RS Chart
Assessment - IPC Mexico in Swiss Franc - 7/26/21 - RS = 22
 ⇐ 
  ⇓instrument freshest Δday 7/26/21 ⇓ Δwk 2/22/21  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note IPC 2,328.703  Fri -1.48 2,330.053 -0.06 1,948.499 381.555 19.58   22.08 
real-time RS chart chart L add note Regional 5.618  Fri 2.78 5.385 4.33 3.991 1.393 34.90   56.80 
real-time RS chart chart L add note Carso 2.978  Fri 2.14 2.917 2.09 2.135 0.782 36.63   27.40 
real-time RS chart chart add note Aerop. Centro Norte 5.578  Fri 1.04 5.466 2.06 5.255 0.210 4.00   5.88 
real-time RS chart chart L add note Alfa 0.694  Fri 0.73 0.701 -0.98 0.508 0.193 37.95   15.81 
real-time RS chart chart L add note Coca-Cola FEMSA 5.166  Fri 0.67 4.917 5.07 3.971 0.945 23.80   19.15 
real-time RS chart chart add note Aerop. Pacifico 10.482  Fri 0.52 10.195 2.81 9.060 1.135 12.53   16.18 
real-time RS chart chart add note Becle 2.280  Fri 0.40 2.355 -3.17 1.771 0.584 32.98   14.59 
real-time RS chart chart add note Banco Santander MX 1.079  Fri 0.34 1.087 -0.72 0.880 0.207 23.55   30.78 
real-time RS chart chart add note WalMex 3.004  Fri 0.32 3.026 -0.71 2.615 0.411 15.72   17.03 
real-time RS chart chart L add note Liverpool 4.308  Fri 0.14 4.216 2.17 2.780 1.437 51.68   40.48 
real-time RS chart chart add note Gruma 9.860  Fri -0.12 9.924 -0.64 9.916 0.007 0.07   -4.06 
real-time RS chart chart S add note Bolsa Mexicana 1.860  Fri -0.17 1.884 -1.29 1.924 -0.040 -2.08   -5.62 
real-time RS chart chart add note Elektra 73.876  Fri -0.19 73.748 0.17 59.792 13.957 23.34   24.44 
real-time RS chart chart add note Aerop. Sureste 16.554  Fri -0.20 16.566 -0.07 15.299 1.266 8.28   22.70 
real-time RS chart chart L add note Alpek 1.131  Fri -0.20 1.151 -1.75 0.780 0.371 47.55   40.62 
real-time RS chart chart add note Cementos Chihuahua 7.411  Fri -0.20 7.314 1.33 5.340 1.973 36.95   36.17 
real-time RS chart chart L add note America Movil 0.764  Fri -0.30 0.739 3.35 0.591 0.148 25.05   17.46 
real-time RS chart chart add note IEnova 3.601  Fri -0.43 3.622 -0.59 3.213 0.409 12.74   10.30 
real-time RS chart chart add note Televisa 2.468  Fri -0.59 2.578 -4.24 1.395 1.183 84.78   66.91 
real-time RS chart chart S add note Pinfra 6.873  Fri -0.64 6.867 0.09 6.601 0.266 4.03   -2.84 
real-time RS chart chart add note Banco del Bajio 1.632  Fri -0.78 1.589 2.71 1.052 0.536 50.98   55.12 
real-time RS chart chart L add note Arca Continental 5.515  Fri -0.92 5.590 -1.35 4.139 1.451 35.05   24.87 
real-time RS chart chart add note FEMSA 7.951  Fri -1.11 7.640 4.07 6.253 1.387 22.19   20.32 
real-time RS chart chart S add note Kimberly-Clark 1.475  Fri -1.23 1.539 -4.13 1.500 0.040 2.64   0.36 
  ⇓instrument freshest Δday 7/26/21 ⇓ Δwk 2/22/21  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Megacable 3.195  Fri -1.27 3.314 -3.59 3.211 0.103 3.21   5.82 
real-time RS chart chart add note Alsea 1.848  Fri -1.51 1.839 0.47 1.076 0.763 70.88   61.58 
real-time RS chart chart L add note Bimbo 2.100  Fri -1.84 2.076 1.19 1.608 0.467 29.05   12.79 
real-time RS chart chart add note Banorte 5.908  Fri -1.96 5.927 -0.32 4.610 1.316 28.55   31.12 
real-time RS chart chart S add note Peñoles 12.850  Fri -2.16 12.737 0.89 13.095 -0.358 -2.73   -7.69 
real-time RS chart chart add note Orbia Advance 2.484  Fri -3.11 2.437 1.92 1.910 0.526 27.55   23.98 
real-time RS chart chart L add note Gentera 0.532  Fri -3.24 0.560 -4.91 0.354 0.206 58.08   50.93 
real-time RS chart chart add note Inbursa 0.883  Fri -3.41 0.902 -2.18 0.791 0.111 14.05   11.43 
real-time RS chart chart add note Genomma Lab 0.885  Fri -3.49 0.941 -5.93 0.909 0.032 3.54   2.82 
real-time RS chart chart add note Cemex 0.743  Fri -4.30 0.754 -1.40 0.567 0.187 32.87   57.55 
real-time RS chart chart add note México 4.176  Fri -6.02 4.433 -5.81 4.767 -0.334 -7.01   29.81 
 IPC - 35 out of 35 instruments rated - 7/26/21 / 2/22/21 - 32 did rise, Market-Ratio(22) in CHF = 91.43 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/02/17 scale up chart 7/26/21
 


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   7/30/21 144  RT RS QC  Cemex 100  15,034   0.652  0.743    0.092 14  11,178 40  
accum 1/09/06 7/30/215684 days out of 5691 invested (100%) 12 11,178 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  7/30/211440.650.740.09 14.05201.86 
 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