RS Chart
Assessment - IPC Mexico in Dollar - 6/05/23 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 6/05/23 ⇓ Δwk 1/02/23  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note IPC 3,111.109  Wed -0.18 3,065.259 1.50 2,521.203 544.055 21.58   17.75 
real-time RS chart chart L add note Carso 6.490  Wed -1.41 6.415 1.17 4.318 2.097 48.55   47.67 
real-time RS chart chart L add note Cemex 0.682  Wed 2.14 0.640 6.62 0.409 0.231 56.43   44.17 
real-time RS chart chart add note Vesta 3.329  Wed 0.68 3.290 1.18 2.365 0.925 39.13   43.02 
real-time RS chart chart add note Volaris 1.461  Wed 1.39 1.434 1.88 0.835 0.599 71.67   41.55 
real-time RS chart chart L add note Alsea 2.926  Wed -0.31 2.926 0.02 1.911 1.015 53.09   40.12 
real-time RS chart chart L add note Quálitas 6.790  Wed -0.18 6.725 0.96 4.432 2.293 51.75   38.51 
real-time RS chart chart L add note FEMSA 10.336  Wed 0.05 10.398 -0.60 7.811 2.587 33.12   36.82 
real-time RS chart chart add note Peñoles 15.766  Wed -0.87 15.519 1.59 12.600 2.918 23.16   30.83 
real-time RS chart chart L add note Arca Continental 10.368  Wed 0.93 10.147 2.18 8.053 2.094 26.00   28.76 
real-time RS chart chart add note Aerop. Centro Norte 10.742  Wed -0.98 10.382 3.46 7.835 2.548 32.52   28.36 
real-time RS chart chart add note Bimbo 5.233  Wed -1.06 5.292 -1.13 4.351 0.941 21.62   27.51 
real-time RS chart chart L add note Inbursa 2.469  Wed 0.09 2.402 2.79 1.708 0.694 40.65   27.04 
real-time RS chart chart add note Kimberly-Clark 2.149  Wed 2.99 2.088 2.91 1.716 0.372 21.65   26.46 
real-time RS chart chart add note Coca-Cola FEMSA 8.651  Wed 2.14 8.460 2.26 6.682 1.778 26.60   26.13 
real-time RS chart chart add note Gruma 15.677  Wed -0.15 15.386 1.89 13.593 1.793 13.19   22.06 
real-time RS chart chart add note Pinfra 10.208  Wed 0.91 10.017 1.90 8.374 1.644 19.63   20.68 
real-time RS chart chart L add note Elektra 66.594  Wed -0.11 66.064 0.80 56.976 9.087 15.95   20.02 
real-time RS chart chart add note Regional 7.905  Wed -0.14 7.782 1.58 7.274 0.508 6.98   18.27 
real-time RS chart chart add note Cementos Chihuahua 8.366  Wed 2.47 7.987 4.75 6.606 1.381 20.91   16.66 
real-time RS chart chart add note Aerop. Sureste 28.502  Wed -0.56 27.836 2.39 24.216 3.621 14.95   15.93 
real-time RS chart chart add note México 4.818  Wed 0.30 4.734 1.77 3.564 1.169 32.81   15.37 
real-time RS chart chart add note Gentera 1.119  Wed -1.46 1.090 2.73 1.121 -0.032 -2.82   13.27 
real-time RS chart chart add note Banorte 8.231  Wed -1.61 8.142 1.10 7.337 0.805 10.97   13.08 
real-time RS chart chart add note Liverpool 6.155  Wed 1.59 5.972 3.07 5.917 0.055 0.92   12.17 
  ⇓instrument freshest ⇓ Δday 6/05/23 ⇓ Δwk 1/02/23  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note America Movil 1.108  Wed -0.67 1.093 1.41 0.919 0.174 18.89   11.65 
real-time RS chart chart add note Bolsa Mexicana 2.165  Wed -0.03 2.139 1.23 1.945 0.194 9.98   11.12 
real-time RS chart chart add note Banco del Bajio 3.143  Wed -0.13 3.158 -0.47 3.178 -0.019 -0.61   11.27 
real-time RS chart chart S add note Aerop. Pacifico 17.973  Wed -1.01 17.449 3.00 14.527 2.922 20.12   9.47 
real-time RS chart chart S add note WalMex 3.970  Wed -0.26 3.965 0.13 3.554 0.411 11.57   6.77 
real-time RS chart chart add note Orbia Advance 2.167  Wed -3.44 2.150 0.80 1.789 0.361 20.18   5.75 
real-time RS chart chart add note Becle 2.362  Wed 0.81 2.307 2.38 2.165 0.143 6.59   3.34 
real-time RS chart chart S add note Megacable 2.403  Wed 0.38 2.374 1.23 2.687 -0.313 -11.64   -4.14 
real-time RS chart chart add note Alfa 0.649  Wed 0.27 0.621 4.42 0.644 -0.023 -3.55   -7.51 
real-time RS chart chart add note Telesites 0.934  Wed 1.81 0.908 2.84 0.988 -0.080 -8.11   -12.20 
real-time RS chart chart add note Televisa 1.020  Wed -1.38 0.993 2.71 0.921 0.072 7.81   -13.81 
real-time RS chart chart add note Sitios Latinoamérica 0.407  Wed -2.20 0.412 -1.39 0.499 -0.086 -17.34   -na- 
 IPC - 36 out of 36 instruments rated - 6/05/23 / 1/02/23 - 30 did rise, Market-Ratio(22) in USD = 83.33 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/07/19 scale up chart 6/05/23
 


Transactions IPC Mexico in Dollar * 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  25,634   0.390  1.223    0.833 214  31,356 80  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  12,306   2.548  1.028 6.313  3.765 148  77,687 83  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  74,355   1.045  10.979    9.934 951  816,337 30  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  1,533,354   0.532  1.053 0.012  -0.520 -98  18,247 -90  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  17,191   1.061  0.782    -0.279 -26  13,447 -90  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  25,025   0.537  0.899 0.175  -0.362 -67  4,385 -67  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  6,286   0.697  0.391    -0.306 -44  2,461 -32  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  2,632   0.935  1.113 0.757  -0.178 -19  1,993 -41  
long 1/23/23   6/07/23 135  RT RS QC  Banco del Bajio 100  537   3.709  3.143    -0.566 -15  1,689 -36  
accum 1/09/06 6/07/236359 days out of 6366 invested (100%) -83 1,689 -10  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832761.0410.989.93 950.80950.80 
 Orbia Advancelong  1/09/06 12/17/077070.391.220.83 213.57213.57 
 Cemexshort 12/17/07  6/15/095462.551.036.313.76 147.76 
 long  3/08/21  8/29/225390.700.39-0.31 -43.8839.04 
 Banco del Bajiolong  1/23/23  6/07/231353.713.14-0.57 -15.26-15.26 
 Genteralong  1/20/20  3/09/20491.060.78-0.28 -26.31-26.31 
 Alpekshort  3/09/20  3/08/213640.540.900.18-0.36 -67.40-67.40 
 Volarisshort  6/04/18  1/20/205950.531.050.01-0.52 -97.76 
 short  8/29/22  1/23/231470.931.110.76-0.18 -19.00-98.19 


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