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Assessment - Banks - 1/20/20 - RS = 13

		⇓instrument	freshest		⇓ Δday	1/20/20	⇓ Δwk	10/21/19	prc diff	⇓ Δ13	Curr	∅-RS
	L	SOM Banks	185.171	13:35	-0.73	188.835	-1.94	181.380	7.455	4.11	USD	3.95
	L	Banco Macro	252.100	Fri	-4.89	278.150	-9.37	190.800	87.350	45.78	ARS	31.40
	L	ICICI Bank	522.850	10:00	-1.54	525.700	-0.54	437.800	87.900	20.08	INR	25.54
	L	Societe Generale	29.725	13:25	-1.54	31.080	-4.36	26.545	4.535	17.08	EUR	21.49
	L	BPER Banca	4.455	13:34	-0.11	4.498	-0.96	4.018	0.480	11.95	EUR	20.92
	L	JP Morgan Chase	133.150	Fri	-2.48	138.230	-3.68	123.550	14.680	11.88	USD	20.52
	L	Gentera	21.880	Fri	-0.27	19.990	9.45	17.150	2.840	16.56	MXN	20.12
	L	Umweltbank	12.350	09:31		11.950	3.35	10.150	1.800	17.73	EUR	20.09
	L	BNP Paribas	49.190	13:25	-1.44	52.680	-6.62	47.810	4.870	10.19	EUR	17.54
	L	VTB Bank	1.385	07:05	-2.05	1.326	4.45	1.207	0.119	9.86	EUR	17.22
	L	Heartland	1.840	03:43	-1.60	1.860	-1.08	1.640	0.220	13.41	NZD	16.86
	L	Bank of America	33.540	Fri	-1.70	34.850	-3.76	31.020	3.830	12.35	USD	16.78
	L	Citigroup	78.420	Fri	-1.73	79.450	-1.30	71.810	7.640	10.64	USD	15.84
	L	Credit Agricole	12.360	13:24	-1.71	12.975	-4.74	11.790	1.185	10.05	EUR	15.82
	L	Unicredit	12.330	13:35	-0.92	13.082	-5.75	11.742	1.340	11.41	EUR	15.79
	L	BBVA Banco Francés	130.550	Fri	-6.72	140.850	-7.31	102.400	38.450	37.55	ARS	15.67
	L	Sberbank	15.175	08:54	-2.51	14.590	4.01	13.340	1.250	9.37	EUR	13.80
	L	China Merchants Bank	37.130	Thu	-1.82	39.240	-5.38	36.220	3.020	8.34	CNY	13.54
	L	HDFC	2,395.800	10:00	-2.24	2,384.100	0.49	2,094.450	289.650	13.83	INR	13.48
	L	Aareal Bank	29.930	09:08	0.54	31.140	-3.89	30.100	1.040	3.46	EUR	13.41
		Kotak Mahindra Bank	1,618.350	09:59	-1.50	1,652.550	-2.07	1,615.250	37.300	2.31	INR	13.16
	L	Banco Sabadell	0.948	09:06	-1.66	1.055	-10.14	1.061	-0.006	-0.52	EUR	11.60
		UBI Banca	2.808	13:35	0.65	2.832	-0.85	2.912	-0.080	-2.75	EUR	11.53
		Banca Generali	29.520	13:32	-2.19	28.340	4.16	28.620	-0.280	-0.98	EUR	11.44
	L	Regional	109.180	Fri	-1.44	109.500	-0.29	97.480	12.020	12.33	MXN	11.27
		⇓instrument	freshest		⇓ Δday	1/20/20	⇓ Δwk	10/21/19	prc diff	⇓ Δ13	Curr	∅-RS
		National Bank CA	73.790	Fri	0.11	71.560	3.12	67.450	4.110	6.09	CAD	10.89
		Intesa Sanpaolo	2.266	13:35	-0.55	2.340	-3.18	2.253	0.087	3.86	EUR	10.53
		Unipol	4.733	13:34	-2.29	5.010	-5.53	4.998	0.012	0.24	EUR	10.15
	L	KBC	67.240	09:03	-1.58	67.080	0.24	63.260	3.820	6.04	EUR	9.57
	L	Lloyds Bank	57.310	09:24	-1.34	63.250	-9.39	61.440	1.810	2.95	GBP	8.49
	L	Nordea Bank	7.150	09:29	-1.50	7.337	-2.55	6.630	0.707	10.66	EUR	8.39
		Wells Fargo	47.570	Fri	-1.35	53.100	-10.41	50.460	2.640	5.23	USD	8.32
		Industrial Bank	18.590	Thu	-2.82	19.910	-6.63	19.000	0.910	4.79	CNY	8.31
	L	Sumitomo Mitsui Trst	4,088.000	06:15	-0.97	4,276.000	-4.40	3,870.000	406.000	10.49	JPY	7.67
	L	Credit Suisse	12.850	13:14	-2.65	13.165	-2.39	12.420	0.745	6.00	CHF	7.45
		U.S. Bancorp	53.840	Fri	-1.90	57.710	-6.71	56.190	1.520	2.71	USD	7.36
	L	Nordea Bank	75.630	09:30	-1.15	77.050	-1.84	71.270	5.780	8.11	SEK	7.33
		Mediobanca	9.594	09:06	0.33	9.824	-2.34	10.590	-0.766	-7.23	EUR	6.73
		China Everbright Bk	4.020	Thu	-3.60	4.360	-7.80	4.480	-0.120	-2.68	CNY	6.69
		Shanghai Pudong	11.350	Thu	-3.57	12.460	-8.91	12.910	-0.450	-3.49	CNY	6.65
	L	BNY Mellon	45.950	Fri	-2.28	50.740	-9.44	45.670	5.070	11.10	USD	6.60
		HDFC Bank	1,240.850	10:00	-0.30	1,240.950	-0.01	1,229.000	11.950	0.97	INR	6.59
	L	Bank of Ireland	4.448	09:23	-2.50	4.916	-9.52	4.452	0.464	10.42	EUR	6.36
	L	Chiba Bank	606.000	06:15	-2.73	621.000	-2.42	571.000	50.000	8.76	JPY	6.30
	L	Svenska Handelsbank	93.420	09:30	-1.10	102.300	-8.68	94.200	8.100	8.60	SEK	6.23
	L	American Express	135.110	Fri	2.85	124.060	8.91	119.050	5.010	4.21	USD	6.15
		Standard Chartered	662.000	09:24	-3.89	707.000	-6.36	665.000	42.000	6.32	GBP	5.90
	L	RBS	220.450	09:23	-1.32	240.000	-8.15	242.600	-2.600	-1.07	GBP	5.87
	L	ICBC	5.620	Fri	-0.35	5.930	-5.23	5.430	0.500	9.21	HKD	5.37
		Shinsei Bank	1,645.000	06:15	-5.19	1,670.000	-1.50	1,656.000	14.000	0.85	JPY	5.10
		⇓instrument	freshest		⇓ Δday	1/20/20	⇓ Δwk	10/21/19	prc diff	⇓ Δ13	Curr	∅-RS
	L	KB Financial	46,700.000	Thu	-1.79	46,600.000	0.21	43,150.000	3,450.000	8.00	KRW	5.02
	L	Ind and Comm Bk	5.720	Thu	-1.21	5.970	-4.19	5.790	0.180	3.11	CNY	4.89
	L	Erste Group Bank	33.280	09:22	-0.54	33.930	-1.92	31.370	2.560	8.16	EUR	4.81
	L	Bankinter	5.896	09:07	-0.81	6.688	-11.84	6.460	0.228	3.53	EUR	4.54
	L	State Bank of India	316.200	10:00	-2.42	319.000	-0.88	269.650	49.350	18.30	INR	4.43
		DNB	158.750	09:05	-1.58	164.900	-3.73	162.500	2.400	1.48	NOK	3.96
	L	Aozora Bank	2,864.000	06:15	-0.69	2,877.000	-0.45	2,679.000	198.000	7.39	JPY	3.83
		FinecoBank	10.605	13:33	-3.46	10.640	-0.33	10.320	0.320	3.10	EUR	3.81
	L	Ferratum	13.000	09:12	-4.41	10.260	26.71	8.700	1.560	17.93	EUR	3.55
		Banco BPM	1.973	13:34	0.95	1.954	0.97	2.154	-0.200	-9.29	EUR	3.40
	L	China Constr Bk HK	6.430	Fri		6.650	-3.31	6.270	0.380	6.06	HKD	3.36
	L	Raiffeisen Bank Int	20.650	09:22	-2.13	22.460	-8.06	21.800	0.660	3.03	EUR	3.29
	L	UBS	12.170	13:14	-1.82	12.290	-0.98	11.445	0.845	7.38	CHF	3.15
		Commonwealth Bank	84.940	05:10	0.50	79.770	6.48	79.790	-0.020	-0.03	AUD	2.98
	L	Deutsche Bank	7.720	12:54	0.47	7.185	7.45	7.301	-0.116	-1.59	EUR	2.46
		United Overseas Bank	26.350	Fri	-0.08	26.370	-0.08	25.950	0.420	1.62	SGD	2.13
	L	China Minsheng Bk	6.080	Thu	-2.88	6.300	-3.49	6.150	0.150	2.44	CNY	1.99
	L	Banco Bilbao Viz	4.545	09:07	-1.35	5.032	-9.68	4.892	0.140	2.86	EUR	1.96
	L	Jyske Bank	249.700	09:30	-0.91	239.800	4.13	238.900	0.900	0.38	DKK	1.90
		DBS Bank	26.200	Fri	-0.76	25.860	1.31	24.780	1.080	4.36	SGD	1.46
	L	Agricultural Bank	3.520	Thu	-1.40	3.690	-4.61	3.600	0.090	2.50	CNY	1.41
		Bank Montreal	104.020	Fri	-0.22	100.520	3.48	97.420	3.100	3.18	CAD	1.07
		Triodos Groenfonds	59.730	09:00	0.08	59.420	0.52	59.180	0.240	0.41	EUR	1.05
	L	Resona	459.700	06:15	-0.76	471.100	-2.42	458.700	12.400	2.70	JPY	0.52
	L	S.E.B	91.940	09:31	-0.58	89.740	2.45	94.780	-5.040	-5.32	SEK	0.29
		⇓instrument	freshest		⇓ Δday	1/20/20	⇓ Δwk	10/21/19	prc diff	⇓ Δ13	Curr	∅-RS
	L	Danske Bank	107.150	09:29	-2.24	106.700	0.42	98.600	8.100	8.22	DKK	0.14
	L	IndusInd Bank	1,327.400	10:00	0.86	1,469.400	-9.66	1,342.650	126.750	9.44	INR	-0.14
		Axis Bank	740.250	09:59	0.39	723.250	2.35	709.550	13.700	1.93	INR	-0.18
	S	Bank Nova Scotia	73.340	Fri	-0.15	72.420	1.27	75.290	-2.870	-3.81	CAD	-0.27
	L	Bank of China	3.610	Thu	-0.82	3.690	-2.17	3.690	0.000	0.00	CNY	-0.40
	S	Royal Bank CA	105.770	Fri	-1.44	103.190	2.50	107.700	-4.510	-4.19	CAD	-0.81
	S	Cdn Imp Bk Comm	108.950	Fri	-0.01	107.540	1.31	111.200	-3.660	-3.29	CAD	-0.85
	L	Bank of China	3.200	Fri		3.290	-2.74	3.180	0.110	3.46	HKD	-1.27
	L	Bank of Bejing	5.420	Thu	-2.34	5.700	-4.91	5.580	0.120	2.15	CNY	-1.57
	L	OCBC	11.100	Fri	-0.09	10.920	1.65	10.670	0.250	2.34	SGD	-1.87
	S	Toronto-Dominion	74.200	Fri	0.04	73.370	1.13	74.330	-0.960	-1.29	CAD	-2.14
		Banco Santander MX	27.860	Fri	0.94	26.460	5.29	26.640	-0.180	-0.68	MXN	-2.33
		Shizuoka Bank	766.000	06:15	-0.91	799.000	-4.13	815.000	-16.000	-1.96	JPY	-2.70
	L	Fukuoka	1,936.000	06:15	-1.68	2,063.000	-6.16	2,029.000	34.000	1.68	JPY	-3.37
	L	Bank of Comm	5.470	Thu	-1.26	5.660	-3.36	5.690	-0.030	-0.53	CNY	-3.68
	L	HSBC	58.750	Fri	-0.34	60.000	-2.08	61.150	-1.150	-1.88	HKD	-3.89
	L	Banco Santander	3.503	09:06	-1.06	3.775	-7.21	3.966	-0.191	-4.82	EUR	-4.05
	L	Swedbank	133.300	09:31	-1.08	138.950	-4.07	144.200	-5.250	-3.64	SEK	-4.35
	S	Suncorp-Metway	12.990	05:10	-1.67	12.780	1.64	13.410	-0.630	-4.70	AUD	-4.55
	L	Bankia	1.656	09:06	-1.92	1.917	-13.62	1.871	0.047	2.49	EUR	-5.24
	L	Bank of Communicats	5.280	Fri	0.19	5.520	-4.35	5.320	0.200	3.76	HKD	-5.48
		HSBC	560.800	09:23	-3.21	585.200	-4.17	604.700	-19.500	-3.22	GBP	-6.20
	S	National Australia B	25.800	05:10	0.43	24.550	5.09	28.860	-4.310	-14.93	AUD	-6.75
	L	Commerzbank	5.126	09:09	-0.16	5.609	-8.61	5.585	0.024	0.43	EUR	-7.83
	S	ANZ Banking AU	25.900	05:10	0.58	24.630	5.16	27.710	-3.080	-11.12	AUD	-7.90
		⇓instrument	freshest		⇓ Δday	1/20/20	⇓ Δwk	10/21/19	prc diff	⇓ Δ13	Curr	∅-RS
	L	Bank of China (HK)	27.350	Fri	-0.36	27.050	1.11	27.050	0.000	0.00	HKD	-8.20
	L	Bank of Shanghai	8.910	Thu	-2.09	9.440	-5.61	9.650	-0.210	-2.18	CNY	-8.46
	L	Banco del Bajio	31.620	Fri	-2.47	32.320	-2.17	31.950	0.370	1.16	MXN	-8.56
	S	ANZ Banking NZ	26.770	03:16	-0.11	25.600	4.57	29.600	-4.000	-13.51	NZD	-9.07
	S	Westpac Banking	25.210	05:10	0.52	24.340	3.57	28.890	-4.550	-15.75	AUD	-9.92
	L	Banco Comercial	0.187	09:03	-1.21	0.202	-7.05	0.202	-0.001	-0.25	EUR	-10.16
		Hang Seng Bank	165.500	Fri	-0.36	160.300	3.24	164.000	-3.700	-2.26	HKD	-10.69
	L	ABN AMRO	15.655	09:03	-0.85	16.130	-2.94	16.760	-0.630	-3.76	EUR	-11.50
		IBK	11,100.000	Thu	-0.45	11,350.000	-2.20	12,700.000	-1,350.000	-10.63	KRW	-13.93
		Woori Financial	10,800.000	Thu	-0.46	11,050.000	-2.26	12,150.000	-1,100.000	-9.05	KRW	-15.28
		Bank of East Asia	17.660	Fri	0.34	17.680	-0.11	18.720	-1.040	-5.56	HKD	-18.26
	L	Indiabulls HF	322.950	10:00	0.11	304.400	6.09	231.200	73.200	31.66	INR	-29.00
		Yes Bank	42.400	09:59	-0.93	45.150	-6.09	51.400	-6.250	-12.16	INR	-47.54
Banks - 112 out of 112 instruments rated - 1/20/20 / 10/21/19 - 75 did rise, Market-Ratio(13) = 66.96 %

Technical Chart

	Banks RS = 13 - B/S = 79/73

1/04/16	scale up chart	1/20/20

Transactions Banks * A13 - 79/73 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	26	SEK	189.000	208.500	169.500	-19.500	-10	9,440	-30
100							-6							-17
long	9/04/06	3/05/07	182		Intesa Sanpaolo	50	971	EUR	4.857	5.046		0.189	4	9,624	8
					Sberbank	50	597	EUR	7.900	13.700		5.800	73	13,086	202
100							39							93
short	3/05/07	4/20/09	777		Shinsei Bank	50	107	JPY	60.800	13.500	273.825	213.025	350	35,880	103
					Sumitomo Mitsui Trst	50	52	JPY	124.300	31.700	487.397	363.097	292	54,761	90
100							321							97
long	4/20/09	11/02/09	196		Banco Popular	50	880	EUR	31.100	30.150		-0.950	-3	53,925	-6
					Shanghai Pudong	50	2,212	CNY	12.380	17.670		5.290	43	65,627	94
100							20							40
short	11/02/09	9/06/10	308		Resona	50	3,191	JPY	10.280	8.140	12.983	2.703	26	74,251	32
					Shinsei Bank	50	2,781	JPY	11.800	6.500	21.422	9.622	82	101,008	103
100							54							67
long	9/06/10	9/20/10	14		Banco Macro	50	3,237	ARS	15.600	18.500		2.900	19	110,395	8,421
					State Bank of India	50	1,693	INR	29.825	31.443		1.618	5	113,135	296
100							12							1,823
short	9/20/10	2/06/12	504		Piraeus Bank	50	1	EUR	38,964.000	11,800.000	128,660.449	89,696.449	230	202,831	138
					National Bank Greece	50	6	EUR	12,350.100	4,260.000	35,803.984	23,453.884	190	343,554	116
100							204							124
long	2/06/12	4/09/12	63		Bank of Ireland	50	39,488	EUR	4.350	3.150		-1.200	-28	296,169	-85
					Aozora Bank	50	8,219	JPY	20.900	21.400		0.500	2	300,278	15
100							-13							-54
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	4/09/12	9/03/12	147		Banca Pop Mil	50	514,174	EUR	0.292	0.373	0.211	-0.081	-28	258,630	-55
					Unicredit	50	9,855	EUR	15.234	16.036	14.432	-0.802	-5	250,726	-13
100							-17							-36
long	9/03/12	11/12/12	70		Regional	50	2,687	MXN	46.650	52.240		5.590	12	265,747	80
					Alpha Bank	50	1,871	EUR	67.000	78.000		11.000	16	286,328	121
100							14							100
short	11/12/12	1/07/13	56		Banco Popular	50	28,071	EUR	5.100	3.500	7.431	2.331	46	351,772	1,063
					Bankia	50	2,869	EUR	49.888	25.796	96.481	46.593	93	485,447	7,262
100							70							3,023
long	1/07/13	3/18/13	70		Banco BPI	50	237,730	EUR	1.021	1.105		0.084	8	505,416	51
					Shinsei Bank	50	13,484	JPY	18.000	22.800		4.800	27	570,139	243
100							17							131
short	3/18/13	9/23/13	189		Bankia	50	21,814	EUR	13.068	3.252	52.513	39.445	302	1,430,595	1,367
					Eurobank Ergasias	50	1,055	EUR	270.000	61.000	1,195.082	925.082	343	2,406,556	1,669
100							322							1,515
long	9/23/13	10/07/13	14		Banco Macro	50	58,553	ARS	20.550	21.800		1.250	6	2,479,747	366
					BBVA Banco Francés	50	60,926	ARS	19.750	20.550		0.800	4	2,528,488	182
100							5							263
short	10/07/13	10/28/13	21		Banif	50	126,424,403	EUR	0.010	0.008	0.013	0.003	25	2,844,549	4,735
					Eurobank Ergasias	50	24,312	EUR	52.000	69.000	35.000	-17.000	-33	2,431,245	-100
100							-4							-49
long	10/28/13	11/04/13	7		Banco Macro	50	49,215	ARS	24.700	23.650		-1.050	-4	2,379,569	-90
					BBVA Banco Francés	50	50,970	ARS	23.850	21.550		-2.300	-10	2,262,338	-99
100							-7							-98
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/04/13	11/18/13	14		Banif	50	141,396,145	EUR	0.008	0.008	0.008	0.000	0	2,262,338	0
					Eurobank Ergasias	50	17,402	EUR	65.000	58.000	72.845	7.845	12	2,398,854	1,851
100							6							361
long	11/18/13	12/09/13	21		Banco Macro	50	50,502	ARS	23.750	23.800		0.050	0	2,401,379	4
					BBVA Banco Francés	50	51,257	ARS	23.400	21.800		-1.600	-7	2,319,367	-71
100							-3							-44
short	12/09/13	4/13/15	490		Banif	50	128,853,746	EUR	0.009	0.008	0.011	0.002	20	2,551,304	15
					Eurobank Ergasias	50	21,085	EUR	55.000	11.100	272.523	217.523	395	7,137,766	229
100							208							131
long	4/13/15	5/18/15	35		Industrial Bank	50	172,493	CNY	20.690	17.750		-2.940	-14	6,630,637	-80
					China Everbright Bk	50	656,045	CNY	5.440	5.070		-0.370	-7	6,387,900	-52
100							-11							-69
short	5/18/15	9/26/16	497		Alpha Bank	50	210,128	EUR	15.200	1.530	151.007	135.807	893	34,924,648	440
					Piraeus Bank	50	3,722	EUR	858.000	2.700	272,653.333	271,795.333	31,678	1,047m	6,780
100							16,284							4,130
long	9/26/16	10/17/16	21		Banco Macro	50	4,536,397	ARS	115.350	121.300		5.950	5	1,074m	140
					Sberbank	50	61,187,264	EUR	8.552	8.554		0.002	0	1,074m	0
100							3							56
short	10/17/16	10/31/16	14		Banco Comercial	50	2665,493,583	EUR	0.201	0.209	0.194	-0.007	-4	1,054m	-62
					Banco Popular	50	516,183,084	EUR	1.040	0.999	1.083	0.043	4	1,076m	185
100							0							6
long	10/31/16	11/14/16	14		Standard Chartered	50	75,570,809	GBP	7.119	7.119		0.000	0	1,076m	0
					Sberbank	50	62,317,686	EUR	8.633	8.633		0.000	0	1,076m	0
100							0							0
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	11/14/16	11/28/16	14		Banco Comercial	50	2576,573,708	EUR	0.209	0.214	0.204	-0.005	-2	1,064m	-45
					Banco Popular	50	538,527,117	EUR	0.999	0.851	1.173	0.174	17	1,157m	6,433
100							8							570
long	11/28/16	12/05/16	7		Bank of America	50	28,465,554	USD	20.330	22.160		1.830	9	1,210m	8,850
					Sberbank	50	62,684,654	EUR	9.232	9.615		0.383	4	1,234m	733
100							7							2,667
short	12/05/16	12/12/16	7		Banco Popolare	50	307,455,042	EUR	2.006	2.234	1.778	-0.228	-11	1,163m	-100
					Banco Popular	50	647,171,895	EUR	0.953	1.013	0.893	-0.060	-6	1,125m	-97
100							-9							-99
long	12/12/16	3/13/17	91		Bank of America	50	24,869,074	USD	22.610	25.300		2.690	12	1,191m	57
					Sberbank	50	50,226,869	EUR	11.195	10.460		-0.735	-7	1,155m	-24
100							3							11
short	3/13/17	7/17/17	126		Gentera	50	21,309,719	MXN	27.090	28.070	26.110	-0.980	-4	1,134m	-10
					Banco Comercial	50	3608,002,125	EUR	0.160	0.244	0.076	-0.084	-53	831m	-88
100							-28							-61
long	7/17/17	7/24/17	7		Commerzbank	50	37,600,947	EUR	11.045	10.555		-0.490	-4	812m	-91
					Montepio	50	415,718,183	EUR	0.999	1.000		0.001	0	813m	5
100							-2							-68
short	7/24/17	1/29/18	189		Gentera	50	14,683,703	MXN	27.670	16.600	46.122	18.452	67	1,084m	168
					Bank of Bejing	50	50,978,433	CNY	7.970	7.610	8.347	0.377	5	1,103m	9
100							36							80
long	1/29/18	2/05/18	7		BBVA Banco Francés	50	3,403,585	ARS	162.000	146.250		-15.750	-10	1,049m	-100
					Banco Comercial	50	1673,386,654	EUR	0.330	0.299		-0.031	-9	998m	-99
100							-10							-99
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	2/05/18	3/11/19	399		Gentera	50	30,695,843	MXN	16.250	15.850	16.660	0.410	3	1,010m	2
					VTB Bank	50	330,336,060	EUR	1.510	1.040	2.192	0.682	45	1,236m	41
100							24							22
long	3/11/19	5/06/19	56		Industrial Bank	50	32,010,999	CNY	19.300	19.340		0.040	0	1,237m	1
					Axis Bank	50	8,795,733	INR	70.240	74.745		4.505	6	1,277m	50
100							3							24
short	5/06/19	11/11/19	189		Aozora Bank	50	23,560,904	JPY	27.090	28.340	25.840	-1.250	-5	1,247m	-9
					Yes Bank	50	38,391,874	INR	16.625	7.300	37.862	21.237	128	2,062m	390
100							62							153
long	11/11/19	12/09/19	28		Banca Generali	50	33,372,093	EUR	30.900	30.020		-0.880	-3	2,033m	-31
					ICICI Bank	50	20,756,797	INR	49.680	52.650		2.970	6	2,095m	113
100							2							22
short	12/09/19	12/23/19	14		Indiabulls HF	50	40,445,561	INR	25.895	29.590	22.200	-3.695	-14	1,945m	-98
					Yes Bank	50	186,193,392	INR	5.625	4.965	6.373	0.748	13	2,084m	2,489
100							0							-12
long	12/23/19	1/20/20	28		Banco Macro	50	3,996,254	ARS	260.800	278.150		17.350	7	2,154m	132
					ICICI Bank	50	19,254,074	INR	54.130	52.570		-1.560	-3	2,124m	-32
100							2							28
short	1/20/20	1/27/20	7		Indiabulls HF	50	34,884,111	INR	30.440	32.295	28.585	-1.855	-6	2,059m	-96
					Yes Bank	50	235,187,685	INR	4.515	4.240	4.808	0.293	6	2,128m	2,548
100							0							11
accum	5/15/06	1/27/20	5005	days out of 5138 invested (97%)								21,278,877		2,128m	145

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Piraeus Bank	short	9/20/10	2/06/12	504	38,964.00	11,800.00	128,660.45	89,696.45	230.20	50	115.10
	short	5/18/15	9/26/16	497	858.00	2.70	272,653.33	271,795.33	31,677.78		15,838.89	34,184.82
Eurobank Ergasias	short	3/18/13	9/23/13	189	270.00	61.00	1,195.08	925.08	342.62		171.31
	short	10/07/13	10/28/13	21	52.00	69.00	35.00	-17.00	-32.69		-16.35
	short	11/04/13	11/18/13	14	65.00	58.00	72.84	7.84	12.07		6.03
	short	12/09/13	4/13/15	490	55.00	11.10	272.52	217.52	395.50		197.75	616.56
Alpha Bank	long	9/03/12	11/12/12	70	67.00	78.00		11.00	16.42		8.21
	short	5/18/15	9/26/16	497	15.20	1.53	151.01	135.81	893.46		446.73	491.61
Shinsei Bank	short	3/05/07	4/20/09	777	60.80	13.50	273.83	213.03	350.37		175.19
	short	11/02/09	9/06/10	308	11.80	6.50	21.42	9.62	81.54		40.77
	long	1/07/13	3/18/13	70	18.00	22.80		4.80	26.67		13.33	339.03
Bankia	short	11/12/12	1/07/13	56	49.89	25.80	96.48	46.59	93.39		46.70
	short	3/18/13	9/23/13	189	13.07	3.25	52.51	39.45	301.84		150.92	268.10
Sumitomo Mitsui Trst	short	3/05/07	4/20/09	777	124.30	31.70	487.40	363.10	292.11		146.06	146.06
National Bank Greece	short	9/20/10	2/06/12	504	12,350.10	4,260.00	35,803.98	23,453.88	189.91		94.95	94.95
Yes Bank	short	5/06/19	11/11/19	189	16.63	7.30	37.86	21.24	127.74		63.87
	short	12/09/19	12/23/19	14	5.63	4.97	6.37	0.75	13.29		6.65
	short	1/20/20	1/27/20	7	4.52	4.24	4.81	0.29	6.49		3.24	80.43
Sberbank	long	9/04/06	3/05/07	182	7.90	13.70		5.80	73.42		36.71
	long	9/26/16	10/17/16	21	8.55	8.55		0.00	0.02		0.01
	long	10/31/16	11/14/16	14	8.63	8.63		0.00	0.00		0.00
	long	11/28/16	12/05/16	7	9.23	9.62		0.38	4.15		2.07
	long	12/12/16	3/13/17	91	11.20	10.46		-0.73	-6.57		-3.28	34.98
Gentera	short	3/13/17	7/17/17	126	27.09	28.07	26.11	-0.98	-3.62		-1.81
	short	7/24/17	1/29/18	189	27.67	16.60	46.12	18.45	66.69		33.34
	short	2/05/18	3/11/19	399	16.25	15.85	16.66	0.41	2.52		1.26	32.58
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Popular	long	4/20/09	11/02/09	196	31.10	30.15		-0.95	-3.05		-1.53
	short	11/12/12	1/07/13	56	5.10	3.50	7.43	2.33	45.71		22.86
	short	10/17/16	10/31/16	14	1.04	1.00	1.08	0.04	4.11		2.05
	short	11/14/16	11/28/16	14	1.00	0.85	1.17	0.17	17.39		8.69
	short	12/05/16	12/12/16	7	0.95	1.01	0.89	-0.06	-6.30		-3.15	29.97
Banif	short	10/07/13	10/28/13	21	0.01	0.01	0.01	0.00	25.00		12.50
	short	11/04/13	11/18/13	14	0.01	0.01	0.01	0.00	0.00		0.00
	short	12/09/13	4/13/15	490	0.01	0.01	0.01	0.00	20.00		10.00	23.75
VTB Bank	short	2/05/18	3/11/19	399	1.51	1.04	2.19	0.68	45.19		22.60	22.60
Shanghai Pudong	long	4/20/09	11/02/09	196	12.38	17.67		5.29	42.73		21.37	21.37
Banco Macro	long	9/06/10	9/20/10	14	15.60	18.50		2.90	18.59		9.29
	long	9/23/13	10/07/13	14	20.55	21.80		1.25	6.08		3.04
	long	10/28/13	11/04/13	7	24.70	23.65		-1.05	-4.25		-2.13
	long	11/18/13	12/09/13	21	23.75	23.80		0.05	0.21		0.11
	long	9/26/16	10/17/16	21	115.35	121.30		5.95	5.16		2.58
	long	12/23/19	1/20/20	28	260.80	278.15		17.35	6.65		3.33	16.95
Resona	short	11/02/09	9/06/10	308	10.28	8.14	12.98	2.70	26.29		13.14	13.14
Bank of America	long	11/28/16	12/05/16	7	20.33	22.16		1.83	9.00		4.50
	long	12/12/16	3/13/17	91	22.61	25.30		2.69	11.90		5.95	10.72
Regional	long	9/03/12	11/12/12	70	46.65	52.24		5.59	11.98		5.99	5.99
Banco BPI	long	1/07/13	3/18/13	70	1.02	1.11		0.08	8.23		4.11	4.11
Axis Bank	long	3/11/19	5/06/19	56	70.24	74.75		4.51	6.41		3.21	3.21
State Bank of India	long	9/06/10	9/20/10	14	29.83	31.44		1.62	5.42		2.71	2.71
Bank of Bejing	short	7/24/17	1/29/18	189	7.97	7.61	8.35	0.38	4.73		2.37	2.37
Intesa Sanpaolo	long	9/04/06	3/05/07	182	4.86	5.05		0.19	3.89		1.95	1.95
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
ICICI Bank	long	11/11/19	12/09/19	28	49.68	52.65		2.97	5.98		2.99
	long	12/23/19	1/20/20	28	54.13	52.57		-1.56	-2.88		-1.44	1.51
Montepio	long	7/17/17	7/24/17	7	1.00	1.00		0.00	0.10		0.05	0.05
Standard Chartered	long	10/31/16	11/14/16	14	7.12	7.12		0.00	0.00		0.00	0.00
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07		-0.53	-0.53
Aozora Bank	long	2/06/12	4/09/12	63	20.90	21.40		0.50	2.39		1.20
	short	5/06/19	11/11/19	189	27.09	28.34	25.84	-1.25	-4.61		-2.31	-1.14
Banca Generali	long	11/11/19	12/09/19	28	30.90	30.02		-0.88	-2.85		-1.42	-1.42
Commerzbank	long	7/17/17	7/24/17	7	11.05	10.56		-0.49	-4.44		-2.22	-2.22
Unicredit	short	4/09/12	9/03/12	147	15.23	16.04	14.43	-0.80	-5.26		-2.63	-2.63
China Everbright Bk	long	4/13/15	5/18/15	35	5.44	5.07		-0.37	-6.80		-3.40	-3.40
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32		-5.16	-5.16
Banco Popolare	short	12/05/16	12/12/16	7	2.01	2.23	1.78	-0.23	-11.37		-5.68	-5.68
Industrial Bank	long	4/13/15	5/18/15	35	20.69	17.75		-2.94	-14.21		-7.10
	long	3/11/19	5/06/19	56	19.30	19.34		0.04	0.21		0.10	-7.01
Indiabulls HF	short	12/09/19	12/23/19	14	25.90	29.59	22.20	-3.70	-14.27		-7.13
	short	1/20/20	1/27/20	7	30.44	32.30	28.59	-1.86	-6.09		-3.05	-9.96
BBVA Banco Francés	long	9/23/13	10/07/13	14	19.75	20.55		0.80	4.05		2.03
	long	10/28/13	11/04/13	7	23.85	21.55		-2.30	-9.64		-4.82
	long	11/18/13	12/09/13	21	23.40	21.80		-1.60	-6.84		-3.42
	long	1/29/18	2/05/18	7	162.00	146.25		-15.75	-9.72		-4.86	-10.77
Bank of Ireland	long	2/06/12	4/09/12	63	4.35	3.15		-1.20	-27.59		-13.79	-13.79
Banca Pop Mil	short	4/09/12	9/03/12	147	0.29	0.37	0.21	-0.08	-27.74		-13.87	-13.87
Banco Comercial	short	10/17/16	10/31/16	14	0.20	0.21	0.19	-0.01	-3.67		-1.84
	short	11/14/16	11/28/16	14	0.21	0.21	0.20	-0.00	-2.25		-1.13
	short	3/13/17	7/17/17	126	0.16	0.24	0.08	-0.08	-52.50		-26.25
	long	1/29/18	2/05/18	7	0.33	0.30		-0.03	-9.35		-4.67	-31.77

Annotations

7/17/18	Bank of Shanghai	stock split 5:7 (seven for five)
2/02/18	Banco Santander MX	merger of banco and grupo financiero
9/21/17	Yes Bank	stock split 1:5 (five for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
6/05/17	Bankia	reverse split 4:1 (one for four)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
7/11/16	Bank of Bejing	forward stock split 10:12 (twelve for ten)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
7/17/15	Bank of Bejing	forward stock split 10:12 (twelve for ten)
6/21/15	Ferratum	recording started
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


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