Share-o-matic - Assessment Iron and Steel - best alternating

Assessment - Iron and Steel in Pound sterling - 7/26/21 - RS = 21

								⇓instrument	freshest		Δday	7/26/21	⇓ Δwk	3/01/21	prc diff	⇓ Δ21		⇓∅-RS
								SOM Iron and Steel	227.722	Fri	-0.66	221.051	3.02	198.893	22.159	11.14		31.77
								Posco	230.183	Fri	2.09	222.332	3.53	190.410	31.923	16.77		29.49
								SSAB	4.121	Fri	1.21	3.988	3.32	3.270	0.719	21.98		35.26
								Hyundai Steel	33.915	Fri	1.12	32.785	3.45	27.033	5.752	21.28		34.55
								Salzgitter	28.001	Fri	1.05	25.866	8.26	22.254	3.612	16.23		52.87
								Outokumpu	5.130	Fri	0.03	4.872	5.29	3.707	1.166	31.45		67.88
								Nippon Steel	12.402	Fri	-0.03	11.877	4.42	11.103	0.774	6.98		22.58
								Kobe Steel	4.772	Fri	-0.27	4.615	3.41	4.740	-0.125	-2.64		20.57
								Aperam	45.103	Fri	-0.38	43.736	3.13	31.043	12.693	40.89		49.49
								Citic Pacific	0.781	Fri	-0.47	0.747	4.61	0.616	0.131	21.23		15.42
						S		Vallourec	6.988	Fri	-0.49	7.133	-2.04	29.578	-22.446	-75.89		-57.60
								ArcelorMittal	25.084	Fri	-0.84	24.179	3.74	17.928	6.250	34.86		64.12
						L		Ternium Argentina	0.631	Fri	-1.06	0.588	7.26	0.375	0.213	56.65		33.76
								voestalpine	31.965	Fri	-1.42	31.487	1.52	30.023	1.463	4.87		24.57
								Tata Steel	13.946	Fri	-1.67	12.621	10.51	7.629	4.991	65.43		105.90
						S		Pacific Metals	11.064	Fri	-1.69	10.861	1.87	16.053	-5.192	-32.34		-18.10
								Evraz	614.200	Fri	-2.10	622.000	-1.25	600.600	21.400	3.56		35.86
								Tenaris	7.326	Fri	-2.28	7.503	-2.37	7.752	-0.249	-3.21		28.02
								thyssenkrupp	7.182	Fri	-2.50	7.257	-1.04	10.250	-2.992	-29.19		10.58
								Acerinox	9.614	Fri	-2.89	9.640	-0.27	8.729	0.911	10.44		21.42
Iron and Steel - 19 out of 19 instruments rated - 7/26/21 / 3/01/21 - 14 did rise, Market-Ratio(21) in GBP = 73.68 %

Technical Chart

	Iron and Steel RS = 21 - B/S = 85/20

1/02/17	scale up chart	7/26/21

Transactions Iron and Steel in Pound sterling * A21 - 85/20 (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		1/30/06	28				- cash -
long	1/30/06	1/28/08	728				Salzgitter	100	251		39.704	69.921		30.217	76	17,585	33
short	1/28/08	4/20/09	448				Pacific Metals	100	43,890		0.401	0.440	0.361	-0.040	-10	15,844	-8
long	4/20/09	8/16/10	483				Pacific Metals	100	35,989		0.440	0.435		-0.005	-1	15,668	-1
short	8/16/10	10/18/10	63				Salzgitter	100	378		41.432	47.203	35.660	-5.772	-14	13,486	-58
long	10/18/10	6/06/11	231				Severstal	100	1,441		9.355	11.574		2.219	24	16,684	40
short	6/06/11	2/20/12	259				Outokumpu	100	815		20.466	10.812	38.742	18.275	89	31,578	146
long	2/20/12	5/21/12	91				Tenaris	100	2,432		12.979	10.458		-2.521	-19	25,448	-58
short	5/21/12	11/18/13	546				Outokumpu	100	4,140		6.146	2.826	13.367	7.221	117	55,342	68
long	11/18/13	8/24/15	644				Ternium Argentina	100	170,360		0.325	0.375		0.050	15	63,834	8
short	8/24/15	7/11/16	322				Vallourec	100	199		319.969	107.566	951.788	631.818	197	189,566	244
long	7/11/16	6/18/18	707				Outokumpu	100	52,045		3.642	4.665		1.023	28	242,784	14
short	6/18/18	1/13/20	574				Outokumpu	100	52,045		4.665	2.398	9.076	4.411	95	472,343	53
long	1/13/20	3/09/20	56				Ternium Argentina	100	1,517,432		0.311	0.217		-0.094	-30	330,022	-90
short	3/09/20	8/10/20	154				Vallourec	100	8,699		37.935	26.702	53.894	15.959	42	468,848	130
long	8/10/20	7/30/21	354				Ternium Argentina	100	1,066,588		0.440	0.631		0.191	43	672,765	45
accum	1/30/06	7/30/21	5663	days out of 5691 invested (100%)										6,628		672,765	31

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Outokumpu	short	6/06/11	2/20/12	259	20.47	10.81	38.74	18.28	89.30
	short	5/21/12	11/18/13	546	6.15	2.83	13.37	7.22	117.49
	long	7/11/16	6/18/18	707	3.64	4.66		1.02	28.07
	short	6/18/18	1/13/20	574	4.66	2.40	9.08	4.41	94.55			925.86
Vallourec	short	8/24/15	7/11/16	322	319.97	107.57	951.79	631.82	197.46
	short	3/09/20	8/10/20	154	37.94	26.70	53.89	15.96	42.07			322.60
Salzgitter	long	1/30/06	1/28/08	728	39.70	69.92		30.22	76.11
	short	8/16/10	10/18/10	63	41.43	47.20	35.66	-5.77	-13.93			51.57
Severstal	long	10/18/10	6/06/11	231	9.36	11.57		2.22	23.72			23.72
Ternium Argentina	long	11/18/13	8/24/15	644	0.32	0.37		0.05	15.34
	long	1/13/20	3/09/20	56	0.31	0.22		-0.09	-30.13
	long	8/10/20	7/30/21	354	0.44	0.63		0.19	43.49			15.64
Pacific Metals	short	1/28/08	4/20/09	448	0.40	0.44	0.36	-0.04	-9.90
	long	4/20/09	8/16/10	483	0.44	0.44		-0.00	-1.12			-10.90
Tenaris	long	2/20/12	5/21/12	91	12.98	10.46		-2.52	-19.42			-19.42

Annotations

5/25/20	Vallourec			reverse split 40:1 (one for fourty)
5/18/17	ArcelorMittal			reverse stock split 3:1 (one for three) ISIN change from LU0323134006 to LU1598757687
3/15/15	Iron and Steel			first complete analysis