LongShortSignal Feed

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

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-05-22 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 (@ 2022-05-22 00:00:00)
Latest daily return for the crypto model portfolio: -0.41%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-05-21 23:41:02)
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 (26.5), Blockchain (25.2), crypto (24.8) and Charles Hoskinson (21.9). Meanwhile the lowest (negative) sentiment was seen for Merkel (-31.1), War (-22.3), Putin (-15.1) and Russia (-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 (@ 2022-05-21 23:41:01)
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 (65.6), Australian dollar (24.8), Japanese yen (24.7) and ChainLink (23.3). Meanwhile the most negative sentiment could be seen for Crude oil (-10.3), Euro (-3.4), VeChain (-2.6) and LSS Model Portfolio (-1.6). 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 CRYPTO MARKET SNAPSHOT (@ 2022-05-21 20:50:17)

SUSHI  +13.08%
Tezos  +5.14%
Stellar  +4.97%
TRON  +3.91%
Compound  +3.30%
Filecoin  +3.27%
Binance Coin  +3.09%
Polkadot  +2.98%
ChainLink  +2.75%
ICON  +2.62%
Uniswap  +2.54%
YFI  +2.47%
Cardano  +2.37%
EOS  +2.34%
Bitcoin Cash  +2.27%
VeChain  +2.12%
Litecoin  +2.02%
Bitcoin SV  +1.83%
Qtum  +1.80%
Solana  +1.73%
Monero  +1.48%
AAVE  +0.92%
Crypto.com Coin  +0.83%
Bitcoin  +0.65%
Ripple  +0.65%
Ethereum  +0.56%
Algorand  +0.28%
DASH  -0.26%
Cosmos  -1.07%
FARM  -1.59%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-05-21 20:50:17)

Crude oil  +1.47%
Japanese yen  +0.23%
S&P500  -0.09%
Global High Yield  -0.10%
Inv Grade Credit  -0.11%
Euro  -0.16%
US Treasury Bonds  -0.28%
EM Equity  -0.46%
EM LC Bonds  -0.49%
Australian dollar  -0.82%
Gold  -1.06%
Euro Stoxx 50  -1.53%
Nikkei 225  -2.88%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-21 20:45:25)
The largest latest daily returns (in absolute or negative sense) were on SUSHI (13.08%), followed by Tezos (5.14%), Stellar (4.97%), TRON (3.91%) and Compound (3.30%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-21 20:45:23)
The latest performance calculations have been updated. Month-to-date performance on Cardano was the highest at 45.98% (our signals delivered 45.98%). Second and third highest came from Crude oil and Crypto.com Coin which delivered 39.81% (vs -10.94% in our models) and 36.23% (vs 36.23% in our models) respectively. On the negative side, the lowest returns came from FARM with a return of -62.98% (our signals delivered -22.26%). Second and third worst came from ICON and Filecoin which delivered -54.94% (vs -36.36% in our models) and -54.87% (vs 29.75% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-21 20:45:21)
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 Uniswap came in at 95.6% (a month ago it was 42.4% so it has been rising). Meanwhile, VaR for Cosmos came in at 113.2% (previously 39.6% meaning it has been rising). Finally, for YFI we see VaR at 83.3% (which was 40.0% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-21 04:01:02)
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 AAVE - Cardano (0.57 today vs. 0.57 a month ago), Ripple - Cardano (0.63 today vs. 0.63 a month ago), Uniswap - EM LC Bonds (1.00 today vs. 1.00 a month ago) and Solana - Nikkei 225 (1.00 today vs. 1.00 a month ago). Meanwhile, increasing correlations were seen between Japanese yen - EOS (-1.00 today vs. -1.00 a month ago), Solana - Algorand (0.77 today vs. 0.77 a month ago), TRON - S&P500 (-1.00 today vs. -1.00 a month ago) and Monero - Euro (1.00 today vs. 1.00). -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-21 04:00:54)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 41.33%. In our premium tier we have presented 2303 signals that resulted in a loss (on average -6.83%). Meanwhile we have presented 1634 signals that resulted in a gain (on average +14.13%). On average the (closed) signals were outstanding for a period of 7.7 days. Of the current live signals, we have 9 long calls, 30 neutral calls and 5 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-05-21 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 (@ 2022-05-21 00:00:00)
Latest daily return for the crypto model portfolio: -0.07%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-05-20 23:41:57)
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 Blockchain (55.4), Day trading (50.8), Social media (48.0) and Fixed income (44.3). Meanwhile the lowest (negative) sentiment was seen for Marxism (-32.4), War (-20.0), Putin (-18.7) and Merkel (-17.0). 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 (@ 2022-05-20 23:41:56)
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 (79.2), Model Portfolio Crypto (44.3), Japan government bond (20.7) and ChainLink (19.8). Meanwhile the most negative sentiment could be seen for Crude oil (-25.6), S&P500 dividend unadjusted (-6.0), Japanese yen (-4.9) and Euro (-3.3). 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 CRYPTO MARKET SNAPSHOT (@ 2022-05-20 20:50:16)

Monero  +6.20%
Cosmos  +5.34%
AAVE  +4.32%
FARM  +2.29%
Tezos  +1.16%
Uniswap  +0.79%
DASH  +0.77%
Compound  +0.20%
Binance Coin  -0.27%
Qtum  -0.77%
Filecoin  -0.87%
Algorand  -0.94%
VeChain  -1.24%
ICON  -1.29%
Ripple  -1.36%
SUSHI  -1.52%
Cardano  -1.85%
Bitcoin Cash  -2.14%
Ethereum  -2.16%
EOS  -2.29%
Bitcoin  -2.56%
Polkadot  -2.70%
TRON  -2.75%
ChainLink  -2.82%
Stellar  -2.82%
Litecoin  -3.10%
YFI  -3.19%
Crypto.com Coin  -3.56%
Solana  -4.05%
Bitcoin SV  -4.64%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-05-20 20:50:16)

Crude oil  +1.47%
Japanese yen  +0.23%
S&P500  -0.09%
Global High Yield  -0.10%
Inv Grade Credit  -0.11%
Euro  -0.16%
US Treasury Bonds  -0.28%
EM Equity  -0.46%
EM LC Bonds  -0.49%
Australian dollar  -0.82%
Gold  -1.06%
Euro Stoxx 50  -1.53%
Nikkei 225  -2.88%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-20 20:45:28)
The largest latest daily returns (in absolute or negative sense) were on Monero (6.20%), followed by Cosmos (5.34%), Bitcoin SV (-4.64%), AAVE (4.32%) and Solana (-4.05%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-20 20:45:26)
The latest performance calculations have been updated. Month-to-date performance on Cardano was the highest at 45.98% (our signals delivered 45.98%). Second and third highest came from Crude oil and Crypto.com Coin which delivered 39.81% (vs -10.94% in our models) and 36.23% (vs 36.23% in our models) respectively. On the negative side, the lowest returns came from FARM with a return of -62.98% (our signals delivered -22.26%). Second and third worst came from ICON and Filecoin which delivered -54.94% (vs -36.36% in our models) and -54.87% (vs 29.75% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-20 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 Binance Coin came in at 71.2% (a month ago it was 28.9% so it has been rising). Meanwhile, VaR for TRON came in at 104.7% (previously 36.7% meaning it has been rising). Finally, for Ethereum we see VaR at 59.4% (which was 29.4% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-20 04:01:08)
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 Euro - Bitcoin SV (1.00 today vs. 1.00 a month ago), Polkadot - Gold (1.00 today vs. 1.00 a month ago), Bitcoin SV - Uniswap (0.75 today vs. 0.75 a month ago) and Cosmos - Binance Coin (0.62 today vs. 0.62 a month ago). Meanwhile, increasing correlations were seen between Litecoin - S&P500 (-1.00 today vs. -1.00 a month ago), SUSHI - Ethereum (0.85 today vs. 0.85 a month ago), VeChain - Cosmos (0.58 today vs. 0.58 a month ago) and Tezos - SUSHI (0.69 today vs. 0.69). -Albert Ingles

NEW DATA INSIGHT (@ 2022-05-20 04:01:03)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 41.18%. In our premium tier we have presented 2288 signals that resulted in a loss (on average -6.86%). Meanwhile we have presented 1627 signals that resulted in a gain (on average +14.18%). On average the (closed) signals were outstanding for a period of 7.7 days. Of the current live signals, we have 9 long calls, 32 neutral calls and 2 short calls. -Albert Ingles

NEW SIGNAL (@ 2022-05-20 00:00:00)
New signal for Ethereum: *NEUTRAL*. (See all signals here)