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NEW DATA INSIGHT (@ 2021-10-15 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 0.20 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 - Tezos: 0.50. Gold - EOS: -0.04. LSS Model Portfolio - ChainLink: 0.46. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-10-15 20:50:16)

Solana  +8.41%
Polkadot  +8.31%
Bitcoin  +7.48%
FARM  +7.29%
Bitcoin Cash  +6.28%
Litecoin  +5.98%
DASH  +5.83%
SUSHI  +4.32%
Cardano  +3.24%
TRON  +2.80%
ChainLink  +2.67%
YFI  +2.65%
Monero  +2.57%
Compound  +2.27%
Ethereum  +2.18%
Crypto.com Coin  +2.06%
EOS  +1.74%
VeChain  +1.56%
Binance Coin  +1.11%
Bitcoin SV  +0.99%
Ripple  +0.88%
AAVE  +0.34%
Stellar  -0.19%
Cosmos  -0.86%
Uniswap  -0.99%
Algorand  -2.22%
Filecoin  -2.30%
Tezos  -2.95%
Qtum  -3.27%
ICON  -3.37%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-10-15 20:50:16)

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 (@ 2021-10-15 20:45:25)
The largest latest daily returns (in absolute or negative sense) were on Solana (8.41%), followed by Polkadot (8.31%), Bitcoin (7.48%), FARM (7.29%) and Bitcoin Cash (6.28%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-15 20:45:25)
As of today, the largest declines in Google search popularity compared to a month ago were seen for Euro Stoxx 50 (-67), Japanese yen (-61), Nikkei 225 (-18) and S&P500 (-11). Meanwhile the largest increases in search popularity were seen for Bitcoin (26), Crude oil (22), Cardano (12) and Euro (6). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-15 20:45:23)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 47.13% (our signals delivered -2.57%). Second and third highest came from ICON and VeChain which delivered 43.45% (vs -2.71% in our models) and 38.76% (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 (@ 2021-10-15 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 ChainLink came in at 43.5% (a month ago it was 78.0% so it has been falling). Meanwhile, VaR for Model Portfolio Crypto came in at 17.5% (previously 41.7% meaning it has been falling). Finally, for Ethereum we see VaR at 40.0% (which was 53.3% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-15 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 Euro - Gold (0.37 today vs. 0.66 a month ago), Gold - S&P500 (-0.02 today vs. 0.26 a month ago), Bitcoin SV - Japanese yen (-0.11 today vs. 0.15 a month ago) and SUSHI - Gold (-0.07 today vs. 0.13 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.71 today vs. 0.17 a month ago), Inv Grade Credit - Gold (0.58 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 (0.04 today vs. -0.32). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-15 04:00:40)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.82%. In our premium tier we have presented 1197 signals that resulted in a loss (on average -7.30%). Meanwhile we have presented 1066 signals that resulted in a gain (on average +17.47%). On average the (closed) signals were outstanding for a period of 10.1 days. Of the current live signals, we have 13 long calls, 24 neutral calls and 6 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-15 00:00:00)
Latest daily return for the model portfolio: -0.03%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-10-15 00:00:00)
Latest daily return for the crypto model portfolio: -0.41%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-10-15 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 (@ 2021-10-14 23:41:03)
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 Elon Musk (39.5), Investing (38.7), Proof of stake (23.6) and Binance (22.4). Meanwhile the lowest (negative) sentiment was seen for Taiwan (-22.8), War (-18.8), ECB (-16.6) and Marxism (-16.4). 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 (@ 2021-10-14 23:41:01)
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 (38.7), Bitcoin Cash (26.1), Cardano (15.6) and Monero (14.6). Meanwhile the most negative sentiment could be seen for Japan government bond (-59.9), Germany government bond (-30.0), Crude oil (-27.3) and S&P500 (-8.5). 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

NEW DATA INSIGHT (@ 2021-10-14 21:39:26)
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 0.21 which means correlations are rising). Maximum correlation between any pair was 0.71 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.39 (3 weeks ago it was -0.47). A few randomly picked correlation pairs are: Tezos - Compound: 0.52. SUSHI - Compound: 0.77. Cardano - Solana: 0.39. -Albert Ingles

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

Uniswap  +6.31%
Ethereum  +4.55%
SUSHI  +4.31%
ChainLink  +3.59%
Compound  +2.55%
Filecoin  +2.20%
FARM  +1.76%
YFI  +1.37%
VeChain  +1.34%
DASH  +1.30%
AAVE  +1.27%
Litecoin  +0.92%
Solana  +0.11%
Binance Coin  +0.11%
Bitcoin Cash  +0.09%
Ripple  +0.00%
Crypto.com Coin  -0.19%
EOS  -0.22%
Bitcoin  -0.38%
Bitcoin SV  -0.61%
Stellar  -0.72%
TRON  -1.28%
Qtum  -1.35%
Cardano  -1.37%
Algorand  -1.64%
ICON  -2.35%
Tezos  -2.47%
Polkadot  -2.57%
Monero  -2.71%
Cosmos  -3.17%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

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

S&P500  +1.72%
Euro Stoxx 50  +1.61%
Nikkei 225  +1.46%
Crude oil  +0.99%
EM Equity  +0.51%
Australian dollar  +0.50%
US Treasury Bonds  +0.47%
EM LC Bonds  +0.38%
Gold  +0.16%
Euro  +0.02%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
Japanese yen  -0.38%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-14 20:45:28)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US dollar index (-53), S&P500 dividend unadjusted (-31), Japanese yen (-30) and Euro Stoxx 50 (-22). Meanwhile the largest increases in search popularity were seen for US Treasury Bonds (57), Ethereum (34), Binance Coin (31) and Bitcoin (30). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-14 20:45:27)
The largest latest daily returns (in absolute or negative sense) were on Uniswap (6.31%), followed by Ethereum (4.55%), SUSHI (4.31%), ChainLink (3.59%) and Cosmos (-3.17%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-14 20:45:25)
The latest performance calculations have been updated. Month-to-date performance on Polkadot was the highest at 51.02% (our signals delivered 0.00%). Second and third highest came from ICON and Bitcoin which delivered 46.90% (vs -2.71% in our models) and 37.29% (vs 37.29% 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 (@ 2021-10-14 20:45:23)
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 31.1% (a month ago it was 56.8% so it has been falling). Meanwhile, VaR for Cosmos came in at 54.5% (previously 127.5% meaning it has been falling). Finally, for SUSHI we see VaR at 67.4% (which was 76.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-14 04:00:43)
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 Gold - S&P500 (-0.02 today vs. 0.27 a month ago), Euro - Gold (0.39 today vs. 0.65 a month ago), Bitcoin SV - Japanese yen (-0.11 today vs. 0.13 a month ago) and SUSHI - Gold (-0.09 today vs. 0.13 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Inv Grade Credit (0.72 today vs. 0.18 a month ago), Inv Grade Credit - Gold (0.59 today vs. 0.12 a month ago), Inv Grade Credit - EM LC Bonds (0.56 today vs. 0.16 a month ago) and Inv Grade Credit - Euro Stoxx 50 (0.06 today vs. -0.32). -Albert Ingles

NEW DATA INSIGHT (@ 2021-10-14 04:00:40)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.65%. In our premium tier we have presented 1192 signals that resulted in a loss (on average -7.32%). Meanwhile we have presented 1059 signals that resulted in a gain (on average +17.57%). On average the (closed) signals were outstanding for a period of 10.1 days. Of the current live signals, we have 12 long calls, 23 neutral calls and 8 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-10-14 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 (@ 2021-10-14 00:00:00)
Latest daily return for the crypto model portfolio: 1.10%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-10-14 00:00:00)
Latest daily return for the traditional model portfolio: 0.02%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).