RS Chart
Assessment - IPC Mexico in Renminbi yuán - 6/01/20 - RS = 26
 ⇐ 
  instrument freshest Δday 6/01/20 Δwk 12/02/19  prc diff Δ26   ∅-RS
real-time RS chart chart add note IPC 12,143.755  14:23 1.72 11,938.469 1.72 15,308.401 -3,369.932 -22.01   -15.36 
real-time RS chart chart add note Cemex 1.863  14:23 8.26 1.721 8.26 2.541 -0.820 -32.27   -22.46 
real-time RS chart chart L add note Alfa 4.100  14:23 5.22 3.897 5.22 5.607 -1.710 -30.50   -15.86 
real-time RS chart chart S add note Regional 19.734  14:23 4.82 18.827 4.82 38.221 -19.394 -50.74   -36.04 
real-time RS chart chart add note Genomma Lab 6.615  14:23 4.38 6.337 4.38 6.416 -0.079 -1.23   -0.66 
real-time RS chart chart add note Banco Santander MX 5.023  14:22 4.22 4.820 4.22 8.683 -3.864 -44.49   -36.06 
real-time RS chart chart add note Inbursa 5.281  14:23 4.07 5.075 4.07 8.349 -3.274 -39.21   -30.87 
real-time RS chart chart L add note Bimbo 12.174  14:23 3.63 11.748 3.63 12.181 -0.434 -3.56   -2.50 
real-time RS chart chart add note Arca Continental 32.428  14:23 3.38 31.369 3.38 37.033 -5.664 -15.29   -11.90 
real-time RS chart chart S add note Gentera 2.989  14:23 3.35 2.893 3.35 6.661 -3.768 -56.58   -43.71 
real-time RS chart chart add note Banco del Bajio 6.683  14:23 3.19 6.476 3.19 10.951 -4.475 -40.86   -33.53 
real-time RS chart chart add note Carso 16.367  14:23 3.17 15.864 3.17 23.643 -7.779 -32.90   -23.24 
real-time RS chart chart add note Banorte 23.224  14:23 3.15 22.514 3.15 36.087 -13.573 -37.61   -30.18 
real-time RS chart chart add note Bolsa Mexicana 14.266  14:23 2.96 13.856 2.96 15.125 -1.269 -8.39   3.46 
real-time RS chart chart L add note México 16.551  14:23 2.87 16.090 2.87 18.817 -2.727 -14.49   -2.86 
real-time RS chart chart S add note IEnova 21.433  14:23 2.83 20.842 2.83 29.016 -8.174 -28.17   -23.31 
real-time RS chart chart add note Aerop. Sureste 81.998  14:23 2.43 80.055 2.43 117.354 -37.300 -31.78   -21.49 
real-time RS chart chart S add note Coca-Cola FEMSA 31.521  14:23 2.40 30.782 2.40 40.240 -9.458 -23.50   -19.72 
real-time RS chart chart S add note Kimberly-Clark 11.202  14:23 2.39 10.941 2.39 13.819 -2.878 -20.83   -14.84 
real-time RS chart chart add note Aerop. Centro Norte 33.900  14:23 2.30 33.138 2.30 46.066 -12.928 -28.06   -14.86 
real-time RS chart chart add note Alsea 6.331  14:23 2.30 6.189 2.30 19.325 -13.136 -67.98   -44.73 
real-time RS chart chart add note Orbia Advance 10.789  14:23 2.14 10.563 2.14 15.125 -4.562 -30.16   -16.06 
real-time RS chart chart add note Pinfra 56.492  14:21 1.72 55.536 1.72 66.967 -11.431 -17.07   -9.52 
real-time RS chart chart add note Televisa 8.910  14:23 1.58 8.771 1.58 15.035 -6.264 -41.66   -26.34 
real-time RS chart chart L add note Gruma 75.274  14:23 1.08 74.473 1.08 71.253 3.221 4.52   10.66 
  instrument freshest Δday 6/01/20 Δwk 12/02/19  prc diff Δ26   ∅-RS
real-time RS chart chart S add note Liverpool 18.078  14:23 1.08 17.885 1.08 34.471 -16.586 -48.12   -39.86 
real-time RS chart chart L add note Peñoles 71.009  14:23 1.07 70.260 1.07 73.714 -3.454 -4.69   -0.14 
real-time RS chart chart add note America Movil 4.923  14:23 0.86 4.881 0.86 5.301 -0.420 -7.92   -3.42 
real-time RS chart chart add note FEMSA 49.916  14:23 0.82 49.512 0.82 63.433 -13.921 -21.95   -15.61 
real-time RS chart chart L add note Becle 12.610  14:23 0.72 12.519 0.72 12.055 0.464 3.85   13.93 
real-time RS chart chart S add note Elektra 424.783  14:18 0.66 421.997 0.66 497.573 -75.576 -15.19   -10.28 
real-time RS chart chart L add note Megacable 21.784  14:23 0.42 21.694 0.42 26.511 -4.817 -18.17   -14.25 
real-time RS chart chart L add note Alpek 5.014  14:23 0.26 5.001 0.26 7.546 -2.546 -33.73   -12.95 
real-time RS chart chart add note Aerop. Pacifico 51.640  14:23 0.06 51.607 0.06 70.173 -18.566 -26.46   -18.02 
real-time RS chart chart add note Cementos Chihuahua 25.936  Mon -1.31 25.936 36.868 -10.932 -29.65   -18.78 
real-time RS chart chart add note WalMex 18.020  14:24 -1.15 18.230 -1.15 19.501 -1.271 -6.52   -5.70 
 IPC - 35 out of 35 instruments rated - 6/01/20 / 12/02/19 - 2 did rise, Market-Ratio(26) in CNY = 5.71 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 26 - B/S = 60/40
Market Chart
1/04/16 scale up chart 6/01/20
 


Transactions IPC Mexico in Renminbi yuán * 26 - 60/40 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 11/12/07 679    - cash -
short 11/12/07   5/12/08 182  RT RS QC  Alsea 50  595   8.390  8.387 8.393  0.003 0  10,002 0  
          RT RS QC  Cemex 50  261   19.121  19.731 18.512  -0.610 -3  9,843 -6  
100 -2 -3 
long 5/12/08   7/28/08 77  RT RS QC  Elektra 50  21   231.574  256.439    24.865 11  10,365 62  
          RT RS QC  Orbia Advance 50  266   18.699  15.822    -2.877 -15  9,600 -55  
100 -2 -11 
short 7/28/08   4/27/09 273  RT RS QC  Aerop. Pacifico 50  236   20.327  14.274 28.945  8.619 42  11,634 60  
          RT RS QC  México 50  420   11.426  5.439 24.006  12.580 110  16,917 170  
100 76 113 
long 4/27/09   8/08/11 833  RT RS QC  Elektra 50  27   307.739  370.645    62.906 20  18,616 8  
          RT RS QC  Inbursa 50  847   10.156  12.696    2.540 25  20,767 10  
100 23 9 
short 8/08/11   1/30/12 175  RT RS QC  Cemex 50  3,112   3.336  4.251 2.422  -0.915 -27  17,921 -49  
          RT RS QC  Carso 50  718   14.455  18.596 10.314  -4.141 -29  14,948 -51  
100 -28 -50 
long 1/30/12   9/02/13 581  RT RS QC  Elektra 50  13   545.357  200.250    -345.107 -63  10,461 -47  
          RT RS QC  Peñoles 50  25   304.207  193.392    -110.815 -36  7,691 -25  
100 -49 -35 
short 9/02/13  12/09/13 98  RT RS QC  Elektra 50  19   200.250  226.932 173.569  -26.682 -13  7,184 -41  
          RT RS QC  Peñoles 50  20   193.392  153.150 244.209  50.817 26  8,200 138  
100 7 27 
long 12/09/13   2/10/14 63  RT RS QC  Gruma 50  91   45.018  47.295    2.276 5  8,407 33  
          RT RS QC  Pinfra 50  56   72.954  74.121    1.167 2  8,473 10  
100 3 21 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 2/10/14   5/12/14 91  RT RS QC  Bolsa Mexicana 50  384   11.005  13.361 8.649  -2.356 -21  7,568 -62  
          RT RS QC  Banco Santander MX 50  340   12.469  16.294 8.644  -3.825 -31  6,267 -77  
100 -26 -70 
long 5/12/14  12/15/14 217  RT RS QC  Gruma 50  48   64.291  59.763    -4.529 -7  6,050 -12  
          RT RS QC  IEnova 50  91   34.674  30.272    -4.402 -13  5,649 -20  
100 -10 -16 
short 12/15/14   4/20/15 126  RT RS QC  Alpek 50  368   7.656  7.962 7.351  -0.306 -4  5,537 -11  
          RT RS QC  OHL México 50  262   10.776  11.692 9.860  -0.916 -8  5,297 -23  
100 -6 -17 
long 4/20/15   1/11/16 266  RT RS QC  Aerop. Centro Norte 50  84   31.382  29.481    -1.902 -6  5,137 -8  
          RT RS QC  Volaris 50  340   7.825  11.021    3.196 41  6,224 60  
100 17 25 
short 1/11/16   2/22/16 42  RT RS QC  Cemex 50  1,082   2.874  3.544 2.204  -0.670 -23  5,499 -90  
          RT RS QC  Peñoles 50  49   62.765  73.657 51.874  -10.892 -17  4,965 -81  
100 -20 -86 
long 2/22/16  11/21/16 273  RT RS QC  Gruma 50  23   103.732  83.313    -20.419 -20  4,495 -25  
          RT RS QC  Volaris 50  197   13.071  10.564    -2.507 -19  4,001 -25  
100 -19 -25 
short 11/21/16   5/22/17 182  RT RS QC  Alfa 50  249   8.014  9.841 6.188  -1.826 -23  3,547 -40  
          RT RS QC  Lala 50  186   10.753  12.097 9.410  -1.344 -12  3,297 -23  
100 -18 -32 
long 5/22/17   9/25/17 126  RT RS QC  America Movil 50  302   5.446  6.062    0.616 11  3,483 36  
          RT RS QC  Elektra 50  7   235.538  298.236    62.698 27  3,922 98  
100 19 65 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 9/25/17   9/03/18 343  RT RS QC  Alpek 50  300   6.524  10.033 3.015  -3.509 -54  2,869 -56  
          RT RS QC  Volaris 50  252   7.784  4.963 12.208  4.424 57  3,984 61  
100 2 2 
long 9/03/18  10/29/18 56  RT RS QC  Elektra 50  6   325.236  279.541    -45.696 -14  3,710 -63  
          RT RS QC  Aerop. Centro Norte 50  44   45.345  38.425    -6.920 -15  3,405 -66  
100 -15 -64 
short 10/29/18   5/20/19 203  RT RS QC  Cemex 50  496   3.431  3.034 3.881  0.450 13  3,628 25  
          RT RS QC  Genomma Lab 50  386   4.409  6.071 2.747  -1.662 -38  2,986 -57  
100 -12 -21 
long 5/20/19   7/22/19 63  RT RS QC  Elektra 50  3   431.713  462.272    30.559 7  3,078 49  
          RT RS QC  Volaris 50  260   6.499  6.703    0.204 3  3,131 20  
100 5 32 
short 7/22/19  12/16/19 147  RT RS QC  Cemex 50  616   2.541  2.642 2.440  -0.101 -4  3,069 -10  
          RT RS QC  Nemak 50  537   2.913  3.040 2.785  -0.128 -4  3,000 -11  
100 -4 -10 
long 12/16/19   3/09/20 84  RT RS QC  Aerop. Pacifico 50  17   86.556  65.307    -21.249 -25  2,639 -71  
          RT RS QC  Aerop. Centro Norte 50  27   54.678  37.876    -16.802 -31  2,185 -80  
100 -28 -75 
short 3/09/20   6/02/20 85  RT RS QC  Alfa 50  287   3.804  4.100 3.508  -0.296 -8  2,100 -29  
          RT RS QC  Alpek 50  293   3.732  5.014 2.450  -1.282 -34  1,725 -84  
100 -21 -64 
accum11/12/07 6/02/204586 days out of 5265 invested (87%) -83 1,725 -13  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Méxicoshort  7/28/08  4/27/0927311.435.4424.0112.58 110.105055.0555.05 
 Volarislong  4/20/15  1/11/162667.8311.023.20 40.8420.42 
 long  2/22/16 11/21/1627313.0710.56-2.51 -19.18-9.59 
 short  9/25/17  9/03/183437.784.9612.214.42 56.8328.41 
 long  5/20/19  7/22/19636.506.700.20 3.141.5742.00 
 Inbursalong  4/27/09  8/08/1183310.1612.702.54 25.0112.5112.51 
 Aerop. Pacificoshort  7/28/08  4/27/0927320.3314.2728.958.62 42.4021.20 
 long 12/16/19  3/09/208486.5665.31-21.25 -24.55-12.276.32 
 America Movillong  5/22/17  9/25/171265.456.060.62 11.315.655.65 
 Pinfralong 12/09/13  2/10/146372.9574.121.17 1.600.800.80 
 Alseashort 11/12/07  5/12/081828.398.398.390.00 0.040.020.02 
 Nemakshort  7/22/19 12/16/191472.913.042.79-0.13 -4.38-2.19-2.19 
 OHL Méxicoshort 12/15/14  4/20/1512610.7811.699.86-0.92 -8.50-4.25-4.25 
 Lalashort 11/21/16  5/22/1718210.7512.109.41-1.34 -12.50-6.25-6.25 
 IEnovalong  5/12/14 12/15/1421734.6730.27-4.40 -12.70-6.35-6.35 
 Orbia Advancelong  5/12/08  7/28/087718.7015.82-2.88 -15.39-7.69-7.69 
 Bolsa Mexicanashort  2/10/14  5/12/149111.0113.368.65-2.36 -21.41-10.70-10.70 
 Grumalong 12/09/13  2/10/146345.0247.292.28 5.062.53 
 long  5/12/14 12/15/1421764.2959.76-4.53 -7.04-3.52 
 long  2/22/16 11/21/16273103.7383.31-20.42 -19.68-9.84-10.82 
 Carsoshort  8/08/11  1/30/1217514.4618.6010.31-4.14 -28.65-14.32-14.32 
 Alfashort 11/21/16  5/22/171828.019.846.19-1.83 -22.79-11.39 
 short  3/09/20  6/02/20853.804.103.51-0.30 -7.78-3.89-14.84 
 Banco Santander MXshort  2/10/14  5/12/149112.4716.298.64-3.83 -30.68-15.34-15.34 
 Peñoleslong  1/30/12  9/02/13581304.21193.39-110.81 -36.43-18.21 
 short  9/02/13 12/09/1398193.39153.15244.2150.82 26.2813.14 
 short  1/11/16  2/22/164262.7773.6651.87-10.89 -17.35-8.68-15.50 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Genomma Labshort 10/29/18  5/20/192034.416.072.75-1.66 -37.70-18.85-18.85 
 Elektralong  5/12/08  7/28/0877231.57256.4424.87 10.745.37 
 long  4/27/09  8/08/11833307.74370.6462.91 20.4410.22 
 long  1/30/12  9/02/13581545.36200.25-345.11 -63.28-31.64 
 short  9/02/13 12/09/1398200.25226.93173.57-26.68 -13.32-6.66 
 long  5/22/17  9/25/17126235.54298.2462.70 26.6213.31 
 long  9/03/18 10/29/1856325.24279.54-45.70 -14.05-7.02 
 long  5/20/19  7/22/1963431.71462.2730.56 7.083.54-19.17 
 Cemexshort 11/12/07  5/12/0818219.1219.7318.51-0.61 -3.19-1.59 
 short  8/08/11  1/30/121753.344.252.42-0.91 -27.42-13.71 
 short  1/11/16  2/22/16422.873.542.20-0.67 -23.33-11.66 
 short 10/29/18  5/20/192033.433.033.880.45 13.106.55 
 short  7/22/19 12/16/191472.542.642.44-0.10 -3.99-1.99-21.67 
 Aerop. Centro Nortelong  4/20/15  1/11/1626631.3829.48-1.90 -6.06-3.03 
 long  9/03/18 10/29/185645.3538.43-6.92 -15.26-7.63 
 long 12/16/19  3/09/208454.6837.88-16.80 -30.73-15.36-24.19 
 Alpekshort 12/15/14  4/20/151267.667.967.35-0.31 -3.99-2.00 
 short  9/25/17  9/03/183436.5210.033.02-3.51 -53.79-26.89 
 short  3/09/20  6/02/20853.735.012.45-1.28 -34.34-17.17-40.65 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
2/23/17IPCMachine learning processed for all techniques.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join