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NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-07 00:00:00)
Latest daily return for the model portfolio: -0.04%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-07 00:00:00)
Latest daily return for the crypto model portfolio: -0.91%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-06 23:41:55)
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 Hollywood (21.3), Retail (20.6), environment (16.8) and Fixed income (15.9). Meanwhile the lowest (negative) sentiment was seen for War (-25.0), Gavin Wood (-16.5), Putin (-15.6) and Monetary policy (-14.4). 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 (@ 2022-03-06 23:41:54)
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 (66.3), EM LC Bonds (30.7), Japanese yen (17.4) and LSS Model Portfolio (17.0). Meanwhile the most negative sentiment could be seen for Crude oil (-39.6), S&P500 (-13.5), ChainLink (-9.2) and Japan government bond (-9.0). 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 (@ 2022-03-06 21:40:28)
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 0.09 which means correlations are rising). Maximum correlation between any pair was 0.69 (3 weeks ago it was 0.72), and minimum correlation between any pair was -0.47 (3 weeks ago it was -0.76). A few randomly picked correlation pairs are: Monero - Inv Grade Credit: 0.06. ICON - VeChain: 0.77. Model Portfolio Crypto - VeChain: 0.39. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-06 20:50:18)

TRON  -2.76%
Bitcoin  -2.80%
FARM  -3.12%
Binance Coin  -3.15%
Polkadot  -3.79%
Algorand  -3.91%
Litecoin  -4.28%
Stellar  -4.38%
EOS  -4.39%
Filecoin  -4.69%
Bitcoin SV  -4.80%
Bitcoin Cash  -4.82%
Ethereum  -4.88%
Crypto.com Coin  -4.90%
Ripple  -5.07%
ICON  -5.20%
DASH  -5.44%
Monero  -5.56%
Cardano  -5.78%
ChainLink  -6.33%
Qtum  -6.69%
VeChain  -7.06%
AAVE  -7.08%
Uniswap  -7.09%
Tezos  -7.28%
Solana  -7.64%
SUSHI  -7.69%
Compound  -8.82%
Cosmos  -9.80%
YFI  -10.76%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-06 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 (@ 2022-03-06 20:45:29)
The largest latest daily returns (in absolute or negative sense) were on YFI (-10.76%), followed by Cosmos (-9.80%), Compound (-8.82%), SUSHI (-7.69%) and Solana (-7.64%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-06 20:45:28)
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 (@ 2022-03-06 20:45:26)
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 Cosmos came in at 74.1% (a month ago it was 80.8% so it has been falling). Meanwhile, VaR for Stellar came in at 48.8% (previously 42.3% meaning it has been rising). Finally, for Binance Coin we see VaR at 46.7% (which was 45.2% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-06 04:00:51)
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 (-0.20 today vs. 0.22 a month ago), Japanese yen - Euro (0.03 today vs. 0.45 a month ago), Japanese yen - EM LC Bonds (-0.27 today vs. 0.09 a month ago) and Japanese yen - US Treasury Bonds (0.41 today vs. 0.74 a month ago). Meanwhile, increasing correlations were seen between Crypto.com Coin - Gold (0.43 today vs. -0.14 a month ago), Australian dollar - Gold (0.54 today vs. 0.08 a month ago), Nikkei 225 - Ethereum (0.52 today vs. 0.05 a month ago) and Litecoin - Nikkei 225 (0.49 today vs. 0.03). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-06 04:00:46)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.15%. In our premium tier we have presented 1963 signals that resulted in a loss (on average -6.64%). Meanwhile we have presented 1450 signals that resulted in a gain (on average +14.96%). On average the (closed) signals were outstanding for a period of 8.2 days. Of the current live signals, we have 12 long calls, 30 neutral calls and 1 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-06 00:00:00)
Latest daily return for the model portfolio: -0.18%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-06 00:00:00)
Latest daily return for the crypto model portfolio: -0.50%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-05 23:41:24)
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 Vitalik Buterin (35.8), environment (27.6), Investing (27.2) and Blockchain (21.6). Meanwhile the lowest (negative) sentiment was seen for War (-30.6), Russia (-19.6), Putin (-17.9) and China (-10.7). 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 (@ 2022-03-05 23:41:23)
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 (52.7), Bitcoin (27.2), EM LC Bonds (25.3) and Ethereum (20.4). Meanwhile the most negative sentiment could be seen for Crude oil (-24.2), VIX volatility index (-12.5), S&P500 dividend unadjusted (-5.9) and S&P500 (-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 (@ 2022-03-05 21:40:05)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.13 (3 weeks ago it was 0.09 which means correlations are rising). Maximum correlation between any pair was 0.63 (3 weeks ago it was 0.72), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.76). A few randomly picked correlation pairs are: Tezos - Litecoin: 0.63. LSS Model Portfolio - DASH: 0.51. Bitcoin - VeChain: 0.85. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-05 20:50:17)

Ripple  +6.20%
FARM  +6.14%
Monero  +5.88%
Litecoin  +4.68%
Qtum  +4.43%
Polkadot  +4.37%
Tezos  +4.29%
VeChain  +4.25%
Binance Coin  +4.08%
TRON  +4.04%
Crypto.com Coin  +3.90%
Cardano  +3.73%
Bitcoin SV  +3.35%
SUSHI  +3.31%
ChainLink  +3.15%
ICON  +3.08%
Filecoin  +2.79%
Stellar  +2.76%
Bitcoin Cash  +2.66%
Uniswap  +2.61%
EOS  +2.50%
YFI  +2.46%
Cosmos  +2.45%
Solana  +2.26%
Compound  +2.16%
Algorand  +2.12%
Ethereum  +2.09%
DASH  +1.85%
Bitcoin  +1.21%
AAVE  +1.01%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-05 20:50:17)

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 (@ 2022-03-05 20:45:26)
The largest latest daily returns (in absolute or negative sense) were on Ripple (6.20%), followed by FARM (6.14%), Monero (5.88%), Litecoin (4.68%) and Qtum (4.43%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-05 20:45:24)
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 (@ 2022-03-05 20:45:22)
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 57.1% (a month ago it was 56.0% so it has been rising). Meanwhile, VaR for Polkadot came in at 46.0% (previously 59.4% meaning it has been falling). Finally, for Stellar we see VaR at 48.3% (which was 45.1% meaning it has been rising). -Albert Ingles