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Assessment - GCX Global Challenges in Swiss Franc - 7/01/24 - RS = 29

		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	⇓∅-RS
	S	GCX PR	2,623.925	8/12/24	-1.05	2,770.184	-5.28	2,829.984	-59.800	-2.11	-0.95
		Hannover Rück	220.407	8/12/24	5.23	233.492	-5.60	208.373	25.120	12.06	12.40
	L	First Solar	198.102	8/12/24	3.51	201.247	-1.56	128.536	72.711	56.57	32.69
	S	Konica Minolta	2.009	8/09/24	2.75	2.528	-20.51	2.670	-0.142	-5.31	-9.81
		Ricoh	7.016	8/09/24	2.12	7.852	-10.65	6.820	1.032	15.14	5.61
	L	Solaria Energía	10.710	8/12/24	1.47	11.243	-4.74	16.124	-4.881	-30.27	-9.85
	L	Aurubis	62.420	8/12/24	1.02	75.165	-16.96	71.853	3.313	4.61	9.42
	L	BillerudKorsnäs	8.999	8/12/24	0.95	8.366	7.57	8.825	-0.459	-5.20	6.45
	S	FirstGroup	184.832	8/12/24	0.87	186.089	-0.68	179.547	6.542	3.64	3.92
	L	Lenzing	29.417	8/12/24	0.83	32.179	-8.58	31.294	0.885	2.83	-4.68
	L	Henkel	75.660	8/12/24	0.75	80.583	-6.11	69.130	11.454	16.57	15.90
	L	Ørsted	54.263	8/12/24	0.63	48.869	11.04	42.961	5.909	13.75	-4.24
		STMicroelectronics	26.029	8/12/24	0.47	35.130	-25.91	42.072	-6.941	-16.50	-11.41
		Drägerwerk	44.343	8/12/24	0.44	48.414	-8.41	47.839	0.575	1.20	4.78
		Coloplast	114.947	8/12/24	0.25	108.188	6.25	94.899	13.289	14.00	3.27
		Befesa	25.724	8/12/24	0.15	31.035	-17.11	31.483	-0.447	-1.42	2.66
		Swiss Re	104.000	8/12/24	0.10	112.400	-7.47	99.100	13.300	13.42	12.30
		Siemens Healthineers	48.734	8/12/24	0.08	52.184	-6.61	49.427	2.757	5.58	6.60
		Cdn Nat Railway	100.083	8/12/24	-0.01	106.304	-5.85	104.649	1.655	1.58	-0.25
	S	Dassault Systèmes	32.499	8/12/24	-0.03	33.439	-2.81	41.977	-8.538	-20.34	-12.10
	S	United Utilities	1,129.556	8/12/24	-0.12	1,127.271	0.20	1,222.177	-94.906	-7.77	-0.92
		ConvaTec	264.568	8/12/24	-0.17	270.052	-2.03	251.829	18.222	7.24	3.22
	L	Rockwool	356.641	8/12/24	-0.22	367.039	-2.83	245.489	121.550	49.51	47.55
	S	Union Pacific	213.934	8/12/24	-0.32	203.190	5.29	204.122	-0.932	-0.46	0.55
	L	California Water	47.287	8/12/24	-0.42	43.709	8.19	46.185	-2.477	-5.36	0.44
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	⇓∅-RS
	S	Severn Trent	2,871.869	8/12/24	-0.63	2,734.787	5.01	2,991.713	-256.927	-8.59	-2.40
		Gecina	90.237	8/12/24	-0.64	85.730	5.26	102.390	-16.660	-16.27	-8.46
	S	bioMérieux	93.678	8/12/24	-0.67	86.942	7.75	92.728	-5.786	-6.24	-6.12
	L	Geberit	522.800	8/12/24	-0.72	529.200	-1.21	509.800	19.400	3.81	10.57
		Pearson	1,181.762	8/12/24	-0.72	1,123.616	5.17	1,063.818	59.797	5.62	8.25
		Signify	20.257	8/12/24	-0.76	22.874	-11.44	27.020	-4.146	-15.34	-10.08
		Interface	14.738	8/12/24	-0.79	13.166	11.94	9.844	3.322	33.74	28.10
	S	Pennon Group	671.131	8/12/24	-0.84	667.704	0.51	828.211	-160.508	-19.38	-11.50
	L	Adtalem	64.573	8/12/24	-0.85	60.787	6.23	52.792	7.995	15.14	38.20
		Smith and Nephew	1,320.557	8/12/24	-0.86	1,114.477	18.49	1,157.620	-43.143	-3.73	-4.74
	L	EDP Renováveis	13.579	8/12/24	-0.92	12.872	5.50	15.817	-2.945	-18.62	-11.67
		Smurfit Kappa	34.457	8/12/24	-0.97	40.321	-14.54	33.601	6.720	20.00	16.51
	S	Medtronic	73.366	8/12/24	-1.04	69.688	5.28	70.132	-0.444	-0.63	-3.94
	L	Ormat Technologies	64.799	8/12/24	-1.10	62.531	3.63	61.273	1.258	2.05	0.57
	L	Scatec	7.162	8/12/24	-1.46	7.272	-1.51	6.015	1.257	20.90	22.93
	S	CSX	30.272	8/12/24	-1.47	30.353	-0.27	29.207	1.146	3.92	2.53
	L	Sonova	278.100	8/12/24	-1.52	280.300	-0.78	256.500	23.800	9.28	8.87
	L	Hannon Armstrong SIC	27.299	8/12/24	-1.63	25.961	5.15	22.433	3.528	15.73	20.85
		Steelcase	11.106	8/12/24	-1.76	11.711	-5.17	11.049	0.662	5.99	19.85
	S	Intel	17.494	8/12/24	-1.78	27.868	-37.22	39.183	-11.315	-28.88	-16.59
	S	Fabege	7.661	8/12/24	-2.01	7.079	8.22	8.486	-1.407	-16.58	-5.75
	S	Xerox	8.774	8/12/24	-2.51	10.437	-15.93	13.345	-2.908	-21.79	-24.25
		Nordex	12.736	8/12/24	-2.81	11.156	14.16	9.624	1.532	15.91	3.72
		MillerKnoll	24.524	8/12/24	-3.49	23.910	2.57	24.368	-0.458	-1.88	15.14
	L	SunPower	0.181	8/12/24	-4.76	2.449	-92.62	4.218	-1.769	-41.95	-31.31
		⇓instrument	freshest		Δday	7/01/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ29	⇓∅-RS
	L	Kurita Water	31.509	8/09/24	-9.14	38.388	-17.92	29.863	8.525	28.55	14.63
GCX - 50 out of 50 instruments rated - 7/01/24 / 12/11/23 - 28 did rise, Market-Ratio(29) in CHF = 56.00 %

Technical Chart

	GCX RS = 29 - B/S = 86/76

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

Transactions GCX Global Challenges in Swiss Franc * A29 - 86/76 (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		1/09/06	7		- cash -
long	1/09/06	5/29/06	140		Nordex	100	1,094	9.136	23.885		14.748	161	26,135	1,125
short	5/29/06	12/11/06	196		Intel	100	1,197	21.830	24.947	18.714	-3.117	-14	22,404	-25
long	12/11/06	6/11/07	182		Vestas Wind Systems	100	2,228	10.052	16.483		6.431	64	36,733	170
short	6/11/07	8/24/09	805		AMD	100	2,138	17.180	4.233	69.722	52.542	306	149,067	89
long	8/24/09	12/21/09	119		Renault	100	2,894	51.501	51.856		0.355	1	150,093	2
short	12/21/09	2/27/12	798		REC Silicon	100	2,790	53.785	5.916	488.971	435.186	809	1,364,262	174
long	2/27/12	4/23/12	56		CA	100	56,327	24.220	24.059		-0.161	-1	1,355,196	-4
short	4/23/12	2/11/13	294		REC Silicon	100	324,205	4.180	1.259	13.879	9.699	232	4,499,577	344
long	2/11/13	11/25/13	287		SunPower	100	519,691	8.658	26.864		18.206	210	13,961,053	322
short	11/25/13	1/06/14	42		Aurubis	100	267,292	52.231	54.021	50.441	-1.790	-3	13,482,594	-26
long	1/06/14	2/03/14	28		Vestas Wind Systems	100	2,193,259	6.147	5.839		-0.309	-5	12,805,415	-49
short	2/03/14	3/03/14	28		Aurubis	100	258,718	49.495	47.154	51.954	2.458	5	13,441,380	88
long	3/03/14	4/14/14	42		Vestas Wind Systems	100	2,215,013	6.068	7.110		1.042	17	15,748,829	296
short	4/14/14	4/28/14	14		EJR	100	75,457,991	0.209	0.209	0.208	-0.001	0	15,695,262	-8
long	4/28/14	5/19/14	21		Vestas Wind Systems	100	2,088,931	7.514	8.641		1.127	15	18,050,310	1,036
short	5/19/14	3/02/15	287		Energy Recovery	100	4,385,651	4.116	3.296	5.139	1.024	25	22,539,177	33
long	3/02/15	6/01/15	91		Shimano	100	15,115,398	1.491	1.341		-0.150	-10	20,275,667	-35
short	6/01/15	10/05/20	1953		REC Silicon	100	10,587,844	1.915	0.501	7.320	5.405	282	77,506,196	28
long	10/05/20	11/02/20	28		SunPower	100	5,442,763	14.240	15.497		1.257	9	84,346,704	201
short	11/02/20	4/05/21	154		Konica Minolta	100	3407,835,479	0.025	0.050	0.000	-0.025	-100	0	-100
long	4/05/21	6/21/21	77		REC Silicon	100	0	2.114	1.906		-0.209	-10	0	0
short	6/21/21	5/13/24	1057		bioMérieux	100	0	100.456	94.988	106.238	5.782	6	0	0
long	5/13/24	5/27/24	14		Interface	100	0	14.457	14.308		-0.149	-1	0	0
short	5/27/24	8/12/24	77		SunPower	100	0	2.668	0.181	39.386	36.718	1,376	0	0
accum	1/09/06	8/12/24	7328	days out of 7335 invested (100%)							-100		0	-49

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
REC Silicon	short	12/21/09	2/27/12	798	53.79	5.92	488.97	435.19	809.12
	short	4/23/12	2/11/13	294	4.18	1.26	13.88	9.70	232.02
	short	6/01/15	10/05/20	1953	1.91	0.50	7.32	5.41	282.26
	long	4/05/21	6/21/21	77	2.11	1.91		-0.21	-9.87	10,299.64
SunPower	long	2/11/13	11/25/13	287	8.66	26.86		18.21	210.28
	long	10/05/20	11/02/20	28	14.24	15.50		1.26	8.83
	short	5/27/24	8/12/24	77	2.67	0.18	39.39	36.72	1,376.25	4,884.68
AMD	short	6/11/07	8/24/09	805	17.18	4.23	69.72	52.54	305.83	305.83
Nordex	long	1/09/06	5/29/06	140	9.14	23.88		14.75	161.43	161.43
Vestas Wind Systems	long	12/11/06	6/11/07	182	10.05	16.48		6.43	63.98
	long	1/06/14	2/03/14	28	6.15	5.84		-0.31	-5.02
	long	3/03/14	4/14/14	42	6.07	7.11		1.04	17.17
	long	4/28/14	5/19/14	21	7.51	8.64		1.13	15.00	109.86
Energy Recovery	short	5/19/14	3/02/15	287	4.12	3.30	5.14	1.02	24.87	24.87
bioMérieux	short	6/21/21	5/13/24	1057	100.46	94.99	106.24	5.78	5.76	5.76
Aurubis	short	11/25/13	1/06/14	42	52.23	54.02	50.44	-1.79	-3.43
	short	2/03/14	3/03/14	28	49.50	47.15	51.95	2.46	4.97	1.37
Renault	long	8/24/09	12/21/09	119	51.50	51.86		0.35	0.69	0.69
EJR	short	4/14/14	4/28/14	14	0.21	0.21	0.21	-0.00	-0.34	-0.34
CA	long	2/27/12	4/23/12	56	24.22	24.06		-0.16	-0.66	-0.66
Interface	long	5/13/24	5/27/24	14	14.46	14.31		-0.15	-1.03	-1.03
Shimano	long	3/02/15	6/01/15	91	1.49	1.34		-0.15	-10.04	-10.04
Intel	short	5/29/06	12/11/06	196	21.83	24.95	18.71	-3.12	-14.28	-14.28
Konica Minolta	short	11/02/20	4/05/21	154	0.02	0.05	0.00	-0.02	-99.60	-99.60

Annotations

3/01/24	GCX	Adtalem Global Education replaces Benesse
2/29/24	GCX	Component update: CWT, Convatec, Medtronic, Siemens Healthineers, Smurfit Kappa and Solaria Energia replace AMD, Atlas Copco, Autodesk, Berkeley, Kingfisher and SKF
7/07/21	Dassault Systèmes	stock split 1:5 (five for one)
6/29/21	CSX	stock split 1:3 (three for one)
9/20/17	bioMérieux	stock split 1:3 (three for one)
6/15/17	Xerox	reverse stock split 4:1 (one for four)
2/21/17	GCX	machine learning processed for all techniques
3/18/16	GCX	Sonova replaces Accenture
9/04/15	GCX	Swiss Re replaces BWT
8/18/15	GCX	complete analysis
7/01/15	Scatec Solar	monitoring started
3/10/15	GCX	Accenture and Autodesk replace Interface and J Sainsbury


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