RS Chart
Assessment - IPC Mexico - 2/06/23 - RS = 22
 ⇐ 
  instrument freshest Δday 2/06/23 Δwk 9/05/22  prc diff Δ22   ∅-RS
real-time RS chart chart L add note IPC 53,125.000  Wed -0.39 54,049.100 -1.71 46,026.100 8,023.000 17.43   8.04 
real-time RS chart chart L add note Banco del Bajio 67.060  Wed -2.91 72.230 -7.16 44.290 27.940 63.08   40.45 
real-time RS chart chart L add note Vesta 53.100  Wed -0.30 53.330 -0.43 37.260 16.070 43.13   34.08 
real-time RS chart chart L add note Bimbo 91.010  Wed -0.15 93.630 -2.80 70.480 23.150 32.85   33.98 
real-time RS chart chart L add note Regional 161.220  Wed -2.19 164.410 -1.94 109.150 55.260 50.63   33.46 
real-time RS chart chart L add note Gentera 21.750  Wed -2.55 22.660 -4.02 16.650 6.010 36.10   31.47 
real-time RS chart chart L add note Carso 93.760  Wed -2.33 96.950 -3.29 69.460 27.490 39.58   28.79 
real-time RS chart chart L add note Kimberly-Clark 35.740  Wed -1.97 37.090 -3.64 27.870 9.220 33.08   26.55 
real-time RS chart chart L add note Cemex 9.950  Wed 0.30 10.310 -3.49 7.710 2.600 33.72   21.10 
real-time RS chart chart L add note Pinfra 181.080  Wed -1.15 184.880 -2.06 145.390 39.490 27.16   21.08 
real-time RS chart chart L add note Aerop. Centro Norte 176.760  Wed 0.62 174.990 1.01 132.660 42.330 31.91   20.78 
real-time RS chart chart L add note Liverpool 116.400  Wed -0.26 118.700 -1.94 91.350 27.350 29.94   18.82 
real-time RS chart chart L add note Aerop. Sureste 507.070  Wed 0.08 516.200 -1.77 433.310 82.890 19.13   18.44 
real-time RS chart chart add note Peñoles 258.290  Wed 2.46 264.210 -2.24 160.870 103.340 64.24   17.88 
real-time RS chart chart L add note Cementos Chihuahua 148.730  Wed -3.01 154.000 -3.42 116.780 37.220 31.87   17.75 
real-time RS chart chart add note Inbursa 40.220  Wed -0.86 41.650 -3.43 33.180 8.470 25.53   17.33 
real-time RS chart chart add note Arca Continental 156.990  Wed -1.68 164.890 -4.79 137.400 27.490 20.01   17.11 
real-time RS chart chart L add note Coca-Cola FEMSA 133.460  Wed -1.95 138.930 -3.94 120.740 18.190 15.07   16.61 
real-time RS chart chart L add note Aerop. Pacifico 347.770  Wed 0.71 342.810 1.45 293.000 49.810 17.00   16.37 
real-time RS chart chart L add note Megacable 57.670  Wed -2.47 58.830 -1.97 42.760 16.070 37.58   15.41 
real-time RS chart chart L add note Quálitas 105.650  Wed -1.59 107.010 -1.27 86.700 20.310 23.43   14.66 
real-time RS chart chart add note Banorte 153.160  Wed -0.60 153.430 -0.18 123.860 29.570 23.87   13.57 
real-time RS chart chart L add note Gruma 256.440  Wed -3.10 268.820 -4.61 220.840 47.980 21.73   11.50 
real-time RS chart chart L add note Alsea 44.310  Wed 0.02 44.670 -0.81 37.390 7.280 19.47   10.18 
real-time RS chart chart L add note FEMSA 155.490  Wed -0.99 158.230 -1.73 130.250 27.980 21.48   9.94 
  instrument freshest Δday 2/06/23 Δwk 9/05/22  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Bolsa Mexicana 40.930  Wed -0.44 41.070 -0.34 36.790 4.280 11.63   9.67 
real-time RS chart chart L add note Becle 45.110  Wed -2.44 47.700 -5.43 41.350 6.350 15.36   7.99 
real-time RS chart chart L add note WalMex 72.840  Mon 0.33 72.840 70.480 2.360 3.35   0.21 
real-time RS chart chart L add note America Movil 18.520  Wed 1.15 18.920 -2.11 17.380 1.540 8.86   -0.94 
real-time RS chart chart L add note Alfa 12.950  Wed -1.75 13.630 -4.99 13.060 0.570 4.36   -1.85 
real-time RS chart chart add note Volaris 21.960  Wed 2.04 21.530 2.00 17.370 4.160 23.95   -1.89 
real-time RS chart chart L add note México 83.250  Wed -0.25 81.600 2.02 76.130 5.470 7.19   -2.92 
real-time RS chart chart add note Telesites 19.710  Wed -1.50 20.560 -4.13 19.920 0.640 3.21   -6.78 
real-time RS chart chart L add note Elektra 1,010.170  Wed -0.07 1,008.640 0.15 1,040.520 -31.880 -3.06   -9.97 
real-time RS chart chart L add note Orbia Advance 37.030  Wed -2.42 38.270 -3.24 38.690 -0.420 -1.09   -10.03 
real-time RS chart chart L add note Televisa 21.750  Wed -0.50 23.500 -7.45 25.450 -1.950 -7.66   -15.76 
real-time RS chart chart add note Sitios Latinoamérica 8.240  Wed 0.37 8.300 -0.72     -na- 
 IPC - 35 out of 36 instruments rated - 2/06/23 / 9/05/22 - 32 did rise, Market-Ratio(22) = 91.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/07/19 scale up chart 2/06/23
 


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   3/09/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  2,545   14.910  7.820    -7.090 -48  19,911 -35  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  1,065   18.680  20.930 16.430  -2.250 -12  17,515 -27  
long 1/23/23   2/08/23 16  RT RS QC  Banco del Bajio 100  250   69.780  67.060    -2.720 -4  16,835 -60  
accum 1/09/06 2/08/236240 days out of 6247 invested (100%) 68 16,835 3  

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  6/15/0954627.6013.7955.2427.64 100.14 
 long  3/08/21  8/29/2253914.917.82-7.09 -47.554.97 
 Banco del Bajiolong  1/23/23  2/08/231669.7867.06-2.72 -3.90-3.90 
 Genteralong  1/20/20  3/09/204919.9916.58-3.41 -17.06-17.06 
 Alpekshort  3/09/20  3/08/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  6/04/18  1/20/2059510.6919.831.55-9.14 -85.50 
 short  8/29/22  1/23/2314718.6820.9316.43-2.25 -12.04-87.25 


Annotations
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