RS Chart
Assessment - IPC Mexico in Swiss Franc - 14/10/19 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 14/10/19 Δwk 13/05/19  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart L add note IPC 2,234.729  Fri -0.69 2,240.986 -0.28 2,258.244 -17.258 -0.76   2.14 
real-time RS chart chart L add note Nemak 0.488  Fri 1.29 0.446 9.41 0.499 -0.053 -10.67   -19.88 
real-time RS chart chart L add note Orbia Advance 2.201  Fri -0.82 2.033 8.22 2.187 -0.153 -7.02   -10.08 
real-time RS chart chart L add note America Movil 0.796  Fri 0.13 0.765 3.99 0.701 0.065 9.21   5.90 
real-time RS chart chart L add note Regional 5.058  Fri 0.52 4.935 2.47 5.256 -0.321 -6.11   0.43 
real-time RS chart chart add note México 2.462  Fri 0.70 2.418 1.82 2.688 -0.270 -10.06   1.29 
real-time RS chart chart add note WalMex 2.927  Fri -0.62 2.892 1.24 2.801 0.091 3.24   6.23 
real-time RS chart chart add note Aerop. Centro Norte 6.481  Fri -0.06 6.408 1.15 6.168 0.240 3.89   13.67 
real-time RS chart chart L add note Becle 1.563  Fri -0.46 1.547 1.04 1.655 -0.108 -6.53   10.27 
real-time RS chart chart add note Aerop. Sureste 15.802  Fri 0.21 15.692 0.70 16.329 -0.637 -3.90   -0.41 
real-time RS chart chart add note Banco Santander MX 1.366  Fri 0.19 1.357 0.69 1.564 -0.207 -13.24   -2.13 
real-time RS chart chart S add note FEMSA 9.103  Fri -0.17 9.078 0.27 9.844 -0.766 -7.78   -0.45 
real-time RS chart chart add note Pinfra 9.324  Fri -0.55 9.308 0.17 10.144 -0.837 -8.25   -0.81 
real-time RS chart chart L add note Alpek 1.134  Fri -1.70 1.143 -0.77 1.179 -0.036 -3.06   -8.99 
real-time RS chart chart add note Elektra 71.696  Fri -0.08 72.258 -0.78 58.175 14.082 24.21   31.30 
real-time RS chart chart L add note Liverpool 5.561  Fri -1.19 5.633 -1.28 6.175 -0.542 -8.78   -4.58 
real-time RS chart chart add note Aerop. Pacifico 10.089  Fri 0.52 10.245 -1.53 9.978 0.267 2.68   12.40 
real-time RS chart chart L add note Alfa 0.898  Fri -1.87 0.913 -1.64 0.966 -0.053 -5.52   -9.35 
real-time RS chart chart L add note IEnova 4.322  Fri -0.61 4.394 -1.65 4.185 0.209 4.98   10.41 
real-time RS chart chart L add note Cemex 0.400  Fri -1.15 0.406 -1.66 0.434 -0.028 -6.48   -7.36 
real-time RS chart chart L add note Televisa 2.174  Fri -0.87 2.213 -1.75 1.781 0.432 24.28   3.81 
real-time RS chart chart L add note Megacable 4.240  Fri -0.82 4.331 -2.09 4.163 0.167 4.02   -1.56 
real-time RS chart chart add note Bimbo 1.763  Fri -2.91 1.803 -2.21 2.195 -0.393 -17.89   -8.10 
real-time RS chart chart L add note Volaris 1.050  Fri -1.46 1.073 -2.22 0.947 0.127 13.36   34.92 
real-time RS chart chart S add note Lala 1.058  Fri -2.01 1.083 -2.25 1.291 -0.209 -16.15   -3.02 
  ⇓instrument freshest ⇓ Δday 14/10/19 Δwk 13/05/19  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Kimberly-Clark 2.002  Fri -2.13 2.051 -2.40 1.815 0.236 13.02   18.98 
real-time RS chart chart L add note Alsea 2.472  Fri -0.50 2.535 -2.47 2.205 0.330 14.98   10.06 
real-time RS chart chart L add note Arca Continental 5.478  Fri -1.32 5.618 -2.49 5.647 -0.030 -0.53   3.32 
real-time RS chart chart L add note Inbursa 1.260  Fri -1.38 1.293 -2.56 1.366 -0.073 -5.33   -5.71 
real-time RS chart chart L add note Gruma 9.981  Fri -1.61 10.249 -2.62 9.989 0.260 2.61   -0.72 
real-time RS chart chart L add note Banorte 5.540  Fri -1.25 5.727 -3.25 5.864 -0.137 -2.34   6.20 
real-time RS chart chart L add note Gentera 0.903  Fri 0.06 0.933 -3.27 0.821 0.112 13.62   14.99 
real-time RS chart chart L add note Genomma Lab 0.957  Fri -0.16 0.990 -3.35 0.807 0.183 22.67   33.23 
real-time RS chart chart add note Carso 2.978  Fri -1.96 3.121 -4.59 3.720 -0.599 -16.09   -8.59 
real-time RS chart chart L add note Peñoles 11.487  Fri -1.37 12.303 -6.63 11.147 1.157 10.38   0.87 
real-time RS chart chart add note Coca-Cola FEMSA 5.715  Fri -5.97 6.158 -7.19 6.232 -0.073 -1.17   0.32 
 IPC - 35 out of 35 instruments rated - 14/10/19 / 13/05/19 - 15 did rise, Market-Ratio(22) in CHF = 42.86 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
5/01/15 scale up chart 14/10/19
 


Transactions IPC Mexico in Swiss Franc * 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  20,184   0.495  1.410    0.915 185  28,465 72  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  9,689   2.938  1.110 7.775  4.838 165  75,336 92  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  66,813   1.128  10.850    9.723 862  724,945 29  
short 4/06/18  18/10/19 501  RT RS QC  Volaris 100  1,377,823   0.526  1.050 0.003  -0.523 -99  3,720 -98  
accum 9/01/06 18/10/195033 days out of 5040 invested (100%) -63 3,720 -7  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/1832761.1310.859.72 862.29862.29 
 Orbia Advancelong  9/01/06 17/12/077070.501.410.91 184.65184.65 
 Cemexshort 17/12/07 15/06/095462.941.117.784.84 164.68164.68 
 Volarisshort  4/06/18 18/10/195010.531.050.00-0.52 -99.49-99.49 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
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