RS Chart
Assessment - IPC Mexico - 2/24/20 - RS = 22
 ⇐ 
  instrument freshest Δday 2/24/20 Δwk 9/23/19  prc diff Δ22   ∅-RS
real-time RS chart chart add note IPC 41,563.400  15:31 -2.75 43,805.700 -5.12 43,507.900 297.800 0.68   1.56 
real-time RS chart chart L add note Aerop. Centro Norte 131.320  15:31 -4.22 151.700 -13.43 116.830 34.870 29.85   23.79 
real-time RS chart chart add note Genomma Lab 19.690  15:31 -3.15 20.580 -4.32 18.500 2.080 11.24   20.95 
real-time RS chart chart L add note Bolsa Mexicana 42.110  15:31 -3.84 45.770 -8.00 38.150 7.620 19.97   19.15 
real-time RS chart chart add note Aerop. Pacifico 214.750  15:31 -2.45 233.000 -7.83 188.840 44.160 23.38   17.96 
real-time RS chart chart add note Gentera 20.110  15:31 -1.85 20.300 -0.94 17.140 3.160 18.44   17.40 
real-time RS chart chart L add note Regional 105.290  15:31 -4.88 114.200 -7.80 92.540 21.660 23.41   15.08 
real-time RS chart chart add note Aerop. Sureste 301.510  15:31 -9.87 354.410 -14.93 308.080 46.330 15.04   11.85 
real-time RS chart chart add note Becle 31.500  15:29 -2.26 34.010 -7.38 30.270 3.740 12.36   11.03 
real-time RS chart chart L add note America Movil 15.580  15:31 -1.08 15.920 -2.14 14.670 1.250 8.52   10.01 
real-time RS chart chart add note Elektra 1,382.840  15:30 -0.16 1,379.510 0.24 1,429.630 -50.120 -3.51   9.92 
real-time RS chart chart add note Televisa 37.700  15:31 -4.82 42.820 -11.96 41.430 1.390 3.36   9.51 
real-time RS chart chart L add note Pinfra 191.130  15:31 -3.21 199.470 -4.18 179.590 19.880 11.07   7.55 
real-time RS chart chart add note IEnova 83.750  15:31 -2.47 86.800 -3.51 79.050 7.750 9.80   7.53 
real-time RS chart chart L add note Gruma 193.120  15:24 -3.81 204.310 -5.48 207.410 -3.100 -1.49   5.68 
real-time RS chart chart add note Kimberly-Clark 38.300  15:31 -0.55 38.390 -0.23 39.990 -1.600 -4.00   4.66 
real-time RS chart chart L add note Banorte 106.650  15:31 -5.06 112.650 -5.33 109.250 3.400 3.11   4.64 
real-time RS chart chart L add note Arca Continental 104.940  15:31 -3.41 109.980 -4.58 107.280 2.700 2.52   4.58 
real-time RS chart chart add note Banco Santander MX 26.800  15:31 -3.21 28.250 -5.13 25.230 3.020 11.97   4.06 
real-time RS chart chart add note WalMex 55.160  15:31 -1.62 56.730 -2.77 55.160 1.570 2.85   3.23 
real-time RS chart chart L add note Coca-Cola FEMSA 113.610  15:30 -2.36 118.440 -4.08 121.280 -2.840 -2.34   0.66 
real-time RS chart chart S add note México 45.010  15:31 -1.57 49.110 -8.35 47.160 1.950 4.13   -0.86 
real-time RS chart chart add note Orbia Advance 39.500  15:31 -2.81 41.160 -4.03 39.100 2.060 5.27   -1.01 
real-time RS chart chart S add note Alsea 40.540  15:31 -4.27 42.910 -5.52 45.260 -2.350 -5.19   -3.43 
real-time RS chart chart S add note Cementos Chihuahua 95.860  15:27 -4.12 98.490 -2.67 107.460 -8.970 -8.35   -4.93 
  instrument freshest Δday 2/24/20 Δwk 9/23/19  prc diff Δ22   ∅-RS
real-time RS chart chart S add note Carso 59.020  15:31 -2.85 63.630 -7.25 60.340 3.290 5.45   -4.98 
real-time RS chart chart S add note FEMSA 163.990  15:31 -1.95 168.680 -2.78 184.980 -16.300 -8.81   -5.91 
real-time RS chart chart add note Peñoles 196.500  15:31 -0.51 206.770 -4.97 266.020 -59.250 -22.27   -6.64 
real-time RS chart chart L add note Cemex 6.120  15:31 -4.97 7.060 -13.31 7.840 -0.780 -9.95   -8.15 
real-time RS chart chart add note Liverpool 92.590  15:31 -1.21 92.600 -0.01 110.060 -17.460 -15.86   -12.00 
real-time RS chart chart S add note Bimbo 31.360  15:31 -0.54 32.360 -3.09 37.900 -5.540 -14.62   -12.40 
real-time RS chart chart add note Banco del Bajio 29.100  15:31 -4.84 30.010 -3.03 33.530 -3.520 -10.50   -13.15 
real-time RS chart chart S add note Megacable 67.160  15:31 -1.39 69.600 -3.51 81.030 -11.430 -14.11   -13.44 
real-time RS chart chart add note Inbursa 20.270  15:31 -4.02 21.870 -7.32 26.300 -4.430 -16.84   -13.50 
real-time RS chart chart S add note Alfa 12.500  15:31 -3.70 13.140 -4.87 17.830 -4.690 -26.30   -23.67 
real-time RS chart chart S add note Alpek 13.810  15:30 -2.88 14.510 -4.82 23.600 -9.090 -38.52   -34.46 
 IPC - 35 out of 35 instruments rated - 2/24/20 / 9/23/19 - 19 did rise, Market-Ratio(22) = 54.29 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/04/16 scale up chart 2/24/20
 


Transactions IPC Mexico * A22 - 85/20 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06  12/17/07 707  RT RS QC  Orbia Advance 100  2,427   4.120  13.250    9.130 222  32,159 83  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 1/20/20   2/27/20 38  RT RS QC  Gentera 100  7,344   19.990  20.110    0.120 1  147,697 6  
accum 1/09/06 2/27/205162 days out of 5169 invested (100%) 1,377 147,697 21  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  1/09/06 12/17/077074.1213.259.13 221.60221.60 
 Cemexshort 12/17/07  6/15/0954627.6013.7955.2427.64 100.14100.14 
 Genteralong  1/20/20  2/27/203819.9920.110.12 0.600.60 
 Volarisshort  6/04/18  1/20/2059510.6919.831.55-9.14 -85.50-85.50 


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