Assessment - Shanghai Stock Exchange 50 in Pound sterling - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						L		SSE 50 ew	194.264	12/08/24	-0.09	202.754	-4.19	196.668	6.086	3.09		-1.05
								AECC Aviation Power	4.128	12/08/24	-0.13	3.940	4.77	4.136	-0.197	-4.76		-1.04
								Agricultural Bank	0.504	12/08/24	0.65	0.482	4.50	0.403	0.079	19.73		14.88
								Bank of China	0.506	12/08/24	0.65	0.507	-0.21	0.442	0.066	14.89		12.71
								Beijing Kingsoft	20.906	12/08/24	-0.91	22.267	-6.11	33.577	-11.310	-33.68		-34.64
								China CSSC	4.128	12/08/24	-0.13	4.472	-7.70	3.298	1.174	35.61		30.63
						L		China Life	3.203	12/08/24	0.44	3.405	-5.93	3.137	0.268	8.55		-1.69
								China Merchants Bank	3.489	12/08/24	-0.65	3.732	-6.52	3.078	0.654	21.23		6.82
								China Northern Rare	1.827	12/08/24	-0.65	1.958	-6.71	2.140	-0.182	-8.49		-12.64
						L		China Pacific Ins	2.975	12/08/24	0.22	3.100	-4.03	2.631	0.469	17.81		8.09
						S		China Petrol&Chem	0.714	12/08/24	0.15	0.694	2.82	0.617	0.077	12.41		5.07
								China Rwy Group	0.644	12/08/24	-1.33	0.714	-9.74	0.629	0.085	13.54		-1.03
						L		China Shenhua En	4.269	12/08/24	0.64	4.918	-13.21	3.469	1.449	41.77		33.76
						L		China State Constr	0.597	12/08/24	-0.18	0.591	1.10	0.532	0.059	11.01		0.85
								China Telecom Corp	0.618	12/08/24	-1.56	0.663	-6.72	0.594	0.068	11.50		5.63
								China Three Gorges R	0.516	12/08/24	-0.21	0.487	6.03	0.484	0.003	0.63		-6.96
						S		China Tourism	6.946	12/08/24	-1.36	6.789	2.32	9.261	-2.472	-26.70		-31.27
								China Unicom	0.484	12/08/24	-1.33	0.508	-4.70	0.485	0.024	4.88		-1.64
								China Yangtze Pwr	3.170	12/08/24	-1.22	3.202	-1.02	2.583	0.619	23.98		23.26
						S		Citic Secs	2.050	12/08/24	-0.11	1.977	3.68	2.254	-0.277	-12.30		-12.92
								Cosco Shipping	1.344	12/08/24	0.49	1.718	-21.81	1.060	0.658	62.09		49.59
								Foshan Haitian F&F	3.854	12/08/24	-0.03	3.737	3.14	4.199	-0.463	-11.02		-12.24
						L		GigaDevice	8.493	12/08/24	0.09	10.255	-17.18	10.224	0.031	0.30		7.36
						L		Great Wall Motor	2.412	12/08/24	-0.31	2.746	-12.14	2.791	-0.045	-1.61		-1.83
								Haier Smart Home	2.801	12/08/24	1.46	3.084	-9.16	2.324	0.760	32.70		16.54
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Hygon	8.005	12/08/24	2.35	7.654	4.58	8.007	-0.353	-4.41		3.38
								Ind and Comm Bk	0.651	12/08/24	1.18	0.632	2.92	0.529	0.103	19.51		15.82
						L		Industrial Bank	1.768	12/08/24	-0.55	1.928	-8.28	1.794	0.134	7.48		10.02
						S		IM Yili	2.645	12/08/24	0.66	2.821	-6.24	2.960	-0.139	-4.70		-6.39
						S		Jiangsu Hengrui Med	4.739	12/08/24	2.85	4.157	14.01	5.005	-0.848	-16.95		-13.89
						S		Kweichow Moutai	155.988	12/08/24	-0.05	156.453	-0.30	190.995	-34.542	-18.09		-17.27
						S		LONGi Green Energy	1.513	12/08/24	0.87	1.526	-0.85	2.534	-1.008	-39.78		-37.98
								NARI Technology	2.556	12/08/24		2.699	-5.31	2.470	0.229	9.28		7.07
								PetroChina	0.946	12/08/24	-0.34	1.133	-16.49	0.781	0.352	45.01		25.51
						L		Ping An Ins	4.412	12/08/24	0.02	4.521	-2.40	4.459	0.061	1.37		-5.90
						L		Poly Developments	0.897	12/08/24	-3.39	1.011	-11.28	1.096	-0.084	-7.69		-13.42
								PowerChina	0.587	12/08/24	-0.55	0.617	-4.93	0.541	0.076	14.02		7.84
						S		SAIC Motor Corp	1.492	12/08/24	-0.87	1.505	-0.87	1.497	0.008	0.55		-5.55
								Sany Heavy Industry	1.666	12/08/24	-0.45	1.785	-6.63	1.524	0.261	17.12		7.73
						L		SMIC	5.298	12/08/24	0.60	4.976	6.48	5.860	-0.885	-15.09		-6.27
								Shaanxi Coal	2.508	12/08/24	2.12	2.919	-14.07	2.312	0.607	26.26		28.17
								Shanxi Xinghuacun	20.778	12/08/24	-1.14	22.491	-7.62	25.532	-3.041	-11.91		-12.10
						L		TBEA	1.448	12/08/24	0.23	1.516	-4.51	1.527	-0.011	-0.70		-8.22
						S		Tongwei	2.028	12/08/24		2.046	-0.90	2.770	-0.723	-26.12		-30.55
						L		Trina Solar	1.883	12/08/24	0.58	1.860	1.29	3.157	-1.297	-41.10		-37.35
								Wanhua Chemical	8.138	12/08/24	-0.91	8.939	-8.97	8.501	0.439	5.16		-3.20
						L		Will Semiconductor	10.029	12/08/24	0.17	10.755	-6.76	11.808	-1.053	-8.92		0.02
								WuXi AppTec	4.495	12/08/24	-0.29	4.199	7.04	8.051	-3.852	-47.85		-37.83
								Zhangzhou Pientze	22.593	12/08/24	-0.60	22.401	0.86	26.778	-4.377	-16.35		-17.09
								Zhejiang Huayou	2.418	12/08/24	-0.27	2.428	-0.40	3.644	-1.216	-33.38		-32.94
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								Zijin Mining	1.668	12/08/24	0.13	1.959	-14.86	1.379	0.581	42.12		33.10
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 1/01/24 - 28 did rise, Market-Ratio(26) in GBP = 56.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

 

 

Transactions Shanghai Stock Exchange 50 in Pound sterling * Mixed Straddles L21 - 83/68 (2) - S18 - 47/48 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		10/04/06	98				- cash -
long	10/04/06	9/10/06	182				Citic Secs	50	24,926		0.201	0.347		0.147	73	13,661	201
							Kweichow Moutai	50	2,712		1.843	2.842		0.999	54	16,372	138
9/10/06		6/11/06	28				- cash -
	6/11/06	21/01/08	441				China CSSC	50	11,096		0.738	8.105		7.367	999	98,118	627
							Sinolink Secs	50	81,327		0.101	1.043		0.942	936	174,730	592
short	21/01/08	9/02/09	385				Shanghai Int Port	100	307,414		0.568	0.423	0.764	0.196	34	234,987	32
9/02/09		23/03/09	42				- cash -
long	23/03/09	30/11/09	252				China Northern Rare	50	270,781		0.434	0.577		0.143	33	273,755	51
							Kangmei Pharma	50	439,678		0.267	0.403		0.136	51	333,605	82
short	30/11/09	14/12/09	14				China Rwy Constr	100	407,386		0.819	0.804	0.834	0.015	2	339,720	61
14/12/09		11/01/10	28				- cash -
long	11/01/10	18/01/10	7				SAIC Motor Corp	50	107,990		1.573	1.579		0.006	0	340,359	22
							IM Yili	50	398,201		0.427	0.479		0.052	12	361,055	40,036
18/01/10		25/01/10	7				- cash -
	25/01/10	1/02/10	7				SAIC Motor Corp	50	121,150		1.490	1.372		-0.118	-8	346,702	-99
							IM Yili	50	396,601		0.455	0.466		0.011	2	350,899	231
1/02/10		22/02/10	21				- cash -
short	22/02/10	11/10/10	231				Poly Developments	100	589,247		0.596	0.539	0.658	0.063	11	387,961	17
11/10/10		18/10/10	7				- cash -
long	18/10/10	22/11/10	35				China Northern Rare	50	113,670		1.707	1.671		-0.036	-2	383,880	-20
							Kangmei Pharma	50	269,312		0.720	0.848		0.128	18	418,259	448
22/11/10		29/11/10	7				- cash -
short	29/11/10	13/12/10	14				Shanghai Pudong	100	436,133		0.959	0.951	0.968	0.008	1	421,959	26
13/12/10		20/12/10	7				- cash -
	20/12/10	3/01/11	14				Shanghai Pudong	100	456,364		0.925	0.941	0.908	-0.017	-2	414,288	-38
3/01/11		10/01/11	7				- cash -
	10/01/11	24/01/11	14				China Merchants Secs	100	296,614		1.397	1.295	1.506	0.109	8	446,672	612
24/01/11		14/02/11	21				- cash -
long	14/02/11	7/03/11	21				China Shipbuilding	50	274,629		0.813	0.817		0.004	0	447,692	8
							Shanghai Oriental	50	190,641		1.171	1.333		0.161	14	478,396	838
short	21/02/11	28/03/11	35				Shanghai Pudong	100	510,747		0.937	0.983	0.891	-0.046	-5	454,821	-41
28/03/11		6/06/11	70				- cash -
	6/06/11	23/01/12	231				China Rwy Constr	100	808,028		0.563	0.420	0.755	0.192	34	610,142	59
23/01/12		12/03/12	49				- cash -
	12/03/12	26/03/12	14				China Rwy Group	100	2,219,082		0.275	0.261	0.289	0.014	5	641,981	277
26/03/12		7/05/12	42				- cash -
long	7/05/12	4/06/12	28				Poly Developments	50	453,058		0.708	0.755		0.047	7	663,186	130
							China Northern Rare	50	115,315		2.784	3.094		0.310	11	698,952	296
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
4/06/12		11/06/12	7				- cash -
short	11/06/12	10/12/12	182				China Unicom	100	1,700,463		0.411	0.333	0.507	0.096	23	862,475	52
10/12/12		14/01/13	35				- cash -
long	14/01/13	13/05/13	119				China Minsheng Bk	50	612,034		0.705	0.900		0.195	28	982,065	112
							Sinolink Secs	50	477,890		0.902	0.842		-0.061	-7	953,088	-19
short	29/04/13	28/10/13	182				China Northern Rare	100	498,709		1.911	1.708	2.139	0.228	12	1,066,641	25
28/10/13		18/11/13	21				- cash -
long	18/11/13	30/12/13	42				Shanghai Int Port	50	1,101,756		0.484	0.527		0.043	9	1,113,655	108
							Shanghai Oriental	50	131,030		4.070	3.728		-0.342	-8	1,068,831	-53
short	30/12/13	26/05/14	147				Poly Developments	100	1,997,586		0.535	0.479	0.598	0.063	12	1,194,956	32
26/05/14		9/06/14	14				- cash -
	9/06/14	16/06/14	7				China Northern Rare	100	975,947		1.224	1.211	1.238	0.014	1	1,208,516	80
16/06/14		23/06/14	7				- cash -
	23/06/14	30/06/14	7				Kangmei Pharma	100	1,755,166		0.689	0.704	0.673	-0.016	-2	1,181,052	-70
30/06/14		4/08/14	35				- cash -
long	4/08/14	27/07/15	357				Founder Technology	50	1,561,319		0.378	0.769		0.391	103	1,791,605	107
							Sinolink Secs	50	546,081		1.081	1.807		0.725	67	2,187,684	69
short	27/07/15	28/12/15	154				China Northern Rare	100	1,385,555		1.579	1.451	1.718	0.139	9	2,380,799	22
28/12/15		11/01/16	14				- cash -
	11/01/16	6/06/16	147				Haitong Secs	100	1,813,285		1.313	1.626	1.000	-0.313	-24	1,813,285	-49
6/06/16		27/06/16	21				- cash -
	27/06/16	4/07/16	7				Cosco Shipping	100	3,174,028		0.571	0.588	0.555	-0.017	-3	1,759,999	-79
4/07/16		11/07/16	7				- cash -
	11/07/16	18/07/16	7				Cosco Shipping	100	2,934,714		0.600	0.604	0.595	-0.005	-1	1,745,862	-34
18/07/16		25/07/16	7				- cash -
	25/07/16	15/08/16	21				Cosco Shipping	100	2,917,625		0.598	0.625	0.572	-0.026	-4	1,669,173	-54
15/08/16		24/10/16	70				- cash -
long	24/10/16	2/01/17	70				Kweichow Moutai	50	22,644		36.856	39.200		2.344	6	1,722,259	38
							China State Constr	50	1,049,175		0.795	1.038		0.243	31	1,977,053	301
short	19/12/16	26/12/16	7				Orient Secs	100	1,097,358		1.802	1.821	1.783	-0.019	-1	1,956,372	-42
2/01/17		20/02/17	49				- cash -
long	20/02/17	27/03/17	35				China State Constr	50	925,417		1.057	1.083		0.026	2	1,979,970	28
							China Comms Constr	50	462,709		2.114	2.115		0.001	0	1,980,508	1
27/03/17		3/04/17	7				- cash -
short	3/04/17	10/04/17	7				Dongxing Secs	100	925,616		2.140	2.105	2.175	0.035	2	2,012,752	132
10/04/17		22/05/17	42				- cash -
	22/05/17	5/06/17	14				AECC Aviation Power	100	693,794		2.901	2.752	3.059	0.158	5	2,122,039	297
5/06/17		19/06/17	14				- cash -
	19/06/17	3/07/17	14				Shandong Gold	100	643,582		3.297	3.275	3.320	0.023	1	2,136,566	19
3/07/17		27/11/17	147				- cash -
	27/11/17	15/01/18	49				Tsinghua Tongfang	100	1,683,257		1.269	1.135	1.420	0.150	12	2,389,383	130
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
15/01/18		12/02/18	28				- cash -
	12/02/18	26/02/18	14				Founder Secs	100	3,317,912		0.720	0.740	0.701	-0.020	-3	2,324,530	-51
26/02/18		5/03/18	7				- cash -
	5/03/18	5/11/18	245				Founder Secs	100	3,173,811		0.732	0.625	0.859	0.126	17	2,725,669	27
5/11/18		24/12/18	49				- cash -
	24/12/18	21/01/19	28				China Molybdenum	100	6,053,496		0.450	0.447	0.453	0.003	1	2,743,444	9
21/01/19		28/01/19	7				- cash -
	28/01/19	11/02/19	14				San’an Optoelectron	100	2,466,089		1.112	1.374	0.851	-0.262	-24	2,097,656	-100
11/02/19		4/03/19	21				- cash -
long	4/03/19	8/07/19	126				Huatai Secs	50	390,118		2.688	2.462		-0.226	-8	2,009,470	-22
							China Galaxy Secs	50	781,553		1.342	1.306		-0.036	-3	1,981,429	-8
short	1/07/19	16/09/19	77				PetroChina	100	2,474,668		0.801	0.740	0.866	0.065	8	2,142,815	45
16/09/19		30/09/19	14				- cash -
	30/09/19	14/10/19	14				Bank of Shanghai	100	2,014,681		1.064	1.097	1.030	-0.034	-3	2,075,122	-57
14/10/19		21/10/19	7				- cash -
	21/10/19	9/12/19	49				PetroChina	100	3,144,796		0.660	0.610	0.714	0.054	8	2,243,812	79
9/12/19		27/01/20	49				- cash -
	27/01/20	8/06/20	133				China Comms Constr	100	2,421,706		0.927	0.861	0.997	0.071	8	2,414,684	22
8/06/20		15/06/20	7				- cash -
	15/06/20	6/07/20	21				PetroChina	100	5,083,900		0.475	0.539	0.411	-0.064	-13	2,091,517	-92
6/07/20		17/08/20	42				- cash -
long	17/08/20	24/08/20	7				San’an Optoelectron	50	321,939		3.248	2.987		-0.262	-8	2,007,320	-99
							Zheshang Secs	50	579,805		1.804	1.657		-0.147	-8	1,922,362	-99
24/08/20		9/11/20	77				- cash -
short	9/11/20	30/11/20	21				Shandong Gold	100	646,450		2.974	2.714	3.258	0.284	10	2,105,941	388
30/11/20		7/12/20	7				- cash -
	7/12/20	11/01/21	35				Shandong Gold	100	761,490		2.766	2.669	2.865	0.100	4	2,181,898	45
11/01/21		29/03/21	77				- cash -
	29/03/21	22/11/21	238				Shenzhen Goodix Tech	100	184,257		11.842	13.198	10.485	-1.356	-11	1,931,973	-17
22/11/21		29/11/21	7				- cash -
	29/11/21	6/12/21	7				Jiangsu Hengrui Med	100	321,015		6.018	5.828	6.215	0.196	3	1,994,984	433
6/12/21		10/01/22	35				- cash -
	10/01/22	12/09/22	245				China Tourism	100	83,298		23.950	23.577	24.329	0.379	2	2,026,561	2
12/09/22		19/09/22	7				- cash -
	19/09/22	5/12/22	77				Wingtech Technology	100	298,427		6.791	6.716	6.866	0.075	1	2,048,975	5
5/12/22		26/12/22	21				- cash -
	26/12/22	2/01/23	7				LONGi Green Energy	100	409,859		4.999	5.089	4.909	-0.090	-2	2,012,121	-61
2/01/23		10/04/23	98				- cash -
	10/04/23	17/04/23	7				Trina Solar	100	339,899		5.920	5.918	5.921	0.001	0	2,012,580	1
17/04/23		15/05/23	28				- cash -
	15/05/23	31/07/23	77				LONGi Green Energy	100	518,145		3.884	3.250	4.642	0.758	20	2,405,439	133
31/07/23		7/08/23	7				- cash -
	7/08/23	26/02/24	203				Foshan Haitian F&F	100	484,435		4.965	4.406	5.596	0.631	13	2,710,899	24
26/02/24		10/06/24	105				- cash -
long	10/06/24	12/08/24	63				Cosco Shipping	50	726,746		1.865	1.344		-0.521	-28	2,331,924	-85
							Zijin Mining	50	703,013		1.928	1.668		-0.260	-13	2,149,377	-57
accum	10/04/06	12/08/24	5656	days out of 7287 invested (78%)										21,394		2,149,377	41

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Sinolink Secs	long	6/11/06	21/01/08	441	0.10	1.04		0.94	935.83	50	467.92
	long	14/01/13	13/05/13	119	0.90	0.84		-0.06	-6.72		-3.36
	long	4/08/14	27/07/15	357	1.08	1.81		0.73	67.07		33.54	632.89
China CSSC	long	6/11/06	21/01/08	441	0.74	8.10		7.37	998.70		499.35	499.35
Founder Technology	long	4/08/14	27/07/15	357	0.38	0.77		0.39	103.39		51.70	51.70
China Northern Rare	long	23/03/09	30/11/09	252	0.43	0.58		0.14	33.00		16.50
	long	18/10/10	22/11/10	35	1.71	1.67		-0.04	-2.10		-1.05
	long	7/05/12	4/06/12	28	2.78	3.09		0.31	11.14		5.57
	short	29/04/13	28/10/13	182	1.91	1.71	2.14	0.23	11.91	100	11.91
	short	9/06/14	16/06/14	7	1.22	1.21	1.24	0.01	1.13		1.13
	short	27/07/15	28/12/15	154	1.58	1.45	1.72	0.14	8.83		8.83	49.90
Shanghai Int Port	short	21/01/08	9/02/09	385	0.57	0.42	0.76	0.20	34.49		34.49
	long	18/11/13	30/12/13	42	0.48	0.53		0.04	8.82	50	4.41	40.41
Citic Secs	long	10/04/06	9/10/06	182	0.20	0.35		0.15	73.23		36.62	36.62
China Rwy Constr	short	30/11/09	14/12/09	14	0.82	0.80	0.83	0.02	1.83	100	1.83
	short	6/06/11	23/01/12	231	0.56	0.42	0.76	0.19	34.15		34.15	36.61
Kangmei Pharma	long	23/03/09	30/11/09	252	0.27	0.40		0.14	50.94	50	25.47
	long	18/10/10	22/11/10	35	0.72	0.85		0.13	17.72		8.86
	short	23/06/14	30/06/14	7	0.69	0.70	0.67	-0.02	-2.27	100	-2.27	33.48
Kweichow Moutai	long	10/04/06	9/10/06	182	1.84	2.84		1.00	54.22	50	27.11
	long	24/10/16	2/01/17	70	36.86	39.20		2.34	6.36		3.18	31.15
Poly Developments	short	22/02/10	11/10/10	231	0.60	0.54	0.66	0.06	10.56	100	10.56
	long	7/05/12	4/06/12	28	0.71	0.76		0.05	6.61	50	3.30
	short	30/12/13	26/05/14	147	0.54	0.48	0.60	0.06	11.80	100	11.80	27.69
China Unicom	short	11/06/12	10/12/12	182	0.41	0.33	0.51	0.10	23.40		23.40	23.40
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
LONGi Green Energy	short	26/12/22	2/01/23	7	5.00	5.09	4.91	-0.09	-1.80		-1.80
	short	15/05/23	31/07/23	77	3.88	3.25	4.64	0.76	19.52		19.52	17.37
China State Constr	long	24/10/16	2/01/17	70	0.80	1.04		0.24	30.53	50	15.26
	long	20/02/17	27/03/17	35	1.06	1.08		0.03	2.41		1.21	16.65
Shandong Gold	short	19/06/17	3/07/17	14	3.30	3.27	3.32	0.02	0.68	100	0.68
	short	9/11/20	30/11/20	21	2.97	2.71	3.26	0.28	9.55		9.55
	short	7/12/20	11/01/21	35	2.77	2.67	2.87	0.10	3.61		3.61	14.28
Founder Secs	short	12/02/18	26/02/18	14	0.72	0.74	0.70	-0.02	-2.71		-2.71
	short	5/03/18	5/11/18	245	0.73	0.62	0.86	0.13	17.26		17.26	14.07
China Minsheng Bk	long	14/01/13	13/05/13	119	0.70	0.90		0.20	27.73	50	13.87	13.87
Foshan Haitian F&F	short	7/08/23	26/02/24	203	4.97	4.41	5.60	0.63	12.70	100	12.70	12.70
Tsinghua Tongfang	short	27/11/17	15/01/18	49	1.27	1.13	1.42	0.15	11.83		11.83	11.83
China Merchants Secs	short	10/01/11	24/01/11	14	1.40	1.30	1.51	0.11	7.82		7.82	7.82
China Comms Constr	long	20/02/17	27/03/17	35	2.11	2.12		0.00	0.06	50	0.03
	short	27/01/20	8/06/20	133	0.93	0.86	1.00	0.07	7.62	100	7.62	7.64
IM Yili	long	11/01/10	18/01/10	7	0.43	0.48		0.05	12.18	50	6.09
	long	25/01/10	1/02/10	7	0.46	0.47		0.01	2.32		1.16	7.33
AECC Aviation Power	short	22/05/17	5/06/17	14	2.90	2.75	3.06	0.16	5.43	100	5.43	5.43
China Rwy Group	short	12/03/12	26/03/12	14	0.27	0.26	0.29	0.01	5.22		5.22	5.22
Jiangsu Hengrui Med	short	29/11/21	6/12/21	7	6.02	5.83	6.21	0.20	3.26		3.26	3.26
Shanghai Oriental	long	14/02/11	7/03/11	21	1.17	1.33		0.16	13.75	50	6.87
	long	18/11/13	30/12/13	42	4.07	3.73		-0.34	-8.40		-4.20	2.38
Dongxing Secs	short	3/04/17	10/04/17	7	2.14	2.11	2.17	0.03	1.63	100	1.63	1.63
China Tourism	short	10/01/22	12/09/22	245	23.95	23.58	24.33	0.38	1.58		1.58	1.58
PetroChina	short	1/07/19	16/09/19	77	0.80	0.74	0.87	0.07	8.14		8.14
	short	21/10/19	9/12/19	49	0.66	0.61	0.71	0.05	8.13		8.13
	short	15/06/20	6/07/20	21	0.47	0.54	0.41	-0.06	-13.38		-13.38	1.29
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Wingtech Technology	short	19/09/22	5/12/22	77	6.79	6.72	6.87	0.08	1.11		1.11	1.11
China Molybdenum	short	24/12/18	21/01/19	28	0.45	0.45	0.45	0.00	0.65		0.65	0.65
China Shipbuilding	long	14/02/11	7/03/11	21	0.81	0.82		0.00	0.46	50	0.23	0.23
Trina Solar	short	10/04/23	17/04/23	7	5.92	5.92	5.92	0.00	0.02	100	0.02	0.02
Orient Secs	short	19/12/16	26/12/16	7	1.80	1.82	1.78	-0.02	-1.05		-1.05	-1.05
China Galaxy Secs	long	4/03/19	8/07/19	126	1.34	1.31		-0.04	-2.67	50	-1.34	-1.34
Bank of Shanghai	short	30/09/19	14/10/19	14	1.06	1.10	1.03	-0.03	-3.16	100	-3.16	-3.16
SAIC Motor Corp	long	11/01/10	18/01/10	7	1.57	1.58		0.01	0.38	50	0.19
	long	25/01/10	1/02/10	7	1.49	1.37		-0.12	-7.95		-3.98	-3.79
Zheshang Secs	long	17/08/20	24/08/20	7	1.80	1.66		-0.15	-8.12		-4.06	-4.06
Huatai Secs	long	4/03/19	8/07/19	126	2.69	2.46		-0.23	-8.41		-4.20	-4.20
Shanghai Pudong	short	29/11/10	13/12/10	14	0.96	0.95	0.97	0.01	0.88	100	0.88
	short	20/12/10	3/01/11	14	0.92	0.94	0.91	-0.02	-1.82		-1.82
	short	21/02/11	28/03/11	35	0.94	0.98	0.89	-0.05	-4.93		-4.93	-5.83
Zijin Mining	long	10/06/24	12/08/24	63	1.93	1.67		-0.26	-13.47	50	-6.73	-6.73
Shenzhen Goodix Tech	short	29/03/21	22/11/21	238	11.84	13.20	10.49	-1.36	-11.45	100	-11.45	-11.45
Cosco Shipping	short	27/06/16	4/07/16	7	0.57	0.59	0.55	-0.02	-2.94		-2.94
	short	11/07/16	18/07/16	7	0.60	0.60	0.59	-0.00	-0.80		-0.80
	short	25/07/16	15/08/16	21	0.60	0.62	0.57	-0.03	-4.39		-4.39
	long	10/06/24	12/08/24	63	1.87	1.34		-0.52	-27.96	50	-13.98	-20.82
Haitong Secs	short	11/01/16	6/06/16	147	1.31	1.63	1.00	-0.31	-23.84	100	-23.84	-23.84
San’an Optoelectron	short	28/01/19	11/02/19	14	1.11	1.37	0.85	-0.26	-23.54		-23.54
	long	17/08/20	24/08/20	7	3.25	2.99		-0.26	-8.05	50	-4.03	-26.62

Annotations

28/07/17	SSE 50			component roundabout new: Bank of Jiangsu, Bank of Shanghai, China Fortune Land, China Galaxy Securities and Greenland Holdings dropped out: AVIC Aviation, China Citic Bank, Industrial Securities, Shanghai Oriental and Sinolink Securities
28/12/16	SSE 50			Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
29/12/15	SSE 50			complete analysis
28/12/15	SSE 50			CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace Guanghui Energy, NARI, Offshore Oil, Qingdao Haier and Tebian Electric Apparatus
28/08/15	SSE 50			complete analysis
27/07/15	Ping An Ins			forward stock split 10:20 (twenty for ten)
17/07/15	Kweichow Moutai			forward stock split 10:11 (eleven for ten)
16/07/15	Qingdao Haier			forward stock split 10:20 (twenty for ten)
1/06/15	IM Yili			foreward stock split 10:20 (twenty for ten)
11/05/15	China Northern Rare			forward stock split 10:15 (fifteen for ten)
6/06/13	NARI Technology			forward stock split 10:15 (fifteen for ten)

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