RS Chart
Assessment - IPC Mexico - 2/26/24 - RS = 22
 ⇐ 
  instrument freshest Δday 2/26/24 Δwk 9/25/23  prc diff Δ22   ∅-RS
real-time RS chart chart add note IPC 55,414.000  Thu 0.11 56,202.300 -1.40 51,432.100 4,770.200 9.27   4.78 
real-time RS chart chart L add note Quálitas 191.450  Thu 0.01 195.180 -1.91 133.420 61.760 46.29   45.44 
real-time RS chart chart L add note Inbursa 51.710  Thu 0.21 53.640 -3.60 35.120 18.520 52.73   32.04 
real-time RS chart chart L add note Gentera 25.620  Thu 2.89 25.270 1.39 20.430 4.840 23.69   24.55 
real-time RS chart chart add note Carso 147.460  Thu 0.12 146.860 0.41 130.280 16.580 12.73   19.69 
real-time RS chart chart L add note Regional 159.030  Thu 0.37 164.530 -3.34 124.080 40.450 32.60   19.08 
real-time RS chart chart L add note Cemex 13.030  Thu -1.29 13.890 -6.19 11.600 2.290 19.74   18.46 
real-time RS chart chart add note Alsea 65.320  Thu 1.05 65.470 -0.23 64.240 1.230 1.91   17.56 
real-time RS chart chart add note Telesites 19.810  Thu -2.46 20.540 -3.55 15.950 4.590 28.78   16.66 
real-time RS chart chart L add note Banorte 176.220  Thu -0.36 178.900 -1.50 143.890 35.010 24.33   16.52 
real-time RS chart chart add note Cementos Chihuahua 179.960  Thu -1.52 185.770 -3.13 165.020 20.750 12.57   16.12 
real-time RS chart chart L add note Banco del Bajio 63.430  Thu 2.55 66.390 -4.46 56.300 10.090 17.92   15.28 
real-time RS chart chart L add note Liverpool 124.690  Thu 0.81 121.080 2.98 92.240 28.840 31.27   14.89 
real-time RS chart chart L add note Coca-Cola FEMSA 166.360  Thu 0.93 168.540 -1.29 136.000 32.540 23.93   14.63 
real-time RS chart chart L add note Arca Continental 183.610  Thu -0.01 189.690 -3.21 160.420 29.270 18.25   11.12 
real-time RS chart chart add note Alfa 12.710  Thu 2.91 12.840 -1.01 11.140 1.700 15.26   10.88 
real-time RS chart chart L add note Aerop. Sureste 500.090  Thu 4.37 509.000 -1.75 439.020 69.980 15.94   8.68 
real-time RS chart chart L add note Megacable 43.920  Thu 1.34 44.100 -0.41 39.800 4.300 10.80   6.26 
real-time RS chart chart add note Gruma 303.530  Thu -1.01 305.200 -0.55 305.620 -0.420 -0.14   5.33 
real-time RS chart chart L add note Pinfra 177.140  Thu -0.39 181.140 -2.21 157.230 23.910 15.21   5.14 
real-time RS chart chart add note FEMSA 212.830  Thu 0.24 202.670 5.01 191.840 10.830 5.65   5.13 
real-time RS chart chart add note Elektra 1,188.720  Thu -0.34 1,195.800 -0.59 1,161.540 34.260 2.95   4.97 
real-time RS chart chart L add note Bolsa Mexicana 36.760  Thu 3.20 35.730 2.88 33.490 2.240 6.69   2.57 
real-time RS chart chart add note México 82.740  Thu 0.62 84.960 -2.61 81.180 3.780 4.66   2.15 
real-time RS chart chart L add note Kimberly-Clark 37.880  Thu 2.99 37.910 -0.08 37.650 0.260 0.69   1.71 
  instrument freshest Δday 2/26/24 Δwk 9/25/23  prc diff Δ22   ∅-RS
real-time RS chart chart add note Vesta 59.750  Thu 0.67 59.600 0.25 59.220 0.380 0.64   0.73 
real-time RS chart chart L add note WalMex 68.250  Thu 0.81 68.930 -0.99 66.430 2.500 3.76   0.71 
real-time RS chart chart L add note America Movil 15.960  Thu -1.48 16.560 -3.62 14.870 1.690 11.37   -2.28 
real-time RS chart chart L add note Becle 39.840  Thu 0.38 37.000 7.68 42.530 -5.530 -13.00   -4.60 
real-time RS chart chart add note Peñoles 213.580  Thu -0.15 214.590 -0.47 213.310 1.280 0.60   -9.76 
real-time RS chart chart S add note Orbia Advance 31.520  Thu -1.71 33.000 -4.48 38.490 -5.490 -14.26   -10.42 
real-time RS chart chart add note Aerop. Pacifico 251.670  Thu 1.00 259.950 -3.19 308.720 -48.770 -15.80   -10.69 
real-time RS chart chart add note Aerop. Centro Norte 147.730  Thu 0.01 150.710 -1.98 209.750 -59.040 -28.15   -13.84 
real-time RS chart chart add note Sitios Latinoamérica 6.020  Thu 0.33 5.960 1.01 6.930 -0.970 -14.00   -15.05 
real-time RS chart chart S add note Bimbo 71.300  Thu -1.93 72.490 -1.64 83.010 -10.520 -12.67   -15.88 
real-time RS chart chart L add note Televisa 10.190  Thu 0.69 10.850 -6.08 10.570 0.280 2.65   -16.69 
real-time RS chart chart add note Volaris 12.400  Thu -0.64 12.520 -0.96 12.960 -0.440 -3.40   -23.90 
 IPC - 36 out of 36 instruments rated - 2/26/24 / 9/25/23 - 28 did rise, Market-Ratio(22) = 77.78 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/06/20 scale up chart 2/26/24
 


Transactions IPC Mexico * 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  2,427   4.120  13.250    9.130 222  32,159 83  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  2,545   14.910  7.820    -7.090 -48  19,911 -35  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  1,065   18.680  20.930 16.430  -2.250 -12  17,515 -27  
long 1/23/23   2/29/24 402  RT RS QC  Banco del Bajio 100  250   69.780  63.430    -6.350 -9  15,927 -8  
accum 1/09/06 2/29/246626 days out of 6633 invested (100%) 59 15,927 3  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  1/09/06 12/17/077074.1213.259.13 221.60221.60 
 Cemexshort 12/17/07  6/15/0954627.6013.7955.2427.64 100.14 
 long  3/08/21  8/29/2253914.917.82-7.09 -47.554.97 
 Banco del Bajiolong  1/23/23  2/29/2440269.7863.43-6.35 -9.10-9.10 
 Genteralong  1/20/20  3/09/204919.9916.58-3.41 -17.06-17.06 
 Alpekshort  3/09/20  3/08/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  6/04/18  1/20/2059510.6919.831.55-9.14 -85.50 
 short  8/29/22  1/23/2314718.6820.9316.43-2.25 -12.04-87.25 


Annotations
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