RS Chart
Assessment - IPC Mexico - 1/07/24 - RS = 22
 ⇐ 
  instrument freshest ⇓ Δday 1/07/24 ⇓ Δwk 29/01/24  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart S add note IPC 53,040.400  12/08 -0.02 52,884.000 0.30 57,207.600 -4,323.600 -7.56   -3.46 
real-time RS chart chart add note Aerop. Centro Norte 154.520  12/08 2.22 155.140 -0.40 158.650 -3.510 -2.21   -5.21 
real-time RS chart chart L add note Aerop. Pacifico 291.970  12/08 0.72 285.700 2.19 275.410 10.290 3.74   9.04 
real-time RS chart chart L add note Aerop. Sureste 512.600  12/08 0.24 555.880 -7.79 505.590 50.290 9.95   19.58 
real-time RS chart chart S add note Alfa 10.490  12/08 1.65 10.640 -1.41 13.200 -2.560 -19.39   -13.45 
real-time RS chart chart S add note Alsea 55.210  12/08 0.47 65.000 -15.06 68.000 -3.000 -4.41   -6.32 
real-time RS chart chart L add note America Movil 16.190  12/08 0.12 15.730 2.92 15.510 0.220 1.42   -2.07 
real-time RS chart chart add note Arca Continental 186.200  12/08 -0.93 177.450 4.93 190.000 -12.550 -6.61   3.40 
real-time RS chart chart S add note Banco del Bajio 52.060  12/08 0.64 55.850 -6.79 64.440 -8.590 -13.33   -9.77 
real-time RS chart chart S add note Banorte 137.810  12/08 0.58 146.510 -5.94 171.160 -24.650 -14.40   -11.97 
real-time RS chart chart add note Becle 31.100  12/08 3.67 32.070 -3.02 33.500 -1.430 -4.27   -4.09 
real-time RS chart chart add note Bimbo 68.390  12/08 -0.84 66.820 2.35 79.330 -12.510 -15.77   -16.23 
real-time RS chart chart S add note Bolsa Mexicana 29.670  12/08 -0.17 31.230 -5.00 35.070 -3.840 -10.95   -7.30 
real-time RS chart chart add note Carso 117.840  12/08 -1.65 131.590 -10.45 168.980 -37.390 -22.13   -7.49 
real-time RS chart chart add note Cementos Chihuahua 156.090  12/08 -2.81 172.390 -9.46 195.780 -23.390 -11.95   -0.84 
real-time RS chart chart S add note Cemex 11.900  12/08 -0.75 11.580 2.76 14.290 -2.710 -18.96   -5.70 
real-time RS chart chart add note Chedraui 145.040  12/08 2.44 127.100 14.11 111.440 15.660 14.05   12.62 
real-time RS chart chart add note Coca-Cola FEMSA 165.680  12/08 -0.41 152.780 8.44 160.200 -7.420 -4.63   3.57 
real-time RS chart chart S add note Elektra 944.950  26/07 1,060.780 -10.92 1,157.540 -96.760 -8.36   -6.71 
real-time RS chart chart S add note FEMSA 210.020  12/08 -0.45 198.670 5.71 234.490 -35.820 -15.28   -1.69 
real-time RS chart chart L add note Genomma Lab 18.770  12/08 17.030 10.22 14.150 2.880 20.35   13.94 
real-time RS chart chart add note Gentera 21.120  12/08 0.05 23.420 -9.82 22.360 1.060 4.74   5.34 
real-time RS chart chart add note Gruma 372.040  12/08 -0.21 328.950 13.10 311.630 17.320 5.56   8.13 
real-time RS chart chart add note Inbursa 44.240  12/08 -2.28 44.120 0.27 50.040 -5.920 -11.83   -3.34 
real-time RS chart chart S add note Kimberly-Clark 34.140  12/08 -1.01 31.270 9.18 38.460 -7.190 -18.69   -13.01 
  instrument freshest ⇓ Δday 1/07/24 ⇓ Δwk 29/01/24  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Liverpool 133.360  12/08 0.22 133.050 0.23 117.410 15.640 13.32   10.27 
real-time RS chart chart add note Megacable 42.470  12/08 -0.72 45.760 -7.19 44.430 1.330 2.99   12.59 
real-time RS chart chart add note México 106.190  12/08 1.09 100.840 5.31 89.540 11.300 12.62   8.19 
real-time RS chart chart S add note Orbia Advance 20.970  12/08 -3.23 25.490 -17.73 34.030 -8.540 -25.10   -22.06 
real-time RS chart chart add note Peñoles 241.670  12/08 -0.26 238.510 1.32 238.660 -0.150 -0.06   2.13 
real-time RS chart chart add note Pinfra 173.960  12/08 -1.38 168.160 3.45 170.020 -1.860 -1.09   0.27 
real-time RS chart chart add note Quálitas 164.740  12/08 -2.49 189.050 -12.86 178.360 10.690 5.99   18.49 
real-time RS chart chart S add note Regional 127.000  12/08 -0.39 138.350 -8.20 158.920 -20.570 -12.94   -9.82 
real-time RS chart chart add note Televisa 7.760  12/08 -1.15 9.950 -22.01 10.980 -1.030 -9.38   -12.17 
real-time RS chart chart S add note Vesta 56.240  12/08 -0.23 55.370 1.57 66.000 -10.630 -16.11   -8.90 
real-time RS chart chart S add note WalMex 62.640  12/08 0.50 62.530 0.18 70.500 -7.970 -11.30   -8.29 
 IPC - 35 out of 35 instruments rated - 1/07/24 / 29/01/24 - 11 did rise, Market-Ratio(22) = 31.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
6/01/20 scale up chart 1/07/24
 


Transactions IPC Mexico * A22 - 85/20 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  17/12/07 707  RT RS QC  Orbia Advance 100  2,427   4.120  13.250    9.130 222  32,159 83  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 4/06/18  20/01/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 20/01/20   9/03/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 9/03/20   8/03/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 8/03/21  29/08/22 539  RT RS QC  Cemex 100  2,545   14.910  7.820    -7.090 -48  19,911 -35  
short 29/08/22  23/01/23 147  RT RS QC  Volaris 100  1,065   18.680  20.930 16.430  -2.250 -12  17,515 -27  
long 23/01/23  12/08/24 567  RT RS QC  Banco del Bajio 100  250   69.780  52.060    -17.720 -25  13,085 -17  
accum 9/01/06 12/08/246903 days out of 6910 invested (100%) 31 13,085 1  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  9/01/06 17/12/077074.1213.259.13 221.60221.60 
 Cemexshort 17/12/07 15/06/0954627.6013.7955.2427.64 100.14 
 long  8/03/21 29/08/2253914.917.82-7.09 -47.554.97 
 Genteralong 20/01/20  9/03/204919.9916.58-3.41 -17.06-17.06 
 Banco del Bajiolong 23/01/23 12/08/2456769.7852.06-17.72 -25.39-25.39 
 Alpekshort  9/03/20  8/03/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  4/06/18 20/01/2059510.6919.831.55-9.14 -85.50 
 short 29/08/22 23/01/2314718.6820.9316.43-2.25 -12.04-87.25 


Annotations
14/03/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
23/02/17IPCMachine 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).
21/02/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
2/08/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join