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NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-10 00:00:00)
Latest daily return for the model portfolio: 0.47%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-10 00:00:00)
Latest daily return for the crypto model portfolio: 1.33%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-10 00:00:00)
Latest daily return for the traditional model portfolio: -0.19%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-09 23:39:13)
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 Canada (28.8), Binance (27.6), peace (24.8) and Travel (24.7). Meanwhile the lowest (negative) sentiment was seen for War (-22.4), Macron (-13.9), South China Sea (-12.8) and Black lives matter (-9.3). 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 (@ 2020-10-09 23:39:12)
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 Litecoin (36.0), Bitcoin Cash (34.9), Binance Coin (33.7) and EM Equity (32.3). Meanwhile the most negative sentiment could be seen for Nikkei 225 (-29.6), Crude oil (-19.3), S&P500 (-12.0) and Japan government bond (-11.2). 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 (@ 2020-10-09 21:25:35)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.23 (3 weeks ago it was 0.22 which means correlations are rising). Maximum correlation between any pair was 0.74 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.26 (3 weeks ago it was -0.31). A few randomly picked correlation pairs are: LSS Model Portfolio - Inv Grade Credit: 0.49. S&P500 - Euro Stoxx 50: 0.35. Gold - Bitcoin Cash: 0.05. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-09 20:50:25)

ChainLink  +12.28%
Cardano  +8.61%
Algorand  +7.63%
VeChain  +7.60%
Monero  +5.31%
Tezos  +5.26%
Cosmos  +5.25%
ICON  +5.16%
Ethereum  +5.14%
Qtum  +4.93%
Bitcoin SV  +3.97%
Stellar  +3.84%
TRON  +2.95%
Binance Coin  +2.84%
Litecoin  +2.44%
Bitcoin Cash  +2.36%
DASH  +2.35%
EOS  +2.32%
Bitcoin  +1.90%
Crypto.com Coin  +1.48%
Ripple  +1.38%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-09 20:50:25)

Crude oil  +3.22%
Nikkei 225  +0.96%
EM Equity  +0.86%
S&P500  +0.83%
Euro Stoxx 50  +0.69%
Australian dollar  +0.36%
Gold  +0.34%
EM LC Bonds  +0.24%
Global High Yield  +0.23%
Inv Grade Credit  +0.18%
US Treasury Bonds  +0.03%
Euro  -0.04%
Japanese yen  -0.05%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-09 20:45:42)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for Crude oil (-35), Global High Yield (-25), Bitcoin Cash (-25) and VIX volatility index (-22). Meanwhile the largest increases in search popularity were seen for US Treasury Bonds (53), ChainLink (45), Tezos (33) and Algorand (26). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-09 20:45:41)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (12.28%), followed by Cardano (8.61%), Algorand (7.63%), VeChain (7.60%) and Monero (5.31%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-09 20:45:39)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 10.38% (our signals delivered 11.33%). Second and third highest came from Crude oil and Ripple which delivered 5.84% (vs 5.84% in our models) and 3.43% (vs -3.97% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -16.84% (our signals delivered -1.17%). Second and third worst came from Algorand and Tezos which delivered -8.70% (vs -23.95% in our models) and -6.28% (vs 6.28% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-09 20:45:37)
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 Model Portfolio Crypto came in at 16.0% (a month ago it was 28.7% so it has been falling). Meanwhile, VaR for TRON came in at 36.3% (previously 99.0% meaning it has been falling). Finally, for VeChain we see VaR at 71.5% (which was 95.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-09 04:02:39)
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 Nikkei 225 - Global High Yield (0.20 today vs. 0.52 a month ago), Global High Yield - S&P500 (0.27 today vs. 0.56 a month ago), S&P500 - Nikkei 225 (-0.15 today vs. 0.08 a month ago) and S&P500 - Euro Stoxx 50 (0.35 today vs. 0.56 a month ago). Meanwhile, increasing correlations were seen between Crude oil - Monero (0.13 today vs. -0.18 a month ago), Global High Yield - US Treasury Bonds (-0.09 today vs. -0.30 a month ago), Monero - Global High Yield (0.24 today vs. 0.03 a month ago) and VeChain - Ethereum (0.59 today vs. 0.40). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-09 04:02:35)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.62%. In our premium tier we have presented 124 signals that resulted in a loss (on average -5.89%). Meanwhile we have presented 148 signals that resulted in a gain (on average +31.26%). On average the (closed) signals were outstanding for a period of 21.9 days. Of the current live signals, we have 12 long calls, 7 neutral calls and 15 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-09 00:00:00)
Latest daily return for the model portfolio: 0.30%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-09 00:00:00)
Latest daily return for the crypto model portfolio: 0.45%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-09 00:00:00)
Latest daily return for the traditional model portfolio: 0.07%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-08 23:39:42)
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 Binance (29.6), Canada (16.9), Asia (14.7) and Commodities (13.7). Meanwhile the lowest (negative) sentiment was seen for War (-27.4), Deficit (-12.9), ECB (-10.3) and economy (-9.9). 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 (@ 2020-10-08 23:39:40)
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 (58.5), Binance Coin (31.5), Litecoin (29.0) and Bitcoin Cash (27.7). Meanwhile the most negative sentiment could be seen for Algorand (-58.6), Australian government bond (-49.4), VIX volatility index (-29.6) and EM LC Bonds (-25.2). 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 (@ 2020-10-08 21:25:48)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.23 (3 weeks ago it was 0.22 which means correlations are rising). Maximum correlation between any pair was 0.74 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.27 (3 weeks ago it was -0.31). A few randomly picked correlation pairs are: Monero - LSS Model Portfolio: 0.32. Model Portfolio Traditional - Australian dollar: 0.49. Bitcoin Cash - Model Portfolio Crypto: 0.62. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-08 20:50:28)

ChainLink  +6.78%
Bitcoin Cash  +4.57%
Cardano  +2.77%
Qtum  +2.76%
Ethereum  +2.62%
ICON  +2.18%
Bitcoin  +2.10%
Crypto.com Coin  +2.04%
Tezos  +1.95%
Cosmos  +1.85%
Algorand  +1.55%
Binance Coin  +1.46%
TRON  +1.27%
Stellar  +1.19%
Litecoin  +1.01%
Monero  +1.01%
Ripple  +0.93%
DASH  +0.62%
Bitcoin SV  +0.54%
EOS  -1.52%
VeChain  -3.00%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-08 20:50:28)

Crude oil  +3.22%
Nikkei 225  +0.96%
EM Equity  +0.86%
S&P500  +0.83%
Euro Stoxx 50  +0.69%
Australian dollar  +0.36%
Gold  +0.34%
EM LC Bonds  +0.24%
Global High Yield  +0.23%
Inv Grade Credit  +0.18%
US Treasury Bonds  +0.03%
Euro  -0.04%
Japanese yen  -0.05%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-08 20:45:47)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for US Treasury Bonds (-51), S&P500 (-42), Bitcoin SV (-42) and Crude oil (-28). Meanwhile the largest increases in search popularity were seen for Litecoin (54), Bitcoin Cash (38), ChainLink (32) and Algorand (22). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-08 20:45:46)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (6.78%), followed by Bitcoin Cash (4.57%), VeChain (-3.00%), Cardano (2.77%) and Qtum (2.76%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-08 20:45:44)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 9.28% (our signals delivered 10.22%). Second and third highest came from Crude oil and Ripple which delivered 2.54% (vs 2.54% in our models) and 2.47% (vs -3.07% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -14.27% (our signals delivered -4.05%). Second and third worst came from ChainLink and Algorand which delivered -11.85% (vs -15.16% in our models) and -10.09% (vs -22.75% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-08 20:45:42)
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 54.0% (a month ago it was 101.7% so it has been falling). Meanwhile, VaR for TRON came in at 37.6% (previously 100.9% meaning it has been falling). Finally, for Crypto.com Coin we see VaR at 21.1% (which was 35.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-08 04:02:41)
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 - Nikkei 225 (0.19 today vs. 0.54 a month ago), Global High Yield - S&P500 (0.27 today vs. 0.58 a month ago), Nikkei 225 - S&P500 (-0.17 today vs. 0.12 a month ago) and Nikkei 225 - EM Equity (0.23 today vs. 0.48 a month ago). Meanwhile, increasing correlations were seen between Monero - Crude oil (0.11 today vs. -0.16 a month ago), Global High Yield - Monero (0.23 today vs. 0.02 a month ago), Bitcoin SV - Global High Yield (0.20 today vs. 0.02 a month ago) and US Treasury Bonds - Global High Yield (-0.08 today vs. -0.28). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-08 04:02:38)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.11%. In our premium tier we have presented 124 signals that resulted in a loss (on average -5.99%). Meanwhile we have presented 145 signals that resulted in a gain (on average +31.92%). On average the (closed) signals were outstanding for a period of 22.0 days. Of the current live signals, we have 13 long calls, 6 neutral calls and 14 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-08 00:00:00)
Latest daily return for the model portfolio: -0.89%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-08 00:00:00)
Latest daily return for the crypto model portfolio: 0.60%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-08 00:00:00)
Latest daily return for the traditional model portfolio: -0.16%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-07 23:39:46)
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 Binance (48.7), peace (19.0), Stocks (18.5) and Merkel (18.1). Meanwhile the lowest (negative) sentiment was seen for BOJ (-39.7), War (-15.6), Conflict (-14.0) and Deficit (-13.0). 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 (@ 2020-10-07 23:39:44)
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 Binance Coin (38.1), Bitcoin Cash (30.4), S&P500 (26.8) and Global High Yield (24.5). Meanwhile the most negative sentiment could be seen for VIX volatility index (-47.7), Crude oil (-30.9), Nikkei 225 (-29.6) and EM LC Bonds (-17.0). 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 (@ 2020-10-07 21:25:25)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.22 (3 weeks ago it was 0.22 which means correlations are stable). Maximum correlation between any pair was 0.75 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.28 (3 weeks ago it was -0.31). A few randomly picked correlation pairs are: Bitcoin - S&P500: -0.03. Gold - Japanese yen: 0.46. Japanese yen - Australian dollar: 0.42. -Albert Ingles