RS Chart
Assessment - IPC Mexico - 10/05/21 - RS = 22
 ⇐ 
  instrument freshest Δday 10/05/21 Δwk 7/12/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note IPC 48,748.400  Wed -1.83 49,867.100 -2.24 43,255.200 6,611.900 15.29   22.00 
real-time RS chart chart L add note Cemex 15.930  Wed -6.84 16.880 -5.63 11.160 5.720 51.25   94.38 
real-time RS chart chart L add note Televisa 49.530  Wed -1.14 50.530 -1.98 33.160 17.370 52.38   65.49 
real-time RS chart chart add note México 104.570  Wed -4.76 108.930 -4.00 78.590 30.340 38.61   59.37 
real-time RS chart chart L add note Banco del Bajio 30.390  Wed 1.30 30.380 0.03 26.330 4.050 15.38   42.54 
real-time RS chart chart add note Regional 99.480  Wed -0.35 99.840 -0.36 89.510 10.330 11.54   41.51 
real-time RS chart chart L add note Orbia Advance 55.440  Wed -2.19 57.000 -2.74 42.390 14.610 34.47   41.46 
real-time RS chart chart L add note Alsea 31.820  Wed -0.28 32.350 -1.64 28.590 3.760 13.15   36.84 
real-time RS chart chart L add note Liverpool 81.870  Wed -2.12 83.770 -2.27 74.780 8.990 12.02   33.98 
real-time RS chart chart add note Cementos Chihuahua 143.620  Wed -0.05 144.510 -0.62 113.430 31.080 27.40   33.79 
real-time RS chart chart L add note Alpek 22.710  Wed -1.52 22.950 -1.05 17.800 5.150 28.93   33.02 
real-time RS chart chart add note Banco Santander MX 22.900  Wed 0.35 22.740 0.70 21.230 1.510 7.11   30.99 
real-time RS chart chart add note Banorte 116.580  Wed -0.92 120.100 -2.93 105.760 14.340 13.56   30.08 
real-time RS chart chart add note Aerop. Sureste 362.530  Wed -1.27 369.090 -1.78 301.470 67.620 22.43   29.92 
real-time RS chart chart L add note Gentera 10.580  Wed -0.38 10.590 -0.09 8.910 1.680 18.86   27.67 
real-time RS chart chart L add note Elektra 1,603.660  Wed -0.46 1,608.470 -0.30 1,296.090 312.380 24.10   24.67 
real-time RS chart chart L add note IEnova 86.500  Wed -1.31 88.530 -2.29 76.090 12.440 16.35   24.57 
real-time RS chart chart add note Aerop. Pacifico 221.020  Wed -1.08 225.200 -1.86 211.270 13.930 6.59   21.94 
real-time RS chart chart L add note Carso 57.730  Wed -1.30 59.110 -2.33 47.990 11.120 23.17   19.56 
real-time RS chart chart add note Aerop. Centro Norte 126.160  Wed -2.10 129.470 -2.56 123.640 5.830 4.72   16.35 
real-time RS chart chart L add note FEMSA 159.180  Wed 0.16 161.330 -1.33 150.520 10.810 7.18   14.58 
real-time RS chart chart add note WalMex 62.660  Wed -0.76 63.950 -2.02 54.080 9.870 18.25   11.87 
real-time RS chart chart add note Inbursa 19.050  Wed -1.65 19.610 -2.86 20.010 -0.400 -2.00   11.57 
real-time RS chart chart L add note Arca Continental 107.840  Wed -1.17 109.480 -1.50 104.360 5.120 4.91   10.41 
real-time RS chart chart add note Becle 48.000  Wed 0.78 47.970 0.06 48.070 -0.100 -0.21   7.96 
  instrument freshest Δday 10/05/21 Δwk 7/12/20  prc diff Δ22   ∅-RS
real-time RS chart chart add note Megacable 75.070  Wed 0.81 74.530 0.72 73.930 0.600 0.81   6.44 
real-time RS chart chart add note Alfa 13.550  Wed -2.87 13.970 -3.01 16.990 -3.020 -17.78   5.93 
real-time RS chart chart L add note Coca-Cola FEMSA 94.460  Wed -2.21 96.780 -2.40 91.870 4.910 5.34   4.18 
real-time RS chart chart L add note America Movil 14.740  Wed -0.87 14.740 14.520 0.220 1.52   3.55 
real-time RS chart chart L add note Kimberly-Clark 35.120  Wed -1.13 35.610 -1.38 33.170 2.440 7.36   2.80 
real-time RS chart chart add note Bolsa Mexicana 44.670  Wed -3.89 45.860 -2.59 45.430 0.430 0.95   1.59 
real-time RS chart chart add note Bimbo 40.500  Wed -0.02 40.650 -0.37 42.910 -2.260 -5.27   0.67 
real-time RS chart chart S add note Peñoles 276.520  Wed -3.05 290.240 -4.73 339.270 -49.030 -14.45   -0.41 
real-time RS chart chart S add note Pinfra 154.440  Wed -1.41 157.020 -1.64 172.650 -15.630 -9.05   -2.91 
real-time RS chart chart S add note Genomma Lab 19.190  Wed 19.270 -0.42 19.730 -0.460 -2.33   -7.42 
real-time RS chart chart S add note Gruma 208.940  Wed 0.43 215.240 -2.93 235.190 -19.950 -8.48   -9.66 
 IPC - 35 out of 35 instruments rated - 10/05/21 / 7/12/20 - 27 did rise, Market-Ratio(22) = 77.14 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
2/01/17 scale up chart 10/05/21
 


Transactions IPC Mexico * A22 - 85/20 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  17/12/07 707  RT RS QC  Orbia Advance 100  2,427   4.120  13.250    9.130 222  32,159 83  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 4/06/18  20/01/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 20/01/20   9/03/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 9/03/20   8/03/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 8/03/21  12/05/21 65  RT RS QC  Cemex 100  2,545   14.910  15.930    1.020 7  40,551 45  
accum 9/01/06 12/05/215603 days out of 5610 invested (100%) 306 40,551 10  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  9/01/06 17/12/077074.1213.259.13 221.60221.60 
 Cemexshort 17/12/07 15/06/0954627.6013.7955.2427.64 100.14 
 long  8/03/21 12/05/216514.9115.931.02 6.84113.84 
 Genteralong 20/01/20  9/03/204919.9916.58-3.41 -17.06-17.06 
 Alpekshort  9/03/20  8/03/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  4/06/18 20/01/2059510.6919.831.55-9.14 -85.50-85.50 


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