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NEW DATA INSIGHT (@ 2021-07-19 23:40:51)
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 volatility (38.0), Netherlands (33.0), Elon Musk (26.9) and Trade (17.1). Meanwhile the lowest (negative) sentiment was seen for War (-22.2), Merkel (-16.6), Trump (-12.6) and Proof of stake (-12.0). 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 (@ 2021-07-19 23:40:49)
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 Japan government bond (76.5), Model Portfolio Crypto (41.7), Litecoin (32.9) and US dollar index (30.7). Meanwhile the most negative sentiment could be seen for Euro Stoxx 50 (-77.2), Crude oil (-22.1), Nikkei 225 (-21.4) and Model Portfolio Traditional (-14.8). 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 (@ 2021-07-19 21:39:35)
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 0.32 which means correlations are falling). Maximum correlation between any pair was 0.73 (3 weeks ago it was 0.78), and minimum correlation between any pair was -0.47 (3 weeks ago it was -0.13). A few randomly picked correlation pairs are: Crude oil - Polkadot: 0.13. Bitcoin Cash - Inv Grade Credit: -0.04. AAVE - US Treasury Bonds: -0.19. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-07-19 20:50:15)

US Treasury Bonds  +1.83%
Japanese yen  +0.55%
Inv Grade Credit  +0.25%
Gold  +0.03%
Euro  -0.06%
Global High Yield  -0.35%
EM LC Bonds  -0.51%
Australian dollar  -0.77%
Nikkei 225  -1.25%
S&P500  -1.59%
EM Equity  -1.71%
Euro Stoxx 50  -2.66%
Crude oil  -6.75%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-07-19 20:50:14)

DASH  +20.56%
Bitcoin  -2.53%
Bitcoin SV  -2.84%
YFI  -3.05%
Uniswap  -3.24%
TRON  -3.67%
Ethereum  -3.86%
EOS  -4.11%
Filecoin  -4.13%
Cardano  -4.24%
Monero  -4.28%
Ripple  -4.28%
ICON  -4.52%
Tezos  -4.53%
Litecoin  -4.59%
Bitcoin Cash  -4.60%
Crypto.com Coin  -4.69%
Qtum  -5.26%
ChainLink  -5.29%
Algorand  -5.34%
AAVE  -5.51%
SUSHI  -5.75%
FARM  -5.77%
Binance Coin  -6.67%
Solana  -6.70%
VeChain  -7.08%
Stellar  -7.67%
Cosmos  -8.14%
Compound  -8.64%
Polkadot  -9.45%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-19 20:45:24)
The largest latest daily returns (in absolute or negative sense) were on DASH (20.56%), followed by Polkadot (-9.45%), Compound (-8.64%), Cosmos (-8.14%) and Stellar (-7.67%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-19 20:45:24)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Euro (-91), Algorand (-54), Tezos (-18) and US Treasury Bonds (-14). Meanwhile the largest increases in search popularity were seen for S&P500 dividend unadjusted (65), Euro Stoxx 50 (48), Crude oil (43) and Crypto.com Coin (42). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-19 20:45:22)
The latest performance calculations have been updated. Month-to-date performance on VeChain was the highest at 101.20% (our signals delivered 58.01%). Second and third highest came from Cardano and ChainLink which delivered 66.24% (vs 66.24% in our models) and 62.92% (vs 62.92% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -28.26% (our signals delivered -7.83%). Second and third worst came from Filecoin and Polkadot which delivered -27.20% (vs 1.10% in our models) and -22.04% (vs 2.09% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-19 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 SUSHI came in at 74.4% (a month ago it was 92.5% so it has been falling). Meanwhile, VaR for FARM came in at 150.1% (previously 67.6% meaning it has been rising). Finally, for Filecoin we see VaR at 46.2% (which was 86.4% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-19 04:00:28)
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 Global High Yield - Inv Grade Credit (0.23 today vs. 0.78 a month ago), Inv Grade Credit - S&P500 (-0.03 today vs. 0.48 a month ago), Inv Grade Credit - EM Equity (-0.08 today vs. 0.43 a month ago) and Australian dollar - Inv Grade Credit (0.03 today vs. 0.53 a month ago). Meanwhile, increasing correlations were seen between Ripple - Filecoin (0.75 today vs. 0.38 a month ago), TRON - Ripple (0.90 today vs. 0.58 a month ago), Ripple - ICON (0.82 today vs. 0.53 a month ago) and TRON - Binance Coin (0.85 today vs. 0.57). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-19 04:00:24)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.18%. In our premium tier we have presented 943 signals that resulted in a loss (on average -7.74%). Meanwhile we have presented 822 signals that resulted in a gain (on average +19.37%). On average the (closed) signals were outstanding for a period of 10.8 days. Of the current live signals, we have 13 long calls, 19 neutral calls and 11 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-07-19 00:00:00)
New signal for Ethereum: *SHORT*. Current bottom of the daily Bollinger bands sits at $1804.15 and you could use this as a take profit target. Top of the daily Bollinger bands is at $2397.99 which you could use as a stop loss level. (See all signals here)

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-07-19 00:00:00)
Latest daily return for the crypto model portfolio: 0.00%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-07-18 23:40:45)
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 volatility (47.0), Elon Musk (39.9), crypto (22.2) and Proof of stake (19.0). Meanwhile the lowest (negative) sentiment was seen for War (-17.8), Merkel (-14.2), Latin America (-13.2) and Deficit (-12.0). 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 (@ 2021-07-18 23:40:44)
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 Japan government bond (62.5), Litecoin (34.7), Bitcoin Cash (33.7) and Crypto.com Coin (30.4). Meanwhile the most negative sentiment could be seen for Bitcoin SV (-54.7), Germany government bond (-25.0), EM LC Bonds (-12.4) and Crude oil (-2.2). 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 (@ 2021-07-18 21:39:27)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.24 (3 weeks ago it was 0.32 which means correlations are falling). Maximum correlation between any pair was 0.72 (3 weeks ago it was 0.78), and minimum correlation between any pair was -0.38 (3 weeks ago it was -0.10). A few randomly picked correlation pairs are: Global High Yield - Bitcoin SV: -0.11. Stellar - Tezos: 0.87. LSS Model Portfolio - Filecoin: 0.34. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-07-18 20:50:14)

US Treasury Bonds  +0.85%
EM Equity  +0.77%
Inv Grade Credit  +0.15%
Japanese yen  +0.12%
Gold  +0.11%
EM LC Bonds  +0.06%
Global High Yield  -0.03%
Euro  -0.22%
S&P500  -0.32%
Australian dollar  -0.78%
Euro Stoxx 50  -1.05%
Nikkei 225  -1.15%
Crude oil  -1.73%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-07-18 20:50:13)

FARM  +22.19%
Polkadot  +2.42%
Filecoin  +2.00%
Qtum  +1.24%
VeChain  +1.09%
Uniswap  +0.61%
YFI  +0.49%
Algorand  +0.39%
Bitcoin  +0.26%
Monero  +0.23%
Ripple  +0.19%
Binance Coin  +0.14%
Bitcoin Cash  +0.13%
Tezos  +0.00%
Cardano  +0.00%
ChainLink  -0.19%
TRON  -0.49%
Bitcoin SV  -0.49%
Ethereum  -0.58%
Crypto.com Coin  -0.73%
AAVE  -0.78%
Litecoin  -1.03%
Solana  -1.08%
DASH  -1.18%
Stellar  -1.83%
Compound  -1.95%
Cosmos  -2.23%
ICON  -3.56%
SUSHI  -4.93%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-18 20:45:25)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Euro (-82), Algorand (-62), Global High Yield (-51) and US dollar index (-25). Meanwhile the largest increases in search popularity were seen for ChainLink (42), Monero (33), VeChain (27) and Ripple (26). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-18 20:45:24)
The largest latest daily returns (in absolute or negative sense) were on FARM (22.19%), followed by SUSHI (-4.93%), ICON (-3.56%), Polkadot (2.42%) and Cosmos (-2.23%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-18 20:45:23)
The latest performance calculations have been updated. Month-to-date performance on VeChain was the highest at 101.20% (our signals delivered 58.01%). Second and third highest came from Cardano and ChainLink which delivered 66.24% (vs 66.24% in our models) and 62.92% (vs 62.92% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -30.26% (our signals delivered -6.18%). Second and third worst came from Filecoin and Polkadot which delivered -29.74% (vs 2.73% in our models) and -27.26% (vs 7.06% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-18 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 Tezos came in at 40.5% (a month ago it was 74.7% so it has been falling). Meanwhile, VaR for Litecoin came in at 31.1% (previously 72.2% meaning it has been falling). Finally, for Bitcoin SV we see VaR at 51.9% (which was 52.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-18 04:00:21)
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 Inv Grade Credit - Global High Yield (0.23 today vs. 0.79 a month ago), Inv Grade Credit - S&P500 (-0.03 today vs. 0.51 a month ago), Inv Grade Credit - Australian dollar (0.03 today vs. 0.54 a month ago) and EM Equity - Inv Grade Credit (-0.08 today vs. 0.42 a month ago). Meanwhile, increasing correlations were seen between Ripple - Filecoin (0.75 today vs. 0.35 a month ago), Ripple - ICON (0.82 today vs. 0.53 a month ago), Crude oil - Filecoin (0.29 today vs. 0.02 a month ago) and Inv Grade Credit - FARM (0.20 today vs. -0.04). -Albert Ingles

NEW DATA INSIGHT (@ 2021-07-18 04:00:18)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.19%. In our premium tier we have presented 933 signals that resulted in a loss (on average -7.80%). Meanwhile we have presented 818 signals that resulted in a gain (on average +19.42%). On average the (closed) signals were outstanding for a period of 10.8 days. Of the current live signals, we have 14 long calls, 23 neutral calls and 6 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-07-18 00:00:00)
New signal for Ethereum: *NEUTRAL*. (See all signals here)