RS Chart
Assessment - IPC Mexico - 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 53,040.400  8/12/24 -0.02 52,884.000 0.30 57,207.600 -4,323.600 -7.56   -3.46 
real-time RS chart chart L add note Aerop. Sureste 512.600  8/12/24 0.24 555.880 -7.79 505.590 50.290 9.95   19.58 
real-time RS chart chart add note Quálitas 164.740  8/12/24 -2.49 189.050 -12.86 178.360 10.690 5.99   18.49 
real-time RS chart chart L add note Genomma Lab 18.770  8/12/24 17.030 10.22 14.150 2.880 20.35   13.94 
real-time RS chart chart add note Chedraui 145.040  8/12/24 2.44 127.100 14.11 111.440 15.660 14.05   12.62 
real-time RS chart chart add note Megacable 42.470  8/12/24 -0.72 45.760 -7.19 44.430 1.330 2.99   12.59 
real-time RS chart chart add note Liverpool 133.360  8/12/24 0.22 133.050 0.23 117.410 15.640 13.32   10.27 
real-time RS chart chart L add note Aerop. Pacifico 291.970  8/12/24 0.72 285.700 2.19 275.410 10.290 3.74   9.04 
real-time RS chart chart add note México 106.190  8/12/24 1.09 100.840 5.31 89.540 11.300 12.62   8.19 
real-time RS chart chart add note Gruma 372.040  8/12/24 -0.21 328.950 13.10 311.630 17.320 5.56   8.13 
real-time RS chart chart add note Gentera 21.120  8/12/24 0.05 23.420 -9.82 22.360 1.060 4.74   5.34 
real-time RS chart chart add note Coca-Cola FEMSA 165.680  8/12/24 -0.41 152.780 8.44 160.200 -7.420 -4.63   3.57 
real-time RS chart chart add note Arca Continental 186.200  8/12/24 -0.93 177.450 4.93 190.000 -12.550 -6.61   3.40 
real-time RS chart chart add note Peñoles 241.670  8/12/24 -0.26 238.510 1.32 238.660 -0.150 -0.06   2.13 
real-time RS chart chart add note Pinfra 173.960  8/12/24 -1.38 168.160 3.45 170.020 -1.860 -1.09   0.27 
real-time RS chart chart add note Cementos Chihuahua 156.090  8/12/24 -2.81 172.390 -9.46 195.780 -23.390 -11.95   -0.84 
real-time RS chart chart S add note FEMSA 210.020  8/12/24 -0.45 198.670 5.71 234.490 -35.820 -15.28   -1.69 
real-time RS chart chart L add note America Movil 16.190  8/12/24 0.12 15.730 2.92 15.510 0.220 1.42   -2.07 
real-time RS chart chart add note Inbursa 44.240  8/12/24 -2.28 44.120 0.27 50.040 -5.920 -11.83   -3.34 
real-time RS chart chart add note Becle 31.100  8/12/24 3.67 32.070 -3.02 33.500 -1.430 -4.27   -4.09 
real-time RS chart chart add note Aerop. Centro Norte 154.520  8/12/24 2.22 155.140 -0.40 158.650 -3.510 -2.21   -5.21 
real-time RS chart chart S add note Cemex 11.900  8/12/24 -0.75 11.580 2.76 14.290 -2.710 -18.96   -5.70 
real-time RS chart chart S add note Alsea 55.210  8/12/24 0.47 65.000 -15.06 68.000 -3.000 -4.41   -6.32 
real-time RS chart chart S add note Elektra 944.950  7/26/24 1,060.780 -10.92 1,157.540 -96.760 -8.36   -6.71 
real-time RS chart chart S add note Bolsa Mexicana 29.670  8/12/24 -0.17 31.230 -5.00 35.070 -3.840 -10.95   -7.30 
  ⇓instrument freshest ⇓ Δday 7/01/24 ⇓ Δwk 1/29/24  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note Carso 117.840  8/12/24 -1.65 131.590 -10.45 168.980 -37.390 -22.13   -7.49 
real-time RS chart chart S add note WalMex 62.640  8/12/24 0.50 62.530 0.18 70.500 -7.970 -11.30   -8.29 
real-time RS chart chart S add note Vesta 56.240  8/12/24 -0.23 55.370 1.57 66.000 -10.630 -16.11   -8.90 
real-time RS chart chart S add note Banco del Bajio 52.060  8/12/24 0.64 55.850 -6.79 64.440 -8.590 -13.33   -9.77 
real-time RS chart chart S add note Regional 127.000  8/12/24 -0.39 138.350 -8.20 158.920 -20.570 -12.94   -9.82 
real-time RS chart chart S add note Banorte 137.810  8/12/24 0.58 146.510 -5.94 171.160 -24.650 -14.40   -11.97 
real-time RS chart chart add note Televisa 7.760  8/12/24 -1.15 9.950 -22.01 10.980 -1.030 -9.38   -12.17 
real-time RS chart chart S add note Kimberly-Clark 34.140  8/12/24 -1.01 31.270 9.18 38.460 -7.190 -18.69   -13.01 
real-time RS chart chart S add note Alfa 10.490  8/12/24 1.65 10.640 -1.41 13.200 -2.560 -19.39   -13.45 
real-time RS chart chart add note Bimbo 68.390  8/12/24 -0.84 66.820 2.35 79.330 -12.510 -15.77   -16.23 
real-time RS chart chart S add note Orbia Advance 20.970  8/12/24 -3.23 25.490 -17.73 34.030 -8.540 -25.10   -22.06 
 IPC - 35 out of 35 instruments rated - 7/01/24 / 1/29/24 - 11 did rise, Market-Ratio(22) = 31.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/04/21 scale up chart 7/01/24
 


Transactions IPC Mexico * 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  2,427   4.120  13.250    9.130 222  32,159 83  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  10,691   11.390  19.230 3.550  -7.840 -69  37,955 -69  
long 3/08/21   8/29/22 539  RT RS QC  Cemex 100  2,545   14.910  7.820    -7.090 -48  19,911 -35  
short 8/29/22   1/23/23 147  RT RS QC  Volaris 100  1,065   18.680  20.930 16.430  -2.250 -12  17,515 -27  
long 1/23/23   8/12/24 567  RT RS QC  Banco del Bajio 100  250   69.780  52.060    -17.720 -25  13,085 -17  
accum 1/09/06 8/12/247116 days out of 7123 invested (100%) 31 13,085 1  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  1/09/06 12/17/077074.1213.259.13 221.60221.60 
 Cemexshort 12/17/07  6/15/0954627.6013.7955.2427.64 100.14 
 long  3/08/21  8/29/2253914.917.82-7.09 -47.554.97 
 Genteralong  1/20/20  3/09/204919.9916.58-3.41 -17.06-17.06 
 Banco del Bajiolong  1/23/23  8/12/2456769.7852.06-17.72 -25.39-25.39 
 Alpekshort  3/09/20  3/08/2136411.3919.233.55-7.84 -68.83-68.83 
 Volarisshort  6/04/18  1/20/2059510.6919.831.55-9.14 -85.50 
 short  8/29/22  1/23/2314718.6820.9316.43-2.25 -12.04-87.25 


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