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Assessment - Banks - 29/06/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	29/06/20	⇓ Δwk	30/03/20	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	146.708	14:28	2.05	143.862	1.98	129.249	14.613	11.31	USD	-11.80
	L	BBVA Banco Francés	142.450	14:04	1.14	144.150	-1.18	69.600	74.550	107.11	ARS	30.67
	L	Deutsche Bank	8.607	11:55	3.11	8.430	2.10	5.824	2.606	44.75	EUR	22.49
	L	FinecoBank	12.345	12:35	2.88	12.135	1.73	8.422	3.713	44.09	EUR	22.18
		comdirect bank	13.820	07:26	0.44	13.620	1.47	12.740	0.880	6.91	EUR	13.88
	L	Umweltbank	12.350	07:28	0.82	12.150	1.65	10.350	1.800	17.39	EUR	11.93
	L	UBI Banca	3.005	12:34	3.80	2.925	2.74	2.385	0.540	22.64	EUR	10.56
	L	Banca Generali	26.900	12:34	3.30	26.580	1.20	18.670	7.910	42.37	EUR	2.26
	L	Indiabulls HF	225.300	10:00	2.34	216.650	3.99	91.350	125.300	137.16	INR	0.33
	L	Nordea Bank	6.271	08:29	1.69	6.221	0.80	4.918	1.303	26.49	EUR	0.20
	L	China Constr Bk HK	6.090	08:08	2.87	6.230	-2.25	6.240	-0.010	-0.16	HKD	0.19
	L	UBS	11.020	12:15	1.85	10.825	1.80	9.064	1.761	19.43	CHF	-0.09
	L	Banco Macro	210.950	14:04	2.06	209.300	0.79	139.650	69.650	49.87	ARS	-0.12
	L	Svenska Handelsbank	89.640	08:30	1.24	91.000	-1.49	79.720	11.280	14.15	SEK	-0.48
		Triodos Groenfonds	58.380	08:00	-0.17	58.520	-0.24	56.910	1.610	2.83	EUR	-0.59
	L	Nordea Bank	65.540	08:30	1.55	65.130	0.63	54.450	10.680	19.61	SEK	-1.77
	L	HDFC Bank	1,089.400	10:00	0.44	1,076.050	1.24	831.650	244.400	29.39	INR	-1.93
	L	S.E.B	83.080	08:30	2.21	81.400	2.06	66.080	15.320	23.18	SEK	-2.75
	L	National Bank CA	62.000	14:19	0.78	61.000	1.64	52.030	8.970	17.24	CAD	-2.79
	L	Danske Bank	92.600	08:30	3.03	89.300	3.70	73.400	15.900	21.66	DKK	-3.16
	L	Bank of China	3.580	07:00	2.29	3.470	3.17	3.520	-0.050	-1.42	CNY	-3.20
	L	Bank of East Asia	18.160	08:08	2.60	17.480	3.89	16.240	1.240	7.64	HKD	-3.24
	L	Agricultural Bank	3.450	07:00	1.77	3.370	2.37	3.410	-0.040	-1.17	CNY	-3.70
	L	Ind and Comm Bk	5.060	07:00	1.40	5.250	-3.62	5.220	0.030	0.57	CNY	-4.38
	L	China Merchants Bank	35.300	07:00	1.47	33.640	4.93	32.650	0.990	3.03	CNY	-4.47
		⇓instrument	freshest		⇓ Δday	29/06/20	⇓ Δwk	30/03/20	prc diff	⇓ Δ13	Curr	∅-RS
		China Minsheng Bk	5.860	07:00	1.91	5.660	3.53	5.700	-0.040	-0.70	CNY	-4.97
	L	Shizuoka Bank	689.000	06:15	-0.43	696.000	-1.01	696.000	0.000	0.00	JPY	-5.65
	L	Bank of Comm	5.270	07:00	2.13	5.120	2.93	5.220	-0.100	-1.92	CNY	-5.70
	L	Jyske Bank	199.900	08:29	2.41	196.300	1.83	164.350	31.950	19.44	DKK	-5.75
	L	Chiba Bank	513.000	06:00	1.18	510.000	0.59	497.000	13.000	2.62	JPY	-6.01
	L	Swedbank	124.940	08:31	2.54	121.000	3.26	107.900	13.100	12.14	SEK	-6.09
	L	Royal Bank CA	93.400	14:19	1.40	92.210	1.29	84.800	7.410	8.74	CAD	-6.13
	L	Bank of China	2.950	08:08	2.79	2.890	2.08	2.900	-0.010	-0.34	HKD	-6.35
	L	Bank of China (HK)	24.000	08:08	1.45	24.350	-1.44	21.100	3.250	15.40	HKD	-6.44
	L	Shanghai Pudong	11.050	07:00	2.89	10.570	4.54	10.280	0.290	2.82	CNY	-6.51
	L	Bank of Communicats	5.010	08:08	4.81	4.790	4.59	4.640	0.150	3.23	HKD	-7.00
		Kotak Mahindra Bank	1,352.000	09:59	-0.35	1,355.650	-0.27	1,293.700	61.950	4.79	INR	-7.24
	L	Commonwealth Bank	71.100	06:10	1.75	68.580	3.67	63.950	4.630	7.24	AUD	-7.33
	L	Bank of Shanghai	8.570	07:00	2.39	8.210	4.38	8.250	-0.040	-0.48	CNY	-7.54
	L	Fukuoka	1,689.000	06:15	0.06	1,682.000	0.42	1,546.000	136.000	8.80	JPY	-7.60
	L	Bank of Bejing	5.080	07:00	2.01	4.880	4.10	4.870	0.010	0.21	CNY	-7.82
	L	KBC	52.140	08:04	3.29	51.300	1.64	40.370	10.930	27.07	EUR	-8.64
	L	Cdn Imp Bk Comm	91.980	14:17	1.37	90.130	2.05	79.000	11.130	14.09	CAD	-8.73
		China Everbright Bk	3.920	07:00	2.08	3.580	9.50	3.690	-0.110	-2.98	CNY	-8.96
	L	Credit Suisse	9.870	12:14	2.09	9.730	1.44	7.998	1.732	21.66	CHF	-9.26
	L	DNB	131.850	08:05	0.04	129.700	1.66	112.850	16.850	14.93	NOK	-10.33
	L	BNP Paribas	36.195	12:24	4.25	35.350	2.39	28.250	7.100	25.13	EUR	-10.45
	L	Resona	367.700	06:15	0.85	368.000	-0.08	344.000	24.000	6.98	JPY	-10.79
		Industrial Bank	16.550	07:00	2.48	15.790	4.81	16.200	-0.410	-2.53	CNY	-10.86
	L	Intesa Sanpaolo	1.755	12:35	3.80	1.702	3.10	1.471	0.231	15.72	EUR	-11.16
		⇓instrument	freshest		⇓ Δday	29/06/20	⇓ Δwk	30/03/20	prc diff	⇓ Δ13	Curr	∅-RS
	S	ICBC	4.860	08:08	3.40	4.750	2.32	5.220	-0.470	-9.00	HKD	-11.20
	L	DBS Bank	21.280	09:07	1.09	20.520	3.70	18.300	2.220	12.13	SGD	-11.71
	L	Toronto-Dominion	61.210	14:19	1.02	60.320	1.48	58.460	1.860	3.18	CAD	-11.97
	L	BNY Mellon	38.520	14:26	2.47	36.950	4.25	34.000	2.950	8.68	USD	-12.02
	L	OCBC	9.180	09:13	0.88	8.910	3.03	8.520	0.390	4.58	SGD	-12.57
		HDFC	1,889.450	10:00	2.96	1,741.150	8.52	1,558.750	182.400	11.70	INR	-13.57
	L	Credit Agricole	8.604	12:24	2.70	8.386	2.60	6.698	1.688	25.20	EUR	-14.02
	L	American Express	96.240	14:27	2.33	94.520	1.82	90.270	4.250	4.71	USD	-14.06
	L	KB Financial	34,450.000	06:30	0.15	33,900.000	1.62	34,750.000	-850.000	-2.45	KRW	-14.46
	L	Commerzbank	4.125	08:09	4.17	3.967	3.98	3.338	0.629	18.84	EUR	-14.87
		Shinsei Bank	1,270.000	06:15	-0.70	1,296.000	-2.01	1,461.000	-165.000	-11.29	JPY	-15.17
	L	Sberbank	10.230	06:11	0.24	10.180	0.49	8.292	1.888	22.77	EUR	-15.24
	L	Raiffeisen Bank Int	16.780	13:52	4.29	16.050	4.55	13.745	2.305	16.77	EUR	-15.43
	L	United Overseas Bank	20.650	09:04	0.98	20.080	2.84	19.210	0.870	4.53	SGD	-15.43
	L	Bank Nova Scotia	56.910	14:18	1.30	55.620	2.32	54.810	0.810	1.48	CAD	-15.71
	L	Bankinter	4.262	08:06	1.96	4.248	0.33	3.151	1.097	34.81	EUR	-15.87
	L	Woori Financial	8,920.000	06:30	-0.11	8,690.000	2.65	7,490.000	1,200.000	16.02	KRW	-15.91
	L	Unipol	3.532	12:34	3.15	3.494	1.09	3.024	0.470	15.54	EUR	-16.18
	L	Mediobanca	6.760	12:34	4.55	6.530	3.52	4.975	1.555	31.26	EUR	-16.23
	L	Hang Seng Bank	133.100	08:08	2.31	130.000	2.38	131.000	-1.000	-0.76	HKD	-16.29
	L	Banco BPM	1.374	12:35	5.82	1.362	0.88	1.213	0.149	12.29	EUR	-16.31
	L	Unicredit	8.633	12:34	6.42	8.259	4.53	7.274	0.985	13.54	EUR	-16.33
	L	Bank of America	23.710	14:27	1.93	23.390	1.37	22.040	1.350	6.13	USD	-16.41
	L	ANZ Banking NZ	20.500	04:41	1.59	19.680	4.17	16.300	3.380	20.74	NZD	-16.72
	L	ANZ Banking AU	19.260	06:10	2.01	18.560	3.77	16.780	1.780	10.61	AUD	-17.04
		⇓instrument	freshest		⇓ Δday	29/06/20	⇓ Δwk	30/03/20	prc diff	⇓ Δ13	Curr	∅-RS
		JP Morgan Chase	93.753	14:28	1.51	93.000	0.81	93.500	-0.500	-0.53	USD	-17.15
	L	Heartland	1.200	04:43		1.220	-1.64	1.000	0.220	22.00	NZD	-17.32
		ICICI Bank	362.850	10:00	-0.33	343.100	5.76	313.400	29.700	9.48	INR	-17.41
	L	Bank Montreal	72.930	14:18	0.93	71.460	2.06	67.810	3.650	5.38	CAD	-17.69
	L	Citigroup	51.862	14:27	3.00	50.290	3.12	44.080	6.210	14.09	USD	-18.09
		Sumitomo Mitsui Trst	3,002.000	06:15	0.57	2,928.500	2.51	3,284.000	-355.500	-10.83	JPY	-19.01
	L	National Australia B	18.900	06:10	1.83	18.110	4.36	16.310	1.800	11.04	AUD	-19.88
	L	Westpac Banking	18.610	06:10	1.81	17.790	4.61	16.160	1.630	10.09	AUD	-20.12
	L	Suncorp-Metway	8.960	06:10	1.24	9.220	-2.82	9.100	0.120	1.32	AUD	-20.19
	L	VTB Bank	0.820	06:00	-1.62	0.849	-3.42	0.698	0.151	21.56	EUR	-20.82
	L	Erste Group Bank	22.320	13:52	6.03	21.090	5.83	17.070	4.020	23.55	EUR	-21.02
		Banco Santander MX	16.870	14:03	1.69	16.850	0.12	15.420	1.430	9.27	MXN	-21.23
	L	IBK	8,150.000	06:30	0.37	8,020.000	1.62	7,270.000	750.000	10.32	KRW	-22.00
	L	Banco Bilbao Viz	3.135	08:06	4.22	3.082	1.72	2.920	0.162	5.55	EUR	-22.31
	L	Standard Chartered	442.500	08:23	2.67	439.200	0.75	455.500	-16.300	-3.58	GBP	-22.39
	L	U.S. Bancorp	36.720	14:28	2.06	36.350	1.02	35.870	0.480	1.34	USD	-22.78
	L	Aareal Bank	17.420	08:07	2.77	17.300	0.69	14.945	2.355	15.76	EUR	-23.10
		Aozora Bank	1,850.000	06:00	-0.11	1,850.000		2,187.000	-337.000	-15.41	JPY	-24.38
		Gentera	11.130	14:03	2.87	10.960	1.55	8.750	2.210	25.26	MXN	-24.84
		Regional	62.370	14:02	2.38	62.170	0.32	61.880	0.290	0.47	MXN	-26.38
	L	Banco Santander	2.233	08:06	4.18	2.207	1.16	2.215	-0.008	-0.34	EUR	-26.74
		HSBC	386.950	08:23	3.93	384.800	0.56	462.650	-77.850	-16.83	GBP	-27.10
	L	Societe Generale	15.342	12:25	4.42	14.914	2.87	15.436	-0.522	-3.38	EUR	-28.55
	L	Banco del Bajio	20.160	14:03	1.97	19.680	2.44	20.030	-0.350	-1.75	MXN	-28.57
	L	RBS	124.150	08:24	3.93	121.200	2.43	117.400	3.800	3.24	GBP	-28.82
		⇓instrument	freshest		⇓ Δday	29/06/20	⇓ Δwk	30/03/20	prc diff	⇓ Δ13	Curr	∅-RS
		State Bank of India	185.450	10:00	0.35	179.250	3.46	186.900	-7.650	-4.09	INR	-29.28
	L	Bankia	1.000	08:07	4.43	0.983	1.73	1.045	-0.062	-5.95	EUR	-29.36
		BPER Banca	2.196	12:35	1.24	2.279	-3.64	2.716	-0.437	-16.09	EUR	-29.55
		Axis Bank	423.200	10:00	-2.32	404.800	4.55	368.150	36.650	9.96	INR	-29.66
		HSBC	37.300	08:08	3.04	36.050	3.47	44.500	-8.450	-18.99	HKD	-30.38
	L	Banco Comercial	0.109	08:07	2.64	0.108	0.93	0.105	0.003	2.66	EUR	-30.76
	L	Lloyds Bank	31.830	08:23	3.68	31.255	1.84	33.500	-2.245	-6.70	GBP	-31.56
	L	ABN AMRO	7.966	08:03	4.10	7.744	2.87	7.340	0.404	5.50	EUR	-34.86
		Wells Fargo	25.609	14:28	2.07	25.700	-0.35	29.920	-4.220	-14.10	USD	-35.58
	L	Bank of Ireland	1.847	13:38	2.21	1.838	0.49	1.793	0.045	2.51	EUR	-35.93
	L	Yes Bank	26.250	10:00	-2.42	26.100	0.57	24.900	1.200	4.82	INR	-37.34
	L	IndusInd Bank	494.800	10:00	0.48	480.000	3.08	413.400	66.600	16.11	INR	-41.40
		Banco Sabadell	0.321	08:06	4.22	0.319	0.63	0.456	-0.137	-29.94	EUR	-48.87
		Ferratum	3.780	08:08	4.13	3.650	3.56	3.815	-0.165	-4.33	EUR	-49.72
Banks - 113 out of 113 instruments rated - 29/06/20 / 30/03/20 - 83 did rise, Market-Ratio(13) = 73.45 %

Technical Chart

	Banks RS = 13 - B/S = 79/73

4/01/16	scale up chart	29/06/20

Transactions Banks * A13 - 79/73 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		15/05/06	133		- cash -
short	15/05/06	4/09/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	26	SEK	189.000	208.500	169.500	-19.500	-10	9,440	-30
100							-6							-17
long	4/09/06	5/03/07	182		Intesa Sanpaolo	50	971	EUR	4.857	5.046		0.189	4	9,624	8
					Sberbank	50	597	EUR	7.900	13.700		5.800	73	13,086	202
100							39							93
short	5/03/07	20/04/09	777		Shinsei Bank	50	107	JPY	60.800	13.500	273.825	213.025	350	35,880	103
					Sumitomo Mitsui Trst	50	52	JPY	124.300	31.700	487.397	363.097	292	54,761	90
100							321							97
long	20/04/09	2/11/09	196		Banco Popular	50	880	EUR	31.100	30.150		-0.950	-3	53,925	-6
					Shanghai Pudong	50	2,212	CNY	12.380	17.670		5.290	43	65,627	94
100							20							40
short	2/11/09	6/09/10	308		Resona	50	3,191	JPY	10.280	8.140	12.983	2.703	26	74,251	32
					Shinsei Bank	50	2,781	JPY	11.800	6.500	21.422	9.622	82	101,008	103
100							54							67
long	6/09/10	20/09/10	14		Banco Macro	50	3,237	ARS	15.600	18.500		2.900	19	110,395	8,421
					State Bank of India	50	1,693	INR	29.825	31.443		1.618	5	113,135	296
100							12							1,823
short	20/09/10	6/02/12	504		Piraeus Bank	50	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					National Bank Greece	50	6	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	343,554	116
100							204							124
long	6/02/12	9/04/12	63		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	15
100							-13							-54
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	9/04/12	3/09/12	147		Banca Pop Mil	50	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					Unicredit	50	9,855	EUR	15.234	16.036	14.432	-0.802	-5	250,726	-13
100							-17							-36
long	3/09/12	12/11/12	70		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					Alpha Bank	50	1,871	EUR	67.000	78.000		11.000	16	286,328	121
100							14							100
short	12/11/12	7/01/13	56		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					Bankia	50	2,869	EUR	49.888	25.796	96.481	46.593	93	485,447	7,262
100							70							3,023
long	7/01/13	18/03/13	70		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					Shinsei Bank	50	13,484	JPY	18.000	22.800		4.800	27	570,139	243
100							17							131
short	18/03/13	23/09/13	189		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					Eurobank Ergasias	50	1,055	EUR	270.000	61.000	1,195.082	925.082	343	2,406,556	1,669
100							322							1,515
long	23/09/13	7/10/13	14		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					BBVA Banco Francés	50	60,926	ARS	19.750	20.550		0.800	4	2,528,488	182
100							5							263
short	7/10/13	28/10/13	21		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					Eurobank Ergasias	50	24,312	EUR	52.000	69.000	35.000	-17.000	-33	2,431,245	-100
100							-4							-49
long	28/10/13	4/11/13	7		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-99
100							-7							-98
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/11/13	18/11/13	14		Banif	50	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					Eurobank Ergasias	50	17,402	EUR	65.000	58.000	72.845	7.845	12	2,398,854	1,851
100							6							361
long	18/11/13	9/12/13	21		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					BBVA Banco Francés	50	51,257	ARS	23.400	21.800		-1.600	-7	2,319,367	-71
100							-3							-44
short	9/12/13	13/04/15	490		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					Eurobank Ergasias	50	21,085	EUR	55.000	11.100	272.523	217.523	395	7,137,766	229
100							208							131
long	13/04/15	18/05/15	35		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					China Everbright Bk	50	656,045	CNY	5.440	5.070		-0.370	-7	6,387,900	-52
100							-11							-69
short	18/05/15	26/09/16	497		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					Piraeus Bank	50	3,722	EUR	858.000	2.700	272,653.333	271,795.333	31,678	1,047m	6,780
100							16,284							4,130
long	26/09/16	17/10/16	21		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					Sberbank	50	61,187,264	EUR	8.552	8.554		0.002	0	1,074m	0
100							3							56
short	17/10/16	31/10/16	14		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					Banco Popular	50	516,183,084	EUR	1.040	0.999	1.083	0.043	4	1,076m	185
100							0							6
long	31/10/16	14/11/16	14		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	0
100							0							0
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	14/11/16	28/11/16	14		Banco Comercial	50	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					Banco Popular	50	538,527,117	EUR	0.999	0.851	1.173	0.174	17	1,157m	6,433
100							8							570
long	28/11/16	5/12/16	7		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					Sberbank	50	62,684,654	EUR	9.232	9.615		0.383	4	1,234m	733
100							7							2,667
short	5/12/16	12/12/16	7		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					Banco Popular	50	647,171,895	EUR	0.953	1.013	0.893	-0.060	-6	1,125m	-97
100							-9							-99
long	12/12/16	13/03/17	91		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					Sberbank	50	50,226,869	EUR	11.195	10.460		-0.735	-7	1,155m	-24
100							3							11
short	13/03/17	17/07/17	126		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					Banco Comercial	50	3608,002,125	EUR	0.160	0.244	0.076	-0.084	-53	831m	-88
100							-28							-61
long	17/07/17	24/07/17	7		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					Montepio	50	415,718,183	EUR	0.999	1.000		0.001	0	813m	5
100							-2							-68
short	24/07/17	29/01/18	189		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					Bank of Bejing	50	50,978,433	CNY	7.970	7.610	8.347	0.377	5	1,103m	9
100							36							80
long	29/01/18	5/02/18	7		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-99
100							-10							-99
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/02/18	11/03/19	399		Gentera	50	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					VTB Bank	50	330,336,060	EUR	1.510	1.040	2.192	0.682	45	1,236m	41
100							24							22
long	11/03/19	6/05/19	56		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					Axis Bank	50	8,795,733	INR	70.240	74.745		4.505	6	1,277m	50
100							3							24
short	6/05/19	11/11/19	189		Aozora Bank	50	23,560,904	JPY	27.090	28.340	25.840	-1.250	-5	1,247m	-9
					Yes Bank	50	38,391,874	INR	16.625	7.300	37.862	21.237	128	2,062m	390
100							62							153
long	11/11/19	9/12/19	28		Banca Generali	50	33,372,093	EUR	30.900	30.020		-0.880	-3	2,033m	-31
					ICICI Bank	50	20,756,797	INR	49.680	52.650		2.970	6	2,095m	113
100							2							22
short	9/12/19	23/12/19	14		Indiabulls HF	50	40,445,561	INR	25.895	29.590	22.200	-3.695	-14	1,945m	-98
					Yes Bank	50	186,193,392	INR	5.625	4.965	6.373	0.748	13	2,084m	2,489
100							0							-12
long	23/12/19	20/01/20	28		Banco Macro	50	3,996,254	ARS	260.800	278.150		17.350	7	2,154m	132
					ICICI Bank	50	19,254,074	INR	54.130	52.570		-1.560	-3	2,124m	-32
100							2							28
short	20/01/20	22/06/20	154		Indiabulls HF	50	34,884,111	INR	30.440	24.220	38.257	7.817	26	2,396m	72
					Yes Bank	50	235,187,685	INR	4.515	2.775	7.346	2.831	63	3,062m	217
100							44							138
long	22/06/20	2/07/20	10		BBVA Banco Francés	50	11,131,458	ARS	137.550	142.450		4.900	4	3,117m	259
					FinecoBank	50	126,435,348	EUR	12.110	12.345		0.235	2	3,147m	102
100							3							169
accum	15/05/06	2/07/20	5162	days out of 5295 invested (97%)								31,465,106		3,147m	145

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Bank	short	20/09/10	6/02/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	18/05/15	26/09/16	497	858.00	2.70	272,653.33	271,795.33	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	18/03/13	23/09/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	7/10/13	28/10/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	4/11/13	18/11/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	9/12/13	13/04/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank	long	3/09/12	12/11/12	70	67.00	78.00		11.00	16.42		8.21
	short	18/05/15	26/09/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Shinsei Bank	short	5/03/07	20/04/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	2/11/09	6/09/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	7/01/13	18/03/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	12/11/12	7/01/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	18/03/13	23/09/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	5/03/07	20/04/09	777	124.30	31.70	487.40	363.10	292.11		146.06	146.06
Yes Bank	short	6/05/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
	short	9/12/19	23/12/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	20/01/20	22/06/20	154	4.52	2.78	7.35	2.83	62.70		31.35	129.55
National Bank Greece	short	20/09/10	6/02/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Sberbank	long	4/09/06	5/03/07	182	7.90	13.70		5.80	73.42		36.71
	long	26/09/16	17/10/16	21	8.55	8.55		0.00	0.02		0.01
	long	31/10/16	14/11/16	14	8.63	8.63		0.00	0.00		0.00
	long	28/11/16	5/12/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	13/03/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
Gentera	short	13/03/17	17/07/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
	short	24/07/17	29/01/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	5/02/18	11/03/19	399	16.25	15.85	16.66	0.41	2.52		1.26	32.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	20/04/09	2/11/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	12/11/12	7/01/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	17/10/16	31/10/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	14/11/16	28/11/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	5/12/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Banif	short	7/10/13	28/10/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	4/11/13	18/11/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	9/12/13	13/04/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	5/02/18	11/03/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Shanghai Pudong	long	20/04/09	2/11/09	196	12.38	17.67		5.29	42.73		21.37	21.37
Banco Macro	long	6/09/10	20/09/10	14	15.60	18.50		2.90	18.59		9.29
	long	23/09/13	7/10/13	14	20.55	21.80		1.25	6.08		3.04
	long	28/10/13	4/11/13	7	24.70	23.65		-1.05	-4.25		-2.13
	long	18/11/13	9/12/13	21	23.75	23.80		0.05	0.21		0.11
	long	26/09/16	17/10/16	21	115.35	121.30		5.95	5.16		2.58
	long	23/12/19	20/01/20	28	260.80	278.15		17.35	6.65		3.33	16.95
Resona	short	2/11/09	6/09/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Bank of America	long	28/11/16	5/12/16	7	20.33	22.16		1.83	9.00		4.50
	long	12/12/16	13/03/17	91	22.61	25.30		2.69	11.90		5.95	10.72
Regional	long	3/09/12	12/11/12	70	46.65	52.24		5.59	11.98		5.99	5.99
Indiabulls HF	short	9/12/19	23/12/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
	short	20/01/20	22/06/20	154	30.44	24.22	38.26	7.82	25.68		12.84	4.79
Banco BPI	long	7/01/13	18/03/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Axis Bank	long	11/03/19	6/05/19	56	70.24	74.75		4.51	6.41		3.21	3.21
State Bank of India	long	6/09/10	20/09/10	14	29.83	31.44		1.62	5.42		2.71	2.71
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Bank of Bejing	short	24/07/17	29/01/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Intesa Sanpaolo	long	4/09/06	5/03/07	182	4.86	5.05		0.19	3.89		1.95	1.95
ICICI Bank	long	11/11/19	9/12/19	28	49.68	52.65		2.97	5.98		2.99
	long	23/12/19	20/01/20	28	54.13	52.57		-1.56	-2.88		-1.44	1.51
FinecoBank	long	22/06/20	2/07/20	10	12.11	12.35		0.24	1.94		0.97	0.97
Montepio	long	17/07/17	24/07/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	31/10/16	14/11/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	15/05/06	4/09/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
Aozora Bank	long	6/02/12	9/04/12	63	20.90	21.40		0.50	2.39		1.20
	short	6/05/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
Banca Generali	long	11/11/19	9/12/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Commerzbank	long	17/07/17	24/07/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Unicredit	short	9/04/12	3/09/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	13/04/15	18/05/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Swedbank	short	15/05/06	4/09/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	5/12/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Industrial Bank	long	13/04/15	18/05/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	11/03/19	6/05/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
BBVA Banco Francés	long	23/09/13	7/10/13	14	19.75	20.55		0.80	4.05		2.03
	long	28/10/13	4/11/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	18/11/13	9/12/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	29/01/18	5/02/18	7	162.00	146.25		-15.75	-9.72		-4.86
	long	22/06/20	2/07/20	10	137.55	142.45		4.90	3.56		1.78	-9.18
Bank of Ireland	long	6/02/12	9/04/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	9/04/12	3/09/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Comercial	short	17/10/16	31/10/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	14/11/16	28/11/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	13/03/17	17/07/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	29/01/18	5/02/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77

Annotations

17/07/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
21/09/17	Yes Bank	stock split 1:5 (five for one)
18/09/17	Umweltbank	stock split 1:5 (five for one)
10/07/17	Bank of Ireland	reverse split 30:1 (one for thirty)
5/06/17	Bankia	reverse split 4:1 (one for four)
23/01/17	Unicredit	reverse stock split 10:1 (one for ten)
24/10/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
11/07/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
13/01/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
21/09/15	Unipol	re-joins the MIB as replacement for Autogrill
17/07/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
21/06/15	Ferratum	recording started
19/05/15	Svenska Handelsbank	ex Split 1:3 (three for one)
11/03/15	Banks	first 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.


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