Latest public signals for SPX

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 Stellar, Tezos, Inv Grade Credit, ChainLink, Japanese yen, Euro, Bitcoin SV, Uniswap, Crude oil, Bitcoin Cash, Filecoin, Global High Yield, Algorand, Polkadot, ICON, Crypto.com Coin, YFI, Solana, Litecoin, and Cosmos.

Last update: 14.3 hours ago (traditional assets) and 16.2 hours ago (crypto)
Win rate for signals shown: 85.7%. Overall win rate all signals since inception: 46.6%
Average profit of long/short signals shown: +6.2%, average loss of long/short signals shown: -5%
Total SI return: +135.5% (model portfolio) and +767.1% (crypto model portfolio)

Date open Date closed Days Asset Signal Return Result
2021-09-20 Open NEW SPX NEUTRAL 0.0% -
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

LSS model: 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.

How to trade

The easiest way to trade the S&P500 is through ETFs like the SPY.

Other statistics and data

Reddit asset and topic sentiment
Correlation trends
Correlation matrix
Risk and performance dashboard

What win rates are expected?

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.

When are signals calculated?

The daily signal update completes by 4am UTC, which currently translates to roughly noon in Singapore, midnight in New York, or 5am in London.