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NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-21 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 (@ 2022-03-21 00:00:00)
Latest daily return for the crypto model portfolio: -1.66%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-20 23:43:05)
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 Social media (25.4), environment (22.8), Silver (19.2) and United States (18.3). Meanwhile the lowest (negative) sentiment was seen for War (-27.5), Charles Hoskinson (-16.1), Putin (-15.1) and ECB (-11.8). 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 (@ 2022-03-20 23:43:03)
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 ChainLink (38.3), Monero (33.5), EM LC Bonds (32.8) and S&P500 (22.9). Meanwhile the most negative sentiment could be seen for Bitcoin SV (-52.7), Crude oil (-25.5), Bitcoin Cash (-7.1) and Ripple (-3.5). 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 (@ 2022-03-20 21:40:07)
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 0.77 (3 weeks ago it was 0.62), and minimum correlation between any pair was -0.54 (3 weeks ago it was -0.59). A few randomly picked correlation pairs are: Crude oil - EM Equity: -0.33. Inv Grade Credit - AAVE: 0.24. Stellar - Uniswap: 0.73. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-20 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 (@ 2022-03-20 20:50:14)

FARM  +14.76%
DASH  +9.97%
Qtum  +6.20%
Bitcoin SV  +4.34%
Bitcoin Cash  +1.31%
Tezos  +1.22%
EOS  +0.45%
TRON  -0.63%
Stellar  -1.19%
Ripple  -1.41%
Bitcoin  -2.19%
Binance Coin  -2.27%
Filecoin  -2.38%
Cardano  -2.43%
Litecoin  -2.45%
VeChain  -2.65%
Monero  -2.75%
Cosmos  -2.97%
SUSHI  -3.00%
AAVE  -3.14%
Crypto.com Coin  -3.17%
Algorand  -3.23%
ChainLink  -3.27%
Ethereum  -3.32%
Polkadot  -3.42%
ICON  -3.52%
Solana  -3.61%
Compound  -3.67%
YFI  -3.72%
Uniswap  -4.53%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-20 20:45:28)
The largest latest daily returns (in absolute or negative sense) were on FARM (14.76%), followed by DASH (9.97%), Qtum (6.20%), Uniswap (-4.53%) and Bitcoin SV (4.34%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-20 20:45:26)
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 (@ 2022-03-20 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 ICON came in at 149.7% (a month ago it was 50.6% so it has been rising). Meanwhile, VaR for Filecoin came in at 43.5% (previously 47.5% meaning it has been falling). Finally, for Uniswap we see VaR at 52.2% (which was 52.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-20 04:01:03)
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. 0.35 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), Crypto.com Coin - Global High Yield (0.40 today vs. -0.31 a month ago), US Treasury Bonds - EM Equity (0.46 today vs. -0.22 a month ago) and Global High Yield - SUSHI (0.63 today vs. -0.05). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-20 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 42.37%. In our premium tier we have presented 2033 signals that resulted in a loss (on average -6.53%). Meanwhile we have presented 1511 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 18 long calls, 21 neutral calls and 4 short calls. -Albert Ingles

NEW SIGNAL (@ 2022-03-20 00:00:00)
New signal for Ethereum: *LONG*. Current bottom of the daily Bollinger bands sits at $2392.11 and you could use this as a stop loss level. Top of the daily Bollinger bands is at $3035.93 which you could use as a take profit target. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-20 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 (@ 2022-03-20 00:00:00)
Latest daily return for the crypto model portfolio: 1.12%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-19 23:41:26)
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 (24.2), Blockchain (23.4), Investing (19.8) and peace (18.8). Meanwhile the lowest (negative) sentiment was seen for Merkel (-34.6), War (-27.8), Putin (-13.1) and Russia (-12.6). 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 (@ 2022-03-19 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 VeChain (52.2), ChainLink (39.3), EM LC Bonds (38.2) and Inv Grade Credit (34.4). Meanwhile the most negative sentiment could be seen for Crude oil (-20.9), Bitcoin SV (-5.1), Japanese yen (-3.3) and Euro (0.4). 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 (@ 2022-03-19 21:40:40)
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 0.77 (3 weeks ago it was 0.62), and minimum correlation between any pair was -0.54 (3 weeks ago it was -0.59). A few randomly picked correlation pairs are: Tezos - Ethereum: 0.79. Monero - Crypto.com Coin: 0.58. LSS Model Portfolio - Monero: 0.43. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-19 20:50:16)

FARM  +12.64%
Bitcoin Cash  +6.28%
Cardano  +5.21%
Qtum  +5.05%
Litecoin  +4.87%
ICON  +4.37%
DASH  +3.93%
Stellar  +3.33%
EOS  +3.27%
Tezos  +3.14%
Crypto.com Coin  +2.83%
VeChain  +2.77%
Ripple  +2.16%
Filecoin  +2.15%
Bitcoin SV  +1.61%
Polkadot  +1.31%
Monero  +1.29%
Bitcoin  +0.77%
Solana  +0.57%
Algorand  +0.32%
Binance Coin  +0.23%
TRON  +0.18%
SUSHI  +0.00%
YFI  -0.12%
Ethereum  -0.20%
Uniswap  -0.61%
Cosmos  -0.62%
ChainLink  -0.66%
Compound  -1.20%
AAVE  -3.61%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-19 20:50:16)

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 (@ 2022-03-19 20:45:28)
The largest latest daily returns (in absolute or negative sense) were on FARM (12.64%), followed by Bitcoin Cash (6.28%), Cardano (5.21%), Qtum (5.05%) and Litecoin (4.87%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-19 20:45:26)
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 (@ 2022-03-19 20:45:24)
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 SV came in at 42.5% (a month ago it was 28.6% so it has been rising). Meanwhile, VaR for Bitcoin Cash came in at 50.3% (previously 36.2% meaning it has been rising). Finally, for Filecoin we see VaR at 43.1% (which was 45.7% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-19 04:00:59)
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. 0.35 a month ago), EM Equity - Crude oil (-0.33 today vs. 0.35 a month ago), Crude oil - Crypto.com Coin (-0.47 today vs. 0.20 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. -0.42 a month ago), Crypto.com Coin - Global High Yield (0.40 today vs. -0.31 a month ago), US Treasury Bonds - EM Equity (0.46 today vs. -0.22 a month ago) and Global High Yield - SUSHI (0.63 today vs. -0.05). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-19 04:00:54)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.28%. In our premium tier we have presented 2030 signals that resulted in a loss (on average -6.55%). Meanwhile we have presented 1504 signals that resulted in a gain (on average +14.62%). On average the (closed) signals were outstanding for a period of 8.0 days. Of the current live signals, we have 18 long calls, 24 neutral calls and 1 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-19 00:00:00)
Latest daily return for the model portfolio: -0.02%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-19 00:00:00)
Latest daily return for the crypto model portfolio: 0.61%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).