| |
| |
Assessment - Dow Jones Transportation Average - 2/22/21 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
2/22/21 |
⇓ Δwk |
9/28/20 |
prc diff |
⇓ Δ21 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
DJTA |
13,331.300 |
Fri |
-0.31 |
13,381.400 |
-0.37 |
11,441.000 |
1,940.400 |
16.96 |
|
32.00 |
| |  |
 |
 |
 |
L |
 |
Avis Budget |
55.550 |
Fri |
3.21 |
50.500 |
10.00 |
27.520 |
22.980 |
83.50 |
|
100.29 |
| |  |
 |
 |
 |
L |
 |
Matson |
69.270 |
Fri |
-0.55 |
75.870 |
-8.70 |
39.590 |
36.280 |
91.64 |
|
95.42 |
| |  |
 |
 |
 |
L |
 |
Alaska Air Group |
65.020 |
Fri |
-0.82 |
63.610 |
2.22 |
37.540 |
26.070 |
69.45 |
|
64.80 |
| |  |
 |
 |
 |
L |
 |
Ryder System |
67.770 |
Fri |
-0.72 |
66.680 |
1.63 |
41.910 |
24.770 |
59.10 |
|
61.62 |
| |  |
 |
 |
 |
L |
 |
JetBlue Airways |
18.430 |
Fri |
-0.32 |
18.490 |
-0.32 |
11.950 |
6.540 |
54.73 |
|
59.24 |
| |  |
 |
 |
 |
L |
 |
American Airlines |
20.940 |
Fri |
0.38 |
20.440 |
2.45 |
12.760 |
7.680 |
60.19 |
|
55.40 |
| |  |
 |
 |
 |
L |
 |
Delta Air Lines |
47.940 |
Fri |
-0.64 |
47.740 |
0.42 |
31.340 |
16.400 |
52.33 |
|
54.21 |
| |  |
 |
 |
 |
|
 |
FedEx |
254.500 |
Fri |
0.11 |
254.670 |
-0.07 |
254.440 |
0.230 |
0.09 |
|
44.38 |
| |  |
 |
 |
 |
L |
 |
Southwest Airlines |
58.130 |
Fri |
-0.31 |
54.790 |
6.10 |
38.240 |
16.550 |
43.28 |
|
44.22 |
| |  |
 |
 |
 |
L |
 |
United Airlines |
52.680 |
Fri |
1.74 |
49.700 |
6.00 |
35.940 |
13.760 |
38.29 |
|
39.96 |
| |  |
 |
 |
 |
L |
 |
Kirby |
62.560 |
Fri |
-1.59 |
64.150 |
-2.48 |
37.080 |
27.070 |
73.00 |
|
34.91 |
| |  |
 |
 |
 |
L |
 |
Landstar System |
160.140 |
Fri |
-0.99 |
160.290 |
-0.09 |
127.540 |
32.750 |
25.68 |
|
33.96 |
| |  |
 |
 |
 |
L |
 |
Norfolk Southern |
252.060 |
Fri |
-0.80 |
260.240 |
-3.14 |
221.020 |
39.220 |
17.75 |
|
33.76 |
| |  |
 |
 |
 |
L |
 |
Kansas City Southern |
212.340 |
Fri |
-0.55 |
213.700 |
-0.64 |
184.880 |
28.820 |
15.59 |
|
30.71 |
| |  |
 |
 |
 |
|
 |
UPS |
157.830 |
Fri |
0.20 |
161.600 |
-2.33 |
168.900 |
-7.300 |
-4.32 |
|
26.15 |
| |  |
 |
 |
 |
|
 |
CSX |
91.550 |
Fri |
-0.69 |
92.580 |
-1.11 |
79.330 |
13.250 |
16.70 |
|
25.08 |
| |  |
 |
 |
 |
L |
 |
J.B. Hunt |
146.870 |
Fri |
0.27 |
145.550 |
0.91 |
130.550 |
15.000 |
11.49 |
|
21.56 |
| |  |
 |
 |
 |
|
 |
Union Pacific |
205.960 |
Fri |
-1.30 |
206.830 |
-0.42 |
199.450 |
7.380 |
3.70 |
|
16.59 |
| |  |
 |
 |
 |
|
 |
Expeditors Wash |
91.840 |
Fri |
-0.14 |
93.190 |
-1.45 |
91.370 |
1.820 |
1.99 |
|
14.82 |
| |  |
 |
 |
 |
|
 |
C.H. Robinson |
90.850 |
Fri |
0.94 |
89.820 |
1.15 |
103.250 |
-13.430 |
-13.01 |
|
6.10 |
DJTA - 20 out of 20 instruments rated - 2/22/21 / 9/28/20 - 18 did rise, Market-Ratio(21) = 90.00 % |
Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Transportation Average * A21 - 24/21 (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 |
8/07/06 |
217 |
|
- cash - |
short |
8/07/06 |
8/14/06 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
925 |
|
10.800 |
10.060 |
11.594 |
0.794 |
7 |
10,735 |
3,948 |
|
long |
8/14/06 |
8/21/06 |
7 |
 |
 |
 |
C.H. Robinson |
100 |
237 |
|
45.110 |
47.980 |
|
2.870 |
6 |
11,415 |
2,393 |
|
short |
8/21/06 |
9/11/06 |
21 |
 |
 |
 |
JetBlue Airways |
100 |
1,131 |
|
10.090 |
9.710 |
10.485 |
0.395 |
4 |
11,862 |
95 |
|
long |
9/11/06 |
9/25/06 |
14 |
 |
 |
 |
United Airlines |
100 |
472 |
|
25.110 |
28.450 |
|
3.340 |
13 |
13,438 |
2,494 |
|
short |
9/25/06 |
10/02/06 |
7 |
 |
 |
 |
JetBlue Airways |
100 |
1,379 |
|
9.740 |
9.270 |
10.234 |
0.494 |
5 |
14,119 |
1,218 |
|
long |
10/02/06 |
11/05/07 |
399 |
 |
 |
 |
United Airlines |
100 |
506 |
|
27.900 |
45.330 |
|
17.430 |
62 |
22,939 |
56 |
|
short |
11/05/07 |
12/17/07 |
42 |
 |
 |
 |
JetBlue Airways |
100 |
2,682 |
|
8.550 |
6.890 |
10.610 |
2.060 |
24 |
28,463 |
553 |
|
long |
12/17/07 |
12/31/07 |
14 |
 |
 |
 |
Kirby |
100 |
595 |
|
47.770 |
46.480 |
|
-1.290 |
-3 |
27,696 |
-51 |
|
short |
12/31/07 |
1/21/08 |
21 |
 |
 |
 |
JetBlue Airways |
100 |
4,694 |
|
5.900 |
4.700 |
7.406 |
1.506 |
26 |
34,767 |
5,105 |
|
long |
1/21/08 |
9/22/08 |
245 |
 |
 |
 |
CSX |
100 |
2,403 |
|
14.463 |
18.763 |
|
4.300 |
30 |
45,100 |
47 |
|
short |
9/22/08 |
12/01/08 |
70 |
 |
 |
 |
Avis Budget |
100 |
6,536 |
|
6.900 |
0.630 |
75.571 |
68.671 |
995 |
493,936 |
> 999,999 |
|
long |
12/01/08 |
1/26/09 |
56 |
 |
 |
 |
Alaska Air Group |
100 |
93,336 |
|
5.292 |
6.532 |
|
1.240 |
23 |
609,673 |
294 |
|
short |
1/26/09 |
4/06/09 |
70 |
 |
 |
 |
Avis Budget |
100 |
771,737 |
|
0.790 |
0.800 |
0.780 |
-0.010 |
-1 |
601,955 |
-6 |
|
long |
4/06/09 |
8/01/11 |
847 |
 |
 |
 |
Alaska Air Group |
100 |
119,435 |
|
5.040 |
15.017 |
|
9.977 |
198 |
1,793,558 |
60 |
|
short |
8/01/11 |
10/24/11 |
84 |
 |
 |
 |
Delta Air Lines |
100 |
229,943 |
|
7.800 |
8.900 |
6.700 |
-1.100 |
-14 |
1,540,621 |
-48 |
|
long |
10/24/11 |
11/21/11 |
28 |
 |
 |
 |
Kansas City Southern |
100 |
25,062 |
|
61.470 |
66.030 |
|
4.560 |
7 |
1,654,904 |
154 |
|
short |
11/21/11 |
12/05/11 |
14 |
 |
 |
 |
JetBlue Airways |
100 |
460,975 |
|
3.590 |
4.700 |
2.480 |
-1.110 |
-31 |
1,143,221 |
-100 |
|
long |
12/05/11 |
6/25/12 |
203 |
 |
 |
 |
Kirby |
100 |
17,776 |
|
64.310 |
45.450 |
|
-18.860 |
-29 |
807,966 |
-46 |
|
short |
6/25/12 |
7/02/12 |
7 |
 |
 |
 |
Ryder System |
100 |
23,528 |
|
34.340 |
35.310 |
33.370 |
-0.970 |
-3 |
785,144 |
-78 |
|
long |
7/02/12 |
9/17/12 |
77 |
 |
 |
 |
Delta Air Lines |
100 |
70,606 |
|
11.120 |
9.230 |
|
-1.890 |
-17 |
651,699 |
-59 |
|
short |
9/17/12 |
9/24/12 |
7 |
 |
 |
 |
Expeditors Wash |
100 |
16,936 |
|
38.480 |
36.860 |
40.171 |
1.691 |
4 |
680,341 |
842 |
|
long |
9/24/12 |
7/20/15 |
1029 |
 |
 |
 |
Avis Budget |
100 |
42,204 |
|
16.120 |
42.130 |
|
26.010 |
161 |
1,778,067 |
41 |
|
short |
7/20/15 |
8/03/15 |
14 |
 |
 |
 |
Avis Budget |
100 |
42,204 |
|
42.130 |
43.280 |
40.980 |
-1.150 |
-3 |
1,729,532 |
-51 |
|
long |
8/03/15 |
8/24/15 |
21 |
 |
 |
 |
JetBlue Airways |
100 |
73,316 |
|
23.590 |
21.220 |
|
-2.370 |
-10 |
1,555,773 |
-84 |
|
short |
8/24/15 |
8/31/15 |
7 |
 |
 |
 |
Norfolk Southern |
100 |
20,815 |
|
74.740 |
77.910 |
71.570 |
-3.170 |
-4 |
1,489,790 |
-90 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | long |
8/31/15 |
1/04/16 |
126 |
 |
 |
 |
JetBlue Airways |
100 |
66,746 |
|
22.320 |
21.880 |
|
-0.440 |
-2 |
1,460,421 |
-6 |
|
short |
1/04/16 |
2/22/16 |
49 |
 |
 |
 |
Ryder System |
100 |
25,666 |
|
56.900 |
58.520 |
55.280 |
-1.620 |
-3 |
1,418,843 |
-19 |
|
long |
2/22/16 |
3/07/16 |
14 |
 |
 |
 |
Delta Air Lines |
100 |
29,062 |
|
48.820 |
48.390 |
|
-0.430 |
-1 |
1,406,346 |
-21 |
|
short |
3/07/16 |
3/14/16 |
7 |
 |
 |
 |
Avis Budget |
100 |
49,959 |
|
28.150 |
27.010 |
29.338 |
1.188 |
4 |
1,465,702 |
763 |
|
long |
3/14/16 |
10/29/18 |
959 |
 |
 |
 |
Alaska Air Group |
100 |
18,369 |
|
79.790 |
61.000 |
|
-18.790 |
-24 |
1,120,549 |
-10 |
|
short |
10/29/18 |
11/05/18 |
7 |
 |
 |
 |
Avis Budget |
100 |
40,438 |
|
27.710 |
31.050 |
24.370 |
-3.340 |
-12 |
985,486 |
-100 |
|
long |
11/05/18 |
12/17/18 |
42 |
 |
 |
 |
United Airlines |
100 |
11,014 |
|
89.470 |
86.210 |
|
-3.260 |
-4 |
949,580 |
-28 |
|
short |
12/17/18 |
3/11/19 |
84 |
 |
 |
 |
Avis Budget |
100 |
37,666 |
|
25.210 |
36.480 |
13.940 |
-11.270 |
-45 |
525,084 |
-92 |
|
long |
3/11/19 |
3/09/20 |
364 |
 |
 |
 |
Union Pacific |
100 |
3,137 |
|
167.370 |
135.840 |
|
-31.530 |
-19 |
426,175 |
-19 |
|
short |
3/09/20 |
6/08/20 |
91 |
 |
 |
 |
American Airlines |
100 |
28,893 |
|
14.750 |
20.310 |
9.190 |
-5.560 |
-38 |
265,530 |
-85 |
|
long |
6/08/20 |
6/15/20 |
7 |
 |
 |
 |
Avis Budget |
100 |
8,225 |
|
32.280 |
26.350 |
|
-5.930 |
-18 |
216,755 |
-100 |
|
short |
6/15/20 |
7/06/20 |
21 |
 |
 |
 |
United Airlines |
100 |
5,557 |
|
39.000 |
35.210 |
43.198 |
4.198 |
11 |
240,084 |
491 |
|
long |
7/06/20 |
2/26/21 |
235 |
 |
 |
 |
J.B. Hunt |
100 |
1,986 |
|
120.840 |
146.870 |
|
26.030 |
22 |
291,779 |
35 |
|
accum | 8/07/06 |
2/26/21 | 5320 |
days out of 5537 invested (96%) |
2,818 |
291,779 |
26 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Avis Budget | short | 9/22/08 | 12/01/08 | 70 | 6.90 | 0.63 | 75.57 | 68.67 | 995.24 | | | |
| short | 1/26/09 | 4/06/09 | 70 | 0.79 | 0.80 | 0.78 | -0.01 | -1.27 | | | |
| long | 9/24/12 | 7/20/15 | 1029 | 16.12 | 42.13 | | 26.01 | 161.35 | | | |
| short | 7/20/15 | 8/03/15 | 14 | 42.13 | 43.28 | 40.98 | -1.15 | -2.73 | | | |
| short | 3/07/16 | 3/14/16 | 7 | 28.15 | 27.01 | 29.34 | 1.19 | 4.22 | | | |
| short | 10/29/18 | 11/05/18 | 7 | 27.71 | 31.05 | 24.37 | -3.34 | -12.05 | | | |
| short | 12/17/18 | 3/11/19 | 84 | 25.21 | 36.48 | 13.94 | -11.27 | -44.70 | | | |
| long | 6/08/20 | 6/15/20 | 7 | 32.28 | 26.35 | | -5.93 | -18.37 | | | 1,037.35 |
Alaska Air Group | long | 12/01/08 | 1/26/09 | 56 | 5.29 | 6.53 | | 1.24 | 23.43 | | | |
| long | 4/06/09 | 8/01/11 | 847 | 5.04 | 15.02 | | 9.98 | 197.96 | | | |
| long | 3/14/16 | 10/29/18 | 959 | 79.79 | 61.00 | | -18.79 | -23.55 | | | 181.16 |
United Airlines | long | 9/11/06 | 9/25/06 | 14 | 25.11 | 28.45 | | 3.34 | 13.30 | | | |
| long | 10/02/06 | 11/05/07 | 399 | 27.90 | 45.33 | | 17.43 | 62.47 | | | |
| long | 11/05/18 | 12/17/18 | 42 | 89.47 | 86.21 | | -3.26 | -3.64 | | | |
| short | 6/15/20 | 7/06/20 | 21 | 39.00 | 35.21 | 43.20 | 4.20 | 10.76 | | | 96.47 |
CSX | long | 1/21/08 | 9/22/08 | 245 | 14.46 | 18.76 | | 4.30 | 29.73 | | | 29.73 |
J.B. Hunt | long | 7/06/20 | 2/26/21 | 235 | 120.84 | 146.87 | | 26.03 | 21.54 | | | 21.54 |
JetBlue Airways | short | 8/07/06 | 8/14/06 | 7 | 10.80 | 10.06 | 11.59 | 0.79 | 7.36 | | | |
| short | 8/21/06 | 9/11/06 | 21 | 10.09 | 9.71 | 10.48 | 0.39 | 3.91 | | | |
| short | 9/25/06 | 10/02/06 | 7 | 9.74 | 9.27 | 10.23 | 0.49 | 5.07 | | | |
| short | 11/05/07 | 12/17/07 | 42 | 8.55 | 6.89 | 10.61 | 2.06 | 24.09 | | | |
| short | 12/31/07 | 1/21/08 | 21 | 5.90 | 4.70 | 7.41 | 1.51 | 25.53 | | | |
| short | 11/21/11 | 12/05/11 | 14 | 3.59 | 4.70 | 2.48 | -1.11 | -30.92 | | | |
| long | 8/03/15 | 8/24/15 | 21 | 23.59 | 21.22 | | -2.37 | -10.05 | | | |
| long | 8/31/15 | 1/04/16 | 126 | 22.32 | 21.88 | | -0.44 | -1.97 | | | 11.23 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Kansas City Southern | long | 10/24/11 | 11/21/11 | 28 | 61.47 | 66.03 | | 4.56 | 7.42 | | | 7.42 |
C.H. Robinson | long | 8/14/06 | 8/21/06 | 7 | 45.11 | 47.98 | | 2.87 | 6.36 | | | 6.36 |
Expeditors Wash | short | 9/17/12 | 9/24/12 | 7 | 38.48 | 36.86 | 40.17 | 1.69 | 4.40 | | | 4.40 |
Norfolk Southern | short | 8/24/15 | 8/31/15 | 7 | 74.74 | 77.91 | 71.57 | -3.17 | -4.24 | | | -4.24 |
Ryder System | short | 6/25/12 | 7/02/12 | 7 | 34.34 | 35.31 | 33.37 | -0.97 | -2.82 | | | |
| short | 1/04/16 | 2/22/16 | 49 | 56.90 | 58.52 | 55.28 | -1.62 | -2.85 | | | -5.59 |
Union Pacific | long | 3/11/19 | 3/09/20 | 364 | 167.37 | 135.84 | | -31.53 | -18.84 | | | -18.84 |
Delta Air Lines | short | 8/01/11 | 10/24/11 | 84 | 7.80 | 8.90 | 6.70 | -1.10 | -14.10 | | | |
| long | 7/02/12 | 9/17/12 | 77 | 11.12 | 9.23 | | -1.89 | -17.00 | | | |
| long | 2/22/16 | 3/07/16 | 14 | 48.82 | 48.39 | | -0.43 | -0.88 | | | -29.33 |
Kirby | long | 12/17/07 | 12/31/07 | 14 | 47.77 | 46.48 | | -1.29 | -2.70 | | | |
| long | 12/05/11 | 6/25/12 | 203 | 64.31 | 45.45 | | -18.86 | -29.33 | | | -31.24 |
American Airlines | short | 3/09/20 | 6/08/20 | 91 | 14.75 | 20.31 | 9.19 | -5.56 | -37.69 | | | -37.69 |
Annotations
10/15/15 | DJTA | | | American Airlines replaces Con-Way |
|
|