-9.08%), Compound (-8.96%) and DASH (-8.36%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-28 20:45:26)
The latest performance calculations have been updated. Month-to-date performance on Litecoin was the highest at 60.56% (our signals delivered 48.42%). Second and third highest came from Bitcoin and VeChain which delivered 58.73% (vs 58.73% in our models) and 28.21% (vs -3.60% in our models) respectively. On the negative side, the lowest returns came from Ripple with a return of -66.38% (our signals delivered -60.79%). Second and third worst came from Stellar and Filecoin which delivered -36.40% (vs -20.64% in our models) and -31.09% (vs 33.25% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-28 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 Bitcoin Cash came in at 35.3% (a month ago it was 53.8% so it has been falling). Meanwhile, VaR for TRON came in at 36.8% (previously 50.8% meaning it has been falling). Finally, for SUSHI we see VaR at 86.7% (which was 44.4% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-28 04:00:45)
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 TRON - YFI (0.19 today vs. 0.67 a month ago), Polkadot - YFI (0.18 today vs. 0.64 a month ago), ChainLink - YFI (0.28 today vs. 0.71 a month ago) and Bitcoin - YFI (0.28 today vs. 0.69 a month ago). Meanwhile, increasing correlations were seen between Nikkei 225 - Euro Stoxx 50 (0.41 today vs. 0.05 a month ago), Cosmos - US Treasury Bonds (0.22 today vs. -0.08 a month ago), US Treasury Bonds - Uniswap (0.15 today vs. -0.15 a month ago) and Uniswap - US Treasury Bonds (0.15 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-28 04:00:41)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 44.47%. In our premium tier we have presented 1556 signals that resulted in a loss (on average -6.92%). Meanwhile we have presented 1259 signals that resulted in a gain (on average +16.00%). On average the (closed) signals were outstanding for a period of 9.2 days. Of the current live signals, we have 22 long calls, 14 neutral calls and 7 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-12-28 00:00:00)
Latest daily return for the model portfolio: 0.10%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-12-28 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 (@ 2021-12-28 00:00:00)
Latest daily return for the traditional model portfolio: 0.04%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).