Share-o-matic

Assessment - FT 30 Index in Swiss Franc - 7/01/24 - RS = 13

		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	⇓∅-RS
		SOM Price Index	308.713	8/12/24	0.67	306.450	0.74	319.059	-12.608	-3.95	2.74
	L	BT Group	161.643	8/12/24	8.43	161.414	0.14	124.476	36.938	29.68	23.97
	L	Abrdn	174.722	8/12/24	2.51	170.553	2.44	160.178	10.375	6.48	-7.54
		BAE Systems	1,489.054	8/12/24	2.04	1,453.070	2.48	1,531.965	-78.895	-5.15	15.69
		WPP Group	788.450	8/12/24	1.68	821.578	-4.03	855.494	-33.915	-3.96	-3.18
		BP	502.177	8/12/24	1.35	546.615	-8.13	562.723	-16.109	-2.86	0.72
	L	Experian	4,025.643	8/12/24	1.18	4,167.294	-3.40	3,921.013	246.281	6.28	21.61
	S	Diageo	2,800.472	8/12/24	1.03	2,833.029	-1.15	3,321.055	-488.026	-14.69	-14.24
	L	Tesco	380.974	8/12/24	0.91	351.044	8.53	336.703	14.341	4.26	12.54
		Compass Group	2,689.093	8/12/24	0.90	2,482.327	8.33	2,637.091	-154.764	-5.87	4.72
	L	Vodafone	85.037	8/12/24	0.87	80.239	5.98	79.987	0.252	0.31	0.49
		Ocado	430.323	8/12/24	0.72	329.111	30.75	516.634	-187.523	-36.30	-43.62
	S	Legal & General	257.714	8/12/24	0.53	261.484	-1.44	288.797	-27.313	-9.46	-0.28
	L	Smiths Group	1,991.117	8/12/24	0.52	1,945.423	2.35	1,863.446	81.977	4.40	5.60
	L	NatWest	382.230	8/12/24	0.48	359.840	6.22	301.398	58.442	19.39	35.80
	L	Tate & Lyle	734.531	8/12/24	0.47	683.697	7.44	700.992	-17.295	-2.47	-6.87
	L	ITV	89.560	8/12/24	0.45	91.274	-1.88	83.892	7.382	8.80	21.75
		GSK	1,795.775	8/12/24	0.42	1,743.227	3.01	1,939.619	-196.392	-10.13	2.75
		Man Group	244.463	8/12/24	0.28	278.505	-12.22	303.555	-25.050	-8.25	7.58
	L	3i Group	3,447.614	8/12/24	0.23	3,411.058	1.07	3,188.803	222.255	6.97	33.73
		Next	10,900.308	8/12/24	0.23	10,418.236	4.63	10,480.253	-62.017	-0.59	18.38
		Melrose	555.982	8/12/24	0.19	632.405	-12.08	763.996	-131.591	-17.22	2.52
		Reckitt Benckiser	4,775.025	8/12/24		4,899.541	-2.54	5,122.065	-222.524	-4.34	-16.64
	S	National Grid	1,117.676	8/12/24	-0.04	1,011.437	10.50	1,210.133	-198.696	-16.42	-10.43
		Int Cons Airlines	190.144	8/12/24	-0.06	187.231	1.56	200.648	-13.417	-6.69	6.22
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	⇓∅-RS
	S	Wise	782.510	8/12/24	-0.07	797.932	-1.93	1,054.155	-256.224	-24.31	-6.08
	L	Lloyds Bank	64.886	8/12/24	-0.28	63.538	2.12	58.758	4.779	8.13	24.19
		Land Securities	703.117	8/12/24	-0.73	719.681	-2.30	747.195	-27.514	-3.68	2.79
		Ass Brit Foods	2,781.623	8/12/24	-0.90	2,851.307	-2.44	2,835.753	15.554	0.55	13.92
	S	Flutter	16,775.416	8/12/24	-1.28	16,735.434	0.24	17,924.956	-1,189.522	-6.64	2.50
	S	Burberry Group	766.517	8/12/24	-2.02	985.391	-22.21	1,377.009	-391.617	-28.44	-39.89
FT 30 - 30 out of 30 instruments rated - 7/01/24 / 4/01/24 - 11 did rise, Market-Ratio(13) in CHF = 36.67 %
Stock Exchange Currency: GBP £ Pound sterling

Technical Chart

	FT 30 RS = 13 - B/S = 66/66

1/03/22	scale up chart	7/01/24

Transactions FT 30 Index in Swiss Franc * L13 - 66 ex 13 (2)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/15/06	133		BAE Systems	50	571	8.748	9.126	0.378	4	10,216	12
					Man Group	50	683	7.322	9.075	1.753	24	11,413	80
5/15/06		8/21/06	98		- cash -
	8/21/06	3/19/07	210		Man Group	50	588	9.704	12.589	2.885	30	13,109	57
		1/15/07	147		Tate & Lyle	50	350	16.288	18.057	1.769	11	13,728	29
	1/15/07	3/19/07	63		BT Group	50	823	7.684	7.121	-0.563	-7	13,264	-36
3/19/07		3/26/07	7		- cash -
	3/26/07	5/14/07	49		Burberry Group	50	422	15.685	16.725	1.040	7	13,703	61
					Flutter	50	140	47.151	50.719	3.568	8	14,203	72
5/14/07		6/04/07	21		- cash -
	6/04/07	6/25/07	21		Compass Group	50	775	9.160	8.787	-0.373	-4	13,913	-51
					Flutter	50	131	54.119	53.481	-0.638	-1	13,830	-19
6/25/07		10/29/07	126		- cash -
	10/29/07	11/05/07	7		Vodafone	50	1,492	4.634	4.535	-0.099	-2	13,682	-68
					Flutter	50	102	67.436	66.050	-1.386	-2	13,540	-66
11/05/07		4/21/08	168		- cash -
	4/21/08	4/28/08	7		Compass Group	50	972	6.963	7.020	0.057	1	13,596	53
					Man Group	50	577	11.718	11.882	0.164	1	13,691	107
4/28/08		5/12/08	14		- cash -
	5/12/08	5/19/08	7		Reckitt Benckiser	50	112	60.957	61.514	0.557	1	13,753	61
					Compass Group	50	951	7.210	7.743	0.533	7	14,260	4,014
5/19/08		1/26/09	252		- cash -
	1/26/09	2/02/09	7		GSK	50	350	20.340	20.896	0.557	3	14,454	309
					Experian	50	1,115	6.401	7.277	0.876	14	15,431	80,076
2/02/09		5/18/09	105		- cash -
	5/18/09	1/25/10	252		Next	50	290	26.522	32.183	5.661	21	17,073	32
					Burberry Group	50	1,133	6.831	10.348	3.517	51	21,057	82
1/25/10		2/01/10	7		- cash -
	2/01/10	2/08/10	7		Burberry Group	50	994	10.591	9.917	-0.675	-6	20,387	-97
					ITV	50	11,026	0.955	0.862	-0.093	-10	19,357	-100
2/08/10		3/15/10	35		- cash -
	3/15/10	5/17/10	63		Burberry Group	50	875	11.049	11.533	0.484	4	19,780	28
					Melrose	50	5,427	1.785	1.982	0.196	11	20,846	83
5/17/10		8/23/10	98		- cash -
	8/23/10	8/30/10	7		Legal & General	50	6,794	1.534	1.479	-0.055	-4	20,472	-85
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Burberry Group	50	774	13.452	13.568	0.115	1	20,561	56
8/30/10		9/06/10	7		- cash -
	9/06/10	3/07/11	182		Burberry Group	50	749	13.712	18.053	4.341	32	23,812	74
					Melrose	50	4,671	2.203	2.485	0.282	13	25,129	27
3/07/11		11/07/11	245		- cash -
	11/07/11	11/14/11	7		Next	50	321	39.119	40.513	1.394	4	25,577	521
					Flutter	50	224	55.996	57.262	1.266	2	25,860	221
11/14/11		12/05/11	21		- cash -
	12/05/11	12/12/11	7		Next	50	338	38.230	37.618	-0.612	-2	25,653	-57
					Flutter	50	220	58.811	58.033	-0.778	-1	25,482	-50
12/12/11		1/02/12	21		- cash -
	1/02/12	1/09/12	7		Next	50	318	40.015	37.924	-2.091	-5	24,817	-94
					Flutter	50	195	65.402	65.589	0.187	0	24,854	16
1/09/12		1/23/12	14		- cash -
	1/23/12	1/30/12	7		Experian	50	962	12.905	12.324	-0.581	-4	24,295	-91
					Flutter	50	204	60.762	59.332	-1.430	-2	24,004	-71
1/30/12		2/06/12	7		- cash -
	2/06/12	4/23/12	77		Next	50	298	40.196	43.962	3.767	9	25,126	53
					Flutter	50	191	62.951	70.950	7.999	13	26,654	76
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		ITV	50	10,799	1.234	1.198	-0.036	-3	26,263	-79
					Flutter	50	183	72.756	71.286	-1.470	-2	25,993	-66
5/07/12		8/06/12	91		- cash -
	8/06/12	10/29/12	84		Next	50	244	53.264	54.139	0.875	2	26,207	7
					Flutter	50	154	84.221	85.655	1.435	2	26,428	8
10/29/12		11/05/12	7		- cash -
	11/05/12	11/12/12	7		Lloyds Bank	50	20,466	0.646	0.681	0.035	5	27,145	1,475
					Abrdn	50	2,942	4.490	4.571	0.081	2	27,384	154
11/12/12		11/26/12	14		- cash -
	11/26/12	6/17/13	203		Lloyds Bank	50	20,403	0.671	0.887	0.216	32	31,788	65
					Abrdn	50	3,006	4.555	5.309	0.754	17	34,054	32
6/17/13		7/08/13	21		- cash -
	7/08/13	7/29/13	21		Lloyds Bank	50	17,683	0.963	0.981	0.018	2	34,380	39
					Ocado	50	3,814	4.464	4.607	0.142	3	34,922	73
7/29/13		8/05/13	7		- cash -
	8/05/13	8/12/13	7		Int Cons Airlines	50	3,734	4.675	4.469	-0.206	-4	34,153	-90
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Ocado	50	4,144	4.214	4.123	-0.092	-2	33,773	-68
8/12/13		9/16/13	35		- cash -
	9/16/13	10/07/13	21		ITV	50	6,289	2.685	2.643	-0.042	-2	33,506	-24
					Ocado	50	3,043	5.548	6.231	0.683	12	35,585	652
10/07/13		10/28/13	21		- cash -
	10/28/13	11/04/13	7		ITV	50	6,412	2.774	2.806	0.031	1	35,784	79
					Ocado	50	3,032	5.868	6.365	0.497	8	37,290	6,817
11/04/13		11/11/13	7		- cash -
	11/11/13	12/02/13	21		Int Cons Airlines	50	3,312	5.629	5.466	-0.163	-3	36,750	-40
					Ocado	50	2,963	6.293	5.918	-0.376	-6	35,638	-66
12/02/13		12/23/13	21		- cash -
	12/23/13	1/27/14	35		Int Cons Airlines	50	3,087	5.772	5.952	0.181	3	36,195	38
					Ocado	50	2,670	6.674	7.157	0.484	7	37,486	107
1/27/14		2/24/14	28		- cash -
	2/24/14	3/03/14	7		Int Cons Airlines	50	2,841	6.596	6.221	-0.374	-6	36,423	-95
					Ocado	50	2,103	8.913	8.086	-0.827	-9	34,684	-99
3/03/14		7/14/14	133		- cash -
	7/14/14	7/21/14	7		Ass Brit Foods	50	385	44.949	43.060	-1.890	-4	33,956	-89
					Man Group	50	10,039	1.731	1.820	0.089	5	34,852	1,277
7/21/14		11/10/14	112		- cash -
	11/10/14	11/24/14	14		NatWest	50	3,001	5.805	5.753	-0.052	-1	34,696	-21
					Man Group	50	8,494	2.052	2.118	0.066	3	35,255	128
11/24/14		12/08/14	14		- cash -
	12/08/14	12/15/14	7		Int Cons Airlines	50	2,415	7.298	6.862	-0.436	-6	34,202	-96
					Man Group	50	7,698	2.290	2.126	-0.164	-7	32,941	-98
12/15/14		12/22/14	7		- cash -
	12/22/14	4/27/15	126		Int Cons Airlines	50	2,277	7.233	8.504	1.271	18	35,835	60
					Man Group	50	6,822	2.414	3.071	0.657	27	40,319	101
4/27/15		11/23/15	210		- cash -
	11/23/15	12/14/15	21		Ass Brit Foods	50	376	53.488	49.936	-3.551	-7	38,984	-70
					Flutter	50	110	183.430	173.823	-9.607	-5	37,927	-61
12/14/15		12/28/15	14		- cash -
	12/28/15	1/04/16	7		ITV	50	4,690	4.043	3.979	-0.064	-2	37,629	-56
					Flutter	50	106	177.948	182.154	4.206	2	38,075	238
1/04/16		4/18/16	105		- cash -
	4/18/16	5/02/16	14		Compass Group	50	1,079	17.640	17.045	-0.595	-3	37,433	-59
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Melrose	50	6,438	2.957	2.982	0.025	1	37,593	24
5/02/16		5/09/16	7		- cash -
	5/09/16	5/23/16	14		Compass Group	50	1,067	17.603	18.282	0.679	4	38,317	168
					Melrose	50	6,226	3.021	3.166	0.145	5	39,221	240
5/23/16		8/22/16	91		- cash -
	8/22/16	8/29/16	7		Smiths Group	50	1,153	17.005	17.198	0.193	1	39,443	80
					Melrose	50	3,628	5.405	5.620	0.215	4	40,224	667
8/29/16		9/26/16	28		- cash -
	9/26/16	10/10/16	14		Smiths Group	50	1,140	17.641	18.562	0.920	5	41,273	276
					Melrose	50	3,113	6.460	6.669	0.209	3	41,924	129
10/10/16		12/26/16	77		- cash -
	12/26/16	1/02/17	7		3i Group	50	2,391	8.766	8.850	0.083	1	42,124	64
					Melrose	50	2,859	7.332	7.467	0.135	2	42,511	160
1/02/17		1/16/17	14		- cash -
	1/16/17	1/23/17	7		3i Group	50	2,414	8.804	8.783	-0.021	0	42,461	-12
					Melrose	50	2,881	7.378	7.379	0.001	0	42,465	1
1/23/17		2/20/17	28		- cash -
	2/20/17	3/27/17	35		NatWest	50	6,548	3.243	2.956	-0.287	-9	40,587	-62
					Melrose	50	2,646	8.022	8.188	0.166	2	41,025	24
3/27/17		4/17/17	21		- cash -
	4/17/17	6/26/17	70		Burberry Group	50	923	22.205	21.652	-0.553	-2	40,515	-12
					Melrose	50	2,441	8.408	9.449	1.041	12	43,056	84
6/26/17		5/14/18	322		- cash -
	5/14/18	7/16/18	63		Tesco	50	5,098	4.222	4.258	0.036	1	43,239	5
					Ocado	50	2,852	7.548	13.912	6.364	84	61,388	3,356
7/16/18		2/18/19	217		- cash -
	2/18/19	2/25/19	7		Diageo	50	776	39.507	39.288	-0.219	-1	61,218	-25
					Ocado	50	2,557	12.018	11.608	-0.411	-3	60,168	-84
2/25/19		3/11/19	14		- cash -
	3/11/19	5/13/19	63		Legal & General	50	7,986	3.767	3.486	-0.281	-7	57,927	-36
					Ocado	50	2,181	13.793	17.203	3.410	25	65,364	260
5/13/19		11/04/19	175		- cash -
	11/04/19	12/02/19	28		Melrose	50	3,874	8.435	8.894	0.460	5	67,145	100
		11/11/19	7		Ocado	50	1,902	17.183	14.074	-3.108	-18	61,233	-100
	11/11/19	12/02/19	21		Flutter	50	261	102.557	114.307	11.750	11	64,299	559
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
12/02/19		12/16/19	14		- cash -
	12/16/19	12/30/19	14		Next	50	334	96.174	90.530	-5.644	-6	62,414	-79
					Flutter	50	275	116.955	117.278	0.323	0	62,503	7
12/30/19		1/06/20	7		- cash -
	1/06/20	1/27/20	21		Melrose	50	3,428	9.117	8.978	-0.138	-2	62,029	-23
					Flutter	50	261	119.387	113.350	-6.037	-5	60,453	-59
1/27/20		6/15/20	140		- cash -
	6/15/20	7/13/20	28		Flutter	50	233	129.321	130.135	0.813	1	60,643	9
					Ocado	50	1,313	23.093	24.117	1.024	4	61,987	76
7/13/20		8/24/20	42		- cash -
	8/24/20	8/31/20	7		Flutter	50	215	144.130	149.510	5.380	4	63,144	576
					Ocado	50	1,064	29.124	30.156	1.032	4	64,242	515
8/31/20		11/16/20	77		- cash -
	11/16/20	3/08/21	112		Flutter	50	205	156.546	187.276	30.730	20	70,541	79
		3/01/21	105		Ocado	50	1,219	26.360	27.446	1.086	4	71,866	15
	3/01/21	3/08/21	7		ITV	50	21,829	1.533	1.572	0.039	3	72,719	271
3/08/21		3/15/21	7		- cash -
	3/15/21	6/21/21	98		ITV	50	23,253	1.564	1.631	0.067	4	74,276	17
		4/19/21	35		Flutter	50	167	217.616	194.055	-23.560	-11	70,342	-70
	4/19/21	6/21/21	63		NatWest	50	12,742	2.545	2.587	0.043	2	70,886	10
6/21/21		1/03/22	196		- cash -
	1/03/22	1/17/22	14		Experian	50	788	44.970	38.608	-6.362	-14	65,873	-98
		1/24/22	21		Man Group	50	12,590	2.816	2.406	-0.410	-15	60,717	-93
	1/17/22		7		BP	50	6,192	4.913	4.474	-0.439	-9	57,998	-99
1/24/22		6/06/22	133		- cash -
	6/06/22	6/13/22	7		BAE Systems	50	3,000	9.666	9.273	-0.393	-4	56,819	-89
					BP	50	5,409	5.361	5.167	-0.193	-4	55,774	-85
6/13/22		8/08/22	56		- cash -
	8/08/22	8/15/22	7		BAE Systems	50	3,052	9.135	8.932	-0.204	-2	55,153	-69
					Compass Group	50	1,260	22.122	22.226	0.104	0	55,284	28
8/15/22		12/26/22	133		- cash -
	12/26/22	2/06/23	42		BAE Systems	50	2,874	9.617	9.359	-0.258	-3	54,542	-21
		4/17/23	112		Flutter	50	213	129.352	167.761	38.409	30	62,723	133
	2/06/23		70		Int Cons Airlines	50	14,246	1.895	1.671	-0.223	-12	59,545	-48
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
4/17/23		11/20/23	217		- cash -
	11/20/23	11/27/23	7		3i Group	50	1,246	23.883	24.329	0.447	2	60,102	163
					Ass Brit Foods	50	1,148	25.929	26.418	0.489	2	60,663	165
11/27/23		12/25/23	28		- cash -
	12/25/23	2/12/24	49		3i Group	50	1,150	26.354	26.647	0.294	1	61,001	9
		1/22/24	28		Ocado	50	3,846	7.892	6.205	-1.687	-21	54,514	-96
	1/22/24	2/12/24	21		Melrose	50	3,662	6.517	6.571	0.054	1	54,711	15
2/12/24		3/25/24	42		- cash -
	3/25/24	4/08/24	14		BAE Systems	50	1,770	15.452	15.322	-0.130	-1	54,481	-20
					3i Group	50	862	31.710	32.340	0.629	2	55,023	67
4/08/24		5/06/24	28		- cash -
	5/06/24	6/10/24	35		NatWest	50	7,923	3.472	3.548	0.076	2	55,624	25
					3i Group	50	835	32.913	33.632	0.719	2	56,225	25
6/10/24		2/01/26	601		- cash -
accum	1/02/06	6/10/24	2520	days out of 7335 invested (34%)						462		56,225	28

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Burberry Group	long	3/26/07	5/14/07	49	15.69	16.73	1.04	6.63	50	3.32
		5/18/09	1/25/10	252	6.83	10.35	3.52	51.49		25.74
		2/01/10	2/08/10	7	10.59	9.92	-0.67	-6.37		-3.19
		3/15/10	5/17/10	63	11.05	11.53	0.48	4.38		2.19
		8/23/10	8/30/10	7	13.45	13.57	0.12	0.86		0.43
		9/06/10	3/07/11	182	13.71	18.05	4.34	31.66		15.83
		4/17/17	6/26/17	70	22.20	21.65	-0.55	-2.49		-1.24	47.65
Ocado		7/08/13	7/29/13	21	4.46	4.61	0.14	3.19		1.59
		8/05/13	8/12/13	7	4.21	4.12	-0.09	-2.18		-1.09
		9/16/13	10/07/13	21	5.55	6.23	0.68	12.31		6.16
		10/28/13	11/04/13	7	5.87	6.37	0.50	8.46		4.23
		11/11/13	12/02/13	21	6.29	5.92	-0.38	-5.97		-2.98
		12/23/13	1/27/14	35	6.67	7.16	0.48	7.25		3.62
		2/24/14	3/03/14	7	8.91	8.09	-0.83	-9.28		-4.64
		5/14/18	7/16/18	63	7.55	13.91	6.36	84.31		42.16
		2/18/19	2/25/19	7	12.02	11.61	-0.41	-3.42		-1.71
		3/11/19	5/13/19	63	13.79	17.20	3.41	24.72		12.36
		11/04/19	11/11/19	7	17.18	14.07	-3.11	-18.09		-9.04
		6/15/20	7/13/20	28	23.09	24.12	1.02	4.43		2.22
		8/24/20	8/31/20	7	29.12	30.16	1.03	3.54		1.77
		11/16/20	3/01/21	105	26.36	27.45	1.09	4.12		2.06
		12/25/23	1/22/24	28	7.89	6.21	-1.69	-21.37		-10.69	44.34
Man Group		1/02/06	5/15/06	133	7.32	9.08	1.75	23.94		11.97
		8/21/06	3/19/07	210	9.70	12.59	2.88	29.73		14.86
		4/21/08	4/28/08	7	11.72	11.88	0.16	1.40		0.70
		7/14/14	7/21/14	7	1.73	1.82	0.09	5.16		2.58
		11/10/14	11/24/14	14	2.05	2.12	0.07	3.21		1.61
		12/08/14	12/15/14	7	2.29	2.13	-0.16	-7.16		-3.58
		12/22/14	4/27/15	126	2.41	3.07	0.66	27.23		13.61
		1/03/22	1/24/22	21	2.82	2.41	-0.41	-14.54		-7.27	37.12
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Flutter		3/26/07	5/14/07	49	47.15	50.72	3.57	7.57		3.78
		6/04/07	6/25/07	21	54.12	53.48	-0.64	-1.18		-0.59
		10/29/07	11/05/07	7	67.44	66.05	-1.39	-2.05		-1.03
		11/07/11	11/14/11	7	56.00	57.26	1.27	2.26		1.13
		12/05/11	12/12/11	7	58.81	58.03	-0.78	-1.32		-0.66
		1/02/12	1/09/12	7	65.40	65.59	0.19	0.29		0.14
		1/23/12	1/30/12	7	60.76	59.33	-1.43	-2.35		-1.18
		2/06/12	4/23/12	77	62.95	70.95	8.00	12.71		6.35
		4/30/12	5/07/12	7	72.76	71.29	-1.47	-2.02		-1.01
		8/06/12	10/29/12	84	84.22	85.66	1.43	1.70		0.85
		11/23/15	12/14/15	21	183.43	173.82	-9.61	-5.24		-2.62
		12/28/15	1/04/16	7	177.95	182.15	4.21	2.36		1.18
		11/11/19	12/02/19	21	102.56	114.31	11.75	11.46		5.73
		12/16/19	12/30/19	14	116.96	117.28	0.32	0.28		0.14
		1/06/20	1/27/20	21	119.39	113.35	-6.04	-5.06		-2.53
		6/15/20	7/13/20	28	129.32	130.13	0.81	0.63		0.31
		8/24/20	8/31/20	7	144.13	149.51	5.38	3.73		1.87
		11/16/20	3/08/21	112	156.55	187.28	30.73	19.63		9.81
		3/15/21	4/19/21	35	217.62	194.06	-23.56	-10.83		-5.41
		12/26/22	4/17/23	112	129.35	167.76	38.41	29.69		14.85	33.61
Melrose		3/15/10	5/17/10	63	1.79	1.98	0.20	11.00		5.50
		9/06/10	3/07/11	182	2.20	2.48	0.28	12.80		6.40
		4/18/16	5/02/16	14	2.96	2.98	0.02	0.84		0.42
		5/09/16	5/23/16	14	3.02	3.17	0.15	4.80		2.40
		8/22/16	8/29/16	7	5.41	5.62	0.22	3.98		1.99
		9/26/16	10/10/16	14	6.46	6.67	0.21	3.24		1.62
		12/26/16	1/02/17	7	7.33	7.47	0.14	1.85		0.92
		1/16/17	1/23/17	7	7.38	7.38	0.00	0.02		0.01
		2/20/17	3/27/17	35	8.02	8.19	0.17	2.07		1.03
		4/17/17	6/26/17	70	8.41	9.45	1.04	12.38		6.19
		11/04/19	12/02/19	28	8.43	8.89	0.46	5.45		2.72
		1/06/20	1/27/20	21	9.12	8.98	-0.14	-1.52		-0.76
		1/22/24	2/12/24	21	6.52	6.57	0.05	0.83		0.41	32.62
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Lloyds Bank		11/05/12	11/12/12	7	0.65	0.68	0.04	5.43		2.71
		11/26/12	6/17/13	203	0.67	0.89	0.22	32.17		16.08
		7/08/13	7/29/13	21	0.96	0.98	0.02	1.91		0.96	20.38
Next		5/18/09	1/25/10	252	26.52	32.18	5.66	21.34		10.67
		11/07/11	11/14/11	7	39.12	40.51	1.39	3.56		1.78
		12/05/11	12/12/11	7	38.23	37.62	-0.61	-1.60		-0.80
		1/02/12	1/09/12	7	40.01	37.92	-2.09	-5.23		-2.61
		2/06/12	4/23/12	77	40.20	43.96	3.77	9.37		4.69
		8/06/12	10/29/12	84	53.26	54.14	0.87	1.64		0.82
		12/16/19	12/30/19	14	96.17	90.53	-5.64	-5.87		-2.93	11.49
Abrdn		11/05/12	11/12/12	7	4.49	4.57	0.08	1.81		0.90
		11/26/12	6/17/13	203	4.55	5.31	0.75	16.55		8.28	9.25
Tate & Lyle		8/21/06	1/15/07	147	16.29	18.06	1.77	10.86		5.43	5.43
3i Group		12/26/16	1/02/17	7	8.77	8.85	0.08	0.95		0.48
		1/16/17	1/23/17	7	8.80	8.78	-0.02	-0.24		-0.12
		11/20/23	11/27/23	7	23.88	24.33	0.45	1.87		0.94
		12/25/23	2/12/24	49	26.35	26.65	0.29	1.11		0.56
		3/25/24	4/08/24	14	31.71	32.34	0.63	1.98		0.99
		5/06/24	6/10/24	35	32.91	33.63	0.72	2.19		1.09	4.00
Smiths Group		8/22/16	8/29/16	7	17.01	17.20	0.19	1.13		0.57
		9/26/16	10/10/16	14	17.64	18.56	0.92	5.22		2.61	3.19
Compass Group		6/04/07	6/25/07	21	9.16	8.79	-0.37	-4.08		-2.04
		4/21/08	4/28/08	7	6.96	7.02	0.06	0.82		0.41
		5/12/08	5/19/08	7	7.21	7.74	0.53	7.39		3.69
		4/18/16	5/02/16	14	17.64	17.05	-0.59	-3.37		-1.69
		5/09/16	5/23/16	14	17.60	18.28	0.68	3.86		1.93
		8/08/22	8/15/22	7	22.12	22.23	0.10	0.47		0.23	2.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
GSK		1/26/09	2/02/09	7	20.34	20.90	0.56	2.74		1.37	1.37
Reckitt Benckiser		5/12/08	5/19/08	7	60.96	61.51	0.56	0.91		0.46	0.46
Tesco		5/14/18	7/16/18	63	4.22	4.26	0.04	0.85		0.42	0.42
Diageo		2/18/19	2/25/19	7	39.51	39.29	-0.22	-0.55		-0.28	-0.28
Vodafone		10/29/07	11/05/07	7	4.63	4.54	-0.10	-2.14		-1.07	-1.07
BAE Systems		1/02/06	5/15/06	133	8.75	9.13	0.38	4.32		2.16
		6/06/22	6/13/22	7	9.67	9.27	-0.39	-4.07		-2.03
		8/08/22	8/15/22	7	9.14	8.93	-0.20	-2.23		-1.11
		12/26/22	2/06/23	42	9.62	9.36	-0.26	-2.68		-1.34
		3/25/24	4/08/24	14	15.45	15.32	-0.13	-0.84		-0.42	-2.77
Experian		1/26/09	2/02/09	7	6.40	7.28	0.88	13.68		6.84
		1/23/12	1/30/12	7	12.91	12.32	-0.58	-4.50		-2.25
		1/03/22	1/17/22	14	44.97	38.61	-6.36	-14.15		-7.07	-2.95
NatWest		11/10/14	11/24/14	14	5.81	5.75	-0.05	-0.90		-0.45
		2/20/17	3/27/17	35	3.24	2.96	-0.29	-8.85		-4.42
		4/19/21	6/21/21	63	2.54	2.59	0.04	1.68		0.84
		5/06/24	6/10/24	35	3.47	3.55	0.08	2.18		1.09	-3.01
BT Group		1/15/07	3/19/07	63	7.68	7.12	-0.56	-7.33		-3.67	-3.67
ITV		2/01/10	2/08/10	7	0.95	0.86	-0.09	-9.78		-4.89
		4/30/12	5/07/12	7	1.23	1.20	-0.04	-2.94		-1.47
		9/16/13	10/07/13	21	2.68	2.64	-0.04	-1.58		-0.79
		10/28/13	11/04/13	7	2.77	2.81	0.03	1.12		0.56
		12/28/15	1/04/16	7	4.04	3.98	-0.06	-1.57		-0.79
		3/01/21	3/08/21	7	1.53	1.57	0.04	2.55		1.27
		3/15/21	6/21/21	98	1.56	1.63	0.07	4.28		2.14	-4.05
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Ass Brit Foods		7/14/14	7/21/14	7	44.95	43.06	-1.89	-4.20		-2.10
		11/23/15	12/14/15	21	53.49	49.94	-3.55	-6.64		-3.32
		11/20/23	11/27/23	7	25.93	26.42	0.49	1.89		0.94	-4.46
Legal & General		8/23/10	8/30/10	7	1.53	1.48	-0.06	-3.59		-1.80
		3/11/19	5/13/19	63	3.77	3.49	-0.28	-7.45		-3.72	-5.45
Int Cons Airlines		8/05/13	8/12/13	7	4.68	4.47	-0.21	-4.41		-2.20
		11/11/13	12/02/13	21	5.63	5.47	-0.16	-2.90		-1.45
		12/23/13	1/27/14	35	5.77	5.95	0.18	3.13		1.56
		2/24/14	3/03/14	7	6.60	6.22	-0.37	-5.68		-2.84
		12/08/14	12/15/14	7	7.30	6.86	-0.44	-5.98		-2.99
		12/22/14	4/27/15	126	7.23	8.50	1.27	17.57		8.79
		2/06/23	4/17/23	70	1.89	1.67	-0.22	-11.78		-5.89	-5.53
BP		1/17/22	1/24/22	7	4.91	4.47	-0.44	-8.94		-4.47
		6/06/22	6/13/22	7	5.36	5.17	-0.19	-3.60		-1.80	-6.19

Annotations

4/20/23	Melrose	reverse split 3:1 (one for three)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
7/21/21	FT 30	Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance
2/12/21	Tesco	Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia business
8/14/17	Standard Life	merger with Aberdeen Asset Management completed
11/01/16	Ladbrokes	deletion after merger with Gala Coral
9/19/16	FT 30	Associated British Foods replaces Arm Holdings
9/05/16	Arm Holdings	deletion due to acquisition by Softbank
2/15/16	FT 30	Burberry replaces BG (aquired by Shell)


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