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

Assessment - Shanghai Stock Exchange 50 - 5/06/23 - RS = 19

		⇓instrument	freshest		⇓ Δday	5/06/23	⇓ Δwk	23/01/23	prc diff	⇓ Δ19	∅-RS
	S	SSE 50 ew	1,981.450	07:00	0.94	1,985.730	-0.22	2,178.520	-192.790	-8.85	-5.32
	L	China Petrol&Chem	6.670	07:00	1.99	6.570	1.52	4.540	2.030	44.71	41.95
	L	PetroChina	7.820	07:00	2.09	7.720	1.30	5.190	2.530	48.75	40.24
		China Pacific Ins	29.750	07:00	1.47	28.510	4.35	26.290	2.220	8.44	20.42
	L	Agricultural Bank	3.710	07:00	2.49	3.560	4.21	2.920	0.640	21.92	19.69
		Jiangsu Hengrui Med	45.590	07:00	0.55	46.500	-1.96	43.540	2.960	6.80	17.76
		China Life	38.260	07:00	1.54	37.710	1.46	36.100	1.610	4.46	16.46
		Zijin Mining	11.520	07:00	1.05	11.280	2.13	11.910	-0.630	-5.29	12.71
	L	Ind and Comm Bk	5.090	07:00	1.60	4.960	2.62	4.330	0.630	14.55	11.72
		China State Constr	6.170	07:00	2.49	6.000	2.83	5.570	0.430	7.72	8.96
		Ping An Ins	49.670	07:00	1.35	48.510	2.39	52.100	-3.590	-6.89	7.32
	L	Will Semiconductor	93.950	07:00	-1.50	97.840	-3.98	96.580	1.260	1.30	6.24
		Huatai Secs	13.710	07:00	1.26	13.590	0.88	13.130	0.460	3.50	4.12
	L	Zhangzhou Pientze	287.670	07:00	-1.20	299.400	-3.92	317.770	-18.370	-5.78	3.72
		China Yangtze Pwr	22.660	07:00	1.43	22.450	0.94	21.030	1.420	6.75	1.70
		China Int Capital	39.600	07:00	0.69	40.210	-1.52	40.030	0.180	0.45	0.81
		Citic Secs	20.200	07:00	1.66	20.000	1.00	21.670	-1.670	-7.71	0.11
		NARI Technology	26.310	07:00	-0.49	26.750	-1.64	26.790	-0.040	-0.15	-0.71
		GigaDevice	101.130	07:00	-2.04	107.000	-5.49	122.630	-15.630	-12.75	-2.58
	L	Industrial Bank	17.080	07:00	1.61	16.730	2.09	17.960	-1.230	-6.85	-3.17
		China Shenhua En	29.600	07:00	0.95	28.560	3.64	28.710	-0.150	-0.52	-3.40
	S	China Securities	24.100	07:00	1.69	24.220	-0.50	27.350	-3.130	-11.44	-5.38
		China Merchants Bank	34.080	07:00	2.34	33.040	3.15	41.050	-8.010	-19.51	-5.73
	S	Kweichow Moutai	1,668.000	07:00	1.04	1,665.000	0.18	1,860.010	-195.010	-10.48	-6.17
		Haier Smart Home	23.000	07:00	1.63	22.850	0.66	26.390	-3.540	-13.41	-6.41
		⇓instrument	freshest		⇓ Δday	5/06/23	⇓ Δwk	23/01/23	prc diff	⇓ Δ19	∅-RS
	L	IM Yili	29.610	07:00	0.37	29.510	0.34	32.330	-2.820	-8.72	-6.94
		IM BaoTou Steel	1.810	07:00		1.850	-2.16	2.010	-0.160	-7.96	-7.00
		China Three Gorges R	5.210	07:00	-0.95	5.390	-3.34	5.800	-0.410	-7.07	-7.02
	S	Wanhua Chemical	86.970	07:00	2.56	84.500	2.92	94.920	-10.420	-10.98	-7.25
		Sany Heavy Industry	15.690	07:00	4.74	15.140	3.63	17.270	-2.130	-12.33	-8.14
	S	SAIC Motor Corp	13.610	07:00	1.26	13.610		14.840	-1.230	-8.29	-9.40
	S	Wingtech Technology	47.580	07:00	-1.51	51.480	-7.58	59.510	-8.030	-13.49	-10.62
		Cosco Shipping	10.680	07:00	2.01	10.580	0.95	10.420	0.160	1.54	-10.70
		AECC Aviation Power	39.530	07:00	-0.13	39.920	-0.98	43.800	-3.880	-8.86	-11.63
	S	Poly Developments	14.010	07:00	2.56	13.520	3.62	15.800	-2.280	-14.43	-13.02
		Anhui Conch Cement	26.520	07:00	3.51	25.580	3.67	29.480	-3.900	-13.23	-13.63
		Hengli Petrochemical	14.490	07:00	-1.09	15.190	-4.61	16.900	-1.710	-10.12	-13.70
	S	Shaanxi Coal	17.810	07:00	1.25	17.380	2.47	20.020	-2.640	-13.19	-13.97
		China Northern Rare	23.370	07:00	-0.21	24.080	-2.95	28.710	-4.630	-16.13	-14.52
		Shanghai Fosun	29.880	07:00	0.17	30.500	-2.03	36.310	-5.810	-16.00	-14.77
		PowerChina	5.770	07:00	0.52	5.930	-2.70	7.040	-1.110	-15.77	-19.56
	S	WuXi AppTec	64.110	07:00	1.31	66.090	-3.00	97.500	-31.410	-32.22	-20.63
	S	Shanxi Xinghuacun	208.010	07:00	1.01	212.000	-1.88	296.400	-84.400	-28.48	-21.92
	S	Great Wall Motor	23.020	07:00	-0.30	23.400	-1.62	30.400	-7.000	-23.03	-23.01
	S	Zhejiang Huayou	47.120	07:00	-0.08	49.100	-4.03	65.000	-15.900	-24.46	-24.33
	S	Tongwei	31.360	07:00	-0.48	33.240	-5.66	41.930	-8.690	-20.73	-25.99
	S	Hoshine Silicon	69.990	07:00	3.20	70.590	-0.85	90.600	-20.010	-22.09	-26.71
	S	Foshan Haitian F&F	49.280	07:00	-0.04	49.720	-0.88	79.740	-30.020	-37.65	-35.12
	S	China Tourism	117.580	07:00	0.86	119.550	-1.65	230.500	-110.950	-48.13	-36.78
	S	LONGi Green Energy	27.340	07:00	-0.58	28.410	-3.77	47.150	-18.740	-39.75	-38.42
		⇓instrument	freshest		⇓ Δday	5/06/23	⇓ Δwk	23/01/23	prc diff	⇓ Δ19	∅-RS
	S	Trina Solar	35.600	07:00	-1.06	36.970	-3.71	71.000	-34.030	-47.93	-40.05
SSE 50 - 50 out of 50 instruments rated - 5/06/23 / 23/01/23 - 13 did rise, Market-Ratio(19) = 26.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

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

7/01/19	scale up chart	5/06/23

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
2/01/06		9/01/06	7		- cash -
long	9/01/06	16/10/06	280		Anhui Conch Cement	100	3,003	3.330	5.420		2.090	63	16,276	89
short	16/10/06	23/10/06	7		Hua Xia Bank	100	6,492	2.507	2.396	2.623	0.116	5	17,031	964
long	23/10/06	13/11/06	21		Citic Secs	100	3,497	4.870	5.370		0.500	10	18,780	447
short	13/11/06	20/11/06	7		Shanghai Oriental	100	5,412	3.470	3.560	3.380	-0.090	-3	18,293	-75
long	20/11/06	21/01/08	427		Sinolink Secs	100	11,459	1.596	14.768		13.171	825	169,221	570
short	21/01/08	9/02/09	385		Shanghai Int Port	100	21,021	8.050	4.270	15.176	7.126	89	319,021	82
long	9/02/09	30/11/09	294		Kangmei Pharma	100	139,817	2.282	4.546		2.265	99	635,651	135
short	30/11/09	28/12/09	28		China Rwy Constr	100	68,867	9.230	9.140	9.321	0.091	1	641,911	14
long	28/12/09	25/01/10	28		SAIC Motor Corp	100	31,130	20.620	16.390		-4.230	-21	510,231	-95
short	25/01/10	8/02/10	14		China Rwy Constr	100	60,239	8.470	8.610	8.330	-0.140	-2	501,798	-35
long	8/02/10	1/03/10	21		IM Yili	100	103,747	4.837	5.173		0.337	7	536,719	222
short	1/03/10	11/10/10	224		Poly Developments	100	82,318	6.520	5.733	7.415	0.895	14	610,360	23
long	11/10/10	13/12/10	63		China Northern Rare	100	35,670	17.111	15.718		-1.393	-8	560,661	-39
short	13/12/10	31/01/11	49		Shanghai Pudong	100	56,066	10.000	9.780	10.225	0.225	2	573,271	18
long	31/01/11	21/02/11	21		China Shipbuilding	100	65,070	8.810	8.830		0.020	0	574,572	4
short	21/02/11	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	23/05/11	49		IM BaoTou Steel	100	178,803	2.825	2.461		-0.364	-13	439,983	-64
short	23/05/11	30/05/11	7		China Life	100	23,023	19.110	18.850	19.374	0.264	1	446,052	104
long	30/05/11	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	23/01/12	231		China Rwy Constr	100	86,251	5.990	4.120	8.709	2.719	45	751,148	81
long	23/01/12	19/03/12	56		China Minsheng Bk	100	138,035	5.442	5.275		-0.167	-3	728,138	-18
short	19/03/12	9/04/12	21		Anhui Conch Cement	100	44,698	16.290	16.780	15.800	-0.490	-3	706,236	-41
long	9/04/12	4/06/12	56		China Northern Rare	100	29,595	23.863	30.147		6.283	26	892,193	359
short	4/06/12	10/12/12	189		China Unicom	100	223,607	3.990	3.360	4.738	0.748	19	1,059,473	39
long	10/12/12	29/04/13	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	29/04/13	6/05/13	7		China Northern Rare	100	50,871	18.393	18.607	18.180	-0.213	-1	924,830	-46
long	6/05/13	13/05/13	7		China Minsheng Bk	100	108,062	8.558	8.575		0.017	0	926,635	11
short	13/05/13	4/11/13	175		China Northern Rare	100	48,565	19.080	17.613	20.669	1.589	8	1,003,795	18
long	4/11/13	23/12/13	49		Shanghai Oriental	100	27,698	36.240	36.480		0.240	1	1,010,443	5
short	23/12/13	2/06/14	161		Poly Developments	100	189,693	5.327	5.020	5.652	0.325	6	1,072,169	14
long	2/06/14	23/06/14	21		Sinolink Secs	100	109,740	9.770	9.460		-0.310	-3	1,038,149	-43
short	23/06/14	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	3/08/15	392		AECC Aviation Power	100	41,157	25.120	48.280		23.160	92	1,987,079	84
short	3/08/15	4/01/16	154		China Northern Rare	100	140,330	14.160	12.660	15.838	1.678	12	2,222,511	30
long	4/01/16	11/01/16	7		Shanghai Pudong	100	124,860	17.800	17.050		-0.750	-4	2,128,866	-89
short	11/01/16	13/06/16	154		Haitong Secs	100	169,766	12.540	14.850	10.230	-2.310	-18	1,736,706	-38
long	13/06/16	1/08/16	49		Kweichow Moutai	100	6,499	267.200	306.960		39.760	15	1,995,106	181
short	1/08/16	15/08/16	14		Cosco Shipping	100	390,431	5.110	5.340	4.880	-0.230	-5	1,905,307	-70
long	15/08/16	26/12/16	133		Kweichow Moutai	100	5,976	318.780	324.500		5.720	2	1,939,490	5
short	26/12/16	9/01/17	14		Orient Secs	100	124,806	15.540	15.260	15.825	0.285	2	1,975,072	61
long	9/01/17	10/04/17	91		China Unicom	100	256,170	7.710	7.470		-0.240	-3	1,913,591	-12
short	10/04/17	17/04/17	7		Dongxing Secs	100	106,133	18.030	17.370	18.715	0.685	4	1,986,303	599
long	17/04/17	24/04/17	7		China Unicom	100	265,904	7.470	7.470		0.000	0	1,986,303	0
short	24/04/17	1/05/17	7		Dongxing Secs	100	117,951	16.840	17.190	16.490	-0.350	-2	1,945,020	-67
long	1/05/17	22/05/17	21		China Unicom	100	260,377	7.470	7.470		0.000	0	1,945,020	0
short	22/05/17	29/05/17	7		AECC Aviation Power	100	74,923	25.960	24.590	27.406	1.446	6	2,053,381	1,589
long	29/05/17	4/12/17	189		China Unicom	100	274,883	7.470	7.120		-0.350	-5	1,957,172	-9
short	4/12/17	15/01/18	42		Tsinghua Tongfang	100	181,219	10.800	10.080	11.571	0.771	7	2,096,965	82
long	15/01/18	12/02/18	28		Kweichow Moutai	100	2,670	785.370	697.480		-87.890	-11	1,862,298	-79
short	12/02/18	26/02/18	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	26/02/18	5/03/18	7		Kweichow Moutai	100	2,413	743.510	720.110		-23.400	-3	1,737,738	-81
short	5/03/18	5/11/18	245		Founder Secs	100	269,835	6.440	5.630	7.367	0.927	14	1,987,740	22
long	5/11/18	10/12/18	35		Bank of Shanghai	100	162,929	12.200	11.510		-0.690	-6	1,875,319	-46
short	10/12/18	17/12/18	7		China Molybdenum	100	472,372	3.970	4.150	3.790	-0.180	-5	1,790,292	-91
long	17/12/18	24/12/18	7		China Rwy Constr	100	148,942	12.020	11.200		-0.820	-7	1,668,159	-97
short	24/12/18	21/01/19	28		China Molybdenum	100	422,318	3.950	3.920	3.980	0.030	1	1,680,913	10
long	21/01/19	4/02/19	14		Shandong Gold	100	57,038	29.470	30.900		1.430	5	1,762,478	244
short	4/02/19	18/02/19	14		San’an Optoelectron	100	168,175	10.480	12.850	8.110	-2.370	-23	1,363,903	-100
long	18/02/19	8/07/19	140		Shandong Gold	100	42,357	32.200	40.660		8.460	26	1,722,243	84
short	8/07/19	16/09/19	70		Bank of Shanghai	100	193,946	8.880	9.280	8.480	-0.400	-5	1,644,665	-21
long	16/09/19	23/09/19	7		Kweichow Moutai	100	1,496	1,099.000	1,149.000		50.000	5	1,719,465	917
short	23/09/19	14/10/19	21		Bank of Shanghai	100	187,305	9.180	9.760	8.600	-0.580	-6	1,610,828	-68
long	14/10/19	21/10/19	7		Kweichow Moutai	100	1,365	1,180.000	1,168.500		-11.500	-1	1,595,130	-40
short	21/10/19	16/12/19	56		PetroChina	100	263,222	6.060	5.770	6.365	0.305	5	1,675,308	38
long	16/12/19	27/01/20	42		San’an Optoelectron	100	85,387	19.620	22.560		2.940	15	1,926,346	237
short	27/01/20	6/07/20	161		China Comms Constr	100	229,326	8.400	8.750	8.050	-0.350	-4	1,846,081	-9
long	6/07/20	16/11/20	133		China Merchants Secs	100	63,157	29.230	21.310		-7.920	-27	1,345,878	-58
short	16/11/20	30/11/20	14		Shandong Gold	100	54,400	24.740	23.840	25.674	0.934	4	1,396,688	163
long	30/11/20	21/12/20	21		LONGi Green Energy	100	20,330	68.700	85.420		16.720	24	1,736,605	4,308
short	21/12/20	18/01/21	28		Shenzhen Goodix Tech	100	11,161	155.590	159.080	152.100	-3.490	-2	1,697,653	-26
long	18/01/21	1/02/21	14		LONGi Green Energy	100	16,454	103.170	106.920		3.750	4	1,759,356	154
short	1/02/21	15/02/21	14		Shenzhen Goodix Tech	100	12,832	137.100	133.600	140.692	3.592	3	1,805,445	96
long	15/02/21	22/03/21	35		China Tourism	100	4,654	387.860	311.650		-76.210	-20	1,450,763	-90
short	22/03/21	13/12/21	266		Shenzhen Goodix Tech	100	12,919	112.290	106.600	118.284	5.994	5	1,528,196	7
long	13/12/21	17/01/22	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	17/01/22	5/09/22	231		China Tourism	100	7,032	190.430	180.100	201.353	10.923	6	1,416,013	9
long	5/09/22	19/09/22	14		China Shenhua En	100	43,489	32.560	31.500		-1.060	-3	1,369,914	-58
short	19/09/22	5/12/22	77		Wingtech Technology	100	25,228	54.300	56.950	51.650	-2.650	-5	1,303,060	-21
long	5/12/22	26/12/22	21		China Unicom	100	250,588	5.200	4.780		-0.420	-8	1,197,813	-77
short	26/12/22	2/01/23	7		LONGi Green Energy	100	28,519	42.000	42.260	41.740	-0.260	-1	1,190,398	-28
long	2/01/23	24/04/23	112		China Life	100	32,068	37.120	36.260		-0.860	-2	1,162,820	-7
short	24/04/23	1/05/23	7		LONGi Green Energy	100	32,095	36.230	34.870	37.643	1.413	4	1,208,170	635
long	1/05/23	22/05/23	21		China Petrol&Chem	100	180,055	6.710	6.320		-0.390	-6	1,137,949	-65
short	22/05/23	8/06/23	17		LONGi Green Energy	100	34,121	33.350	27.340	40.681	7.331	22	1,388,093	7,026
accum	9/01/06	8/06/23	6359	days out of 6366 invested (100%)							13,781		1,388,093	33

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	1.60	14.77		13.17	825.11
	long	2/06/14	23/06/14	21	9.77	9.46		-0.31	-3.17	795.75
AECC Aviation Power	long	7/07/14	3/08/15	392	25.12	48.28		23.16	92.20
	short	22/05/17	29/05/17	7	25.96	24.59	27.41	1.45	5.57	102.91
Kangmei Pharma	long	9/02/09	30/11/09	294	2.28	4.55		2.26	99.25
	short	23/06/14	7/07/14	14	7.30	7.33	7.27	-0.03	-0.41	98.43
Shanghai Int Port	short	21/01/08	9/02/09	385	8.05	4.27	15.18	7.13	88.52	88.52
LONGi Green Energy	long	30/11/20	21/12/20	21	68.70	85.42		16.72	24.34
	long	18/01/21	1/02/21	14	103.17	106.92		3.75	3.63
	short	26/12/22	2/01/23	7	42.00	42.26	41.74	-0.26	-0.62
	short	24/04/23	1/05/23	7	36.23	34.87	37.64	1.41	3.90
	short	22/05/23	8/06/23	17	33.35	27.34	40.68	7.33	21.98	62.30
China Northern Rare	long	11/10/10	13/12/10	63	17.11	15.72		-1.39	-8.14
	long	30/05/11	6/06/11	7	22.45	26.00		3.55	15.83
	long	9/04/12	4/06/12	56	23.86	30.15		6.28	26.33
	short	29/04/13	6/05/13	7	18.39	18.61	18.18	-0.21	-1.16
	short	13/05/13	4/11/13	175	19.08	17.61	20.67	1.59	8.33
	short	3/08/15	4/01/16	154	14.16	12.66	15.84	1.68	11.85	60.97
Anhui Conch Cement	long	9/01/06	16/10/06	280	3.33	5.42		2.09	62.76
	short	19/03/12	9/04/12	21	16.29	16.78	15.80	-0.49	-3.01	57.87
Shandong Gold	long	21/01/19	4/02/19	14	29.47	30.90		1.43	4.85
	long	18/02/19	8/07/19	140	32.20	40.66		8.46	26.27
	short	16/11/20	30/11/20	14	24.74	23.84	25.67	0.93	3.78	37.40
Poly Developments	short	1/03/10	11/10/10	224	6.52	5.73	7.41	0.89	13.72
	short	23/12/13	2/06/14	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	30/11/09	28/12/09	28	9.23	9.14	9.32	0.09	0.98
	short	25/01/10	8/02/10	14	8.47	8.61	8.33	-0.14	-1.65
	short	6/06/11	23/01/12	231	5.99	4.12	8.71	2.72	45.39
	long	10/12/12	29/04/13	140	5.82	5.14		-0.68	-11.68
	long	17/12/18	24/12/18	7	12.02	11.20		-0.82	-6.82	18.82
Citic Secs	long	23/10/06	13/11/06	21	4.87	5.37		0.50	10.27	10.27
Founder Secs	short	12/02/18	26/02/18	14	6.29	6.52	6.06	-0.23	-3.66
	short	5/03/18	5/11/18	245	6.44	5.63	7.37	0.93	14.39	10.20
Tsinghua Tongfang	short	4/12/17	15/01/18	42	10.80	10.08	11.57	0.77	7.14	7.14
IM Yili	long	8/02/10	1/03/10	21	4.84	5.17		0.34	6.96	6.96
Shenzhen Goodix Tech	short	21/12/20	18/01/21	28	155.59	159.08	152.10	-3.49	-2.24
	short	1/02/21	15/02/21	14	137.10	133.60	140.69	3.59	2.62
	short	22/03/21	13/12/21	266	112.29	106.60	118.28	5.99	5.34	5.67
PetroChina	short	21/10/19	16/12/19	56	6.06	5.77	6.36	0.30	5.03	5.03
Hua Xia Bank	short	16/10/06	23/10/06	7	2.51	2.40	2.62	0.12	4.64	4.64
Kweichow Moutai	long	13/06/16	1/08/16	49	267.20	306.96		39.76	14.88
	long	15/08/16	26/12/16	133	318.78	324.50		5.72	1.79
	long	15/01/18	12/02/18	28	785.37	697.48		-87.89	-11.19
	long	26/02/18	5/03/18	7	743.51	720.11		-23.40	-3.15
	long	16/09/19	23/09/19	7	1,099.00	1,149.00		50.00	4.55
	long	14/10/19	21/10/19	7	1,180.00	1,168.50		-11.50	-0.97	4.14
Orient Secs	short	26/12/16	9/01/17	14	15.54	15.26	15.83	0.29	1.83	1.83
Dongxing Secs	short	10/04/17	17/04/17	7	18.03	17.37	18.72	0.69	3.80
	short	24/04/17	1/05/17	7	16.84	17.19	16.49	-0.35	-2.08	1.64
China Unicom	short	4/06/12	10/12/12	189	3.99	3.36	4.74	0.75	18.75
	long	9/01/17	10/04/17	91	7.71	7.47		-0.24	-3.11
	long	17/04/17	24/04/17	7	7.47	7.47		0.00	0.00
	long	1/05/17	22/05/17	21	7.47	7.47		0.00	0.00
	long	29/05/17	4/12/17	189	7.47	7.12		-0.35	-4.69
	long	5/12/22	26/12/22	21	5.20	4.78		-0.42	-8.08	0.80
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
China Shipbuilding	long	31/01/11	21/02/11	21	8.81	8.83		0.02	0.23	0.23
China Life	short	23/05/11	30/05/11	7	19.11	18.85	19.37	0.26	1.38
	long	2/01/23	24/04/23	112	37.12	36.26		-0.86	-2.32	-0.97
Shanghai Oriental	short	13/11/06	20/11/06	7	3.47	3.56	3.38	-0.09	-2.59
	long	4/11/13	23/12/13	49	36.24	36.48		0.24	0.66	-1.95
China Minsheng Bk	long	23/01/12	19/03/12	56	5.44	5.28		-0.17	-3.06
	long	6/05/13	13/05/13	7	8.56	8.58		0.02	0.20	-2.87
China Shenhua En	long	5/09/22	19/09/22	14	32.56	31.50		-1.06	-3.26	-3.26
China Molybdenum	short	10/12/18	17/12/18	7	3.97	4.15	3.79	-0.18	-4.53
	short	24/12/18	21/01/19	28	3.95	3.92	3.98	0.03	0.76	-3.80
China Comms Constr	short	27/01/20	6/07/20	161	8.40	8.75	8.05	-0.35	-4.17	-4.17
Cosco Shipping	short	1/08/16	15/08/16	14	5.11	5.34	4.88	-0.23	-4.50	-4.50
China Petrol&Chem	long	1/05/23	22/05/23	21	6.71	6.32		-0.39	-5.81	-5.81
San’an Optoelectron	short	4/02/19	18/02/19	14	10.48	12.85	8.11	-2.37	-22.61
	long	16/12/19	27/01/20	42	19.62	22.56		2.94	14.98	-11.02
IM BaoTou Steel	long	4/04/11	23/05/11	49	2.83	2.46		-0.36	-12.90	-12.90
Shanghai Pudong	short	13/12/10	31/01/11	49	10.00	9.78	10.22	0.22	2.25
	short	21/02/11	4/04/11	42	10.01	11.22	8.80	-1.21	-12.09
	long	4/01/16	11/01/16	7	17.80	17.05		-0.75	-4.21	-13.90
China Tourism	long	15/02/21	22/03/21	35	387.86	311.65		-76.21	-19.65
	short	17/01/22	5/09/22	231	190.43	180.10	201.35	10.92	5.74	-15.04
Bank of Shanghai	long	5/11/18	10/12/18	35	12.20	11.51		-0.69	-5.66
	short	8/07/19	16/09/19	70	8.88	9.28	8.48	-0.40	-4.50
	short	23/09/19	14/10/19	21	9.18	9.76	8.60	-0.58	-6.32	-15.60
Wingtech Technology	long	13/12/21	17/01/22	35	138.10	121.02		-17.08	-12.37
	short	19/09/22	5/12/22	77	54.30	56.95	51.65	-2.65	-4.88	-16.64
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Haitong Secs	short	11/01/16	13/06/16	154	12.54	14.85	10.23	-2.31	-18.42	-18.42
SAIC Motor Corp	long	28/12/09	25/01/10	28	20.62	16.39		-4.23	-20.51	-20.51
China Merchants Secs	long	6/07/20	16/11/20	133	29.23	21.31		-7.92	-27.10	-27.10

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)


	is taking down something concerning