RS Chart
Assessment - IPC Mexico - 8/02/21 - RS = 22
 ⇐ 
  instrument freshest Δday 8/02/21 Δwk 3/01/21  prc diff Δ22   ∅-RS
real-time RS chart chart add note IPC 51,633.900  20:16 1.50 50,869.500 1.50 46,377.500 4,492.000 9.69   16.47 
real-time RS chart chart L add note Banco del Bajio 37.380  19:59 2.35 36.520 2.35 24.790 11.730 47.32   54.09 
real-time RS chart chart L add note Alsea 39.860  19:59 -0.72 40.150 -0.72 26.570 13.580 51.11   53.14 
real-time RS chart chart L add note Regional 120.020  19:59 -1.12 121.380 -1.12 96.640 24.740 25.60   52.60 
real-time RS chart chart add note Televisa 53.780  19:59 1.49 52.990 1.49 31.500 21.490 68.22   47.90 
real-time RS chart chart add note Cemex 16.500  19:59 2.48 16.100 2.48 15.180 0.920 6.06   44.33 
real-time RS chart chart add note Gentera 11.900  19:59 2.59 11.600 2.59 10.520 1.080 10.27   36.47 
real-time RS chart chart L add note Liverpool 96.790  19:59 3.72 93.320 3.72 64.070 29.250 45.65   35.42 
real-time RS chart chart add note Cementos Chihuahua 164.180  19:59 0.47 163.410 0.47 134.540 28.870 21.46   32.49 
real-time RS chart chart L add note Alpek 24.480  19:59 -1.17 24.770 -1.17 18.850 5.920 31.41   32.28 
real-time RS chart chart add note Banorte 133.280  19:59 3.17 129.180 3.17 112.820 16.360 14.50   24.05 
real-time RS chart chart add note Orbia Advance 55.960  19:59 0.29 55.800 0.29 50.000 5.800 11.60   23.56 
real-time RS chart chart add note Carso 65.820  19:59 2.73 64.070 2.73 53.260 10.810 20.30   22.07 
real-time RS chart chart add note Banco Santander MX 23.510  19:59 0.77 23.330 0.77 19.590 3.740 19.09   21.67 
real-time RS chart chart L add note Coca-Cola FEMSA 113.510  19:59 0.75 112.670 0.75 92.970 19.700 21.19   20.01 
real-time RS chart chart L add note Arca Continental 121.970  19:59 0.29 121.620 0.29 97.050 24.570 25.32   19.44 
real-time RS chart chart add note Elektra 1,609.360  19:59 -0.04 1,609.930 -0.04 1,380.420 229.510 16.63   18.80 
real-time RS chart chart L add note FEMSA 177.340  19:59 3.19 171.860 3.19 146.120 25.740 17.62   18.52 
real-time RS chart chart L add note America Movil 16.980  19:59 1.86 16.670 1.86 13.760 2.910 21.15   16.55 
real-time RS chart chart add note Aerop. Sureste 360.250  19:59 -0.31 361.370 -0.31 383.610 -22.240 -5.80   16.17 
real-time RS chart chart add note México 93.100  19:59 2.02 91.260 2.02 103.960 -12.700 -12.22   15.90 
real-time RS chart chart L add note Bimbo 48.330  19:59 1.30 47.710 1.30 40.790 6.920 16.96   13.96 
real-time RS chart chart add note Aerop. Pacifico 230.250  19:59 0.85 228.310 0.85 226.470 1.840 0.81   13.30 
real-time RS chart chart add note WalMex 66.550  19:59 -0.17 66.660 -0.17 63.120 3.540 5.61   13.15 
real-time RS chart chart add note Alfa 14.970  19:59 -0.40 15.030 -0.40 11.730 3.300 28.13   8.85 
  instrument freshest Δday 8/02/21 Δwk 3/01/21  prc diff Δ22   ∅-RS
real-time RS chart chart add note Becle 48.610  19:59 -2.04 49.620 -2.04 44.240 5.380 12.16   6.12 
real-time RS chart chart add note Inbursa 19.540  19:59 1.03 19.340 1.03 18.850 0.490 2.60   4.64 
real-time RS chart chart add note IEnova 79.000  19:59 0.05 78.090 1.17 73.650 4.440 6.03   4.07 
real-time RS chart chart add note Aerop. Centro Norte 121.160  19:59 -0.21 121.410 -0.21 134.390 -12.980 -9.66   2.81 
real-time RS chart chart add note Megacable 69.340  19:59 -0.97 70.020 -0.97 72.570 -2.550 -3.51   -1.62 
real-time RS chart chart S add note Pinfra 150.140  19:59 0.70 150.340 -0.13 156.470 -6.130 -3.92   -6.02 
real-time RS chart chart add note Genomma Lab 19.450  19:59 0.99 19.260 0.99 20.450 -1.190 -5.82   -6.88 
real-time RS chart chart add note Gruma 217.940  19:59 0.49 216.870 0.49 233.730 -16.860 -7.21   -6.95 
real-time RS chart chart S add note Kimberly-Clark 31.980  19:59 -0.09 32.010 -0.09 34.820 -2.810 -8.07   -7.79 
real-time RS chart chart S add note Bolsa Mexicana 40.690  19:59 1.07 40.260 1.07 43.820 -3.560 -8.12   -10.82 
real-time RS chart chart S add note Peñoles 281.360  19:59 2.27 275.120 2.27 292.380 -17.260 -5.90   -11.38 
 IPC - 35 out of 35 instruments rated - 8/02/21 / 3/01/21 - 25 did rise, Market-Ratio(22) = 71.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/02/17 scale up chart 8/02/21
 


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   8/03/21 148  RT RS QC  Cemex 100  2,545   14.910  16.500    1.590 11  42,002 28  
accum 1/09/06 8/03/215685 days out of 5692 invested (100%) 320 42,002 10  

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  8/03/2114814.9116.501.59 10.66121.49 
 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 -85.50-85.50 


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