RS Chart
Assessment - IPC Mexico in Renminbi yuán - 7/01/24 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 1/29/24  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart S add note IPC 20,997.672  8/12/24 -0.02 20,935.756 0.30 23,805.201 -2,869.445 -12.05   -8.14 
real-time RS chart chart L add note Aerop. Sureste 202.928  8/12/24 0.24 220.062 -7.79 210.386 9.676 4.60   10.72 
real-time RS chart chart add note Quálitas 65.217  8/12/24 -2.49 74.841 -12.86 74.219 0.622 0.84   11.35 
real-time RS chart chart L add note Genomma Lab 7.431  8/12/24 6.742 10.22 5.888 0.854 14.50   11.37 
real-time RS chart chart add note Chedraui 57.419  8/12/24 2.44 50.316 14.11 46.372 3.944 8.51   9.62 
real-time RS chart chart add note Megacable 16.813  8/12/24 -0.72 18.116 -7.19 18.488 -0.373 -2.02   1.44 
real-time RS chart chart add note Liverpool 52.795  8/12/24 0.22 52.672 0.23 48.857 3.815 7.81   12.23 
real-time RS chart chart L add note Aerop. Pacifico 115.585  8/12/24 0.72 113.103 2.19 114.603 -1.500 -1.31   -2.74 
real-time RS chart chart add note México 42.039  8/12/24 1.09 39.921 5.31 37.259 2.661 7.14   9.12 
real-time RS chart chart add note Gruma 147.283  8/12/24 -0.21 130.225 13.10 129.675 0.550 0.42   0.89 
real-time RS chart chart add note Gentera 8.361  8/12/24 0.05 9.272 -9.82 9.304 -0.033 -0.35   -0.75 
real-time RS chart chart add note Coca-Cola FEMSA 65.590  8/12/24 -0.41 60.483 8.44 66.662 -6.180 -9.27   -4.94 
real-time RS chart chart add note Arca Continental 73.713  8/12/24 -0.93 70.249 4.93 79.063 -8.814 -11.15   -3.29 
real-time RS chart chart add note Peñoles 95.672  8/12/24 -0.26 94.422 1.32 99.311 -4.890 -4.92   -3.92 
real-time RS chart chart add note Pinfra 68.867  8/12/24 -1.38 66.571 3.45 70.749 -4.177 -5.90   -7.50 
real-time RS chart chart add note Cementos Chihuahua 61.793  8/12/24 -2.81 68.246 -9.46 81.468 -13.222 -16.23   -7.77 
real-time RS chart chart S add note FEMSA 83.143  8/12/24 -0.45 78.650 5.71 97.576 -18.926 -19.40   -8.23 
real-time RS chart chart L add note America Movil 6.409  8/12/24 0.12 6.227 2.92 6.454 -0.227 -3.51   -7.06 
real-time RS chart chart add note Inbursa 17.514  8/12/24 -2.28 17.466 0.27 20.823 -3.356 -16.12   -3.21 
real-time RS chart chart add note Becle 12.312  8/12/24 3.67 12.696 -3.02 13.940 -1.244 -8.92   -17.00 
real-time RS chart chart add note Aerop. Centro Norte 61.171  8/12/24 2.22 61.417 -0.40 66.017 -4.600 -6.97   -12.29 
real-time RS chart chart S add note Cemex 4.711  8/12/24 -0.75 4.584 2.76 5.946 -1.362 -22.91   -14.55 
real-time RS chart chart S add note Alsea 21.857  8/12/24 0.47 25.732 -15.06 28.296 -2.564 -9.06   -4.39 
real-time RS chart chart S add note Elektra 374.087  7/26/24 419.942 -10.92 481.675 -61.733 -12.82   -13.70 
real-time RS chart chart S add note Bolsa Mexicana 11.746  8/12/24 -0.17 12.363 -5.00 14.593 -2.230 -15.28   -12.66 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 1/29/24  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note Carso 46.651  8/12/24 -1.65 52.094 -10.45 70.316 -18.222 -25.91   -11.68 
real-time RS chart chart S add note WalMex 24.798  8/12/24 0.50 24.754 0.18 29.336 -4.582 -15.62   -11.62 
real-time RS chart chart S add note Vesta 22.264  8/12/24 -0.23 21.920 1.57 27.464 -5.544 -20.19   -14.60 
real-time RS chart chart S add note Banco del Bajio 20.610  8/12/24 0.64 22.110 -6.79 26.815 -4.705 -17.55   -8.98 
real-time RS chart chart S add note Regional 50.277  8/12/24 -0.39 54.770 -8.20 66.130 -11.360 -17.18   -8.52 
real-time RS chart chart S add note Banorte 54.556  8/12/24 0.58 58.000 -5.94 71.223 -13.223 -18.56   -13.22 
real-time RS chart chart add note Televisa 3.072  8/12/24 -1.15 3.939 -22.01 4.569 -0.630 -13.79   -15.70 
real-time RS chart chart S add note Kimberly-Clark 13.515  8/12/24 -1.01 12.379 9.18 16.004 -3.625 -22.65   -19.68 
real-time RS chart chart S add note Alfa 4.153  8/12/24 1.65 4.212 -1.41 5.493 -1.281 -23.31   -15.10 
real-time RS chart chart add note Bimbo 27.074  8/12/24 -0.84 26.453 2.35 33.011 -6.558 -19.87   -20.28 
real-time RS chart chart S add note Orbia Advance 8.302  8/12/24 -3.23 10.091 -17.73 14.161 -4.070 -28.74   -29.59 
 IPC - 35 out of 35 instruments rated - 7/01/24 / 1/29/24 - 7 did rise, Market-Ratio(22) in CNY = 20.00 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/03/22 scale up chart 7/01/24
 


Transactions IPC Mexico in Renminbi yuán * 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  3,178   3.146  9.018    5.871 187  28,659 72  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  1,525   18.784  7.028 50.207  31.423 167  76,580 93  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  10,726   7.140  70.319    63.179 885  754,241 29  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  221,192   3.410  7.341 0.000  -3.410 -100  2 -100  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  0   7.400  5.432    -1.967 -27  2 0  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  0   3.732  5.866 1.598  -2.134 -57  2 0  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  0   4.548  2.704    -1.844 -41  2 0  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  0   6.460  7.544 5.377  -1.084 -17  2 0  
long 1/23/23   8/12/24 567  RT RS QC  Banco del Bajio 100  0   25.150  20.610    -4.540 -18  2 0  
accum 1/09/06 8/12/247408 days out of 7415 invested (100%) -100 2 -35  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832767.1470.3263.18 884.91884.91 
 Orbia Advancelong  1/09/06 12/17/077073.159.025.87 186.62186.62 
 Cemexshort 12/17/07  6/15/0954618.787.0350.2131.42 167.29 
 long  3/08/21  8/29/225394.552.70-1.84 -40.5458.92 
 Banco del Bajiolong  1/23/23  8/12/2456725.1520.61-4.54 -18.05-18.05 
 Genteralong  1/20/20  3/09/20497.405.43-1.97 -26.59-26.59 
 Alpekshort  3/09/20  3/08/213643.735.871.60-2.13 -57.19-57.19 
 Volarisshort  6/04/18  1/20/205953.417.340.00-3.41 -100.00 
 short  8/29/22  1/23/231476.467.545.38-1.08 -16.77-100.00 


Annotations
3/14/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
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