LongShortSignal Feed

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NEW SIGNAL (@ 2020-07-24 00:00:00)
New signal for S&P500: *LONG*. Our model flipped short on the S&P on 21st June, and is now flipping back long again after realizing all of a +0.7% positive return. But nevermind, let us focus on the fact that our long and short signals model has outperformed the S&P500 (just about positive for the year but hanging in the balance) by a whopping +19%. That's a result we're pretty satisfied/smug about! (See all signals here)

NEW SIGNAL (@ 2020-07-22 00:00:00)
New signal for S&P500: *SHORT*. This new SHORT signal for SPX closes the previous LONG signal which was held for 99 days at a return of 18.5%. It has captured a large portion of the rebound since the Covid-19 March sell-off up to where the underlying is now relatively flat year-to-date. The long/short model is up 18.5%, whilst long-only is 15.1% and the underlying's buy and hold return is up 2.5% ytd. Whilst a SHORT signal here is better expressed as part our 'flagship' Model Portfolio which contributes a 20% weighting to it. Given the other signals within the portfolio are all long, high correlations suggest, our portfolio should continue to perform even if the market remains buoyant. (See all signals here)

NEW SIGNAL (@ 2020-07-20 00:00:00)
New signal for Bitcoin: *LONG*. We have a new LONG signal for Bitcoin which closes the previous short for a scratch trade. Bitcoin's supporting quantitative model has been calibrated to capture the majority of market movement within this asset for the past decade. What we are seeing now in this coiling tight range has produced some noisy signals resulting in very minor losses. We are anticipating a larger move soon and we trust our models will be on the right side of that to continue its outperformance. (See all signals here)

NEW SIGNAL (@ 2020-07-18 00:00:00)
New signal for Bitcoin: *SHORT*. Our Bitcoin long/short model has delivered a performance of +97% in 2020, compared to 32% on the buy and hold strategy. While the latest LONG signal delivered a -1.2% negative return, in a sense being wrong on the long side is less painful than on the short side as you're just moving along with the market (and not losing money when others are winning). Bitcoin has been moving range bound lately and the +1%, -1% changes make it harder for our models to pick up on a clear direction. (See all signals here)

NEW SIGNAL (@ 2020-07-15 00:00:00)
New signal for Bitcoin: *LONG*. Well there you go. Our models closed the previous Bitcoin SHORT call which had been in place for 24 days with a +1% profit as Bitcoin has moved range-bound for a while. We're now shifting back into LONG mode, aligning with many our altcoin models which are currently flagging a similar stance. The Bitcoin signals models keeps up the outperformance of the long/short model at around +65% vs. the underlying on year-to-date basis. (See all signals here)