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NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-01-10 00:00:00)
Latest daily return for the model portfolio: 0.30%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-01-10 00:00:00)
Latest daily return for the crypto model portfolio: 6.65%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-01-09 23:40:05)
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 ECB (25.5), Geopolitics (17.4), crypto (16.0) and Elon Musk (13.3). Meanwhile the lowest (negative) sentiment was seen for War (-23.0), Hong Kong (-16.2), Black lives matter (-10.7) and Merkel (-9.7). 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 (@ 2021-01-09 23:40:03)
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 Model Portfolio Traditional (45.5), Bitcoin SV (20.5), Crypto.com Coin (20.3) and Litecoin (19.8). Meanwhile the most negative sentiment could be seen for Australian government bond (-24.1), US dollar index (-23.6), Crude oil (-8.4) and Japanese yen (-6.0). 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 (@ 2021-01-09 21:29:24)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.24 (3 weeks ago it was 0.29 which means correlations are falling). Maximum correlation between any pair was 0.80 (3 weeks ago it was 0.83), and minimum correlation between any pair was -0.37 (3 weeks ago it was -0.38). A few randomly picked correlation pairs are: Bitcoin Cash - Gold: 0.05. Crypto.com Coin - ChainLink: 0.48. TRON - Tezos: 0.83. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-01-09 20:50:34)

Crude oil  +2.96%
Nikkei 225  +2.36%
EM Equity  +2.36%
Euro Stoxx 50  +0.62%
S&P500  +0.56%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
EM LC Bonds  -0.11%
Japanese yen  -0.13%
Australian dollar  -0.15%
Euro  -0.45%
US Treasury Bonds  -0.64%
Gold  -3.39%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-01-09 20:50:33)

Bitcoin SV  +62.31%
Bitcoin Cash  +31.85%
EOS  +24.51%
DASH  +23.25%
ChainLink  +21.49%
Qtum  +21.48%
TRON  +19.03%
ICON  +15.07%
Algorand  +13.94%
Tezos  +13.82%
Cosmos  +13.66%
Cardano  +9.63%
Stellar  +8.45%
Ethereum  +8.25%
VeChain  +8.12%
Crypto.com Coin  +7.73%
Ripple  +7.52%
Monero  +6.38%
Binance Coin  +6.16%
Litecoin  +4.60%
Bitcoin  +1.33%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-09 20:45:59)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for US Treasury Bonds (-85), EM LC Bonds (-51), Monero (-11) and TRON (-10). Meanwhile the largest increases in search popularity were seen for ChainLink (68), US dollar index (66), VeChain (60) and Cardano (58). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-09 20:45:57)
The largest latest daily returns (in absolute or negative sense) were on Bitcoin SV (62.31%), followed by Bitcoin Cash (31.85%), EOS (24.51%), DASH (23.25%) and ChainLink (21.49%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-09 20:45:54)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin SV was the highest at 211.71% (our signals delivered 211.71%). Second and third highest came from DASH and Stellar which delivered 189.56% (vs 0.00% in our models) and 126.56% (vs 19.38% in our models) respectively. On the negative side, the lowest returns came from Crude oil with a return of -11.88% (our signals delivered 8.42%). Second and third worst came from Monero and DASH which delivered -11.05% (vs 0.03% in our models) and -6.20% (vs 13.84% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-09 20:45:50)
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 38.5% (a month ago it was 36.8% so it has been rising). Meanwhile, VaR for Stellar came in at 98.1% (previously 162.4% meaning it has been falling). Finally, for TRON we see VaR at 61.2% (which was 66.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-09 04:02:24)
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 Inv Grade Credit - Bitcoin Cash (-0.43 today vs. -0.09 a month ago), Inv Grade Credit - Bitcoin SV (-0.33 today vs. -0.01 a month ago), Inv Grade Credit - Binance Coin (-0.20 today vs. 0.10 a month ago) and Euro - Inv Grade Credit (0.23 today vs. 0.52 a month ago). Meanwhile, increasing correlations were seen between Ethereum - Gold (0.11 today vs. -0.11 a month ago), Australian dollar - Crude oil (0.42 today vs. 0.23 a month ago), Binance Coin - Bitcoin Cash (0.76 today vs. 0.57 a month ago) and ChainLink - EOS (0.79 today vs. 0.62). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-09 04:02:22)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 51.90%. In our premium tier we have presented 213 signals that resulted in a loss (on average -6.32%). Meanwhile we have presented 232 signals that resulted in a gain (on average +26.40%). On average the (closed) signals were outstanding for a period of 15.3 days. Of the current live signals, we have 27 long calls, 7 neutral calls and 0 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-01-09 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 (@ 2021-01-09 00:00:00)
Latest daily return for the crypto model portfolio: -0.03%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-01-09 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 (@ 2021-01-08 23:44:04)
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 Travel (26.0), Canada (26.0), Prices (23.0) and Elon Musk (18.2). Meanwhile the lowest (negative) sentiment was seen for War (-20.9), Trump (-15.3), Macron (-13.9) and Black lives matter (-11.1). 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 (@ 2021-01-08 23:44:01)
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 US Treasury Bonds (38.8), Model Portfolio Traditional (26.4), Algorand (24.7) and US dollar index (22.4). Meanwhile the most negative sentiment could be seen for Crude oil (-24.2), EM Equity (-14.8), Australian dollar (-10.5) and Japanese yen (-3.4). 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 (@ 2021-01-08 21:53:28)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.24 (3 weeks ago it was 0.29 which means correlations are falling). Maximum correlation between any pair was 0.80 (3 weeks ago it was 0.83), and minimum correlation between any pair was -0.36 (3 weeks ago it was -0.38). A few randomly picked correlation pairs are: VeChain - Ripple: 0.42. Ripple - Crude oil: 0.19. EOS - Stellar: 0.70. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-01-08 20:50:36)

Crude oil  +2.96%
Nikkei 225  +2.36%
EM Equity  +2.36%
Euro Stoxx 50  +0.62%
S&P500  +0.56%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
EM LC Bonds  -0.11%
Japanese yen  -0.13%
Australian dollar  -0.15%
Euro  -0.45%
US Treasury Bonds  -0.64%
Gold  -3.39%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-01-08 20:50:35)

ICON  +3.62%
Bitcoin  +2.84%
Bitcoin SV  +2.51%
Litecoin  +1.95%
Cardano  +1.33%
Crypto.com Coin  +1.03%
Monero  +0.08%
Qtum  +0.00%
Ethereum  -0.42%
Tezos  -0.81%
Algorand  -1.70%
Binance Coin  -1.95%
TRON  -2.00%
DASH  -2.42%
VeChain  -2.47%
Bitcoin Cash  -2.51%
ChainLink  -3.25%
EOS  -3.77%
Cosmos  -5.42%
Ripple  -5.46%
Stellar  -6.50%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-08 20:46:00)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for VIX volatility index (-58), Japanese yen (-15), TRON (-4) and Crude oil (-2). Meanwhile the largest increases in search popularity were seen for US Treasury Bonds (75), Global High Yield (67), Bitcoin SV (61) and Stellar (50). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-08 20:45:58)
The largest latest daily returns (in absolute or negative sense) were on Stellar (-6.50%), followed by Ripple (-5.46%), Cosmos (-5.42%), EOS (-3.77%) and ICON (3.62%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-08 20:45:55)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin SV was the highest at 211.71% (our signals delivered 211.71%). Second and third highest came from DASH and Stellar which delivered 189.56% (vs 0.00% in our models) and 142.31% (vs 27.68% in our models) respectively. On the negative side, the lowest returns came from Crude oil with a return of -11.88% (our signals delivered 8.42%). Second and third worst came from Monero and Australian dollar which delivered -11.13% (vs -0.06% in our models) and -4.74% (vs 4.09% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-08 20:45:51)
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 Crypto.com Coin came in at 48.2% (a month ago it was 73.2% so it has been falling). Meanwhile, VaR for DASH came in at 59.6% (previously 79.3% meaning it has been falling). Finally, for Ethereum we see VaR at 49.1% (which was 54.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-08 04:02:25)
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 Inv Grade Credit - Bitcoin Cash (-0.44 today vs. -0.12 a month ago), Inv Grade Credit - Bitcoin SV (-0.33 today vs. -0.03 a month ago), Euro - Inv Grade Credit (0.23 today vs. 0.51 a month ago) and Stellar - Ripple (0.53 today vs. 0.80 a month ago). Meanwhile, increasing correlations were seen between Ethereum - Gold (0.10 today vs. -0.16 a month ago), Algorand - S&P500 (0.18 today vs. -0.05 a month ago), Binance Coin - Bitcoin Cash (0.75 today vs. 0.56 a month ago) and TRON - ChainLink (0.76 today vs. 0.57). -Albert Ingles

NEW DATA INSIGHT (@ 2021-01-08 04:02:22)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 52.02%. In our premium tier we have presented 213 signals that resulted in a loss (on average -6.27%). Meanwhile we have presented 232 signals that resulted in a gain (on average +26.37%). On average the (closed) signals were outstanding for a period of 15.3 days. Of the current live signals, we have 27 long calls, 7 neutral calls and 0 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-01-08 00:00:00)
Latest daily return for the model portfolio: 1.90%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-01-08 00:00:00)
Latest daily return for the crypto model portfolio: -2.59%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-01-08 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 (@ 2021-01-07 23:42:25)
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 Canada (29.3), Travel (27.6), Elon Musk (25.9) and Prices (19.6). Meanwhile the lowest (negative) sentiment was seen for Deficit (-16.2), Trump (-14.7), Black lives matter (-13.2) and Election (-13.2). 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 (@ 2021-01-07 23:42:24)
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 Japanese yen (52.9), US dollar index (42.8), Stellar (21.4) and Tezos (17.6). Meanwhile the most negative sentiment could be seen for Crude oil (-37.4), EM LC Bonds (-3.6), Bitcoin SV (0.0) and Japan 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 (@ 2021-01-07 21:41:21)
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 0.29 which means correlations are falling). Maximum correlation between any pair was 0.80 (3 weeks ago it was 0.83), and minimum correlation between any pair was -0.36 (3 weeks ago it was -0.38). A few randomly picked correlation pairs are: Crypto.com Coin - Ethereum: 0.47. DASH - US Treasury Bonds: -0.16. EM LC Bonds - Algorand: 0.19. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-01-07 20:50:36)

Ripple  +29.90%
Bitcoin  +5.26%
DASH  +3.66%
Binance Coin  +2.40%
Crypto.com Coin  +1.20%
Monero  -0.06%
TRON  -0.33%
Ethereum  -0.69%
Litecoin  -2.45%
Bitcoin Cash  -3.33%
Bitcoin SV  -3.49%
EOS  -5.36%
Tezos  -6.42%
ICON  -7.65%
ChainLink  -7.87%
Cosmos  -8.20%
Qtum  -8.39%
VeChain  -10.13%
Cardano  -12.21%
Algorand  -12.49%
Stellar  -17.21%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-01-07 20:50:36)

Nikkei 225  +1.60%
S&P500  +1.51%
EM Equity  +0.53%
Euro Stoxx 50  +0.31%
Crude oil  +0.15%
Global High Yield  +0.01%
Inv Grade Credit  -0.12%
Gold  -0.24%
Australian dollar  -0.42%
Euro  -0.45%
EM LC Bonds  -0.73%
Japanese yen  -0.75%
US Treasury Bonds  -0.79%
Market 1 day returns over the preceding 24 hours. -Albert Ingles