Share-o-matic - Portfolio

Fri, 29th Aug 2025, 23:42UTC

Assessment - Shanghai Stock Exchange 50 in Dollar - 1/07/24 - RS = 19

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ19	∅-RS
	L	SSE 50 ew	245.585	12/08/24	-0.09	256.318	-4.19	250.733	5.586	2.23	-0.70
		Cosco Shipping	1.699	12/08/24	0.49	2.172	-21.81	1.429	0.743	52.03	50.17
		Shaanxi Coal	3.171	12/08/24	2.12	3.690	-14.07	3.526	0.163	4.63	28.65
	L	China Shenhua En	5.396	12/08/24	0.64	6.218	-13.21	5.533	0.684	12.36	34.23
		Zijin Mining	2.109	12/08/24	0.13	2.477	-14.86	1.786	0.691	38.69	33.61
		Haier Smart Home	3.541	12/08/24	1.46	3.898	-9.16	3.278	0.621	18.94	16.96
		China CSSC	5.218	12/08/24	-0.13	5.653	-7.70	4.574	1.079	23.59	31.21
		China Yangtze Pwr	4.007	12/08/24	-1.22	4.048	-1.02	3.503	0.545	15.57	23.72
		PetroChina	1.196	12/08/24	-0.34	1.432	-16.49	1.202	0.230	19.12	25.98
		Ind and Comm Bk	0.823	12/08/24	1.18	0.799	2.92	0.733	0.067	9.10	16.24
		Agricultural Bank	0.637	12/08/24	0.65	0.610	4.50	0.567	0.043	7.51	15.30
	L	China Pacific Ins	3.761	12/08/24	0.22	3.919	-4.03	3.660	0.259	7.08	8.45
	L	Industrial Bank	2.235	12/08/24	-0.55	2.437	-8.28	2.249	0.188	8.38	10.41
		Hygon	10.120	12/08/24	2.35	9.677	4.58	11.954	-2.277	-19.05	3.84
		Bank of China	0.640	12/08/24	0.65	0.641	-0.21	0.627	0.014	2.29	13.12
	L	GigaDevice	10.737	12/08/24	0.09	12.964	-17.18	9.306	3.658	39.31	7.70
		NARI Technology	3.231	12/08/24		3.412	-5.31	3.154	0.258	8.19	7.47
	L	Will Semiconductor	12.678	12/08/24	0.17	13.597	-6.76	11.905	1.692	14.21	0.36
		China Merchants Bank	4.411	12/08/24	-0.65	4.718	-6.52	4.395	0.323	7.35	7.20
		Sany Heavy Industry	2.106	12/08/24	-0.45	2.256	-6.63	1.965	0.291	14.79	8.12
		AECC Aviation Power	5.218	12/08/24	-0.13	4.980	4.77	4.547	0.434	9.54	-0.66
		Wanhua Chemical	10.288	12/08/24	-0.91	11.301	-8.97	10.371	0.930	8.97	-2.88
	L	China State Constr	0.755	12/08/24	-0.18	0.747	1.10	0.720	0.027	3.75	1.22
		Shanxi Xinghuacun	26.267	12/08/24	-1.14	28.432	-7.62	31.249	-2.817	-9.01	-11.83
		PowerChina	0.741	12/08/24	-0.55	0.780	-4.93	0.694	0.086	12.45	8.24
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ19	∅-RS
	L	Great Wall Motor	3.050	12/08/24	-0.31	3.471	-12.14	3.069	0.402	13.11	-1.53
	S	China Petrol&Chem	0.902	12/08/24	0.15	0.877	2.82	0.873	0.005	0.52	5.47
		China Telecom Corp	0.781	12/08/24	-1.56	0.838	-6.72	0.834	0.004	0.44	6.00
	L	China Life	4.049	12/08/24	0.44	4.305	-5.93	4.306	-0.001	-0.03	-1.39
	S	SAIC Motor Corp	1.887	12/08/24	-0.87	1.903	-0.87	2.022	-0.119	-5.89	-5.24
	L	SMIC	6.698	12/08/24	0.60	6.290	6.48	6.230	0.061	0.97	-5.98
	S	IM Yili	3.344	12/08/24	0.66	3.566	-6.24	3.938	-0.372	-9.44	-6.04
		China Rwy Group	0.814	12/08/24	-1.33	0.902	-9.74	0.881	0.021	2.37	-0.64
		China Three Gorges R	0.652	12/08/24	-0.21	0.615	6.03	0.645	-0.030	-4.62	-6.62
	S	Jiangsu Hengrui Med	5.991	12/08/24	2.85	5.255	14.01	5.791	-0.536	-9.25	-13.60
	L	TBEA	1.830	12/08/24	0.23	1.917	-4.51	2.064	-0.147	-7.13	-7.82
		China Unicom	0.612	12/08/24	-1.33	0.643	-4.70	0.652	-0.009	-1.42	-1.29
	L	Ping An Ins	5.578	12/08/24	0.02	5.715	-2.40	5.939	-0.224	-3.78	-5.58
		Foshan Haitian F&F	4.872	12/08/24	-0.03	4.724	3.14	5.251	-0.528	-10.05	-11.89
	L	Poly Developments	1.134	12/08/24	-3.39	1.278	-11.28	1.364	-0.085	-6.24	-13.12
	S	Citic Secs	2.591	12/08/24	-0.11	2.499	3.68	2.898	-0.399	-13.77	-12.64
	S	Kweichow Moutai	197.198	12/08/24	-0.05	197.785	-0.30	235.658	-37.873	-16.07	-16.99
		Zhangzhou Pientze	28.561	12/08/24	-0.60	28.318	0.86	29.510	-1.192	-4.04	-16.80
		China Northern Rare	2.310	12/08/24	-0.65	2.476	-6.71	2.576	-0.100	-3.88	-12.34
		Beijing Kingsoft	26.429	12/08/24	-0.91	28.150	-6.11	34.272	-6.123	-17.87	-34.41
	S	Tongwei	2.564	12/08/24		2.587	-0.90	3.614	-1.027	-28.42	-30.31
	S	China Tourism	8.781	12/08/24	-1.36	8.582	2.32	11.855	-3.273	-27.61	-31.03
	S	LONGi Green Energy	1.913	12/08/24	0.87	1.929	-0.85	2.806	-0.877	-31.25	-37.77
	L	Trina Solar	2.381	12/08/24	0.58	2.351	1.29	3.293	-0.942	-28.61	-37.13
		Zhejiang Huayou	3.057	12/08/24	-0.27	3.069	-0.40	3.537	-0.468	-13.24	-32.70
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ19	∅-RS
		WuXi AppTec	5.682	12/08/24	-0.29	5.309	7.04	6.957	-1.648	-23.69	-37.70
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 19/02/24 - 27 did rise, Market-Ratio(19) in USD = 54.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 49/47

4/01/21	scale up chart	1/07/24

Transactions Shanghai Stock Exchange 50 in Dollar * A19 - 49/47 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		9/01/06	7		- cash -
long	9/01/06	16/10/06	280		Anhui Conch Cement	100	24,219	0.413	0.686		0.273	66	16,613	94
short	16/10/06	23/10/06	7		Hua Xia Bank	100	52,363	0.317	0.303	0.332	0.015	5	17,390	984
long	23/10/06	13/11/06	21		Citic Secs	100	28,225	0.616	0.683		0.067	11	19,272	497
short	13/11/06	20/11/06	7		Shanghai Oriental	100	43,679	0.441	0.452	0.430	-0.011	-2	18,791	-73
long	20/11/06	21/01/08	427		Sinolink Secs	100	92,663	0.203	2.039		1.836	906	188,946	619
short	21/01/08	9/02/09	385		Shanghai Int Port	100	169,987	1.112	0.625	1.977	0.865	78	336,065	73
long	9/02/09	30/11/09	294		Kangmei Pharma	100	1,006,357	0.334	0.666		0.332	99	670,133	136
short	30/11/09	28/12/09	28		China Rwy Constr	100	495,688	1.352	1.341	1.363	0.011	1	675,772	12
long	28/12/09	25/01/10	28		SAIC Motor Corp	100	223,433	3.024	2.400		-0.624	-21	536,331	-95
short	25/01/10	8/02/10	14		China Rwy Constr	100	432,359	1.240	1.261	1.220	-0.021	-2	527,435	-35
long	8/02/10	1/03/10	21		IM Yili	100	744,563	0.708	0.759		0.050	7	564,917	230
short	1/03/10	11/10/10	224		Poly Developments	100	590,774	0.956	0.859	1.064	0.108	11	628,584	19
long	11/10/10	13/12/10	63		China Northern Rare	100	245,083	2.565	2.361		-0.203	-8	578,727	-38
short	13/12/10	31/01/11	49		Shanghai Pudong	100	385,216	1.502	1.486	1.519	0.017	1	585,260	9
long	31/01/11	21/02/11	21		China Shipbuilding	100	437,334	1.338	1.343		0.005	0	587,389	7
short	21/02/11	4/04/11	42		Shanghai Pudong	100	385,780	1.523	1.713	1.332	-0.191	-13	513,860	-69
long	4/04/11	23/05/11	49		IM BaoTou Steel	100	1,191,282	0.431	0.379		-0.052	-12	451,392	-62
short	23/05/11	30/05/11	7		China Life	100	153,396	2.943	2.904	2.982	0.039	1	457,427	100
long	30/05/11	6/06/11	7		China Northern Rare	100	132,264	3.458	4.013		0.555	16	530,817	234,133
short	6/06/11	23/01/12	231		China Rwy Constr	100	574,177	0.924	0.653	1.308	0.384	41	751,024	73
long	23/01/12	19/03/12	56		China Minsheng Bk	100	870,240	0.863	0.834		-0.029	-3	725,924	-20
short	19/03/12	9/04/12	21		Anhui Conch Cement	100	281,799	2.576	2.659	2.493	-0.083	-3	702,442	-44
long	9/04/12	4/06/12	56		China Northern Rare	100	185,735	3.782	4.749		0.967	26	882,091	341
short	4/06/12	10/12/12	189		China Unicom	100	1,403,336	0.629	0.534	0.739	0.111	18	1,037,627	37
long	10/12/12	29/04/13	140		China Rwy Constr	100	1,121,133	0.926	0.827		-0.099	-11	926,751	-26
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	29/04/13	6/05/13	7		China Northern Rare	100	313,300	2.958	2.998	2.918	-0.040	-1	914,179	-51
long	6/05/13	13/05/13	7		China Minsheng Bk	100	662,906	1.379	1.382		0.003	0	916,398	13
short	13/05/13	4/11/13	175		China Northern Rare	100	297,925	3.076	2.888	3.276	0.200	6	975,855	14
long	4/11/13	23/12/13	49		Shanghai Oriental	100	164,197	5.943	6.010		0.067	1	986,900	9
short	23/12/13	2/06/14	161		Poly Developments	100	1,124,508	0.878	0.803	0.959	0.081	9	1,077,954	22
long	2/06/14	23/06/14	21		Sinolink Secs	100	689,342	1.564	1.520		-0.044	-3	1,047,528	-39
short	23/06/14	7/07/14	14		Kangmei Pharma	100	893,312	1.173	1.181	1.164	-0.009	-1	1,039,637	-18
long	7/07/14	3/08/15	392		AECC Aviation Power	100	256,764	4.049	7.773		3.724	92	1,995,882	84
short	3/08/15	4/01/16	154		China Northern Rare	100	875,465	2.280	1.937	2.683	0.403	18	2,348,786	47
long	4/01/16	11/01/16	7		Shanghai Pudong	100	862,326	2.724	2.596		-0.128	-5	2,238,715	-92
short	11/01/16	13/06/16	154		Haitong Secs	100	1,172,461	1.909	2.255	1.564	-0.345	-18	1,833,729	-38
long	13/06/16	1/08/16	49		Kweichow Moutai	100	45,196	40.572	46.229		5.657	14	2,089,389	164
short	1/08/16	15/08/16	14		Cosco Shipping	100	2,714,983	0.770	0.805	0.735	-0.035	-5	1,994,155	-70
long	15/08/16	26/12/16	133		Kweichow Moutai	100	41,513	48.036	46.691		-1.345	-3	1,938,326	-7
short	26/12/16	9/01/17	14		Orient Secs	100	866,878	2.236	2.201	2.272	0.036	2	1,969,461	52
long	9/01/17	10/04/17	91		China Unicom	100	1,771,307	1.112	1.083		-0.029	-3	1,918,221	-10
short	10/04/17	17/04/17	7		Dongxing Secs	100	733,869	2.614	2.525	2.706	0.092	4	1,985,484	503
long	17/04/17	24/04/17	7		China Unicom	100	1,828,241	1.086	1.085		-0.001	0	1,984,150	-3
short	24/04/17	1/05/17	7		Dongxing Secs	100	810,983	2.447	2.496	2.397	-0.049	-2	1,944,009	-66
long	1/05/17	22/05/17	21		China Unicom	100	1,792,198	1.085	1.085		0.001	0	1,945,351	1
short	22/05/17	29/05/17	7		AECC Aviation Power	100	515,705	3.772	3.581	3.973	0.201	5	2,048,951	1,396
long	29/05/17	4/12/17	189		China Unicom	100	1,883,254	1.088	1.076		-0.012	-1	2,025,978	-2
short	4/12/17	15/01/18	42		Tsinghua Tongfang	100	1,241,552	1.632	1.566	1.700	0.068	4	2,110,516	43
long	15/01/18	12/02/18	28		Kweichow Moutai	100	17,292	122.048	110.248		-11.800	-10	1,906,466	-73
short	12/02/18	26/02/18	14		Founder Secs	100	1,917,517	0.994	1.033	0.956	-0.038	-4	1,832,764	-64
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	26/02/18	5/03/18	7		Kweichow Moutai	100	15,563	117.764	113.379		-4.385	-4	1,764,523	-86
short	5/03/18	5/11/18	245		Founder Secs	100	1,740,235	1.014	0.813	1.264	0.250	25	2,199,658	39
long	5/11/18	10/12/18	35		Bank of Shanghai	100	1,247,954	1.763	1.666		-0.097	-5	2,078,998	-44
short	10/12/18	17/12/18	7		China Molybdenum	100	3,618,125	0.575	0.602	0.547	-0.027	-5	1,980,200	-92
long	17/12/18	24/12/18	7		China Rwy Constr	100	1,135,809	1.743	1.624		-0.119	-7	1,845,037	-97
short	24/12/18	21/01/19	28		China Molybdenum	100	3,220,523	0.573	0.577	0.569	-0.004	-1	1,831,512	-9
long	21/01/19	4/02/19	14		Shandong Gold	100	422,145	4.339	4.582		0.244	6	1,934,432	316
short	4/02/19	18/02/19	14		San’an Optoelectron	100	1,244,683	1.554	1.900	1.208	-0.346	-22	1,503,577	-100
long	18/02/19	8/07/19	140		Shandong Gold	100	315,757	4.762	5.912		1.150	24	1,866,673	76
short	8/07/19	16/09/19	70		Bank of Shanghai	100	1,445,800	1.291	1.314	1.268	-0.023	-2	1,833,854	-9
long	16/09/19	23/09/19	7		Kweichow Moutai	100	11,786	155.591	161.521		5.930	4	1,903,745	603
short	23/09/19	14/10/19	21		Bank of Shanghai	100	1,475,220	1.290	1.382	1.199	-0.091	-7	1,769,232	-72
long	14/10/19	21/10/19	7		Kweichow Moutai	100	10,591	167.050	165.231		-1.820	-1	1,749,961	-44
short	21/10/19	16/12/19	56		PetroChina	100	2,042,178	0.857	0.826	0.889	0.032	4	1,816,109	27
long	16/12/19	27/01/20	42		San’an Optoelectron	100	646,860	2.808	3.251		0.443	16	2,102,935	258
short	27/01/20	6/07/20	161		China Comms Constr	100	1,737,282	1.210	1.248	1.173	-0.037	-3	2,038,354	-7
long	6/07/20	16/11/20	133		China Merchants Secs	100	489,059	4.168	3.239		-0.929	-22	1,584,065	-50
short	16/11/20	30/11/20	14		Shandong Gold	100	421,255	3.760	3.626	3.900	0.139	4	1,642,686	158
long	30/11/20	21/12/20	21		LONGi Green Energy	100	157,201	10.450	13.053		2.603	25	2,051,920	4,676
short	21/12/20	18/01/21	28		Shenzhen Goodix Tech	100	86,304	23.775	24.522	23.029	-0.746	-3	1,987,506	-34
long	18/01/21	1/02/21	14		LONGi Green Energy	100	124,974	15.903	16.540		0.637	4	2,067,078	178
short	1/02/21	15/02/21	14		Shenzhen Goodix Tech	100	97,463	21.209	20.696	21.734	0.526	2	2,118,299	89
long	15/02/21	22/03/21	35		China Tourism	100	35,256	60.083	47.912		-12.172	-20	1,689,178	-91
short	22/03/21	13/12/21	266		Shenzhen Goodix Tech	100	97,850	17.263	16.753	17.788	0.525	3	1,740,578	4
long	13/12/21	17/01/22	35		Wingtech Technology	100	80,197	21.704	19.073		-2.631	-12	1,529,574	-74
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	17/01/22	5/09/22	231		China Tourism	100	50,966	30.012	25.989	34.656	4.645	15	1,766,295	26
long	5/09/22	19/09/22	14		China Shenhua En	100	375,921	4.699	4.499		-0.199	-4	1,691,359	-68
short	19/09/22	5/12/22	77		Wingtech Technology	100	218,076	7.756	8.184	7.327	-0.429	-6	1,597,910	-24
long	5/12/22	26/12/22	21		China Unicom	100	2,138,264	0.747	0.687		-0.060	-8	1,468,836	-77
short	26/12/22	2/01/23	7		LONGi Green Energy	100	243,354	6.036	6.135	5.937	-0.099	-2	1,444,773	-58
long	2/01/23	24/04/23	112		China Life	100	268,118	5.389	5.260		-0.129	-2	1,410,281	-8
short	24/04/23	1/05/23	7		LONGi Green Energy	100	268,340	5.256	5.048	5.472	0.216	4	1,468,361	720
long	1/05/23	22/05/23	21		China Petrol&Chem	100	1,511,716	0.971	0.899		-0.073	-7	1,358,655	-74
short	22/05/23	31/07/23	70		LONGi Green Energy	100	286,478	4.743	4.180	5.381	0.638	13	1,541,396	93
long	31/07/23	14/08/23	14		PetroChina	100	1,389,695	1.109	1.081		-0.028	-3	1,501,815	-49
short	14/08/23	4/03/24	203		Foshan Haitian F&F	100	251,563	5.970	5.551	6.420	0.450	8	1,615,113	14
long	4/03/24	18/03/24	14		Shaanxi Coal	100	433,985	3.722	3.381		-0.340	-9	1,467,507	-92
short	18/03/24	25/03/24	7		WuXi AppTec	100	197,775	7.420	6.783	8.116	0.696	9	1,605,228	10,648
long	25/03/24	12/08/24	140		Shaanxi Coal	100	445,236	3.605	3.171		-0.435	-12	1,411,665	-28
accum	9/01/06	12/08/24	7172	days out of 7179 invested (100%)							14,017		1,411,665	29

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sinolink Secs	long	20/11/06	21/01/08	427	0.20	2.04		1.84	905.52
	long	2/06/14	23/06/14	21	1.56	1.52		-0.04	-2.82	877.14
AECC Aviation Power	long	7/07/14	3/08/15	392	4.05	7.77		3.72	91.98
	short	22/05/17	29/05/17	7	3.77	3.58	3.97	0.20	5.33	102.20
Kangmei Pharma	long	9/02/09	30/11/09	294	0.33	0.67		0.33	99.41
	short	23/06/14	7/07/14	14	1.17	1.18	1.16	-0.01	-0.75	97.90
Shanghai Int Port	short	21/01/08	9/02/09	385	1.11	0.62	1.98	0.87	77.86	77.86
China Northern Rare	long	11/10/10	13/12/10	63	2.56	2.36		-0.20	-7.93
	long	30/05/11	6/06/11	7	3.46	4.01		0.55	16.04
	long	9/04/12	4/06/12	56	3.78	4.75		0.97	25.57
	short	29/04/13	6/05/13	7	2.96	3.00	2.92	-0.04	-1.36
	short	13/05/13	4/11/13	175	3.08	2.89	3.28	0.20	6.49
	short	3/08/15	4/01/16	154	2.28	1.94	2.68	0.40	17.68	65.85
Anhui Conch Cement	long	9/01/06	16/10/06	280	0.41	0.69		0.27	66.13
	short	19/03/12	9/04/12	21	2.58	2.66	2.49	-0.08	-3.23	60.76
LONGi Green Energy	long	30/11/20	21/12/20	21	10.45	13.05		2.60	24.91
	long	18/01/21	1/02/21	14	15.90	16.54		0.64	4.00
	short	26/12/22	2/01/23	7	6.04	6.13	5.94	-0.10	-1.64
	short	24/04/23	1/05/23	7	5.26	5.05	5.47	0.22	4.12
	short	22/05/23	31/07/23	70	4.74	4.18	5.38	0.64	13.45	50.94
Shandong Gold	long	21/01/19	4/02/19	14	4.34	4.58		0.24	5.62
	long	18/02/19	8/07/19	140	4.76	5.91		1.15	24.15
	short	16/11/20	30/11/20	14	3.76	3.63	3.90	0.14	3.70	35.98
Poly Developments	short	1/03/10	11/10/10	224	0.96	0.86	1.06	0.11	11.27
	short	23/12/13	2/06/14	161	0.88	0.80	0.96	0.08	9.23	21.54
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Founder Secs	short	12/02/18	26/02/18	14	0.99	1.03	0.96	-0.04	-3.87
	short	5/03/18	5/11/18	245	1.01	0.81	1.26	0.25	24.66	19.84
China Rwy Constr	short	30/11/09	28/12/09	28	1.35	1.34	1.36	0.01	0.84
	short	25/01/10	8/02/10	14	1.24	1.26	1.22	-0.02	-1.66
	short	6/06/11	23/01/12	231	0.92	0.65	1.31	0.38	41.48
	long	10/12/12	29/04/13	140	0.93	0.83		-0.10	-10.69
	long	17/12/18	24/12/18	7	1.74	1.62		-0.12	-6.83	16.76
Citic Secs	long	23/10/06	13/11/06	21	0.62	0.68		0.07	10.82	10.82
WuXi AppTec	short	18/03/24	25/03/24	7	7.42	6.78	8.12	0.70	9.38	9.38
Foshan Haitian F&F	short	14/08/23	4/03/24	203	5.97	5.55	6.42	0.45	7.54	7.54
IM Yili	long	8/02/10	1/03/10	21	0.71	0.76		0.05	7.11	7.11
Hua Xia Bank	short	16/10/06	23/10/06	7	0.32	0.30	0.33	0.01	4.68	4.68
Tsinghua Tongfang	short	4/12/17	15/01/18	42	1.63	1.57	1.70	0.07	4.17	4.17
China Unicom	short	4/06/12	10/12/12	189	0.63	0.53	0.74	0.11	17.63
	long	9/01/17	10/04/17	91	1.11	1.08		-0.03	-2.60
	long	17/04/17	24/04/17	7	1.09	1.09		-0.00	-0.07
	long	1/05/17	22/05/17	21	1.08	1.09		0.00	0.07
	long	29/05/17	4/12/17	189	1.09	1.08		-0.01	-1.12
	long	5/12/22	26/12/22	21	0.75	0.69		-0.06	-8.08	4.14
Shenzhen Goodix Tech	short	21/12/20	18/01/21	28	23.78	24.52	23.03	-0.75	-3.14
	short	1/02/21	15/02/21	14	21.21	20.70	21.73	0.53	2.48
	short	22/03/21	13/12/21	266	17.26	16.75	17.79	0.53	3.04	2.28
Orient Secs	short	26/12/16	9/01/17	14	2.24	2.20	2.27	0.04	1.61	1.61
Dongxing Secs	short	10/04/17	17/04/17	7	2.61	2.53	2.71	0.09	3.51
	short	24/04/17	1/05/17	7	2.45	2.50	2.40	-0.05	-2.02	1.41
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
PetroChina	short	21/10/19	16/12/19	56	0.86	0.83	0.89	0.03	3.78
	long	31/07/23	14/08/23	14	1.11	1.08		-0.03	-2.57	1.12
China Shipbuilding	long	31/01/11	21/02/11	21	1.34	1.34		0.00	0.36	0.36
China Life	short	23/05/11	30/05/11	7	2.94	2.90	2.98	0.04	1.34
	long	2/01/23	24/04/23	112	5.39	5.26		-0.13	-2.39	-1.08
Kweichow Moutai	long	13/06/16	1/08/16	49	40.57	46.23		5.66	13.94
	long	15/08/16	26/12/16	133	48.04	46.69		-1.34	-2.80
	long	15/01/18	12/02/18	28	122.05	110.25		-11.80	-9.67
	long	26/02/18	5/03/18	7	117.76	113.38		-4.38	-3.72
	long	16/09/19	23/09/19	7	155.59	161.52		5.93	3.81
	long	14/10/19	21/10/19	7	167.05	165.23		-1.82	-1.09	-1.10
Shanghai Oriental	short	13/11/06	20/11/06	7	0.44	0.45	0.43	-0.01	-2.50
	long	4/11/13	23/12/13	49	5.94	6.01		0.07	1.13	-1.39
China Comms Constr	short	27/01/20	6/07/20	161	1.21	1.25	1.17	-0.04	-3.07	-3.07
China Minsheng Bk	long	23/01/12	19/03/12	56	0.86	0.83		-0.03	-3.34
	long	6/05/13	13/05/13	7	1.38	1.38		0.00	0.24	-3.11
China Shenhua En	long	5/09/22	19/09/22	14	4.70	4.50		-0.20	-4.24	-4.24
Cosco Shipping	short	1/08/16	15/08/16	14	0.77	0.80	0.73	-0.04	-4.56	-4.56
China Molybdenum	short	10/12/18	17/12/18	7	0.57	0.60	0.55	-0.03	-4.75
	short	24/12/18	21/01/19	28	0.57	0.58	0.57	-0.00	-0.73	-5.45
China Petrol&Chem	long	1/05/23	22/05/23	21	0.97	0.90		-0.07	-7.47	-7.47
China Tourism	long	15/02/21	22/03/21	35	60.08	47.91		-12.17	-20.26
	short	17/01/22	5/09/22	231	30.01	25.99	34.66	4.64	15.48	-7.92
San’an Optoelectron	short	4/02/19	18/02/19	14	1.55	1.90	1.21	-0.35	-22.27
	long	16/12/19	27/01/20	42	2.81	3.25		0.44	15.79	-10.00
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
IM BaoTou Steel	long	4/04/11	23/05/11	49	0.43	0.38		-0.05	-12.16	-12.16
Bank of Shanghai	long	5/11/18	10/12/18	35	1.76	1.67		-0.10	-5.49
	short	8/07/19	16/09/19	70	1.29	1.31	1.27	-0.02	-1.76
	short	23/09/19	14/10/19	21	1.29	1.38	1.20	-0.09	-7.07	-13.71
Shanghai Pudong	short	13/12/10	31/01/11	49	1.50	1.49	1.52	0.02	1.13
	short	21/02/11	4/04/11	42	1.52	1.71	1.33	-0.19	-12.52
	long	4/01/16	11/01/16	7	2.72	2.60		-0.13	-4.69	-15.68
Wingtech Technology	long	13/12/21	17/01/22	35	21.70	19.07		-2.63	-12.12
	short	19/09/22	5/12/22	77	7.76	8.18	7.33	-0.43	-5.53	-16.98
Haitong Secs	short	11/01/16	13/06/16	154	1.91	2.25	1.56	-0.35	-18.09	-18.09
Shaanxi Coal	long	4/03/24	18/03/24	14	3.72	3.38		-0.34	-9.14
	long	25/03/24	12/08/24	140	3.61	3.17		-0.43	-12.06	-20.10
SAIC Motor Corp	long	28/12/09	25/01/10	28	3.02	2.40		-0.62	-20.63	-20.63
China Merchants Secs	long	6/07/20	16/11/20	133	4.17	3.24		-0.93	-22.29	-22.29

Annotations

28/07/17	SSE 50	component roundabout new: Bank of Jiangsu, Bank of Shanghai, China Fortune Land, China Galaxy Securities and Greenland Holdings dropped out: AVIC Aviation, China Citic Bank, Industrial Securities, Shanghai Oriental and Sinolink Securities
28/12/16	SSE 50	Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
29/12/15	SSE 50	complete analysis
28/12/15	SSE 50	CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace Guanghui Energy, NARI, Offshore Oil, Qingdao Haier and Tebian Electric Apparatus
28/08/15	SSE 50	complete analysis
27/07/15	Ping An Ins	forward stock split 10:20 (twenty for ten)
17/07/15	Kweichow Moutai	forward stock split 10:11 (eleven for ten)
16/07/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
1/06/15	IM Yili	foreward stock split 10:20 (twenty for ten)
11/05/15	China Northern Rare	forward stock split 10:15 (fifteen for ten)
6/06/13	NARI Technology	forward stock split 10:15 (fifteen for ten)


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