Assessment - Shanghai Stock Exchange 50 in Renminbi yuán - 8/19/19 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	8/19/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ26		⇓∅-RS
						L		SSE 50 ew	1,788.480	8/12/24	-0.09	2,248.820		2,168.910	79.910	3.68		4.02
								AECC Aviation Power	38.000	8/12/24	-0.13	22.720		23.300	-0.580	-2.49		-3.71
								Agricultural Bank	4.640	8/12/24	0.65	3.430		3.700	-0.270	-7.30		-6.85
								Bank of China	4.660	8/12/24	0.65	3.580		3.700	-0.120	-3.24		-2.93
								Beijing Kingsoft	192.470	8/12/24	-0.91							-na-
								China CSSC	38.000	8/12/24	-0.13	23.810		13.250	10.560	79.70		56.78
						L		China Life	29.490	8/12/24	0.44	29.200		23.450	5.750	24.52		18.71
								China Merchants Bank	32.120	8/12/24	-0.65	35.300		29.870	5.430	18.18		14.12
								China Northern Rare	16.820	8/12/24	-0.65	11.580		9.320	2.260	24.25		11.41
						L		China Pacific Ins	27.390	8/12/24	0.22	38.240		31.730	6.510	20.52		14.10
						S		China Petrol&Chem	6.570	8/12/24	0.15	5.040		5.900	-0.860	-14.58		-13.34
								China Rwy Group	5.930	8/12/24	-1.33	6.040		7.010	-0.970	-13.84		-13.84
						L		China Shenhua En	39.300	8/12/24	0.64	18.890		19.990	-1.100	-5.50		-2.43
						L		China State Constr	5.500	8/12/24	-0.18	5.590		6.130	-0.540	-8.81		-2.98
								China Telecom Corp	5.690	8/12/24	-1.56							-na-
								China Three Gorges R	4.750	8/12/24	-0.21							-na-
						S		China Tourism	63.950	8/12/24	-1.36	90.900		61.270	29.630	48.36		37.68
								China Unicom	4.460	8/12/24	-1.33	5.760		5.830	-0.070	-1.20		-0.43
								China Yangtze Pwr	29.180	8/12/24	-1.22	19.520		16.340	3.180	19.46		19.63
						S		Citic Secs	18.870	8/12/24	-0.11	23.130		19.820	3.310	16.70		20.66
								Cosco Shipping	12.370	8/12/24	0.49	4.550		4.500	0.050	1.11		1.16
								Foshan Haitian F&F	35.480	8/12/24	-0.03	58.959		44.043	14.916	33.87		31.85
						L		GigaDevice	78.190	8/12/24	0.09	51.648		40.102	11.546	28.79		22.69
						L		Great Wall Motor	22.210	8/12/24	-0.31	8.410		7.360	1.050	14.27		14.93
								Haier Smart Home	25.790	8/12/24	1.46	15.400		16.140	-0.740	-4.58		-0.95
								instrument	freshest		⇓ Δday	8/19/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ26		⇓∅-RS
								Hygon	73.700	8/12/24	2.35							-na-
								Ind and Comm Bk	5.990	8/12/24	1.18	5.470		5.600	-0.130	-2.32		-1.80
						L		Industrial Bank	16.280	8/12/24	-0.55	18.040		16.450	1.590	9.67		6.82
						S		IM Yili	24.350	8/12/24	0.66	29.200		25.820	3.380	13.09		9.63
						S		Jiangsu Hengrui Med	43.630	8/12/24	2.85	71.940		66.830	5.110	7.65		14.99
						S		Kweichow Moutai	1,436.100	8/12/24	-0.05	1,055.880		740.000	315.880	42.69		43.46
						S		LONGi Green Energy	13.930	8/12/24	0.87	24.760		19.978	4.782	23.93		49.67
								NARI Technology	23.530	8/12/24		18.180		19.770	-1.590	-8.04		-1.04
								PetroChina	8.710	8/12/24	-0.34	6.180		7.570	-1.390	-18.36		-18.14
						L		Ping An Ins	40.620	8/12/24	0.02	88.450		65.290	23.160	35.47		26.07
						L		Poly Developments	8.260	8/12/24	-3.39	14.280		12.950	1.330	10.27		11.87
								PowerChina	5.400	8/12/24	-0.55	4.750		5.100	-0.350	-6.86		-7.83
						S		SAIC Motor Corp	13.740	8/12/24	-0.87	24.500		27.300	-2.800	-10.26		-7.47
								Sany Heavy Industry	15.340	8/12/24	-0.45	13.560		9.460	4.100	43.34		34.47
						L		SMIC	48.780	8/12/24	0.60							-na-
								Shaanxi Coal	23.090	8/12/24	2.12	9.130		8.300	0.830	10.00		7.88
								Shanxi Xinghuacun	191.290	8/12/24	-1.14	49.971		33.821	16.150	47.75		50.06
						L		TBEA	13.330	8/12/24	0.23	6.730		7.490	-0.760	-10.15		-6.79
						S		Tongwei	18.670	8/12/24		13.190		12.270	0.920	7.50		37.66
						L		Trina Solar	17.340	8/12/24	0.58							-na-
								Wanhua Chemical	74.920	8/12/24	-0.91	43.500		38.130	5.370	14.08		15.60
						L		Will Semiconductor	92.330	8/12/24	0.17	59.200		26.148	33.052	126.40		98.68
								WuXi AppTec	41.380	8/12/24	-0.29	74.000		60.843	13.157	21.62		22.92
								Zhangzhou Pientze	208.000	8/12/24	-0.60	100.090		105.780	-5.690	-5.38		2.70
								Zhejiang Huayou	22.260	8/12/24	-0.27	20.023		19.752	0.272	1.38		-0.60
								instrument	freshest		⇓ Δday	8/19/19	⇓ Δwk	2/18/19	prc diff	⇓ Δ26		⇓∅-RS
								Zijin Mining	15.360	8/12/24	0.13	3.680		3.250	0.430	13.23		7.50
SSE 50 - 44 out of 50 instruments rated - 8/19/19 / 2/18/19 - 28 did rise, Market-Ratio(26) in CNY = 63.64 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

 

 

Transactions Shanghai Stock Exchange 50 in Renminbi yuán * Mixed Straddles L21 - 83/68 (2) - S18 - 47/48 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		4/10/06	98				- cash -
long	4/10/06	10/09/06	182				Citic Secs	50	1,785		2.800	5.140		2.340	84	14,177	238
							Kweichow Moutai	50	194		25.727	42.046		16.318	63	17,343	168
10/09/06		11/06/06	28				- cash -
	11/06/06	1/21/08	441				China CSSC	50	785		11.039	114.788		103.750	940	98,786	595
							Sinolink Secs	50	5,760		1.506	14.768		13.261	880	175,171	562
short	1/21/08	2/09/09	385				Shanghai Int Port	100	21,760		8.050	4.270	15.176	7.126	89	330,237	82
2/09/09		3/23/09	42				- cash -
long	3/23/09	11/30/09	252				China Northern Rare	50	38,539		4.284	6.504		2.220	52	415,793	83
							Kangmei Pharma	50	62,578		2.639	4.546		1.908	72	535,173	120
short	11/30/09	12/14/09	14				China Rwy Constr	100	57,981		9.230	8.930	9.540	0.310	3	553,153	137
12/14/09		1/11/10	28				- cash -
long	1/11/10	1/18/10	7				SAIC Motor Corp	50	16,061		17.220	17.530		0.310	2	558,132	154
							IM Yili	50	59,225		4.670	5.313		0.643	14	596,232	83,552
1/18/10		1/25/10	7				- cash -
	1/25/10	2/01/10	7				SAIC Motor Corp	50	18,188		16.390	14.960		-1.430	-9	570,223	-99
							IM Yili	50	59,546		5.007	5.080		0.073	1	574,587	113
2/01/10		2/22/10	21				- cash -
short	2/22/10	10/11/10	231				Poly Developments	100	91,301		6.293	5.733	6.908	0.615	10	630,710	16
10/11/10		10/18/10	7				- cash -
long	10/18/10	11/22/10	35				China Northern Rare	50	17,403		18.120	17.722		-0.398	-2	623,787	-21
							Kangmei Pharma	50	41,235		7.648	8.995		1.347	18	679,331	443
11/22/10		11/29/10	7				- cash -
short	11/29/10	12/13/10	14				Shanghai Pudong	100	68,137		9.970	10.000	9.940	-0.030	0	677,287	-8
12/13/10		12/20/10	7				- cash -
	12/20/10	1/03/11	14				Shanghai Pudong	100	70,845		9.560	9.700	9.420	-0.140	-1	667,368	-32
1/03/11		1/10/11	7				- cash -
	1/10/11	1/24/11	14				China Merchants Secs	100	46,377		14.390	13.640	15.181	0.791	5	704,062	304
1/24/11		2/14/11	21				- cash -
long	2/14/11	3/07/11	21				China Shipbuilding	50	41,029		8.580	8.730		0.150	2	710,216	35
							Shanghai Oriental	50	28,481		12.360	14.240		1.880	15	763,760	1,072
short	2/21/11	3/28/11	35				Shanghai Pudong	100	76,299		10.010	10.340	9.680	-0.330	-3	738,582	-30
3/28/11		6/06/11	70				- cash -
	6/06/11	1/23/12	231				China Rwy Constr	100	123,302		5.990	4.120	8.709	2.719	45	1,073,815	81
1/23/12		3/12/12	49				- cash -
	3/12/12	3/26/12	14				China Rwy Group	100	394,785		2.720	2.620	2.824	0.104	4	1,114,794	165
3/26/12		5/07/12	42				- cash -
long	5/07/12	6/04/12	28				Poly Developments	50	77,273		7.213	7.360		0.147	2	1,126,130	30
							China Northern Rare	50	19,668		28.340	30.147		1.807	6	1,161,664	124
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
6/04/12		6/11/12	7				- cash -
short	6/11/12	12/10/12	182				China Unicom	100	288,254		4.030	3.360	4.834	0.804	20	1,393,305	44
12/10/12		1/14/13	35				- cash -
long	1/14/13	5/13/13	119				China Minsheng Bk	50	97,775		7.125	8.575		1.450	20	1,535,079	77
							Sinolink Secs	50	76,346		9.125	8.020		-1.105	-12	1,450,716	-33
short	4/29/13	10/28/13	182				China Northern Rare	100	78,872		18.393	16.773	20.170	1.777	10	1,590,833	20
10/28/13		11/18/13	21				- cash -
long	11/18/13	12/30/13	42				Shanghai Int Port	50	167,456		4.750	5.270		0.520	11	1,677,910	147
							Shanghai Oriental	50	19,915		39.940	37.300		-2.640	-7	1,625,334	-45
short	12/30/13	5/26/14	147				Poly Developments	100	303,613		5.353	5.030	5.697	0.344	6	1,729,807	17
5/26/14		6/09/14	14				- cash -
	6/09/14	6/16/14	7				China Northern Rare	100	134,720		12.840	12.800	12.880	0.040	0	1,735,210	18
6/16/14		6/23/14	7				- cash -
	6/23/14	6/30/14	7				Kangmei Pharma	100	237,699		7.300	7.475	7.125	-0.175	-2	1,693,612	-72
6/30/14		8/04/14	35				- cash -
long	8/04/14	7/27/15	357				Founder Technology	50	214,925		3.940	7.430		3.490	89	2,443,700	91
							Sinolink Secs	50	75,171		11.265	17.450		6.185	55	2,908,633	56
short	7/27/15	12/28/15	154				China Northern Rare	100	190,730		15.250	14.010	16.600	1.350	9	3,166,080	22
12/28/15		1/11/16	14				- cash -
	1/11/16	6/06/16	147				Haitong Secs	100	252,478		12.540	15.420	9.660	-2.880	-23	2,438,944	-48
6/06/16		6/27/16	21				- cash -
	6/27/16	7/04/16	7				Cosco Shipping	100	482,959		5.050	5.200	4.900	-0.150	-3	2,366,500	-79
7/04/16		7/11/16	7				- cash -
	7/11/16	7/18/16	7				Cosco Shipping	100	454,222		5.210	5.370	5.050	-0.160	-3	2,293,824	-80
7/18/16		7/25/16	7				- cash -
	7/25/16	8/15/16	21				Cosco Shipping	100	436,918		5.250	5.340	5.160	-0.090	-2	2,254,502	-26
8/15/16		10/24/16	70				- cash -
long	10/24/16	1/02/17	70				Kweichow Moutai	50	3,725		302.540	334.110		31.570	10	2,372,100	68
							China State Constr	50	172,670		6.530	8.850		2.320	36	2,772,694	388
short	12/19/16	12/26/16	7				Orient Secs	100	178,652		15.520	15.540	15.500	-0.020	0	2,769,121	-7
1/02/17		2/20/17	49				- cash -
long	2/20/17	3/27/17	35				China State Constr	50	152,821		9.060	9.340		0.280	3	2,811,911	37
							China Comms Constr	50	76,410		18.120	18.250		0.130	1	2,821,845	8
3/27/17		4/03/17	7				- cash -
short	4/03/17	4/10/17	7				Dongxing Secs	100	153,444		18.390	18.030	18.757	0.367	2	2,878,189	180
4/10/17		5/22/17	42				- cash -
	5/22/17	6/05/17	14				AECC Aviation Power	100	110,870		25.960	24.150	27.906	1.946	7	3,093,909	558
6/05/17		6/19/17	14				- cash -
	6/19/17	7/03/17	14				Shandong Gold	100	107,801		28.700	28.810	28.590	-0.110	0	3,082,051	-10
7/03/17		11/27/17	147				- cash -
	11/27/17	1/15/18	49				Tsinghua Tongfang	100	276,417		11.150	10.080	12.334	1.184	11	3,409,218	112
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/15/18		2/12/18	28				- cash -
	2/12/18	2/26/18	14				Founder Secs	100	542,006		6.290	6.520	6.060	-0.230	-4	3,284,557	-62
2/26/18		3/05/18	7				- cash -
	3/05/18	11/05/18	245				Founder Secs	100	510,024		6.440	5.630	7.367	0.927	14	3,757,094	22
11/05/18		12/24/18	49				- cash -
	12/24/18	1/21/19	28				China Molybdenum	100	951,163		3.950	3.920	3.980	0.030	1	3,785,819	10
1/21/19		1/28/19	7				- cash -
	1/28/19	2/11/19	14				San’an Optoelectron	100	383,180		9.880	12.010	7.750	-2.130	-22	2,969,646	-100
2/11/19		3/04/19	21				- cash -
long	3/04/19	7/08/19	126				Huatai Secs	50	62,492		23.760	21.210		-2.550	-11	2,810,291	-28
							China Galaxy Secs	50	125,196		11.860	11.250		-0.610	-5	2,733,921	-14
short	7/01/19	9/16/19	77				PetroChina	100	394,505		6.930	6.500	7.388	0.458	7	2,914,763	35
9/16/19		9/30/19	14				- cash -
	9/30/19	10/14/19	14				Bank of Shanghai	100	311,739		9.350	9.760	8.940	-0.410	-4	2,786,950	-69
10/14/19		10/21/19	7				- cash -
	10/21/19	12/09/19	49				PetroChina	100	459,892		6.060	5.650	6.500	0.440	7	2,989,210	69
12/09/19		1/27/20	49				- cash -
	1/27/20	6/08/20	133				China Comms Constr	100	355,858		8.400	7.730	9.128	0.728	9	3,248,310	26
6/08/20		6/15/20	7				- cash -
	6/15/20	7/06/20	21				PetroChina	100	767,922		4.230	4.720	3.740	-0.490	-12	2,872,029	-88
7/06/20		8/17/20	42				- cash -
long	8/17/20	8/24/20	7				San’an Optoelectron	50	48,678		29.500	27.000		-2.500	-8	2,750,334	-99
							Zheshang Secs	50	87,669		16.380	14.980		-1.400	-9	2,627,597	-99
8/24/20		11/09/20	77				- cash -
short	11/09/20	11/30/20	21				Shandong Gold	100	101,451		25.900	23.840	28.138	2.238	9	2,854,644	322
11/30/20		12/07/20	7				- cash -
	12/07/20	1/11/21	35				Shandong Gold	100	118,597		24.070	23.390	24.770	0.700	3	2,937,638	35
1/11/21		3/29/21	77				- cash -
	3/29/21	11/22/21	238				Shenzhen Goodix Tech	100	27,408		107.180	112.830	101.530	-5.650	-5	2,782,783	-8
11/22/21		11/29/21	7				- cash -
	11/29/21	12/06/21	7				Jiangsu Hengrui Med	100	54,468		51.090	49.280	52.967	1.877	4	2,884,992	556
12/06/21		1/10/22	35				- cash -
	1/10/22	9/12/22	245				China Tourism	100	13,929		207.110	191.090	224.473	17.363	8	3,126,842	13
9/12/22		9/19/22	7				- cash -
	9/19/22	12/05/22	77				Wingtech Technology	100	57,584		54.300	56.950	51.650	-2.650	-5	2,974,244	-21
12/05/22		12/26/22	21				- cash -
	12/26/22	1/02/23	7				LONGi Green Energy	100	70,815		42.000	42.260	41.740	-0.260	-1	2,955,832	-28
1/02/23		4/10/23	98				- cash -
	4/10/23	4/17/23	7				Trina Solar	100	58,647		50.400	50.300	50.500	0.100	0	2,961,709	11
4/17/23		5/15/23	28				- cash -
	5/15/23	7/31/23	77				LONGi Green Energy	100	87,546		33.830	29.850	38.341	4.511	13	3,356,602	81
7/31/23		8/07/23	7				- cash -
	8/07/23	2/26/24	203				Foshan Haitian F&F	100	73,609		45.600	40.220	51.700	6.100	13	3,805,595	25
2/26/24		6/10/24	105				- cash -
long	6/10/24	8/12/24	63				Cosco Shipping	50	110,756		17.180	12.370		-4.810	-28	3,272,859	-85
							Zijin Mining	50	107,140		17.760	15.360		-2.400	-14	3,015,723	-57
accum	4/10/06	8/12/24	5636	days out of 7267 invested (78%)										30,057		3,015,723	45

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Sinolink Secs	long	11/06/06	1/21/08	441	1.51	14.77		13.26	880.38	50	440.19
	long	1/14/13	5/13/13	119	9.13	8.02		-1.11	-12.11		-6.05
	long	8/04/14	7/27/15	357	11.27	17.45		6.19	54.90		27.45	546.80
China CSSC	long	11/06/06	1/21/08	441	11.04	114.79		103.75	939.89		469.94	469.94
Shanghai Int Port	short	1/21/08	2/09/09	385	8.05	4.27	15.18	7.13	88.52	100	88.52
	long	11/18/13	12/30/13	42	4.75	5.27		0.52	10.95	50	5.47	98.84
China Northern Rare	long	3/23/09	11/30/09	252	4.28	6.50		2.22	51.82		25.91
	long	10/18/10	11/22/10	35	18.12	17.72		-0.40	-2.20		-1.10
	long	5/07/12	6/04/12	28	28.34	30.15		1.81	6.38		3.19
	short	4/29/13	10/28/13	182	18.39	16.77	20.17	1.78	9.66	100	9.66
	short	6/09/14	6/16/14	7	12.84	12.80	12.88	0.04	0.31		0.31
	short	7/27/15	12/28/15	154	15.25	14.01	16.60	1.35	8.85		8.85	53.86
China Rwy Constr	short	11/30/09	12/14/09	14	9.23	8.93	9.54	0.31	3.36		3.36
	short	6/06/11	1/23/12	231	5.99	4.12	8.71	2.72	45.39		45.39	50.27
Kangmei Pharma	long	3/23/09	11/30/09	252	2.64	4.55		1.91	72.30	50	36.15
	long	10/18/10	11/22/10	35	7.65	9.00		1.35	17.61		8.81
	short	6/23/14	6/30/14	7	7.30	7.48	7.13	-0.18	-2.40	100	-2.40	44.59
Founder Technology	long	8/04/14	7/27/15	357	3.94	7.43		3.49	88.58	50	44.29	44.29
Citic Secs	long	4/10/06	10/09/06	182	2.80	5.14		2.34	83.57		41.79	41.79
Kweichow Moutai	long	4/10/06	10/09/06	182	25.73	42.05		16.32	63.43		31.71
	long	10/24/16	1/02/17	70	302.54	334.11		31.57	10.43		5.22	38.59
China Unicom	short	6/11/12	12/10/12	182	4.03	3.36	4.83	0.80	19.94	100	19.94	19.94
China State Constr	long	10/24/16	1/02/17	70	6.53	8.85		2.32	35.53	50	17.76
	long	2/20/17	3/27/17	35	9.06	9.34		0.28	3.09		1.55	19.58
Poly Developments	short	2/22/10	10/11/10	231	6.29	5.73	6.91	0.61	9.77	100	9.77
	long	5/07/12	6/04/12	28	7.21	7.36		0.15	2.03	50	1.02
	short	12/30/13	5/26/14	147	5.35	5.03	5.70	0.34	6.43	100	6.43	18.01
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Foshan Haitian F&F	short	8/07/23	2/26/24	203	45.60	40.22	51.70	6.10	13.38		13.38	13.38
LONGi Green Energy	short	12/26/22	1/02/23	7	42.00	42.26	41.74	-0.26	-0.62		-0.62
	short	5/15/23	7/31/23	77	33.83	29.85	38.34	4.51	13.33		13.33	12.63
Shandong Gold	short	6/19/17	7/03/17	14	28.70	28.81	28.59	-0.11	-0.38		-0.38
	short	11/09/20	11/30/20	21	25.90	23.84	28.14	2.24	8.64		8.64
	short	12/07/20	1/11/21	35	24.07	23.39	24.77	0.70	2.91		2.91	11.37
Tsinghua Tongfang	short	11/27/17	1/15/18	49	11.15	10.08	12.33	1.18	10.62		10.62	10.62
Founder Secs	short	2/12/18	2/26/18	14	6.29	6.52	6.06	-0.23	-3.66		-3.66
	short	3/05/18	11/05/18	245	6.44	5.63	7.37	0.93	14.39		14.39	10.20
China Minsheng Bk	long	1/14/13	5/13/13	119	7.13	8.58		1.45	20.35	50	10.18	10.18
China Comms Constr	long	2/20/17	3/27/17	35	18.12	18.25		0.13	0.72		0.36
	short	1/27/20	6/08/20	133	8.40	7.73	9.13	0.73	8.67	100	8.67	9.06
China Tourism	short	1/10/22	9/12/22	245	207.11	191.09	224.47	17.36	8.38		8.38	8.38
IM Yili	long	1/11/10	1/18/10	7	4.67	5.31		0.64	13.78	50	6.89
	long	1/25/10	2/01/10	7	5.01	5.08		0.07	1.46		0.73	7.67
AECC Aviation Power	short	5/22/17	6/05/17	14	25.96	24.15	27.91	1.95	7.49	100	7.49	7.49
China Merchants Secs	short	1/10/11	1/24/11	14	14.39	13.64	15.18	0.79	5.50		5.50	5.50
Shanghai Oriental	long	2/14/11	3/07/11	21	12.36	14.24		1.88	15.21	50	7.61
	long	11/18/13	12/30/13	42	39.94	37.30		-2.64	-6.61		-3.30	4.05
China Rwy Group	short	3/12/12	3/26/12	14	2.72	2.62	2.82	0.10	3.82	100	3.82	3.82
Jiangsu Hengrui Med	short	11/29/21	12/06/21	7	51.09	49.28	52.97	1.88	3.67		3.67	3.67
Dongxing Secs	short	4/03/17	4/10/17	7	18.39	18.03	18.76	0.37	2.00		2.00	2.00
PetroChina	short	7/01/19	9/16/19	77	6.93	6.50	7.39	0.46	6.61		6.61
	short	10/21/19	12/09/19	49	6.06	5.65	6.50	0.44	7.26		7.26
	short	6/15/20	7/06/20	21	4.23	4.72	3.74	-0.49	-11.58		-11.58	1.11
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
China Shipbuilding	long	2/14/11	3/07/11	21	8.58	8.73		0.15	1.75	50	0.87	0.87
China Molybdenum	short	12/24/18	1/21/19	28	3.95	3.92	3.98	0.03	0.76	100	0.76	0.76
Trina Solar	short	4/10/23	4/17/23	7	50.40	50.30	50.50	0.10	0.20		0.20	0.20
Orient Secs	short	12/19/16	12/26/16	7	15.52	15.54	15.50	-0.02	-0.13		-0.13	-0.13
China Galaxy Secs	long	3/04/19	7/08/19	126	11.86	11.25		-0.61	-5.14	50	-2.57	-2.57
SAIC Motor Corp	long	1/11/10	1/18/10	7	17.22	17.53		0.31	1.80		0.90
	long	1/25/10	2/01/10	7	16.39	14.96		-1.43	-8.72		-4.36	-3.50
Zheshang Secs	long	8/17/20	8/24/20	7	16.38	14.98		-1.40	-8.55		-4.27	-4.27
Bank of Shanghai	short	9/30/19	10/14/19	14	9.35	9.76	8.94	-0.41	-4.39	100	-4.39	-4.39
Wingtech Technology	short	9/19/22	12/05/22	77	54.30	56.95	51.65	-2.65	-4.88		-4.88	-4.88
Shanghai Pudong	short	11/29/10	12/13/10	14	9.97	10.00	9.94	-0.03	-0.30		-0.30
	short	12/20/10	1/03/11	14	9.56	9.70	9.42	-0.14	-1.46		-1.46
	short	2/21/11	3/28/11	35	10.01	10.34	9.68	-0.33	-3.30		-3.30	-5.00
Shenzhen Goodix Tech	short	3/29/21	11/22/21	238	107.18	112.83	101.53	-5.65	-5.27		-5.27	-5.27
Huatai Secs	long	3/04/19	7/08/19	126	23.76	21.21		-2.55	-10.73	50	-5.37	-5.37
Zijin Mining	long	6/10/24	8/12/24	63	17.76	15.36		-2.40	-13.51		-6.76	-6.76
Cosco Shipping	short	6/27/16	7/04/16	7	5.05	5.20	4.90	-0.15	-2.97	100	-2.97
	short	7/11/16	7/18/16	7	5.21	5.37	5.05	-0.16	-3.07		-3.07
	short	7/25/16	8/15/16	21	5.25	5.34	5.16	-0.09	-1.71		-1.71
	long	6/10/24	8/12/24	63	17.18	12.37		-4.81	-28.00	50	-14.00	-20.50
Haitong Secs	short	1/11/16	6/06/16	147	12.54	15.42	9.66	-2.88	-22.97	100	-22.97	-22.97
San’an Optoelectron	short	1/28/19	2/11/19	14	9.88	12.01	7.75	-2.13	-21.56		-21.56
	long	8/17/20	8/24/20	7	29.50	27.00		-2.50	-8.47	50	-4.24	-24.88

Annotations

7/28/17	SSE 50			component roundabout new: Bank of Jiangsu, Bank of Shanghai, China Fortune Land, China Galaxy Securities and Greenland Holdings dropped out: AVIC Aviation, China Citic Bank, Industrial Securities, Shanghai Oriental and Sinolink Securities
12/28/16	SSE 50			Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
12/29/15	SSE 50			complete analysis
12/28/15	SSE 50			CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace Guanghui Energy, NARI, Offshore Oil, Qingdao Haier and Tebian Electric Apparatus
8/28/15	SSE 50			complete analysis
7/27/15	Ping An Ins			forward stock split 10:20 (twenty for ten)
7/17/15	Kweichow Moutai			forward stock split 10:11 (eleven for ten)
7/16/15	Qingdao Haier			forward stock split 10:20 (twenty for ten)
6/01/15	IM Yili			foreward stock split 10:20 (twenty for ten)
5/11/15	China Northern Rare			forward stock split 10:15 (fifteen for ten)
6/06/13	NARI Technology			forward stock split 10:15 (fifteen for ten)

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