RS Chart
Assessment - Banks in Swiss Franc - 14/10/19 - RS = 13
 ⇐ 
  instrument freshest Δday 14/10/19 Δwk 15/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart add note SOM Banks 178.762  Fri 0.14 175.005 2.15 180.893 -5.888 -3.25   -2.17 
real-time RS chart chart S add note Yes Bank 0.719  Fri 8.44 0.561 28.18 1.339 -0.778 -58.08   -68.24 
real-time RS chart chart S add note Indiabulls HF 3.236  Fri 33.60 2.768 16.89 9.178 -6.410 -69.84   -68.42 
real-time RS chart chart S add note Ferratum 9.566  Fri 8.357 14.47 12.329 -3.973 -32.22   -25.89 
real-time RS chart chart add note RBS 299.168  Fri 2.63 270.168 10.73 282.548 -12.380 -4.38   -4.80 
real-time RS chart chart add note IndusInd Bank 18.791  Fri 0.19 17.503 7.36 21.189 -3.686 -17.39   -17.21 
real-time RS chart chart add note Banca Generali 31.205  Fri 0.50 29.094 7.26 29.493 -0.399 -1.35   15.46 
real-time RS chart chart L add note BPER Banca 4.306  Fri 2.22 4.044 6.47 4.218 -0.174 -4.12   2.66 
real-time RS chart chart L add note Banco Sabadell 1.124  Fri 0.44 1.062 5.82 1.042 0.020 1.96   -1.11 
real-time RS chart chart L add note Unicredit 12.645  Fri 0.56 11.950 5.82 12.682 -0.732 -5.77   -2.32 
real-time RS chart chart L add note Banco BPM 2.362  Fri -0.09 2.235 5.66 2.077 0.158 7.61   7.62 
real-time RS chart chart add note State Bank of India 3.774  Fri 5.31 3.575 5.56 5.172 -1.597 -30.87   -14.53 
real-time RS chart chart L add note Mediobanca 11.677  Fri 0.38 11.111 5.10 10.336 0.775 7.50   16.46 
real-time RS chart chart L add note Jyske Bank 34.580  Fri 0.30 32.975 4.87 34.033 -1.057 -3.11   -9.30 
real-time RS chart chart L add note FinecoBank 11.056  Fri -0.05 10.551 4.78 11.104 -0.553 -4.98   -4.22 
real-time RS chart chart L add note UBI Banca 3.156  Fri -0.10 3.019 4.52 2.892 0.128 4.42   8.08 
real-time RS chart chart add note Bank of Ireland 4.770  Fri -2.25 4.570 4.38 5.105 -0.535 -10.48   -15.62 
real-time RS chart chart add note Shinsei Bank 15.039  Fri 0.93 14.414 4.34 15.711 -1.298 -8.26   2.78 
real-time RS chart chart L add note Bank of America 30.258  Fri 0.30 29.051 4.15 28.766 0.285 0.99   4.11 
real-time RS chart chart add note Lloyds Bank 75.564  Fri -1.26 72.551 4.15 71.284 1.267 1.78   1.21 
real-time RS chart chart add note HDFC 29.313  Fri 2.23 28.198 3.96 32.540 -4.342 -13.34   0.62 
real-time RS chart chart S add note Axis Bank 9.931  Fri -0.11 9.566 3.81 10.770 -1.203 -11.17   -1.06 
real-time RS chart chart add note Bankia 1.988  Fri -0.96 1.919 3.61 2.351 -0.432 -18.37   -23.78 
real-time RS chart chart L add note Bankinter 6.791  Fri 0.16 6.558 3.55 7.136 -0.578 -8.10   -11.28 
real-time RS chart chart L add note BNP Paribas 51.667  Fri 0.02 49.908 3.53 47.499 2.409 5.07   3.10 
  instrument freshest Δday 14/10/19 Δwk 15/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart L add note JP Morgan Chase 120.193  Fri 0.17 116.095 3.53 112.130 3.965 3.54   8.13 
real-time RS chart chart L add note Deutsche Bank 7.798  Fri -0.63 7.534 3.50 7.634 -0.100 -1.31   -7.99 
real-time RS chart chart add note U.S. Bancorp 54.902  Fri 0.66 53.098 3.40 52.295 0.803 1.54   3.40 
real-time RS chart chart L add note BNY Mellon 45.202  Fri 2.16 43.766 3.28 42.480 1.287 3.03   -7.10 
real-time RS chart chart L add note Societe Generale 28.621  Fri 27.725 3.23 25.296 2.429 9.60   -5.04 
real-time RS chart chart L add note Aareal Bank 32.151  Fri -0.48 31.150 3.21 25.911 5.238 20.22   1.31 
real-time RS chart chart L add note Banco Bilbao Viz 5.254  Fri 1.09 5.096 3.11 5.461 -0.365 -6.69   -7.99 
real-time RS chart chart add note Banco Santander 4.255  Fri 0.31 4.128 3.08 4.618 -0.490 -10.60   -8.83 
real-time RS chart chart L add note Sumitomo Mitsui Trst 35.349  Fri 0.42 34.411 2.73 36.097 -1.686 -4.67   -5.49 
real-time RS chart chart add note Sberbank 14.602  Fri 0.76 14.217 2.71 15.229 -1.012 -6.64   7.85 
real-time RS chart chart L add note Credit Agricole 12.694  Fri 12.364 2.67 12.207 0.157 1.29   2.69 
real-time RS chart chart L add note Chiba Bank 5.151  Fri 0.18 5.022 2.56 5.076 -0.054 -1.05   -7.66 
real-time RS chart chart L add note Intesa Sanpaolo 2.457  Fri 0.13 2.397 2.50 2.271 0.126 5.54   5.19 
real-time RS chart chart add note Bank of China (HK) 3.407  Fri -0.56 3.324 2.49 3.901 -0.577 -14.79   -13.86 
real-time RS chart chart L add note Regional 5.058  Fri 0.52 4.935 2.47 5.033 -0.098 -1.94   0.43 
real-time RS chart chart add note Umweltbank 10.995  Fri -0.99 10.732 2.46 11.420 -0.689 -6.03   2.28 
real-time RS chart chart L add note Unipol 5.504  Fri 0.66 5.380 2.31 5.118 0.262 5.12   16.20 
real-time RS chart chart add note Woori Financial 10.161  Fri -0.41 9.951 2.12 11.531 -1.581 -13.71   -17.85 
real-time RS chart chart add note ICICI Bank 6.127  Fri 0.57 6.002 2.09 6.066 -0.064 -1.05   11.61 
real-time RS chart chart L add note DNB 17.578  Fri -0.34 17.222 2.07 18.639 -1.417 -7.60   -3.17 
real-time RS chart chart add note HDFC Bank 17.201  Fri 0.74 16.857 2.04 17.199 -0.343 -1.99   8.80 
real-time RS chart chart L add note S.E.B 9.525  Fri -0.11 9.340 1.98 9.877 -0.537 -5.43   -2.63 
real-time RS chart chart L add note Fukuoka 18.562  Fri 0.30 18.203 1.97 18.697 -0.493 -2.64   -10.65 
real-time RS chart chart L add note Kotak Mahindra Bank 22.607  Fri 0.67 22.190 1.88 21.663 0.528 2.44   17.74 
real-time RS chart chart L add note Swedbank 14.417  Fri -0.56 14.168 1.76 15.591 -1.422 -9.12   -16.95 
  instrument freshest Δday 14/10/19 Δwk 15/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Aozora Bank 24.422  Fri -0.15 24.008 1.72 23.973 0.034 0.14   -10.10 
real-time RS chart chart S add note ABN AMRO 18.208  Fri -1.10 17.917 1.63 21.338 -3.421 -16.03   -18.92 
real-time RS chart chart L add note Svenska Handelsbank 9.531  Fri -0.38 9.381 1.60 10.380 -0.999 -9.63   -9.01 
real-time RS chart chart L add note Credit Suisse 12.165  Fri -0.73 11.975 1.59 12.155 -0.180 -1.48   -0.11 
real-time RS chart chart add note HSBC 7.741  Fri 7.620 1.58 8.179 -0.559 -6.83   -6.03 
real-time RS chart chart L add note Raiffeisen Bank Int 23.530  Fri 0.71 23.167 1.57 24.237 -1.070 -4.41   -6.85 
real-time RS chart chart L add note National Bank CA 50.822  Fri 0.13 50.053 1.54 47.829 2.225 4.65   8.49 
real-time RS chart chart L add note Resona 4.192  Fri -0.63 4.128 1.54 4.214 -0.086 -2.04   -7.34 
real-time RS chart chart L add note Shizuoka Bank 7.414  Fri -0.12 7.303 1.51 7.504 -0.201 -2.67   -5.33 
real-time RS chart chart L add note Wells Fargo 49.818  Fri 0.73 49.120 1.42 45.984 3.136 6.82   2.23 
real-time RS chart chart L add note National Australia B 19.415  Fri -0.35 19.145 1.41 18.728 0.416 2.22   6.31 
real-time RS chart chart S add note Commerzbank 5.831  Fri -1.01 5.753 1.36 7.173 -1.420 -19.79   -21.73 
real-time RS chart chart L add note KBC 67.798  Fri -0.32 66.896 1.35 66.082 0.815 1.23   -0.27 
real-time RS chart chart L add note Nordea Bank 7.147  Fri -0.06 7.057 1.28 7.522 -0.465 -6.18   -9.92 
real-time RS chart chart L add note Cdn Imp Bk Comm 83.724  Fri 0.49 82.849 1.06 77.748 5.101 6.56   2.52 
real-time RS chart chart L add note UBS 11.185  Fri 11.070 1.04 11.950 -0.880 -7.36   -9.21 
real-time RS chart chart S add note Banco Comercial 0.214  Fri -1.97 0.212 0.99 0.317 -0.105 -33.19   -19.67 
real-time RS chart chart L add note Nordea Bank 7.125  Fri -0.21 7.059 0.94 7.538 -0.479 -6.35   -9.84 
real-time RS chart chart S add note Banco Macro 3.233  Fri -0.40 3.207 0.80 6.813 -3.606 -52.92   -29.03 
real-time RS chart chart add note Commonwealth Bank 53.761  Fri -0.59 53.376 0.72 56.164 -2.788 -4.96   2.38 
real-time RS chart chart add note Banco Santander MX 1.366  Fri 0.19 1.357 0.69 1.536 -0.180 -11.71   -2.13 
real-time RS chart chart add note China Constr Bk HK 0.796  Fri -0.79 0.791 0.64 0.789 0.002 0.21   -3.14 
real-time RS chart chart L add note Royal Bank CA 80.633  Fri 0.30 80.165 0.58 78.745 1.420 1.80   6.03 
real-time RS chart chart S add note Bank of Communicats 0.671  Fri -1.49 0.667 0.57 0.741 -0.074 -9.96   -12.34 
real-time RS chart chart L add note Bank Nova Scotia 56.975  Fri 0.11 56.658 0.56 52.489 4.169 7.94   5.89 
  instrument freshest Δday 14/10/19 Δwk 15/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart add note Erste Group Bank 33.316  Fri 0.90 33.140 0.53 37.099 -3.959 -10.67   -8.75 
real-time RS chart chart add note Toronto-Dominion 55.866  Fri 0.16 55.610 0.46 57.830 -2.220 -3.84   0.61 
real-time RS chart chart L add note VTB Bank 1.292  Fri -0.59 1.288 0.34 1.383 -0.095 -6.87   5.84 
real-time RS chart chart add note ANZ Banking AU 18.739  Fri -0.68 18.679 0.33 18.708 -0.029 -0.15   0.28 
real-time RS chart chart add note Bank of China 0.403  Fri -0.63 0.402 0.32 0.410 -0.009 -2.08   -5.91 
real-time RS chart chart add note American Express 116.384  Fri -1.98 116.035 0.30 126.572 -10.537 -8.32   4.55 
real-time RS chart chart add note Agricultural Bank 0.504  Fri -0.56 0.502 0.28 0.514 -0.012 -2.28   -4.38 
real-time RS chart chart L add note Danske Bank 14.168  Fri -1.74 14.129 0.27 15.457 -1.328 -8.59   -18.24 
real-time RS chart chart L add note KB Financial 36.134  Fri -0.12 36.092 0.12 36.850 -0.758 -2.06   -6.73 
real-time RS chart chart add note Triodos Groenfonds 65.082  Fri 0.03 65.126 -0.07 65.250 -0.124 -0.19   -0.41 
real-time RS chart chart add note Bank Montreal 73.026  Fri -0.03 73.116 -0.12 75.127 -2.011 -2.68   -0.46 
real-time RS chart chart add note ICBC 0.689  Fri -1.09 0.690 -0.18 0.695 -0.004 -0.63   -2.12 
real-time RS chart chart L add note Westpac Banking 19.469  Fri -0.83 19.509 -0.21 19.269 0.240 1.25   3.49 
real-time RS chart chart L add note Suncorp-Metway 9.073  Fri -1.39 9.093 -0.22 9.160 -0.067 -0.73   -2.74 
real-time RS chart chart add note Bank of China 0.517  Fri -0.54 0.518 -0.27 0.530 -0.012 -2.25   -2.71 
real-time RS chart chart S add note OCBC 7.825  Fri -1.01 7.854 -0.37 8.364 -0.510 -6.10   -3.51 
real-time RS chart chart add note Standard Chartered 817.785  Fri -1.21 822.053 -0.52 883.500 -61.447 -6.95   2.09 
real-time RS chart chart add note Bank of East Asia 2.347  Fri -0.32 2.359 -0.54 2.812 -0.453 -16.11   -22.17 
real-time RS chart chart S add note Hang Seng Bank 20.758  Fri -1.27 20.885 -0.61 24.500 -3.615 -14.76   -11.15 
real-time RS chart chart L add note Heartland 1.017  Fri -1.82 1.023 -0.61 1.112 -0.089 -7.97   0.76 
real-time RS chart chart L add note Citigroup 69.528  Fri 0.20 70.026 -0.71 70.596 -0.570 -0.81   9.12 
real-time RS chart chart add note Ind and Comm Bk 0.800  Fri -0.70 0.807 -0.87 0.802 0.005 0.66   0.47 
real-time RS chart chart S add note BBVA Banco Francés 1.740  Fri -0.74 1.755 -0.88 3.336 -1.581 -47.38   -40.95 
real-time RS chart chart add note DBS Bank 18.054  Fri -0.64 18.214 -0.88 18.805 -0.591 -3.14   0.21 
real-time RS chart chart add note HSBC 755.264  Fri -0.79 762.420 -0.94 822.136 -59.716 -7.26   -5.88 
  instrument freshest Δday 14/10/19 Δwk 15/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart L add note ANZ Banking NZ 18.591  Fri -1.95 18.773 -0.97 18.713 0.060 0.32   0.85 
real-time RS chart chart add note United Overseas Bank 18.811  Fri -0.77 19.030 -1.15 19.284 -0.254 -1.32   2.87 
real-time RS chart chart add note IBK 10.625  Fri -1.18 10.752 -1.18 11.615 -0.863 -7.43   -10.01 
real-time RS chart chart add note Shanghai Pudong 1.804  Fri -2.96 1.826 -1.24 1.647 0.179 10.88   13.18 
real-time RS chart chart add note Industrial Bank 2.643  Fri -1.58 2.683 -1.47 2.620 0.063 2.42   7.45 
real-time RS chart chart add note Bank of Comm 0.792  Fri -1.41 0.804 -1.58 0.831 -0.026 -3.15   -6.02 
real-time RS chart chart add note China Merchants Bank 5.106  Fri -2.22 5.198 -1.76 5.056 0.142 2.82   12.88 
real-time RS chart chart add note Bank of Bejing 0.780  Fri -1.07 0.796 -1.95 0.803 -0.007 -0.93   -5.91 
real-time RS chart chart add note Bank of Shanghai 1.351  Fri -1.44 1.377 -1.95 1.266 0.111 8.80   -12.35 
real-time RS chart chart add note China Minsheng Bk 0.860  Fri -2.09 0.885 -2.87 0.861 0.024 2.81   0.10 
real-time RS chart chart L add note Gentera 0.903  Fri 0.06 0.933 -3.27 0.852 0.081 9.51   14.99 
real-time RS chart chart L add note China Everbright Bk 0.622  Fri -1.78 0.649 -4.13 0.544 0.105 19.29   13.88 
 Banks - 111 out of 111 instruments rated - 14/10/19 / 15/07/19 - 35 did rise, Market-Ratio(13) in CHF = 31.53 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
5/01/15 scale up chart 14/10/19
 


Transactions Banks in Swiss Franc * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 15/05/06 133    - cash -
short 15/05/06   4/09/06 112  RT RS QC  Triodos Groenfonds 50  57   87.164  89.856 84.471  -2.693 -3  9,847 -10  
          RT RS QC  Swedbank 50  161   31.242  35.253 27.231  -4.011 -13  9,201 -36  
100 -8 -24 
long 4/09/06   5/03/07 182  RT RS QC  Intesa Sanpaolo 50  599   7.670  8.099    0.429 6  9,457 12  
          RT RS QC  Sberbank 50  369   12.476  21.989    9.513 76  12,968 212  
100 41 99 
short 5/03/07  20/04/09 777  RT RS QC  Shinsei Bank 50  10,232   0.634  0.159 2.530  1.897 299  32,376 92  
          RT RS QC  Sumitomo Mitsui Trst 50  5,005   1.295  0.373 4.504  3.209 248  48,435 80  
100 274 86 
long 20/04/09   2/11/09 196  RT RS QC  Banco Popular 50  512   47.281  45.536    -1.746 -4  47,541 -7  
          RT RS QC  Shanghai Pudong 50  11,473   2.112  2.656    0.544 26  53,784 53  
100 11 22 
short 2/11/09   6/09/10 308  RT RS QC  Resona 50  229,515   0.117  0.098 0.140  0.023 19  58,978 23  
          RT RS QC  Shinsei Bank 50  199,951   0.134  0.078 0.231  0.096 72  78,215 90  
100 45 56 
long 6/09/10  20/09/10 14  RT RS QC  Banco Macro 50  9,692   4.035  4.717    0.683 17  84,831 5,786  
          RT RS QC  State Bank of India 50  60,052   0.651  0.683    0.032 5  86,767 253  
100 11 1,396 
short 20/09/10   6/02/12 504  RT RS QC  Piraeus Bank 50  0   51,346.759  14,253.220 184,975.022  133,628.263 260  86,767 0  
          RT RS QC  National Bank Greece 50  5   16,274.962  5,145.654 51,475.358  35,200.396 216  262,769 130  
100 216 130 
long 6/02/12   9/04/12 63  RT RS QC  Bank of Ireland 50  25,004   5.254  3.783    -1.472 -28  225,975 -85  
          RT RS QC  Aozora Bank 50  524,253   0.251  0.240    -0.010 -4  220,619 -21  
100 -16 -64 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 9/04/12   3/09/12 147  RT RS QC  Banca Pop Mil 50  314,574   0.351  0.448 0.253  -0.097 -28  190,023 -55  
          RT RS QC  Unicredit 50  6,029   18.295  19.258 17.331  -0.963 -5  184,216 -13  
100 -17 -36 
long 3/09/12  12/11/12 70  RT RS QC  Regional 50  27,276   3.377  3.755    0.378 11  194,517 74  
          RT RS QC  Alpha Bank 50  1,144   80.460  94.060    13.600 17  210,075 126  
100 14 98 
short 12/11/12   7/01/13 56  RT RS QC  Banco Popular 50  17,079   6.150  4.230 8.942  2.792 45  257,763 1,047  
          RT RS QC  Bankia 50  1,745   60.160  31.174 116.096  55.936 93  355,371 7,159  
100 69 2,979 
long 7/01/13  18/03/13 70  RT RS QC  Banco BPI 50  144,005   1.234  1.356    0.122 10  372,981 64  
          RT RS QC  Shinsei Bank 50  941,075   0.189  0.225    0.036 19  406,674 147  
100 14 102 
short 18/03/13  23/09/13 189  RT RS QC  Bankia 50  12,678   16.038  4.022 63.949  47.911 299  1,014,086 1,346  
          RT RS QC  Eurobank Ergasias 50  613   331.371  75.451 1,455.340  1,123.969 339  1,703,079 1,642  
100 319 1,490 
long 23/09/13   7/10/13 14  RT RS QC  Banco Macro 50  255,673   3.331  3.386    0.055 2  1,717,262 54  
          RT RS QC  BBVA Banco Francés 50  266,030   3.201  3.192    -0.009 0  1,714,861 -7  
100 1 20 
short 7/10/13  28/10/13 21  RT RS QC  Banif 50  69,925,836   0.012  0.010 0.015  0.003 24  1,920,303 4,082  
          RT RS QC  Eurobank Ergasias 50  13,447   63.762  85.215 42.310  -21.453 -34  1,631,830 -100  
100 -5 -58 
long 28/10/13   4/11/13 7  RT RS QC  Banco Macro 50  217,218   3.756  3.620    -0.136 -4  1,602,319 -85  
          RT RS QC  BBVA Banco Francés 50  224,959   3.627  3.299    -0.328 -9  1,528,517 -99  
100 -6 -97 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/11/13  18/11/13 14  RT RS QC  Banif 50  77,693,833   0.010  0.010 0.010  -0.000 0  1,525,658 -9  
          RT RS QC  Eurobank Ergasias 50  9,562   79.924  71.508 89.330  9.406 12  1,615,601 1,719  
100 6 324 
long 18/11/13   9/12/13 21  RT RS QC  Banco Macro 50  223,591   3.613  3.391    -0.222 -6  1,565,958 -67  
          RT RS QC  BBVA Banco Francés 50  226,936   3.560  3.106    -0.454 -13  1,462,990 -91  
100 -9 -82 
short 9/12/13  13/04/15 490  RT RS QC  Banif 50  66,435,517   0.011  0.008 0.016  0.005 42  1,767,889 30  
          RT RS QC  Eurobank Ergasias 50  10,871   67.287  11.475 394.551  327.264 486  5,325,573 273  
100 264 162 
long 13/04/15  18/05/15 35  RT RS QC  Industrial Bank 50  818,219   3.254  2.650    -0.604 -19  4,830,974 -88  
          RT RS QC  China Everbright Bk 50  3,111,944   0.856  0.757    -0.099 -12  4,523,605 -72  
100 -15 -82 
short 18/05/15  26/09/16 497  RT RS QC  Alpha Bank 50  141,973   15.931  1.669 152.074  136.143 855  23,852,275 424  
          RT RS QC  Piraeus Bank 50  2,515   899.270  2.945 274,581.406  273,682.136 30,434  712m 6,581  
100 15,644 4,007 
long 26/09/16  17/10/16 21  RT RS QC  Banco Macro 50  48,244,441   7.381  7.920    0.539 7  738m 241  
          RT RS QC  Sberbank 50  38,171,260   9.329  9.308    -0.021 0  737m -4  
100 4 83 
short 17/10/16  31/10/16 14  RT RS QC  Banco Comercial 50  1682,421,319   0.219  0.227 0.211  -0.008 -4  724m -61  
          RT RS QC  Banco Popular 50  325,807,359   1.132  1.086 1.180  0.048 4  740m 196  
100 0 10 
long 31/10/16  14/11/16 14  RT RS QC  Standard Chartered 50  42,968,034   8.611  8.611    0.000 0  740m 0  
          RT RS QC  Sberbank 50  39,444,033   9.381  9.381    0.000 0  740m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 14/11/16  28/11/16 14  RT RS QC  Banco Comercial 50  1630,844,552   0.227  0.229 0.225  -0.002 -1  737m -20  
          RT RS QC  Banco Popular 50  340,861,204   1.086  0.912 1.292  0.206 19  807m 9,232  
100 9 861 
long 28/11/16   5/12/16 7  RT RS QC  Bank of America 50  19,683,342   20.502  22.385    1.883 9  844m 9,673  
          RT RS QC  Sberbank 50  40,780,080   9.896  10.409    0.513 5  865m 1,298  
100 7 3,630 
short 5/12/16  12/12/16 7  RT RS QC  Banco Popolare 50  199,177,811   2.172  2.408 1.935  -0.236 -11  818m -100  
          RT RS QC  Banco Popular 50  419,255,709   1.032  1.092 0.972  -0.060 -6  793m -96  
100 -8 -99 
long 12/12/16  13/03/17 91  RT RS QC  Bank of America 50  17,297,754   22.916  25.485    2.569 11  837m 53  
          RT RS QC  Sberbank 50  32,849,495   12.067  11.226    -0.841 -7  810m -25  
100 2 9 
short 13/03/17  17/07/17 126  RT RS QC  Gentera 50  290,956,345   1.391  1.535 1.247  -0.144 -10  768m -27  
          RT RS QC  Banco Comercial 50  2357,420,658   0.172  0.269 0.074  -0.098 -57  537m -91  
100 -34 -69 
long 17/07/17  24/07/17 7  RT RS QC  Commerzbank 50  22,030,332   12.196  11.629    -0.566 -5  525m -92  
          RT RS QC  Montepio 50  243,568,594   1.103  1.102    -0.001 0  525m -6  
100 -2 -72 
short 24/07/17  29/01/18 189  RT RS QC  Gentera 50  177,225,911   1.480  0.835 2.622  1.142 77  727m 202  
          RT RS QC  Bank of Bejing 50  234,635,450   1.118  1.126 1.109  -0.008 -1  725m -1  
100 38 87 
long 29/01/18   5/02/18 7  RT RS QC  BBVA Banco Francés 50  46,752,052   7.754  7.018    -0.736 -9  691m -99  
          RT RS QC  Banco Comercial 50  948,546,111   0.382  0.347    -0.035 -9  657m -99  
100 -9 -99 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 5/02/18  11/03/19 399  RT RS QC  Gentera 50  402,531,349   0.817  0.820 0.813  -0.004 0  656m 0  
          RT RS QC  VTB Bank 50  187,292,026   1.755  1.178 2.615  0.859 49  817m 44  
100 24 22 
long 11/03/19   6/05/19 56  RT RS QC  Industrial Bank 50  141,916,385   2.878  2.908    0.030 1  821m 7  
          RT RS QC  Axis Bank 50  412,667,975   0.990  1.095    0.105 11  865m 93  
100 6 45 
short 6/05/19  18/10/19 165  RT RS QC  Aozora Bank 50  1738,330,475   0.249  0.244 0.253  0.005 2  872m 4  
          RT RS QC  Yes Bank 50  1775,073,497   0.244  0.072 0.825  0.581 239  1,904m 1,385  
100 120 473 
accum15/05/06 18/10/194907 days out of 5040 invested (97%) 19,036,834 1,904m 147  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort 20/09/10  6/02/1250451,346.7614,253.22184,975.02133,628.26 260.2550130.12 
 short 18/05/15 26/09/16497899.272.95274,581.41273,682.14 30,433.8215,216.9135,147.79 
 Eurobank Ergasiasshort 18/03/13 23/09/13189331.3775.451,455.341,123.97 339.19169.59 
 short  7/10/13 28/10/132163.7685.2242.31-21.45 -33.64-16.82 
 short  4/11/13 18/11/131479.9271.5189.339.41 11.775.88 
 short  9/12/13 13/04/1549067.2911.48394.55327.26 486.37243.18714.85 
 Alpha Banklong  3/09/12 12/11/127080.4694.0613.60 16.908.45 
 short 18/05/15 26/09/1649715.931.67152.07136.14 854.57427.29471.85 
 Shinsei Bankshort  5/03/07 20/04/097770.630.162.531.90 299.36149.68 
 short  2/11/09  6/09/103080.130.080.230.10 71.5335.77 
 long  7/01/13 18/03/13700.190.220.04 18.969.48271.12 
 Bankiashort 12/11/12  7/01/135660.1631.17116.1055.94 92.9846.49 
 short 18/03/13 23/09/1318916.044.0263.9547.91 298.73149.36265.29 
 Sumitomo Mitsui Trstshort  5/03/07 20/04/097771.300.374.503.21 247.70123.85123.85 
 Yes Bankshort  6/05/19 18/10/191650.240.070.820.58 238.55119.27119.27 
 National Bank Greeceshort 20/09/10  6/02/1250416,274.965,145.6551,475.3635,200.40 216.29108.14108.14 
 Sberbanklong  4/09/06  5/03/0718212.4821.999.51 76.2538.13 
 long 26/09/16 17/10/16219.339.31-0.02 -0.22-0.11 
 long 31/10/16 14/11/16149.389.380.00 0.000.00 
 long 28/11/16  5/12/1679.9010.410.51 5.192.59 
 long 12/12/16 13/03/179112.0711.23-0.84 -6.97-3.4936.61 
 Banifshort  7/10/13 28/10/13210.010.010.020.00 23.9611.98 
 short  4/11/13 18/11/13140.010.010.01-0.00 -0.37-0.19 
 short  9/12/13 13/04/154900.010.010.020.00 41.6820.8435.06 
 Genterashort 13/03/17 17/07/171261.391.541.25-0.14 -10.35-5.17 
 short 24/07/17 29/01/181891.480.842.621.14 77.1938.60 
 short  5/02/18 11/03/193990.820.820.81-0.00 -0.44-0.2231.13 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popularlong 20/04/09  2/11/0919647.2845.54-1.75 -3.69-1.85 
 short 12/11/12  7/01/13566.154.238.942.79 45.4022.70 
 short 17/10/16 31/10/16141.131.091.180.05 4.252.12 
 short 14/11/16 28/11/16141.090.911.290.21 19.009.50 
 short  5/12/16 12/12/1671.031.090.97-0.06 -5.84-2.9230.75 
 VTB Bankshort  5/02/18 11/03/193991.761.182.610.86 48.9624.4824.48 
 Shanghai Pudonglong 20/04/09  2/11/091962.112.660.54 25.7712.8812.88 
 Bank of Americalong 28/11/16  5/12/16720.5022.391.88 9.194.59 
 long 12/12/16 13/03/179122.9225.492.57 11.215.6110.46 
 Resonashort  2/11/09  6/09/103080.120.100.140.02 19.329.669.66 
 Banco Macrolong  6/09/10 20/09/10144.034.720.68 16.928.46 
 long 23/09/13  7/10/13143.333.390.06 1.670.83 
 long 28/10/13  4/11/1373.763.62-0.14 -3.62-1.81 
 long 18/11/13  9/12/13213.613.39-0.22 -6.15-3.07 
 long 26/09/16 17/10/16217.387.920.54 7.313.657.89 
 Regionallong  3/09/12 12/11/12703.383.750.38 11.185.595.59 
 Axis Banklong 11/03/19  6/05/19560.991.090.11 10.625.315.31 
 Banco BPIlong  7/01/13 18/03/13701.231.360.12 9.914.964.96 
 Intesa Sanpaololong  4/09/06  5/03/071827.678.100.43 5.592.792.79 
 State Bank of Indialong  6/09/10 20/09/10140.650.680.03 4.952.482.48 
 Standard Charteredlong 31/10/16 14/11/16148.618.610.00 0.000.000.00 
 Montepiolong 17/07/17 24/07/1771.101.10-0.00 -0.12-0.06-0.06 
 Bank of Bejingshort 24/07/17 29/01/181891.121.131.11-0.01 -0.75-0.38-0.38 
 Aozora Banklong  6/02/12  9/04/12630.250.24-0.01 -4.08-2.04 
 short  6/05/19 18/10/191650.250.240.250.00 1.810.91-1.15 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Triodos Groenfondsshort 15/05/06  4/09/0611287.1689.8684.47-2.69 -3.09-1.54-1.54 
 Commerzbanklong 17/07/17 24/07/17712.2011.63-0.57 -4.64-2.32-2.32 
 Unicreditshort  9/04/12  3/09/1214718.2919.2617.33-0.96 -5.26-2.63-2.63 
 Banco Popolareshort  5/12/16 12/12/1672.172.411.94-0.24 -10.88-5.44-5.44 
 China Everbright Bklong 13/04/15 18/05/15350.860.76-0.10 -11.54-5.77-5.77 
 Swedbankshort 15/05/06  4/09/0611231.2435.2527.23-4.01 -12.84-6.42-6.42 
 Industrial Banklong 13/04/15 18/05/15353.252.65-0.60 -18.57-9.29 
 long 11/03/19  6/05/19562.882.910.03 1.050.53-8.81 
 Banca Pop Milshort  9/04/12  3/09/121470.350.450.25-0.10 -27.74-13.87-13.87 
 Bank of Irelandlong  6/02/12  9/04/12635.253.78-1.47 -28.01-14.00-14.00 
 BBVA Banco Francéslong 23/09/13  7/10/13143.203.19-0.01 -0.28-0.14 
 long 28/10/13  4/11/1373.633.30-0.33 -9.05-4.52 
 long 18/11/13  9/12/13213.563.11-0.45 -12.75-6.37 
 long 29/01/18  5/02/1877.757.02-0.74 -9.49-4.75-14.97 
 Banco Comercialshort 17/10/16 31/10/16140.220.230.21-0.01 -3.53-1.77 
 short 14/11/16 28/11/16140.230.230.22-0.00 -0.87-0.44 
 short 13/03/17 17/07/171260.170.270.07-0.10 -56.90-28.45 
 long 29/01/18  5/02/1870.380.35-0.03 -9.16-4.58-33.23 


Annotations
17/07/18Bank of Shanghaistock split 5:7 (seven for five)
2/02/18Banco Santander MXmerger of banco and grupo financiero
21/09/17Yes Bankstock split 1:5 (five for one)
18/09/17Umweltbankstock split 1:5 (five for one)
10/07/17Bank of Irelandreverse split 30:1 (one for thirty)
5/06/17Bankiareverse split 4:1 (one for four)
23/01/17Unicreditreverse stock split 10:1 (one for ten)
24/10/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
11/07/16Bank of Bejingforward stock split 10:12 (twelve for ten)
13/01/16BankenBanca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15Heartlandname change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
21/09/15Unipolre-joins the MIB as replacement for Autogrill
17/07/15Bank of Bejingforward stock split 10:12 (twelve for ten)
21/06/15Ferratumrecording started
19/05/15Svenska Handelsbankex Split 1:3 (three for one)
11/03/15Banksfirst full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing,
but there is a well performing [Alternating] technique.