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NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-07-23 00:00:00)
Latest daily return for the model portfolio: -0.95%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-07-23 00:00:00)
Latest daily return for the crypto model portfolio: 0.39%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-07-23 00:00:00)
Latest daily return for the traditional model portfolio: 0.17%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-07-22 23:40:54)
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 (28.8), Trade (26.2), Charles Hoskinson (25.3) and Investing (24.2). Meanwhile the lowest (negative) sentiment was seen for War (-21.8), Climate Change (-8.6), Macron (-8.3) and Russia (-8.2). 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 (@ 2021-07-22 23:40:52)
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 (41.1), ChainLink (36.0), Binance Coin (31.9) and Bitcoin Cash (31.2). Meanwhile the most negative sentiment could be seen for Germany government bond (-40.2), Crude oil (-31.5), US dollar index (-12.4) and S&P500 dividend unadjusted (-2.6). 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 (@ 2021-07-22 21:39:40)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.25 (3 weeks ago it was 0.32 which means correlations are falling). Maximum correlation between any pair was 0.73 (3 weeks ago it was 0.77), and minimum correlation between any pair was -0.50 (3 weeks ago it was -0.18). A few randomly picked correlation pairs are: Filecoin - YFI: 0.66. S&P500 - Japanese yen: 0.16. Model Portfolio Crypto - US Treasury Bonds: -0.18. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-07-22 20:50:14)

Crude oil  +2.16%
EM Equity  +1.08%
Euro Stoxx 50  +0.80%
EM LC Bonds  +0.32%
Inv Grade Credit  +0.27%
Australian dollar  +0.27%
S&P500  +0.21%
US Treasury Bonds  +0.19%
Gold  +0.18%
Japanese yen  +0.13%
Global High Yield  +0.07%
Nikkei 225  +0.00%
Euro  -0.20%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-07-22 20:50:13)

Stellar  +18.47%
SUSHI  +14.33%
Compound  +8.16%
Cosmos  +7.99%
AAVE  +5.53%
Polkadot  +5.36%
ChainLink  +3.95%
Uniswap  +3.95%
ICON  +3.80%
Tezos  +3.70%
Ripple  +2.62%
Crypto.com Coin  +2.23%
Qtum  +2.19%
Bitcoin Cash  +1.87%
Algorand  +1.72%
Solana  +1.44%
Litecoin  +1.00%
VeChain  +0.41%
EOS  +0.28%
Bitcoin SV  +0.24%
DASH  +0.08%
Ethereum  +0.08%
Bitcoin  -0.23%
YFI  -0.44%
Monero  -0.56%
Binance Coin  -1.14%
Cardano  -1.67%
FARM  -2.29%
Filecoin  -2.80%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-22 20:45:24)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Euro (-62), Bitcoin (-53), VIX volatility index (-39) and Global High Yield (-39). Meanwhile the largest increases in search popularity were seen for Tezos (39), US dollar index (33), Crypto.com Coin (24) and Ripple (19). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-22 20:45:23)
The largest latest daily returns (in absolute or negative sense) were on Stellar (18.47%), followed by SUSHI (14.33%), Compound (8.16%), Cosmos (7.99%) and AAVE (5.53%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-22 20:45:22)
The latest performance calculations have been updated. Month-to-date performance on VeChain was the highest at 101.20% (our signals delivered 58.01%). Second and third highest came from Cardano and ChainLink which delivered 66.24% (vs 66.24% in our models) and 62.92% (vs 62.92% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -27.93% (our signals delivered -17.66%). Second and third worst came from Filecoin and Polkadot which delivered -27.03% (vs -5.92% in our models) and -23.27% (vs -8.32% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-22 20:45:20)
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 YFI came in at 49.0% (a month ago it was 65.2% so it has been falling). Meanwhile, VaR for ChainLink came in at 50.9% (previously 85.4% meaning it has been falling). Finally, for Polkadot we see VaR at 61.3% (which was 93.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-22 04:00:26)
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 Global High Yield - Inv Grade Credit (0.20 today vs. 0.78 a month ago), Inv Grade Credit - S&P500 (-0.05 today vs. 0.48 a month ago), Inv Grade Credit - EM Equity (-0.08 today vs. 0.44 a month ago) and Australian dollar - Inv Grade Credit (0.03 today vs. 0.53 a month ago). Meanwhile, increasing correlations were seen between Ripple - Filecoin (0.76 today vs. 0.42 a month ago), FARM - Japanese yen (0.13 today vs. -0.19 a month ago), Ripple - TRON (0.90 today vs. 0.61 a month ago) and Solana - Ripple (0.65 today vs. 0.37). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-22 04:00:22)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 45.33%. In our premium tier we have presented 970 signals that resulted in a loss (on average -7.74%). Meanwhile we have presented 826 signals that resulted in a gain (on average +18.71%). On average the (closed) signals were outstanding for a period of 10.6 days. Of the current live signals, we have 12 long calls, 28 neutral calls and 3 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-07-22 00:00:00)
New signal for Ethereum: *NEUTRAL*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-07-22 00:00:00)
Latest daily return for the model portfolio: 1.45%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-07-22 00:00:00)
Latest daily return for the crypto model portfolio: -0.27%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-07-22 00:00:00)
Latest daily return for the traditional model portfolio: 0.20%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-07-21 23:40:45)
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 (50.8), Elon Musk (40.3), Proof of stake (34.0) and South China Sea (23.6). Meanwhile the lowest (negative) sentiment was seen for Gavin Wood (-32.4), War (-17.0), Monetary policy (-14.8) and Fed (-13.4). 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 (@ 2021-07-21 23:40:44)
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 US dollar index (34.5), Binance Coin (34.2), ChainLink (24.7) and EOS (24.4). Meanwhile the most negative sentiment could be seen for Crude oil (-37.1), Japanese yen (-10.6), Australian dollar (-7.6) and EM LC Bonds (-3.9). 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