RS Chart
Assessment - IPC Mexico in Swiss Franc - 12/05/22 - RS = 22
 ⇐ 
  ⇓instrument freshest Δday 12/05/22 ⇓ Δwk 7/04/22  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart L add note IPC 2,430.031  Tue 0.44 2,419.500 0.44 2,275.101 144.399 6.35   2.25 
real-time RS chart chart L add note Aerop. Sureste 23.488  Tue 3.82 22.624 3.82 18.914 3.710 19.62   13.38 
real-time RS chart chart L add note Aerop. Centro Norte 8.171  Tue 3.23 7.915 3.23 6.175 1.740 28.18   19.75 
real-time RS chart chart L add note Aerop. Pacifico 14.905  Tue 3.09 14.459 3.09 13.332 1.127 8.45   6.41 
real-time RS chart chart L add note Arca Continental 7.853  Tue 2.54 7.659 2.54 6.405 1.253 19.57   20.15 
real-time RS chart chart L add note Becle 2.142  Tue 1.95 2.101 1.95 2.051 0.050 2.42   -1.96 
real-time RS chart chart L add note Kimberly-Clark 1.597  Mon 1.79 1.597 1.269 0.328 25.85   17.55 
real-time RS chart chart L add note Liverpool 5.450  Mon 1.68 5.450 4.164 1.286 30.89   21.05 
real-time RS chart chart L add note Bimbo 3.983  Mon 0.92 3.983 3.295 0.688 20.87   28.25 
real-time RS chart chart add note Genomma Lab 0.797  Mon 0.60 0.797 0.969 -0.172 -17.77   -7.79 
real-time RS chart chart L add note Alfa 0.634  Tue 0.53 0.631 0.53 0.700 -0.069 -9.85   -5.78 
real-time RS chart chart L add note America Movil 0.877  Tue 0.33 0.874 0.33 0.975 -0.100 -10.29   -4.54 
real-time RS chart chart L add note Megacable 2.400  Mon -0.12 2.400 2.356 0.044 1.86   -3.55 
real-time RS chart chart add note Gruma 11.689  Mon -0.13 11.689 10.988 0.701 6.38   2.79 
real-time RS chart chart L add note FEMSA 7.192  Mon -0.15 7.192 6.731 0.462 6.86   5.36 
real-time RS chart chart L add note Coca-Cola FEMSA 6.340  Mon -0.27 6.340 5.352 0.988 18.46   16.76 
real-time RS chart chart add note Elektra 49.524  Mon -0.27 49.524 53.010 -3.486 -6.58   -10.79 
real-time RS chart chart L add note Banco del Bajio 2.879  Tue -0.28 2.887 -0.28 1.939 0.948 48.92   30.92 
real-time RS chart chart add note Televisa 0.968  Mon -0.39 0.968 1.570 -0.601 -38.31   -36.00 
real-time RS chart chart add note Volaris 0.912  Mon -0.52 0.912 0.978 -0.065 -6.70   -21.42 
real-time RS chart chart L add note Bolsa Mexicana 1.812  Mon -0.60 1.812 1.688 0.124 7.33   3.09 
real-time RS chart chart L add note Cementos Chihuahua 6.505  Mon -0.76 6.505 5.920 0.585 9.88   3.97 
real-time RS chart chart L add note Alsea 1.841  Tue -1.18 1.863 -1.18 1.734 0.129 7.46   -2.68 
real-time RS chart chart add note México 3.747  Mon -1.39 3.747 3.987 -0.240 -6.02   -8.35 
real-time RS chart chart add note Inbursa 1.652  Mon -1.42 1.652 1.556 0.096 6.20   7.01 
  ⇓instrument freshest Δday 12/05/22 ⇓ Δwk 7/04/22  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart L add note Banorte 7.029  Tue -1.84 7.160 -1.84 5.331 1.829 34.31   14.54 
real-time RS chart chart L add note Regional 6.736  Mon -1.90 6.736 4.602 2.134 46.38   22.99 
real-time RS chart chart L add note Cemex 0.396  Mon -2.12 0.396 0.367 0.029 7.96   -7.77 
real-time RS chart chart L add note Peñoles 12.685  Mon -2.21 12.685 8.923 3.762 42.16   22.52 
real-time RS chart chart L add note Vesta 2.090  Mon -2.44 2.090 1.762 0.328 18.62   15.07 
real-time RS chart chart add note Quálitas 4.028  Mon -2.52 4.028 4.383 -0.354 -8.09   -11.21 
real-time RS chart chart L add note WalMex 3.475  Mon -2.64 3.475 3.305 0.170 5.13   1.06 
real-time RS chart chart L add note Pinfra 8.171  Mon -2.87 8.171 6.950 1.221 17.57   15.77 
real-time RS chart chart add note Orbia Advance 1.764  Mon -3.09 1.764 2.243 -0.479 -21.37   -16.88 
real-time RS chart chart add note Telesites 0.984  Mon -3.82 0.984 1.087 -0.102 -9.43   -5.14 
real-time RS chart chart L add note Carso 3.936  Mon -4.39 3.936 3.637 0.299 8.22   18.64 
 IPC - 35 out of 35 instruments rated - 12/05/22 / 7/04/22 - 25 did rise, Market-Ratio(22) in CHF = 71.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/01/18 scale up chart 12/05/22
 


Transactions IPC Mexico in Swiss Franc * A22 - 85/20 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06  12/17/07 707  RT RS QC  Orbia Advance 100  20,184   0.495  1.410    0.915 185  28,465 72  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  9,689   2.938  1.110 7.775  4.838 165  75,336 92  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  66,813   1.128  10.850    9.723 862  724,945 29  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  1,377,823   0.526  1.020 0.033  -0.493 -94  45,055 -82  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  43,833   1.028  0.724    -0.304 -30  31,723 -93  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  63,807   0.497  0.841 0.154  -0.344 -69  9,801 -69  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  15,034   0.652  0.379    -0.273 -42  5,697 -31  
short 8/29/22  12/05/22 98  RT RS QC  Volaris 100  6,294   0.905  0.912 0.898  -0.007 -1  5,653 -3  
accum 1/09/06 12/05/226178 days out of 6185 invested (100%) -43 5,653 -3  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832761.1310.859.72 862.29862.29 
 Orbia Advancelong  1/09/06 12/17/077070.501.410.91 184.65184.65 
 Cemexshort 12/17/07  6/15/095462.941.117.784.84 164.68 
 long  3/08/21  8/29/225390.650.38-0.27 -41.8853.84 
 Genteralong  1/20/20  3/09/20491.030.72-0.30 -29.59-29.59 
 Alpekshort  3/09/20  3/08/213640.500.840.15-0.34 -69.11-69.11 
 Volarisshort  6/04/18  1/20/205950.531.020.03-0.49 -93.79 
 short  8/29/22 12/05/22980.910.910.90-0.01 -0.77-93.83 


Annotations
2/23/17IPCMachine learning processed for all techniques.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join