Share-o-matic - Assessment FT 30 (FT 30 Index)

Assessment - FT 30 Index - 2/22/21 - RS = 13

		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/23/20	prc diff	⇓ Δ13	⇓∅-RS
	L	SOM Price Index	243.444	09:56	2.08	240.163	1.37	229.800	10.363	4.51	14.64
		3i Group	1,140.500	09:23	3.03	1,135.000	0.48	1,089.000	46.000	4.22	22.52
	L	Ass Brit Foods	2,420.000	09:23	2.20	2,407.000	0.54	2,019.000	388.000	19.22	22.23
		BAE Systems	486.400	09:24	0.52	471.800	3.09	524.200	-52.400	-10.00	-5.70
		BAT	2,534.500	09:24	1.97	2,575.500	-1.59	2,710.500	-135.000	-4.98	-7.61
	L	BP	298.100	09:24	2.18	279.950	6.48	253.450	26.500	10.46	0.74
	L	BT Group	125.630	09:24	1.68	131.750	-4.65	120.250	11.500	9.56	13.06
	L	Burberry Group	1,846.000	09:24	1.68	1,848.500	-0.14	1,664.000	184.500	11.09	21.59
	L	Compass Group	1,490.000	09:24	2.41	1,486.000	0.27	1,343.500	142.500	10.61	18.11
	L	Diageo	2,877.500	09:24	2.31	2,945.500	-2.31	2,918.500	27.000	0.93	7.29
	S	Experian	2,319.000	09:24	2.02	2,419.000	-4.13	2,862.000	-443.000	-15.48	-9.75
	S	GlaxoSmithKline	1,211.940	09:24	1.78	1,205.400	0.54	1,366.000	-160.600	-11.76	-19.12
	L	Int Cons Airlines	202.000	09:25	5.24	178.100	13.42	166.500	11.600	6.97	4.54
	L	ITV	114.050	09:55	3.82	110.950	2.79	92.240	18.710	20.28	42.81
		Land Securities	685.900	09:56	3.14	627.600	9.29	690.000	-62.400	-9.04	3.21
	L	Legal & General	266.800	09:55	2.89	265.700	0.41	260.100	5.600	2.15	21.94
	L	Lloyds Bank	39.465	09:55	1.19	38.420	2.72	37.200	1.220	3.28	20.98
	L	Man Group	154.300	09:55	2.94	143.600	7.45	117.900	25.700	21.80	11.95
	L	Marks & Spencer	146.550	09:55	3.28	139.350	5.17	135.050	4.300	3.18	26.57
		Melrose	170.500	09:55	2.77	169.450	0.62	160.850	8.600	5.35	37.26
		National Grid	817.800	09:55	1.41	826.400	-1.04	919.000	-92.600	-10.08	-8.28
	L	NatWest	185.150	09:55	0.52	182.700	1.34	158.100	24.600	15.56	44.73
	L	Next	7,732.000	09:55	2.28	7,650.000	1.07	6,676.000	974.000	14.59	36.39
	S	Reckitt Benckiser	6,038.000	09:56	0.63	5,854.000	3.14	6,550.000	-696.000	-10.63	-13.83
		RSA Insurance	676.000	09:55	0.09	675.400	0.09	676.000	-0.600	-0.09	43.59
		instrument	freshest		⇓ Δday	2/22/21	⇓ Δwk	11/23/20	prc diff	⇓ Δ13	⇓∅-RS
		Smiths Group	1,502.000	09:56	2.60	1,478.500	1.59	1,548.000	-69.500	-4.49	8.48
	L	Standard Life Aberdn	317.100	09:55	2.03	326.200	-2.79	269.300	56.900	21.13	30.33
	L	Tate & Lyle	738.200	09:55	1.54	740.800	-0.35	641.200	99.600	15.53	11.47
		Tesco	226.185	09:56	0.62	223.100	1.38	294.750	-71.650	-24.31	-22.08
	L	Vodafone	124.120	09:56	1.72	130.420	-4.83	123.180	7.240	5.88	9.06
	L	WPP Group	871.600	09:55	2.08	861.600	1.16	734.400	127.200	17.32	32.21
FT 30 - 30 out of 30 instruments rated - 2/22/21 / 11/23/20 - 20 did rise, Market-Ratio(13) = 66.67 %
Stock Exchange Currency: GBP £ Pound sterling

Technical Chart

	FT 30 RS = 13 - B/S = 66/66

1/02/17	scale up chart	2/22/21

Transactions FT 30 Index * L13 - 66 ex 13 (2)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/15/06	133		BAE Systems	50	1,293	3.865	4.023	0.158	4	10,204	12
					Marks & Spencer	50	1,006	4.970	5.960	0.990	20	11,200	65
5/15/06		8/21/06	98		- cash -
	8/21/06	3/19/07	210		Man Group	50	1,338	4.183	5.370	1.188	28	12,788	54
		1/22/07	154		Tate & Lyle	50	798	7.020	7.200	0.180	3	12,932	6
	1/22/07	3/19/07	56		Burberry Group	50	882	6.515	6.365	-0.150	-2	12,800	-14
3/19/07		4/02/07	14		- cash -
	4/02/07	5/14/07	42		Compass Group	50	1,837	3.483	3.580	0.098	3	12,979	27
					Next	50	280	22.800	23.930	1.130	5	13,295	52
5/14/07		6/04/07	21		- cash -
	6/04/07	6/11/07	7		Vodafone	50	4,111	1.617	1.579	-0.038	-2	13,139	-71
					Compass Group	50	1,769	3.758	3.655	-0.103	-3	12,958	-76
6/11/07		6/18/07	7		- cash -
	6/18/07	6/25/07	7		Compass Group	50	1,755	3.690	3.575	-0.115	-3	12,756	-81
					Man Group	50	1,043	6.210	6.185	-0.025	0	12,730	-19
6/25/07		10/29/07	126		- cash -
	10/29/07	11/05/07	7		BAT	50	350	18.160	17.840	-0.320	-2	12,618	-60
					Vodafone	50	3,285	1.940	1.882	-0.058	-3	12,427	-79
11/05/07		4/21/08	168		- cash -
	4/21/08	4/28/08	7		BAT	50	311	19.930	19.600	-0.330	-2	12,325	-58
					Man Group	50	1,081	5.760	5.785	0.025	0	12,352	25
4/28/08		5/12/08	14		- cash -
	5/12/08	5/19/08	7		BAT	50	308	20.000	19.670	-0.330	-2	12,250	-58
					Reckitt Benckiser	50	206	29.970	29.990	0.020	0	12,254	4
5/19/08		1/26/09	252		- cash -
	1/26/09	2/02/09	7		GlaxoSmithKline	50	483	12.680	12.300	-0.380	-3	12,071	-80
					Experian	50	1,524	4.020	4.315	0.295	7	12,520	3,915
2/02/09		5/25/09	112		- cash -
	5/25/09	7/13/09	49		Next	50	423	14.770	16.100	1.330	9	13,083	90
					Burberry Group	50	1,691	3.708	4.150	0.443	12	13,831	132
7/13/09		7/20/09	7		- cash -
	7/20/09	8/17/09	28		Next	50	420	16.440	16.210	-0.230	-1	13,735	-17
					Burberry Group	50	1,623	4.265	4.588	0.323	8	14,259	159
8/17/09		8/24/09	7		- cash -
	8/24/09	1/18/10	147		Burberry Group	50	1,469	4.851	5.995	1.144	24	15,939	69
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Melrose	50	28,903	0.247	0.304	0.057	23	17,597	68
1/18/10		2/01/10	14		- cash -
	2/01/10	2/08/10	7		Burberry Group	50	1,407	6.250	5.905	-0.345	-6	17,111	-95
					ITV	50	15,622	0.564	0.513	-0.051	-9	16,323	-99
2/08/10		3/15/10	35		- cash -
	3/15/10	5/10/10	56		Burberry Group	50	1,187	6.870	6.970	0.100	1	16,441	10
					Melrose	50	22,076	0.370	0.399	0.029	8	17,078	63
5/10/10		8/23/10	105		- cash -
	8/23/10	8/30/10	7		Legal & General	50	8,941	0.955	0.927	-0.029	-3	16,823	-79
					Burberry Group	50	1,019	8.375	8.500	0.125	1	16,951	117
8/30/10		9/06/10	7		- cash -
	9/06/10	12/20/10	105		Burberry Group	50	970	8.730	11.320	2.590	30	19,463	147
					Melrose	50	18,145	0.467	0.531	0.064	14	20,620	56
12/20/10		12/27/10	7		- cash -
	12/27/10	1/10/11	14		Burberry Group	50	898	11.470	11.190	-0.280	-2	20,369	-47
					Melrose	50	19,126	0.540	0.562	0.022	4	20,794	187
1/10/11		2/21/11	42		- cash -
	2/21/11	3/07/11	14		Burberry Group	50	883	11.770	12.000	0.230	2	20,997	66
					ITV	50	12,316	0.845	0.917	0.072	9	21,884	744
3/07/11		7/04/11	119		- cash -
	7/04/11	7/18/11	14		Land Securities	50	1,242	8.805	8.660	-0.145	-2	21,704	-35
					Burberry Group	50	737	14.840	15.380	0.540	4	22,102	154
7/18/11		11/07/11	112		- cash -
	11/07/11	11/14/11	7		Next	50	400	27.560	28.010	0.450	2	22,282	133
					Tate & Lyle	50	1,631	6.790	6.715	-0.075	-1	22,160	-44
11/14/11		12/05/11	21		- cash -
	12/05/11	12/12/11	7		BAT	50	377	29.330	30.000	0.670	2	22,412	225
					Next	50	417	26.600	26.000	-0.600	-2	22,162	-70
12/12/11		1/02/12	21		- cash -
	1/02/12	1/09/12	7		Next	50	404	27.410	25.730	-1.680	-6	21,483	-96
					Tate & Lyle	50	1,538	7.205	7.065	-0.140	-2	21,268	-64
1/09/12		1/23/12	14		- cash -
	1/23/12	1/30/12	7		Experian	50	1,199	8.865	8.585	-0.280	-3	20,932	-81
					Next	50	406	26.140	26.250	0.110	0	20,977	24
1/30/12		2/06/12	7		- cash -
	2/06/12	4/23/12	77		Diageo	50	711	14.740	15.570	0.830	6	21,567	30
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Next	50	379	27.680	29.990	2.310	8	22,443	46
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		Experian	50	1,153	9.725	9.475	-0.250	-3	22,154	-74
					ITV	50	13,416	0.837	0.808	-0.030	-4	21,758	-85
5/07/12		8/06/12	91		- cash -
	8/06/12	10/29/12	84		Diageo	50	640	16.990	17.800	0.810	5	22,277	22
					Next	50	310	35.100	35.970	0.870	2	22,547	11
10/29/12		11/05/12	7		- cash -
	11/05/12	11/12/12	7		Lloyds Bank	50	26,308	0.429	0.451	0.023	5	23,148	1,401
					Standard Life Aberdn	50	3,783	2.980	3.031	0.051	2	23,341	142
11/12/12		11/26/12	14		- cash -
	11/26/12	6/10/13	196		Lloyds Bank	50	25,876	0.451	0.616	0.165	36	27,600	78
					Standard Life Aberdn	50	3,812	3.061	3.731	0.670	22	30,154	45
6/10/13		7/08/13	28		- cash -
	7/08/13	8/12/13	35		Lloyds Bank	50	22,469	0.671	0.755	0.084	13	32,039	242
					ITV	50	9,867	1.528	1.655	0.127	8	33,292	130
8/12/13		9/16/13	35		- cash -
	9/16/13	10/07/13	21		Lloyds Bank	50	21,517	0.774	0.743	-0.030	-4	32,640	-50
					ITV	50	9,141	1.821	1.818	-0.003	0	32,613	-3
10/07/13		10/28/13	21		- cash -
	10/28/13	12/02/13	35		Int Cons Airlines	50	4,718	3.456	3.676	0.220	6	33,651	90
					ITV	50	8,497	1.919	1.894	-0.025	-1	33,438	-13
12/02/13		12/30/13	28		- cash -
	12/30/13	1/27/14	28		Int Cons Airlines	50	4,190	3.990	4.006	0.016	0	33,505	5
					ITV	50	8,726	1.916	1.925	0.009	0	33,584	6
1/27/14		2/24/14	28		- cash -
	2/24/14	3/03/14	7		Int Cons Airlines	50	3,769	4.455	4.228	-0.227	-5	32,728	-93
					Ass Brit Foods	50	575	29.200	29.700	0.500	2	33,016	142
3/03/14		6/09/14	98		- cash -
	6/09/14	6/16/14	7		Int Cons Airlines	50	3,922	4.209	3.782	-0.427	-10	31,341	-100
					Ass Brit Foods	50	540	30.570	29.970	-0.600	-2	31,017	-64
6/16/14		7/07/14	21		- cash -
	7/07/14	7/21/14	14		Ass Brit Foods	50	496	31.250	28.080	-3.170	-10	29,445	-94
					Man Group	50	13,707	1.132	1.187	0.055	5	30,199	244
7/21/14		9/22/14	63		- cash -
	9/22/14	9/29/14	7		Man Group	50	12,376	1.220	1.201	-0.019	-2	29,964	-56
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Standard Life Aberdn	50	3,592	4.203	4.158	-0.045	-1	29,802	-43
9/29/14		11/10/14	42		- cash -
	11/10/14	12/15/14	35		NatWest	50	3,936	3.785	3.637	-0.148	-4	29,219	-34
					Man Group	50	11,139	1.338	1.408	0.070	5	29,999	70
12/15/14		12/29/14	14		- cash -
	12/29/14	4/27/15	119		Int Cons Airlines	50	3,179	4.717	5.845	1.128	24	33,585	93
					Man Group	50	9,490	1.581	2.111	0.530	34	38,615	143
4/27/15		11/23/15	210		- cash -
	11/23/15	12/14/15	21		BT Group	50	3,934	4.907	4.569	-0.339	-7	37,283	-71
					Ass Brit Foods	50	556	34.700	33.480	-1.220	-4	36,605	-46
12/14/15		12/28/15	14		- cash -
	12/28/15	1/04/16	7		Int Cons Airlines	50	3,035	6.030	5.960	-0.070	-1	36,392	-46
					ITV	50	6,655	2.750	2.698	-0.052	-2	36,046	-63
1/04/16		4/11/16	98		- cash -
	4/11/16	5/02/16	21		BAT	50	429	41.935	41.708	-0.227	-1	35,949	-9
					Melrose	50	27,495	0.657	0.709	0.053	8	37,400	283
5/02/16		5/09/16	7		- cash -
	5/09/16	5/23/16	14		BAT	50	443	42.135	41.100	-1.035	-2	36,942	-48
					Melrose	50	26,032	0.720	0.737	0.017	2	37,383	84
5/23/16		5/30/16	7		- cash -
	5/30/16	6/06/16	7		3i Group	50	3,374	5.540	5.499	-0.041	-1	37,246	-32
					Melrose	50	25,805	0.724	0.735	0.010	1	37,509	107
6/06/16		8/22/16	77		- cash -
	8/22/16	8/29/16	7		3i Group	50	3,005	6.240	6.131	-0.109	-2	37,181	-60
					Melrose	50	13,162	1.425	1.463	0.038	3	37,674	287
8/29/16		9/05/16	7		- cash -
	9/05/16	9/19/16	14		3i Group	50	2,941	6.405	6.405	0.000	0	37,674	0
					Melrose	50	11,700	1.610	1.675	0.065	4	38,435	181
9/19/16		9/26/16	7		- cash -
	9/26/16	10/10/16	14		3i Group	50	3,005	6.395	6.725	0.330	5	39,426	271
					Melrose	50	11,222	1.713	1.830	0.118	7	40,745	464
10/10/16		12/26/16	77		- cash -
	12/26/16	1/02/17	7		3i Group	50	2,931	6.950	7.040	0.090	1	41,009	96
					Melrose	50	10,515	1.938	1.980	0.043	2	41,456	210
1/02/17		1/16/17	14		- cash -
	1/16/17	1/23/17	7		3i Group	50	2,866	7.231	7.035	-0.197	-3	40,891	-76
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Melrose	50	10,262	2.020	1.970	-0.050	-2	40,378	-73
1/23/17		2/20/17	28		- cash -
	2/20/17	7/03/17	133		NatWest	50	7,798	2.589	2.555	-0.034	-1	40,113	-4
					Melrose	50	9,456	2.135	2.405	0.270	13	42,666	39
7/03/17		5/14/18	315		- cash -
	5/14/18	7/16/18	63		Tesco	50	6,851	3.114	3.228	0.114	4	43,447	23
					Next	50	380	56.020	60.400	4.380	8	45,112	55
7/16/18		2/18/19	217		- cash -
	2/18/19	2/25/19	7		Diageo	50	740	30.440	29.995	-0.445	-1	44,782	-54
					Experian	50	1,112	20.310	20.570	0.260	1	45,071	94
2/25/19		3/11/19	14		- cash -
	3/11/19	5/13/19	63		Experian	50	1,127	19.990	21.740	1.750	9	47,044	63
					Legal & General	50	7,887	2.858	2.674	-0.184	-6	45,592	-32
5/13/19		11/11/19	182		- cash -
	11/11/19	12/02/19	21		Next	50	345	65.940	66.700	0.760	1	45,855	22
					Melrose	50	10,206	2.238	2.311	0.073	3	46,600	75
12/02/19		12/16/19	14		- cash -
	12/16/19	2/03/20	49		Next	50	317	73.400	69.780	-3.620	-5	45,452	-31
					Melrose	50	9,721	2.400	2.382	-0.018	-1	45,277	-5
2/03/20		2/17/20	14		- cash -
	2/17/20	2/24/20	7		Int Cons Airlines	50	3,537	6.400	5.660	-0.740	-12	42,660	-100
					Melrose	50	9,355	2.420	2.262	-0.158	-7	41,182	-97
2/24/20		6/15/20	112		- cash -
	6/15/20	7/13/20	28		Reckitt Benckiser	50	296	69.500	76.800	7.300	11	43,342	268
					Experian	50	753	27.360	28.210	0.850	3	43,983	49
7/13/20		8/24/20	42		- cash -
	8/24/20	8/31/20	7		Reckitt Benckiser	50	288	76.180	75.100	-1.080	-1	43,671	-53
					Experian	50	779	28.280	27.900	-0.380	-1	43,375	-51
8/31/20		11/16/20	77		- cash -
	11/16/20	3/01/21	105		Next	50	317	68.340	77.320	8.980	13	46,222	54
					Melrose	50	13,468	1.612	1.705	0.093	6	47,475	22
accum	1/02/06	3/01/21	2177	days out of 5537 invested (39%)						375		47,475	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Melrose	long	8/24/09	1/18/10	147	0.25	0.30	0.06	23.24	50	11.62
		3/15/10	5/10/10	56	0.37	0.40	0.03	7.80		3.90
		9/06/10	12/20/10	105	0.47	0.53	0.06	13.64		6.82
		12/27/10	1/10/11	14	0.54	0.56	0.02	4.12		2.06
		4/11/16	5/02/16	21	0.66	0.71	0.05	8.04		4.02
		5/09/16	5/23/16	14	0.72	0.74	0.02	2.36		1.18
		5/30/16	6/06/16	7	0.72	0.73	0.01	1.41		0.70
		8/22/16	8/29/16	7	1.43	1.46	0.04	2.63		1.32
		9/05/16	9/19/16	14	1.61	1.68	0.07	4.04		2.02
		9/26/16	10/10/16	14	1.71	1.83	0.12	6.86		3.43
		12/26/16	1/02/17	7	1.94	1.98	0.04	2.19		1.10
		1/16/17	1/23/17	7	2.02	1.97	-0.05	-2.48		-1.24
		2/20/17	7/03/17	133	2.14	2.41	0.27	12.65		6.32
		11/11/19	12/02/19	21	2.24	2.31	0.07	3.26		1.63
		12/16/19	2/03/20	49	2.40	2.38	-0.02	-0.75		-0.37
		2/17/20	2/24/20	7	2.42	2.26	-0.16	-6.53		-3.26
		11/16/20	3/01/21	105	1.61	1.71	0.09	5.77		2.88	53.25
Burberry Group		1/22/07	3/19/07	56	6.52	6.37	-0.15	-2.30		-1.15
		5/25/09	7/13/09	49	3.71	4.15	0.44	11.94		5.97
		7/20/09	8/17/09	28	4.27	4.59	0.32	7.57		3.79
		8/24/09	1/18/10	147	4.85	6.00	1.14	23.58		11.79
		2/01/10	2/08/10	7	6.25	5.91	-0.35	-5.52		-2.76
		3/15/10	5/10/10	56	6.87	6.97	0.10	1.46		0.73
		8/23/10	8/30/10	7	8.38	8.50	0.13	1.49		0.75
		9/06/10	12/20/10	105	8.73	11.32	2.59	29.67		14.83
		12/27/10	1/10/11	14	11.47	11.19	-0.28	-2.44		-1.22
		2/21/11	3/07/11	14	11.77	12.00	0.23	1.95		0.98
		7/04/11	7/18/11	14	14.84	15.38	0.54	3.64		1.82	39.86
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Man Group		8/21/06	3/19/07	210	4.18	5.37	1.19	28.39		14.20
		6/18/07	6/25/07	7	6.21	6.19	-0.02	-0.40		-0.20
		4/21/08	4/28/08	7	5.76	5.79	0.03	0.43		0.22
		7/07/14	7/21/14	14	1.13	1.19	0.05	4.86		2.43
		9/22/14	9/29/14	7	1.22	1.20	-0.02	-1.56		-0.78
		11/10/14	12/15/14	35	1.34	1.41	0.07	5.23		2.62
		12/29/14	4/27/15	119	1.58	2.11	0.53	33.52		16.76	39.08
Lloyds Bank		11/05/12	11/12/12	7	0.43	0.45	0.02	5.33		2.67
		11/26/12	6/10/13	196	0.45	0.62	0.16	36.50		18.25
		7/08/13	8/12/13	35	0.67	0.75	0.08	12.50		6.25
		9/16/13	10/07/13	21	0.77	0.74	-0.03	-3.92		-1.96	26.46
Next		4/02/07	5/14/07	42	22.80	23.93	1.13	4.96		2.48
		5/25/09	7/13/09	49	14.77	16.10	1.33	9.00		4.50
		7/20/09	8/17/09	28	16.44	16.21	-0.23	-1.40		-0.70
		11/07/11	11/14/11	7	27.56	28.01	0.45	1.63		0.82
		12/05/11	12/12/11	7	26.60	26.00	-0.60	-2.26		-1.13
		1/02/12	1/09/12	7	27.41	25.73	-1.68	-6.13		-3.06
		1/23/12	1/30/12	7	26.14	26.25	0.11	0.42		0.21
		2/06/12	4/23/12	77	27.68	29.99	2.31	8.35		4.17
		8/06/12	10/29/12	84	35.10	35.97	0.87	2.48		1.24
		5/14/18	7/16/18	63	56.02	60.40	4.38	7.82		3.91
		11/11/19	12/02/19	21	65.94	66.70	0.76	1.15		0.58
		12/16/19	2/03/20	49	73.40	69.78	-3.62	-4.93		-2.47
		11/16/20	3/01/21	105	68.34	77.32	8.98	13.14		6.57	17.97
Standard Life Aberdn		11/05/12	11/12/12	7	2.98	3.03	0.05	1.71		0.86
		11/26/12	6/10/13	196	3.06	3.73	0.67	21.89		10.94
		9/22/14	9/29/14	7	4.20	4.16	-0.04	-1.07		-0.54	11.29
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Marks & Spencer		1/02/06	5/15/06	133	4.97	5.96	0.99	19.92		9.96	9.96
Experian		1/26/09	2/02/09	7	4.02	4.32	0.30	7.34		3.67
		1/23/12	1/30/12	7	8.87	8.59	-0.28	-3.16		-1.58
		4/30/12	5/07/12	7	9.73	9.48	-0.25	-2.57		-1.29
		2/18/19	2/25/19	7	20.31	20.57	0.26	1.28		0.64
		3/11/19	5/13/19	63	19.99	21.74	1.75	8.75		4.38
		6/15/20	7/13/20	28	27.36	28.21	0.85	3.11		1.55
		8/24/20	8/31/20	7	28.28	27.90	-0.38	-1.34		-0.67	6.72
Reckitt Benckiser		5/12/08	5/19/08	7	29.97	29.99	0.02	0.07		0.03
		6/15/20	7/13/20	28	69.50	76.80	7.30	10.50		5.25
		8/24/20	8/31/20	7	76.18	75.10	-1.08	-1.42		-0.71	4.54
Diageo		2/06/12	4/23/12	77	14.74	15.57	0.83	5.63		2.82
		8/06/12	10/29/12	84	16.99	17.80	0.81	4.77		2.38
		2/18/19	2/25/19	7	30.44	30.00	-0.45	-1.46		-0.73	4.50
BAE Systems		1/02/06	5/15/06	133	3.87	4.02	0.16	4.08		2.04	2.04
Tesco		5/14/18	7/16/18	63	3.11	3.23	0.11	3.66		1.83	1.83
3i Group		5/30/16	6/06/16	7	5.54	5.50	-0.04	-0.73		-0.37
		8/22/16	8/29/16	7	6.24	6.13	-0.11	-1.75		-0.88
		9/05/16	9/19/16	14	6.41	6.41	0.00	0.00		0.00
		9/26/16	10/10/16	14	6.40	6.73	0.33	5.16		2.58
		12/26/16	1/02/17	7	6.95	7.04	0.09	1.29		0.65
		1/16/17	1/23/17	7	7.23	7.03	-0.20	-2.72		-1.36	0.58
ITV		2/01/10	2/08/10	7	0.56	0.51	-0.05	-8.96		-4.48
		2/21/11	3/07/11	14	0.84	0.92	0.07	8.53		4.26
		4/30/12	5/07/12	7	0.84	0.81	-0.03	-3.52		-1.76
		7/08/13	8/12/13	35	1.53	1.66	0.13	8.31		4.16
		9/16/13	10/07/13	21	1.82	1.82	-0.00	-0.16		-0.08
		10/28/13	12/02/13	35	1.92	1.89	-0.02	-1.30		-0.65
		12/30/13	1/27/14	28	1.92	1.93	0.01	0.47		0.23
		12/28/15	1/04/16	7	2.75	2.70	-0.05	-1.89		-0.95	0.43
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Int Cons Airlines		10/28/13	12/02/13	35	3.46	3.68	0.22	6.37		3.18
		12/30/13	1/27/14	28	3.99	4.01	0.02	0.40		0.20
		2/24/14	3/03/14	7	4.46	4.23	-0.23	-5.10		-2.55
		6/09/14	6/16/14	7	4.21	3.78	-0.43	-10.14		-5.07
		12/29/14	4/27/15	119	4.72	5.85	1.13	23.91		11.96
		12/28/15	1/04/16	7	6.03	5.96	-0.07	-1.16		-0.58
		2/17/20	2/24/20	7	6.40	5.66	-0.74	-11.56		-5.78	0.30
Tate & Lyle		8/21/06	1/22/07	154	7.02	7.20	0.18	2.56		1.28
		11/07/11	11/14/11	7	6.79	6.72	-0.08	-1.10		-0.55
		1/02/12	1/09/12	7	7.21	7.07	-0.14	-1.94		-0.97	-0.26
Land Securities		7/04/11	7/18/11	14	8.81	8.66	-0.15	-1.65		-0.82	-0.82
GlaxoSmithKline		1/26/09	2/02/09	7	12.68	12.30	-0.38	-3.00		-1.50	-1.50
Compass Group		4/02/07	5/14/07	42	3.48	3.58	0.10	2.80		1.40
		6/04/07	6/11/07	7	3.76	3.66	-0.10	-2.73		-1.36
		6/18/07	6/25/07	7	3.69	3.58	-0.12	-3.12		-1.56	-1.54
NatWest		11/10/14	12/15/14	35	3.79	3.64	-0.15	-3.91		-1.96
		2/20/17	7/03/17	133	2.59	2.56	-0.03	-1.31		-0.66	-2.60
Vodafone		6/04/07	6/11/07	7	1.62	1.58	-0.04	-2.35		-1.18
		10/29/07	11/05/07	7	1.94	1.88	-0.06	-2.99		-1.49	-2.65
BAT		10/29/07	11/05/07	7	18.16	17.84	-0.32	-1.76		-0.88
		4/21/08	4/28/08	7	19.93	19.60	-0.33	-1.66		-0.83
		5/12/08	5/19/08	7	20.00	19.67	-0.33	-1.65		-0.82
		12/05/11	12/12/11	7	29.33	30.00	0.67	2.28		1.14
		4/11/16	5/02/16	21	41.94	41.71	-0.23	-0.54		-0.27
		5/09/16	5/23/16	14	42.13	41.10	-1.03	-2.46		-1.23	-2.87
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
BT Group		11/23/15	12/14/15	21	4.91	4.57	-0.34	-6.90		-3.45	-3.45
Legal & General		8/23/10	8/30/10	7	0.96	0.93	-0.03	-2.98		-1.49
		3/11/19	5/13/19	63	2.86	2.67	-0.18	-6.44		-3.22	-4.66
Ass Brit Foods		2/24/14	3/03/14	7	29.20	29.70	0.50	1.71		0.86
		6/09/14	6/16/14	7	30.57	29.97	-0.60	-1.96		-0.98
		7/07/14	7/21/14	14	31.25	28.08	-3.17	-10.14		-5.07
		11/23/15	12/14/15	21	34.70	33.48	-1.22	-3.52		-1.76	-6.87

Annotations

2/12/21	Tesco	Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia business
8/14/17	Standard Life	merger with Aberdeen Asset Management completed
11/01/16	Ladbrokes	deletion after merger with Gala Coral
9/19/16	FT 30	Associated British Foods replaces Arm Holdings
9/05/16	Arm Holdings	deletion due to acquisition by Softbank
2/15/16	FT 30	Burberry replaces BG (aquired by Shell)


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