RS Chart
Assessment - IPC Mexico in Japanese yen - 6/01/20 - RS = 22
 ⇐ 
  instrument freshest Δday 6/01/20 Δwk 12/30/19  prc diff Δ22   ∅-RS
real-time RS chart chart add note IPC 189,848.766  Fri 2.84 180,259.839 5.32 250,899.420 -70,639.581 -28.15   -16.83 
real-time RS chart chart L add note Becle 195.610  Fri 0.32 189.029 3.48 203.865 -14.836 -7.28   11.86 
real-time RS chart chart L add note Gruma 1,082.020  Fri -0.44 1,124.476 -3.78 1,120.311 4.165 0.37   8.63 
real-time RS chart chart add note Bolsa Mexicana 212.280  Fri 2.21 209.209 1.47 241.246 -32.036 -13.28   1.60 
real-time RS chart chart add note Genomma Lab 95.587  Fri 0.36 95.685 -0.10 107.942 -12.258 -11.36   -2.44 
real-time RS chart chart L add note Peñoles 1,032.935  Fri -0.09 1,060.865 -2.63 1,152.285 -91.420 -7.93   -1.91 
real-time RS chart chart L add note Bimbo 171.920  Fri -1.65 177.380 -3.08 200.703 -23.323 -11.62   -4.22 
real-time RS chart chart L add note México 256.832  Fri 4.27 242.940 5.72 298.408 -55.468 -18.59   -4.55 
real-time RS chart chart add note America Movil 76.284  Fri 3.10 73.701 3.51 87.527 -13.826 -15.80   -5.14 
real-time RS chart chart add note WalMex 269.847  Fri 0.76 275.258 -1.97 311.578 -36.320 -11.66   -7.43 
real-time RS chart chart add note Pinfra 865.304  Fri 2.08 838.544 3.19 1,112.835 -274.291 -24.65   -11.08 
real-time RS chart chart S add note Elektra 6,330.778  Fri 2.00 6,371.772 -0.64 7,947.590 -1,575.818 -19.83   -11.94 
real-time RS chart chart add note Arca Continental 486.417  Fri 1.23 473.646 2.70 591.526 -117.880 -19.93   -13.48 
real-time RS chart chart L add note Megacable 339.161  Fri 3.13 327.560 3.54 444.076 -116.516 -26.24   -15.75 
real-time RS chart chart S add note Kimberly-Clark 178.062  Fri 3.43 165.194 7.79 221.405 -56.212 -25.39   -16.38 
real-time RS chart chart L add note Alpek 77.601  Fri 0.70 75.505 2.78 119.616 -44.112 -36.88   -14.39 
real-time RS chart chart add note FEMSA 761.041  Fri 3.99 747.587 1.80 1,029.449 -281.861 -27.38   -17.10 
real-time RS chart chart add note Aerop. Centro Norte 574.887  Fri 3.59 500.358 14.90 812.069 -311.711 -38.38   -16.29 
real-time RS chart chart add note Orbia Advance 169.483  Fri 2.32 159.490 6.27 234.115 -74.624 -31.88   -17.45 
real-time RS chart chart L add note Alfa 63.757  Fri 2.59 58.834 8.37 92.013 -33.179 -36.06   -17.29 
real-time RS chart chart add note Aerop. Pacifico 830.160  Fri 0.48 779.222 6.54 1,297.838 -518.616 -39.96   -19.41 
real-time RS chart chart add note Cementos Chihuahua 421.490  Fri 0.61 391.610 7.63 583.878 -192.268 -32.93   -20.17 
real-time RS chart chart S add note Coca-Cola FEMSA 487.587  Fri 3.17 464.774 4.91 660.536 -195.761 -29.64   -21.13 
real-time RS chart chart add note Aerop. Sureste 1,415.186  Fri 2.71 1,208.755 17.08 2,037.964 -829.210 -40.69   -22.82 
real-time RS chart chart S add note IEnova 328.584  Fri 0.04 314.692 4.41 498.421 -183.729 -36.86   -24.65 
  instrument freshest Δday 6/01/20 Δwk 12/30/19  prc diff Δ22   ∅-RS
real-time RS chart chart add note Cemex 31.489  Fri 4.53 25.981 21.20 41.061 -15.080 -36.73   -23.74 
real-time RS chart chart add note Carso 258.831  Fri 5.86 239.528 8.06 402.555 -163.027 -40.50   -24.49 
real-time RS chart chart add note Televisa 146.281  Fri 6.38 132.438 10.45 254.357 -121.920 -47.93   -27.57 
real-time RS chart chart add note Banorte 392.097  Fri 2.85 339.941 15.34 602.165 -262.224 -43.55   -31.35 
real-time RS chart chart add note Inbursa 88.324  Fri 3.13 76.626 15.27 132.613 -55.988 -42.22   -32.02 
real-time RS chart chart add note Banco del Bajio 110.162  Fri 7.26 97.781 12.66 180.460 -82.679 -45.82   -34.64 
real-time RS chart chart S add note Regional 365.532  Fri 13.38 284.275 28.58 607.513 -323.238 -53.21   -37.09 
real-time RS chart chart add note Banco Santander MX 88.032  Fri 5.68 72.775 20.96 147.393 -74.618 -50.63   -37.08 
real-time RS chart chart S add note Liverpool 293.098  Fri 6.27 270.042 8.54 552.708 -282.666 -51.14   -40.86 
real-time RS chart chart S add note Gentera 53.716  Fri 10.87 43.675 22.99 109.898 -66.223 -60.26   -44.62 
real-time RS chart chart add note Alsea 116.596  Fri 9.98 93.442 24.78 286.964 -193.522 -67.44   -45.62 
 IPC - 35 out of 35 instruments rated - 6/01/20 / 12/30/19 - 1 did rise, Market-Ratio(22) in JPY = 2.86 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/04/16 scale up chart 6/01/20
 


Transactions IPC Mexico in Japanese yen * A22 - 85/20 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06  12/17/07 707  RT RS QC  Orbia Advance 100  223   44.656  138.565    93.909 210  30,942 79  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  107   288.634  101.204 823.182  534.548 185  88,138 101  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  857   102.819  1,205.569    1,102.750 1,073  1,033,195 32  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  17,673   58.460  114.053 2.867  -55.593 -95  50,701 -84  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  440   114.973  79.867    -35.106 -31  35,255 -93  
short 3/09/20   6/05/20 88  RT RS QC  Alpek 100  642   54.867  77.601 32.133  -22.734 -41  20,660 -89  
accum 1/09/06 6/05/205262 days out of 5269 invested (100%) 107 20,660 5  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/183276102.821,205.571,102.75 1,072.521,072.52 
 Orbia Advancelong  1/09/06 12/17/0770744.66138.5793.91 210.29210.29 
 Cemexshort 12/17/07  6/15/09546288.63101.20823.18534.55 185.20185.20 
 Genteralong  1/20/20  3/09/2049114.9779.87-35.11 -30.53-30.53 
 Alpekshort  3/09/20  6/05/208854.8777.6032.13-22.73 -41.43-41.43 
 Volarisshort  6/04/18  1/20/2059558.46114.052.87-55.59 -95.10-95.10 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
2/23/17IPCMachine learning processed for all techniques.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join