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NEW DATA INSIGHT (@ 2021-12-23 21:40:23)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.13 (3 weeks ago it was 0.13 which means correlations are stable). Maximum correlation between any pair was 0.67 (3 weeks ago it was 0.64), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.56). A few randomly picked correlation pairs are: US Treasury Bonds - SUSHI: 0.08. Australian dollar - Euro: 0.39. YFI - Cosmos: 0.22. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-12-23 20:50:16)

AAVE  +24.93%
SUSHI  +14.47%
Compound  +13.13%
Uniswap  +13.05%
ChainLink  +11.51%
Crypto.com Coin  +11.46%
Cardano  +11.36%
Monero  +10.71%
DASH  +9.11%
VeChain  +8.60%
Algorand  +8.09%
Solana  +7.80%
Polkadot  +7.77%
Stellar  +7.73%
Litecoin  +6.69%
Bitcoin SV  +6.40%
Qtum  +6.25%
Tezos  +5.78%
Filecoin  +5.70%
EOS  +5.41%
TRON  +5.31%
Bitcoin  +5.18%
Ripple  +4.92%
Bitcoin Cash  +4.44%
Ethereum  +4.29%
FARM  +4.10%
Binance Coin  +3.28%
ICON  +2.01%
Cosmos  +1.10%
YFI  +0.73%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-12-23 20:50:16)

Crude oil  +2.07%
Euro Stoxx 50  +1.16%
Nikkei 225  +0.83%
EM Equity  +0.80%
S&P500  +0.62%
Australian dollar  +0.42%
EM LC Bonds  +0.40%
Gold  +0.28%
Global High Yield  +0.12%
Euro  +0.00%
Inv Grade Credit  -0.20%
Japanese yen  -0.26%
US Treasury Bonds  -0.74%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-23 20:45:31)
The largest latest daily returns (in absolute or negative sense) were on AAVE (24.93%), followed by SUSHI (14.47%), Compound (13.13%), Uniswap (13.05%) and ChainLink (11.51%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-23 20:45:31)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Crude oil (-41), Bitcoin (-30), Cardano (-14) and Japanese yen (-3). Meanwhile the largest increases in search popularity were seen for S&P500 (19), Gold (2), Euro (0) and Japanese yen (-3). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-23 20:45:29)
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 -36.15% (vs 35.32% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-23 20:45:27)
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 SUSHI came in at 103.7% (a month ago it was 65.3% so it has been rising). Meanwhile, VaR for Bitcoin Cash came in at 47.1% (previously 50.7% meaning it has been falling). Finally, for Crypto.com Coin we see VaR at 57.7% (which was 126.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-23 04:00:52)
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 Japanese yen - Crude oil (-0.56 today vs. -0.12 a month ago), TRON - YFI (0.24 today vs. 0.67 a month ago), Polkadot - YFI (0.23 today vs. 0.64 a month ago) and ChainLink - YFI (0.33 today vs. 0.72 a month ago). Meanwhile, increasing correlations were seen between Nikkei 225 - Euro Stoxx 50 (0.37 today vs. 0.07 a month ago), ChainLink - Solana (0.68 today vs. 0.41 a month ago), Solana - ChainLink (0.68 today vs. 0.41 a month ago) and Uniswap - Solana (0.56 today vs. 0.30). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-23 04:00:47)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 44.28%. In our premium tier we have presented 1541 signals that resulted in a loss (on average -6.95%). Meanwhile we have presented 1235 signals that resulted in a gain (on average +16.07%). On average the (closed) signals were outstanding for a period of 9.3 days. Of the current live signals, we have 15 long calls, 23 neutral calls and 5 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-12-23 00:00:00)
Latest daily return for the model portfolio: 0.26%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-12-23 00:00:00)
Latest daily return for the crypto model portfolio: -0.26%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-12-23 00:00:00)
Latest daily return for the traditional model portfolio: 0.03%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-12-22 23:41:17)
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 (47.4), Gavin Wood (42.1), Capitalism (37.6) and Future (34.0). Meanwhile the lowest (negative) sentiment was seen for BOJ (-47.5), South China Sea (-35.1), War (-16.7) and Putin (-12.1). 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 (@ 2021-12-22 23:41:16)
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 Euro Stoxx 50 (82.2), Crypto.com Coin (65.4), Binance Coin (61.4) and ChainLink (60.7). Meanwhile the most negative sentiment could be seen for Crude oil (-22.4), Model Portfolio Crypto (-10.3), S&P500 (-7.2) and Australian dollar (-3.8). 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 (@ 2021-12-22 21:40:31)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.13 (3 weeks ago it was 0.13 which means correlations are stable). Maximum correlation between any pair was 0.67 (3 weeks ago it was 0.69), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.55). A few randomly picked correlation pairs are: Crypto.com Coin - Compound: 0.34. Cardano - YFI: 0.34. Tezos - Monero: 0.48. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-12-22 20:50:15)

Cosmos  +19.89%
ICON  +14.62%
SUSHI  +9.66%
AAVE  +9.51%
Polkadot  +6.71%
Uniswap  +5.96%
Tezos  +4.65%
Compound  +4.18%
VeChain  +2.44%
Cardano  +2.33%
Qtum  +1.40%
ChainLink  +1.13%
Crypto.com Coin  +0.65%
Binance Coin  +0.02%
Algorand  +0.00%
Monero  -0.25%
Filecoin  -0.28%
DASH  -0.34%
Bitcoin Cash  -0.45%
Ripple  -0.52%
EOS  -0.89%
TRON  -0.99%
Litecoin  -1.11%
Bitcoin  -1.40%
Bitcoin SV  -1.52%
Stellar  -1.77%
Solana  -1.80%
FARM  -1.88%
Ethereum  -2.16%
YFI  -8.39%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-12-22 20:50:15)

Crude oil  +1.77%
S&P500  +1.03%
Euro Stoxx 50  +1.01%
Australian dollar  +0.83%
Gold  +0.80%
EM Equity  +0.52%
Euro  +0.36%
Inv Grade Credit  +0.29%
Global High Yield  +0.24%
EM LC Bonds  +0.23%
US Treasury Bonds  +0.19%
Nikkei 225  +0.16%
Japanese yen  -0.01%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-22 20:45:28)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Crypto.com Coin (-87), S&P500 dividend unadjusted (-61), Euro Stoxx 50 (-61) and Crude oil (-54). Meanwhile the largest increases in search popularity were seen for TRON (34), Litecoin (31), ChainLink (25) and Binance Coin (19). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-22 20:45:27)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (19.89%), followed by ICON (14.62%), SUSHI (9.66%), AAVE (9.51%) and YFI (-8.39%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-22 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 -35.97% (vs 35.32% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-22 20:45:24)
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 came in at 38.0% (a month ago it was 31.5% so it has been rising). Meanwhile, VaR for Uniswap came in at 76.7% (previously 41.3% meaning it has been rising). Finally, for EOS we see VaR at 86.1% (which was 49.2% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-22 04:00:50)
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 Japanese yen - Crude oil (-0.57 today vs. -0.12 a month ago), TRON - YFI (0.24 today vs. 0.67 a month ago), Polkadot - YFI (0.25 today vs. 0.64 a month ago) and Crude oil - US Treasury Bonds (-0.45 today vs. -0.06 a month ago). Meanwhile, increasing correlations were seen between AAVE - Solana (0.60 today vs. 0.30 a month ago), Nikkei 225 - Euro Stoxx 50 (0.36 today vs. 0.07 a month ago), US Treasury Bonds - Binance Coin (0.19 today vs. -0.09 a month ago) and Uniswap - Solana (0.57 today vs. 0.30). -Albert Ingles

NEW DATA INSIGHT (@ 2021-12-22 04:00:46)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 44.09%. In our premium tier we have presented 1537 signals that resulted in a loss (on average -6.96%). Meanwhile we have presented 1228 signals that resulted in a gain (on average +16.12%). On average the (closed) signals were outstanding for a period of 9.3 days. Of the current live signals, we have 12 long calls, 27 neutral calls and 4 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-12-22 00:00:00)
Latest daily return for the model portfolio: 0.12%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-12-22 00:00:00)
Latest daily return for the crypto model portfolio: 0.04%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-12-21 23:41:10)
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 (50.5), Vitalik Buterin (33.4), Day trading (25.7) and United States (24.8). Meanwhile the lowest (negative) sentiment was seen for Putin (-22.9), War (-17.4), Russia (-11.6) and Geopolitics (-10.6). 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