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NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-16 00:00:00)
Latest daily return for the model portfolio: 0.22%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-16 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 (@ 2022-03-15 23:41:50)
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 Blockchain (47.8), Investing (34.2), Vitalik Buterin (30.0) and Proof of stake (27.7). Meanwhile the lowest (negative) sentiment was seen for War (-25.1), Putin (-22.0), Merkel (-19.6) and Russia (-19.4). 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 (@ 2022-03-15 23:41:48)
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 Global High Yield (44.9), EM LC Bonds (31.5), Inv Grade Credit (31.0) and Bitcoin (26.3). Meanwhile the most negative sentiment could be seen for Australian dollar (-19.4), Crude oil (-18.0), Japanese yen (-11.2) and Ripple (-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 (@ 2022-03-15 21:40:14)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.14 (3 weeks ago it was 0.07 which means correlations are rising). Maximum correlation between any pair was 0.81 (3 weeks ago it was 0.71), and minimum correlation between any pair was -0.48 (3 weeks ago it was -0.80). A few randomly picked correlation pairs are: Gold - Model Portfolio Crypto: 0.40. Tezos - Crypto.com Coin: 0.67. EM LC Bonds - Model Portfolio Traditional: -0.22. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-15 20:50:16)

AAVE  +2.86%
Compound  +2.73%
Solana  +2.53%
Uniswap  +1.88%
ChainLink  +1.71%
Algorand  +1.70%
SUSHI  +1.39%
Litecoin  +1.37%
Stellar  +1.26%
Crypto.com Coin  +1.12%
Ethereum  +1.04%
Polkadot  +0.62%
TRON  +0.58%
FARM  +0.54%
EOS  +0.51%
Cosmos  +0.37%
YFI  +0.15%
Bitcoin Cash  +0.03%
VeChain  -0.04%
Qtum  -0.17%
Bitcoin SV  -0.26%
Monero  -0.27%
Cardano  -0.31%
Binance Coin  -0.57%
Tezos  -0.67%
Bitcoin  -0.73%
Ripple  -0.97%
DASH  -1.91%
ICON  -2.17%
Filecoin  -4.01%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-15 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 (@ 2022-03-15 20:45:27)
The largest latest daily returns (in absolute or negative sense) were on Filecoin (-4.01%), followed by AAVE (2.86%), Compound (2.73%), Solana (2.53%) and ICON (-2.17%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-15 20:45:25)
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 (@ 2022-03-15 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 Uniswap came in at 51.3% (a month ago it was 62.5% so it has been falling). Meanwhile, VaR for Crypto.com Coin came in at 48.4% (previously 60.9% meaning it has been falling). Finally, for FARM we see VaR at 36.6% (which was 90.3% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-15 04:00:47)
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 - Crypto.com Coin (-0.34 today vs. 0.19 a month ago), Bitcoin SV - Crude oil (-0.33 today vs. 0.13 a month ago), EM LC Bonds - ChainLink (-0.28 today vs. 0.17 a month ago) and Japanese yen - US Treasury Bonds (0.30 today vs. 0.72 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - EM Equity (0.44 today vs. -0.23 a month ago), Australian dollar - US Treasury Bonds (0.24 today vs. -0.41 a month ago), Crude oil - Japanese yen (-0.11 today vs. -0.76 a month ago) and Crypto.com Coin - Gold (0.43 today vs. -0.18). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-15 04:00:43)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.04%. In our premium tier we have presented 2018 signals that resulted in a loss (on average -6.58%). Meanwhile we have presented 1483 signals that resulted in a gain (on average +14.70%). On average the (closed) signals were outstanding for a period of 8.1 days. Of the current live signals, we have 14 long calls, 27 neutral calls and 3 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-15 00:00:00)
Latest daily return for the model portfolio: -0.13%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-15 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 (@ 2022-03-14 23:42:03)
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 Blockchain (59.1), Proof of stake (38.1), BOJ (34.7) and Future (26.3). Meanwhile the lowest (negative) sentiment was seen for War (-25.9), Russia (-18.8), Biden (-18.3) and Geopolitics (-14.7). 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 (@ 2022-03-14 23:42:02)
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 (55.6), EM LC Bonds (23.1), Bitcoin (23.0) and Stellar (20.2). Meanwhile the most negative sentiment could be seen for Crude oil (-22.0), Australian dollar (-6.1), Monero (-1.1) and Euro Stoxx 50 (-1.1). 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 (@ 2022-03-14 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 0.12 (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 0.72), and minimum correlation between any pair was -0.51 (3 weeks ago it was -0.77). A few randomly picked correlation pairs are: Cardano - Model Portfolio Crypto: 0.47. VeChain - Ripple: 0.78. Cosmos - Uniswap: 0.52. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-14 20:50:15)

ChainLink  +6.06%
Monero  +4.85%
ICON  +4.73%
Bitcoin  +4.67%
DASH  +4.47%
Algorand  +4.06%
Litecoin  +3.74%
EOS  +3.68%
Uniswap  +3.41%
Bitcoin Cash  +3.41%
AAVE  +3.40%
SUSHI  +3.23%
Tezos  +3.10%
Polkadot  +3.09%
Binance Coin  +3.06%
Stellar  +2.83%
Ethereum  +2.80%
Solana  +2.78%
Qtum  +2.50%
Cosmos  +2.41%
Compound  +2.32%
YFI  +2.31%
VeChain  +2.23%
Ripple  +2.16%
Cardano  +1.72%
TRON  +1.17%
Crypto.com Coin  +1.01%
Bitcoin SV  +1.00%
Filecoin  +0.93%
FARM  -0.05%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-14 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 DATA INSIGHT (@ 2022-03-14 20:45:25)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (6.06%), followed by Monero (4.85%), ICON (4.73%), Bitcoin (4.67%) and DASH (4.47%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-14 20:45:23)
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 (@ 2022-03-14 20:45:21)
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 52.4% (a month ago it was 47.6% so it has been rising). Meanwhile, VaR for YFI came in at 58.1% (previously 64.5% meaning it has been falling). Finally, for Bitcoin we see VaR at 52.1% (which was 43.7% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-14 04:00:46)
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 Japanese yen - US Treasury Bonds (0.30 today vs. 0.72 a month ago), Japanese yen - Euro (0.00 today vs. 0.40 a month ago), S&P500 - Crude oil (0.27 today vs. 0.63 a month ago) and Gold - Japanese yen (0.06 today vs. 0.41 a month ago). Meanwhile, increasing correlations were seen between Crypto.com Coin - Gold (0.51 today vs. -0.18 a month ago), US Treasury Bonds - EM Equity (0.44 today vs. -0.23 a month ago), Crude oil - Japanese yen (-0.10 today vs. -0.76 a month ago) and Tezos - Euro Stoxx 50 (0.67 today vs. 0.01). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-14 04:00:42)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.08%. In our premium tier we have presented 2015 signals that resulted in a loss (on average -6.59%). Meanwhile we have presented 1478 signals that resulted in a gain (on average +14.75%). On average the (closed) signals were outstanding for a period of 8.1 days. Of the current live signals, we have 14 long calls, 16 neutral calls and 13 short calls. -Albert Ingles