LongShortSignal Feed

Show all Views Quick Views Signals Returns Data Charts
From:
To:

NEW DATA INSIGHT (@ 2022-03-30 04:01:02)
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 Crude oil - Global High Yield (-0.60 today vs. 0.41 a month ago), Stellar - US Treasury Bonds (-0.74 today vs. 0.14 a month ago), US Treasury Bonds - VeChain (-0.64 today vs. 0.20 a month ago) and VeChain - US Treasury Bonds (-0.64 today vs. 0.20 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.60 today vs. -0.31 a month ago), Global High Yield - SUSHI (0.69 today vs. -0.15 a month ago), Inv Grade Credit - Global High Yield (0.96 today vs. 0.18 a month ago) and Ripple - Global High Yield (0.56 today vs. -0.21). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-30 04:00:58)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.89%. In our premium tier we have presented 2042 signals that resulted in a loss (on average -6.51%). Meanwhile we have presented 1545 signals that resulted in a gain (on average +14.63%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 27 long calls, 15 neutral calls and 1 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-30 00:00:00)
Latest daily return for the model portfolio: 0.09%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-30 00:00:00)
Latest daily return for the crypto model portfolio: 0.19%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-29 23:41:57)
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 environment (35.2), Investing (28.7), Shopping (19.8) and Future (19.0). Meanwhile the lowest (negative) sentiment was seen for War (-33.1), Gavin Wood (-20.0), Putin (-15.6) and Russia (-10.3). 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 (@ 2022-03-29 23:41:55)
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 EM LC Bonds (45.9), Nikkei 225 (37.7), ChainLink (29.9) and Inv Grade Credit (28.7). Meanwhile the most negative sentiment could be seen for Crude oil (-19.0), Japanese yen (-4.3), Bitcoin Cash (-2.9) and Monero (-0.5). 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 (@ 2022-03-29 21:39:11)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.04 (3 weeks ago it was 0.12 which means correlations are falling). Maximum correlation between any pair was 0.96 (3 weeks ago it was 0.76), and minimum correlation between any pair was -0.85 (3 weeks ago it was -0.47). A few randomly picked correlation pairs are: Inv Grade Credit - Monero: 0.38. Nikkei 225 - EOS: 0.71. SUSHI - Algorand: 0.76. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-29 20:50:22)

AAVE  +27.96%
Compound  +18.84%
SUSHI  +9.11%
YFI  +3.83%
Filecoin  +3.75%
Solana  +2.49%
Monero  +2.47%
Bitcoin SV  +2.02%
Uniswap  +1.73%
ChainLink  +1.26%
Ethereum  +0.86%
DASH  +0.81%
Tezos  +0.80%
Polkadot  +0.77%
ICON  +0.57%
Cosmos  +0.54%
Litecoin  +0.40%
Qtum  +0.24%
Bitcoin Cash  +0.18%
Cardano  +0.00%
Binance Coin  -0.08%
Bitcoin  -0.12%
Algorand  -0.32%
FARM  -0.41%
Stellar  -0.42%
EOS  -0.69%
Crypto.com Coin  -0.89%
VeChain  -0.92%
TRON  -1.24%
Ripple  -1.92%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-29 20:50:22)

Crude oil  +1.47%
Japanese yen  +0.23%
S&P500  -0.09%
Global High Yield  -0.10%
Inv Grade Credit  -0.11%
Euro  -0.16%
US Treasury Bonds  -0.28%
EM Equity  -0.46%
EM LC Bonds  -0.49%
Australian dollar  -0.82%
Gold  -1.06%
Euro Stoxx 50  -1.53%
Nikkei 225  -2.88%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-29 20:45:29)
The largest latest daily returns (in absolute or negative sense) were on AAVE (27.96%), followed by Compound (18.84%), SUSHI (9.11%), YFI (3.83%) and Filecoin (3.75%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-29 20:45:27)
The latest performance calculations have been updated. Month-to-date performance on Filecoin was the highest at 310.97% (our signals delivered 276.96%). Second and third highest came from VeChain and ICON which delivered 119.48% (vs 68.63% in our models) and 86.93% (vs -0.45% in our models) respectively. On the negative side, the lowest returns came from Algorand with a return of -56.17% (our signals delivered -4.79%). Second and third worst came from Crude oil and ChainLink which delivered -54.99% (vs 90.69% in our models) and -48.86% (vs -27.21% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-29 20:45:25)
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 Uniswap came in at 40.9% (a month ago it was 51.4% so it has been falling). Meanwhile, VaR for Tezos came in at 32.8% (previously 56.1% meaning it has been falling). Finally, for Ethereum we see VaR at 29.2% (which was 47.2% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-29 04:01:05)
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 EM LC Bonds - S&P500 (-0.74 today vs. 0.10 a month ago), Uniswap - US Treasury Bonds (-0.64 today vs. 0.14 a month ago), Australian dollar - S&P500 (-0.16 today vs. 0.59 a month ago) and ICON - EM Equity (-0.54 today vs. 0.19 a month ago). Meanwhile, increasing correlations were seen between Global High Yield - SUSHI (0.63 today vs. -0.15 a month ago), Australian dollar - US Treasury Bonds (0.45 today vs. -0.31 a month ago), Tezos - Euro Stoxx 50 (0.72 today vs. 0.02 a month ago) and YFI - EM Equity (0.68 today vs. 0.04). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-29 04:01:00)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.90%. In our premium tier we have presented 2041 signals that resulted in a loss (on average -6.51%). Meanwhile we have presented 1544 signals that resulted in a gain (on average +14.59%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 25 long calls, 16 neutral calls and 2 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-29 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 (@ 2022-03-29 00:00:00)
Latest daily return for the crypto model portfolio: 0.05%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-28 23:42:49)
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 (34.9), Proof of stake (30.9), environment (28.6) and Retail (24.7). Meanwhile the lowest (negative) sentiment was seen for War (-22.3), Trump (-19.2), Putin (-18.3) and Russia (-15.6). 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 (@ 2022-03-28 23:42:46)
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 S&P500 (79.6), EM LC Bonds (36.2), ChainLink (26.7) and EM Equity (22.9). Meanwhile the most negative sentiment could be seen for Crude oil (-32.0), VIX volatility index (-4.9), Australian government bond (-4.9) and Euro Stoxx 50 (-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 (@ 2022-03-28 21:39:34)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.05 (3 weeks ago it was 0.12 which means correlations are falling). Maximum correlation between any pair was 0.90 (3 weeks ago it was 0.77), and minimum correlation between any pair was -0.85 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: ChainLink - Uniswap: 0.66. Ripple - Australian dollar: -0.15. Australian dollar - Tezos: 0.29. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-28 20:50:19)

Crude oil  +1.47%
Japanese yen  +0.23%
S&P500  -0.09%
Global High Yield  -0.10%
Inv Grade Credit  -0.11%
Euro  -0.16%
US Treasury Bonds  -0.28%
EM Equity  -0.46%
EM LC Bonds  -0.49%
Australian dollar  -0.82%
Gold  -1.06%
Euro Stoxx 50  -1.53%
Nikkei 225  -2.88%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-28 20:50:18)

EOS  +9.43%
Filecoin  +5.73%
Ethereum  +2.43%
Ripple  +1.86%
Stellar  +1.81%
AAVE  +1.67%
TRON  +1.59%
Solana  +1.54%
Bitcoin  +1.45%
Binance Coin  +0.97%
Cardano  +0.85%
Monero  +0.79%
YFI  +0.66%
ICON  +0.63%
FARM  +0.45%
Bitcoin SV  +0.38%
Crypto.com Coin  -0.30%
Litecoin  -0.36%
ChainLink  -0.60%
Polkadot  -0.85%
Qtum  -1.07%
Compound  -1.33%
Bitcoin Cash  -1.46%
Cosmos  -1.75%
SUSHI  -2.04%
DASH  -2.33%
Tezos  -2.34%
Uniswap  -2.57%
Algorand  -2.91%
VeChain  -6.75%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-28 20:45:32)
The largest latest daily returns (in absolute or negative sense) were on EOS (9.43%), followed by VeChain (-6.75%), Filecoin (5.73%), Algorand (-2.91%) and Uniswap (-2.57%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-28 20:45:30)
The latest performance calculations have been updated. Month-to-date performance on Filecoin was the highest at 310.97% (our signals delivered 276.96%). Second and third highest came from VeChain and ICON which delivered 119.48% (vs 68.63% in our models) and 86.93% (vs -0.45% in our models) respectively. On the negative side, the lowest returns came from Algorand with a return of -56.17% (our signals delivered -4.79%). Second and third worst came from Crude oil and ChainLink which delivered -54.99% (vs 90.69% in our models) and -48.86% (vs -27.21% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-28 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 Crypto.com Coin came in at 31.8% (a month ago it was 52.9% so it has been falling). Meanwhile, VaR for Algorand came in at 38.0% (previously 45.6% meaning it has been falling). Finally, for Bitcoin we see VaR at 33.4% (which was 40.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-28 04:01:02)
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 Crude oil - EM Equity (-0.72 today vs. 0.41 a month ago), EM LC Bonds - S&P500 (-0.71 today vs. 0.18 a month ago), Crude oil - Euro Stoxx 50 (-0.20 today vs. 0.64 a month ago) and Australian dollar - S&P500 (-0.16 today vs. 0.63 a month ago). Meanwhile, increasing correlations were seen between Global High Yield - SUSHI (0.73 today vs. -0.15 a month ago), Australian dollar - US Treasury Bonds (0.44 today vs. -0.41 a month ago), US Treasury Bonds - EM Equity (0.48 today vs. -0.26 a month ago) and Euro Stoxx 50 - Tezos (0.72 today vs. -0.01). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-28 04:00:57)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.84%. In our premium tier we have presented 2040 signals that resulted in a loss (on average -6.52%). Meanwhile we have presented 1541 signals that resulted in a gain (on average +14.61%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 26 long calls, 16 neutral calls and 1 short calls. -Albert Ingles

NEW SIGNAL (@ 2022-03-28 00:00:00)
New signal for Ethereum: *NEUTRAL*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-28 00:00:00)
Latest daily return for the model portfolio: 0.11%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-28 00:00:00)
Latest daily return for the crypto model portfolio: 3.57%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-27 23:41:25)
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 Charles Hoskinson (37.1), ECB (33.3), environment (33.0) and Proof of stake (25.7). Meanwhile the lowest (negative) sentiment was seen for War (-26.5), Gavin Wood (-20.1), Deficit (-15.2) and Putin (-13.7). 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 (@ 2022-03-27 23:41:24)
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 Inv Grade Credit (55.2), EM LC Bonds (37.4), EM Equity (28.8) and Bitcoin (26.8). Meanwhile the most negative sentiment could be seen for Australian dollar (-27.8), Crude oil (-16.3), S&P500 (-10.4) and Australian government bond (-3.6). 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 (@ 2022-03-27 21:39:46)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.06 (3 weeks ago it was 0.14 which means correlations are falling). Maximum correlation between any pair was 0.90 (3 weeks ago it was 0.69), and minimum correlation between any pair was -0.72 (3 weeks ago it was -0.47). A few randomly picked correlation pairs are: Bitcoin - Global High Yield: 0.17. Binance Coin - Litecoin: 0.82. Model Portfolio Crypto - Japanese yen: -0.22. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-27 20:50:20)

Filecoin  +23.54%
VeChain  +16.06%
SUSHI  +8.29%
Polkadot  +7.09%
Uniswap  +6.61%
ICON  +6.52%
Stellar  +5.96%
Bitcoin SV  +5.83%
Crypto.com Coin  +5.70%
ChainLink  +5.69%
EOS  +5.58%
Cosmos  +5.49%
Bitcoin  +4.83%
YFI  +4.64%
Tezos  +4.34%
Monero  +4.29%
Solana  +4.28%
Ethereum  +4.27%
Algorand  +3.97%
TRON  +3.87%
Bitcoin Cash  +3.85%
Compound  +3.56%
DASH  +3.47%
Litecoin  +3.19%
Binance Coin  +3.06%
Ripple  +2.69%
Qtum  +2.68%
AAVE  +2.64%
Cardano  +2.63%
FARM  -1.56%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-27 20:50:20)

Crude oil  +1.47%
Japanese yen  +0.23%
S&P500  -0.09%
Global High Yield  -0.10%
Inv Grade Credit  -0.11%
Euro  -0.16%
US Treasury Bonds  -0.28%
EM Equity  -0.46%
EM LC Bonds  -0.49%
Australian dollar  -0.82%
Gold  -1.06%
Euro Stoxx 50  -1.53%
Nikkei 225  -2.88%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-27 20:45:36)
The largest latest daily returns (in absolute or negative sense) were on Filecoin (23.54%), followed by VeChain (16.06%), SUSHI (8.29%), Polkadot (7.09%) and Uniswap (6.61%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-27 20:45:35)
The latest performance calculations have been updated. Month-to-date performance on Filecoin was the highest at 310.97% (our signals delivered 276.96%). Second and third highest came from VeChain and ICON which delivered 119.48% (vs 68.63% in our models) and 86.93% (vs -0.45% in our models) respectively. On the negative side, the lowest returns came from Algorand with a return of -56.17% (our signals delivered -4.79%). Second and third worst came from Crude oil and ChainLink which delivered -54.99% (vs 90.69% in our models) and -48.86% (vs -27.21% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-27 20:45:33)
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 49.1% (a month ago it was 43.2% so it has been rising). Meanwhile, VaR for YFI came in at 42.8% (previously 49.3% meaning it has been falling). Finally, for Cosmos we see VaR at 43.4% (which was 55.6% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-27 04:00:57)
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 Crude oil - EM Equity (-0.72 today vs. 0.41 a month ago), Crude oil - Euro Stoxx 50 (-0.20 today vs. 0.63 a month ago), Crude oil - Crypto.com Coin (-0.62 today vs. 0.17 a month ago) and Japanese yen - US Treasury Bonds (-0.04 today vs. 0.72 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.48 today vs. -0.41 a month ago), Global High Yield - SUSHI (0.72 today vs. -0.11 a month ago), Tezos - Euro Stoxx 50 (0.75 today vs. -0.02 a month ago) and US Treasury Bonds - EM Equity (0.48 today vs. -0.26). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-27 04:00:53)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.78%. In our premium tier we have presented 2040 signals that resulted in a loss (on average -6.52%). Meanwhile we have presented 1537 signals that resulted in a gain (on average +14.54%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 24 long calls, 18 neutral calls and 1 short calls. -Albert Ingles