| |
| |
Assessment - Dow Jones Transportation Average - 8/15/22 - RS = 30
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
8/15/22 |
⇓ Δwk |
1/17/22 |
prc diff |
⇓ Δ30 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
DJTA |
15,164.800 |
14:10 |
0.44 |
15,098.500 |
0.44 |
15,905.000 |
-806.500 |
-5.07 |
|
1.05 |
| |  |
 |
 |
 |
L |
 |
C.H. Robinson |
118.190 |
14:09 |
0.25 |
117.890 |
0.25 |
108.290 |
9.600 |
8.87 |
|
18.68 |
| |  |
 |
 |
 |
|
 |
Kirby |
67.060 |
14:09 |
0.52 |
66.710 |
0.52 |
66.930 |
-0.220 |
-0.33 |
|
10.64 |
| |  |
 |
 |
 |
|
 |
Avis Budget |
190.510 |
14:09 |
0.56 |
189.450 |
0.56 |
195.310 |
-5.860 |
-3.00 |
|
10.47 |
| |  |
 |
 |
 |
L |
 |
J.B. Hunt |
196.365 |
14:10 |
1.15 |
194.130 |
1.15 |
202.070 |
-7.940 |
-3.93 |
|
6.34 |
| |  |
 |
 |
 |
L |
 |
Ryder System |
83.315 |
14:07 |
1.22 |
82.310 |
1.22 |
78.980 |
3.330 |
4.22 |
|
5.85 |
| |  |
 |
 |
 |
L |
 |
Old Dominion FL |
312.070 |
14:06 |
-0.07 |
312.290 |
-0.07 |
316.120 |
-3.830 |
-1.21 |
|
5.76 |
| |  |
 |
 |
 |
L |
 |
UPS |
206.370 |
14:20 |
0.24 |
205.880 |
0.24 |
206.540 |
-0.660 |
-0.32 |
|
5.09 |
| |  |
 |
 |
 |
|
 |
Union Pacific |
240.100 |
14:20 |
0.81 |
238.170 |
0.81 |
246.270 |
-8.100 |
-3.29 |
|
2.91 |
| |  |
 |
 |
 |
|
 |
CSX |
34.245 |
14:26 |
0.31 |
34.140 |
0.31 |
36.440 |
-2.300 |
-6.31 |
|
2.13 |
| |  |
 |
 |
 |
L |
 |
FedEx |
236.255 |
14:15 |
1.31 |
233.210 |
1.31 |
256.220 |
-23.010 |
-8.98 |
|
0.95 |
| |  |
 |
 |
 |
|
 |
Matson |
85.340 |
14:09 |
-0.65 |
85.900 |
-0.65 |
87.090 |
-1.190 |
-1.37 |
|
-0.87 |
| |  |
 |
 |
 |
L |
 |
Norfolk Southern |
257.180 |
14:10 |
0.05 |
257.060 |
0.05 |
288.280 |
-31.220 |
-10.83 |
|
-1.11 |
| |  |
 |
 |
 |
L |
 |
Landstar System |
156.730 |
14:10 |
1.36 |
154.620 |
1.36 |
167.260 |
-12.640 |
-7.56 |
|
-2.46 |
| |  |
 |
 |
 |
L |
 |
Expeditors Wash |
108.600 |
14:09 |
0.12 |
108.470 |
0.12 |
121.690 |
-13.220 |
-10.86 |
|
-2.95 |
| |  |
 |
 |
 |
|
 |
Alaska Air Group |
47.955 |
14:09 |
-1.02 |
48.450 |
-1.02 |
55.790 |
-7.340 |
-13.16 |
|
-5.55 |
| |  |
 |
 |
 |
|
 |
Delta Air Lines |
34.775 |
14:10 |
-0.64 |
35.000 |
-0.64 |
40.310 |
-5.310 |
-13.17 |
|
-7.33 |
| |  |
 |
 |
 |
|
 |
United Airlines |
39.610 |
14:28 |
-0.63 |
39.860 |
-0.63 |
46.740 |
-6.880 |
-14.72 |
|
-7.91 |
| |  |
 |
 |
 |
|
 |
Southwest Airlines |
39.530 |
14:10 |
-0.28 |
39.640 |
-0.28 |
45.820 |
-6.180 |
-13.49 |
|
-10.18 |
| |  |
 |
 |
 |
|
 |
American Airlines |
15.225 |
14:21 |
-0.68 |
15.330 |
-0.68 |
18.490 |
-3.160 |
-17.09 |
|
-10.52 |
| |  |
 |
 |
 |
|
 |
JetBlue Airways |
9.015 |
14:10 |
-1.69 |
9.170 |
-1.69 |
14.850 |
-5.680 |
-38.25 |
|
-25.82 |
DJTA - 20 out of 20 instruments rated - 8/15/22 / 1/17/22 - 2 did rise, Market-Ratio(30) = 10.00 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Transportation Average * S30 - 39 ex 3 (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 |
9/25/06 |
266 |
|
- cash - |
short |
9/25/06 |
10/02/06 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
1,026 |
|
9.740 |
9.270 |
10.234 |
0.494 |
5 |
10,507 |
1,218 |
|
10/02/06 |
12/04/06 |
63 |
|
- cash - |
|
12/04/06 |
12/18/06 |
14 |
 |
 |
 |
Old Dominion FL |
100 |
1,298 |
|
8.092 |
7.381 |
8.872 |
0.780 |
10 |
11,519 |
1,001 |
|
12/18/06 |
1/29/07 |
42 |
|
- cash - |
|
1/29/07 |
2/05/07 |
7 |
 |
 |
 |
Landstar System |
100 |
292 |
|
39.370 |
44.830 |
33.910 |
-5.460 |
-14 |
9,924 |
-100 |
|
2/05/07 |
9/10/07 |
217 |
|
- cash - |
|
9/10/07 |
10/01/07 |
21 |
 |
 |
 |
Alaska Air Group |
100 |
1,720 |
|
5.767 |
5.840 |
5.694 |
-0.073 |
-1 |
9,799 |
-20 |
|
10/01/07 |
11/05/07 |
35 |
|
- cash - |
|
11/05/07 |
2/25/08 |
112 |
 |
 |
 |
American Airlines |
100 |
389 |
|
25.150 |
13.700 |
46.170 |
21.020 |
84 |
17,975 |
624 |
|
2/25/08 |
3/10/08 |
14 |
|
- cash - |
|
3/10/08 |
3/17/08 |
7 |
 |
 |
 |
American Airlines |
100 |
1,746 |
|
10.290 |
7.450 |
14.213 |
3.923 |
38 |
24,824 |
> 999,999 |
|
3/17/08 |
7/07/08 |
112 |
|
- cash - |
|
7/07/08 |
7/14/08 |
7 |
 |
 |
 |
United Airlines |
100 |
5,924 |
|
4.190 |
3.430 |
5.118 |
0.928 |
22 |
30,324 |
> 999,999 |
|
7/14/08 |
9/29/08 |
77 |
|
- cash - |
|
9/29/08 |
4/20/09 |
203 |
 |
 |
 |
Avis Budget |
100 |
4,971 |
|
6.100 |
1.930 |
19.280 |
13.180 |
216 |
95,841 |
692 |
|
|
4/20/09 |
5/25/09 |
35 |
 |
 |
 |
Ryder System |
100 |
4,023 |
|
23.820 |
26.850 |
20.790 |
-3.030 |
-13 |
83,651 |
-76 |
|
5/25/09 |
6/01/09 |
7 |
|
- cash - |
|
6/01/09 |
6/29/09 |
28 |
 |
 |
 |
United Airlines |
100 |
16,831 |
|
4.970 |
3.470 |
7.118 |
2.148 |
43 |
119,811 |
10,712 |
|
6/29/09 |
7/06/09 |
7 |
|
- cash - |
|
7/06/09 |
7/13/09 |
7 |
 |
 |
 |
United Airlines |
100 |
35,871 |
|
3.340 |
3.310 |
3.370 |
0.030 |
1 |
120,898 |
60 |
|
7/13/09 |
7/20/09 |
7 |
|
- cash - |
|
7/20/09 |
7/27/09 |
7 |
 |
 |
 |
American Airlines |
100 |
56,759 |
|
2.130 |
2.800 |
1.460 |
-0.670 |
-31 |
82,869 |
-100 |
|
7/27/09 |
8/08/11 |
742 |
|
- cash - |
|
8/08/11 |
9/26/11 |
49 |
 |
 |
 |
American Airlines |
100 |
16,673 |
|
4.970 |
6.430 |
3.510 |
-1.460 |
-29 |
58,527 |
-93 |
|
|
9/26/11 |
10/10/11 |
14 |
 |
 |
 |
Avis Budget |
100 |
5,469 |
|
10.700 |
11.220 |
10.180 |
-0.520 |
-5 |
55,683 |
-73 |
|
|
10/10/11 |
12/19/11 |
70 |
 |
 |
 |
American Airlines |
100 |
10,447 |
|
5.330 |
5.830 |
4.830 |
-0.500 |
-9 |
50,459 |
-40 |
|
|
12/19/11 |
1/02/12 |
14 |
 |
 |
 |
Avis Budget |
100 |
4,851 |
|
10.400 |
11.150 |
9.650 |
-0.750 |
-7 |
46,821 |
-86 |
|
1/02/12 |
8/27/12 |
238 |
|
- cash - |
|
8/27/12 |
9/03/12 |
7 |
 |
 |
 |
C.H. Robinson |
100 |
828 |
|
56.530 |
56.630 |
56.430 |
-0.100 |
0 |
46,738 |
-9 |
|
|
9/03/12 |
10/08/12 |
35 |
 |
 |
 |
Ryder System |
100 |
1,168 |
|
40.010 |
42.120 |
37.900 |
-2.110 |
-5 |
44,274 |
-43 |
|
10/08/12 |
6/08/15 |
973 |
|
- cash - |
|
6/08/15 |
8/03/15 |
56 |
 |
 |
 |
Kirby |
100 |
578 |
|
76.580 |
71.400 |
82.136 |
5.556 |
7 |
47,485 |
58 |
|
8/03/15 |
8/24/15 |
21 |
|
- cash - |
|
8/24/15 |
11/02/15 |
70 |
 |
 |
 |
Norfolk Southern |
100 |
635 |
|
74.740 |
80.380 |
69.100 |
-5.640 |
-8 |
43,904 |
-34 |
|
11/02/15 |
11/09/15 |
7 |
|
- cash - |
|
11/09/15 |
11/30/15 |
21 |
 |
 |
 |
Ryder System |
100 |
620 |
|
70.750 |
65.960 |
75.888 |
5.138 |
7 |
47,089 |
238 |
|
11/30/15 |
12/07/15 |
7 |
|
- cash - |
|
12/07/15 |
2/22/16 |
77 |
 |
 |
 |
Ryder System |
100 |
794 |
|
59.280 |
58.520 |
60.050 |
0.770 |
1 |
47,700 |
6 |
|
2/22/16 |
2/29/16 |
7 |
|
- cash - |
|
2/29/16 |
3/21/16 |
21 |
 |
 |
 |
Avis Budget |
100 |
1,860 |
|
25.640 |
29.000 |
22.280 |
-3.360 |
-13 |
41,451 |
-91 |
|
3/21/16 |
4/11/16 |
21 |
|
- cash - |
|
4/11/16 |
4/18/16 |
7 |
 |
 |
 |
Avis Budget |
100 |
1,826 |
|
22.690 |
23.320 |
22.060 |
-0.630 |
-3 |
40,300 |
-77 |
|
4/18/16 |
5/09/16 |
21 |
|
- cash - |
|
5/09/16 |
5/30/16 |
21 |
 |
 |
 |
Avis Budget |
100 |
1,562 |
|
25.800 |
28.790 |
22.810 |
-2.990 |
-12 |
35,630 |
-88 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | |
5/30/16 |
6/20/16 |
21 |
 |
 |
 |
American Airlines |
100 |
1,125 |
|
31.650 |
29.710 |
33.717 |
2.067 |
7 |
37,955 |
200 |
|
6/20/16 |
6/27/16 |
7 |
|
- cash - |
|
6/27/16 |
7/04/16 |
7 |
 |
 |
 |
American Airlines |
100 |
1,498 |
|
25.325 |
29.330 |
21.320 |
-4.005 |
-16 |
31,956 |
-100 |
|
7/04/16 |
8/14/17 |
406 |
|
- cash - |
|
8/14/17 |
8/28/17 |
14 |
 |
 |
 |
Matson |
100 |
1,059 |
|
30.150 |
24.230 |
37.516 |
7.366 |
24 |
39,757 |
29,758 |
|
8/28/17 |
12/17/18 |
476 |
|
- cash - |
|
12/17/18 |
2/11/19 |
56 |
 |
 |
 |
Avis Budget |
100 |
1,577 |
|
25.210 |
28.690 |
21.730 |
-3.480 |
-14 |
34,269 |
-62 |
|
2/11/19 |
2/18/19 |
7 |
|
- cash - |
|
2/18/19 |
2/25/19 |
7 |
 |
 |
 |
FedEx |
100 |
191 |
|
179.300 |
181.070 |
177.530 |
-1.770 |
-1 |
33,931 |
-40 |
|
2/25/19 |
3/04/19 |
7 |
|
- cash - |
|
3/04/19 |
3/11/19 |
7 |
 |
 |
 |
FedEx |
100 |
187 |
|
181.140 |
181.140 |
181.140 |
0.000 |
0 |
33,931 |
0 |
|
3/11/19 |
3/18/19 |
7 |
|
- cash - |
|
3/18/19 |
4/22/19 |
35 |
 |
 |
 |
FedEx |
100 |
187 |
|
181.140 |
195.980 |
166.300 |
-14.840 |
-8 |
31,155 |
-59 |
|
4/22/19 |
4/29/19 |
7 |
|
- cash - |
|
4/29/19 |
5/06/19 |
7 |
 |
 |
 |
J.B. Hunt |
100 |
325 |
|
95.610 |
96.670 |
94.550 |
-1.060 |
-1 |
30,811 |
-44 |
|
5/06/19 |
6/03/19 |
28 |
|
- cash - |
|
6/03/19 |
6/17/19 |
14 |
 |
 |
 |
FedEx |
100 |
202 |
|
152.340 |
163.720 |
140.960 |
-11.380 |
-7 |
28,512 |
-87 |
|
6/17/19 |
6/24/19 |
7 |
|
- cash - |
|
6/24/19 |
7/08/19 |
14 |
 |
 |
 |
FedEx |
100 |
177 |
|
160.900 |
160.820 |
160.980 |
0.080 |
0 |
28,526 |
1 |
|
7/08/19 |
12/02/19 |
147 |
|
- cash - |
|
12/02/19 |
12/09/19 |
7 |
 |
 |
 |
American Airlines |
100 |
1,015 |
|
28.080 |
27.490 |
28.683 |
0.603 |
2 |
29,138 |
203 |
|
12/09/19 |
2/24/20 |
77 |
|
- cash - |
|
2/24/20 |
3/16/20 |
21 |
 |
 |
 |
Ryder System |
100 |
726 |
|
40.120 |
27.180 |
59.221 |
19.101 |
48 |
43,005 |
86,859 |
|
|
3/16/20 |
8/10/20 |
147 |
 |
 |
 |
United Airlines |
100 |
1,212 |
|
35.470 |
37.540 |
33.400 |
-2.070 |
-6 |
40,496 |
-14 |
|
8/10/20 |
9/20/21 |
406 |
|
- cash - |
|
9/20/21 |
9/27/21 |
7 |
 |
 |
 |
FedEx |
100 |
161 |
|
250.800 |
226.510 |
277.695 |
26.895 |
11 |
44,826 |
20,168 |
|
9/27/21 |
10/04/21 |
7 |
|
- cash - |
|
10/04/21 |
10/11/21 |
7 |
 |
 |
 |
FedEx |
100 |
205 |
|
217.870 |
219.820 |
215.920 |
-1.950 |
-1 |
44,427 |
-37 |
|
10/11/21 |
12/06/21 |
56 |
|
- cash - |
|
12/06/21 |
12/13/21 |
7 |
 |
 |
 |
Alaska Air Group |
100 |
877 |
|
50.620 |
50.300 |
50.942 |
0.322 |
1 |
44,709 |
39 |
|
12/13/21 |
4/11/22 |
119 |
|
- cash - |
|
4/11/22 |
4/18/22 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
3,716 |
|
12.030 |
12.660 |
11.400 |
-0.630 |
-5 |
42,368 |
-94 |
|
4/18/22 |
5/16/22 |
28 |
|
- cash - |
|
5/16/22 |
8/16/22 |
92 |
 |
 |
 |
JetBlue Airways |
100 |
4,483 |
|
9.450 |
9.015 |
9.906 |
0.456 |
5 |
44,412 |
21 |
|
accum | 9/25/06 |
8/16/22 | 1394 |
days out of 6070 invested (23%) |
344 |
44,412 |
48 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Avis Budget | short | 9/29/08 | 4/20/09 | 203 | 6.10 | 1.93 | 19.28 | 13.18 | 216.06 | | | |
| | 9/26/11 | 10/10/11 | 14 | 10.70 | 11.22 | 10.18 | -0.52 | -4.86 | | | |
| | 12/19/11 | 1/02/12 | 14 | 10.40 | 11.15 | 9.65 | -0.75 | -7.21 | | | |
| | 2/29/16 | 3/21/16 | 21 | 25.64 | 29.00 | 22.28 | -3.36 | -13.10 | | | |
| | 4/11/16 | 4/18/16 | 7 | 22.69 | 23.32 | 22.06 | -0.63 | -2.78 | | | |
| | 5/09/16 | 5/30/16 | 21 | 25.80 | 28.79 | 22.81 | -2.99 | -11.59 | | | |
| | 12/17/18 | 2/11/19 | 56 | 25.21 | 28.69 | 21.73 | -3.48 | -13.80 | | | 79.64 |
United Airlines | | 7/07/08 | 7/14/08 | 7 | 4.19 | 3.43 | 5.12 | 0.93 | 22.16 | | | |
| | 6/01/09 | 6/29/09 | 28 | 4.97 | 3.47 | 7.12 | 2.15 | 43.23 | | | |
| | 7/06/09 | 7/13/09 | 7 | 3.34 | 3.31 | 3.37 | 0.03 | 0.91 | | | |
| | 3/16/20 | 8/10/20 | 147 | 35.47 | 37.54 | 33.40 | -2.07 | -5.84 | | | 66.25 |
Ryder System | | 4/20/09 | 5/25/09 | 35 | 23.82 | 26.85 | 20.79 | -3.03 | -12.72 | | | |
| | 9/03/12 | 10/08/12 | 35 | 40.01 | 42.12 | 37.90 | -2.11 | -5.27 | | | |
| | 11/09/15 | 11/30/15 | 21 | 70.75 | 65.96 | 75.89 | 5.14 | 7.26 | | | |
| | 12/07/15 | 2/22/16 | 77 | 59.28 | 58.52 | 60.05 | 0.77 | 1.30 | | | |
| | 2/24/20 | 3/16/20 | 21 | 40.12 | 27.18 | 59.22 | 19.10 | 47.61 | | | 32.60 |
Matson | | 8/14/17 | 8/28/17 | 14 | 30.15 | 24.23 | 37.52 | 7.37 | 24.43 | | | 24.43 |
Old Dominion FL | | 12/04/06 | 12/18/06 | 14 | 8.09 | 7.38 | 8.87 | 0.78 | 9.64 | | | 9.64 |
Kirby | | 6/08/15 | 8/03/15 | 56 | 76.58 | 71.40 | 82.14 | 5.56 | 7.25 | | | 7.25 |
JetBlue Airways | | 9/25/06 | 10/02/06 | 7 | 9.74 | 9.27 | 10.23 | 0.49 | 5.07 | | | |
| | 4/11/22 | 4/18/22 | 7 | 12.03 | 12.66 | 11.40 | -0.63 | -5.24 | | | |
| | 5/16/22 | 8/16/22 | 92 | 9.45 | 9.02 | 9.91 | 0.46 | 4.83 | | | 4.37 |
American Airlines | | 11/05/07 | 2/25/08 | 112 | 25.15 | 13.70 | 46.17 | 21.02 | 83.58 | | | |
| | 3/10/08 | 3/17/08 | 7 | 10.29 | 7.45 | 14.21 | 3.92 | 38.12 | | | |
| | 7/20/09 | 7/27/09 | 7 | 2.13 | 2.80 | 1.46 | -0.67 | -31.46 | | | |
| | 8/08/11 | 9/26/11 | 49 | 4.97 | 6.43 | 3.51 | -1.46 | -29.38 | | | |
| | 10/10/11 | 12/19/11 | 70 | 5.33 | 5.83 | 4.83 | -0.50 | -9.38 | | | |
| | 5/30/16 | 6/20/16 | 21 | 31.65 | 29.71 | 33.72 | 2.07 | 6.53 | | | |
| | 6/27/16 | 7/04/16 | 7 | 25.33 | 29.33 | 21.32 | -4.01 | -15.81 | | | |
| | 12/02/19 | 12/09/19 | 7 | 28.08 | 27.49 | 28.68 | 0.60 | 2.15 | | | 1.89 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
C.H. Robinson | | 8/27/12 | 9/03/12 | 7 | 56.53 | 56.63 | 56.43 | -0.10 | -0.18 | | | -0.18 |
Alaska Air Group | | 9/10/07 | 10/01/07 | 21 | 5.77 | 5.84 | 5.69 | -0.07 | -1.27 | | | |
| | 12/06/21 | 12/13/21 | 7 | 50.62 | 50.30 | 50.94 | 0.32 | 0.64 | | | -0.64 |
J.B. Hunt | | 4/29/19 | 5/06/19 | 7 | 95.61 | 96.67 | 94.55 | -1.06 | -1.11 | | | -1.11 |
Norfolk Southern | | 8/24/15 | 11/02/15 | 70 | 74.74 | 80.38 | 69.10 | -5.64 | -7.55 | | | -7.55 |
FedEx | | 2/18/19 | 2/25/19 | 7 | 179.30 | 181.07 | 177.53 | -1.77 | -0.99 | | | |
| | 3/04/19 | 3/11/19 | 7 | 181.14 | 181.14 | 181.14 | 0.00 | 0.00 | | | |
| | 3/18/19 | 4/22/19 | 35 | 181.14 | 195.98 | 166.30 | -14.84 | -8.19 | | | |
| | 6/03/19 | 6/17/19 | 14 | 152.34 | 163.72 | 140.96 | -11.38 | -7.47 | | | |
| | 6/24/19 | 7/08/19 | 14 | 160.90 | 160.82 | 160.98 | 0.08 | 0.05 | | | |
| | 9/20/21 | 9/27/21 | 7 | 250.80 | 226.51 | 277.69 | 26.89 | 10.72 | | | |
| | 10/04/21 | 10/11/21 | 7 | 217.87 | 219.82 | 215.92 | -1.95 | -0.90 | | | -7.66 |
Landstar System | | 1/29/07 | 2/05/07 | 7 | 39.37 | 44.83 | 33.91 | -5.46 | -13.87 | | | -13.87 |
Annotations
1/02/22 | DJTA | | | Old Dominion Freight Line replaces Kansas City Southern (acquired by CP) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
10/15/15 | DJTA | | | American Airlines replaces Con-Way |
|
|