Assessment - Dow Jones Transportation Average in Swiss Franc - 7/01/24 - RS = 21

 ⇐ 

								instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21		⇓∅-RS
						S		DJTA	13,779.160	8/12/24	-0.56	13,823.889	-0.32	13,645.005	178.885	1.31		0.91
								Alaska Air Group	31.257	8/12/24	-0.26	36.226	-13.72	30.688	5.538	18.05		2.67
						S		American Airlines	8.684	8/12/24	-2.54	9.976	-12.95	12.404	-2.428	-19.57		-19.25
								Avis Budget	75.101	8/12/24	-4.43	91.519	-17.94	135.601	-44.082	-32.51		-33.32
						L		C.H. Robinson	89.188	8/12/24	0.20	78.444	13.70	64.404	14.040	21.80		6.20
						S		CSX	30.272	8/12/24	-1.47	30.353	-0.27	31.950	-1.597	-5.00		2.53
								Delta Air Lines	35.296	8/12/24	-0.61	42.398	-16.75	34.133	8.265	24.22		14.19
								Expeditors Wash	107.631	8/12/24	0.03	109.222	-1.46	108.357	0.864	0.80		2.91
						S		FedEx	252.248	8/12/24	0.63	269.896	-6.54	207.294	62.602	30.20		19.38
						S		J.B. Hunt	147.084	8/12/24	-0.20	143.388	2.58	179.824	-36.437	-20.26		-13.22
						L		Kirby	105.282	8/12/24	-0.14	109.384	-3.75	73.076	36.308	49.69		44.01
								Landstar System	167.271	8/12/24	-1.04	165.725	0.93	167.585	-1.860	-1.11		0.91
								Matson	117.589	8/12/24	0.73	116.640	0.81	98.145	18.495	18.84		31.72
								Norfolk Southern	214.323	8/12/24	-1.02	193.431	10.80	216.141	-22.710	-10.51		-3.07
						S		Old Dominion FL	172.250	8/12/24	-1.35	161.478	6.67	180.251	-18.772	-10.41		-8.32
								Ryder System	119.134	8/12/24	-1.29	110.866	7.46	100.224	10.642	10.62		16.53
								Southwest Airlines	22.934	8/12/24	0.20	25.401	-9.71	25.878	-0.477	-1.84		-2.10
								Uber Technologies	62.585	8/12/24	1.05	64.248	-2.59	60.011	4.237	7.06		28.45
						S		Union Pacific	213.934	8/12/24	-0.32	203.190	5.29	214.540	-11.350	-5.29		0.55
								United Airlines	36.525	8/12/24	-2.51	43.672	-16.37	34.803	8.870	25.49		9.30
						S		UPS	112.827	8/12/24	-0.76	122.848	-8.16	120.979	1.869	1.55		-10.63
DJTA - 20 out of 20 instruments rated - 7/01/24 / 2/05/24 - 11 did rise, Market-Ratio(21) in CHF = 55.00 %
Stock Exchange Currency: USD $ Dollar

 

Technical Chart

	DJTA RS = 21 - B/S = 24/21
1/04/21	scale up chart	7/01/24

 

Transactions Dow Jones Transportation Average in Swiss Franc * 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	756		13.213	12.507	13.959	0.746	6	10,564	1,653
long	8/14/06	8/21/06	7				C.H. Robinson	100	188		56.083	59.173		3.090	6	11,145	1,539
short	8/21/06	9/11/06	21				JetBlue Airways	100	895		12.444	12.115	12.782	0.338	3	11,447	59
long	9/11/06	9/25/06	14				United Airlines	100	365		31.329	35.164		3.835	12	12,847	1,930
short	9/25/06	10/02/06	7				JetBlue Airways	100	1,067		12.039	11.590	12.504	0.466	4	13,344	623
long	10/02/06	11/05/07	399				United Airlines	100	382		34.884	52.298		17.414	50	19,996	45
short	11/05/07	12/17/07	42				JetBlue Airways	100	2,027		9.864	7.943	12.250	2.385	24	24,831	557
long	12/17/07	12/31/07	14				Kirby	100	450		55.074	52.345		-2.729	-5	23,603	-73
short	12/31/07	1/21/08	21				JetBlue Airways	100	3,552		6.645	5.163	8.551	1.906	29	30,374	7,915
long	1/21/08	9/22/08	245				CSX	100	5,735		5.296	6.914		1.618	31	39,652	49
short	9/22/08	12/01/08	70				Avis Budget	100	5,198		7.628	0.764	76.120	68.492	898	395,674	> 999,999
long	12/01/08	1/26/09	56				Alaska Air Group	100	61,625		6.421	7.534		1.114	17	464,307	184
short	1/26/09	4/06/09	70				Avis Budget	100	509,541		0.911	0.905	0.918	0.006	1	467,606	4
long	4/06/09	8/01/11	847				Alaska Air Group	100	82,036		5.700	11.807		6.107	107	968,623	37
short	8/01/11	10/24/11	84				Delta Air Lines	100	157,940		6.133	7.856	4.410	-1.723	-28	696,440	-76
long	10/24/11	11/21/11	28				Kansas City Southern	100	12,835		54.260	60.528		6.267	12	776,879	316
short	11/21/11	12/05/11	14				JetBlue Airways	100	236,073		3.291	4.330	2.252	-1.039	-32	531,591	-100
long	12/05/11	6/25/12	203				Kirby	100	8,972		59.245	43.428		-15.816	-27	389,686	-43
short	6/25/12	7/02/12	7				Ryder System	100	11,876		32.813	33.492	32.133	-0.680	-2	381,615	-66
long	7/02/12	9/17/12	77				Delta Air Lines	100	36,180		10.548	8.556		-1.992	-19	309,550	-63
short	9/17/12	9/24/12	7				Expeditors Wash	100	8,678		35.669	34.398	36.987	1.318	4	320,987	563
long	9/24/12	7/20/15	1029				Avis Budget	100	21,337		15.043	40.612		25.569	170	866,553	42
short	7/20/15	8/03/15	14				Avis Budget	100	21,337		40.612	41.944	39.280	-1.332	-3	838,131	-58
long	8/03/15	8/24/15	21				JetBlue Airways	100	36,660		22.862	19.754		-3.108	-14	724,196	-92
short	8/24/15	8/31/15	7				Norfolk Southern	100	10,408		69.577	75.374	63.780	-5.797	-8	663,863	-99
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	30,743		21.593	21.926		0.333	2	674,101	5
short	1/04/16	2/22/16	49				Ryder System	100	11,822		57.021	58.393	55.649	-1.372	-2	657,882	-17
long	2/22/16	3/07/16	14				Delta Air Lines	100	13,505		48.714	48.175		-0.539	-1	650,600	-25
short	3/07/16	3/14/16	7				Avis Budget	100	23,215		28.025	26.662	29.457	1.432	5	683,850	1,245
long	3/14/16	10/29/18	959				Alaska Air Group	100	8,682		78.762	61.074		-17.688	-22	530,284	-9
short	10/29/18	11/05/18	7				Avis Budget	100	19,113		27.744	31.189	24.298	-3.445	-12	464,432	-100
long	11/05/18	12/17/18	42				United Airlines	100	5,167		89.871	85.532		-4.339	-5	442,012	-35
short	12/17/18	3/11/19	84				Avis Budget	100	17,672		25.012	36.460	13.564	-11.448	-46	239,702	-93
long	3/11/19	3/09/20	364				Union Pacific	100	1,432		167.277	125.684		-41.593	-25	180,141	-25
short	3/09/20	6/08/20	91				American Airlines	100	13,199		13.647	19.442	7.853	-5.795	-42	103,659	-89
long	6/08/20	6/15/20	7				Avis Budget	100	3,354		30.900	24.987		-5.913	-19	83,828	-100
short	6/15/20	7/06/20	21				United Airlines	100	2,266		36.983	33.139	41.273	4.290	12	93,549	574
long	7/06/20	10/04/21	455				J.B. Hunt	100	822		113.732	152.959		39.228	34	125,794	27
short	10/04/21	10/18/21	14				FedEx	100	624		201.385	210.213	192.558	-8.827	-4	120,286	-69
long	10/18/21	4/11/22	175				Avis Budget	100	823		145.981	238.682		92.700	64	196,578	179
short	4/11/22	4/18/22	7				JetBlue Airways	100	17,565		11.191	11.946	10.436	-0.755	-7	183,314	-97
long	4/18/22	6/06/22	49				Avis Budget	100	729		251.459	185.942		-65.517	-26	135,552	-89
short	6/06/22	8/01/22	56				JetBlue Airways	100	13,064		10.376	8.154	13.203	2.827	27	172,482	381
long	8/01/22	8/15/22	14				C.H. Robinson	100	1,656		104.136	111.420		7.284	7	184,544	483
short	8/15/22	8/29/22	14				JetBlue Airways	100	21,293		8.667	7.696	9.760	1.093	13	207,820	2,113
long	8/29/22	9/19/22	21				C.H. Robinson	100	1,866		111.355	102.258		-9.098	-8	190,845	-77
short	9/19/22	11/07/22	49				JetBlue Airways	100	24,236		7.874	7.589	8.170	0.296	4	198,008	32
long	11/07/22	1/02/23	56				Avis Budget	100	834		237.236	151.642		-85.593	-36	126,623	-95
short	1/02/23	1/09/23	7				JetBlue Airways	100	21,123		5.994	6.720	5.269	-0.726	-12	111,294	-100
long	1/09/23	8/12/24	581				Landstar System	100	705		157.748	167.271		9.523	6	118,008	4
accum	8/07/06	8/12/24	6905	days out of 7122 invested (97%)										1,080		118,008	14

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	7.63	0.76	76.12	68.49	897.93
	short	1/26/09	4/06/09	70	0.91	0.90	0.92	0.01	0.71
	long	9/24/12	7/20/15	1029	15.04	40.61		25.57	169.97
	short	7/20/15	8/03/15	14	40.61	41.94	39.28	-1.33	-3.28
	short	3/07/16	3/14/16	7	28.02	26.66	29.46	1.43	5.11
	short	10/29/18	11/05/18	7	27.74	31.19	24.30	-3.45	-12.42
	short	12/17/18	3/11/19	84	25.01	36.46	13.56	-11.45	-45.77
	long	6/08/20	6/15/20	7	30.90	24.99		-5.91	-19.14
	long	10/18/21	4/11/22	175	145.98	238.68		92.70	63.50
	long	4/18/22	6/06/22	49	251.46	185.94		-65.52	-26.05
	long	11/07/22	1/02/23	56	237.24	151.64		-85.59	-36.08			718.71
Alaska Air Group	long	12/01/08	1/26/09	56	6.42	7.53		1.11	17.35
	long	4/06/09	8/01/11	847	5.70	11.81		6.11	107.15
	long	3/14/16	10/29/18	959	78.76	61.07		-17.69	-22.46			88.49
United Airlines	long	9/11/06	9/25/06	14	31.33	35.16		3.84	12.24
	long	10/02/06	11/05/07	399	34.88	52.30		17.41	49.92
	long	11/05/18	12/17/18	42	89.87	85.53		-4.34	-4.83
	short	6/15/20	7/06/20	21	36.98	33.14	41.27	4.29	11.60			78.73
J.B. Hunt	long	7/06/20	10/04/21	455	113.73	152.96		39.23	34.49			34.49
JetBlue Airways	short	8/07/06	8/14/06	7	13.21	12.51	13.96	0.75	5.65
	short	8/21/06	9/11/06	21	12.44	12.11	12.78	0.34	2.72
	short	9/25/06	10/02/06	7	12.04	11.59	12.50	0.47	3.87
	short	11/05/07	12/17/07	42	9.86	7.94	12.25	2.39	24.18
	short	12/31/07	1/21/08	21	6.64	5.16	8.55	1.91	28.69
	short	11/21/11	12/05/11	14	3.29	4.33	2.25	-1.04	-31.57
	long	8/03/15	8/24/15	21	22.86	19.75		-3.11	-13.59
	long	8/31/15	1/04/16	126	21.59	21.93		0.33	1.54
	short	4/11/22	4/18/22	7	11.19	11.95	10.44	-0.76	-6.75
	short	6/06/22	8/01/22	56	10.38	8.15	13.20	2.83	27.24
	short	8/15/22	8/29/22	14	8.67	7.70	9.76	1.09	12.61
	short	9/19/22	11/07/22	49	7.87	7.59	8.17	0.30	3.75
	short	1/02/23	1/09/23	7	5.99	6.72	5.27	-0.73	-12.11			31.77
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
CSX	long	1/21/08	9/22/08	245	5.30	6.91		1.62	30.55			30.55
Kansas City Southern	long	10/24/11	11/21/11	28	54.26	60.53		6.27	11.55			11.55
Landstar System	long	1/09/23	8/12/24	581	157.75	167.27		9.52	6.04			6.04
Expeditors Wash	short	9/17/12	9/24/12	7	35.67	34.40	36.99	1.32	3.69			3.69
C.H. Robinson	long	8/14/06	8/21/06	7	56.08	59.17		3.09	5.51
	long	8/01/22	8/15/22	14	104.14	111.42		7.28	6.99
	long	8/29/22	9/19/22	21	111.36	102.26		-9.10	-8.17			3.67
FedEx	short	10/04/21	10/18/21	14	201.39	210.21	192.56	-8.83	-4.38			-4.38
Ryder System	short	6/25/12	7/02/12	7	32.81	33.49	32.13	-0.68	-2.07
	short	1/04/16	2/22/16	49	57.02	58.39	55.65	-1.37	-2.41			-4.43
Norfolk Southern	short	8/24/15	8/31/15	7	69.58	75.37	63.78	-5.80	-8.33			-8.33
Union Pacific	long	3/11/19	3/09/20	364	167.28	125.68		-41.59	-24.86			-24.86
Kirby	long	12/17/07	12/31/07	14	55.07	52.35		-2.73	-4.95
	long	12/05/11	6/25/12	203	59.24	43.43		-15.82	-26.70			-30.33
Delta Air Lines	short	8/01/11	10/24/11	84	6.13	7.86	4.41	-1.72	-28.10
	long	7/02/12	9/17/12	77	10.55	8.56		-1.99	-18.88
	long	2/22/16	3/07/16	14	48.71	48.17		-0.54	-1.11			-42.32
American Airlines	short	3/09/20	6/08/20	91	13.65	19.44	7.85	-5.79	-42.46			-42.46

Annotations

3/14/24	DJTA			Component update: Uber Technologies replaces JetBlue Airways
1/02/22	DJTA			Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
6/29/21	CSX			stock split 1:3 (three for one)
10/15/15	DJTA			American Airlines replaces Con-Way

write an annotation