RS Chart
Assessment - IPC Mexico - 4/22/24 - RS = 22
 ⇐ 
  ⇓instrument freshest ⇓ Δday 4/22/24 ⇓ Δwk 11/20/23  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart add note IPC 57,833.900  Fri 1.31 56,551.900 2.27 52,685.100 3,866.800 7.34   4.58 
real-time RS chart chart L add note Quálitas 220.610  Fri 3.36 206.920 6.62 143.990 62.930 43.70   42.34 
real-time RS chart chart L add note Liverpool 137.370  Fri -0.99 142.200 -3.40 94.780 47.420 50.03   31.62 
real-time RS chart chart L add note Gentera 28.290  Fri 5.25 26.380 7.24 19.150 7.230 37.75   23.87 
real-time RS chart chart add note Alsea 73.500  Fri -1.04 74.230 -0.98 60.370 13.860 22.96   21.66 
real-time RS chart chart L add note México 106.710  Fri 3.62 100.690 5.98 78.190 22.500 28.78   19.29 
real-time RS chart chart add note Inbursa 48.770  Fri 3.61 50.210 -2.87 41.370 8.840 21.37   18.64 
real-time RS chart chart L add note Megacable 50.910  Fri 3.86 48.930 4.05 34.920 14.010 40.12   17.59 
real-time RS chart chart add note Cementos Chihuahua 197.140  Fri 0.46 194.750 1.23 176.570 18.180 10.30   16.22 
real-time RS chart chart L add note Aerop. Sureste 610.260  Fri 2.27 539.700 13.07 397.400 142.300 35.81   16.19 
real-time RS chart chart L add note Peñoles 288.660  Fri 274.210 5.27 234.860 39.350 16.75   15.98 
real-time RS chart chart L add note Banorte 173.200  Fri -1.08 181.080 -4.35 161.220 19.860 12.32   15.37 
real-time RS chart chart add note Gruma 346.910  Fri 2.83 334.900 3.59 325.000 9.900 3.05   12.90 
real-time RS chart chart add note Chedraui 129.130  Fri -0.22 118.640 8.84 100.380 18.260 18.19   12.67 
real-time RS chart chart add note Cemex 14.140  Fri 0.28 14.040 0.71 12.070 1.970 16.32   12.60 
real-time RS chart chart add note Regional 154.360  Fri 2.45 154.950 -0.38 148.350 6.600 4.45   9.91 
real-time RS chart chart add note Coca-Cola FEMSA 171.170  Fri 0.68 162.900 5.08 145.360 17.540 12.07   8.79 
real-time RS chart chart L add note Genomma Lab 16.300  Fri 3.16 15.350 6.19 14.120 1.230 8.71   8.48 
real-time RS chart chart add note Banco del Bajio 64.970  Fri 4.66 61.570 5.52 58.620 2.950 5.03   7.06 
real-time RS chart chart add note Carso 138.410  Fri 4.28 140.910 -1.77 136.850 4.060 2.97   5.59 
real-time RS chart chart L add note Pinfra 177.860  Fri 2.30 177.340 0.29 168.810 8.530 5.05   3.39 
real-time RS chart chart add note Vesta 62.240  Fri 1.12 62.040 0.32 63.170 -1.130 -1.79   2.46 
real-time RS chart chart add note Alfa 12.880  Fri 0.63 11.970 7.60 11.710 0.260 2.22   2.28 
real-time RS chart chart add note FEMSA 205.060  Fri 3.46 202.820 1.10 218.190 -15.370 -7.04   1.52 
real-time RS chart chart S add note Arca Continental 168.140  Fri 1.41 173.030 -2.83 178.260 -5.230 -2.93   -0.43 
  ⇓instrument freshest ⇓ Δday 4/22/24 ⇓ Δwk 11/20/23  prc diff ⇓ Δ22   ∅-RS
real-time RS chart chart S add note Elektra 1,110.960  Fri 0.58 1,150.920 -3.47 1,167.130 -16.210 -1.39   -1.34 
real-time RS chart chart S add note Kimberly-Clark 36.690  Fri 0.58 36.770 -0.22 34.190 2.580 7.55   -1.39 
real-time RS chart chart L add note Aerop. Pacifico 314.500  Fri 1.45 274.140 14.72 243.840 30.300 12.43   -1.64 
real-time RS chart chart add note Bolsa Mexicana 33.350  Fri -0.27 34.020 -1.97 30.740 3.280 10.67   -1.84 
real-time RS chart chart L add note Aerop. Centro Norte 189.600  Fri 3.50 163.170 16.20 146.520 16.650 11.36   -3.56 
real-time RS chart chart L add note America Movil 16.180  Fri 2.80 15.830 2.21 15.210 0.620 4.08   -3.62 
real-time RS chart chart S add note WalMex 66.460  Fri -1.63 64.110 3.67 68.300 -4.190 -6.13   -5.23 
real-time RS chart chart S add note Orbia Advance 29.720  Fri -7.41 32.830 -9.47 33.410 -0.580 -1.74   -9.17 
real-time RS chart chart add note Bimbo 68.920  Fri -2.24 70.990 -2.92 83.440 -12.450 -14.92   -14.83 
real-time RS chart chart add note Becle 34.970  Fri -0.14 31.930 9.52 29.990 1.940 6.47   -15.60 
real-time RS chart chart L add note Televisa 10.770  Fri 6.21 9.860 9.23 7.980 1.880 23.56   -17.72 
 IPC - 35 out of 35 instruments rated - 4/22/24 / 11/20/23 - 28 did rise, Market-Ratio(22) = 80.00 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/06/20 scale up chart 4/22/24
 


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   4/26/24 459  RT RS QC  Banco del Bajio 100  250   69.780  64.970    -4.810 -7  16,312 -6  
accum 1/09/06 4/26/246683 days out of 6690 invested (100%) 63 16,312 3  

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 
 Banco del Bajiolong  1/23/23  4/26/2445969.7864.97-4.81 -6.89-6.89 
 Genteralong  1/20/20  3/09/204919.9916.58-3.41 -17.06-17.06 
 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