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NEW DATA INSIGHT (@ 2022-03-23 21:40:53)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.07 (3 weeks ago it was 0.12 which means correlations are falling). Maximum correlation between any pair was 0.78 (3 weeks ago it was 0.64), and minimum correlation between any pair was -0.70 (3 weeks ago it was -0.51). A few randomly picked correlation pairs are: Crude oil - Litecoin: -0.65. Nikkei 225 - Uniswap: 0.33. SUSHI - Binance Coin: 0.74. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-23 20:50:18)

Cardano  +10.01%
SUSHI  +5.75%
ICON  +5.52%
Filecoin  +5.01%
Solana  +4.81%
Crypto.com Coin  +4.39%
VeChain  +3.91%
Tezos  +3.88%
Polkadot  +3.65%
Ethereum  +2.89%
ChainLink  +2.78%
Uniswap  +2.65%
Compound  +2.05%
Algorand  +1.95%
AAVE  +1.80%
Monero  +1.44%
Bitcoin  +1.39%
Binance Coin  +1.28%
YFI  +1.06%
Cosmos  +1.04%
Stellar  +0.02%
Ripple  -0.38%
FARM  -0.65%
Litecoin  -1.14%
Qtum  -1.14%
Bitcoin SV  -2.30%
EOS  -2.72%
DASH  -3.14%
Bitcoin Cash  -4.68%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-23 20:50:18)

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 (@ 2022-03-23 20:45:46)
The largest latest daily returns (in absolute or negative sense) were on Cardano (10.01%), followed by SUSHI (5.75%), ICON (5.52%), Filecoin (5.01%) and Solana (4.81%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-23 20:45:44)
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 (@ 2022-03-23 20:45:43)
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 Filecoin came in at 34.5% (a month ago it was 54.9% so it has been falling). Meanwhile, VaR for Tezos came in at 43.6% (previously 54.8% meaning it has been falling). Finally, for Bitcoin SV we see VaR at 41.4% (which was 33.7% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-23 04:01:08)
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 (-0.49 today vs. 0.37 a month ago), Crude oil - Crypto.com Coin (-0.59 today vs. 0.14 a month ago), Japanese yen - US Treasury Bonds (0.01 today vs. 0.72 a month ago) and Gold - Japanese yen (-0.30 today vs. 0.38 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.38 today vs. -0.40 a month ago), Global High Yield - SUSHI (0.70 today vs. -0.06 a month ago), Binance Coin - Global High Yield (0.52 today vs. -0.16 a month ago) and Tezos - Euro Stoxx 50 (0.65 today vs. 0.00). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-23 04:01:03)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.56%. In our premium tier we have presented 2040 signals that resulted in a loss (on average -6.52%). Meanwhile we have presented 1525 signals that resulted in a gain (on average +14.56%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 22 long calls, 20 neutral calls and 1 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-23 00:00:00)
Latest daily return for the model portfolio: 0.06%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-23 00:00:00)
Latest daily return for the crypto model portfolio: 2.93%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-22 23:41:52)
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 (22.8), Retail (20.5), BOJ (20.2) and Technology (17.6). Meanwhile the lowest (negative) sentiment was seen for War (-31.8), volatility (-28.0), Putin (-21.1) and ECB (-18.4). 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 (@ 2022-03-22 23:41:50)
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 (31.3), EM LC Bonds (28.1), EM Equity (24.3) and Japanese yen (24.1). Meanwhile the most negative sentiment could be seen for Crude oil (-27.0), Australian government bond (-1.4), S&P500 (-1.3) and Bitcoin SV (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 (@ 2022-03-22 21:39:43)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.10 (3 weeks ago it was 0.11 which means correlations are falling). Maximum correlation between any pair was 0.79 (3 weeks ago it was 0.60), and minimum correlation between any pair was -0.64 (3 weeks ago it was -0.51). A few randomly picked correlation pairs are: EOS - Solana: 0.80. EM Equity - Monero: 0.51. Australian dollar - Cardano: -0.09. -Albert Ingles

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

Qtum  +15.54%
Bitcoin Cash  +13.55%
Cardano  +9.45%
Bitcoin SV  +9.18%
EOS  +8.90%
Polkadot  +8.28%
DASH  +7.53%
Litecoin  +7.12%
VeChain  +6.52%
Uniswap  +5.48%
SUSHI  +4.82%
Tezos  +3.72%
Bitcoin  +3.54%
Filecoin  +3.26%
Crypto.com Coin  +3.24%
Stellar  +3.18%
TRON  +3.02%
Ethereum  +2.76%
ChainLink  +2.66%
Solana  +2.55%
Binance Coin  +2.52%
Monero  +2.25%
ICON  +2.13%
Algorand  +1.56%
Compound  +1.25%
YFI  +1.01%
Cosmos  +0.65%
Ripple  +0.43%
AAVE  -0.32%
FARM  -0.67%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-22 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 (@ 2022-03-22 20:45:35)
The largest latest daily returns (in absolute or negative sense) were on Qtum (15.54%), followed by Bitcoin Cash (13.55%), Cardano (9.45%), Bitcoin SV (9.18%) and EOS (8.90%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-22 20:45:33)
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 (@ 2022-03-22 20:45:31)
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 Stellar came in at 43.0% (a month ago it was 48.4% so it has been falling). Meanwhile, VaR for Bitcoin Cash came in at 43.9% (previously 41.0% meaning it has been rising). Finally, for SUSHI we see VaR at 47.3% (which was 51.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-22 04:01:01)
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 (-0.43 today vs. 0.37 a month ago), Japanese yen - US Treasury Bonds (0.05 today vs. 0.72 a month ago), Bitcoin SV - Crude oil (-0.54 today vs. 0.08 a month ago) and Crude oil - Crypto.com Coin (-0.48 today vs. 0.14 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.43 today vs. -0.40 a month ago), Global High Yield - SUSHI (0.64 today vs. -0.06 a month ago), Crypto.com Coin - Global High Yield (0.39 today vs. -0.31 a month ago) and Global High Yield - Bitcoin Cash (0.51 today vs. -0.19). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-22 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 42.38%. In our premium tier we have presented 2044 signals that resulted in a loss (on average -6.51%). Meanwhile we have presented 1516 signals that resulted in a gain (on average +14.57%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 19 long calls, 20 neutral calls and 4 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-22 00:00:00)
Latest daily return for the model portfolio: -0.17%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-22 00:00:00)
Latest daily return for the crypto model portfolio: -0.08%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-21 23:42:00)
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 Industry (48.2), Gavin Wood (36.5), BOJ (35.7) and Blockchain (27.0). Meanwhile the lowest (negative) sentiment was seen for War (-28.3), Russia (-21.7), Putin (-19.3) and Biden (-15.0). 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 (@ 2022-03-21 23:41:59)
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 Australian dollar (42.8), Inv Grade Credit (39.0), EM LC Bonds (31.1) and S&P500 dividend unadjusted (28.8). Meanwhile the most negative sentiment could be seen for Crude oil (-21.7), Nikkei 225 (0.0), Bitcoin SV (0.0) and Australian government bond (0.9). 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

NEW DATA INSIGHT (@ 2022-03-21 21:39:28)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.16 (3 weeks ago it was 0.09 which means correlations are rising). Maximum correlation between any pair was 0.81 (3 weeks ago it was 0.62), and minimum correlation between any pair was -0.58 (3 weeks ago it was -0.59). A few randomly picked correlation pairs are: Euro - AAVE: 0.11. Australian dollar - Japanese yen: -0.46. FARM - Uniswap: 0.24. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-21 20:50:15)

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 (@ 2022-03-21 20:50:14)

DASH  +9.52%
Algorand  +9.26%
EOS  +6.31%
Ripple  +4.43%
ChainLink  +3.79%
Cardano  +3.77%
SUSHI  +2.79%
Stellar  +2.43%
Bitcoin Cash  +1.83%
VeChain  +1.64%
Binance Coin  +1.52%
AAVE  +1.49%
Ethereum  +1.39%
YFI  +1.15%
Litecoin  +0.89%
Filecoin  +0.79%
Polkadot  +0.27%
Uniswap  +0.22%
TRON  +0.21%
Cosmos  +0.11%
Solana  -0.07%
Crypto.com Coin  -0.11%
Qtum  -0.44%
Bitcoin  -0.74%
Monero  -1.15%
Compound  -1.35%
ICON  -1.60%
Bitcoin SV  -1.91%
Tezos  -2.71%
FARM  -8.20%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-21 20:45:32)
The largest latest daily returns (in absolute or negative sense) were on DASH (9.52%), followed by Algorand (9.26%), FARM (-8.20%), EOS (6.31%) and Ripple (4.43%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-21 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 (@ 2022-03-21 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 Stellar came in at 49.6% (a month ago it was 44.2% so it has been rising). Meanwhile, VaR for ICON came in at 149.3% (previously 50.6% meaning it has been rising). Finally, for TRON we see VaR at 25.8% (which was 30.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-21 04:00:58)
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 (-0.33 today vs. 0.37 a month ago), Bitcoin SV - Crude oil (-0.55 today vs. 0.12 a month ago), Crude oil - Crypto.com Coin (-0.47 today vs. 0.17 a month ago) and Japanese yen - US Treasury Bonds (0.12 today vs. 0.73 a month ago). Meanwhile, increasing correlations were seen between Australian dollar - US Treasury Bonds (0.36 today vs. -0.41 a month ago), Inv Grade Credit - Crypto.com Coin (0.40 today vs. -0.31 a month ago), Crypto.com Coin - Global High Yield (0.40 today vs. -0.30 a month ago) and US Treasury Bonds - EM Equity (0.46 today vs. -0.22). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-21 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 42.33%. In our premium tier we have presented 2042 signals that resulted in a loss (on average -6.52%). Meanwhile we have presented 1512 signals that resulted in a gain (on average +14.60%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 16 long calls, 21 neutral calls and 6 short calls. -Albert Ingles