Tue, Jan 18th, 2022, 8:13UTC
 
RS Chart
Assessment - IPC Mexico in Euro - 1/17/22 - RS = 22
 ⇐ 
  ⇓instrument freshest Δday 1/17/22 ⇓ Δwk 8/16/21  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note IPC 2,330.534  Mon 0.42 2,330.534 2,195.223 135.311 6.16   12.67 
real-time RS chart chart L add note Inbursa 1.161  Mon 5.16 1.161 0.823 0.338 41.04   39.84 
real-time RS chart chart L add note Megacable 2.997  Mon 4.56 2.997 2.918 0.079 2.72   3.58 
real-time RS chart chart add note Liverpool 4.015  Mon 2.34 4.015 3.931 0.084 2.14   18.83 
real-time RS chart chart L add note Quálitas 4.750  Mon 2.27 4.750 4.071 0.679 16.67   11.21 
real-time RS chart chart add note Carso 2.817  Mon 2.00 2.817 2.779 0.038 1.35   9.47 
real-time RS chart chart add note FEMSA 7.410  Mon 1.91 7.410 7.448 -0.038 -0.51   9.98 
real-time RS chart chart add note Banorte 6.389  Mon 1.35 6.389 5.577 0.812 14.56   22.90 
real-time RS chart chart L add note Pinfra 6.840  Mon 1.18 6.840 6.341 0.499 7.87   6.26 
real-time RS chart chart add note Alsea 1.863  Mon 0.94 1.863 1.658 0.205 12.35   29.91 
real-time RS chart chart S add note México 4.053  Mon 0.84 4.053 3.952 0.102 2.57   4.26 
real-time RS chart chart S add note Orbia Advance 2.117  Mon 0.80 2.117 2.363 -0.246 -10.42   -3.11 
real-time RS chart chart add note Volaris 1.727  Mon 0.71 1.727 1.646 0.081 4.90   19.49 
real-time RS chart chart S add note Kimberly-Clark 1.323  Mon 0.49 1.323 1.383 -0.060 -4.33   -6.53 
real-time RS chart chart S add note Peñoles 10.080  Mon 0.42 10.080 11.560 -1.481 -12.81   -12.03 
real-time RS chart chart S add note Elektra 61.049  Mon 0.38 61.049 68.389 -7.340 -10.73   -2.70 
real-time RS chart chart S add note Cemex 0.603  Mon 0.29 0.603 0.684 -0.081 -11.81   -1.21 
real-time RS chart chart add note Arca Continental 5.489  Mon 0.21 5.489 5.327 0.162 3.05   15.03 
real-time RS chart chart S add note Cementos Chihuahua 6.736  Mon 0.21 6.736 6.909 -0.172 -2.50   9.34 
real-time RS chart chart add note Telesites 0.963  Mon 0.18 0.963 0.671 0.292 43.47   21.73 
real-time RS chart chart L add note Bimbo 2.873  Mon 0.17 2.873 2.120 0.753 35.51   45.48 
real-time RS chart chart L add note Vesta 1.655  Mon 0.08 1.655 1.631 0.024 1.44   2.20 
real-time RS chart chart add note Coca-Cola FEMSA 4.899  Mon 0.05 4.899 5.002 -0.103 -2.06   13.57 
real-time RS chart chart L add note America Movil 0.898  Mon 0.898 0.739 0.159 21.59   32.53 
real-time RS chart chart add note WalMex 3.082  Mon -0.11 3.082 2.947 0.135 4.57   10.04 
  ⇓instrument freshest Δday 1/17/22 ⇓ Δwk 8/16/21  prc diff ⇓ Δ22   ⇓∅-RS
real-time RS chart chart add note Alfa 0.638  Mon -0.14 0.638 0.600 0.038 6.32   9.41 
real-time RS chart chart L add note Becle 2.287  Mon -0.32 2.287 1.928 0.359 18.63   14.62 
real-time RS chart chart add note Banco del Bajio 1.656  Mon -0.39 1.656 1.680 -0.024 -1.42   21.63 
real-time RS chart chart add note Regional 4.725  Mon -0.91 4.725 5.046 -0.321 -6.36   8.13 
real-time RS chart chart L add note Gruma 11.098  Mon -1.01 11.098 9.398 1.699 18.08   14.37 
real-time RS chart chart S add note Televisa 1.819  Mon -1.06 1.819 2.153 -0.334 -15.50   -0.31 
real-time RS chart chart L add note Bolsa Mexicana 1.584  Mon -1.21 1.584 1.743 -0.159 -9.11   -8.79 
real-time RS chart chart L add note Aerop. Pacifico 12.104  Mon -2.19 12.104 9.589 2.515 26.23   25.83 
real-time RS chart chart L add note Aerop. Sureste 18.452  Mon -2.39 18.452 14.870 3.582 24.09   19.04 
real-time RS chart chart L add note Genomma Lab 0.853  Mon -3.09 0.853 0.802 0.050 6.29   1.10 
real-time RS chart chart L add note Aerop. Centro Norte 5.901  Mon -7.59 5.901 5.215 0.686 13.16   11.16 
 IPC - 35 out of 35 instruments rated - 1/17/22 / 8/16/21 - 23 did rise, Market-Ratio(22) in EUR = 65.71 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/01/18 scale up chart 1/17/22
 


Transactions IPC Mexico in Euro * 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  31,151   0.321  0.848    0.527 164  26,410 65  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  14,954   1.766  0.734 4.251  2.485 141  63,563 80  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  85,269   0.745  9.384    8.638 1,159  800,138 33  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  1,758,424   0.455  0.940 0.000  -0.455 -100  0 -100  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  0   0.948  0.682    -0.266 -28  0 0  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  0   0.469  0.758 0.179  -0.290 -62  0 0  
long 3/08/21   1/17/22 315  RT RS QC  Cemex 100  0   0.588  0.603    0.015 3  0 0  
accum 1/09/06 1/17/225853 days out of 5860 invested (100%) -100 0 -50  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832760.759.388.64 1,158.811,158.81 
 Orbia Advancelong  1/09/06 12/17/077070.320.850.53 164.10164.10 
 Cemexshort 12/17/07  6/15/095461.770.734.252.48 140.69 
 long  3/08/21  1/17/223150.590.600.01 2.54146.80 
 Genteralong  1/20/20  3/09/20490.950.68-0.27 -28.05-28.05 
 Alpekshort  3/09/20  3/08/213640.470.760.18-0.29 -61.78-61.78 
 Volarisshort  6/04/18  1/20/205950.460.940.00-0.45 -99.98-99.98 


Annotations
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