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NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-20 00:00:00)
Latest daily return for the crypto model portfolio: 1.02%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-19 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 0.25 (3 weeks ago it was 0.22 which means correlations are rising). Maximum correlation between any pair was 0.67 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.32 (3 weeks ago it was -0.46). A few randomly picked correlation pairs are: Model Portfolio Traditional - EM LC Bonds: 0.46. Monero - Compound: 0.70. VeChain - Euro Stoxx 50: 0.09. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-19 20:50:16)

S&P500  +0.34%
Euro  +0.07%
Global High Yield  -0.02%
EM Equity  -0.05%
Japanese yen  -0.09%
Inv Grade Credit  -0.09%
Australian dollar  -0.13%
Nikkei 225  -0.15%
Gold  -0.16%
US Treasury Bonds  -0.53%
EM LC Bonds  -0.61%
Crude oil  -0.62%
Euro Stoxx 50  -0.75%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-19 20:50:15)

Cosmos  +9.04%
Bitcoin  +3.02%
Ethereum  +2.96%
DASH  +2.73%
AAVE  +2.61%
TRON  +2.03%
YFI  +1.84%
Tezos  +1.51%
ICON  +1.47%
Litecoin  +1.01%
Bitcoin SV  +0.91%
Uniswap  +0.77%
ChainLink  +0.77%
Bitcoin Cash  +0.66%
EOS  +0.22%
Compound  +0.20%
Qtum  +0.00%
Ripple  +0.00%
Crypto.com Coin  -0.04%
Binance Coin  -0.07%
Polkadot  -0.15%
Solana  -0.49%
Filecoin  -0.80%
Monero  -0.94%
Cardano  -0.94%
SUSHI  -1.01%
Algorand  -2.30%
VeChain  -2.31%
FARM  -2.40%
Stellar  -2.52%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-19 20:45:24)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (9.04%), followed by Bitcoin (3.02%), Ethereum (2.96%), DASH (2.73%) and AAVE (2.61%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-19 20:45:24)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Japanese yen (-22), US Treasury Bonds (-4), Australian dollar (-4) and Nikkei 225 (-3). Meanwhile the largest increases in search popularity were seen for Bitcoin Cash (51), Ethereum (45), Litecoin (44) and Bitcoin (39). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-19 20:45:22)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 49.85% (our signals delivered -0.77%). Second and third highest came from Bitcoin and ICON which delivered 48.76% (vs 48.76% in our models) and 40.69% (vs -2.71% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -45.28% (our signals delivered 69.30%). Second and third worst came from ICON and Algorand which delivered -24.93% (vs 28.62% in our models) and -22.70% (vs -15.93% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-19 20:45:20)
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 58.9% (a month ago it was 94.2% so it has been falling). Meanwhile, VaR for Stellar came in at 53.7% (previously 62.2% meaning it has been falling). Finally, for Binance Coin we see VaR at 43.6% (which was 49.8% meaning it has been falling). -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-19 00:00:00)
Latest daily return for the model portfolio: 0.07%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-19 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 DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-10-19 00:00:00)
Latest daily return for the traditional model portfolio: -0.01%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-18 23:41:02)
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 Gavin Wood (62.6), Social media (41.8), Latin America (26.6) and Charles Hoskinson (19.8). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-27.8), War (-21.7), Trump (-17.7) and Biden (-17.5). 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 (@ 2021-10-18 23:41:00)
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 VIX volatility index (44.0), Model Portfolio Traditional (39.5), Crypto.com Coin (37.9) and Tezos (35.8). Meanwhile the most negative sentiment could be seen for Germany government bond (-32.4), Japan government bond (-30.5), Crude oil (-24.7) and US dollar index (-9.6). 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 (@ 2021-10-18 21:40:00)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.25 (3 weeks ago it was 0.20 which means correlations are rising). Maximum correlation between any pair was 0.69 (3 weeks ago it was 0.71), and minimum correlation between any pair was -0.38 (3 weeks ago it was -0.48). A few randomly picked correlation pairs are: Ripple - LSS Model Portfolio: 0.53. Tezos - Monero: 0.56. Stellar - TRON: 0.70. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-18 20:50:16)

ICON  +4.62%
FARM  +3.78%
Binance Coin  +3.00%
Litecoin  +0.89%
Bitcoin  +0.68%
EOS  +0.68%
DASH  +0.56%
Tezos  +0.15%
Bitcoin Cash  -0.03%
Uniswap  -0.27%
Stellar  -0.31%
Qtum  -0.32%
TRON  -0.40%
Crypto.com Coin  -0.73%
Filecoin  -0.81%
Ripple  -0.91%
Bitcoin SV  -1.03%
Cardano  -1.39%
Compound  -1.52%
Solana  -1.57%
Monero  -1.68%
Algorand  -1.69%
Cosmos  -1.76%
YFI  -2.23%
Ethereum  -2.54%
SUSHI  -2.60%
Polkadot  -2.64%
ChainLink  -2.68%
AAVE  -3.17%
VeChain  -3.54%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-18 20:50:16)

S&P500  +0.34%
Euro  +0.07%
Global High Yield  -0.02%
EM Equity  -0.05%
Japanese yen  -0.09%
Inv Grade Credit  -0.09%
Australian dollar  -0.13%
Nikkei 225  -0.15%
Gold  -0.16%
US Treasury Bonds  -0.53%
EM LC Bonds  -0.61%
Crude oil  -0.62%
Euro Stoxx 50  -0.75%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-18 20:45:25)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Japanese yen (-21), Gold (-7), US Treasury Bonds (14) and Euro (15). Meanwhile the largest increases in search popularity were seen for S&P500 (64), Bitcoin (52), Crude oil (31) and Euro (15). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-18 20:45:24)
The largest latest daily returns (in absolute or negative sense) were on ICON (4.62%), followed by FARM (3.78%), VeChain (-3.54%), AAVE (-3.17%) and Binance Coin (3.00%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-18 20:45:22)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 53.92% (our signals delivered 1.92%). Second and third highest came from Bitcoin and VeChain which delivered 47.76% (vs 47.76% in our models) and 43.86% (vs -12.83% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -45.28% (our signals delivered 69.30%). Second and third worst came from ICON and Algorand which delivered -24.93% (vs 28.62% in our models) and -22.70% (vs -15.93% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-18 20:45:20)
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 57.5% (a month ago it was 57.9% so it has been falling). Meanwhile, VaR for TRON came in at 27.4% (previously 82.4% meaning it has been falling). Finally, for SUSHI we see VaR at 45.7% (which was 96.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-18 04:00:40)
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 Gold - S&P500 (-0.06 today vs. 0.21 a month ago), Global High Yield - Gold (0.20 today vs. 0.45 a month ago), Japanese yen - Bitcoin SV (-0.10 today vs. 0.14 a month ago) and Global High Yield - Euro (0.39 today vs. 0.61 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.19 a month ago), Inv Grade Credit - Gold (0.53 today vs. 0.10 a month ago), Inv Grade Credit - EM LC Bonds (0.55 today vs. 0.16 a month ago) and Compound - Nikkei 225 (0.18 today vs. -0.20). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-18 04:00:36)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.71%. In our premium tier we have presented 1210 signals that resulted in a loss (on average -7.26%). Meanwhile we have presented 1073 signals that resulted in a gain (on average +17.40%). On average the (closed) signals were outstanding for a period of 10.1 days. Of the current live signals, we have 14 long calls, 19 neutral calls and 10 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-18 00:00:00)
Latest daily return for the model portfolio: -0.05%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-18 00:00:00)
Latest daily return for the crypto model portfolio: 0.33%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).