Share-o-matic - Assessment SSE 50 (Shanghai Stock Exchange 50)

Assessment - Shanghai Stock Exchange 50 - 7/01/24 - RS = 19

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	∅-RS
	L	SSE 50 ew	1,868.260	7/15	0.35	1,866.650	0.09	1,803.880	62.770	3.48	0.51
		Cosco Shipping	13.480	7/15	-0.44	15.820	-14.79	10.280	5.540	53.89	44.56
		Shaanxi Coal	25.540	7/15	2.45	26.870	-4.95	25.370	1.500	5.91	31.67
	L	China Shenhua En	42.390	7/15	2.86	45.280	-6.38	39.810	5.470	13.74	31.06
		Zijin Mining	18.820	7/15	1.84	18.040	4.32	12.850	5.190	40.39	28.15
		Haier Smart Home	26.650	7/15	-3.06	28.390	-6.13	23.580	4.810	20.40	26.16
		China CSSC	41.700	7/15	-0.12	41.170	1.29	32.910	8.260	25.10	23.74
		China Yangtze Pwr	30.430	7/15	1.84	29.480	3.22	25.200	4.280	16.98	18.53
		PetroChina	10.470	7/15	1.36	10.430	0.38	8.650	1.780	20.58	18.12
		Ind and Comm Bk	6.200	7/15	1.97	5.820	6.53	5.270	0.550	10.44	9.61
		Agricultural Bank	4.720	7/15	2.61	4.440	6.31	4.080	0.360	8.82	9.57
	L	China Pacific Ins	28.140	7/15	1.63	28.540	-1.40	26.330	2.210	8.39	9.20
	L	Industrial Bank	17.030	7/15	0.89	17.750	-4.06	16.180	1.570	9.70	9.12
		Hygon	72.000	7/15	2.00	70.470	2.17	86.000	-15.530	-18.06	9.10
		Bank of China	4.850	7/15	1.68	4.670	3.85	4.510	0.160	3.55	8.47
	L	GigaDevice	97.200	7/15	-0.15	94.410	2.96	66.950	27.460	41.02	8.17
		NARI Technology	24.150	7/15	-0.82	24.850	-2.82	22.690	2.160	9.52	7.51
	L	Will Semiconductor	108.680	7/15	-0.18	99.020	9.76	85.650	13.370	15.61	6.30
		China Merchants Bank	33.780	7/15	-0.65	34.360	-1.69	31.620	2.740	8.67	6.17
		Sany Heavy Industry	16.290	7/15	-0.06	16.430	-0.85	14.140	2.290	16.20	3.70
		AECC Aviation Power	36.470	7/15	-0.95	36.270	0.55	32.710	3.560	10.88	3.61
		Wanhua Chemical	81.600	7/15	-2.06	82.300	-0.85	74.610	7.690	10.31	1.97
	L	China State Constr	5.400	7/15	-0.18	5.440	-0.74	5.180	0.260	5.02	1.96
		Shanxi Xinghuacun	195.900	7/15	-0.67	207.060	-5.39	224.820	-17.760	-7.90	0.37
		PowerChina	5.480	7/15	0.74	5.680	-3.52	4.990	0.690	13.83	0.15
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	∅-RS
	L	Great Wall Motor	26.240	7/15	-0.42	25.280	3.80	22.080	3.200	14.49	-0.27
	S	China Petrol&Chem	6.550	7/15	2.34	6.390	2.50	6.280	0.110	1.75	-0.42
		China Telecom Corp	6.290	7/15	0.48	6.100	3.11	6.000	0.100	1.67	-0.56
	L	China Life	31.470	7/15	-0.19	31.350	0.38	30.980	0.370	1.19	-0.76
	S	SAIC Motor Corp	14.230	7/15	0.21	13.860	2.67	14.550	-0.690	-4.74	-1.22
	L	SMIC	48.940	7/15	0.62	45.810	6.83	44.820	0.990	2.21	-1.36
	S	IM Yili	25.490	7/15	-0.04	25.970	-1.85	28.330	-2.360	-8.33	-2.06
		China Rwy Group	6.180	7/15	-0.64	6.570	-5.94	6.340	0.230	3.63	-2.48
		China Three Gorges R	4.440	7/15	-0.22	4.480	-0.89	4.640	-0.160	-3.45	-3.11
	S	Jiangsu Hengrui Med	40.780	7/15	-1.19	38.270	6.56	41.660	-3.390	-8.14	-3.34
	L	TBEA	12.950	7/15	-1.22	13.960	-7.23	14.850	-0.890	-5.99	-3.97
		China Unicom	4.810	7/15	0.63	4.680	2.78	4.690	-0.010	-0.21	-4.30
	L	Ping An Ins	42.530	7/15	-0.35	41.620	2.19	42.730	-1.110	-2.60	-5.07
		Foshan Haitian F&F	34.340	7/15	-0.87	34.400	-0.17	37.780	-3.380	-8.95	-7.66
	L	Poly Developments	9.000	7/15	-0.22	9.310	-3.33	9.810	-0.500	-5.10	-8.24
	S	Citic Secs	18.460	7/15	0.54	18.200	1.43	20.850	-2.650	-12.71	-9.79
	S	Kweichow Moutai	1,474.900	7/15	-0.27	1,440.380	2.40	1,695.430	-255.050	-15.04	-10.62
		Zhangzhou Pientze	210.510	7/15	0.92	206.230	2.08	212.310	-6.080	-2.86	-10.83
		China Northern Rare	16.930	7/15	-0.12	18.030	-6.10	18.530	-0.500	-2.70	-12.84
		Beijing Kingsoft	187.620	7/15	-1.77	205.000	-8.48	246.570	-41.570	-16.86	-17.22
	S	Tongwei	17.510	7/15	0.81	18.840	-7.06	26.000	-7.160	-27.54	-22.83
	S	China Tourism	66.880	7/15	-1.28	62.500	7.01	85.290	-22.790	-26.72	-24.31
	S	LONGi Green Energy	13.890	7/15	-0.86	14.050	-1.14	20.190	-6.140	-30.41	-26.11
	L	Trina Solar	16.050	7/15	-3.43	17.120	-6.25	23.690	-6.570	-27.73	-26.26
		Zhejiang Huayou	23.840	7/15	-0.42	22.350	6.67	25.450	-3.100	-12.18	-26.70
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/19/24	prc diff	⇓ Δ19	∅-RS
		WuXi AppTec	38.050	7/15	-1.93	38.660	-1.58	50.050	-11.390	-22.76	-29.23
SSE 50 - 50 out of 50 instruments rated - 7/01/24 / 2/19/24 - 28 did rise, Market-Ratio(19) = 56.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

1/06/20	scale up chart	7/01/24

Transactions Shanghai Stock Exchange 50 * 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
1/02/06		1/09/06	7		- cash -
long	1/09/06	10/16/06	280		Anhui Conch Cement	100	3,003	3.330	5.420		2.090	63	16,276	89
short	10/16/06	10/23/06	7		Hua Xia Bank	100	6,492	2.507	2.396	2.623	0.116	5	17,031	964
long	10/23/06	11/13/06	21		Citic Secs	100	3,497	4.870	5.370		0.500	10	18,780	447
short	11/13/06	11/20/06	7		Shanghai Oriental	100	5,412	3.470	3.560	3.380	-0.090	-3	18,293	-75
long	11/20/06	1/21/08	427		Sinolink Secs	100	11,459	1.596	14.768		13.171	825	169,221	570
short	1/21/08	2/09/09	385		Shanghai Int Port	100	21,021	8.050	4.270	15.176	7.126	89	319,021	82
long	2/09/09	11/30/09	294		Kangmei Pharma	100	139,817	2.282	4.546		2.265	99	635,651	135
short	11/30/09	12/28/09	28		China Rwy Constr	100	68,867	9.230	9.140	9.321	0.091	1	641,911	14
long	12/28/09	1/25/10	28		SAIC Motor Corp	100	31,130	20.620	16.390		-4.230	-21	510,231	-95
short	1/25/10	2/08/10	14		China Rwy Constr	100	60,239	8.470	8.610	8.330	-0.140	-2	501,798	-35
long	2/08/10	3/01/10	21		IM Yili	100	103,747	4.837	5.173		0.337	7	536,719	222
short	3/01/10	10/11/10	224		Poly Developments	100	82,318	6.520	5.733	7.415	0.895	14	610,360	23
long	10/11/10	12/13/10	63		China Northern Rare	100	35,670	17.111	15.718		-1.393	-8	560,661	-39
short	12/13/10	1/31/11	49		Shanghai Pudong	100	56,066	10.000	9.780	10.225	0.225	2	573,271	18
long	1/31/11	2/21/11	21		China Shipbuilding	100	65,070	8.810	8.830		0.020	0	574,572	4
short	2/21/11	4/04/11	42		Shanghai Pudong	100	57,399	10.010	11.220	8.800	-1.210	-12	505,119	-67
long	4/04/11	5/23/11	49		IM BaoTou Steel	100	178,803	2.825	2.461		-0.364	-13	439,983	-64
short	5/23/11	5/30/11	7		China Life	100	23,023	19.110	18.850	19.374	0.264	1	446,052	104
long	5/30/11	6/06/11	7		China Northern Rare	100	19,868	22.450	26.003		3.553	16	516,649	212,394
short	6/06/11	1/23/12	231		China Rwy Constr	100	86,251	5.990	4.120	8.709	2.719	45	751,148	81
long	1/23/12	3/19/12	56		China Minsheng Bk	100	138,035	5.442	5.275		-0.167	-3	728,138	-18
short	3/19/12	4/09/12	21		Anhui Conch Cement	100	44,698	16.290	16.780	15.800	-0.490	-3	706,236	-41
long	4/09/12	6/04/12	56		China Northern Rare	100	29,595	23.863	30.147		6.283	26	892,193	359
short	6/04/12	12/10/12	189		China Unicom	100	223,607	3.990	3.360	4.738	0.748	19	1,059,473	39
long	12/10/12	4/29/13	140		China Rwy Constr	100	182,040	5.820	5.140		-0.680	-12	935,686	-28
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/29/13	5/06/13	7		China Northern Rare	100	50,871	18.393	18.607	18.180	-0.213	-1	924,830	-46
long	5/06/13	5/13/13	7		China Minsheng Bk	100	108,062	8.558	8.575		0.017	0	926,635	11
short	5/13/13	11/04/13	175		China Northern Rare	100	48,565	19.080	17.613	20.669	1.589	8	1,003,795	18
long	11/04/13	12/23/13	49		Shanghai Oriental	100	27,698	36.240	36.480		0.240	1	1,010,443	5
short	12/23/13	6/02/14	161		Poly Developments	100	189,693	5.327	5.020	5.652	0.325	6	1,072,169	14
long	6/02/14	6/23/14	21		Sinolink Secs	100	109,740	9.770	9.460		-0.310	-3	1,038,149	-43
short	6/23/14	7/07/14	14		Kangmei Pharma	100	142,212	7.300	7.330	7.270	-0.030	0	1,033,883	-10
long	7/07/14	8/03/15	392		AECC Aviation Power	100	41,157	25.120	48.280		23.160	92	1,987,079	84
short	8/03/15	1/04/16	154		China Northern Rare	100	140,330	14.160	12.660	15.838	1.678	12	2,222,511	30
long	1/04/16	1/11/16	7		Shanghai Pudong	100	124,860	17.800	17.050		-0.750	-4	2,128,866	-89
short	1/11/16	6/13/16	154		Haitong Secs	100	169,766	12.540	14.850	10.230	-2.310	-18	1,736,706	-38
long	6/13/16	8/01/16	49		Kweichow Moutai	100	6,499	267.200	306.960		39.760	15	1,995,106	181
short	8/01/16	8/15/16	14		Cosco Shipping	100	390,431	5.110	5.340	4.880	-0.230	-5	1,905,307	-70
long	8/15/16	12/26/16	133		Kweichow Moutai	100	5,976	318.780	324.500		5.720	2	1,939,490	5
short	12/26/16	1/09/17	14		Orient Secs	100	124,806	15.540	15.260	15.825	0.285	2	1,975,072	61
long	1/09/17	4/10/17	91		China Unicom	100	256,170	7.710	7.470		-0.240	-3	1,913,591	-12
short	4/10/17	4/17/17	7		Dongxing Secs	100	106,133	18.030	17.370	18.715	0.685	4	1,986,303	599
long	4/17/17	4/24/17	7		China Unicom	100	265,904	7.470	7.470		0.000	0	1,986,303	0
short	4/24/17	5/01/17	7		Dongxing Secs	100	117,951	16.840	17.190	16.490	-0.350	-2	1,945,020	-67
long	5/01/17	5/22/17	21		China Unicom	100	260,377	7.470	7.470		0.000	0	1,945,020	0
short	5/22/17	5/29/17	7		AECC Aviation Power	100	74,923	25.960	24.590	27.406	1.446	6	2,053,381	1,589
long	5/29/17	12/04/17	189		China Unicom	100	274,883	7.470	7.120		-0.350	-5	1,957,172	-9
short	12/04/17	1/15/18	42		Tsinghua Tongfang	100	181,219	10.800	10.080	11.571	0.771	7	2,096,965	82
long	1/15/18	2/12/18	28		Kweichow Moutai	100	2,670	785.370	697.480		-87.890	-11	1,862,298	-79
short	2/12/18	2/26/18	14		Founder Secs	100	296,072	6.290	6.520	6.060	-0.230	-4	1,794,202	-62
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	2/26/18	3/05/18	7		Kweichow Moutai	100	2,413	743.510	720.110		-23.400	-3	1,737,738	-81
short	3/05/18	11/05/18	245		Founder Secs	100	269,835	6.440	5.630	7.367	0.927	14	1,987,740	22
long	11/05/18	12/10/18	35		Bank of Shanghai	100	162,929	12.200	11.510		-0.690	-6	1,875,319	-46
short	12/10/18	12/17/18	7		China Molybdenum	100	472,372	3.970	4.150	3.790	-0.180	-5	1,790,292	-91
long	12/17/18	12/24/18	7		China Rwy Constr	100	148,942	12.020	11.200		-0.820	-7	1,668,159	-97
short	12/24/18	1/21/19	28		China Molybdenum	100	422,318	3.950	3.920	3.980	0.030	1	1,680,913	10
long	1/21/19	2/04/19	14		Shandong Gold	100	57,038	29.470	30.900		1.430	5	1,762,478	244
short	2/04/19	2/18/19	14		San’an Optoelectron	100	168,175	10.480	12.850	8.110	-2.370	-23	1,363,903	-100
long	2/18/19	7/08/19	140		Shandong Gold	100	42,357	32.200	40.660		8.460	26	1,722,243	84
short	7/08/19	9/16/19	70		Bank of Shanghai	100	193,946	8.880	9.280	8.480	-0.400	-5	1,644,665	-21
long	9/16/19	9/23/19	7		Kweichow Moutai	100	1,496	1,099.000	1,149.000		50.000	5	1,719,465	917
short	9/23/19	10/14/19	21		Bank of Shanghai	100	187,305	9.180	9.760	8.600	-0.580	-6	1,610,828	-68
long	10/14/19	10/21/19	7		Kweichow Moutai	100	1,365	1,180.000	1,168.500		-11.500	-1	1,595,130	-40
short	10/21/19	12/16/19	56		PetroChina	100	263,222	6.060	5.770	6.365	0.305	5	1,675,308	38
long	12/16/19	1/27/20	42		San’an Optoelectron	100	85,387	19.620	22.560		2.940	15	1,926,346	237
short	1/27/20	7/06/20	161		China Comms Constr	100	229,326	8.400	8.750	8.050	-0.350	-4	1,846,081	-9
long	7/06/20	11/16/20	133		China Merchants Secs	100	63,157	29.230	21.310		-7.920	-27	1,345,878	-58
short	11/16/20	11/30/20	14		Shandong Gold	100	54,400	24.740	23.840	25.674	0.934	4	1,396,688	163
long	11/30/20	12/21/20	21		LONGi Green Energy	100	20,330	68.700	85.420		16.720	24	1,736,605	4,308
short	12/21/20	1/18/21	28		Shenzhen Goodix Tech	100	11,161	155.590	159.080	152.100	-3.490	-2	1,697,653	-26
long	1/18/21	2/01/21	14		LONGi Green Energy	100	16,454	103.170	106.920		3.750	4	1,759,356	154
short	2/01/21	2/15/21	14		Shenzhen Goodix Tech	100	12,832	137.100	133.600	140.692	3.592	3	1,805,445	96
long	2/15/21	3/22/21	35		China Tourism	100	4,654	387.860	311.650		-76.210	-20	1,450,763	-90
short	3/22/21	12/13/21	266		Shenzhen Goodix Tech	100	12,919	112.290	106.600	118.284	5.994	5	1,528,196	7
long	12/13/21	1/17/22	35		Wingtech Technology	100	11,065	138.100	121.020		-17.080	-12	1,339,206	-75
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	1/17/22	9/05/22	231		China Tourism	100	7,032	190.430	180.100	201.353	10.923	6	1,416,013	9
long	9/05/22	9/19/22	14		China Shenhua En	100	43,489	32.560	31.500		-1.060	-3	1,369,914	-58
short	9/19/22	12/05/22	77		Wingtech Technology	100	25,228	54.300	56.950	51.650	-2.650	-5	1,303,060	-21
long	12/05/22	12/26/22	21		China Unicom	100	250,588	5.200	4.780		-0.420	-8	1,197,813	-77
short	12/26/22	1/02/23	7		LONGi Green Energy	100	28,519	42.000	42.260	41.740	-0.260	-1	1,190,398	-28
long	1/02/23	4/24/23	112		China Life	100	32,068	37.120	36.260		-0.860	-2	1,162,820	-7
short	4/24/23	5/01/23	7		LONGi Green Energy	100	32,095	36.230	34.870	37.643	1.413	4	1,208,170	635
long	5/01/23	5/22/23	21		China Petrol&Chem	100	180,055	6.710	6.320		-0.390	-6	1,137,949	-65
short	5/22/23	7/31/23	70		LONGi Green Energy	100	34,121	33.350	29.850	37.260	3.910	12	1,271,375	78
long	7/31/23	8/14/23	14		PetroChina	100	160,527	7.920	7.840		-0.080	-1	1,258,533	-23
short	8/14/23	3/04/24	203		Foshan Haitian F&F	100	29,058	43.310	39.960	46.941	3.631	8	1,364,037	16
long	3/04/24	3/18/24	14		Shaanxi Coal	100	50,915	26.790	24.340		-2.450	-9	1,239,295	-92
short	3/18/24	3/25/24	7		WuXi AppTec	100	23,203	53.410	48.900	58.336	4.926	9	1,353,593	9,850
long	3/25/24	7/15/24	112		Shaanxi Coal	100	52,081	25.990	25.540		-0.450	-2	1,330,157	-6
accum	1/09/06	7/15/24	6774	days out of 6781 invested (100%)							13,202		1,330,157	30

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sinolink Secs	long	11/20/06	1/21/08	427	1.60	14.77		13.17	825.11
	long	6/02/14	6/23/14	21	9.77	9.46		-0.31	-3.17	795.75
AECC Aviation Power	long	7/07/14	8/03/15	392	25.12	48.28		23.16	92.20
	short	5/22/17	5/29/17	7	25.96	24.59	27.41	1.45	5.57	102.91
Kangmei Pharma	long	2/09/09	11/30/09	294	2.28	4.55		2.26	99.25
	short	6/23/14	7/07/14	14	7.30	7.33	7.27	-0.03	-0.41	98.43
Shanghai Int Port	short	1/21/08	2/09/09	385	8.05	4.27	15.18	7.13	88.52	88.52
China Northern Rare	long	10/11/10	12/13/10	63	17.11	15.72		-1.39	-8.14
	long	5/30/11	6/06/11	7	22.45	26.00		3.55	15.83
	long	4/09/12	6/04/12	56	23.86	30.15		6.28	26.33
	short	4/29/13	5/06/13	7	18.39	18.61	18.18	-0.21	-1.16
	short	5/13/13	11/04/13	175	19.08	17.61	20.67	1.59	8.33
	short	8/03/15	1/04/16	154	14.16	12.66	15.84	1.68	11.85	60.97
Anhui Conch Cement	long	1/09/06	10/16/06	280	3.33	5.42		2.09	62.76
	short	3/19/12	4/09/12	21	16.29	16.78	15.80	-0.49	-3.01	57.87
LONGi Green Energy	long	11/30/20	12/21/20	21	68.70	85.42		16.72	24.34
	long	1/18/21	2/01/21	14	103.17	106.92		3.75	3.63
	short	12/26/22	1/02/23	7	42.00	42.26	41.74	-0.26	-0.62
	short	4/24/23	5/01/23	7	36.23	34.87	37.64	1.41	3.90
	short	5/22/23	7/31/23	70	33.35	29.85	37.26	3.91	11.73	48.65
Shandong Gold	long	1/21/19	2/04/19	14	29.47	30.90		1.43	4.85
	long	2/18/19	7/08/19	140	32.20	40.66		8.46	26.27
	short	11/16/20	11/30/20	14	24.74	23.84	25.67	0.93	3.78	37.40
Poly Developments	short	3/01/10	10/11/10	224	6.52	5.73	7.41	0.89	13.72
	short	12/23/13	6/02/14	161	5.33	5.02	5.65	0.33	6.11	20.67
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Rwy Constr	short	11/30/09	12/28/09	28	9.23	9.14	9.32	0.09	0.98
	short	1/25/10	2/08/10	14	8.47	8.61	8.33	-0.14	-1.65
	short	6/06/11	1/23/12	231	5.99	4.12	8.71	2.72	45.39
	long	12/10/12	4/29/13	140	5.82	5.14		-0.68	-11.68
	long	12/17/18	12/24/18	7	12.02	11.20		-0.82	-6.82	18.82
Citic Secs	long	10/23/06	11/13/06	21	4.87	5.37		0.50	10.27	10.27
Founder Secs	short	2/12/18	2/26/18	14	6.29	6.52	6.06	-0.23	-3.66
	short	3/05/18	11/05/18	245	6.44	5.63	7.37	0.93	14.39	10.20
WuXi AppTec	short	3/18/24	3/25/24	7	53.41	48.90	58.34	4.93	9.22	9.22
Foshan Haitian F&F	short	8/14/23	3/04/24	203	43.31	39.96	46.94	3.63	8.38	8.38
Tsinghua Tongfang	short	12/04/17	1/15/18	42	10.80	10.08	11.57	0.77	7.14	7.14
IM Yili	long	2/08/10	3/01/10	21	4.84	5.17		0.34	6.96	6.96
Shenzhen Goodix Tech	short	12/21/20	1/18/21	28	155.59	159.08	152.10	-3.49	-2.24
	short	2/01/21	2/15/21	14	137.10	133.60	140.69	3.59	2.62
	short	3/22/21	12/13/21	266	112.29	106.60	118.28	5.99	5.34	5.67
Hua Xia Bank	short	10/16/06	10/23/06	7	2.51	2.40	2.62	0.12	4.64	4.64
Kweichow Moutai	long	6/13/16	8/01/16	49	267.20	306.96		39.76	14.88
	long	8/15/16	12/26/16	133	318.78	324.50		5.72	1.79
	long	1/15/18	2/12/18	28	785.37	697.48		-87.89	-11.19
	long	2/26/18	3/05/18	7	743.51	720.11		-23.40	-3.15
	long	9/16/19	9/23/19	7	1,099.00	1,149.00		50.00	4.55
	long	10/14/19	10/21/19	7	1,180.00	1,168.50		-11.50	-0.97	4.14
PetroChina	short	10/21/19	12/16/19	56	6.06	5.77	6.36	0.30	5.03
	long	7/31/23	8/14/23	14	7.92	7.84		-0.08	-1.01	3.97
Orient Secs	short	12/26/16	1/09/17	14	15.54	15.26	15.83	0.29	1.83	1.83
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Dongxing Secs	short	4/10/17	4/17/17	7	18.03	17.37	18.72	0.69	3.80
	short	4/24/17	5/01/17	7	16.84	17.19	16.49	-0.35	-2.08	1.64
China Unicom	short	6/04/12	12/10/12	189	3.99	3.36	4.74	0.75	18.75
	long	1/09/17	4/10/17	91	7.71	7.47		-0.24	-3.11
	long	4/17/17	4/24/17	7	7.47	7.47		0.00	0.00
	long	5/01/17	5/22/17	21	7.47	7.47		0.00	0.00
	long	5/29/17	12/04/17	189	7.47	7.12		-0.35	-4.69
	long	12/05/22	12/26/22	21	5.20	4.78		-0.42	-8.08	0.80
China Shipbuilding	long	1/31/11	2/21/11	21	8.81	8.83		0.02	0.23	0.23
China Life	short	5/23/11	5/30/11	7	19.11	18.85	19.37	0.26	1.38
	long	1/02/23	4/24/23	112	37.12	36.26		-0.86	-2.32	-0.97
Shanghai Oriental	short	11/13/06	11/20/06	7	3.47	3.56	3.38	-0.09	-2.59
	long	11/04/13	12/23/13	49	36.24	36.48		0.24	0.66	-1.95
China Minsheng Bk	long	1/23/12	3/19/12	56	5.44	5.28		-0.17	-3.06
	long	5/06/13	5/13/13	7	8.56	8.58		0.02	0.20	-2.87
China Shenhua En	long	9/05/22	9/19/22	14	32.56	31.50		-1.06	-3.26	-3.26
China Molybdenum	short	12/10/18	12/17/18	7	3.97	4.15	3.79	-0.18	-4.53
	short	12/24/18	1/21/19	28	3.95	3.92	3.98	0.03	0.76	-3.80
China Comms Constr	short	1/27/20	7/06/20	161	8.40	8.75	8.05	-0.35	-4.17	-4.17
Cosco Shipping	short	8/01/16	8/15/16	14	5.11	5.34	4.88	-0.23	-4.50	-4.50
China Petrol&Chem	long	5/01/23	5/22/23	21	6.71	6.32		-0.39	-5.81	-5.81
Shaanxi Coal	long	3/04/24	3/18/24	14	26.79	24.34		-2.45	-9.15
	long	3/25/24	7/15/24	112	25.99	25.54		-0.45	-1.73	-10.72
San’an Optoelectron	short	2/04/19	2/18/19	14	10.48	12.85	8.11	-2.37	-22.61
	long	12/16/19	1/27/20	42	19.62	22.56		2.94	14.98	-11.02
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	5/23/11	49	2.83	2.46		-0.36	-12.90	-12.90
Shanghai Pudong	short	12/13/10	1/31/11	49	10.00	9.78	10.22	0.22	2.25
	short	2/21/11	4/04/11	42	10.01	11.22	8.80	-1.21	-12.09
	long	1/04/16	1/11/16	7	17.80	17.05		-0.75	-4.21	-13.90
China Tourism	long	2/15/21	3/22/21	35	387.86	311.65		-76.21	-19.65
	short	1/17/22	9/05/22	231	190.43	180.10	201.35	10.92	5.74	-15.04
Bank of Shanghai	long	11/05/18	12/10/18	35	12.20	11.51		-0.69	-5.66
	short	7/08/19	9/16/19	70	8.88	9.28	8.48	-0.40	-4.50
	short	9/23/19	10/14/19	21	9.18	9.76	8.60	-0.58	-6.32	-15.60
Wingtech Technology	long	12/13/21	1/17/22	35	138.10	121.02		-17.08	-12.37
	short	9/19/22	12/05/22	77	54.30	56.95	51.65	-2.65	-4.88	-16.64
Haitong Secs	short	1/11/16	6/13/16	154	12.54	14.85	10.23	-2.31	-18.42	-18.42
SAIC Motor Corp	long	12/28/09	1/25/10	28	20.62	16.39		-4.23	-20.51	-20.51
China Merchants Secs	long	7/06/20	11/16/20	133	29.23	21.31		-7.92	-27.10	-27.10

Annotations

7/28/17	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
12/28/16	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
12/29/15	SSE 50	complete analysis
12/28/15	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
8/28/15	SSE 50	complete analysis
7/27/15	Ping An Ins	forward stock split 10:20 (twenty for ten)
7/17/15	Kweichow Moutai	forward stock split 10:11 (eleven for ten)
7/16/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
6/01/15	IM Yili	foreward stock split 10:20 (twenty for ten)
5/11/15	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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