RS Chart
Assessment - Iron and Steel in Swiss Franc - 14/10/19 - RS = 21
 ⇐ 
  instrument freshest Δday 14/10/19 Δwk 20/05/19  prc diff Δ21   ∅-RS
real-time RS chart chart add note SOM Iron and Steel 198.575  Fri 0.17 197.936 0.32 220.350 -22.414 -10.17   -12.20 
real-time RS chart chart L add note Pacific Metals 22.830  Fri 9.10 21.579 5.80 19.522 2.057 10.54   -5.79 
real-time RS chart chart S add note Tata Steel 5.033  Fri 0.98 4.826 4.28 7.006 -2.180 -31.11   -26.94 
real-time RS chart chart L add note thyssenkrupp 14.289  Fri 0.43 13.810 3.46 13.640 0.170 1.25   -7.12 
real-time RS chart chart L add note Acerinox 8.917  Fri 0.42 8.649 3.10 9.779 -1.130 -11.56   -11.56 
real-time RS chart chart add note Salzgitter 17.730  Fri 0.40 17.312 2.41 28.845 -11.533 -39.98   -35.16 
real-time RS chart chart L add note Outokumpu 2.872  Fri -2.76 2.820 1.83 3.068 -0.248 -8.07   -20.38 
real-time RS chart chart add note SSAB 2.800  Fri 0.44 2.751 1.77 3.260 -0.509 -15.60   -18.49 
real-time RS chart chart add note voestalpine 23.992  Fri 0.46 23.574 1.77 28.597 -5.023 -17.57   -18.76 
real-time RS chart chart L add note Aperam 24.971  Fri 0.75 24.575 1.61 24.983 -0.409 -1.64   -11.72 
real-time RS chart chart add note Nippon Steel 14.032  Fri 0.86 13.839 1.40 16.886 -3.047 -18.04   -17.55 
real-time RS chart chart add note Vallourec 2.530  Fri -0.52 2.496 1.37 2.694 -0.198 -7.36   -1.56 
real-time RS chart chart L add note ArcelorMittal 14.496  Fri 0.83 14.404 0.64 16.213 -1.809 -11.16   -23.88 
real-time RS chart chart add note Citic Pacific 1.281  Fri -0.20 1.289 -0.59 1.393 -0.104 -7.45   -9.12 
real-time RS chart chart add note Tenaris 10.226  Fri -0.53 10.314 -0.85 13.798 -3.484 -25.25   -17.87 
real-time RS chart chart S add note Severstal 13.557  Fri -1.44 13.700 -1.04 15.053 -1.353 -8.99   -9.90 
real-time RS chart chart add note Kobe Steel 5.160  Fri -0.18 5.243 -1.58 6.290 -1.047 -16.65   -23.07 
real-time RS chart chart L add note Posco 189.314  Fri 193.109 -1.97 198.590 -5.481 -2.76   -8.45 
real-time RS chart chart add note Baoshan Iron&Steel 0.830  Fri -0.84 0.847 -2.00 0.985 -0.138 -14.02   -13.20 
real-time RS chart chart add note Hyundai Steel 30.526  Fri -0.28 31.201 -2.16 35.070 -3.869 -11.03   -16.48 
real-time RS chart chart L add note Ternium Argentina 0.285  Fri 0.30 0.292 -2.35 0.290 0.002 0.75   -9.80 
real-time RS chart chart S add note Evraz 471.036  Fri -4.58 524.392 -10.17 738.871 -214.480 -29.03   -24.38 
 Iron and Steel - 21 out of 21 instruments rated - 14/10/19 / 20/05/19 - 3 did rise, Market-Ratio(21) in CHF = 14.29 % 
 
Technical Chart
Iron and Steel RS = 21 - B/S = 85/20
Market Chart
5/01/15 scale up chart 14/10/19
 


Transactions Iron and Steel in Swiss Franc * A21 - 85/20 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 30/01/06 28    - cash -
long 30/01/06  28/01/08 728  RT RS QC  Salzgitter 100  110   90.150  152.074    61.924 69  16,812 30  
short 28/01/08  20/04/09 448  RT RS QC  Pacific Metals 100  19,293   0.871  0.759 1.000  0.129 15  19,295 12  
long 20/04/09  16/08/10 483  RT RS QC  Pacific Metals 100  25,414   0.759  0.713    -0.046 -6  18,133 -5  
short 16/08/10  18/10/10 63  RT RS QC  Salzgitter 100  267   67.901  72.374 63.429  -4.472 -7  16,939 -33  
long 18/10/10   6/06/11 231  RT RS QC  Severstal 100  1,180   14.343  15.853    1.510 11  18,720 17  
short 6/06/11  20/02/12 259  RT RS QC  Outokumpu 100  667   28.033  15.739 49.930  21.897 78  33,326 126  
long 20/02/12  21/05/12 91  RT RS QC  Tenaris 100  1,763   18.894  15.554    -3.339 -18  27,438 -54  
short 21/05/12  18/11/13 546  RT RS QC  Outokumpu 100  3,001   9.140  4.155 20.108  10.968 120  60,352 69  
long 18/11/13  24/08/15 644  RT RS QC  Ternium Argentina 100  126,350   0.478  0.550    0.073 15  69,532 8  
short 24/08/15  11/07/16 322  RT RS QC  Vallourec 100  5,918   11.748  3.433 40.204  28.456 242  237,935 303  
long 11/07/16  18/06/18 707  RT RS QC  Outokumpu 100  51,171   4.650  6.149    1.499 32  314,641 16  
short 18/06/18  18/10/19 487  RT RS QC  Outokumpu 100  51,171   6.149  2.872 13.164  7.015 114  673,631 77  
accum30/01/06 18/10/195012 days out of 5040 invested (99%) 6,636 673,631 36  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Outokumpushort  6/06/11 20/02/1225928.0315.7449.9321.90 78.11 
 short 21/05/12 18/11/135469.144.1520.1110.97 119.99 
 long 11/07/16 18/06/187074.656.151.50 32.24 
 short 18/06/18 18/10/194876.152.8713.167.02 114.101,009.35 
 Vallourecshort 24/08/15 11/07/1632211.753.4340.2028.46 242.21242.21 
 Salzgitterlong 30/01/06 28/01/0872890.15152.0761.92 68.69 
 short 16/08/10 18/10/106367.9072.3763.43-4.47 -6.5957.58 
 Ternium Argentinalong 18/11/13 24/08/156440.480.550.07 15.2115.21 
 Severstallong 18/10/10  6/06/1123114.3415.851.51 10.5310.53 
 Pacific Metalsshort 28/01/08 20/04/094480.870.761.000.13 14.77 
 long 20/04/09 16/08/104830.760.71-0.05 -6.027.86 
 Tenarislong 20/02/12 21/05/129118.8915.55-3.34 -17.67-17.67 


Annotations
18/05/17ArcelorMittalreverse stock split 3:1 (one for three)
ISIN change from LU0323134006 to LU1598757687
15/03/15Iron and Steelfirst complete analysis