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NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-22 00:00:00)
Latest daily return for the model portfolio: -0.71%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-22 00:00:00)
Latest daily return for the crypto model portfolio: -1.87%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-10-22 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 (@ 2021-10-21 23:41:08)
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 Investing (32.4), Latin America (30.1), BOJ (25.5) and crypto (24.7). Meanwhile the lowest (negative) sentiment was seen for War (-18.8), Gavin Wood (-14.7), Merkel (-14.1) and Deficit (-11.5). 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 (@ 2021-10-21 23:41:06)
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 Binance Coin (63.0), ChainLink (54.5), Crypto.com Coin (52.5) and Model Portfolio Traditional (46.5). Meanwhile the most negative sentiment could be seen for Australian government bond (-70.0), Crude oil (-19.1), Nikkei 225 (-14.8) and VIX volatility index (-8.6). 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 (@ 2021-10-21 21:39:59)
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 0.22 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 -0.33 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: Polkadot - EOS: 0.70. FARM - Ripple: 0.16. Monero - SUSHI: 0.59. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-21 20:50:24)

Solana  +7.15%
VeChain  +5.00%
ChainLink  +4.10%
Monero  +3.67%
Algorand  +0.00%
Qtum  -0.23%
AAVE  -0.39%
Crypto.com Coin  -1.15%
FARM  -1.67%
DASH  -2.16%
Ethereum  -2.16%
Compound  -2.62%
Bitcoin SV  -2.85%
Bitcoin Cash  -3.11%
Cardano  -3.15%
Polkadot  -3.15%
TRON  -3.18%
ICON  -3.32%
Uniswap  -3.45%
EOS  -3.69%
Stellar  -3.97%
Tezos  -4.15%
Ripple  -4.35%
Litecoin  -4.68%
Cosmos  -4.74%
Filecoin  -4.78%
SUSHI  -4.83%
Bitcoin  -4.89%
Binance Coin  -5.11%
YFI  -5.12%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-21 20:50:24)

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 (@ 2021-10-21 20:45:34)
The largest latest daily returns (in absolute or negative sense) were on Solana (7.15%), followed by YFI (-5.12%), Binance Coin (-5.11%), VeChain (5.00%) and Bitcoin (-4.89%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-21 20:45:34)
As of today, the largest declines in Google search popularity compared to a month ago were seen for S&P500 (0), Nikkei 225 (0), S&P500 dividend unadjusted (4) and Euro (6). Meanwhile the largest increases in search popularity were seen for Algorand (83), US Treasury Bonds (75), Litecoin (72) and Tezos (71). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-21 20:45:32)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 61.36% (our signals delivered 6.85%). Second and third highest came from Bitcoin and ICON which delivered 57.33% (vs 57.33% in our models) and 45.52% (vs -2.71% 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 (@ 2021-10-21 20:45:30)
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 39.3% (a month ago it was 104.4% so it has been falling). Meanwhile, VaR for Bitcoin SV came in at 56.4% (previously 52.6% meaning it has been rising). Finally, for Polkadot we see VaR at 61.5% (which was 98.4% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-21 04:00:48)
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 Bitcoin SV - Japanese yen (-0.11 today vs. 0.13 a month ago), Uniswap - Filecoin (0.53 today vs. 0.74 a month ago), Gold - S&P500 (-0.05 today vs. 0.15 a month ago) and Crypto.com Coin - Inv Grade Credit (-0.17 today vs. 0.03 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.65 today vs. 0.19 a month ago), Inv Grade Credit - US Treasury Bonds (0.65 today vs. 0.19 a month ago), Inv Grade Credit - EM LC Bonds (0.58 today vs. 0.16 a month ago) and Inv Grade Credit - Global High Yield (0.53 today vs. 0.11). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-21 04:00:44)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.75%. In our premium tier we have presented 1219 signals that resulted in a loss (on average -7.21%). Meanwhile we have presented 1085 signals that resulted in a gain (on average +17.31%). On average the (closed) signals were outstanding for a period of 10.0 days. Of the current live signals, we have 14 long calls, 24 neutral calls and 5 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-21 00:00:00)
Latest daily return for the model portfolio: 0.38%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-21 00:00:00)
Latest daily return for the crypto model portfolio: 1.87%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-10-21 00:00:00)
Latest daily return for the traditional model portfolio: 0.05%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-20 23:41:14)
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 India (44.3), Proof of stake (33.6), BOJ (31.8) and Elon Musk (21.5). Meanwhile the lowest (negative) sentiment was seen for War (-21.3), Biden (-14.5), Merkel (-12.7) and Democracy (-10.1). 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 (@ 2021-10-20 23:41:12)
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 (52.9), Crypto.com Coin (44.5), Binance Coin (33.6) and Australian government bond (33.3). Meanwhile the most negative sentiment could be seen for VIX volatility index (-34.0), Inv Grade Credit (-34.0), Crude oil (-19.7) and Australian dollar (-8.0). 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 (@ 2021-10-20 21:40:08)
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 0.22 which means correlations are rising). Maximum correlation between any pair was 0.67 (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: AAVE - Binance Coin: 0.76. Cosmos - Euro: 0.02. VeChain - Bitcoin Cash: 0.84. -Albert Ingles

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

Crude oil  +0.87%
Gold  +0.72%
Australian dollar  +0.56%
EM Equity  +0.51%
S&P500  +0.37%
Euro  +0.15%
Nikkei 225  +0.14%
Euro Stoxx 50  +0.13%
Japanese yen  +0.06%
EM LC Bonds  +0.01%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
US Treasury Bonds  -0.34%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

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

Solana  +15.44%
Litecoin  +10.75%
EOS  +9.42%
Polkadot  +7.83%
SUSHI  +7.71%
Ethereum  +7.59%
Filecoin  +7.19%
VeChain  +7.17%
Compound  +6.26%
Qtum  +6.22%
ChainLink  +5.84%
Stellar  +5.66%
Ripple  +5.50%
Algorand  +5.29%
Cardano  +5.21%
AAVE  +5.08%
DASH  +4.74%
Uniswap  +4.52%
YFI  +4.43%
Cosmos  +4.19%
Tezos  +4.17%
Bitcoin Cash  +4.16%
Bitcoin SV  +3.67%
Monero  +2.84%
TRON  +2.83%
Binance Coin  +2.75%
Bitcoin  +2.66%
Crypto.com Coin  +2.63%
ICON  +1.93%
FARM  +0.57%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-20 20:45:33)
The largest latest daily returns (in absolute or negative sense) were on Solana (15.44%), followed by Litecoin (10.75%), EOS (9.42%), Polkadot (7.83%) and SUSHI (7.71%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-20 20:45:31)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin was the highest at 53.25% (our signals delivered 53.25%). Second and third highest came from Polkadot and ICON which delivered 49.64% (vs -0.91% in our models) and 42.76% (vs -2.71% 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 (@ 2021-10-20 20:45:29)
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 Litecoin came in at 30.7% (a month ago it was 69.7% so it has been falling). Meanwhile, VaR for DASH came in at 35.1% (previously 59.8% meaning it has been falling). Finally, for Stellar we see VaR at 53.1% (which was 59.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-20 04:01:00)
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 Gold - S&P500 (-0.06 today vs. 0.20 a month ago), Bitcoin SV - Japanese yen (-0.10 today vs. 0.14 a month ago), Global High Yield - Gold (0.21 today vs. 0.44 a month ago) and Global High Yield - Euro (0.40 today vs. 0.60 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 (0.14 today vs. -0.32 a month ago), Inv Grade Credit - EM LC Bonds (0.59 today vs. 0.16 a month ago) and EM LC Bonds - Inv Grade Credit (0.59 today vs. 0.16). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-20 04:00:56)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.67%. In our premium tier we have presented 1218 signals that resulted in a loss (on average -7.22%). Meanwhile we have presented 1079 signals that resulted in a gain (on average +17.32%). On average the (closed) signals were outstanding for a period of 10.0 days. Of the current live signals, we have 13 long calls, 20 neutral calls and 10 short calls. -Albert Ingles