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NEW DATA INSIGHT (@ 2021-10-24 21:41:01)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.26 (3 weeks ago it was 0.21 which means correlations are rising). Maximum correlation between any pair was 0.68 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.34 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: YFI - Monero: 0.69. Bitcoin - Model Portfolio Traditional: -0.07. Binance Coin - Crypto.com Coin: 0.74. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-24 20:50:30)

Crude oil  +1.09%
Gold  +0.55%
S&P500  -0.11%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-24 20:50:29)

Monero  +7.89%
DASH  +1.87%
Solana  -0.60%
Bitcoin SV  -0.67%
EOS  -0.84%
Bitcoin  -1.04%
Crypto.com Coin  -1.57%
Compound  -1.72%
Stellar  -1.76%
Ripple  -1.82%
ICON  -1.92%
TRON  -2.13%
Bitcoin Cash  -2.24%
Cardano  -2.30%
Qtum  -2.34%
Ethereum  -2.37%
Binance Coin  -2.41%
FARM  -2.92%
Filecoin  -3.25%
Litecoin  -3.79%
YFI  -4.09%
Uniswap  -4.44%
Polkadot  -4.45%
Tezos  -4.59%
Algorand  -4.71%
SUSHI  -4.89%
Cosmos  -4.99%
VeChain  -5.11%
AAVE  -5.16%
ChainLink  -5.51%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-24 20:45:44)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Tezos (-24), Crude oil (-19), Japanese yen (-13) and Euro Stoxx 50 (-12). Meanwhile the largest increases in search popularity were seen for Litecoin (70), Cardano (43), US dollar index (41) and Bitcoin Cash (41). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-24 20:45:43)
The largest latest daily returns (in absolute or negative sense) were on Monero (7.89%), followed by ChainLink (-5.51%), AAVE (-5.16%), VeChain (-5.11%) and Cosmos (-4.99%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-24 20:45:41)
The latest performance calculations have been updated. Month-to-date performance on VeChain was the highest at 62.54% (our signals delivered -11.17%). Second and third highest came from Polkadot and Bitcoin which delivered 60.60% (vs 6.34% in our models) and 47.02% (vs 47.02% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -45.28% (our signals delivered 69.30%). Second and third worst came from ICON and Algorand which delivered -24.93% (vs 28.62% in our models) and -22.70% (vs -15.93% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-24 20:45:40)
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 Ethereum came in at 32.0% (a month ago it was 60.4% so it has been falling). Meanwhile, VaR for Bitcoin came in at 32.3% (previously 46.1% meaning it has been falling). Finally, for Filecoin we see VaR at 44.7% (which was 99.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-24 04:01:16)
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 Crypto.com Coin - Inv Grade Credit (-0.22 today vs. 0.02 a month ago), Uniswap - Filecoin (0.49 today vs. 0.69 a month ago), Filecoin - Uniswap (0.49 today vs. 0.69 a month ago) and Euro Stoxx 50 - Bitcoin SV (-0.04 today vs. 0.17 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - Euro Stoxx 50 (0.17 today vs. -0.31 a month ago), US Treasury Bonds - Inv Grade Credit (0.67 today vs. 0.21 a month ago), Inv Grade Credit - Global High Yield (0.55 today vs. 0.12 a month ago) and Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.16). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-24 04:01:12)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.88%. In our premium tier we have presented 1230 signals that resulted in a loss (on average -7.18%). Meanwhile we have presented 1097 signals that resulted in a gain (on average +17.15%). On average the (closed) signals were outstanding for a period of 9.9 days. Of the current live signals, we have 22 long calls, 15 neutral calls and 6 short calls. -Albert Ingles

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-24 00:00:00)
Latest daily return for the crypto model portfolio: 1.54%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-23 23:40:56)
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 (52.8), Capitalism (51.9), Proof of stake (47.9) and Social media (47.2). Meanwhile the lowest (negative) sentiment was seen for Marxism (-18.4), Deficit (-16.9), Biden (-13.1) and Putin (-12.6). 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 DATA INSIGHT (@ 2021-10-23 23:40:54)
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 (52.4), Bitcoin Cash (38.6), ChainLink (37.4) and Binance Coin (36.8). Meanwhile the most negative sentiment could be seen for Bitcoin SV (-42.0), Crude oil (-22.9), Australian dollar (-7.8) and S&P500 dividend unadjusted (-7.6). 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 DATA INSIGHT (@ 2021-10-23 21:40:00)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.26 (3 weeks ago it was 0.21 which means correlations are rising). Maximum correlation between any pair was 0.68 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.34 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: ChainLink - Bitcoin Cash: 0.82. Model Portfolio Crypto - Japanese yen: -0.03. Australian dollar - AAVE: 0.09. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-23 20:50:21)

Crude oil  +1.09%
Gold  +0.55%
S&P500  -0.11%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-23 20:50:20)

ChainLink  +10.38%
VeChain  +7.28%
Cosmos  +6.15%
Uniswap  +6.04%
Ethereum  +5.56%
AAVE  +5.13%
Qtum  +4.16%
Litecoin  +3.99%
Crypto.com Coin  +3.99%
YFI  +3.78%
SUSHI  +3.56%
EOS  +3.47%
Solana  +2.85%
Binance Coin  +2.22%
DASH  +2.17%
Stellar  +2.12%
Polkadot  +1.89%
TRON  +1.73%
Algorand  +1.60%
Bitcoin SV  +1.52%
Bitcoin  +1.49%
Monero  +1.38%
Tezos  +1.35%
Bitcoin Cash  +1.35%
Cardano  +0.93%
Ripple  +0.92%
ICON  +0.48%
FARM  +0.35%
Compound  -0.40%
Filecoin  -1.28%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-23 20:45:33)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Global High Yield (-52), US Treasury Bonds (-42), Japanese yen (-36) and Crypto.com Coin (-19). Meanwhile the largest increases in search popularity were seen for Bitcoin SV (83), Litecoin (71), Ethereum (41) and Bitcoin (41). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-23 20:45:32)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (10.38%), followed by VeChain (7.28%), Cosmos (6.15%), Uniswap (6.04%) and Ethereum (5.56%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-23 20:45:30)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 57.62% (our signals delivered 4.37%). Second and third highest came from VeChain and Bitcoin which delivered 51.51% (vs -17.20% in our models) and 44.87% (vs 44.87% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -45.28% (our signals delivered 69.30%). Second and third worst came from ICON and Algorand which delivered -24.93% (vs 28.62% in our models) and -22.70% (vs -15.93% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-23 20:45:28)
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 32.8% (a month ago it was 59.8% so it has been falling). Meanwhile, VaR for Algorand came in at 45.5% (previously 192.5% meaning it has been falling). Finally, for Cardano we see VaR at 24.8% (which was 52.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-23 04:00:53)
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 Crypto.com Coin - Inv Grade Credit (-0.23 today vs. 0.03 a month ago), US Treasury Bonds - Crypto.com Coin (-0.37 today vs. -0.14 a month ago), US Treasury Bonds - AAVE (-0.25 today vs. -0.02 a month ago) and Crypto.com Coin - US Treasury Bonds (-0.37 today vs. -0.14 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.19 a month ago), Inv Grade Credit - Euro Stoxx 50 (0.16 today vs. -0.30 a month ago), Inv Grade Credit - Global High Yield (0.55 today vs. 0.11 a month ago) and Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.16). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-23 04:00:49)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.77%. In our premium tier we have presented 1230 signals that resulted in a loss (on average -7.19%). Meanwhile we have presented 1092 signals that resulted in a gain (on average +17.17%). On average the (closed) signals were outstanding for a period of 9.9 days. Of the current live signals, we have 20 long calls, 14 neutral calls and 9 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-23 00:00:00)
Latest daily return for the model portfolio: -0.19%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-23 00:00:00)
Latest daily return for the crypto model portfolio: -0.75%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-22 23:41:01)
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 Capitalism (55.2), Blockchain (44.5), Social media (42.9) and peace (35.0). Meanwhile the lowest (negative) sentiment was seen for War (-16.9), Fixed income (-12.3), Putin (-12.0) and Biden (-10.2). 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 (@ 2021-10-22 23:40:59)
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 (59.6), TRON (28.7), Litecoin (26.6) and S&P500 (25.3). Meanwhile the most negative sentiment could be seen for Japanese yen (-32.0), VIX volatility index (-30.0), Crude oil (-22.9) and Japan government bond (-22.0). 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 (@ 2021-10-22 21:39:35)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.26 (3 weeks ago it was 0.21 which means correlations are rising). Maximum correlation between any pair was 0.68 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.34 (3 weeks ago it was -0.45). A few randomly picked correlation pairs are: Crude oil - Model Portfolio Crypto: 0.12. Ripple - AAVE: 0.66. Model Portfolio Crypto - Australian dollar: 0.16. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-22 20:50:19)

Algorand  +5.03%
Filecoin  +2.48%
ICON  +1.47%
Polkadot  +0.86%
Binance Coin  +0.70%
YFI  +0.60%
Solana  +0.15%
Cardano  +0.00%
Bitcoin Cash  -0.19%
Bitcoin SV  -0.33%
Tezos  -0.60%
VeChain  -0.67%
TRON  -0.79%
ChainLink  -0.84%
Ripple  -0.91%
Compound  -1.12%
Cosmos  -1.16%
Crypto.com Coin  -1.41%
Stellar  -1.41%
DASH  -1.79%
EOS  -1.91%
Monero  -2.24%
AAVE  -2.78%
Qtum  -2.90%
Ethereum  -3.01%
Bitcoin  -3.19%
FARM  -3.20%
Uniswap  -3.26%
SUSHI  -3.26%
Litecoin  -4.30%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-22 20:50:19)

S&P500  +0.31%
Japanese yen  +0.27%
Gold  +0.05%
Global High Yield  -0.12%
Inv Grade Credit  -0.24%
Euro  -0.25%
Euro Stoxx 50  -0.39%
EM LC Bonds  -0.57%
EM Equity  -0.62%
Australian dollar  -0.65%
US Treasury Bonds  -0.79%
Crude oil  -1.41%
Nikkei 225  -1.87%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-22 20:45:38)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Japanese yen (-59), Nikkei 225 (-52), VIX volatility index (-34) and Bitcoin SV (-25). Meanwhile the largest increases in search popularity were seen for Litecoin (56), Algorand (46), ChainLink (42) and VeChain (32). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-22 20:45:37)
The largest latest daily returns (in absolute or negative sense) were on Algorand (5.03%), followed by Litecoin (-4.30%), Uniswap (-3.26%), SUSHI (-3.26%) and FARM (-3.20%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-22 20:45:36)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 56.28% (our signals delivered 3.48%). Second and third highest came from VeChain and Bitcoin which delivered 52.54% (vs -17.20% 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 -45.28% (our signals delivered 69.30%). Second and third worst came from ICON and Algorand which delivered -24.93% (vs 28.62% in our models) and -22.70% (vs -15.93% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-22 20:45:34)
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 Compound came in at 42.2% (a month ago it was 70.9% so it has been falling). Meanwhile, VaR for Solana came in at 62.3% (previously 93.8% meaning it has been falling). Finally, for Cardano we see VaR at 27.7% (which was 47.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-22 04:00:47)
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 Uniswap - Filecoin (0.52 today vs. 0.74 a month ago), Solana - Stellar (0.24 today vs. 0.46 a month ago), Stellar - Solana (0.24 today vs. 0.46 a month ago) and Solana - Uniswap (0.24 today vs. 0.45 a month ago). Meanwhile, increasing correlations were seen between Inv Grade Credit - Euro Stoxx 50 (0.17 today vs. -0.31 a month ago), US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.19 a month ago), Inv Grade Credit - EM LC Bonds (0.59 today vs. 0.16 a month ago) and Global High Yield - Inv Grade Credit (0.55 today vs. 0.11). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-22 04:00:43)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.59%. In our premium tier we have presented 1227 signals that resulted in a loss (on average -7.20%). Meanwhile we have presented 1086 signals that resulted in a gain (on average +17.26%). On average the (closed) signals were outstanding for a period of 10.0 days. Of the current live signals, we have 19 long calls, 14 neutral calls and 10 short calls. -Albert Ingles