Assessment - Dow Jones Transportation Average in Swiss Franc - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		DJTA	13,779.160	8/12/24	-0.56	13,823.889	-0.32	13,317.903	505.986	3.80		0.91
								Uber Technologies	62.585	8/12/24	1.05	64.248	-2.59	48.903	15.345	31.38		28.45
								Matson	117.589	8/12/24	0.73	116.640	0.81	91.808	24.832	27.05		31.72
						S		FedEx	252.248	8/12/24	0.63	269.896	-6.54	211.905	57.991	27.37		19.38
						L		C.H. Robinson	89.188	8/12/24	0.20	78.444	13.70	72.366	6.078	8.40		6.20
								Southwest Airlines	22.934	8/12/24	0.20	25.401	-9.71	24.192	1.209	5.00		-2.10
								Expeditors Wash	107.631	8/12/24	0.03	109.222	-1.46	106.551	2.670	2.51		2.91
						L		Kirby	105.282	8/12/24	-0.14	109.384	-3.75	65.740	43.644	66.39		44.01
						S		J.B. Hunt	147.084	8/12/24	-0.20	143.388	2.58	167.316	-23.928	-14.30		-13.22
								Alaska Air Group	31.257	8/12/24	-0.26	36.226	-13.72	32.728	3.499	10.69		2.67
						S		Union Pacific	213.934	8/12/24	-0.32	203.190	5.29	205.748	-2.558	-1.24		0.55
								Delta Air Lines	35.296	8/12/24	-0.61	42.398	-16.75	33.699	8.699	25.81		14.19
						S		UPS	112.827	8/12/24	-0.76	122.848	-8.16	131.706	-8.858	-6.73		-10.63
								Norfolk Southern	214.323	8/12/24	-1.02	193.431	10.80	198.008	-4.577	-2.31		-3.07
								Landstar System	167.271	8/12/24	-1.04	165.725	0.93	162.214	3.511	2.16		0.91
								Ryder System	119.134	8/12/24	-1.29	110.866	7.46	96.382	14.484	15.03		16.53
						S		Old Dominion FL	172.250	8/12/24	-1.35	161.478	6.67	169.766	-8.287	-4.88		-8.32
						S		CSX	30.272	8/12/24	-1.47	30.353	-0.27	29.042	1.311	4.51		2.53
								United Airlines	36.525	8/12/24	-2.51	43.672	-16.37	34.562	9.110	26.36		9.30
						S		American Airlines	8.684	8/12/24	-2.54	9.976	-12.95	11.510	-1.533	-13.32		-19.25
								Avis Budget	75.101	8/12/24	-4.43	91.519	-17.94	148.485	-56.965	-38.36		-33.32
DJTA - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 13 did rise, Market-Ratio(26) in CHF = 65.00 %
Stock Exchange Currency: USD $ Dollar

 

 

Transactions Dow Jones Transportation Average in Swiss Franc * Mixed Cut L34 - 66/62 (1) - S21 - 21/35 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		8/07/06	217				- cash -
short	8/07/06	8/14/06	7				JetBlue Airways	100	756		13.213	12.507	13.959	0.746	6	10,564	1,653
8/14/06		8/21/06	7				- cash -
	8/21/06	10/02/06	42				JetBlue Airways	100	848		12.444	11.590	13.360	0.916	7	11,341	85
10/02/06		11/13/06	42				- cash -
long	11/13/06	11/27/06	14				United Airlines	100	246		45.938	50.343		4.405	10	12,425	988
11/27/06		1/29/07	63				- cash -
	1/29/07	2/19/07	21				United Airlines	100	220		56.450	55.787		-0.664	-1	12,279	-19
2/19/07		3/12/07	21				- cash -
	3/12/07	6/11/07	91				Kansas City Southern	100	296		41.430	50.219		8.789	21	14,880	116
6/11/07		6/25/07	14				- cash -
	6/25/07	9/03/07	70				Kansas City Southern	100	313		47.514	38.656		-8.858	-19	12,108	-66
9/03/07		9/17/07	14				- cash -
	9/17/07	9/24/07	7				Kirby	100	257		47.106	47.091		-0.015	0	12,104	-2
9/24/07		11/05/07	42				- cash -
short	11/05/07	12/24/07	49				JetBlue Airways	100	1,227		9.864	7.276	13.373	3.509	36	16,409	865
12/24/07		12/31/07	7				- cash -
	12/31/07	1/21/08	21				JetBlue Airways	100	2,469		6.645	5.163	8.551	1.906	29	21,116	7,915
1/21/08		9/08/08	231				- cash -
long	9/08/08	9/22/08	14				Kansas City Southern	100	403		52.386	54.876		2.490	5	22,119	236
short	9/22/08	4/13/09	203				Avis Budget	100	2,899		7.628	1.062	54.779	47.151	618	158,811	3,363
4/13/09		7/13/09	91				- cash -
long	7/13/09	7/20/09	7				Avis Budget	100	23,274		6.823	7.742		0.919	13	180,194	72,443
7/20/09		8/03/09	14				- cash -
	8/03/09	8/24/09	21				Avis Budget	100	19,081		9.443	11.822		2.379	25	225,580	4,863
8/24/09		8/31/09	7				- cash -
	8/31/09	8/16/10	350				Avis Budget	100	21,877		10.311	10.164		-0.147	-1	222,355	-1
8/16/10		9/06/10	21				- cash -
	9/06/10	7/25/11	322				Alaska Air Group	100	19,027		11.686	12.872		1.187	10	244,934	12
7/25/11		8/01/11	7				- cash -
short	8/01/11	12/19/11	140				Delta Air Lines	100	39,938		6.133	7.968	4.298	-1.835	-30	171,651	-60
12/19/11		1/30/12	42				- cash -
long	1/30/12	2/06/12	7				Kansas City Southern	100	2,717		63.173	64.083		0.909	1	174,122	111
2/06/12		3/26/12	49				- cash -
	3/26/12	8/27/12	154				Landstar System	100	3,309		52.608	46.902		-5.707	-11	155,238	-24
8/27/12		9/17/12	21				- cash -
short	9/17/12	10/15/12	28				Expeditors Wash	100	4,352		35.669	32.674	38.939	3.270	9	169,468	214
10/15/12		12/31/12	77				- cash -
long	12/31/12	5/11/15	861				Avis Budget	100	9,359		18.107	49.797		31.690	175	466,055	54
5/11/15		6/08/15	28				- cash -
	6/08/15	6/15/15	7				JetBlue Airways	100	26,421		17.639	18.161		0.522	3	479,853	358
6/15/15		7/20/15	35				- cash -
short	7/20/15	10/05/15	77				Avis Budget	100	11,815		40.612	45.409	35.816	-4.796	-12	423,186	-45
10/05/15		1/04/16	91				- cash -
	1/04/16	2/22/16	49				Ryder System	100	7,421		57.021	58.393	55.649	-1.372	-2	413,005	-17
2/22/16		3/07/16	14				- cash -
	3/07/16	3/21/16	14				Avis Budget	100	14,737		28.025	28.143	27.906	-0.119	0	411,257	-10
3/21/16		9/05/16	168				- cash -
long	9/05/16	10/24/16	49				Norfolk Southern	100	4,457		92.251	93.814		1.563	2	418,221	13
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/24/16		11/21/16	28				- cash -
	11/21/16	7/31/17	252				United Airlines	100	6,011		69.574	65.417		-4.158	-6	393,229	-9
7/31/17		10/02/17	63				- cash -
	10/02/17	10/30/17	28				Avis Budget	100	10,329		38.068	41.202		3.134	8	425,598	180
10/30/17		11/06/17	7				- cash -
	11/06/17	3/05/18	119				Avis Budget	100	10,303		41.307	43.047		1.740	4	443,522	13
3/05/18		3/12/18	7				- cash -
	3/12/18	4/02/18	21				Avis Budget	100	9,689		45.775	44.188		-1.587	-3	428,141	-46
4/02/18		4/09/18	7				- cash -
	4/09/18	7/02/18	84				Avis Budget	100	9,310		45.983	32.279		-13.704	-30	300,552	-79
7/02/18		7/09/18	7				- cash -
	7/09/18	8/13/18	35				Matson	100	7,757		38.742	35.422		-3.320	-9	274,798	-61
8/13/18		10/01/18	49				- cash -
	10/01/18	10/15/18	14				CSX	100	11,167		24.608	23.301		-1.307	-5	260,203	-76
10/15/18		10/29/18	14				- cash -
short	10/29/18	11/19/18	21				Avis Budget	100	9,378		27.744	28.248	27.239	-0.504	-2	255,473	-27
11/19/18		12/17/18	28				- cash -
	12/17/18	3/11/19	84				Avis Budget	100	10,214		25.012	36.460	13.564	-11.448	-46	138,543	-93
3/11/19		6/24/19	105				- cash -
long	6/24/19	7/08/19	14				Avis Budget	100	4,091		33.863	34.237		0.374	1	140,074	33
7/08/19		8/12/19	35				- cash -
	8/12/19	10/07/19	56				Avis Budget	100	4,243		33.007	26.218		-6.790	-21	111,264	-78
10/07/19		10/28/19	21				- cash -
	10/28/19	12/02/19	35				Kansas City Southern	100	778		142.982	150.459		7.477	5	117,082	70
12/02/19		1/20/20	49				- cash -
	1/20/20	2/03/20	14				Kansas City Southern	100	780		149.994	165.596		15.602	10	129,251	1,220
2/03/20		3/09/20	35				- cash -
short	3/09/20	7/20/20	133				American Airlines	100	9,470		13.647	10.773	17.289	3.642	27	163,737	91
7/20/20		11/09/20	112				- cash -
long	11/09/20	10/18/21	343				FedEx	100	680		240.554	210.213		-30.342	-13	143,104	-13
10/18/21		4/11/22	175				- cash -
short	4/11/22	4/25/22	14				JetBlue Airways	100	12,787		11.191	12.514	9.868	-1.323	-12	126,185	-96
4/25/22		6/06/22	42				- cash -
	6/06/22	8/01/22	56				JetBlue Airways	100	12,161		10.376	8.154	13.203	2.827	27	160,562	381
8/01/22		8/15/22	14				- cash -
	8/15/22	9/05/22	21				JetBlue Airways	100	18,526		8.667	7.476	10.047	1.380	16	186,133	1,205
9/05/22		9/19/22	14				- cash -
	9/19/22	11/07/22	49				JetBlue Airways	100	23,638		7.874	7.589	8.170	0.296	4	193,120	32
11/07/22		1/02/23	56				- cash -
	1/02/23	1/16/23	14				JetBlue Airways	100	32,217		5.994	7.627	4.361	-1.633	-27	140,507	-100
1/16/23		2/06/23	21				- cash -
long	2/06/23	2/27/23	21				Old Dominion FL	100	819		171.509	160.278		-11.231	-7	131,309	-69
2/27/23		3/06/23	7				- cash -
	3/06/23	3/20/23	14				United Airlines	100	2,688		48.835	39.984		-8.852	-18	107,516	-99
3/20/23		5/22/23	63				- cash -
	5/22/23	9/11/23	112				FedEx	100	523		205.307	226.721		21.414	10	118,715	38
9/11/23		12/11/23	91				- cash -
	12/11/23	1/15/24	35				Matson	100	1,351		87.840	96.895		9.054	10	130,947	178
1/15/24		1/22/24	7				- cash -
	1/22/24	2/05/24	14				Matson	100	1,244		105.243	98.145		-7.098	-7	122,118	-84
2/05/24		2/02/26	728				- cash -
accum	8/07/06	2/05/24	4228	days out of 7336 invested (58%)										1,121		122,118	24

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Avis Budget	short	9/22/08	4/13/09	203	7.63	1.06	54.78	47.15	618.15
	long	7/13/09	7/20/09	7	6.82	7.74		0.92	13.46
	long	8/03/09	8/24/09	21	9.44	11.82		2.38	25.19
	long	8/31/09	8/16/10	350	10.31	10.16		-0.15	-1.43
	long	12/31/12	5/11/15	861	18.11	49.80		31.69	175.01
	short	7/20/15	10/05/15	77	40.61	45.41	35.82	-4.80	-11.81
	short	3/07/16	3/21/16	14	28.02	28.14	27.91	-0.12	-0.42
	long	10/02/17	10/30/17	28	38.07	41.20		3.13	8.23
	long	11/06/17	3/05/18	119	41.31	43.05		1.74	4.21
	long	3/12/18	4/02/18	21	45.78	44.19		-1.59	-3.47
	long	4/09/18	7/02/18	84	45.98	32.28		-13.70	-29.80
	short	10/29/18	11/19/18	21	27.74	28.25	27.24	-0.50	-1.82
	short	12/17/18	3/11/19	84	25.01	36.46	13.56	-11.45	-45.77
	long	6/24/19	7/08/19	14	33.86	34.24		0.37	1.10
	long	8/12/19	10/07/19	56	33.01	26.22		-6.79	-20.57			693.59
JetBlue Airways	short	8/07/06	8/14/06	7	13.21	12.51	13.96	0.75	5.65
	short	8/21/06	10/02/06	42	12.44	11.59	13.36	0.92	7.36
	short	11/05/07	12/24/07	49	9.86	7.28	13.37	3.51	35.57
	short	12/31/07	1/21/08	21	6.64	5.16	8.55	1.91	28.69
	long	6/08/15	6/15/15	7	17.64	18.16		0.52	2.96
	short	4/11/22	4/25/22	14	11.19	12.51	9.87	-1.32	-11.82
	short	6/06/22	8/01/22	56	10.38	8.15	13.20	2.83	27.24
	short	8/15/22	9/05/22	21	8.67	7.48	10.05	1.38	15.93
	short	9/19/22	11/07/22	49	7.87	7.59	8.17	0.30	3.75
	short	1/02/23	1/16/23	14	5.99	7.63	4.36	-1.63	-27.24			100.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
American Airlines	short	3/09/20	7/20/20	133	13.65	10.77	17.29	3.64	26.68			26.68
Kansas City Southern	long	3/12/07	6/11/07	91	41.43	50.22		8.79	21.21
	long	6/25/07	9/03/07	70	47.51	38.66		-8.86	-18.64
	long	9/08/08	9/22/08	14	52.39	54.88		2.49	4.75
	long	1/30/12	2/06/12	7	63.17	64.08		0.91	1.44
	long	10/28/19	12/02/19	35	142.98	150.46		7.48	5.23
	long	1/20/20	2/03/20	14	149.99	165.60		15.60	10.40			21.74
Alaska Air Group	long	9/06/10	7/25/11	322	11.69	12.87		1.19	10.16			10.16
Expeditors Wash	short	9/17/12	10/15/12	28	35.67	32.67	38.94	3.27	9.17			9.17
Norfolk Southern	long	9/05/16	10/24/16	49	92.25	93.81		1.56	1.69			1.69
Kirby	long	9/17/07	9/24/07	7	47.11	47.09		-0.01	-0.03			-0.03
Ryder System	short	1/04/16	2/22/16	49	57.02	58.39	55.65	-1.37	-2.41			-2.41
FedEx	long	11/09/20	10/18/21	343	240.55	210.21		-30.34	-12.61
	long	5/22/23	9/11/23	112	205.31	226.72		21.41	10.43			-3.50
CSX	long	10/01/18	10/15/18	14	24.61	23.30		-1.31	-5.31			-5.31
Matson	long	7/09/18	8/13/18	35	38.74	35.42		-3.32	-8.57
	long	12/11/23	1/15/24	35	87.84	96.89		9.05	10.31
	long	1/22/24	2/05/24	14	105.24	98.15		-7.10	-6.74			-5.95
Old Dominion FL	long	2/06/23	2/27/23	21	171.51	160.28		-11.23	-6.55			-6.55
Landstar System	long	3/26/12	8/27/12	154	52.61	46.90		-5.71	-10.85			-10.85
United Airlines	long	11/13/06	11/27/06	14	45.94	50.34		4.41	9.59
	long	1/29/07	2/19/07	21	56.45	55.79		-0.66	-1.18
	long	11/21/16	7/31/17	252	69.57	65.42		-4.16	-5.98
	long	3/06/23	3/20/23	14	48.84	39.98		-8.85	-18.13			-16.63
Delta Air Lines	short	8/01/11	12/19/11	140	6.13	7.97	4.30	-1.83	-29.92			-29.92

Annotations

3/14/24	DJTA			Component update: Uber Technologies replaces JetBlue Airways
1/02/22	DJTA			Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
6/29/21	CSX			stock split 1:3 (three for one)
10/15/15	DJTA			American Airlines replaces Con-Way

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