Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 in Swiss Franc - 7/01/24 - RS = 19

		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	⇓∅-RS
	L	SSE 50 ew	221.917	8/12/24	-0.09	231.617	-4.19	221.261	10.355	4.68	1.22
		AECC Aviation Power	4.715	8/12/24	-0.13	4.500	4.77	4.012	0.488	12.17	1.21
		Agricultural Bank	0.576	8/12/24	0.65	0.551	4.50	0.500	0.050	10.09	17.56
		Bank of China	0.578	8/12/24	0.65	0.579	-0.21	0.553	0.026	4.75	15.29
		Beijing Kingsoft	23.882	8/12/24	-0.91	25.437	-6.11	30.244	-4.807	-15.89	-33.14
		China CSSC	4.715	8/12/24	-0.13	5.108	-7.70	4.037	1.072	26.55	33.77
	L	China Life	3.659	8/12/24	0.44	3.890	-5.93	3.800	0.090	2.37	0.55
		China Merchants Bank	3.985	8/12/24	-0.65	4.263	-6.52	3.878	0.385	9.93	9.32
		China Northern Rare	2.087	8/12/24	-0.65	2.237	-6.71	2.273	-0.036	-1.57	-10.65
	L	China Pacific Ins	3.399	8/12/24	0.22	3.541	-4.03	3.230	0.312	9.65	10.57
	S	China Petrol&Chem	0.815	8/12/24	0.15	0.793	2.82	0.770	0.023	2.93	7.52
		China Rwy Group	0.736	8/12/24	-1.33	0.815	-9.74	0.778	0.038	4.83	1.30
	L	China Shenhua En	4.876	8/12/24	0.64	5.618	-13.21	4.883	0.735	15.06	36.90
	L	China State Constr	0.682	8/12/24	-0.18	0.675	1.10	0.635	0.040	6.24	3.18
		China Telecom Corp	0.706	8/12/24	-1.56	0.757	-6.72	0.736	0.021	2.85	8.06
		China Three Gorges R	0.589	8/12/24	-0.21	0.556	6.03	0.569	-0.013	-2.33	-4.83
	S	China Tourism	7.935	8/12/24	-1.36	7.755	2.32	10.462	-2.706	-25.87	-29.76
		China Unicom	0.553	8/12/24	-1.33	0.581	-4.70	0.575	0.005	0.94	0.60
		China Yangtze Pwr	3.621	8/12/24	-1.22	3.658	-1.02	3.091	0.567	18.34	26.10
	S	Citic Secs	2.341	8/12/24	-0.11	2.258	3.68	2.557	-0.299	-11.70	-11.02
		Cosco Shipping	1.535	8/12/24	0.49	1.963	-21.81	1.261	0.702	55.68	53.16
		Foshan Haitian F&F	4.402	8/12/24	-0.03	4.268	3.14	4.634	-0.366	-7.89	-10.23
	L	GigaDevice	9.702	8/12/24	0.09	11.715	-17.18	8.212	3.503	42.65	9.75
	L	Great Wall Motor	2.756	8/12/24	-0.31	3.137	-12.14	2.708	0.428	15.82	0.39
		Haier Smart Home	3.200	8/12/24	1.46	3.523	-9.16	2.892	0.630	21.80	19.34
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	⇓∅-RS
		Hygon	9.145	8/12/24	2.35	8.744	4.58	10.549	-1.805	-17.11	5.77
		Ind and Comm Bk	0.743	8/12/24	1.18	0.722	2.92	0.646	0.076	11.72	18.48
	L	Industrial Bank	2.020	8/12/24	-0.55	2.202	-8.28	1.985	0.218	10.98	12.55
	S	IM Yili	3.021	8/12/24	0.66	3.222	-6.24	3.475	-0.253	-7.27	-4.26
	S	Jiangsu Hengrui Med	5.414	8/12/24	2.85	4.749	14.01	5.110	-0.361	-7.07	-11.94
	S	Kweichow Moutai	178.193	8/12/24	-0.05	178.724	-0.30	207.959	-29.235	-14.06	-15.42
	S	LONGi Green Energy	1.728	8/12/24	0.87	1.743	-0.85	2.476	-0.733	-29.60	-36.64
		NARI Technology	2.920	8/12/24		3.083	-5.31	2.783	0.300	10.79	9.53
		PetroChina	1.081	8/12/24	-0.34	1.294	-16.49	1.061	0.233	21.98	28.54
	L	Ping An Ins	5.040	8/12/24	0.02	5.164	-2.40	5.241	-0.077	-1.47	-3.76
	L	Poly Developments	1.025	8/12/24	-3.39	1.155	-11.28	1.203	-0.048	-4.00	-11.49
		PowerChina	0.670	8/12/24	-0.55	0.705	-4.93	0.612	0.093	15.15	10.31
	S	SAIC Motor Corp	1.705	8/12/24	-0.87	1.720	-0.87	1.785	-0.065	-3.64	-3.40
		Sany Heavy Industry	1.903	8/12/24	-0.45	2.039	-6.63	1.734	0.304	17.54	10.26
	L	SMIC	6.053	8/12/24	0.60	5.684	6.48	5.498	0.187	3.39	-4.25
		Shaanxi Coal	2.865	8/12/24	2.12	3.334	-14.07	3.112	0.222	7.14	31.17
		Shanxi Xinghuacun	23.736	8/12/24	-1.14	25.692	-7.62	27.576	-1.884	-6.83	-10.08
	L	TBEA	1.654	8/12/24	0.23	1.732	-4.51	1.821	-0.089	-4.90	-6.08
	S	Tongwei	2.317	8/12/24		2.338	-0.90	3.189	-0.851	-26.70	-29.02
	L	Trina Solar	2.152	8/12/24	0.58	2.124	1.29	2.906	-0.782	-26.89	-36.02
		Wanhua Chemical	9.296	8/12/24	-0.91	10.212	-8.97	9.152	1.060	11.59	-0.96
	L	Will Semiconductor	11.456	8/12/24	0.17	12.287	-6.76	10.506	1.781	16.95	2.26
		WuXi AppTec	5.134	8/12/24	-0.29	4.797	7.04	6.139	-1.342	-21.86	-36.64
		Zhangzhou Pientze	25.809	8/12/24	-0.60	25.589	0.86	26.042	-0.452	-1.74	-15.22
		Zhejiang Huayou	2.762	8/12/24	-0.27	2.773	-0.40	3.122	-0.348	-11.16	-31.44
		instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	⇓∅-RS
		Zijin Mining	1.906	8/12/24	0.13	2.238	-14.86	1.576	0.662	42.02	36.34
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/19/24 - 29 did rise, Market-Ratio(19) in CHF = 58.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 49/47

1/04/21	scale up chart	7/01/24

Transactions Shanghai Stock Exchange 50 in Swiss Franc * A19 - 49/47 (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		1/09/06	7		- cash -
long	1/09/06	10/16/06	280		Anhui Conch Cement	100	19,070	0.524	0.873		0.349	67	16,653	94
short	10/16/06	10/23/06	7		Hua Xia Bank	100	41,231	0.404	0.382	0.428	0.024	6	17,626	1,831
long	10/23/06	11/13/06	21		Citic Secs	100	22,723	0.776	0.848		0.072	9	19,264	368
short	11/13/06	11/20/06	7		Shanghai Oriental	100	35,165	0.548	0.563	0.533	-0.015	-3	18,743	-76
long	11/20/06	1/21/08	427		Sinolink Secs	100	74,294	0.252	2.240		1.988	788	166,422	547
short	1/21/08	2/09/09	385		Shanghai Int Port	100	136,290	1.221	0.726	2.055	0.834	68	280,022	64
long	2/09/09	11/30/09	294		Kangmei Pharma	100	722,083	0.388	0.669		0.282	73	483,401	97
short	11/30/09	12/28/09	28		China Rwy Constr	100	355,667	1.359	1.388	1.330	-0.029	-2	473,109	-24
long	12/28/09	1/25/10	28		SAIC Motor Corp	100	151,081	3.131	2.499		-0.632	-20	377,555	-95
short	1/25/10	2/08/10	14		China Rwy Constr	100	292,352	1.291	1.352	1.231	-0.061	-5	359,828	-71
long	2/08/10	3/01/10	21		IM Yili	100	473,749	0.760	0.814		0.055	7	385,759	235
short	3/01/10	10/11/10	224		Poly Developments	100	375,897	1.026	0.827	1.273	0.247	24	478,479	42
long	10/11/10	12/13/10	63		China Northern Rare	100	193,770	2.469	2.317		-0.153	-6	448,912	-31
short	12/13/10	1/31/11	49		Shanghai Pudong	100	304,565	1.474	1.400	1.552	0.078	5	472,777	47
long	1/31/11	2/21/11	21		China Shipbuilding	100	374,996	1.261	1.268		0.008	1	475,643	11
short	2/21/11	4/04/11	42		Shanghai Pudong	100	330,791	1.438	1.583	1.293	-0.145	-10	427,680	-60
long	4/04/11	5/23/11	49		IM BaoTou Steel	100	1,073,124	0.399	0.333		-0.066	-17	356,978	-74
short	5/23/11	5/30/11	7		China Life	100	138,181	2.583	2.466	2.707	0.124	5	374,043	1,042
long	5/30/11	6/06/11	7		China Northern Rare	100	127,379	2.936	3.347		0.410	14	426,324	91,665
short	6/06/11	1/23/12	231		China Rwy Constr	100	552,970	0.771	0.611	0.973	0.202	26	538,095	44
long	1/23/12	3/19/12	56		China Minsheng Bk	100	666,957	0.807	0.764		-0.043	-5	509,398	-30
short	3/19/12	4/09/12	21		Anhui Conch Cement	100	215,973	2.359	2.439	2.279	-0.080	-3	492,116	-45
long	4/09/12	6/04/12	56		China Northern Rare	100	141,900	3.468	4.593		1.125	32	651,721	524
short	6/04/12	12/10/12	189		China Unicom	100	1,072,137	0.608	0.499	0.740	0.132	22	793,381	46
long	12/10/12	4/29/13	140		China Rwy Constr	100	917,261	0.865	0.779		-0.086	-10	714,703	-24
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/29/13	5/06/13	7		China Northern Rare	100	256,328	2.788	2.804	2.772	-0.016	-1	710,568	-26
long	5/06/13	5/13/13	7		China Minsheng Bk	100	550,879	1.290	1.323		0.033	3	728,937	278
short	5/13/13	11/04/13	175		China Northern Rare	100	247,577	2.944	2.628	3.299	0.354	12	816,685	27
long	11/04/13	12/23/13	49		Shanghai Oriental	100	151,038	5.407	5.372		-0.036	-1	811,309	-5
short	12/23/13	6/02/14	161		Poly Developments	100	1,034,390	0.784	0.722	0.852	0.068	9	881,300	21
long	6/02/14	6/23/14	21		Sinolink Secs	100	627,137	1.405	1.359		-0.046	-3	852,195	-44
short	6/23/14	7/07/14	14		Kangmei Pharma	100	812,701	1.049	1.056	1.042	-0.007	-1	846,509	-16
long	7/07/14	8/03/15	392		AECC Aviation Power	100	234,005	3.617	7.533		3.916	108	1,762,837	98
short	8/03/15	1/04/16	154		China Northern Rare	100	797,864	2.209	1.941	2.515	0.305	14	2,006,231	36
long	1/04/16	1/11/16	7		Shanghai Pudong	100	735,000	2.730	2.600		-0.130	-5	1,910,973	-92
short	1/11/16	6/13/16	154		Haitong Secs	100	999,343	1.912	2.174	1.651	-0.261	-14	1,649,816	-29
long	6/13/16	8/01/16	49		Kweichow Moutai	100	42,183	39.110	44.763		5.653	14	1,888,289	173
short	8/01/16	8/15/16	14		Cosco Shipping	100	2,534,000	0.745	0.783	0.708	-0.038	-5	1,793,059	-74
long	8/15/16	12/26/16	133		Kweichow Moutai	100	38,373	46.726	47.951		1.224	3	1,840,043	7
short	12/26/16	1/09/17	14		Orient Secs	100	801,303	2.296	2.233	2.361	0.065	3	1,891,958	107
long	1/09/17	4/10/17	91		China Unicom	100	1,676,707	1.128	1.092		-0.037	-3	1,830,511	-12
short	4/10/17	4/17/17	7		Dongxing Secs	100	694,675	2.635	2.536	2.738	0.102	4	1,901,675	631
long	4/17/17	4/24/17	7		China Unicom	100	1,743,370	1.091	1.080		-0.010	-1	1,883,683	-39
short	4/24/17	5/01/17	7		Dongxing Secs	100	773,335	2.436	2.485	2.387	-0.049	-2	1,845,721	-65
long	5/01/17	5/22/17	21		China Unicom	100	1,709,266	1.080	1.056		-0.024	-2	1,805,303	-32
short	5/22/17	5/29/17	7		AECC Aviation Power	100	491,842	3.670	3.495	3.855	0.185	5	1,896,199	1,195
long	5/29/17	12/04/17	189		China Unicom	100	1,786,214	1.062	1.060		-0.002	0	1,893,022	0
short	12/04/17	1/15/18	42		Tsinghua Tongfang	100	1,177,578	1.608	1.508	1.713	0.106	7	2,017,309	74
long	1/15/18	2/12/18	28		Kweichow Moutai	100	17,163	117.532	103.482		-14.049	-12	1,776,179	-81
short	2/12/18	2/26/18	14		Founder Secs	100	1,903,275	0.933	0.969	0.898	-0.035	-4	1,708,760	-64
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/26/18	3/05/18	7		Kweichow Moutai	100	15,470	110.456	106.586		-3.869	-4	1,648,902	-84
short	3/05/18	11/05/18	245		Founder Secs	100	1,729,842	0.953	0.817	1.112	0.159	17	1,923,758	26
long	11/05/18	12/10/18	35		Bank of Shanghai	100	1,086,554	1.771	1.649		-0.122	-7	1,791,192	-53
short	12/10/18	12/17/18	7		China Molybdenum	100	3,150,187	0.569	0.597	0.540	-0.029	-5	1,701,102	-93
long	12/17/18	12/24/18	7		China Rwy Constr	100	983,458	1.730	1.606		-0.124	-7	1,579,335	-98
short	12/24/18	1/21/19	28		China Molybdenum	100	2,788,541	0.566	0.575	0.557	-0.009	-2	1,554,054	-19
long	1/21/19	2/04/19	14		Shandong Gold	100	359,230	4.326	4.573		0.247	6	1,642,690	325
short	2/04/19	2/18/19	14		San’an Optoelectron	100	1,059,180	1.551	1.907	1.195	-0.356	-23	1,265,721	-100
long	2/18/19	7/08/19	140		Shandong Gold	100	264,896	4.778	5.868		1.090	23	1,554,511	71
short	7/08/19	9/16/19	70		Bank of Shanghai	100	1,212,916	1.282	1.304	1.259	-0.023	-2	1,527,183	-9
long	9/16/19	9/23/19	7		Kweichow Moutai	100	9,887	154.451	159.776		5.325	3	1,579,826	485
short	9/23/19	10/14/19	21		Bank of Shanghai	100	1,237,586	1.277	1.377	1.176	-0.101	-8	1,454,906	-76
long	10/14/19	10/21/19	7		Kweichow Moutai	100	8,736	166.541	162.944		-3.598	-2	1,423,478	-68
short	10/21/19	12/16/19	56		PetroChina	100	1,684,492	0.845	0.811	0.880	0.035	4	1,482,353	30
long	12/16/19	1/27/20	42		San’an Optoelectron	100	537,206	2.759	3.152		0.392	14	1,693,030	217
short	1/27/20	7/06/20	161		China Comms Constr	100	1,442,783	1.173	1.174	1.173	-0.001	0	1,691,808	0
long	7/06/20	11/16/20	133		China Merchants Secs	100	431,283	3.923	2.953		-0.970	-25	1,273,626	-54
short	11/16/20	11/30/20	14		Shandong Gold	100	371,490	3.428	3.282	3.581	0.152	4	1,330,269	211
long	11/30/20	12/21/20	21		LONGi Green Energy	100	140,633	9.459	11.551		2.092	22	1,624,518	3,124
short	12/21/20	1/18/21	28		Shenzhen Goodix Tech	100	77,208	21.041	21.844	20.237	-0.804	-4	1,562,460	-40
long	1/18/21	2/01/21	14		LONGi Green Energy	100	110,288	14.167	14.823		0.656	5	1,634,798	225
short	2/01/21	2/15/21	14		Shenzhen Goodix Tech	100	86,010	19.007	18.416	19.616	0.609	3	1,687,214	128
long	2/15/21	3/22/21	35		China Tourism	100	31,557	53.465	44.215		-9.250	-17	1,395,299	-86
short	3/22/21	12/13/21	266		Shenzhen Goodix Tech	100	87,584	15.931	15.433	16.445	0.514	3	1,440,319	4
long	12/13/21	1/17/22	35		Wingtech Technology	100	72,039	19.993	17.427		-2.567	-13	1,255,419	-76
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/17/22	9/05/22	231		China Tourism	100	45,781	27.422	25.465	29.529	2.107	8	1,351,871	12
long	9/05/22	9/19/22	14		China Shenhua En	100	293,642	4.604	4.342		-0.262	-6	1,274,882	-78
short	9/19/22	12/05/22	77		Wingtech Technology	100	170,344	7.484	7.712	7.256	-0.228	-3	1,236,057	-14
long	12/05/22	12/26/22	21		China Unicom	100	1,755,326	0.704	0.640		-0.064	-9	1,123,351	-81
short	12/26/22	1/02/23	7		LONGi Green Energy	100	199,772	5.623	5.675	5.571	-0.052	-1	1,113,015	-38
long	1/02/23	4/24/23	112		China Life	100	223,288	4.985	4.666		-0.318	-6	1,041,945	-19
short	4/24/23	5/01/23	7		LONGi Green Energy	100	223,473	4.662	4.519	4.811	0.148	3	1,075,088	412
long	5/01/23	5/22/23	21		China Petrol&Chem	100	1,236,388	0.870	0.807		-0.063	-7	997,632	-73
short	5/22/23	7/31/23	70		LONGi Green Energy	100	234,302	4.258	3.634	4.989	0.732	17	1,169,027	129
long	7/31/23	8/14/23	14		PetroChina	100	1,212,552	0.964	0.947		-0.017	-2	1,148,816	-37
short	8/14/23	3/04/24	203		Foshan Haitian F&F	100	219,497	5.234	4.908	5.582	0.348	7	1,225,144	12
long	3/04/24	3/18/24	14		Shaanxi Coal	100	372,356	3.290	3.002		-0.288	-9	1,117,745	-91
short	3/18/24	3/25/24	7		WuXi AppTec	100	169,690	6.587	6.096	7.117	0.530	8	1,207,737	5,570
long	3/25/24	8/12/24	140		Shaanxi Coal	100	372,753	3.240	2.865		-0.375	-12	1,067,954	-27
accum	1/09/06	8/12/24	7115	days out of 7122 invested (100%)							10,580		1,067,954	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sinolink Secs	long	11/20/06	1/21/08	427	0.25	2.24		1.99	787.91
	long	6/02/14	6/23/14	21	1.41	1.36		-0.05	-3.30	758.58
AECC Aviation Power	long	7/07/14	8/03/15	392	3.62	7.53		3.92	108.25
	short	5/22/17	5/29/17	7	3.67	3.49	3.86	0.18	5.03	118.73
China Northern Rare	long	10/11/10	12/13/10	63	2.47	2.32		-0.15	-6.18
	long	5/30/11	6/06/11	7	2.94	3.35		0.41	13.98
	long	4/09/12	6/04/12	56	3.47	4.59		1.12	32.43
	short	4/29/13	5/06/13	7	2.79	2.80	2.77	-0.02	-0.58
	short	5/13/13	11/04/13	175	2.94	2.63	3.30	0.35	12.04
	short	8/03/15	1/04/16	154	2.21	1.94	2.51	0.31	13.81	79.52
Kangmei Pharma	long	2/09/09	11/30/09	294	0.39	0.67		0.28	72.63
	short	6/23/14	7/07/14	14	1.05	1.06	1.04	-0.01	-0.67	71.48
Shanghai Int Port	short	1/21/08	2/09/09	385	1.22	0.73	2.05	0.83	68.26	68.26
Anhui Conch Cement	long	1/09/06	10/16/06	280	0.52	0.87		0.35	66.54
	short	3/19/12	4/09/12	21	2.36	2.44	2.28	-0.08	-3.39	60.89
LONGi Green Energy	long	11/30/20	12/21/20	21	9.46	11.55		2.09	22.12
	long	1/18/21	2/01/21	14	14.17	14.82		0.66	4.63
	short	12/26/22	1/02/23	7	5.62	5.67	5.57	-0.05	-0.92
	short	4/24/23	5/01/23	7	4.66	4.52	4.81	0.15	3.18
	short	5/22/23	7/31/23	70	4.26	3.63	4.99	0.73	17.18	53.07
Shandong Gold	long	1/21/19	2/04/19	14	4.33	4.57		0.25	5.70
	long	2/18/19	7/08/19	140	4.78	5.87		1.09	22.82
	short	11/16/20	11/30/20	14	3.43	3.28	3.58	0.15	4.45	35.59
Poly Developments	short	3/01/10	10/11/10	224	1.03	0.83	1.27	0.25	24.04
	short	12/23/13	6/02/14	161	0.78	0.72	0.85	0.07	8.63	34.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Founder Secs	short	2/12/18	2/26/18	14	0.93	0.97	0.90	-0.04	-3.80
	short	3/05/18	11/05/18	245	0.95	0.82	1.11	0.16	16.67	12.24
Citic Secs	long	10/23/06	11/13/06	21	0.78	0.85		0.07	9.29	9.29
WuXi AppTec	short	3/18/24	3/25/24	7	6.59	6.10	7.12	0.53	8.05	8.05
IM Yili	long	2/08/10	3/01/10	21	0.76	0.81		0.05	7.21	7.21
Foshan Haitian F&F	short	8/14/23	3/04/24	203	5.23	4.91	5.58	0.35	6.64	6.64
Tsinghua Tongfang	short	12/04/17	1/15/18	42	1.61	1.51	1.71	0.11	6.57	6.57
Hua Xia Bank	short	10/16/06	10/23/06	7	0.40	0.38	0.43	0.02	5.84	5.84
China Unicom	short	6/04/12	12/10/12	189	0.61	0.50	0.74	0.13	21.74
	long	1/09/17	4/10/17	91	1.13	1.09		-0.04	-3.25
	long	4/17/17	4/24/17	7	1.09	1.08		-0.01	-0.95
	long	5/01/17	5/22/17	21	1.08	1.06		-0.02	-2.19
	long	5/29/17	12/04/17	189	1.06	1.06		-0.00	-0.17
	long	12/05/22	12/26/22	21	0.70	0.64		-0.06	-9.12	3.53
Orient Secs	short	12/26/16	1/09/17	14	2.30	2.23	2.36	0.06	2.82	2.82
Shenzhen Goodix Tech	short	12/21/20	1/18/21	28	21.04	21.84	20.24	-0.80	-3.82
	short	2/01/21	2/15/21	14	19.01	18.42	19.62	0.61	3.21
	short	3/22/21	12/13/21	266	15.93	15.43	16.45	0.51	3.23	2.47
PetroChina	short	10/21/19	12/16/19	56	0.85	0.81	0.88	0.03	4.14
	long	7/31/23	8/14/23	14	0.96	0.95		-0.02	-1.73	2.34
Dongxing Secs	short	4/10/17	4/17/17	7	2.64	2.54	2.74	0.10	3.89
	short	4/24/17	5/01/17	7	2.44	2.48	2.39	-0.05	-2.02	1.79
Kweichow Moutai	long	6/13/16	8/01/16	49	39.11	44.76		5.65	14.45
	long	8/15/16	12/26/16	133	46.73	47.95		1.22	2.62
	long	1/15/18	2/12/18	28	117.53	103.48		-14.05	-11.95
	long	2/26/18	3/05/18	7	110.46	106.59		-3.87	-3.50
	long	9/16/19	9/23/19	7	154.45	159.78		5.32	3.45
	long	10/14/19	10/21/19	7	166.54	162.94		-3.60	-2.16	1.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Shipbuilding	long	1/31/11	2/21/11	21	1.26	1.27		0.01	0.61	0.61
China Comms Constr	short	1/27/20	7/06/20	161	1.17	1.17	1.17	-0.00	-0.07	-0.07
China Rwy Constr	short	11/30/09	12/28/09	28	1.36	1.39	1.33	-0.03	-2.13
	short	1/25/10	2/08/10	14	1.29	1.35	1.23	-0.06	-4.70
	short	6/06/11	1/23/12	231	0.77	0.61	0.97	0.20	26.22
	long	12/10/12	4/29/13	140	0.86	0.78		-0.09	-9.92
	long	12/17/18	12/24/18	7	1.73	1.61		-0.12	-7.16	-1.54
China Life	short	5/23/11	5/30/11	7	2.58	2.47	2.71	0.12	4.78
	long	1/02/23	4/24/23	112	4.98	4.67		-0.32	-6.39	-1.91
China Minsheng Bk	long	1/23/12	3/19/12	56	0.81	0.76		-0.04	-5.33
	long	5/06/13	5/13/13	7	1.29	1.32		0.03	2.59	-2.89
Shanghai Oriental	short	11/13/06	11/20/06	7	0.55	0.56	0.53	-0.01	-2.70
	long	11/04/13	12/23/13	49	5.41	5.37		-0.04	-0.66	-3.34
Cosco Shipping	short	8/01/16	8/15/16	14	0.75	0.78	0.71	-0.04	-5.04	-5.04
China Shenhua En	long	9/05/22	9/19/22	14	4.60	4.34		-0.26	-5.70	-5.70
China Molybdenum	short	12/10/18	12/17/18	7	0.57	0.60	0.54	-0.03	-5.03
	short	12/24/18	1/21/19	28	0.57	0.58	0.56	-0.01	-1.60	-6.55
China Petrol&Chem	long	5/01/23	5/22/23	21	0.87	0.81		-0.06	-7.20	-7.20
Shanghai Pudong	short	12/13/10	1/31/11	49	1.47	1.40	1.55	0.08	5.32
	short	2/21/11	4/04/11	42	1.44	1.58	1.29	-0.14	-10.08
	long	1/04/16	1/11/16	7	2.73	2.60		-0.13	-4.75	-9.80
China Tourism	long	2/15/21	3/22/21	35	53.47	44.21		-9.25	-17.30
	short	1/17/22	9/05/22	231	27.42	25.47	29.53	2.11	7.68	-10.95
San’an Optoelectron	short	2/04/19	2/18/19	14	1.55	1.91	1.20	-0.36	-22.95
	long	12/16/19	1/27/20	42	2.76	3.15		0.39	14.21	-12.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Haitong Secs	short	1/11/16	6/13/16	154	1.91	2.17	1.65	-0.26	-13.67	-13.67
Wingtech Technology	long	12/13/21	1/17/22	35	19.99	17.43		-2.57	-12.84
	short	9/19/22	12/05/22	77	7.48	7.71	7.26	-0.23	-3.05	-15.49
Bank of Shanghai	long	11/05/18	12/10/18	35	1.77	1.65		-0.12	-6.89
	short	7/08/19	9/16/19	70	1.28	1.30	1.26	-0.02	-1.76
	short	9/23/19	10/14/19	21	1.28	1.38	1.18	-0.10	-7.91	-15.76
IM BaoTou Steel	long	4/04/11	5/23/11	49	0.40	0.33		-0.07	-16.53	-16.53
Shaanxi Coal	long	3/04/24	3/18/24	14	3.29	3.00		-0.29	-8.77
	long	3/25/24	8/12/24	140	3.24	2.87		-0.38	-11.57	-19.33
SAIC Motor Corp	long	12/28/09	1/25/10	28	3.13	2.50		-0.63	-20.20	-20.20
China Merchants Secs	long	7/06/20	11/16/20	133	3.92	2.95		-0.97	-24.72	-24.72

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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