RS Chart
Assessment - IPC Mexico - 2/22/21 - RS = 22
 ⇐ 
  instrument freshest Δday 2/22/21 Δwk 9/21/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note IPC 44,310.300  Thu -1.86 44,946.600 -1.42 35,517.800 9,428.800 26.55   15.96 
real-time RS chart chart L add note México 99.750  Thu -4.34 109.970 -9.29 55.140 54.830 99.44   90.42 
real-time RS chart chart L add note Cemex 13.660  Thu -2.50 13.090 4.35 7.820 5.270 67.39   86.08 
real-time RS chart chart L add note Regional 93.540  Thu -1.48 92.070 1.60 51.090 40.980 80.21   39.46 
real-time RS chart chart L add note Aerop. Sureste 386.210  Thu 1.73 352.910 9.44 234.120 118.790 50.74   32.67 
real-time RS chart chart add note Cementos Chihuahua 132.320  Thu -0.87 123.190 7.41 93.980 29.210 31.08   29.46 
real-time RS chart chart add note Banorte 104.000  Thu -4.70 106.350 -2.21 74.390 31.960 42.96   26.10 
real-time RS chart chart add note Banco Santander MX 19.760  Thu -0.70 20.300 -2.66 13.920 6.380 45.83   23.43 
real-time RS chart chart add note Orbia Advance 46.950  Thu 3.30 44.070 6.54 36.540 7.530 20.61   23.19 
real-time RS chart chart add note Aerop. Pacifico 207.020  Thu -2.83 209.000 -0.95 156.080 52.920 33.91   22.10 
real-time RS chart chart L add note Alpek 18.260  Thu 2.30 18.000 1.44 14.820 3.180 21.46   21.01 
real-time RS chart chart add note Banco del Bajio 24.060  Thu -1.76 24.270 -0.87 16.160 8.110 50.19   19.33 
real-time RS chart chart add note Peñoles 288.980  Thu -4.15 302.070 -4.33 317.120 -15.050 -4.75   18.04 
real-time RS chart chart add note Aerop. Centro Norte 121.100  Thu -1.78 121.230 -0.11 94.440 26.790 28.37   17.46 
real-time RS chart chart L add note Alsea 24.320  Thu -1.42 24.830 -2.05 19.760 5.070 25.66   12.96 
real-time RS chart chart add note Televisa 30.820  Thu -4.55 32.180 -4.23 26.160 6.020 23.01   12.10 
real-time RS chart chart add note Megacable 72.590  Thu -0.82 74.080 -2.01 64.170 9.910 15.44   9.73 
real-time RS chart chart L add note WalMex 59.610  Thu -3.14 60.310 -1.16 50.900 9.410 18.49   8.27 
real-time RS chart chart L add note Elektra 1,383.990  Thu 0.01 1,379.230 0.35 1,185.350 193.880 16.36   7.41 
real-time RS chart chart add note Inbursa 18.080  Thu -2.16 18.250 -0.93 14.820 3.430 23.14   6.37 
real-time RS chart chart add note IEnova 73.180  Thu -1.40 74.120 -1.27 61.360 12.760 20.80   5.42 
real-time RS chart chart L add note Genomma Lab 20.880  Thu 2.00 20.970 -0.43 21.780 -0.810 -3.72   3.82 
real-time RS chart chart add note Liverpool 61.990  Thu -2.99 64.120 -3.32 57.070 7.050 12.35   3.35 
real-time RS chart chart L add note FEMSA 142.870  Thu -0.20 144.230 -0.94 115.710 28.520 24.65   3.08 
real-time RS chart chart add note Carso 49.230  Thu -1.99 49.250 -0.04 43.340 5.910 13.64   1.53 
  instrument freshest Δday 2/22/21 Δwk 9/21/20  prc diff Δ22   ∅-RS
real-time RS chart chart add note Gruma 224.200  Thu -0.54 228.740 -1.98 236.060 -7.320 -3.10   0.76 
real-time RS chart chart add note Bolsa Mexicana 41.860  Thu -0.24 44.390 -5.70 45.140 -0.750 -1.66   0.56 
real-time RS chart chart add note Becle 40.830  Thu -1.99 40.850 -0.05 42.270 -1.420 -3.36   0.24 
real-time RS chart chart L add note Kimberly-Clark 33.510  Thu -0.09 34.590 -3.12 34.760 -0.170 -0.49   -0.10 
real-time RS chart chart S add note Bimbo 38.130  Thu -1.88 37.100 2.78 39.090 -1.990 -5.09   -2.11 
real-time RS chart chart L add note Coca-Cola FEMSA 88.960  Thu -1.63 91.610 -2.89 89.200 2.410 2.70   -2.47 
real-time RS chart chart add note Arca Continental 94.720  Thu -0.28 95.480 -0.80 93.460 2.020 2.16   -3.01 
real-time RS chart chart L add note Gentera 9.850  Thu 11.30 8.170 20.56 5.910 2.260 38.24   -4.30 
real-time RS chart chart S add note Alfa 11.300  Thu -0.88 11.720 -3.58 13.420 -1.700 -12.67   -4.34 
real-time RS chart chart add note America Movil 13.520  Thu 0.75 13.630 -0.81 12.980 0.650 5.01   -4.65 
real-time RS chart chart add note Pinfra 152.740  Thu -2.34 152.270 0.31 154.500 -2.230 -1.44   -6.52 
 IPC - 35 out of 35 instruments rated - 2/22/21 / 9/21/20 - 26 did rise, Market-Ratio(22) = 74.29 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/02/17 scale up chart 2/22/21
 


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   2/25/21 353  RT RS QC  Alpek 100  10,691   11.390  18.260 4.520  -6.870 -60  48,325 -62  
accum 1/09/06 2/25/215527 days out of 5534 invested (100%) 383 48,325 11  

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  3/09/204919.9916.58-3.41 -17.06-17.06 
 Alpekshort  3/09/20  2/25/2135311.3918.264.52-6.87 -60.32-60.32 
 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