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 S&P500 lists the largest American stocks and covers about 80% of the American stock markets in terms of market cap. Our stocks model uses daily dividend-adjusted prices for the S&P500 as input. This index consists of the 500 largest companies listed on exchanges in the United States. The LSS S&P500 model is calibrated on a history of daily stock prices going back several decades (smoothed out over the medium term) as well as a number of other exogenous risk factors across other asset classes that may impact its behavior. (Date added to LongShortSignal: 2019-10-23).
Date | Return |
---|
Date | Asset | Long/short | Long only |
---|---|---|---|
2022-01-06 | -1.45% | 0.00% | 0.00% |
2021-12-31 | 4.48% | 2.25% | 2.25% |
2021-11-30 | -0.69% | -0.69% | -0.69% |
2021-10-29 | 7.01% | 0.00% | 0.00% |
2021-09-30 | -4.65% | -3.57% | -3.57% |
2021-08-31 | 3.04% | 3.04% | 3.04% |
2021-07-30 | 2.38% | 2.38% | 2.38% |
2021-06-30 | 2.33% | 0.47% | 0.47% |
2021-05-31 | 0.70% | 0.00% | 0.00% |
2021-04-30 | 5.34% | 0.00% | 0.00% |
2021-03-31 | 4.38% | 0.84% | 0.84% |
2021-02-26 | 2.76% | 2.76% | 2.76% |
2021-01-29 | -1.01% | -1.01% | -1.01% |
2020-12-31 | 3.84% | 3.84% | 3.84% |
2020-11-30 | 10.95% | 9.59% | 9.59% |
2020-10-30 | -2.66% | -4.98% | -4.98% |
2020-09-30 | -3.80% | -4.01% | -4.01% |
2020-08-31 | 7.19% | 7.19% | 7.19% |
2020-07-31 | 5.64% | 7.02% | 6.33% |
2020-06-30 | 1.99% | 1.99% | 1.99% |
2020-05-29 | 4.76% | 4.76% | 4.76% |
2020-04-30 | 12.82% | -2.22% | 5.51% |
2020-03-31 | -12.35% | 6.01% | 0.00% |
2020-02-28 | -8.23% | 2.61% | -2.86% |
2020-01-31 | -0.04% | -0.04% | -0.04% |
Date open | Date closed | Days | Asset | Signal | Return | Result | |
---|---|---|---|---|---|---|---|
2021-12-09 | Open | Open | SPX | NEUTRAL | +0.7% | Profit | |
2021-10-29 | 2021-12-09 | 41 | SPX | LONG | +1.5% | Profit | |
2021-09-20 | 2021-10-29 | 39 | SPX | NEUTRAL | +5.8% | Profit | |
2021-06-29 | 2021-09-20 | 83 | SPX | LONG | +1.9% | Profit | |
2021-06-25 | 2021-06-29 | 4 | SPX | NEUTRAL | +0.3% | Profit | |
2021-06-24 | 2021-06-25 | 1 | SPX | LONG | +0.3% | Profit | |
2021-03-05 | 2021-06-24 | 111 | SPX | NEUTRAL | +11.5% | Profit | |
2020-11-02 | 2021-03-05 | 123 | SPX | LONG | +16.7% | Profit | |
2020-10-28 | 2020-11-02 | 5 | SPX | NEUTRAL | +1.2% | Profit | |
2020-10-20 | 2020-10-28 | 8 | SPX | LONG | -5.0% | Loss | |
2020-09-17 | 2020-10-20 | 33 | SPX | NEUTRAL | +2.7% | Profit | |
2020-07-23 | 2020-09-17 | 56 | SPX | LONG | +4.1% | Profit | |
2020-07-21 | 2020-07-23 | 2 | SPX | SHORT | +0.7% | Profit | |
2020-04-13 | 2020-07-21 | 99 | SPX | LONG | +18.5% | Profit | |
2020-02-25 | 2020-04-13 | 48 | SPX | SHORT | +11.5% | Profit | |
2019-10-23 | 2020-02-25 | 125 | SPX | LONG | +4.8% | Profit |