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NEW DATA INSIGHT (@ 2021-07-21 21:41:09)
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 0.33 which means correlations are falling). Maximum correlation between any pair was 0.73 (3 weeks ago it was 0.78), and minimum correlation between any pair was -0.51 (3 weeks ago it was -0.12). A few randomly picked correlation pairs are: EOS - Global High Yield: -0.12. YFI - Uniswap: 0.78. Monero - Euro: -0.16. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-07-21 20:50:16)

AAVE  +18.47%
VeChain  +16.89%
Uniswap  +16.57%
Solana  +15.85%
SUSHI  +15.42%
Polkadot  +14.57%
Cardano  +14.29%
Filecoin  +14.19%
Tezos  +13.02%
Ethereum  +12.92%
Algorand  +12.70%
DASH  +12.59%
ChainLink  +12.29%
Binance Coin  +12.17%
ICON  +12.03%
YFI  +11.61%
Litecoin  +11.48%
Cosmos  +11.33%
Qtum  +10.28%
Compound  +9.77%
Stellar  +9.56%
Monero  +9.23%
EOS  +9.23%
Ripple  +9.19%
Bitcoin Cash  +9.15%
Bitcoin SV  +9.05%
Bitcoin  +8.88%
Crypto.com Coin  +8.03%
TRON  +7.95%
FARM  +4.90%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-07-21 20:50:16)

Crude oil  +4.15%
Euro Stoxx 50  +1.78%
S&P500  +0.82%
Nikkei 225  +0.58%
Australian dollar  +0.40%
Global High Yield  +0.16%
Euro  +0.10%
EM Equity  +0.08%
EM LC Bonds  +0.02%
Inv Grade Credit  -0.13%
Gold  -0.37%
Japanese yen  -0.40%
US Treasury Bonds  -1.18%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-21 20:45:25)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Euro Stoxx 50 (-81), Nikkei 225 (-77), S&P500 dividend unadjusted (-69) and Euro (-65). Meanwhile the largest increases in search popularity were seen for Binance Coin (20), EOS (12), ChainLink (9) and VeChain (7). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-21 20:45:24)
The largest latest daily returns (in absolute or negative sense) were on AAVE (18.47%), followed by VeChain (16.89%), Uniswap (16.57%), Solana (15.85%) and SUSHI (15.42%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-21 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 -38.34% (our signals delivered -0.92%). Second and third worst came from Filecoin and Polkadot which delivered -36.10% (vs 9.63% in our models) and -33.03% (vs 7.33% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-21 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 TRON came in at 26.0% (a month ago it was 55.4% so it has been falling). Meanwhile, VaR for Binance Coin came in at 36.3% (previously 68.4% meaning it has been falling). Finally, for Crypto.com Coin we see VaR at 44.6% (which was 60.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-21 04:00:27)
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 (0.75 today vs. 0.38 a month ago), FARM - Japanese yen (0.13 today vs. -0.19 a month ago), TRON - Ripple (0.90 today vs. 0.59 a month ago) and Binance Coin - TRON (0.88 today vs. 0.57). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-21 04:00:23)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.39%. In our premium tier we have presented 956 signals that resulted in a loss (on average -7.82%). Meanwhile we have presented 835 signals that resulted in a gain (on average +18.62%). On average the (closed) signals were outstanding for a period of 10.7 days. Of the current live signals, we have 12 long calls, 8 neutral calls and 23 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-07-21 00:00:00)
Latest daily return for the model portfolio: 0.14%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-07-21 00:00:00)
Latest daily return for the crypto model portfolio: -0.26%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-07-21 00:00:00)
Latest daily return for the traditional model portfolio: 0.24%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-07-20 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 Proof of stake (40.2), Netherlands (29.6), Investing (23.5) and Proof of work (21.8). Meanwhile the lowest (negative) sentiment was seen for War (-16.7), Biden (-13.6), Trump (-11.9) and Coronavirus (-11.4). 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 (@ 2021-07-20 23:41:00)
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 (38.0), Bitcoin SV (31.1), Crypto.com Coin (29.5) and Model Portfolio Crypto (28.7). Meanwhile the most negative sentiment could be seen for VIX volatility index (-29.6), Nikkei 225 (-29.6), S&P500 (-26.8) and Crude oil (-24.6). 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 (@ 2021-07-20 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 0.25 (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 0.78), and minimum correlation between any pair was -0.47 (3 weeks ago it was -0.12). A few randomly picked correlation pairs are: EOS - YFI: 0.76. AAVE - Algorand: 0.75. Stellar - Monero: 0.75. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-07-20 20:50:17)

S&P500  +1.52%
Crude oil  +1.06%
Euro Stoxx 50  +0.71%
Global High Yield  -0.01%
Gold  -0.13%
Euro  -0.17%
EM LC Bonds  -0.18%
Inv Grade Credit  -0.19%
Australian dollar  -0.19%
Japanese yen  -0.36%
EM Equity  -0.47%
US Treasury Bonds  -0.59%
Nikkei 225  -0.96%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-07-20 20:50:16)

Compound  +1.65%
FARM  +0.23%
Stellar  -1.10%
Ethereum  -2.12%
Bitcoin  -3.89%
Crypto.com Coin  -4.15%
Monero  -4.73%
Bitcoin SV  -4.97%
Bitcoin Cash  -5.00%
YFI  -5.13%
Polkadot  -5.13%
Solana  -5.53%
Ripple  -6.00%
Cosmos  -6.07%
Binance Coin  -6.27%
Litecoin  -6.29%
ChainLink  -6.34%
SUSHI  -6.40%
TRON  -6.73%
Cardano  -7.08%
EOS  -7.14%
AAVE  -7.26%
Tezos  -7.33%
VeChain  -7.50%
Algorand  -7.61%
ICON  -7.87%
Qtum  -8.15%
Uniswap  -8.21%
Filecoin  -8.44%
DASH  -10.09%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-20 20:45:28)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Euro (-74), Tezos (-58), US Treasury Bonds (-47) and Algorand (-28). Meanwhile the largest increases in search popularity were seen for Crypto.com Coin (36), Cardano (26), Australian dollar (12) and TRON (12). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-20 20:45:27)
The largest latest daily returns (in absolute or negative sense) were on DASH (-10.09%), followed by Filecoin (-8.44%), Uniswap (-8.21%), Qtum (-8.15%) and ICON (-7.87%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-20 20:45:25)
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 -33.34% (our signals delivered -7.83%). Second and third worst came from Filecoin and Polkadot which delivered -30.21% (vs 1.10% in our models) and -29.40% (vs 2.09% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-20 20:45:23)
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 DASH came in at 59.1% (a month ago it was 64.1% so it has been falling). Meanwhile, VaR for Ethereum came in at 40.9% (previously 68.5% meaning it has been falling). Finally, for Bitcoin SV we see VaR at 24.3% (which was 50.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-20 04:00:29)
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 (-0.04 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 (0.75 today vs. 0.38 a month ago), TRON - Ripple (0.90 today vs. 0.58 a month ago), Ripple - TRON (0.90 today vs. 0.58 a month ago) and FARM - Japanese yen (0.12 today vs. -0.19). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-20 04:00:25)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 45.74%. In our premium tier we have presented 955 signals that resulted in a loss (on average -7.77%). Meanwhile we have presented 821 signals that resulted in a gain (on average +18.79%). On average the (closed) signals were outstanding for a period of 10.7 days. Of the current live signals, we have 12 long calls, 7 neutral calls and 24 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-07-20 00:00:00)
Latest daily return for the model portfolio: -1.09%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-07-20 00:00:00)
Latest daily return for the crypto model portfolio: -1.40%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-07-20 00:00:00)
Latest daily return for the traditional model portfolio: -0.86%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).