RS Chart
Assessment - IPC Mexico - 3/10/22 - RS = 22
 ⇐ 
  instrument freshest Δday 3/10/22 Δwk 2/05/22  prc diff Δ22   ∅-RS
real-time RS chart chart S add note IPC 46,046.600  Tue 1.36 45,429.800 1.36 51,887.500 -6,457.700 -12.45   -10.12 
real-time RS chart chart L add note Banco del Bajio 53.120  Tue 1.76 52.200 1.76 50.150 2.050 4.09   18.64 
real-time RS chart chart add note Bimbo 71.440  Tue -0.25 71.620 -0.25 67.090 4.530 6.75   13.89 
real-time RS chart chart add note Inbursa 34.120  Tue 2.46 33.300 2.46 35.480 -2.180 -6.14   13.17 
real-time RS chart chart L add note Arca Continental 143.480  Tue -0.88 144.760 -0.88 129.130 15.630 12.10   10.52 
real-time RS chart chart add note Carso 74.960  Tue -0.32 75.200 -0.32 67.160 8.040 11.97   9.11 
real-time RS chart chart add note Coca-Cola FEMSA 121.830  Tue 0.85 120.800 0.85 108.520 12.280 11.32   7.10 
real-time RS chart chart L add note Banorte 132.420  Tue 0.70 131.500 0.70 141.080 -9.580 -6.79   1.30 
real-time RS chart chart L add note Regional 119.310  Tue 4.39 114.290 4.39 123.080 -8.790 -7.14   1.08 
real-time RS chart chart add note Vesta 37.590  Tue 0.56 37.380 0.56 37.750 -0.370 -0.98   -1.02 
real-time RS chart chart add note WalMex 72.120  Tue 1.12 71.320 1.12 73.720 -2.400 -3.26   -1.78 
real-time RS chart chart S add note Aerop. Sureste 416.860  Tue 2.09 408.340 2.09 442.000 -33.660 -7.62   -1.96 
real-time RS chart chart S add note Aerop. Centro Norte 133.450  Tue 2.02 130.810 2.02 143.760 -12.950 -9.01   -3.83 
real-time RS chart chart S add note Aerop. Pacifico 271.800  Tue 1.01 269.080 1.01 312.440 -43.360 -13.88   -4.41 
real-time RS chart chart S add note Liverpool 91.160  Tue 3.39 88.170 3.39 103.730 -15.560 -15.00   -5.58 
real-time RS chart chart L add note Peñoles 220.630  Tue 6.52 207.120 6.52 223.290 -16.170 -7.24   -7.18 
real-time RS chart chart S add note Pinfra 137.460  Tue -0.47 138.110 -0.47 149.220 -11.110 -7.45   -7.58 
real-time RS chart chart add note Kimberly-Clark 26.240  Tue -1.24 26.570 -1.24 28.830 -2.260 -7.84   -9.03 
real-time RS chart chart add note Bolsa Mexicana 35.260  Tue 3.10 34.200 3.10 39.840 -5.640 -14.16   -9.21 
real-time RS chart chart S add note Alfa 12.720  Tue -1.24 12.880 -1.24 13.650 -0.770 -5.64   -11.57 
real-time RS chart chart L add note Cementos Chihuahua 124.080  Tue 3.09 120.360 3.09 138.320 -17.960 -12.98   -11.71 
real-time RS chart chart add note Alsea 36.450  Tue 0.50 36.270 0.50 43.130 -6.860 -15.91   -12.51 
real-time RS chart chart S add note America Movil 17.000  Tue 0.47 16.920 0.47 19.920 -3.000 -15.06   -12.87 
real-time RS chart chart add note FEMSA 130.380  Tue 1.80 128.080 1.80 151.130 -23.050 -15.25   -13.89 
real-time RS chart chart S add note Quálitas 81.230  Tue -0.39 81.550 -0.39 109.590 -28.040 -25.59   -17.49 
  instrument freshest Δday 3/10/22 Δwk 2/05/22  prc diff Δ22   ∅-RS
real-time RS chart chart add note México 75.400  Tue 2.98 73.220 2.98 96.250 -23.030 -23.93   -18.82 
real-time RS chart chart S add note Elektra 1,016.750  Tue 0.35 1,013.230 0.35 1,180.940 -167.710 -14.20   -19.64 
real-time RS chart chart S add note Gruma 199.560  Tue 4.23 191.470 4.23 253.810 -62.340 -24.56   -21.67 
real-time RS chart chart add note Telesites 16.400  Tue -1.38 16.630 -1.38 25.000 -8.370 -33.48   -23.23 
real-time RS chart chart S add note Becle 35.850  Tue 1.01 35.490 1.01 51.910 -16.420 -31.63   -23.66 
real-time RS chart chart add note Megacable 41.790  Tue 3.83 40.250 3.83 57.890 -17.640 -30.47   -27.67 
real-time RS chart chart S add note Genomma Lab 13.200  Tue -4.07 13.760 -4.07 21.210 -7.450 -35.12   -28.42 
real-time RS chart chart S add note Orbia Advance 33.840  Tue -0.41 33.980 -0.41 49.070 -15.090 -30.75   -29.58 
real-time RS chart chart add note Cemex 7.460  Tue 6.57 7.000 6.57 8.990 -1.990 -22.14   -29.64 
real-time RS chart chart S add note Televisa 22.750  Tue 4.21 21.830 4.21 38.040 -16.210 -42.61   -40.40 
real-time RS chart chart add note Volaris 16.030  Tue 7.73 14.880 7.73 32.150 -17.270 -53.72   -47.13 
 IPC - 35 out of 35 instruments rated - 3/10/22 / 2/05/22 - 5 did rise, Market-Ratio(22) = 14.29 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/01/18 scale up chart 3/10/22
 


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  29/08/22 539  RT RS QC  Cemex 100  2,545   14.910  7.820    -7.090 -48  19,911 -35  
short 29/08/22   4/10/22 36  RT RS QC  Volaris 100  1,065   18.680  16.030 21.768  3.088 17  23,200 372  
accum 9/01/06 4/10/226113 days out of 6120 invested (100%) 132 23,200 5  

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 29/08/2253914.917.82-7.09 -47.554.97 
 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 
 short 29/08/22  4/10/223618.6816.0321.773.09 16.53-83.10 


Annotations
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