| |
| |
Assessment - Dow Jones Composite Average in Renminbi yuán - 9/25/23 - RS = 26
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
3/27/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
DJCA |
81,256.866 |
Fri |
-0.30 |
82,793.558 |
-1.86 |
74,540.422 |
8,253.136 |
11.07 |
|
5.35 |
| |  |
 |
 |
 |
L |
 |
FedEx |
1,935.808 |
Fri |
-0.57 |
1,946.842 |
-0.57 |
1,512.175 |
434.666 |
28.74 |
|
35.10 |
| |  |
 |
 |
 |
L |
 |
Matson |
648.290 |
Fri |
-1.85 |
647.997 |
0.05 |
414.813 |
233.184 |
56.21 |
|
32.22 |
| |  |
 |
 |
 |
|
 |
Old Dominion FL |
2,989.644 |
Fri |
0.76 |
2,985.040 |
0.15 |
2,301.007 |
684.033 |
29.73 |
|
29.95 |
| |  |
 |
 |
 |
L |
 |
Ryder System |
781.499 |
Fri |
0.39 |
764.765 |
2.19 |
584.040 |
180.725 |
30.94 |
|
24.64 |
| |  |
 |
 |
 |
L |
 |
Kirby |
605.031 |
Fri |
-1.49 |
614.384 |
-1.52 |
465.031 |
149.354 |
32.12 |
|
23.03 |
| |  |
 |
 |
 |
|
 |
Caterpillar |
1,994.849 |
Fri |
-1.17 |
2,004.129 |
-0.46 |
1,499.655 |
504.474 |
33.64 |
|
22.52 |
| |  |
 |
 |
 |
|
 |
salesforce.com |
1,481.742 |
Fri |
-0.21 |
1,507.755 |
-1.73 |
1,315.707 |
192.049 |
14.60 |
|
21.81 |
| |  |
 |
 |
 |
|
 |
Microsoft |
2,307.230 |
Fri |
0.67 |
2,320.309 |
-0.56 |
1,901.260 |
419.050 |
22.04 |
|
19.19 |
| |  |
 |
 |
 |
|
 |
Intel |
259.769 |
Fri |
1.05 |
250.562 |
3.67 |
200.734 |
49.828 |
24.82 |
|
18.13 |
| |  |
 |
 |
 |
|
 |
Apple |
1,251.056 |
Fri |
0.30 |
1,286.641 |
-2.77 |
1,088.832 |
197.809 |
18.17 |
|
14.92 |
| |  |
 |
 |
 |
|
 |
Walmart |
1,168.631 |
Fri |
-1.61 |
1,191.575 |
-1.93 |
991.767 |
199.808 |
20.15 |
|
14.54 |
| |  |
 |
 |
 |
|
 |
Cisco Systems |
392.832 |
Fri |
-0.22 |
390.786 |
0.52 |
347.672 |
43.114 |
12.40 |
|
13.64 |
| |  |
 |
 |
 |
L |
 |
IBM |
1,025.192 |
Fri |
-0.90 |
1,070.350 |
-4.22 |
889.543 |
180.807 |
20.33 |
|
12.50 |
| |  |
 |
 |
 |
L |
 |
Amgen |
1,963.867 |
Fri |
-0.76 |
1,949.984 |
0.71 |
1,628.708 |
321.276 |
19.73 |
|
12.16 |
| |  |
 |
 |
 |
|
 |
JP Morgan Chase |
1,059.682 |
Fri |
-1.74 |
1,070.131 |
-0.98 |
883.902 |
186.229 |
21.07 |
|
11.72 |
| |  |
 |
 |
 |
|
 |
J.B. Hunt |
1,377.542 |
Fri |
1.15 |
1,391.718 |
-1.02 |
1,164.434 |
227.284 |
19.52 |
|
10.07 |
| |  |
 |
 |
 |
|
 |
Visa |
1,680.715 |
Fri |
-0.71 |
1,705.194 |
-1.44 |
1,525.865 |
179.330 |
11.75 |
|
9.63 |
| |  |
 |
 |
 |
|
 |
Expeditors Wash |
837.618 |
Fri |
0.20 |
846.678 |
-1.07 |
725.269 |
121.409 |
16.74 |
|
9.40 |
| |  |
 |
 |
 |
|
 |
Landstar System |
1,292.925 |
Fri |
-0.97 |
1,340.933 |
-3.58 |
1,206.810 |
134.124 |
11.11 |
|
8.53 |
| |  |
 |
 |
 |
|
 |
Procter & Gamble |
1,065.820 |
Fri |
-0.33 |
1,100.894 |
-3.19 |
1,004.012 |
96.882 |
9.65 |
|
7.04 |
| |  |
 |
 |
 |
|
 |
Boeing |
1,400.633 |
Fri |
0.66 |
1,452.513 |
-3.57 |
1,379.751 |
72.762 |
5.27 |
|
6.76 |
| |  |
 |
 |
 |
L |
 |
UnitedHealth |
3,684.187 |
Fri |
-1.16 |
3,728.688 |
-1.19 |
3,315.063 |
413.625 |
12.48 |
|
6.21 |
| |  |
 |
 |
 |
|
 |
Delta Air Lines |
270.364 |
Fri |
0.14 |
274.456 |
-1.49 |
221.027 |
53.429 |
24.17 |
|
6.20 |
| |  |
 |
 |
 |
L |
 |
Chevron |
1,232.130 |
Fri |
-1.15 |
1,232.788 |
-0.05 |
1,084.498 |
148.289 |
13.67 |
|
6.04 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
3/27/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Edison International |
462.469 |
Fri |
-0.47 |
494.255 |
-6.43 |
471.428 |
22.827 |
4.84 |
|
4.95 |
| |  |
 |
 |
 |
|
 |
Union Pacific |
1,487.953 |
Fri |
-0.24 |
1,523.393 |
-2.33 |
1,329.258 |
194.134 |
14.60 |
|
4.98 |
| |  |
 |
 |
 |
|
 |
CSX |
224.695 |
Fri |
0.59 |
227.617 |
-1.28 |
197.776 |
29.842 |
15.09 |
|
4.45 |
| |  |
 |
 |
 |
|
 |
Southern |
472.918 |
Fri |
-0.54 |
506.312 |
-6.60 |
469.433 |
36.878 |
7.86 |
|
4.39 |
| |  |
 |
 |
 |
|
 |
Home Depot |
2,207.926 |
Fri |
-0.44 |
2,239.566 |
-1.41 |
1,934.899 |
304.667 |
15.75 |
|
3.98 |
| |  |
 |
 |
 |
|
 |
PSEG |
415.849 |
Fri |
0.44 |
440.548 |
-5.61 |
407.383 |
33.164 |
8.14 |
|
3.23 |
| |  |
 |
 |
 |
|
 |
Exelon |
276.137 |
Fri |
-0.24 |
294.478 |
-6.23 |
278.743 |
15.735 |
5.64 |
|
2.32 |
| |  |
 |
 |
 |
S |
 |
Merck (MSD) |
752.270 |
Fri |
-1.29 |
773.388 |
-2.73 |
735.588 |
37.800 |
5.14 |
|
2.26 |
| |  |
 |
 |
 |
L |
 |
Duke Energy |
644.928 |
Fri |
-0.47 |
681.829 |
-5.41 |
651.387 |
30.442 |
4.67 |
|
1.54 |
| |  |
 |
 |
 |
S |
 |
McDonald´s |
1,924.993 |
Fri |
-0.81 |
1,971.320 |
-2.35 |
1,883.787 |
87.534 |
4.65 |
|
1.58 |
| |  |
 |
 |
 |
|
 |
Consolidated Edison |
624.980 |
Fri |
0.05 |
659.323 |
-5.21 |
650.561 |
8.762 |
1.35 |
|
0.82 |
| |  |
 |
 |
 |
|
 |
Goldman Sachs |
2,364.372 |
Fri |
-0.50 |
2,402.880 |
-1.60 |
2,191.216 |
211.664 |
9.66 |
|
0.83 |
| |  |
 |
 |
 |
|
 |
Dow |
376.756 |
Fri |
1.24 |
373.322 |
0.92 |
357.716 |
15.606 |
4.36 |
|
0.69 |
| |  |
 |
 |
 |
S |
 |
Atmos Energy |
774.045 |
Fri |
0.02 |
807.293 |
-4.12 |
758.426 |
48.866 |
6.44 |
|
0.74 |
| |  |
 |
 |
 |
|
 |
Johnson & Johnson |
1,138.087 |
Fri |
-0.72 |
1,171.042 |
-2.81 |
1,054.574 |
116.468 |
11.04 |
|
0.69 |
| |  |
 |
 |
 |
S |
 |
Honeywell |
1,349.921 |
Fri |
-1.27 |
1,401.948 |
-3.71 |
1,293.212 |
108.736 |
8.41 |
|
0.60 |
| |  |
 |
 |
 |
|
 |
American Express |
1,090.152 |
Fri |
-0.69 |
1,119.673 |
-2.64 |
1,122.127 |
-2.454 |
-0.22 |
|
0.34 |
| |  |
 |
 |
 |
S |
 |
Travelers Companies |
1,193.329 |
Fri |
-2.57 |
1,226.430 |
-2.70 |
1,144.347 |
82.084 |
7.17 |
|
-0.86 |
| |  |
 |
 |
 |
L |
 |
Sempra |
497.105 |
Fri |
0.38 |
523.630 |
-5.07 |
496.400 |
27.230 |
5.49 |
|
-1.60 |
| |  |
 |
 |
 |
S |
 |
United Airlines |
309.092 |
Fri |
-0.02 |
313.696 |
-1.47 |
288.512 |
25.184 |
8.73 |
|
-2.05 |
| |  |
 |
 |
 |
S |
 |
Coca-Cola |
409.054 |
Fri |
0.30 |
416.507 |
-1.79 |
422.036 |
-5.529 |
-1.31 |
|
-2.78 |
| |  |
 |
 |
 |
S |
 |
Avis Budget |
1,313.020 |
Fri |
-0.65 |
1,321.423 |
-0.64 |
1,236.940 |
84.483 |
6.83 |
|
-3.97 |
| |  |
 |
 |
 |
S |
 |
FirstEnergy |
249.758 |
Fri |
-1.13 |
262.472 |
-4.84 |
268.493 |
-6.021 |
-2.24 |
|
-4.44 |
| |  |
 |
 |
 |
S |
 |
American Water |
904.843 |
Fri |
0.20 |
969.658 |
-6.68 |
974.638 |
-4.981 |
-0.51 |
|
-4.94 |
| |  |
 |
 |
 |
|
 |
Xcel Energy |
418.115 |
Fri |
0.62 |
434.702 |
-3.82 |
449.140 |
-14.438 |
-3.21 |
|
-5.62 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
9/25/23 |
⇓ Δwk |
3/27/23 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Norfolk Southern |
1,438.995 |
Fri |
-0.23 |
1,482.473 |
-2.93 |
1,395.986 |
86.486 |
6.20 |
|
-6.13 |
| |  |
 |
 |
 |
L |
 |
Verizon |
236.824 |
Fri |
-0.43 |
242.305 |
-2.26 |
261.752 |
-19.447 |
-7.43 |
|
-6.98 |
| |  |
 |
 |
 |
|
 |
AEP |
549.643 |
Fri |
0.74 |
574.926 |
-4.40 |
609.149 |
-34.223 |
-5.62 |
|
-7.60 |
| |  |
 |
 |
 |
S |
 |
C.H. Robinson |
629.364 |
Fri |
-1.16 |
625.418 |
0.63 |
663.563 |
-38.145 |
-5.75 |
|
-7.73 |
| |  |
 |
 |
 |
S |
 |
NextEra Energy |
418.626 |
Fri |
0.37 |
493.013 |
-15.09 |
518.963 |
-25.950 |
-5.00 |
|
-8.10 |
| |  |
 |
 |
 |
S |
 |
American Airlines |
93.604 |
Fri |
-0.85 |
94.335 |
-0.77 |
95.895 |
-1.560 |
-1.63 |
|
-8.55 |
| |  |
 |
 |
 |
S |
 |
UPS |
1,138.964 |
Fri |
0.24 |
1,127.565 |
1.01 |
1,288.603 |
-161.038 |
-12.50 |
|
-9.59 |
| |  |
 |
 |
 |
|
 |
3M |
684.095 |
Fri |
0.39 |
692.644 |
-1.23 |
698.165 |
-5.521 |
-0.79 |
|
-10.59 |
| |  |
 |
 |
 |
S |
 |
Walt Disney |
592.244 |
Fri |
1.15 |
591.951 |
0.05 |
657.784 |
-65.833 |
-10.01 |
|
-10.82 |
| |  |
 |
 |
 |
L |
 |
Dominion Resources |
326.410 |
Fri |
1.20 |
350.085 |
-6.76 |
372.368 |
-22.283 |
-5.98 |
|
-12.07 |
| |  |
 |
 |
 |
S |
 |
Nike |
698.709 |
Fri |
6.68 |
662.027 |
5.54 |
810.433 |
-148.406 |
-18.31 |
|
-14.37 |
| |  |
 |
 |
 |
S |
 |
Alaska Air Group |
270.949 |
Fri |
0.68 |
272.995 |
-0.75 |
268.218 |
4.777 |
1.78 |
|
-14.24 |
| |  |
 |
 |
 |
S |
 |
Southwest Airlines |
197.804 |
Fri |
-0.55 |
200.946 |
-1.56 |
207.406 |
-6.460 |
-3.11 |
|
-14.68 |
| |  |
 |
 |
 |
S |
 |
AES |
111.069 |
Fri |
2.15 |
118.668 |
-6.40 |
155.469 |
-36.801 |
-23.67 |
|
-27.14 |
| |  |
 |
 |
 |
S |
 |
Walgreens Boots |
162.511 |
Fri |
6.41 |
155.934 |
4.22 |
226.599 |
-70.665 |
-31.18 |
|
-32.56 |
| |  |
 |
 |
 |
S |
 |
JetBlue Airways |
33.613 |
Fri |
0.88 |
32.517 |
3.37 |
46.916 |
-14.399 |
-30.69 |
|
-36.00 |
DJCA - 65 out of 65 instruments rated - 9/25/23 / 3/27/23 - 46 did rise, Market-Ratio(26) in CNY = 70.77 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Composite Average in Renminbi yuán * 26 - 60/40 (2)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
11/05/07 |
672 |
|
- cash - |
short |
11/05/07 |
1/28/08 |
84 |
 |
 |
 |
JetBlue Airways |
50 |
78 |
|
63.745 |
35.630 |
114.045 |
50.300 |
79 |
13,923 |
1,152 |
|
|
|
|
|
 |
 |
 |
Alaska Air Group |
50 |
113 |
|
44.398 |
42.821 |
46.033 |
1.635 |
4 |
14,108 |
17 |
|
100 |
41 |
347 | |
long |
1/28/08 |
2/18/08 |
21 |
 |
 |
 |
Kirby |
50 |
22 |
|
309.997 |
349.183 |
|
39.186 |
13 |
14,970 |
692 |
|
|
|
|
|
 |
 |
 |
J.B. Hunt |
50 |
36 |
|
201.231 |
211.563 |
|
10.332 |
5 |
15,342 |
139 |
|
100 |
9 |
331 | |
short |
2/18/08 |
7/20/09 |
518 |
 |
 |
 |
JetBlue Airways |
50 |
174 |
|
43.863 |
32.448 |
59.294 |
15.431 |
35 |
18,027 |
24 |
|
|
|
|
|
 |
 |
 |
Avis Budget |
50 |
87 |
|
87.655 |
49.116 |
156.433 |
68.778 |
78 |
24,011 |
50 |
|
100 |
57 |
37 | |
long |
7/20/09 |
6/07/10 |
322 |
 |
 |
 |
Avis Budget |
50 |
244 |
|
49.116 |
70.952 |
|
21.836 |
44 |
29,339 |
52 |
|
|
|
|
|
 |
 |
 |
Goldman Sachs |
50 |
11 |
|
1,093.190 |
947.023 |
|
-146.168 |
-13 |
27,731 |
-15 |
|
100 |
15 |
18 | |
short |
6/07/10 |
7/19/10 |
42 |
 |
 |
 |
Exxon Mobil |
50 |
34 |
|
404.950 |
395.849 |
414.260 |
9.310 |
2 |
28,047 |
22 |
|
|
|
|
|
 |
 |
 |
Exelon |
50 |
54 |
|
257.652 |
283.320 |
231.984 |
-25.668 |
-10 |
26,661 |
-60 |
|
100 |
-4 |
-29 | |
long |
7/19/10 |
8/01/11 |
378 |
 |
 |
 |
United Airlines |
50 |
92 |
|
143.489 |
115.710 |
|
-27.779 |
-19 |
24,106 |
-19 |
|
|
|
|
|
 |
 |
 |
Alaska Air Group |
50 |
166 |
|
80.789 |
96.588 |
|
15.799 |
20 |
26,728 |
19 |
|
100 |
0 |
0 | |
short |
8/01/11 |
12/19/11 |
140 |
 |
 |
 |
Cisco Systems |
50 |
131 |
|
101.817 |
112.781 |
90.854 |
-10.963 |
-11 |
25,292 |
-26 |
|
|
|
|
|
 |
 |
 |
Delta Air Lines |
50 |
266 |
|
50.169 |
54.255 |
46.083 |
-4.086 |
-8 |
24,205 |
-20 |
|
100 |
-9 |
-23 | |
long |
12/19/11 |
6/08/15 |
1267 |
 |
 |
 |
Kirby |
50 |
30 |
|
400.375 |
475.202 |
|
74.826 |
19 |
26,450 |
5 |
|
|
|
|
|
 |
 |
 |
Visa |
50 |
77 |
|
157.122 |
419.974 |
|
262.853 |
167 |
46,690 |
33 |
|
100 |
93 |
21 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
6/08/15 |
2/22/16 |
259 |
 |
 |
 |
Kirby |
50 |
49 |
|
475.202 |
361.080 |
625.391 |
150.190 |
32 |
54,049 |
47 |
|
|
|
|
|
 |
 |
 |
Kansas City Southern |
50 |
40 |
|
577.837 |
542.110 |
615.919 |
38.081 |
7 |
55,572 |
9 |
|
100 |
19 |
28 | |
long |
2/22/16 |
12/24/18 |
1036 |
 |
 |
 |
NiSource |
50 |
194 |
|
143.087 |
171.610 |
|
28.524 |
20 |
61,106 |
7 |
|
|
|
|
|
 |
 |
 |
American Water |
50 |
64 |
|
432.787 |
595.086 |
|
162.299 |
38 |
71,493 |
12 |
|
100 |
29 |
9 | |
short |
12/24/18 |
4/15/19 |
112 |
 |
 |
 |
PG & E |
50 |
223 |
|
159.614 |
159.037 |
160.192 |
0.578 |
0 |
71,622 |
1 |
|
|
|
|
|
 |
 |
 |
Avis Budget |
50 |
232 |
|
154.305 |
237.349 |
71.260 |
-83.045 |
-54 |
52,356 |
-92 |
|
100 |
-27 |
-64 | |
long |
4/15/19 |
3/09/20 |
329 |
 |
 |
 |
Procter & Gamble |
50 |
36 |
|
708.896 |
806.041 |
|
97.146 |
14 |
55,853 |
15 |
|
|
|
|
|
 |
 |
 |
AES |
50 |
221 |
|
121.289 |
101.259 |
|
-20.031 |
-17 |
51,426 |
-18 |
|
100 |
-2 |
-2 | |
short |
3/09/20 |
9/07/20 |
182 |
 |
 |
 |
United Airlines |
50 |
79 |
|
324.889 |
260.887 |
404.593 |
79.704 |
25 |
57,723 |
55 |
|
|
|
|
|
 |
 |
 |
American Airlines |
50 |
251 |
|
102.439 |
92.925 |
112.928 |
10.488 |
10 |
60,355 |
22 |
|
100 |
17 |
38 | |
long |
9/07/20 |
5/09/22 |
609 |
 |
 |
 |
Apple |
50 |
36 |
|
825.880 |
1,022.852 |
|
196.973 |
24 |
67,446 |
14 |
|
|
|
|
|
 |
 |
 |
FedEx |
50 |
19 |
|
1,543.881 |
1,402.033 |
|
-141.848 |
-9 |
64,751 |
-6 |
|
100 |
7 |
4 | |
short |
5/09/22 |
12/12/22 |
217 |
 |
 |
 |
Boeing |
50 |
36 |
|
896.728 |
1,299.174 |
494.282 |
-402.446 |
-45 |
50,263 |
-63 |
|
|
|
|
|
 |
 |
 |
JetBlue Airways |
50 |
488 |
|
66.459 |
53.635 |
82.349 |
15.890 |
24 |
58,017 |
43 |
|
100 |
-10 |
-17 | |
long |
12/12/22 |
3/13/23 |
91 |
 |
 |
 |
AES |
50 |
142 |
|
203.033 |
156.778 |
|
-46.255 |
-23 |
51,449 |
-65 |
|
|
|
|
|
 |
 |
 |
PG & E |
50 |
261 |
|
111.665 |
107.896 |
|
-3.768 |
-3 |
50,466 |
-13 |
|
100 |
-13 |
-43 | |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
3/13/23 |
3/27/23 |
14 |
 |
 |
 |
3M |
50 |
35 |
|
708.582 |
698.165 |
719.155 |
10.573 |
1 |
50,836 |
47 |
|
|
|
|
|
 |
 |
 |
Dominion Resources |
50 |
69 |
|
371.064 |
372.368 |
369.760 |
-1.304 |
0 |
50,746 |
-9 |
|
100 |
1 |
16 | |
long |
3/27/23 |
5/29/23 |
63 |
 |
 |
 |
Boeing |
50 |
18 |
|
1,379.751 |
1,439.651 |
|
59.899 |
4 |
51,824 |
28 |
|
|
|
|
|
 |
 |
 |
salesforce.com |
50 |
19 |
|
1,315.707 |
1,523.147 |
|
207.440 |
16 |
55,765 |
134 |
|
100 |
10 |
74 | |
short |
5/29/23 |
7/24/23 |
56 |
 |
 |
 |
3M |
50 |
40 |
|
685.359 |
748.987 |
621.732 |
-63.627 |
-9 |
53,220 |
-47 |
|
|
|
|
|
 |
 |
 |
Dominion Resources |
50 |
80 |
|
352.507 |
387.100 |
317.914 |
-34.593 |
-10 |
50,453 |
-49 |
|
100 |
-10 |
-48 | |
long |
7/24/23 |
9/29/23 |
67 |
 |
 |
 |
Delta Air Lines |
50 |
73 |
|
341.056 |
270.364 |
|
-70.692 |
-21 |
45,292 |
-72 |
|
|
|
|
|
 |
 |
 |
salesforce.com |
50 |
15 |
|
1,620.949 |
1,481.742 |
|
-139.207 |
-9 |
43,204 |
-39 |
|
100 |
-15 |
-58 | |
accum | 11/05/07 |
9/29/23 | 5808 |
days out of 6480 invested (90%) |
332 |
43,204 |
10 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
Visa | long | 12/19/11 | 6/08/15 | 1267 | 157.12 | 419.97 | | 262.85 | 167.29 | 50 | 83.65 | 83.65 |
JetBlue Airways | short | 11/05/07 | 1/28/08 | 84 | 63.75 | 35.63 | 114.04 | 50.30 | 78.91 | | 39.45 | |
| short | 2/18/08 | 7/20/09 | 518 | 43.86 | 32.45 | 59.29 | 15.43 | 35.18 | | 17.59 | |
| short | 5/09/22 | 12/12/22 | 217 | 66.46 | 53.64 | 82.35 | 15.89 | 23.91 | | 11.95 | 83.59 |
Kirby | long | 1/28/08 | 2/18/08 | 21 | 310.00 | 349.18 | | 39.19 | 12.64 | | 6.32 | |
| long | 12/19/11 | 6/08/15 | 1267 | 400.38 | 475.20 | | 74.83 | 18.69 | | 9.34 | |
| short | 6/08/15 | 2/22/16 | 259 | 475.20 | 361.08 | 625.39 | 150.19 | 31.61 | | 15.80 | 34.63 |
Avis Budget | short | 2/18/08 | 7/20/09 | 518 | 87.65 | 49.12 | 156.43 | 68.78 | 78.46 | | 39.23 | |
| long | 7/20/09 | 6/07/10 | 322 | 49.12 | 70.95 | | 21.84 | 44.46 | | 22.23 | |
| short | 12/24/18 | 4/15/19 | 112 | 154.30 | 237.35 | 71.26 | -83.04 | -53.82 | | -26.91 | 24.39 |
American Water | long | 2/22/16 | 12/24/18 | 1036 | 432.79 | 595.09 | | 162.30 | 37.50 | | 18.75 | 18.75 |
Apple | long | 9/07/20 | 5/09/22 | 609 | 825.88 | 1,022.85 | | 196.97 | 23.85 | | 11.93 | 11.93 |
Alaska Air Group | short | 11/05/07 | 1/28/08 | 84 | 44.40 | 42.82 | 46.03 | 1.63 | 3.68 | | 1.84 | |
| long | 7/19/10 | 8/01/11 | 378 | 80.79 | 96.59 | | 15.80 | 19.56 | | 9.78 | 11.80 |
NiSource | long | 2/22/16 | 12/24/18 | 1036 | 143.09 | 171.61 | | 28.52 | 19.93 | | 9.97 | 9.97 |
Procter & Gamble | long | 4/15/19 | 3/09/20 | 329 | 708.90 | 806.04 | | 97.15 | 13.70 | | 6.85 | 6.85 |
American Airlines | short | 3/09/20 | 9/07/20 | 182 | 102.44 | 92.93 | 112.93 | 10.49 | 10.24 | | 5.12 | 5.12 |
Kansas City Southern | short | 6/08/15 | 2/22/16 | 259 | 577.84 | 542.11 | 615.92 | 38.08 | 6.59 | | 3.30 | 3.30 |
salesforce.com | long | 3/27/23 | 5/29/23 | 63 | 1,315.71 | 1,523.15 | | 207.44 | 15.77 | | 7.88 | |
| long | 7/24/23 | 9/29/23 | 67 | 1,620.95 | 1,481.74 | | -139.21 | -8.59 | | -4.29 | 3.25 |
J.B. Hunt | long | 1/28/08 | 2/18/08 | 21 | 201.23 | 211.56 | | 10.33 | 5.13 | | 2.57 | 2.57 |
United Airlines | long | 7/19/10 | 8/01/11 | 378 | 143.49 | 115.71 | | -27.78 | -19.36 | | -9.68 | |
| short | 3/09/20 | 9/07/20 | 182 | 324.89 | 260.89 | 404.59 | 79.70 | 24.53 | | 12.27 | 1.40 |
Exxon Mobil | short | 6/07/10 | 7/19/10 | 42 | 404.95 | 395.85 | 414.26 | 9.31 | 2.30 | | 1.15 | 1.15 |
PG & E | short | 12/24/18 | 4/15/19 | 112 | 159.61 | 159.04 | 160.19 | 0.58 | 0.36 | | 0.18 | |
| long | 12/12/22 | 3/13/23 | 91 | 111.66 | 107.90 | | -3.77 | -3.37 | | -1.69 | -1.51 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | spl | di % | total |
3M | short | 3/13/23 | 3/27/23 | 14 | 708.58 | 698.17 | 719.16 | 10.57 | 1.49 | | 0.75 | |
| short | 5/29/23 | 7/24/23 | 56 | 685.36 | 748.99 | 621.73 | -63.63 | -9.28 | | -4.64 | -3.93 |
FedEx | long | 9/07/20 | 5/09/22 | 609 | 1,543.88 | 1,402.03 | | -141.85 | -9.19 | | -4.59 | -4.59 |
Exelon | short | 6/07/10 | 7/19/10 | 42 | 257.65 | 283.32 | 231.98 | -25.67 | -9.96 | | -4.98 | -4.98 |
Dominion Resources | short | 3/13/23 | 3/27/23 | 14 | 371.06 | 372.37 | 369.76 | -1.30 | -0.35 | | -0.18 | |
| short | 5/29/23 | 7/24/23 | 56 | 352.51 | 387.10 | 317.91 | -34.59 | -9.81 | | -4.91 | -5.07 |
Cisco Systems | short | 8/01/11 | 12/19/11 | 140 | 101.82 | 112.78 | 90.85 | -10.96 | -10.77 | | -5.38 | -5.38 |
Goldman Sachs | long | 7/20/09 | 6/07/10 | 322 | 1,093.19 | 947.02 | | -146.17 | -13.37 | | -6.69 | -6.69 |
Delta Air Lines | short | 8/01/11 | 12/19/11 | 140 | 50.17 | 54.25 | 46.08 | -4.09 | -8.14 | | -4.07 | |
| long | 7/24/23 | 9/29/23 | 67 | 341.06 | 270.36 | | -70.69 | -20.73 | | -10.36 | -14.01 |
AES | long | 4/15/19 | 3/09/20 | 329 | 121.29 | 101.26 | | -20.03 | -16.51 | | -8.26 | |
| long | 12/12/22 | 3/13/23 | 91 | 203.03 | 156.78 | | -46.25 | -22.78 | | -11.39 | -18.71 |
Boeing | short | 5/09/22 | 12/12/22 | 217 | 896.73 | 1,299.17 | 494.28 | -402.45 | -44.88 | | -22.44 | |
| long | 3/27/23 | 5/29/23 | 63 | 1,379.75 | 1,439.65 | | 59.90 | 4.34 | | 2.17 | -20.76 |
Annotations
8/22/23 | Sempra | | | stock split 1:2 (two for one) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
12/24/15 | Nike | | | stock split 1:2 (two for one) |
10/15/15 | DJCA | | | American Airlines replaces Con-Way |
3/19/15 | Visa | | | forward stock split 1:4 (four for one) |
3/18/15 | DJIA | | | Apple replaces AT&T |
|
|