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NEW DATA INSIGHT (@ 2021-10-17 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 Investing (26.8), World (22.9), Proof of stake (21.9) and Binance (21.5). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-23.4), Macron (-19.5), War (-17.5) and Taiwan (-8.4). 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 (@ 2021-10-17 23:40:43)
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 (40.3), US Treasury Bonds (33.4), Bitcoin (30.9) and Bitcoin Cash (24.2). Meanwhile the most negative sentiment could be seen for Australian government bond (-41.6), Crude oil (-34.4), Model Portfolio Crypto (-5.1) and EOS (-5.1). 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 (@ 2021-10-17 21:39:37)
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 0.70 (3 weeks ago it was 0.72), and minimum correlation between any pair was -0.38 (3 weeks ago it was -0.47). A few randomly picked correlation pairs are: Monero - Crude oil: 0.19. Crypto.com Coin - Filecoin: 0.70. Model Portfolio Crypto - Japanese yen: -0.04. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-17 20:50:15)

Nikkei 225  +1.81%
EM Equity  +1.34%
Crude oil  +1.02%
Euro Stoxx 50  +0.82%
S&P500  +0.75%
Global High Yield  +0.40%
EM LC Bonds  +0.29%
Inv Grade Credit  +0.22%
Australian dollar  +0.07%
Euro  +0.03%
Japanese yen  -0.48%
US Treasury Bonds  -1.06%
Gold  -1.57%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-17 20:50:14)

VeChain  +2.83%
Polkadot  +1.97%
Bitcoin  +1.60%
Binance Coin  +1.60%
Solana  +1.37%
Ethereum  +0.80%
AAVE  +0.39%
TRON  +0.33%
Bitcoin SV  -0.40%
YFI  -0.50%
Litecoin  -0.74%
Cardano  -0.92%
Algorand  -1.12%
Crypto.com Coin  -1.14%
Compound  -1.24%
SUSHI  -1.33%
DASH  -1.55%
Bitcoin Cash  -1.75%
Cosmos  -1.97%
Qtum  -2.28%
ICON  -2.50%
ChainLink  -2.61%
Ripple  -2.65%
Monero  -2.69%
Stellar  -2.79%
EOS  -2.86%
Uniswap  -2.95%
Filecoin  -3.53%
FARM  -4.42%
Tezos  -4.49%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-17 20:45:30)
The largest latest daily returns (in absolute or negative sense) were on Tezos (-4.49%), followed by FARM (-4.42%), Filecoin (-3.53%), Uniswap (-2.95%) and EOS (-2.86%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-17 20:45:30)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US dollar index (-66), Nikkei 225 (-35), Stellar (-27) and TRON (-25). Meanwhile the largest increases in search popularity were seen for Litecoin (69), Algorand (51), Japanese yen (47) and Ethereum (47). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-17 20:45:28)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 50.94% (our signals delivered -0.05%). Second and third highest came from Bitcoin and Stellar which delivered 45.43% (vs 45.43% in our models) and 44.33% (vs 11.43% 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 (@ 2021-10-17 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 Stellar came in at 53.5% (a month ago it was 63.9% so it has been falling). Meanwhile, VaR for SUSHI came in at 65.0% (previously 90.2% meaning it has been falling). Finally, for Bitcoin we see VaR at 35.6% (which was 38.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-17 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 Global High Yield - Gold (0.20 today vs. 0.53 a month ago), Gold - S&P500 (-0.06 today vs. 0.22 a month ago), Global High Yield - Euro (0.39 today vs. 0.65 a month ago) and Bitcoin SV - Japanese yen (-0.10 today vs. 0.13 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.17 a month ago), Inv Grade Credit - Gold (0.53 today vs. 0.12 a month ago), Inv Grade Credit - EM LC Bonds (0.55 today vs. 0.16 a month ago) and Inv Grade Credit - Euro Stoxx 50 (0.07 today vs. -0.32). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-17 04:00:37)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.62%. In our premium tier we have presented 1207 signals that resulted in a loss (on average -7.26%). Meanwhile we have presented 1068 signals that resulted in a gain (on average +17.48%). On average the (closed) signals were outstanding for a period of 10.0 days. Of the current live signals, we have 15 long calls, 19 neutral calls and 9 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-10-17 00:00:00)
New signal for Ethereum: *LONG*. Current bottom of the daily Bollinger bands sits at $2839.59 and you could use this as a stop loss level. Top of the daily Bollinger bands is at $4020.78 which you could use as a take profit target. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-17 00:00:00)
Latest daily return for the model portfolio: -0.15%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-17 00:00:00)
Latest daily return for the crypto model portfolio: -0.65%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-16 23:40:39)
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 safe haven (68.5), Blockchain (49.6), Investing (40.3) and Technology (36.5). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-49.9), Merkel (-25.6), Macron (-23.9) and War (-20.3). 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 (@ 2021-10-16 23:40:37)
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 (43.9), Model Portfolio Traditional (43.8), Ethereum (32.7) and Crypto.com Coin (31.8). Meanwhile the most negative sentiment could be seen for Crude oil (-25.9), VIX volatility index (-24.7), EM LC Bonds (-14.8) and Japanese yen (-11.0). 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 (@ 2021-10-16 21:39:57)
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 0.70 (3 weeks ago it was 0.72), and minimum correlation between any pair was -0.38 (3 weeks ago it was -0.47). A few randomly picked correlation pairs are: Cardano - VeChain: 0.76. LSS Model Portfolio - SUSHI: 0.36. Crude oil - Bitcoin Cash: 0.03. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-16 20:50:14)

Stellar  +7.52%
Uniswap  +2.88%
SUSHI  +1.80%
Algorand  +1.70%
AAVE  +0.64%
FARM  +0.18%
Crypto.com Coin  +0.11%
Tezos  +0.00%
Qtum  -0.16%
ChainLink  -0.18%
ICON  -0.50%
Ethereum  -0.68%
VeChain  -0.73%
TRON  -0.73%
Ripple  -0.88%
Cosmos  -1.02%
Bitcoin  -1.07%
Bitcoin Cash  -1.21%
Bitcoin SV  -1.43%
Compound  -1.73%
Monero  -1.74%
Solana  -1.99%
Binance Coin  -2.22%
Cardano  -2.24%
Litecoin  -2.41%
Filecoin  -2.50%
EOS  -2.57%
YFI  -3.01%
DASH  -3.62%
Polkadot  -5.28%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-16 20:50:14)

Nikkei 225  +1.81%
EM Equity  +1.34%
Crude oil  +1.02%
Euro Stoxx 50  +0.82%
S&P500  +0.75%
Global High Yield  +0.40%
EM LC Bonds  +0.29%
Inv Grade Credit  +0.22%
Australian dollar  +0.07%
Euro  +0.03%
Japanese yen  -0.48%
US Treasury Bonds  -1.06%
Gold  -1.57%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-16 20:45:24)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US dollar index (-44), EOS (-14), S&P500 (-13) and Gold (-8). Meanwhile the largest increases in search popularity were seen for Litecoin (69), US Treasury Bonds (45), Japanese yen (30) and Euro Stoxx 50 (23). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-16 20:45:23)
The largest latest daily returns (in absolute or negative sense) were on Stellar (7.52%), followed by Polkadot (-5.28%), DASH (-3.62%), YFI (-3.01%) and Uniswap (2.88%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-16 20:45:21)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 59.36% (our signals delivered 5.53%). Second and third highest came from Bitcoin and VeChain which delivered 47.01% (vs 47.01% in our models) and 40.93% (vs -10.29% 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 (@ 2021-10-16 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 Uniswap came in at 65.4% (a month ago it was 61.8% so it has been rising). Meanwhile, VaR for Ethereum came in at 35.8% (previously 53.6% meaning it has been falling). Finally, for Crypto.com Coin we see VaR at 32.3% (which was 62.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-16 04:00:44)
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 - Gold (0.19 today vs. 0.48 a month ago), S&P500 - Gold (-0.04 today vs. 0.24 a month ago), Euro - Gold (0.36 today vs. 0.65 a month ago) and Bitcoin SV - Japanese yen (-0.10 today vs. 0.16 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.66 today vs. 0.17 a month ago), Inv Grade Credit - Gold (0.53 today vs. 0.12 a month ago), Inv Grade Credit - EM LC Bonds (0.55 today vs. 0.16 a month ago) and Inv Grade Credit - Euro Stoxx 50 (0.07 today vs. -0.32). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-16 04:00:41)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.91%. In our premium tier we have presented 1199 signals that resulted in a loss (on average -7.30%). Meanwhile we have presented 1071 signals that resulted in a gain (on average +17.45%). On average the (closed) signals were outstanding for a period of 10.1 days. Of the current live signals, we have 17 long calls, 20 neutral calls and 6 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-16 00:00:00)
Latest daily return for the model portfolio: 0.01%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-16 00:00:00)
Latest daily return for the crypto model portfolio: 2.72%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-10-16 00:00:00)
Latest daily return for the traditional model portfolio: -0.10%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-10-15 23:40:53)
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 Proof of stake (80.8), Proof of work (61.4), Retail (53.8) and Industry (46.0). Meanwhile the lowest (negative) sentiment was seen for Gavin Wood (-53.2), Charles Hoskinson (-31.3), War (-27.2) and South China Sea (-24.3). 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 (@ 2021-10-15 23:40:51)
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 Cardano (72.5), ChainLink (45.7), Global High Yield (30.9) and Bitcoin SV (28.6). Meanwhile the most negative sentiment could be seen for Crude oil (-21.0), Australian dollar (-1.5), EM LC Bonds (-1.5) and Monero (-0.5). 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