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NEW DATA INSIGHT (@ 2022-03-05 04:00:50)
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 - Euro (0.03 today vs. 0.45 a month ago), Crude oil - Crypto.com Coin (-0.20 today vs. 0.17 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. -0.18 a month ago), Australian dollar - Gold (0.54 today vs. 0.06 a month ago), Ethereum - Nikkei 225 (0.52 today vs. 0.05 a month ago) and Litecoin - Nikkei 225 (0.49 today vs. 0.03). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-05 04:00:45)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.33%. In our premium tier we have presented 1962 signals that resulted in a loss (on average -6.65%). Meanwhile we have presented 1449 signals that resulted in a gain (on average +15.00%). On average the (closed) signals were outstanding for a period of 8.2 days. Of the current live signals, we have 10 long calls, 15 neutral calls and 18 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-05 00:00:00)
Latest daily return for the model portfolio: -0.06%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-05 00:00:00)
Latest daily return for the crypto model portfolio: -0.54%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-04 23:41:54)
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 (39.0), Vitalik Buterin (36.3), United States (28.9) and Technology (26.4). Meanwhile the lowest (negative) sentiment was seen for War (-29.3), Deficit (-20.9), Merkel (-19.1) and Trump (-16.3). 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 (@ 2022-03-04 23:41:52)
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 (44.6), Inv Grade Credit (25.4), Bitcoin (22.6) and EM LC Bonds (21.7). Meanwhile the most negative sentiment could be seen for Crude oil (-18.0), Euro Stoxx 50 (-8.7), Australian government bond (-5.8) and Germany government bond (-5.7). 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 (@ 2022-03-04 21:40:11)
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: Litecoin - Binance Coin: 0.82. Monero - S&P500: 0.14. DASH - Bitcoin: 0.78. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-04 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 CRYPTO MARKET SNAPSHOT (@ 2022-03-04 20:50:15)

TRON  -2.73%
AAVE  -4.12%
Algorand  -4.23%
Ripple  -4.78%
Bitcoin SV  -4.79%
FARM  -5.67%
Stellar  -6.24%
ICON  -6.45%
Cardano  -6.47%
Polkadot  -6.49%
Ethereum  -6.91%
EOS  -6.98%
Filecoin  -7.17%
Solana  -7.26%
Monero  -7.26%
Uniswap  -7.27%
Binance Coin  -7.30%
Bitcoin  -7.39%
Crypto.com Coin  -7.47%
Qtum  -7.56%
Compound  -7.64%
DASH  -7.77%
ChainLink  -7.84%
Bitcoin Cash  -8.14%
SUSHI  -8.21%
YFI  -8.38%
Tezos  -9.55%
Litecoin  -9.97%
VeChain  -10.31%
Cosmos  -10.69%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-04 20:45:25)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (-10.69%), followed by VeChain (-10.31%), Litecoin (-9.97%), Tezos (-9.55%) and YFI (-8.38%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-04 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 (@ 2022-03-04 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 Compound came in at 57.8% (a month ago it was 49.0% so it has been rising). Meanwhile, VaR for Bitcoin SV came in at 39.6% (previously 33.8% meaning it has been rising). Finally, for Tezos we see VaR at 64.3% (which was 50.9% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-04 04:00:52)
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 - Euro (0.03 today vs. 0.44 a month ago), Crude oil - Crypto.com Coin (-0.20 today vs. 0.17 a month ago), Japanese yen - EM LC Bonds (-0.27 today vs. 0.08 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. -0.18 a month ago), Australian dollar - Gold (0.54 today vs. 0.07 a month ago), Nikkei 225 - Ethereum (0.52 today vs. 0.04 a month ago) and Litecoin - Nikkei 225 (0.49 today vs. 0.03). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-04 04:00:47)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.41%. In our premium tier we have presented 1957 signals that resulted in a loss (on average -6.63%). Meanwhile we have presented 1451 signals that resulted in a gain (on average +14.93%). On average the (closed) signals were outstanding for a period of 8.2 days. Of the current live signals, we have 10 long calls, 17 neutral calls and 16 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-04 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 (@ 2022-03-04 00:00:00)
Latest daily return for the crypto model portfolio: -0.49%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-03 23:42:13)
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 (45.0), Gold (29.0), Social media (25.7) and environment (25.6). Meanwhile the lowest (negative) sentiment was seen for War (-29.9), Putin (-23.3), Russia (-21.4) and Europe (-20.7). 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 (@ 2022-03-03 23:42:12)
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 (65.8), ChainLink (48.6), Gold (28.7) and EM LC Bonds (25.4). Meanwhile the most negative sentiment could be seen for Crude oil (-35.8), Bitcoin Cash (-2.1), Crypto.com Coin (2.6) and Euro Stoxx 50 (2.7). 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 (@ 2022-03-03 21:40:38)
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: Bitcoin SV - Model Portfolio Traditional: 0.14. Model Portfolio Crypto - US Treasury Bonds: 0.16. Tezos - Crude oil: -0.12. -Albert Ingles

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

Cosmos  +4.87%
VeChain  +2.45%
Litecoin  +1.05%
Binance Coin  -2.02%
Bitcoin Cash  -2.20%
Qtum  -2.46%
TRON  -2.70%
Ripple  -2.70%
EOS  -2.71%
YFI  -2.72%
ChainLink  -2.89%
SUSHI  -2.95%
Filecoin  -3.09%
Algorand  -3.13%
FARM  -3.22%
Stellar  -3.32%
Bitcoin SV  -3.45%
Compound  -3.46%
Polkadot  -3.72%
Tezos  -3.74%
Bitcoin  -3.77%
Crypto.com Coin  -3.94%
Ethereum  -4.54%
Cardano  -4.69%
ICON  -4.83%
DASH  -4.88%
Monero  -5.18%
Uniswap  -5.29%
AAVE  -5.83%
Solana  -6.42%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-03 20:45:30)
The largest latest daily returns (in absolute or negative sense) were on Solana (-6.42%), followed by AAVE (-5.83%), Uniswap (-5.29%), Monero (-5.18%) and DASH (-4.88%). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-03 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 (@ 2022-03-03 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 Monero came in at 50.4% (a month ago it was 57.8% so it has been falling). Meanwhile, VaR for Solana came in at 65.3% (previously 54.9% meaning it has been rising). Finally, for Stellar we see VaR at 48.4% (which was 44.3% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-03 04:00:54)
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 - Euro (0.06 today vs. 0.44 a month ago), Japanese yen - EM LC Bonds (-0.30 today vs. 0.08 a month ago), Crude oil - Crypto.com Coin (-0.20 today vs. 0.17 a month ago) and Japanese yen - Algorand (-0.18 today vs. 0.16 a month ago). Meanwhile, increasing correlations were seen between Crypto.com Coin - Gold (0.40 today vs. -0.19 a month ago), Ethereum - Nikkei 225 (0.51 today vs. 0.03 a month ago), Litecoin - Nikkei 225 (0.47 today vs. 0.03 a month ago) and EM Equity - Crypto.com Coin (0.56 today vs. 0.12). -Albert Ingles

NEW DATA INSIGHT (@ 2022-03-03 04:00:50)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 42.39%. In our premium tier we have presented 1950 signals that resulted in a loss (on average -6.64%). Meanwhile we have presented 1449 signals that resulted in a gain (on average +14.93%). On average the (closed) signals were outstanding for a period of 8.2 days. Of the current live signals, we have 10 long calls, 20 neutral calls and 13 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2022-03-03 00:00:00)
Latest daily return for the model portfolio: 0.12%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2022-03-03 00:00:00)
Latest daily return for the crypto model portfolio: 0.09%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2022-03-02 23:42:30)
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 Capitalism (60.0), Prices (38.8), United States (35.0) and Vitalik Buterin (33.6). Meanwhile the lowest (negative) sentiment was seen for War (-35.4), Trump (-26.4), Russia (-22.9) and Merkel (-14.2). 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 (@ 2022-03-02 23:42:28)
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 (59.1), Bitcoin SV (55.7), Crypto.com Coin (45.4) and US dollar index (37.2). Meanwhile the most negative sentiment could be seen for Crude oil (-31.4), Nikkei 225 (-29.6), Euro Stoxx 50 (-6.7) and Inv Grade Credit (-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 (@ 2022-03-02 21:40:50)
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 0.10 which means correlations are rising). Maximum correlation between any pair was 0.64 (3 weeks ago it was 0.75), and minimum correlation between any pair was -0.51 (3 weeks ago it was -0.67). A few randomly picked correlation pairs are: Ethereum - Euro Stoxx 50: 0.48. DASH - Solana: 0.72. Algorand - Model Portfolio Traditional: -0.24. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2022-03-02 20:50:16)

YFI  +3.53%
Solana  +3.20%
Cosmos  +3.01%
Monero  +2.77%
DASH  +2.05%
Crypto.com Coin  +1.58%
VeChain  +0.86%
Tezos  +0.58%
Binance Coin  +0.14%
ChainLink  -0.07%
Ethereum  -0.41%
TRON  -0.41%
Filecoin  -0.43%
Polkadot  -0.86%
SUSHI  -0.88%
FARM  -0.98%
Ripple  -1.10%
Litecoin  -1.19%
Bitcoin  -1.21%
Cardano  -1.31%
Bitcoin SV  -1.33%
Stellar  -1.53%
Qtum  -1.66%
Uniswap  -1.76%
EOS  -1.78%
Compound  -1.79%
Bitcoin Cash  -1.95%
ICON  -2.70%
AAVE  -3.39%
Algorand  -3.76%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2022-03-02 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