RS Chart
Assessment - IPC Mexico - 6/04/20 - RS = 22
 ⇐ 
  ⇓instrument freshest Δday 6/04/20 ⇓ Δwk 4/11/19  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart S add note IPC 35,083.700  16:28 2.04 34,381.600 2.04 43,818.900 -9,437.300 -21.54   -19.09 
real-time RS chart chart S add note Cemex 5.130  16:28 11.28 4.610 11.28 7.440 -2.830 -38.04   -35.69 
real-time RS chart chart S add note Aerop. Pacifico 127.610  16:27 10.48 115.510 10.48 200.880 -85.370 -42.50   -40.96 
real-time RS chart chart S add note Orbia Advance 27.960  16:28 6.47 26.260 6.47 42.000 -15.740 -37.48   -33.90 
real-time RS chart chart S add note Liverpool 55.370  16:26 6.40 52.040 6.40 100.190 -48.150 -48.06   -47.70 
real-time RS chart chart S add note Alsea 15.220  16:28 6.14 14.340 6.14 51.920 -37.580 -72.38   -65.09 
real-time RS chart chart S add note Alfa 8.070  16:27 5.63 7.640 5.63 17.000 -9.360 -55.06   -50.52 
real-time RS chart chart add note Bimbo 33.330  16:28 5.24 31.670 5.24 36.630 -4.960 -13.54   -11.69 
real-time RS chart chart S add note México 45.080  16:28 4.67 43.070 4.67 52.550 -9.480 -18.04   -11.60 
real-time RS chart chart S add note Carso 51.830  16:27 3.78 49.940 3.78 66.600 -16.660 -25.02   -22.25 
real-time RS chart chart add note IEnova 71.810  16:27 3.23 69.560 3.23 85.010 -15.450 -18.17   -14.52 
real-time RS chart chart S add note Banorte 68.790  16:28 3.13 66.700 3.13 103.880 -37.180 -35.79   -36.24 
real-time RS chart chart S add note Becle 30.250  16:27 2.96 29.380 2.96 33.380 -4.000 -11.98   -5.00 
real-time RS chart chart S add note Banco del Bajio 17.930  16:27 2.63 17.470 2.63 30.770 -13.300 -43.22   -46.67 
real-time RS chart chart S add note Pinfra 148.600  16:25 2.62 144.810 2.62 178.270 -33.460 -18.77   -21.16 
real-time RS chart chart S add note Alpek 10.020  16:27 2.56 9.770 2.56 21.500 -11.730 -54.56   -49.51 
real-time RS chart chart S add note Televisa 26.580  16:28 2.55 25.920 2.55 44.220 -18.300 -41.38   -30.92 
real-time RS chart chart S add note Peñoles 154.010  16:26 2.52 150.220 2.52 238.540 -88.320 -37.03   -29.14 
real-time RS chart chart S add note Arca Continental 96.780  16:28 2.42 94.490 2.42 106.310 -11.820 -11.12   -9.80 
real-time RS chart chart S add note Regional 58.090  16:23 2.13 56.880 2.13 101.270 -44.390 -43.83   -41.07 
real-time RS chart chart S add note Inbursa 16.840  16:27 2.06 16.500 2.06 24.670 -8.170 -33.12   -31.00 
real-time RS chart chart add note Gruma 198.250  16:24 1.91 194.540 1.91 208.330 -13.790 -6.62   2.08 
real-time RS chart chart S add note Coca-Cola FEMSA 101.220  16:28 1.75 99.480 1.75 109.460 -9.980 -9.12   -14.03 
real-time RS chart chart S add note WalMex 55.930  16:28 1.30 55.210 1.30 57.450 -2.240 -3.90   -0.59 
real-time RS chart chart S add note America Movil 14.390  16:28 1.20 14.220 1.20 15.580 -1.360 -8.73   -2.56 
  ⇓instrument freshest Δday 6/04/20 ⇓ Δwk 4/11/19  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart S add note Cementos Chihuahua 67.480  16:20 1.09 66.750 1.09 107.150 -40.400 -37.70   -33.67 
real-time RS chart chart add note Banco Santander MX 13.710  16:28 0.88 13.590 0.88 26.320 -12.730 -48.37   -47.99 
real-time RS chart chart S add note Kimberly-Clark 34.440  16:28 0.88 34.140 0.88 37.450 -3.310 -8.84   -8.16 
real-time RS chart chart S add note Gentera 9.470  16:28 0.42 9.430 0.42 19.740 -10.310 -52.23   -44.04 
real-time RS chart chart add note Elektra 1,387.590  16:23 0.25 1,384.070 0.25 1,403.880 -19.810 -1.41   6.48 
real-time RS chart chart S add note Aerop. Centro Norte 76.300  16:27 -0.01 76.310 -0.01 129.670 -53.360 -41.15   -36.80 
real-time RS chart chart add note Genomma Lab 17.370  16:27 -0.29 17.420 -0.29 20.870 -3.450 -16.53   -2.51 
real-time RS chart chart S add note Aerop. Sureste 216.480  16:28 -1.08 218.840 -1.08 313.240 -94.400 -30.14   -29.87 
real-time RS chart chart S add note FEMSA 146.030  16:27 -1.77 148.660 -1.77 172.550 -23.890 -13.85   -15.85 
real-time RS chart chart S add note Megacable 63.940  16:28 -2.17 65.360 -2.17 79.890 -14.530 -18.19   -15.35 
real-time RS chart chart add note Bolsa Mexicana 36.500  16:28 -5.07 38.450 -5.07 42.350 -3.900 -9.21   0.35 
 IPC - 35 out of 35 instruments rated - 6/04/20 / 4/11/19 - 0 did rise, Market-Ratio(22) = 0.00 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
4/01/16 scale up chart 6/04/20
 


Transactions IPC Mexico * A22 - 85/20 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 9/01/06 7    - cash -
long 9/01/06  17/12/07 707  RT RS QC  Orbia Advance 100  2,427   4.120  13.250    9.130 222  32,159 83  
short 17/12/07  15/06/09 546  RT RS QC  Cemex 100  1,165   27.600  13.790 55.240  27.640 100  64,359 59  
long 15/06/09   4/06/18 3276  RT RS QC  Gruma 100  4,593   14.010  220.450    206.440 1,474  1,012,538 36  
short 4/06/18  20/01/20 595  RT RS QC  Volaris 100  94,718   10.690  19.830 1.550  -9.140 -86  146,816 -69  
long 20/01/20   9/03/20 49  RT RS QC  Gentera 100  7,344   19.990  16.580    -3.410 -17  121,772 -75  
short 9/03/20   7/04/20 29  RT RS QC  Alpek 100  10,691   11.390  10.020 12.947  1.557 14  138,422 402  
accum 9/01/06 7/04/205202 days out of 5209 invested (100%) 1,284 138,422 20  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong 15/06/09  4/06/18327614.01220.45206.44 1,473.521,473.52 
 Orbia Advancelong  9/01/06 17/12/077074.1213.259.13 221.60221.60 
 Cemexshort 17/12/07 15/06/0954627.6013.7955.2427.64 100.14100.14 
 Alpekshort  9/03/20  7/04/202911.3910.0212.951.56 13.6713.67 
 Genteralong 20/01/20  9/03/204919.9916.58-3.41 -17.06-17.06 
 Volarisshort  4/06/18 20/01/2059510.6919.831.55-9.14 -85.50-85.50 


Annotations
2/02/18Banco Santander MXmerger of banco and grupo financiero
23/02/17IPCMachine 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).
21/02/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
2/08/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join