LongShortSignal Feed

Show all Views Quick Views Signals Returns Data Charts
From:
To:

NEW DATA INSIGHT (@ 2020-10-07 20:45:48)
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 Nikkei 225 (-83), EM Equity (-43), US dollar index (-41) and Crude oil (-39). Meanwhile the largest increases in search popularity were seen for Algorand (34), Tezos (33), Binance Coin (23) and Bitcoin Cash (22). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-07 20:45:47)
The largest latest daily returns (in absolute or negative sense) were on VeChain (12.66%), followed by Algorand (5.49%), Cosmos (4.74%), Monero (4.26%) and ChainLink (2.43%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-07 20:45:45)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 4.81% (our signals delivered 5.71%). Second and third highest came from EOS and Ripple which delivered 2.70% (vs -3.07% in our models) and 0.92% (vs -1.56% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -23.91% (our signals delivered 9.87%). Second and third worst came from Algorand and ChainLink which delivered -14.77% (vs -18.26% in our models) and -13.94% (vs -17.17% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-07 20:45:44)
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 48.2% (a month ago it was 66.3% so it has been falling). Meanwhile, VaR for Model Portfolio Crypto came in at 16.1% (previously 29.6% meaning it has been falling). Finally, for Cosmos we see VaR at 75.6% (which was 122.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-07 04:02:32)
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 (0.16 today vs. 0.54 a month ago), S&P500 - Nikkei 225 (-0.19 today vs. 0.12 a month ago), Global High Yield - S&P500 (0.28 today vs. 0.58 a month ago) and Nikkei 225 - EM Equity (0.21 today vs. 0.48 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Global High Yield (-0.06 today vs. -0.28 a month ago), EM LC Bonds - Australian dollar (0.52 today vs. 0.33 a month ago), Crude oil - Monero (0.04 today vs. -0.15 a month ago) and Monero - Crude oil (0.04 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-07 04:02:29)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.70%. In our premium tier we have presented 122 signals that resulted in a loss (on average -6.09%). Meanwhile we have presented 145 signals that resulted in a gain (on average +31.99%). On average the (closed) signals were outstanding for a period of 22.2 days. Of the current live signals, we have 13 long calls, 9 neutral calls and 12 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-07 00:00:00)
Latest daily return for the model portfolio: 0.29%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-07 00:00:00)
Latest daily return for the crypto model portfolio: -3.04%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-07 00:00:00)
Latest daily return for the traditional model portfolio: 0.36%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-06 23:39:41)
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 (38.0), peace (22.0), United Kingdom (18.6) and Canada (17.7). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-28.5), War (-26.2), Merkel (-19.9) and Deficit (-14.6). 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 (@ 2020-10-06 23:39:39)
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 Bitcoin Cash (38.3), Binance Coin (36.7), Global High Yield (32.9) and Litecoin (21.4). Meanwhile the most negative sentiment could be seen for Crude oil (-30.8), Algorand (-6.0), S&P500 dividend unadjusted (-0.3) and VeChain (0.0). 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 (@ 2020-10-06 21:25:44)
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 0.22 which means correlations are rising). Maximum correlation between any pair was 0.75 (3 weeks ago it was 0.74), and minimum correlation between any pair was -0.27 (3 weeks ago it was -0.34). A few randomly picked correlation pairs are: Nikkei 225 - Litecoin: 0.08. S&P500 - Stellar: -0.03. ChainLink - Model Portfolio Traditional: 0.06. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-06 20:50:29)

Japanese yen  +0.23%
Inv Grade Credit  -0.08%
Global High Yield  -0.08%
Euro Stoxx 50  -0.10%
EM LC Bonds  -0.15%
Euro  -0.28%
EM Equity  -0.29%
Gold  -0.32%
Australian dollar  -0.33%
US Treasury Bonds  -0.41%
Nikkei 225  -0.67%
S&P500  -0.96%
Crude oil  -4.06%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-06 20:50:28)

EOS  +5.56%
Litecoin  -0.91%
Bitcoin Cash  -1.14%
Bitcoin  -1.49%
Crypto.com Coin  -1.60%
Bitcoin SV  -1.61%
Stellar  -1.66%
Ripple  -2.62%
Tezos  -2.82%
Binance Coin  -3.23%
DASH  -3.68%
Ethereum  -3.68%
TRON  -3.97%
Cardano  -5.55%
Qtum  -6.55%
Monero  -7.65%
ICON  -8.57%
ChainLink  -9.62%
Algorand  -10.20%
VeChain  -13.12%
Cosmos  -13.27%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-06 20:45:49)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (-13.27%), followed by VeChain (-13.12%), Algorand (-10.20%), ChainLink (-9.62%) and ICON (-8.57%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-06 20:45:49)
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 Bitcoin SV (-29), Binance Coin (-20), VeChain (-19) and Nikkei 225 (-15). Meanwhile the largest increases in search popularity were seen for Algorand (40), US Treasury Bonds (34), Gold (25) and Japanese yen (24). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-06 20:45:47)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 13.50% (our signals delivered 14.47%). Second and third highest came from Ripple and Litecoin which delivered 3.64% (vs -4.07% in our models) and 1.61% (vs 0.00% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -12.41% (our signals delivered -2.88%). Second and third worst came from Bitcoin SV and Algorand which delivered -6.08% (vs 2.45% in our models) and -5.09% (vs -8.97% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-06 20:45:45)
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 Ripple came in at 35.1% (a month ago it was 48.0% so it has been falling). Meanwhile, VaR for Binance Coin came in at 61.3% (previously 56.6% meaning it has been rising). Finally, for Ethereum we see VaR at 38.0% (which was 53.4% meaning it has been falling). -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-06 00:00:00)
Latest daily return for the model portfolio: 0.61%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-06 00:00:00)
Latest daily return for the crypto model portfolio: 0.81%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-06 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 (@ 2020-10-05 23:39:25)
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 (35.9), United Kingdom (20.2), Canada (16.0) and peace (15.4). Meanwhile the lowest (negative) sentiment was seen for BOJ (-26.3), War (-23.5), Deficit (-13.1) and ECB (-12.9). 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 (@ 2020-10-05 23:39:23)
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 (38.6), Bitcoin Cash (27.6), Litecoin (25.7) and Global High Yield (25.1). Meanwhile the most negative sentiment could be seen for VIX volatility index (-44.0), Crude oil (-23.2), EM LC Bonds (-14.7) and Monero (-2.1). 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 (@ 2020-10-05 21:24:45)
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 0.75 (3 weeks ago it was 0.75), and minimum correlation between any pair was -0.27 (3 weeks ago it was -0.34). A few randomly picked correlation pairs are: Binance Coin - Japanese yen: -0.04. Cardano - Bitcoin: 0.48. Nikkei 225 - Litecoin: 0.07. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-05 20:50:30)

Monero  +6.75%
DASH  +1.03%
Crypto.com Coin  +0.51%
Bitcoin  +0.50%
Tezos  +0.47%
Algorand  +0.45%
ChainLink  +0.31%
Ripple  +0.26%
Cosmos  +0.00%
Stellar  -0.22%
Bitcoin Cash  -0.30%
EOS  -0.40%
Ethereum  -0.45%
ICON  -0.65%
Qtum  -0.87%
TRON  -1.12%
Bitcoin SV  -1.25%
Cardano  -1.39%
Litecoin  -1.45%
Binance Coin  -1.96%
VeChain  -3.84%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-05 20:50:30)

Japanese yen  +0.23%
Global High Yield  -0.08%
Inv Grade Credit  -0.08%
Euro Stoxx 50  -0.10%
EM LC Bonds  -0.15%
Euro  -0.28%
EM Equity  -0.29%
Gold  -0.32%
Australian dollar  -0.33%
US Treasury Bonds  -0.41%
Nikkei 225  -0.67%
S&P500  -0.96%
Crude oil  -4.06%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-05 20:45:49)
The largest latest daily returns (in absolute or negative sense) were on Monero (6.75%), followed by VeChain (-3.84%), Binance Coin (-1.96%), Litecoin (-1.45%) and Cardano (-1.39%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-05 20:45:49)
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 (-44), Ethereum (-28), Bitcoin (-9) and TRON (-8). Meanwhile the largest increases in search popularity were seen for Nikkei 225 (82), Euro Stoxx 50 (81), S&P500 dividend unadjusted (48) and EM LC Bonds (44). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-05 20:45:47)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 6.32% (our signals delivered 7.24%). Second and third highest came from Ripple and Litecoin which delivered 3.37% (vs -3.82% in our models) and 3.10% (vs 0.00% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -8.92% (our signals delivered -6.47%). Second and third worst came from Algorand and ChainLink which delivered -5.51% (vs -9.38% in our models) and -5.08% (vs -8.36% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-05 20:45:45)
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 Ripple came in at 35.6% (a month ago it was 44.3% so it has been falling). Meanwhile, VaR for VeChain came in at 60.3% (previously 50.0% meaning it has been rising). Finally, for Bitcoin SV we see VaR at 33.2% (which was 43.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-05 04:02:22)
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 (0.21 today vs. 0.53 a month ago), Global High Yield - S&P500 (0.31 today vs. 0.61 a month ago), Nikkei 225 - S&P500 (-0.14 today vs. 0.12 a month ago) and Inv Grade Credit - TRON (-0.08 today vs. 0.15 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Global High Yield (-0.06 today vs. -0.42 a month ago), Cardano - US Treasury Bonds (0.23 today vs. -0.09 a month ago), Global High Yield - US Treasury Bonds (-0.06 today vs. -0.34 a month ago) and US Treasury Bonds - Bitcoin Cash (0.40 today vs. 0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-05 04:02:20)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 55.13%. In our premium tier we have presented 117 signals that resulted in a loss (on average -5.93%). Meanwhile we have presented 145 signals that resulted in a gain (on average +31.85%). On average the (closed) signals were outstanding for a period of 22.7 days. Of the current live signals, we have 13 long calls, 8 neutral calls and 12 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-05 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 (@ 2020-10-05 00:00:00)
Latest daily return for the crypto model portfolio: -0.77%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).