RS Chart
Assessment - IPC Mexico in Renminbi yuán - 21/10/19 - RS = 26
 ⇐ 
  instrument freshest Δday 21/10/19 Δwk 22/04/19  prc diff Δ26   ∅-RS
real-time RS chart chart L add note IPC 16,062.045  16:27 0.70 16,034.118 0.17 16,161.780 -127.663 -0.79   5.69 
real-time RS chart chart L add note Alsea 18.359  16:27 2.03 17.994 2.03 15.755 2.238 14.21   13.09 
real-time RS chart chart add note Banco Santander MX 10.000  16:27 1.61 9.841 1.61 11.435 -1.595 -13.94   2.65 
real-time RS chart chart L add note Aerop. Centro Norte 47.420  16:27 1.46 46.737 1.46 41.173 5.564 13.51   19.76 
real-time RS chart chart L add note Regional 36.486  16:28 1.32 36.009 1.32 37.084 -1.075 -2.90   6.07 
real-time RS chart chart add note Carso 22.146  16:22 1.20 21.883 1.20 25.595 -3.712 -14.50   -7.57 
real-time RS chart chart L add note Cemex 2.892  16:28 1.16 2.859 1.16 3.259 -0.399 -12.26   -5.42 
real-time RS chart chart L add note Alpek 8.097  16:25 1.15 8.005 1.15 9.081 -1.076 -11.85   -7.51 
real-time RS chart chart L add note Banorte 39.947  16:28 1.07 39.523 1.07 43.861 -4.339 -9.89   6.09 
real-time RS chart chart L add note Genomma Lab 7.111  16:27 1.05 7.037 1.05 5.317 1.720 32.35   36.47 
real-time RS chart chart L add note Becle 11.348  16:27 0.79 11.259 0.79 10.360 0.899 8.68   15.93 
real-time RS chart chart L add note Arca Continental 39.194  16:28 0.69 38.924 0.69 37.950 0.974 2.57   3.51 
real-time RS chart chart L add note Megacable 30.406  16:28 0.61 30.221 0.61 32.586 -2.365 -7.26   -0.61 
real-time RS chart chart L add note Orbia Advance 15.703  16:28 0.54 15.618 0.54 16.436 -0.817 -4.97   0.32 
real-time RS chart chart L add note Liverpool 40.649  16:25 0.52 40.439 0.52 42.875 -2.436 -5.68   -0.76 
real-time RS chart chart L add note WalMex 21.023  16:28 0.35 20.949 0.35 20.100 0.849 4.22   11.19 
real-time RS chart chart add note Kimberly-Clark 14.370  16:28 0.26 14.333 0.26 12.055 2.278 18.89   19.76 
real-time RS chart chart add note Pinfra 66.419  16:27 0.22 66.271 0.22 66.330 -0.059 -0.09   2.07 
real-time RS chart chart L add note Alfa 6.446  16:28 0.11 6.439 0.11 7.169 -0.730 -10.19   -7.32 
real-time RS chart chart L add note America Movil 5.759  16:28 0.06 5.755 0.06 5.278 0.477 9.05   14.94 
real-time RS chart chart S add note FEMSA 65.030  16:27 -0.01 65.034 -0.01 64.328 0.705 1.10   3.05 
real-time RS chart chart L add note Volaris 7.547  16:24 -0.05 7.551 -0.05 6.008 1.543 25.68   36.11 
real-time RS chart chart L add note Gruma 71.794  16:27 -0.10 71.864 -0.10 70.522 1.342 1.90   0.75 
real-time RS chart chart S add note Lala 7.547  16:28 -0.10 7.554 -0.10 9.359 -1.805 -19.28   -2.51 
real-time RS chart chart add note Elektra 511.713  16:27 -0.12 512.319 -0.12 361.009 151.309 41.91   33.21 
  instrument freshest Δday 21/10/19 Δwk 22/04/19  prc diff Δ26   ∅-RS
real-time RS chart chart L add note IEnova 30.642  16:28 -0.14 30.686 -0.14 29.495 1.191 4.04   11.49 
real-time RS chart chart L add note Televisa 15.478  16:28 -0.14 15.500 -0.14 14.146 1.355 9.58   5.47 
real-time RS chart chart L add note Inbursa 8.962  16:28 -0.16 8.977 -0.16 10.217 -1.241 -12.15   -5.34 
real-time RS chart chart S add note Coca-Cola FEMSA 40.690  16:27 -0.21 40.775 -0.21 43.067 -2.292 -5.32   -4.13 
real-time RS chart chart add note Aerop. Pacifico 71.232  16:26 -0.24 71.406 -0.24 69.325 2.081 3.00   13.10 
real-time RS chart chart add note Aerop. Sureste 111.837  16:28 -0.33 112.210 -0.33 108.806 3.404 3.13   3.09 
real-time RS chart chart L add note Peñoles 83.090  16:28 -0.67 83.651 -0.67 80.290 3.361 4.19   -0.43 
real-time RS chart chart add note Bimbo 12.515  16:27 -0.96 12.637 -0.96 14.431 -1.793 -12.43   -6.89 
real-time RS chart chart L add note Nemak 3.310  16:25 -1.43 3.358 -1.43 3.868 -0.510 -13.18   -12.17 
real-time RS chart chart L add note Gentera 6.243  16:28 -1.46 6.335 -1.46 6.831 -0.495 -7.25   12.78 
real-time RS chart chart add note México 17.731  16:28 -1.90 18.075 -1.90 20.887 -2.812 -13.46   9.41 
 IPC - 35 out of 35 instruments rated - 21/10/19 / 22/04/19 - 17 did rise, Market-Ratio(26) in CNY = 48.57 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 26 - B/S = 60/40
Market Chart
5/01/15 scale up chart 21/10/19
 


Transactions IPC Mexico in Renminbi yuán * 26 - 60/40 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 12/11/07 679    - cash -
short 12/11/07  12/05/08 182  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 12/05/08  28/07/08 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 28/07/08  27/04/09 273  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 27/04/09   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  30/01/12 175  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 30/01/12   2/09/13 581  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 2/09/13   9/12/13 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 9/12/13  10/02/14 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 10/02/14  12/05/14 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 12/05/14  15/12/14 217  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 15/12/14  20/04/15 126  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 20/04/15  11/01/16 266  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 11/01/16  22/02/16 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 22/02/16  21/11/16 273  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 21/11/16  22/05/17 182  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 22/05/17  25/09/17 126  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 25/09/17   3/09/18 343  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 3/09/18  29/10/18 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 29/10/18  20/05/19 203  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 20/05/19  22/07/19 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 22/07/19  22/10/19 92  RT RS QC  Cemex 50  616   2.541  2.892 2.190  -0.351 -14  2,915 -45  
          RT RS QC  Nemak 50  537   2.913  3.310 2.516  -0.397 -14  2,701 -44  
100 -14 -44 
accum12/11/07 22/10/194362 days out of 5041 invested (87%) -73 2,701 -10  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Méxicoshort 28/07/08 27/04/0927311.435.4424.0112.58 110.105055.0555.05 
 Volarislong 20/04/15 11/01/162667.8311.023.20 40.8420.42 
 long 22/02/16 21/11/1627313.0710.56-2.51 -19.18-9.59 
 short 25/09/17  3/09/183437.784.9612.214.42 56.8328.41 
 long 20/05/19 22/07/19636.506.700.20 3.141.5742.00 
 Aerop. Pacificoshort 28/07/08 27/04/0927320.3314.2728.958.62 42.4021.2021.20 
 Inbursalong 27/04/09  8/08/1183310.1612.702.54 25.0112.5112.51 
 America Movillong 22/05/17 25/09/171265.456.060.62 11.315.655.65 
 Pinfralong  9/12/13 10/02/146372.9574.121.17 1.600.800.80 
 Alseashort 12/11/07 12/05/081828.398.398.390.00 0.040.020.02 
 OHL Méxicoshort 15/12/14 20/04/1512610.7811.699.86-0.92 -8.50-4.25-4.25 
 Lalashort 21/11/16 22/05/1718210.7512.109.41-1.34 -12.50-6.25-6.25 
 IEnovalong 12/05/14 15/12/1421734.6730.27-4.40 -12.70-6.35-6.35 
 Nemakshort 22/07/19 22/10/19922.913.312.52-0.40 -13.63-6.82-6.82 
 Orbia Advancelong 12/05/08 28/07/087718.7015.82-2.88 -15.39-7.69-7.69 
 Aerop. Centro Nortelong 20/04/15 11/01/1626631.3829.48-1.90 -6.06-3.03 
 long  3/09/18 29/10/185645.3538.43-6.92 -15.26-7.63-10.43 
 Bolsa Mexicanashort 10/02/14 12/05/149111.0113.368.65-2.36 -21.41-10.70-10.70 
 Grumalong  9/12/13 10/02/146345.0247.292.28 5.062.53 
 long 12/05/14 15/12/1421764.2959.76-4.53 -7.04-3.52 
 long 22/02/16 21/11/16273103.7383.31-20.42 -19.68-9.84-10.82 
 Alfashort 21/11/16 22/05/171828.019.846.19-1.83 -22.79-11.39-11.39 
 Carsoshort  8/08/11 30/01/1217514.4618.6010.31-4.14 -28.65-14.32-14.32 
 Banco Santander MXshort 10/02/14 12/05/149112.4716.298.64-3.83 -30.68-15.34-15.34 
 Peñoleslong 30/01/12  2/09/13581304.21193.39-110.81 -36.43-18.21 
 short  2/09/13  9/12/1398193.39153.15244.2150.82 26.2813.14 
 short 11/01/16 22/02/164262.7773.6651.87-10.89 -17.35-8.68-15.50 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Genomma Labshort 29/10/18 20/05/192034.416.072.75-1.66 -37.70-18.85-18.85 
 Elektralong 12/05/08 28/07/0877231.57256.4424.87 10.745.37 
 long 27/04/09  8/08/11833307.74370.6462.91 20.4410.22 
 long 30/01/12  2/09/13581545.36200.25-345.11 -63.28-31.64 
 short  2/09/13  9/12/1398200.25226.93173.57-26.68 -13.32-6.66 
 long 22/05/17 25/09/17126235.54298.2462.70 26.6213.31 
 long  3/09/18 29/10/1856325.24279.54-45.70 -14.05-7.02 
 long 20/05/19 22/07/1963431.71462.2730.56 7.083.54-19.17 
 Cemexshort 12/11/07 12/05/0818219.1219.7318.51-0.61 -3.19-1.59 
 short  8/08/11 30/01/121753.344.252.42-0.91 -27.42-13.71 
 short 11/01/16 22/02/16422.873.542.20-0.67 -23.33-11.66 
 short 29/10/18 20/05/192033.433.033.880.45 13.106.55 
 short 22/07/19 22/10/19922.542.892.19-0.35 -13.83-6.91-25.60 
 Alpekshort 15/12/14 20/04/151267.667.967.35-0.31 -3.99-2.00 
 short 25/09/17  3/09/183436.5210.033.02-3.51 -53.79-26.89-28.35 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
23/02/17IPCMachine 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).
21/02/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
2/08/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join