The signals for our free quantitative asset models are publicly available with a 1 day lag on opening of a trade, though we will share them with you instantly whenever our models close a trade. If you want to see the signals without delay, you can either sign up for a free account, or sign up for a premium account to see additional signals and the full composition of our model portfolio.
Model portfolio LSS Model Portfolio Model Portfolio Crypto Model Portfolio Traditional Cryptocurrencies Bitcoin Ethereum Fixed income US Treasury Bonds
Stocks S&P500
The LongShortSignal.com model portfolio is our flagship portfolio made up of the best quantitative investment ideas generated by our models across the entire spectrum of assets covered by LSS signals. If we ran a hedge fund, this is how we would invest. The signals used to build our model portfolio include our freely available Bitcoin, stocks and bonds models but also numerous premium assets across for instance credit, gold, commodities and (crypto) currencies.
The model portfolio is a combination of two sub-portfolios: one with a lower risk profile (generally speaking a 21 day 99% Value at Risk well below 10%) and one with a higher risk level. Depending on the prevailing outlook and risk levels the allocation between these is adjusted on a weekly basis. Every sub-portfolio contains a number of assets that are fundamentally viewed as being the most attractive from a risk-reward perspective (either long or short!), updated once a month.
On a weekly basis, the portfolio weights are adjusted based on the "win rates" of the underlying models, with models that have recently been more successful being favored, and on a day to day basis the position taken is dynamically determined by our long/short signals per asset class resulting from price movements in the days before. As a final step, adjustments are made to ensure that risk contribution of each individual asset stays below approximately 20% of total portfolio risk. Our model portfolio does not employ any leverage. Please sign up for a LSS premium account if you want to have real time access to our model portfolio constituents and updates as they come in.
| Date | Return |
|---|
| Date | Portfolio |
|---|---|
| 2022-06-11 | -0.49% |
| 2022-05-31 | -2.62% |
| 2022-04-30 | -1.64% |
| 2022-03-31 | 1.82% |
| 2022-02-28 | 0.63% |
| 2022-01-31 | -3.19% |
| 2021-12-31 | -2.28% |
| 2021-11-30 | -0.83% |
| 2021-10-31 | 0.36% |
| 2021-09-30 | -2.45% |
| 2021-08-31 | 6.79% |
| 2021-07-31 | 2.01% |
| 2021-06-30 | -1.52% |
| 2021-05-31 | -0.68% |
| 2021-04-30 | -0.89% |
| 2021-03-31 | -0.78% |
| 2021-02-28 | 9.83% |
| 2021-01-31 | 4.65% |
| 2020-12-31 | 5.54% |
| 2020-11-30 | 11.90% |
| 2020-10-31 | 1.53% |
| 2020-09-30 | -5.49% |
| 2020-08-31 | -0.24% |
| 2020-07-31 | 15.40% |
| 2020-06-30 | 6.00% |
| 2020-05-31 | 0.80% |
| 2020-04-30 | 6.54% |
| 2020-03-31 | 20.15% |
| 2020-02-29 | 4.88% |
| 2020-01-31 | 6.25% |
| Asset | Total return | Sharpe ratio | Positive days | Best day | Worst day | Net delta* |
|---|---|---|---|---|---|---|
| Model portfolio | 114.76% | 1.00 | 55% | 15.2% | -6.9% | 42.00% |
| S&P500 | 50.18% | 0.29 | 58% | 9.4% | -12.0% | - |
| 20 year US treasury bonds | 3.70% | -0.02 | 51% | 5.3% | -6.5% | - |
| Bitcoin | 312.12% | 0.50 | 53% | 20.5% | -37.2% | - |