RS Chart
Assessment - IPC Mexico in Swiss Franc - 5/10/21 - RS = 22
 ⇐ 
  instrument freshest Δday 5/10/21 Δwk 12/07/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note IPC 2,210.550  Thu 0.17 2,257.532 -2.08 1,940.874 316.658 16.32   27.65 
real-time RS chart chart L add note Banco del Bajio 1.416  Thu 2.93 1.375 2.96 1.181 0.194 16.41   49.53 
real-time RS chart chart add note Alfa 0.625  Thu 1.92 0.632 -1.15 0.762 -0.130 -17.04   10.54 
real-time RS chart chart L add note IEnova 3.989  Thu 1.87 4.008 -0.46 3.414 0.594 17.39   30.31 
real-time RS chart chart L add note Alpek 1.044  Thu 1.54 1.039 0.48 0.799 0.240 30.08   39.07 
real-time RS chart chart S add note Genomma Lab 0.881  Thu 1.46 0.872 1.04 0.885 -0.013 -1.46   -3.54 
real-time RS chart chart add note Regional 4.568  Thu 1.43 4.520 1.06 4.016 0.504 12.54   48.65 
real-time RS chart chart L add note FEMSA 7.309  Thu 1.42 7.304 0.07 6.754 0.550 8.14   19.75 
real-time RS chart chart L add note Coca-Cola FEMSA 4.335  Thu 1.38 4.381 -1.05 4.122 0.259 6.29   8.67 
real-time RS chart chart L add note Cemex 0.731  Thu 1.32 0.764 -4.38 0.501 0.263 52.61   104.65 
real-time RS chart chart add note Banorte 5.347  Thu 1.31 5.437 -1.66 4.745 0.692 14.57   36.49 
real-time RS chart chart add note Cementos Chihuahua 6.544  Thu 0.65 6.542 0.03 5.090 1.452 28.54   40.19 
real-time RS chart chart L add note Arca Continental 4.911  Thu 0.58 4.956 -0.92 4.683 0.274 5.84   15.18 
real-time RS chart chart add note Banco Santander MX 1.042  Thu 0.52 1.029 1.23 0.953 0.077 8.07   37.41 
real-time RS chart chart L add note Alsea 1.447  Thu 0.47 1.465 -1.17 1.283 0.182 14.16   43.35 
real-time RS chart chart L add note Elektra 72.877  Thu 0.38 72.817 0.08 58.156 14.661 25.21   30.24 
real-time RS chart chart L add note Orbia Advance 2.519  Thu 0.36 2.580 -2.39 1.902 0.678 35.67   48.29 
real-time RS chart chart L add note Carso 2.621  Thu 0.29 2.676 -2.05 2.153 0.523 24.27   25.10 
real-time RS chart chart L add note America Movil 0.668  Thu 0.14 0.667 0.14 0.652 0.016 2.42   8.03 
real-time RS chart chart add note Inbursa 0.863  Thu 0.10 0.888 -2.75 0.898 -0.010 -1.12   16.73 
real-time RS chart chart S add note Peñoles 12.527  Thu 0.07 13.139 -4.66 15.223 -2.084 -13.69   3.97 
real-time RS chart chart L add note Televisa 2.243  Thu 0.04 2.288 -1.94 1.488 0.800 53.74   73.55 
real-time RS chart chart L add note Gentera 0.479  Thu 0.479 -0.09 0.400 0.080 19.92   33.38 
real-time RS chart chart add note Becle 2.172  Thu -0.04 2.172 0.02 2.157 0.015 0.68   12.82 
real-time RS chart chart add note Aerop. Pacifico 9.983  Thu -0.23 10.195 -2.08 9.480 0.715 7.55   27.78 
  instrument freshest Δday 5/10/21 Δwk 12/07/20  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Liverpool 3.693  Thu -0.37 3.792 -2.63 3.355 0.437 13.02   40.25 
real-time RS chart chart S add note Gruma 9.417  Thu -0.45 9.744 -3.36 10.553 -0.809 -7.67   -5.86 
real-time RS chart chart S add note Pinfra 6.958  Thu -0.48 7.108 -2.11 7.747 -0.638 -8.24   1.27 
real-time RS chart chart add note Aerop. Centro Norte 5.678  Thu -0.58 5.861 -3.12 5.548 0.313 5.65   21.85 
real-time RS chart chart L add note Kimberly-Clark 1.580  Thu -0.63 1.612 -1.99 1.488 0.124 8.31   7.20 
real-time RS chart chart add note Aerop. Sureste 16.264  Thu -0.90 16.709 -2.66 13.527 3.182 23.52   36.22 
real-time RS chart chart add note México 4.691  Thu -0.92 4.931 -4.88 3.526 1.405 39.84   67.43 
real-time RS chart chart add note Bolsa Mexicana 1.995  Thu -1.34 2.076 -3.90 2.038 0.038 1.85   5.97 
real-time RS chart chart add note WalMex 2.795  Thu -1.45 2.895 -3.44 2.427 0.468 19.31   16.88 
real-time RS chart chart add note Megacable 3.345  Thu -1.57 3.374 -0.86 3.317 0.057 1.71   11.22 
real-time RS chart chart add note Bimbo 1.801  Thu -1.78 1.840 -2.14 1.925 -0.085 -4.42   5.13 
 IPC - 35 out of 35 instruments rated - 5/10/21 / 12/07/20 - 28 did rise, Market-Ratio(22) in CHF = 80.00 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/02/17 scale up chart 5/10/21
 


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   5/13/21 66  RT RS QC  Cemex 100  15,034   0.652  0.731    0.079 12  10,986 88  
accum 1/09/06 5/13/215604 days out of 5611 invested (100%) 10 10,986 1  

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 
 Cemexshort 12/17/07  6/15/095462.941.117.784.84 164.68 
 long  3/08/21  5/13/21660.650.730.08 12.09196.67 
 Orbia Advancelong  1/09/06 12/17/077070.501.410.91 184.65184.65 
 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 -93.79-93.79 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
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