RS Chart
Assessment - IPC Mexico in Swiss Franc - 14/10/19 - RS = 44
 ⇐ 
  instrument freshest Δday 14/10/19 Δwk 10/12/18  prc diff Δ44   ∅-RS
real-time RS chart chart L add note IPC 2,234.729  Fri -0.69 2,240.986 -0.28 2,014.829 226.158 11.22   2.14 
real-time RS chart chart L add note Nemak 0.488  Fri 1.29 0.446 9.41 0.689 -0.243 -35.31   -19.88 
real-time RS chart chart L add note Orbia Advance 2.201  Fri -0.82 2.033 8.22 2.558 -0.524 -20.50   -10.08 
real-time RS chart chart L add note America Movil 0.796  Fri 0.13 0.765 3.99 0.680 0.086 12.63   5.90 
real-time RS chart chart L add note Regional 5.058  Fri 0.52 4.935 2.47 4.196 0.739 17.62   0.43 
real-time RS chart chart add note México 2.462  Fri 0.70 2.418 1.82 2.056 0.362 17.58   1.29 
real-time RS chart chart add note WalMex 2.927  Fri -0.62 2.892 1.24 2.435 0.457 18.75   6.23 
real-time RS chart chart add note Aerop. Centro Norte 6.481  Fri -0.06 6.408 1.15 4.256 2.152 50.56   13.67 
real-time RS chart chart L add note Becle 1.563  Fri -0.46 1.547 1.04 1.140 0.407 35.75   10.27 
real-time RS chart chart add note Aerop. Sureste 15.802  Fri 0.21 15.692 0.70 14.101 1.591 11.28   -0.41 
real-time RS chart chart add note Banco Santander MX 1.366  Fri 0.19 1.357 0.69 1.253 0.104 8.30   -2.13 
real-time RS chart chart S add note FEMSA 9.103  Fri -0.17 9.078 0.27 8.063 1.015 12.59   -0.45 
real-time RS chart chart add note Pinfra 9.324  Fri -0.55 9.308 0.17 8.532 0.776 9.09   -0.81 
real-time RS chart chart L add note Alpek 1.134  Fri -1.70 1.143 -0.77 1.189 -0.046 -3.87   -8.99 
real-time RS chart chart add note Elektra 71.696  Fri -0.08 72.258 -0.78 43.072 29.186 67.76   31.30 
real-time RS chart chart L add note Liverpool 5.561  Fri -1.19 5.633 -1.28 6.075 -0.442 -7.27   -4.58 
real-time RS chart chart add note Aerop. Pacifico 10.089  Fri 0.52 10.245 -1.53 6.991 3.254 46.54   12.40 
real-time RS chart chart L add note Alfa 0.898  Fri -1.87 0.913 -1.64 1.076 -0.163 -15.13   -9.35 
real-time RS chart chart L add note IEnova 4.322  Fri -0.61 4.394 -1.65 3.726 0.668 17.94   10.41 
real-time RS chart chart L add note Cemex 0.400  Fri -1.15 0.406 -1.66 0.472 -0.066 -13.94   -7.36 
real-time RS chart chart L add note Televisa 2.174  Fri -0.87 2.213 -1.75 2.615 -0.402 -15.38   3.81 
real-time RS chart chart L add note Megacable 4.240  Fri -0.82 4.331 -2.09 4.624 -0.293 -6.34   -1.56 
real-time RS chart chart add note Bimbo 1.763  Fri -2.91 1.803 -2.21 1.898 -0.095 -5.00   -8.10 
real-time RS chart chart L add note Volaris 1.050  Fri -1.46 1.073 -2.22 0.599 0.474 79.13   34.92 
real-time RS chart chart S add note Lala 1.058  Fri -2.01 1.083 -2.25 0.944 0.139 14.67   -3.02 
  instrument freshest Δday 14/10/19 Δwk 10/12/18  prc diff Δ44   ∅-RS
real-time RS chart chart add note Kimberly-Clark 2.002  Fri -2.13 2.051 -2.40 1.460 0.591 40.52   18.98 
real-time RS chart chart L add note Alsea 2.472  Fri -0.50 2.535 -2.47 2.436 0.099 4.07   10.06 
real-time RS chart chart L add note Arca Continental 5.478  Fri -1.32 5.618 -2.49 4.996 0.622 12.45   3.32 
real-time RS chart chart L add note Inbursa 1.260  Fri -1.38 1.293 -2.56 1.356 -0.063 -4.64   -5.71 
real-time RS chart chart L add note Gruma 9.981  Fri -1.61 10.249 -2.62 10.705 -0.455 -4.25   -0.72 
real-time RS chart chart L add note Banorte 5.540  Fri -1.25 5.727 -3.25 4.538 1.189 26.19   6.20 
real-time RS chart chart L add note Gentera 0.903  Fri 0.06 0.933 -3.27 0.711 0.222 31.19   14.99 
real-time RS chart chart L add note Genomma Lab 0.957  Fri -0.16 0.990 -3.35 0.577 0.413 71.64   33.23 
real-time RS chart chart add note Carso 2.978  Fri -1.96 3.121 -4.59 3.329 -0.208 -6.24   -8.59 
real-time RS chart chart L add note Peñoles 11.487  Fri -1.37 12.303 -6.63 12.005 0.298 2.49   0.87 
real-time RS chart chart add note Coca-Cola FEMSA 5.715  Fri -5.97 6.158 -7.19 5.783 0.375 6.49   0.32 
 IPC - 35 out of 35 instruments rated - 14/10/19 / 10/12/18 - 23 did rise, Market-Ratio(44) in CHF = 65.71 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 44 - B/S = 37/37
Market Chart
5/01/15 scale up chart 14/10/19
 


Transactions IPC Mexico in Swiss Franc * L44 - 37 ex 4 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
long 2/01/06  20/03/06 77  RT RS QC  Orbia Advance 100  20,065   0.498  0.571    0.072 15  11,454 90  
  20/03/06  18/09/06 182  RT RS QC  México 100  9,268   1.236  1.297    0.062 5  12,026 10  
  18/09/06  25/12/06 98  RT RS QC  Banco Santander MX 100  6,756   1.780  1.739    -0.040 -2  11,752 -8  
  25/12/06   5/11/07 315  RT RS QC  Pinfra 100  5,305   2.215  4.092    1.877 85  21,710 104  
  5/11/07   7/07/08 245  RT RS QC  Orbia Advance 100  14,090   1.541  2.746    1.205 78  38,690 137  
7/07/08 14/07/08 7    - cash -
  14/07/08   4/08/08 21  RT RS QC  Orbia Advance 100  15,114   2.560  2.442    -0.117 -5  36,917 -56  
4/08/08 22/09/08 49    - cash -
  22/09/08  13/10/08 21  RT RS QC  Elektra 100  940   39.260  30.487    -8.773 -22  28,671 -99  
13/10/08 20/07/09 280    - cash -
  20/07/09  15/03/10 238  RT RS QC  Gruma 100  22,989   1.247  2.068    0.821 66  47,539 117  
  15/03/10  31/01/11 322  RT RS QC  Genomma Lab 100  25,932   1.833  2.371    0.538 29  61,497 34  
  31/01/11  21/02/11 21  RT RS QC  México 100  16,849   3.650  3.683    0.033 1  62,053 17  
  21/02/11   8/08/11 168  RT RS QC  Alfa 100  53,035   1.170  0.907    -0.263 -22  48,117 -42  
  8/08/11  10/10/11 63  RT RS QC  Elektra 100  1,091   44.088  70.070    25.982 59  76,462 1,365  
10/10/11 17/10/11 7    - cash -
  17/10/11  16/04/12 182  RT RS QC  Elektra 100  1,160   65.872  57.905    -7.967 -12  67,221 -23  
  16/04/12   4/06/12 49  RT RS QC  Alsea 100  49,963   1.345  1.089    -0.256 -19  54,425 -79  
  4/06/12  16/07/12 42  RT RS QC  Coca-Cola FEMSA 100  4,736   11.491  11.981    0.490 4  56,745 44  
  16/07/12  20/08/12 35  RT RS QC  Banorte 100  10,543   5.382  5.065    -0.317 -6  53,402 -47  
  20/08/12   4/02/13 168  RT RS QC  Regional 100  15,056   3.547  4.377    0.830 23  65,906 58  
  4/02/13   1/07/13 147  RT RS QC  Banco Santander MX 100  22,848   2.885  2.724    -0.161 -6  62,238 -13  
  1/07/13   9/06/14 343  RT RS QC  Pinfra 100  7,192   8.654  12.165    3.512 41  87,494 44  
  9/06/14  27/04/15 322  RT RS QC  Gruma 100  8,648   10.116  11.644    1.528 15  100,704 17  
  27/04/15  13/06/16 413  RT RS QC  Volaris 100  81,881   1.230  1.714    0.484 39  140,364 34  
  13/06/16   9/01/17 210  RT RS QC  Peñoles 100  8,583   16.354  21.677    5.323 33  186,054 63  
9/01/17 16/01/17 7    - cash -
  16/01/17  30/01/17 14  RT RS QC  Peñoles 100  8,235   22.592  23.194    0.601 3  191,006 98  
30/01/17 13/02/17 14    - cash -
  13/02/17  24/04/17 70  RT RS QC  Peñoles 100  7,579   25.201  23.960    -1.241 -5  181,603 -23  
  24/04/17  12/02/18 294  RT RS QC  Elektra 100  5,740   31.635  30.425    -1.210 -4  174,658 -5  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
12/02/18 19/02/18 7    - cash -
  19/02/18  26/02/18 7  RT RS QC  Alpek 100  131,331   1.330  1.285    -0.045 -3  168,793 -83  
26/02/18 30/07/18 154    - cash -
  30/07/18   6/08/18 7  RT RS QC  Alpek 100  101,468   1.664  1.715    0.051 3  173,993 387  
6/08/18 20/08/18 14    - cash -
  20/08/18  29/10/18 70  RT RS QC  Elektra 100  3,791   45.895  40.222    -5.673 -12  152,487 -50  
29/10/18 5/11/18 7    - cash -
  5/11/18  12/11/18 7  RT RS QC  Elektra 100  3,161   48.232  44.459    -3.774 -8  140,558 -99  
12/11/18 28/01/19 77    - cash -
  28/01/19  11/02/19 14  RT RS QC  Elektra 100  2,556   54.971  53.711    -1.260 -2  137,338 -45  
11/02/19 25/03/19 42    - cash -
  25/03/19  27/05/19 63  RT RS QC  Elektra 100  2,505   54.816  63.951    9.136 17  160,223 144  
27/05/19 2/09/19 98    - cash -
  2/09/19   9/09/19 7  RT RS QC  Elektra 100  2,327   68.845  70.234    1.390 2  163,457 183  
9/09/19 16/09/19 7    - cash -
  16/09/19  18/10/19 32  RT RS QC  Elektra 100  2,297   71.155  71.696    0.541 1  164,700 9  
accum 2/01/06 18/10/194270 days out of 5040 invested (85%) 1,547 164,700 27  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Pinfralong 25/12/06  5/11/073152.224.091.88 84.74 
   1/07/13  9/06/143438.6512.173.51 40.58159.71 
 Orbia Advance  2/01/06 20/03/06770.500.570.07 14.54 
   5/11/07  7/07/082451.542.751.21 78.22 
  14/07/08  4/08/08212.562.44-0.12 -4.5894.77 
 Gruma 20/07/09 15/03/102381.252.070.82 65.81 
   9/06/14 27/04/1532210.1211.641.53 15.1090.85 
 Volaris 27/04/15 13/06/164131.231.710.48 39.3839.38 
 Peñoles 13/06/16  9/01/1721016.3521.685.32 32.55 
  16/01/17 30/01/171422.5923.190.60 2.66 
  13/02/17 24/04/177025.2023.96-1.24 -4.9229.38 
 Genomma Lab 15/03/10 31/01/113221.832.370.54 29.3629.36 
 Regional 20/08/12  4/02/131683.554.380.83 23.4223.42 
 México 20/03/06 18/09/061821.241.300.06 4.99 
  31/01/11 21/02/11213.653.680.03 0.905.94 
 Coca-Cola FEMSA  4/06/12 16/07/124211.4911.980.49 4.264.26 
 Alpek 19/02/18 26/02/1871.331.29-0.04 -3.36 
  30/07/18  6/08/1871.661.710.05 3.08-0.38 
 Elektra 22/09/08 13/10/082139.2630.49-8.77 -22.35 
   8/08/11 10/10/116344.0970.0725.98 58.93 
  17/10/11 16/04/1218265.8757.91-7.97 -12.09 
  24/04/17 12/02/1829431.6430.43-1.21 -3.82 
  20/08/18 29/10/187045.9040.22-5.67 -12.36 
   5/11/18 12/11/18748.2344.46-3.77 -7.82 
  28/01/19 11/02/191454.9753.71-1.26 -2.29 
  25/03/19 27/05/196354.8263.959.14 16.67 
   2/09/19  9/09/19768.8470.231.39 2.02 
  16/09/19 18/10/193271.1671.700.54 0.76-1.23 
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Banorte 16/07/12 20/08/12355.385.06-0.32 -5.89-5.89 
 Banco Santander MX 18/09/06 25/12/06981.781.74-0.04 -2.27 
   4/02/13  1/07/131472.882.72-0.16 -5.57-7.71 
 Alsea 16/04/12  4/06/12491.351.09-0.26 -19.04-19.04 
 Alfa 21/02/11  8/08/111681.170.91-0.26 -22.46-22.46 


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