Our public signals are shown with a 1 day lag. Please register for a free account to receive signals for Bitcoin, stocks and bonds as soon as they become available. Or sign up for a crypto or premium account to also get access to our other signals. These signals include 40+ models including VeChain, EM Equity, Inv Grade Credit, Crypto.com Coin, Nikkei 225, Algorand, ChainLink, Compound, Euro Stoxx 50, FARM, Global High Yield, EOS, Monero, Uniswap, Polkadot, Ripple, Cardano, Binance Coin, Stellar, and TRON.
Last update: 19501.1 hours ago (traditional assets) and 16430.8 hours ago (crypto)
Win rate for signals shown: 93.8%. Overall win rate all signals since inception: 41.6%
Average profit of long/short signals shown: +5.5%, average loss of long/short signals shown: -5%
Total SI return: +114.8% (model portfolio) and +560.1% (crypto model portfolio)
Cryptocurrencies Bitcoin Ethereum Fixed income US Treasury Bonds Stocks S&P500
| 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 |
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.
The easiest way to trade the S&P500 is through ETFs like the SPY.
Reddit asset and topic sentiment
Correlation trends
Correlation matrix
Risk and performance dashboard
We believe that a win rate above 60-70% is feasible in the longer term. Not every signal is going to beat it out of the ball park, and the quality and health of all models varies as some have a harder time grasping market dynamics. But systematic implementation of our signals has so far proven to be able to beat the market by a wide margin, offering far better risk-adjusted returns.
We believe that implementing our signals in context of our model portfolio is critical as this introduces an intelligent risk based weighting and also adjusts for historical success rates. For instance, there may be periods where our signals underperform (say win rates of only 25%), while the model portfolio itself is barely invested and therefore not really impacted.
The daily signal update completes by 4am UTC, which currently translates to roughly noon in Singapore, midnight in New York, or 5am in London.