| |
| |
Assessment - Hang Seng Index - 7/01/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
HSI |
17,111.700 |
8/12/24 |
0.13 |
17,718.600 |
-3.43 |
17,047.400 |
671.200 |
3.94 |
|
2.65 |
| |  |
 |
 |
 |
L |
 |
China Hongqiao |
9.920 |
8/12/24 |
1.33 |
11.820 |
-16.07 |
6.390 |
5.430 |
84.98 |
|
63.26 |
| |  |
 |
 |
 |
L |
 |
CNOOC |
19.740 |
8/12/24 |
-0.80 |
22.400 |
-11.88 |
13.000 |
9.400 |
72.31 |
|
47.23 |
| |  |
 |
 |
 |
L |
 |
China Shenhua HK |
32.300 |
8/12/24 |
1.57 |
35.950 |
-10.15 |
26.750 |
9.200 |
34.39 |
|
43.33 |
| |  |
 |
 |
 |
L |
 |
China Res Power |
21.950 |
8/12/24 |
0.23 |
23.950 |
-8.35 |
15.640 |
8.310 |
53.13 |
|
36.74 |
| |  |
 |
 |
 |
L |
 |
Hansoh Pharma |
18.500 |
8/12/24 |
-2.22 |
16.320 |
13.36 |
15.760 |
0.560 |
3.55 |
|
32.80 |
| |  |
 |
 |
 |
|
 |
PetroChina |
6.670 |
8/12/24 |
|
7.900 |
-15.57 |
5.160 |
2.740 |
53.10 |
|
27.46 |
| |  |
 |
 |
 |
|
 |
Trip.com |
330.800 |
8/12/24 |
0.55 |
374.600 |
-11.69 |
280.200 |
94.400 |
33.69 |
|
27.46 |
| |  |
 |
 |
 |
|
 |
Xiaomi |
16.460 |
8/12/24 |
0.37 |
16.480 |
-0.12 |
15.600 |
0.880 |
5.64 |
|
26.78 |
| |  |
 |
 |
 |
L |
 |
Bank of China |
3.400 |
8/12/24 |
1.19 |
3.850 |
-11.69 |
2.980 |
0.870 |
29.19 |
|
26.24 |
| |  |
 |
 |
 |
|
 |
Zijin Mining HK |
15.300 |
8/12/24 |
0.66 |
16.480 |
-7.16 |
12.860 |
3.620 |
28.15 |
|
24.00 |
| |  |
 |
 |
 |
L |
 |
Tencent |
375.000 |
8/12/24 |
1.35 |
372.400 |
0.70 |
293.600 |
78.800 |
26.84 |
|
21.28 |
| |  |
 |
 |
 |
L |
 |
Lenovo |
10.280 |
8/12/24 |
2.59 |
11.020 |
-6.72 |
10.920 |
0.100 |
0.92 |
|
18.70 |
| |  |
 |
 |
 |
L |
 |
China Constr Bk HK |
5.550 |
8/12/24 |
1.46 |
5.770 |
-3.81 |
4.650 |
1.120 |
24.09 |
|
18.55 |
| |  |
 |
 |
 |
L |
 |
Haier Smart Home |
24.300 |
8/12/24 |
1.67 |
26.100 |
-6.90 |
22.050 |
4.050 |
18.37 |
|
18.28 |
| |  |
 |
 |
 |
L |
 |
China Unicom |
5.970 |
8/12/24 |
-5.84 |
7.170 |
-16.74 |
4.900 |
2.270 |
46.33 |
|
16.50 |
| |  |
 |
 |
 |
L |
 |
Meituan |
104.000 |
8/12/24 |
-2.07 |
111.100 |
-6.39 |
81.900 |
29.200 |
35.65 |
|
15.59 |
| |  |
 |
 |
 |
L |
 |
Hang Seng Bank |
91.900 |
8/12/24 |
0.38 |
100.400 |
-8.47 |
91.050 |
9.350 |
10.27 |
|
12.92 |
| |  |
 |
 |
 |
L |
 |
Orient Overseas |
104.300 |
8/12/24 |
2.25 |
126.700 |
-17.68 |
109.000 |
17.700 |
16.24 |
|
12.62 |
| |  |
 |
 |
 |
L |
 |
Shenzhou Inter |
61.900 |
8/12/24 |
-0.24 |
76.450 |
-19.03 |
80.400 |
-3.950 |
-4.91 |
|
12.58 |
| |  |
 |
 |
 |
|
 |
WH Group |
5.260 |
8/12/24 |
|
5.140 |
2.33 |
5.040 |
0.100 |
1.98 |
|
12.08 |
| |  |
 |
 |
 |
L |
 |
Bank of China (HK) |
22.300 |
8/12/24 |
|
24.050 |
-7.28 |
21.200 |
2.850 |
13.44 |
|
11.95 |
| |  |
 |
 |
 |
L |
 |
ICBC |
4.480 |
8/12/24 |
2.05 |
4.640 |
-3.45 |
3.820 |
0.820 |
21.47 |
|
11.92 |
| |  |
 |
 |
 |
|
 |
Techtronic Inds |
96.550 |
8/12/24 |
-0.26 |
89.200 |
8.24 |
93.050 |
-3.850 |
-4.14 |
|
11.57 |
| |  |
 |
 |
 |
L |
 |
China Merchants B HK |
32.500 |
8/12/24 |
|
35.450 |
-8.32 |
26.500 |
8.950 |
33.77 |
|
10.17 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
L |
 |
China Mobile |
70.900 |
8/12/24 |
-0.56 |
77.000 |
-7.92 |
64.800 |
12.200 |
18.83 |
|
9.96 |
| |  |
 |
 |
 |
L |
 |
HSBC |
64.350 |
8/12/24 |
0.63 |
68.300 |
-5.78 |
63.000 |
5.300 |
8.41 |
|
9.46 |
| |  |
 |
 |
 |
|
 |
Sinopec |
4.960 |
8/12/24 |
0.61 |
5.060 |
-1.98 |
4.090 |
0.970 |
23.72 |
|
7.29 |
| |  |
 |
 |
 |
L |
 |
CSPC Pharmaceutical |
5.930 |
8/12/24 |
1.02 |
6.220 |
-4.66 |
7.260 |
-1.040 |
-14.33 |
|
5.80 |
| |  |
 |
 |
 |
L |
 |
BYD Company |
213.600 |
8/12/24 |
-0.28 |
232.000 |
-7.93 |
214.400 |
17.600 |
8.21 |
|
5.14 |
| |  |
 |
 |
 |
|
 |
CK Infrastructure |
55.450 |
8/12/24 |
0.36 |
44.100 |
25.74 |
43.200 |
0.900 |
2.08 |
|
4.24 |
| |  |
 |
 |
 |
|
 |
CLP |
69.000 |
8/12/24 |
-0.07 |
63.100 |
9.35 |
64.450 |
-1.350 |
-2.09 |
|
4.12 |
| |  |
 |
 |
 |
L |
 |
ENN Energy |
53.400 |
8/12/24 |
0.85 |
64.350 |
-17.02 |
57.500 |
6.850 |
11.91 |
|
2.75 |
| |  |
 |
 |
 |
L |
 |
China Ov Land & Inv |
12.780 |
8/12/24 |
-0.93 |
13.540 |
-5.61 |
13.760 |
-0.220 |
-1.60 |
|
1.63 |
| |  |
 |
 |
 |
L |
 |
JD.com |
100.100 |
8/12/24 |
-0.10 |
103.300 |
-3.10 |
112.500 |
-9.200 |
-8.18 |
|
1.50 |
| |  |
 |
 |
 |
L |
 |
SMIC |
16.540 |
8/12/24 |
-0.24 |
17.120 |
-3.39 |
19.860 |
-2.740 |
-13.80 |
|
0.54 |
| |  |
 |
 |
 |
L |
 |
China Life Ins HK |
10.380 |
8/12/24 |
0.58 |
11.040 |
-5.98 |
10.120 |
0.920 |
9.09 |
|
0.11 |
| |  |
 |
 |
 |
S |
 |
Power Assets |
53.900 |
8/12/24 |
-0.28 |
42.250 |
27.57 |
45.250 |
-3.000 |
-6.63 |
|
-0.64 |
| |  |
 |
 |
 |
|
 |
ANTA Sports Products |
68.300 |
8/12/24 |
-2.78 |
75.000 |
-8.93 |
75.750 |
-0.750 |
-0.99 |
|
-0.98 |
| |  |
 |
 |
 |
|
 |
HK & China Gas |
6.620 |
8/12/24 |
1.85 |
5.940 |
11.45 |
5.980 |
-0.040 |
-0.67 |
|
-1.02 |
| |  |
 |
 |
 |
L |
 |
Tingyi |
8.990 |
8/12/24 |
-0.66 |
9.410 |
-4.46 |
9.520 |
-0.110 |
-1.16 |
|
-1.37 |
| |  |
 |
 |
 |
|
 |
Geely Auto |
7.630 |
8/12/24 |
0.26 |
8.790 |
-13.20 |
8.590 |
0.200 |
2.33 |
|
-2.04 |
| |  |
 |
 |
 |
L |
 |
Sinopharm |
20.200 |
8/12/24 |
1.10 |
20.750 |
-2.65 |
20.200 |
0.550 |
2.72 |
|
-2.10 |
| |  |
 |
 |
 |
|
 |
Citic Pacific |
7.100 |
8/12/24 |
|
7.100 |
|
7.800 |
-0.700 |
-8.97 |
|
-2.93 |
| |  |
 |
 |
 |
L |
 |
HK Exchgs & Clrg |
231.600 |
8/12/24 |
0.96 |
250.200 |
-7.43 |
268.000 |
-17.800 |
-6.64 |
|
-3.28 |
| |  |
 |
 |
 |
|
 |
Henderson Land |
22.050 |
8/12/24 |
-2.43 |
20.950 |
5.25 |
24.050 |
-3.100 |
-12.89 |
|
-3.51 |
| |  |
 |
 |
 |
L |
 |
Longfor |
9.550 |
8/12/24 |
-1.95 |
10.720 |
-10.91 |
12.500 |
-1.780 |
-14.24 |
|
-3.59 |
| |  |
 |
 |
 |
|
 |
Haidilao Inter |
12.220 |
8/12/24 |
-1.93 |
14.040 |
-12.96 |
14.540 |
-0.500 |
-3.44 |
|
-3.80 |
| |  |
 |
 |
 |
L |
 |
China Res Land |
22.750 |
8/12/24 |
-1.09 |
26.550 |
-14.31 |
28.000 |
-1.450 |
-5.18 |
|
-3.84 |
| |  |
 |
 |
 |
L |
 |
China Res Mixc |
21.850 |
8/12/24 |
-1.13 |
25.850 |
-15.47 |
27.850 |
-2.000 |
-7.18 |
|
-4.34 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
|
 |
Xinyi Glass |
7.550 |
8/12/24 |
-0.13 |
8.560 |
-11.80 |
8.760 |
-0.200 |
-2.28 |
|
-5.84 |
| |  |
 |
 |
 |
|
 |
Alibaba |
78.450 |
8/12/24 |
0.77 |
70.500 |
11.28 |
75.600 |
-5.100 |
-6.75 |
|
-7.10 |
| |  |
 |
 |
 |
L |
 |
Ping An |
33.650 |
8/12/24 |
0.45 |
35.400 |
-4.94 |
35.350 |
0.050 |
0.14 |
|
-7.18 |
| |  |
 |
 |
 |
|
 |
NetEase |
140.800 |
8/12/24 |
0.50 |
149.100 |
-5.57 |
140.600 |
8.500 |
6.05 |
|
-7.90 |
| |  |
 |
 |
 |
|
 |
Hengan |
25.350 |
8/12/24 |
-0.20 |
23.800 |
6.51 |
29.050 |
-5.250 |
-18.07 |
|
-8.60 |
| |  |
 |
 |
 |
S |
 |
Nongfu Spring |
29.400 |
8/12/24 |
1.55 |
37.050 |
-20.65 |
45.150 |
-8.100 |
-17.94 |
|
-8.88 |
| |  |
 |
 |
 |
L |
 |
Sunny Optical |
43.250 |
8/12/24 |
1.29 |
48.250 |
-10.36 |
70.850 |
-22.600 |
-31.90 |
|
-10.94 |
| |  |
 |
 |
 |
|
 |
CK Hutchison |
40.400 |
8/12/24 |
0.12 |
37.400 |
8.02 |
41.850 |
-4.450 |
-10.63 |
|
-11.09 |
| |  |
 |
 |
 |
S |
 |
Sino Biopharm |
2.950 |
8/12/24 |
2.08 |
2.670 |
10.49 |
3.470 |
-0.800 |
-23.05 |
|
-11.18 |
| |  |
 |
 |
 |
L |
 |
Alibaba Health |
3.240 |
8/12/24 |
-0.61 |
3.130 |
3.51 |
4.240 |
-1.110 |
-26.18 |
|
-11.40 |
| |  |
 |
 |
 |
L |
 |
Galaxy Entertainment |
29.450 |
8/12/24 |
-4.38 |
36.400 |
-19.09 |
43.750 |
-7.350 |
-16.80 |
|
-11.73 |
| |  |
 |
 |
 |
|
 |
Sun Hung Kai |
71.550 |
8/12/24 |
-1.85 |
67.550 |
5.92 |
84.450 |
-16.900 |
-20.01 |
|
-12.17 |
| |  |
 |
 |
 |
L |
 |
AIA |
51.900 |
8/12/24 |
-1.33 |
53.000 |
-2.08 |
68.050 |
-15.050 |
-22.12 |
|
-14.44 |
| |  |
 |
 |
 |
|
 |
MTR |
25.900 |
8/12/24 |
0.19 |
24.650 |
5.07 |
30.300 |
-5.650 |
-18.65 |
|
-14.71 |
| |  |
 |
 |
 |
S |
 |
Link REIT |
34.850 |
8/12/24 |
-0.57 |
30.350 |
14.83 |
43.850 |
-13.500 |
-30.79 |
|
-14.77 |
| |  |
 |
 |
 |
|
 |
Xinyi Solar |
3.530 |
8/12/24 |
0.28 |
3.930 |
-10.18 |
4.560 |
-0.630 |
-13.82 |
|
-19.77 |
| |  |
 |
 |
 |
S |
 |
Baidu |
82.650 |
8/12/24 |
-0.66 |
85.250 |
-3.05 |
116.100 |
-30.850 |
-26.57 |
|
-19.86 |
| |  |
 |
 |
 |
|
 |
China Res Beer |
23.700 |
8/12/24 |
-2.47 |
26.250 |
-9.71 |
34.200 |
-7.950 |
-23.25 |
|
-21.77 |
| |  |
 |
 |
 |
S |
 |
CK Property |
30.950 |
8/12/24 |
0.32 |
29.250 |
5.81 |
39.200 |
-9.950 |
-25.38 |
|
-21.96 |
| |  |
 |
 |
 |
S |
 |
Sands China |
13.560 |
8/12/24 |
-2.87 |
16.280 |
-16.71 |
22.850 |
-6.570 |
-28.75 |
|
-22.03 |
| |  |
 |
 |
 |
|
 |
Wharf REIC |
21.550 |
8/12/24 |
-1.60 |
20.700 |
4.11 |
26.400 |
-5.700 |
-21.59 |
|
-22.91 |
| |  |
 |
 |
 |
|
 |
Country Garden Svcs |
4.690 |
8/12/24 |
-1.47 |
4.820 |
-2.70 |
6.750 |
-1.930 |
-28.59 |
|
-23.47 |
| |  |
 |
 |
 |
S |
 |
Chow Tai Fook Jwl |
6.580 |
8/12/24 |
-0.75 |
8.450 |
-22.13 |
11.620 |
-3.170 |
-27.28 |
|
-24.05 |
| |  |
 |
 |
 |
|
 |
Li Ning |
14.060 |
8/12/24 |
-1.13 |
16.900 |
-16.80 |
20.900 |
-4.000 |
-19.14 |
|
-24.29 |
| |  |
 |
 |
 |
|
 |
Zhongsheng |
10.640 |
8/12/24 |
-1.12 |
11.420 |
-6.83 |
18.680 |
-7.260 |
-38.87 |
|
-26.76 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
|
∅-RS |
| |  |
 |
 |
 |
S |
 |
Hang Lung |
5.590 |
8/12/24 |
-1.41 |
6.660 |
-16.07 |
10.880 |
-4.220 |
-38.79 |
|
-28.30 |
| |  |
 |
 |
 |
|
 |
JD Health |
21.050 |
8/12/24 |
-2.55 |
21.250 |
-0.94 |
38.200 |
-16.950 |
-44.37 |
|
-29.00 |
| |  |
 |
 |
 |
S |
 |
Budweiser Brewing |
9.300 |
8/12/24 |
-2.11 |
9.200 |
1.09 |
14.620 |
-5.420 |
-37.07 |
|
-33.98 |
| |  |
 |
 |
 |
|
 |
New World Dev |
7.240 |
8/12/24 |
-2.69 |
7.310 |
-0.96 |
12.120 |
-4.810 |
-39.69 |
|
-34.69 |
| |  |
 |
 |
 |
S |
 |
China Mengniu Dairy |
13.240 |
8/12/24 |
-2.79 |
14.000 |
-5.43 |
21.000 |
-7.000 |
-33.33 |
|
-37.79 |
| |  |
 |
 |
 |
S |
 |
Li Auto |
77.000 |
8/12/24 |
-1.79 |
70.300 |
9.53 |
139.400 |
-69.100 |
-49.57 |
|
-42.82 |
| |  |
 |
 |
 |
S |
 |
WuXi AppTec HK |
35.150 |
8/12/24 |
1.44 |
29.200 |
20.38 |
75.100 |
-45.900 |
-61.12 |
|
-43.62 |
| |  |
 |
 |
 |
|
 |
WuXi Biologics |
11.780 |
8/12/24 |
3.70 |
11.540 |
2.08 |
29.600 |
-18.060 |
-61.01 |
|
-50.24 |
HSI - 82 out of 82 instruments rated - 7/01/24 / 1/01/24 - 33 did rise, Market-Ratio(26) = 40.24 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions Hang Seng Index * Mixed Cut L38 - 82/74 (1) - S16 - 39/40 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/21/08 |
749 |
|
- cash - |
short |
1/21/08 |
5/12/08 |
112 |
 |
 |
 |
Galaxy Entertainment |
100 |
1,636 |
|
6.110 |
5.480 |
6.812 |
0.702 |
11 |
11,149 |
43 |
|
5/12/08 |
6/16/08 |
35 |
|
- cash - |
|
6/16/08 |
7/07/08 |
21 |
 |
 |
 |
Galaxy Entertainment |
100 |
2,156 |
|
5.170 |
3.900 |
6.854 |
1.684 |
33 |
14,779 |
13,325 |
|
7/07/08 |
7/21/08 |
14 |
|
- cash - |
|
7/21/08 |
1/26/09 |
189 |
 |
 |
 |
Galaxy Entertainment |
100 |
4,909 |
|
3.010 |
1.250 |
7.248 |
4.238 |
141 |
35,584 |
446 |
|
1/26/09 |
3/02/09 |
35 |
|
- cash - |
|
3/02/09 |
3/09/09 |
7 |
 |
 |
 |
HSBC |
100 |
821 |
|
43.300 |
38.080 |
49.236 |
5.936 |
14 |
40,457 |
81,018 |
|
3/09/09 |
6/29/09 |
112 |
|
- cash - |
long |
6/29/09 |
4/19/10 |
294 |
 |
 |
 |
Geely Auto |
100 |
28,490 |
|
1.420 |
3.610 |
|
2.190 |
154 |
102,850 |
218 |
|
4/19/10 |
5/03/10 |
14 |
|
- cash - |
short |
5/03/10 |
5/17/10 |
14 |
 |
 |
 |
Citic Pacific |
100 |
6,766 |
|
15.200 |
13.440 |
17.191 |
1.991 |
13 |
116,318 |
2,374 |
|
5/17/10 |
7/05/10 |
49 |
|
- cash - |
|
7/05/10 |
8/16/10 |
42 |
 |
 |
 |
Citic Pacific |
100 |
8,122 |
|
14.320 |
16.000 |
12.640 |
-1.680 |
-12 |
102,673 |
-66 |
|
8/16/10 |
10/11/10 |
56 |
|
- cash - |
long |
10/11/10 |
12/20/10 |
70 |
 |
 |
 |
Galaxy Entertainment |
100 |
15,076 |
|
6.810 |
8.480 |
|
1.670 |
25 |
127,850 |
214 |
|
12/20/10 |
1/24/11 |
35 |
|
- cash - |
|
1/24/11 |
3/14/11 |
49 |
 |
 |
 |
Galaxy Entertainment |
100 |
11,750 |
|
10.880 |
11.160 |
|
0.280 |
3 |
131,140 |
21 |
|
3/14/11 |
4/04/11 |
21 |
|
- cash - |
|
4/04/11 |
5/30/11 |
56 |
 |
 |
 |
Galaxy Entertainment |
100 |
11,001 |
|
11.920 |
16.900 |
|
4.980 |
42 |
185,925 |
873 |
|
5/30/11 |
6/06/11 |
7 |
|
- cash - |
short |
6/06/11 |
6/13/11 |
7 |
 |
 |
 |
China Life Ins HK |
100 |
6,950 |
|
26.750 |
24.600 |
29.088 |
2.338 |
9 |
202,173 |
7,796 |
|
6/13/11 |
7/25/11 |
42 |
|
- cash - |
|
7/25/11 |
11/28/11 |
126 |
 |
 |
 |
New World Dev |
100 |
4,395 |
|
46.000 |
26.480 |
79.909 |
33.909 |
74 |
351,205 |
395 |
|
11/28/11 |
12/05/11 |
7 |
|
- cash - |
|
12/05/11 |
1/09/12 |
35 |
 |
 |
 |
New World Dev |
100 |
13,384 |
|
26.240 |
28.840 |
23.640 |
-2.600 |
-10 |
316,407 |
-66 |
|
1/09/12 |
5/21/12 |
133 |
|
- cash - |
|
5/21/12 |
7/16/12 |
56 |
 |
 |
 |
China Unicom |
100 |
26,814 |
|
11.800 |
10.740 |
12.965 |
1.165 |
10 |
347,634 |
85 |
|
7/16/12 |
7/23/12 |
7 |
|
- cash - |
|
7/23/12 |
7/30/12 |
7 |
 |
 |
 |
HK Exchgs & Clrg |
100 |
3,411 |
|
101.900 |
105.500 |
98.300 |
-3.600 |
-4 |
335,354 |
-85 |
|
7/30/12 |
8/13/12 |
14 |
|
- cash - |
long |
8/13/12 |
8/20/12 |
7 |
 |
 |
 |
Tencent |
100 |
6,761 |
|
49.600 |
49.000 |
|
-0.600 |
-1 |
331,298 |
-47 |
|
short |
8/20/12 |
8/27/12 |
7 |
 |
 |
 |
Citic Pacific |
100 |
29,739 |
|
11.140 |
10.740 |
11.555 |
0.415 |
4 |
343,637 |
573 |
|
8/27/12 |
12/24/12 |
119 |
|
- cash - |
long |
12/24/12 |
6/03/13 |
161 |
 |
 |
 |
Galaxy Entertainment |
100 |
11,454 |
|
30.000 |
41.250 |
|
11.250 |
38 |
472,494 |
106 |
|
6/03/13 |
1/06/14 |
217 |
|
- cash - |
short |
1/06/14 |
4/14/14 |
98 |
 |
 |
 |
Belle International |
100 |
56,518 |
|
8.360 |
8.440 |
8.280 |
-0.080 |
-1 |
467,973 |
-4 |
|
4/14/14 |
4/28/14 |
14 |
|
- cash - |
|
4/28/14 |
5/05/14 |
7 |
 |
 |
 |
Geely Auto |
100 |
175,270 |
|
2.670 |
2.670 |
2.670 |
0.000 |
0 |
467,973 |
0 |
|
5/05/14 |
11/03/14 |
182 |
|
- cash - |
long |
11/03/14 |
11/10/14 |
7 |
 |
 |
 |
China Mobile |
100 |
4,857 |
|
96.350 |
96.500 |
|
0.150 |
0 |
468,701 |
8 |
|
11/10/14 |
11/24/14 |
14 |
|
- cash - |
short |
11/24/14 |
12/08/14 |
14 |
 |
 |
 |
Kunlun Energy |
100 |
54,947 |
|
8.530 |
7.710 |
9.437 |
0.907 |
11 |
518,549 |
1,294 |
|
12/08/14 |
12/15/14 |
7 |
|
- cash - |
|
12/15/14 |
1/12/15 |
28 |
 |
 |
 |
Kunlun Energy |
100 |
72,524 |
|
7.150 |
7.570 |
6.730 |
-0.420 |
-6 |
488,089 |
-55 |
|
1/12/15 |
7/27/15 |
196 |
|
- cash - |
|
7/27/15 |
12/14/15 |
140 |
 |
 |
 |
China Shenhua HK |
100 |
33,614 |
|
14.520 |
11.620 |
18.144 |
3.624 |
25 |
609,899 |
79 |
|
12/14/15 |
1/04/16 |
21 |
|
- cash - |
|
1/04/16 |
4/18/16 |
105 |
 |
 |
 |
Belle International |
100 |
110,689 |
|
5.510 |
4.720 |
6.432 |
0.922 |
17 |
711,977 |
71 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
4/18/16 |
10/10/16 |
175 |
|
- cash - |
long |
10/10/16 |
11/28/16 |
49 |
 |
 |
 |
Geely Auto |
100 |
99,299 |
|
7.170 |
8.050 |
|
0.880 |
12 |
799,360 |
137 |
|
11/28/16 |
12/05/16 |
7 |
|
- cash - |
short |
12/05/16 |
2/06/17 |
63 |
 |
 |
 |
Lenovo |
100 |
167,230 |
|
4.780 |
5.040 |
4.520 |
-0.260 |
-5 |
755,880 |
-28 |
|
2/06/17 |
2/13/17 |
7 |
|
- cash - |
long |
2/13/17 |
4/24/17 |
70 |
 |
 |
 |
Geely Auto |
100 |
70,118 |
|
10.780 |
11.420 |
|
0.640 |
6 |
800,756 |
35 |
|
4/24/17 |
7/17/17 |
84 |
|
- cash - |
|
7/17/17 |
11/20/17 |
126 |
 |
 |
 |
Geely Auto |
100 |
42,821 |
|
18.700 |
27.950 |
|
9.250 |
49 |
1,196,850 |
220 |
|
11/20/17 |
1/15/18 |
56 |
|
- cash - |
|
1/15/18 |
2/12/18 |
28 |
 |
 |
 |
Geely Auto |
100 |
45,768 |
|
26.150 |
22.100 |
|
-4.050 |
-15 |
1,011,490 |
-89 |
|
2/12/18 |
5/07/18 |
84 |
|
- cash - |
short |
5/07/18 |
6/04/18 |
28 |
 |
 |
 |
China Merchants |
100 |
58,875 |
|
17.180 |
18.060 |
16.300 |
-0.880 |
-5 |
959,680 |
-50 |
|
6/04/18 |
6/18/18 |
14 |
|
- cash - |
|
6/18/18 |
12/31/18 |
196 |
 |
 |
 |
China Merchants |
100 |
55,730 |
|
17.220 |
14.100 |
21.030 |
3.810 |
22 |
1,172,033 |
45 |
|
12/31/18 |
1/07/19 |
7 |
|
- cash - |
|
1/07/19 |
1/14/19 |
7 |
 |
 |
 |
AAC Technologies |
100 |
28,796 |
|
40.700 |
45.650 |
35.750 |
-4.950 |
-12 |
1,029,493 |
-100 |
|
1/14/19 |
5/27/19 |
133 |
|
- cash - |
|
5/27/19 |
11/25/19 |
182 |
 |
 |
 |
AAC Technologies |
100 |
24,337 |
|
42.300 |
56.400 |
28.200 |
-14.100 |
-33 |
686,341 |
-56 |
|
11/25/19 |
12/09/19 |
14 |
|
- cash - |
|
12/09/19 |
12/16/19 |
7 |
 |
 |
 |
Bank of East Asia |
100 |
38,776 |
|
17.700 |
17.720 |
17.680 |
-0.020 |
0 |
685,566 |
-6 |
|
12/16/19 |
2/03/20 |
49 |
|
- cash - |
|
2/03/20 |
2/17/20 |
14 |
 |
 |
 |
Bank of East Asia |
100 |
40,953 |
|
16.740 |
17.640 |
15.840 |
-0.900 |
-5 |
648,708 |
-76 |
|
2/17/20 |
2/24/20 |
7 |
|
- cash - |
|
2/24/20 |
7/06/20 |
133 |
 |
 |
 |
PetroChina |
100 |
201,462 |
|
3.220 |
2.900 |
3.575 |
0.355 |
11 |
720,287 |
33 |
|
7/06/20 |
7/27/20 |
21 |
|
- cash - |
|
7/27/20 |
8/17/20 |
21 |
 |
 |
 |
Swire Pacific |
100 |
18,806 |
|
38.300 |
41.500 |
35.100 |
-3.200 |
-8 |
660,108 |
-78 |
|
8/17/20 |
8/31/20 |
14 |
|
- cash - |
|
8/31/20 |
9/14/20 |
14 |
 |
 |
 |
HSBC |
100 |
19,529 |
|
33.800 |
32.200 |
35.480 |
1.680 |
5 |
692,907 |
254 |
|
9/14/20 |
9/28/20 |
14 |
|
- cash - |
|
9/28/20 |
11/09/20 |
42 |
 |
 |
 |
Citic Pacific |
100 |
121,776 |
|
5.690 |
6.120 |
5.260 |
-0.430 |
-8 |
640,544 |
-49 |
|
11/09/20 |
3/22/21 |
133 |
|
- cash - |
long |
3/22/21 |
3/29/21 |
7 |
 |
 |
 |
Lenovo |
100 |
67,782 |
|
9.450 |
10.040 |
|
0.590 |
6 |
680,535 |
2,252 |
|
3/29/21 |
4/26/21 |
28 |
|
- cash - |
|
4/26/21 |
5/17/21 |
21 |
 |
 |
 |
Lenovo |
100 |
63,482 |
|
10.720 |
9.300 |
|
-1.420 |
-13 |
590,390 |
-92 |
|
5/17/21 |
5/31/21 |
14 |
|
- cash - |
|
5/31/21 |
7/12/21 |
42 |
 |
 |
 |
Lenovo |
100 |
63,482 |
|
9.300 |
8.840 |
|
-0.460 |
-5 |
561,189 |
-36 |
|
short |
7/12/21 |
1/10/22 |
182 |
 |
 |
 |
China Life Ins HK |
100 |
40,724 |
|
13.780 |
13.240 |
14.342 |
0.562 |
4 |
584,076 |
8 |
|
1/10/22 |
7/11/22 |
182 |
|
- cash - |
|
7/11/22 |
12/12/22 |
154 |
 |
 |
 |
AAC Technologies |
100 |
35,355 |
|
16.520 |
17.760 |
15.280 |
-1.240 |
-8 |
540,235 |
-17 |
|
12/12/22 |
12/19/22 |
7 |
|
- cash - |
|
12/19/22 |
12/26/22 |
7 |
 |
 |
 |
CLP |
100 |
9,664 |
|
55.900 |
55.550 |
56.252 |
0.352 |
1 |
543,639 |
39 |
|
12/26/22 |
5/01/23 |
126 |
|
- cash - |
|
5/01/23 |
1/01/24 |
245 |
 |
 |
 |
JD.com |
100 |
4,000 |
|
135.900 |
112.500 |
164.167 |
28.267 |
21 |
656,708 |
33 |
|
1/01/24 |
1/08/24 |
7 |
|
- cash - |
|
1/08/24 |
3/04/24 |
56 |
 |
 |
 |
Li Ning |
100 |
36,483 |
|
18.000 |
19.520 |
16.480 |
-1.520 |
-8 |
601,254 |
-44 |
|
3/04/24 |
3/11/24 |
7 |
|
- cash - |
|
3/11/24 |
3/18/24 |
7 |
 |
 |
 |
WuXi Biologics |
100 |
33,969 |
|
17.700 |
14.760 |
21.226 |
3.526 |
20 |
721,015 |
> 999,999 |
|
3/18/24 |
6/01/25 |
440 |
|
- cash - |
accum | 1/21/08 |
3/18/24 | 3360 |
days out of 7090 invested (47%) |
7,110 |
721,015 |
59 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Galaxy Entertainment | short | 1/21/08 | 5/12/08 | 112 | 6.11 | 5.48 | 6.81 | 0.70 | 11.50 | | | |
| short | 6/16/08 | 7/07/08 | 21 | 5.17 | 3.90 | 6.85 | 1.68 | 32.56 | | | |
| short | 7/21/08 | 1/26/09 | 189 | 3.01 | 1.25 | 7.25 | 4.24 | 140.80 | | | |
| long | 10/11/10 | 12/20/10 | 70 | 6.81 | 8.48 | | 1.67 | 24.52 | | | |
| long | 1/24/11 | 3/14/11 | 49 | 10.88 | 11.16 | | 0.28 | 2.57 | | | |
| long | 4/04/11 | 5/30/11 | 56 | 11.92 | 16.90 | | 4.98 | 41.78 | | | |
| long | 12/24/12 | 6/03/13 | 161 | 30.00 | 41.25 | | 11.25 | 37.50 | | | 786.22 |
Geely Auto | long | 6/29/09 | 4/19/10 | 294 | 1.42 | 3.61 | | 2.19 | 154.23 | | | |
| short | 4/28/14 | 5/05/14 | 7 | 2.67 | 2.67 | 2.67 | 0.00 | 0.00 | | | |
| long | 10/10/16 | 11/28/16 | 49 | 7.17 | 8.05 | | 0.88 | 12.27 | | | |
| long | 2/13/17 | 4/24/17 | 70 | 10.78 | 11.42 | | 0.64 | 5.94 | | | |
| long | 7/17/17 | 11/20/17 | 126 | 18.70 | 27.95 | | 9.25 | 49.47 | | | |
| long | 1/15/18 | 2/12/18 | 28 | 26.15 | 22.10 | | -4.05 | -15.49 | | | 281.95 |
New World Dev | short | 7/25/11 | 11/28/11 | 126 | 46.00 | 26.48 | 79.91 | 33.91 | 73.72 | | | |
| short | 12/05/11 | 1/09/12 | 35 | 26.24 | 28.84 | 23.64 | -2.60 | -9.91 | | | 56.50 |
China Shenhua HK | short | 7/27/15 | 12/14/15 | 140 | 14.52 | 11.62 | 18.14 | 3.62 | 24.96 | | | 24.96 |
JD.com | short | 5/01/23 | 1/01/24 | 245 | 135.90 | 112.50 | 164.17 | 28.27 | 20.80 | | | 20.80 |
WuXi Biologics | short | 3/11/24 | 3/18/24 | 7 | 17.70 | 14.76 | 21.23 | 3.53 | 19.92 | | | 19.92 |
HSBC | short | 3/02/09 | 3/09/09 | 7 | 43.30 | 38.08 | 49.24 | 5.94 | 13.71 | | | |
| short | 8/31/20 | 9/14/20 | 14 | 33.80 | 32.20 | 35.48 | 1.68 | 4.97 | | | 19.36 |
China Merchants | short | 5/07/18 | 6/04/18 | 28 | 17.18 | 18.06 | 16.30 | -0.88 | -5.12 | | | |
| short | 6/18/18 | 12/31/18 | 196 | 17.22 | 14.10 | 21.03 | 3.81 | 22.13 | | | 15.87 |
Belle International | short | 1/06/14 | 4/14/14 | 98 | 8.36 | 8.44 | 8.28 | -0.08 | -0.96 | | | |
| short | 1/04/16 | 4/18/16 | 105 | 5.51 | 4.72 | 6.43 | 0.92 | 16.74 | | | 15.62 |
China Life Ins HK | short | 6/06/11 | 6/13/11 | 7 | 26.75 | 24.60 | 29.09 | 2.34 | 8.74 | | | |
| short | 7/12/21 | 1/10/22 | 182 | 13.78 | 13.24 | 14.34 | 0.56 | 4.08 | | | 13.17 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
PetroChina | short | 2/24/20 | 7/06/20 | 133 | 3.22 | 2.90 | 3.58 | 0.36 | 11.03 | | | 11.03 |
China Unicom | short | 5/21/12 | 7/16/12 | 56 | 11.80 | 10.74 | 12.96 | 1.16 | 9.87 | | | 9.87 |
Kunlun Energy | short | 11/24/14 | 12/08/14 | 14 | 8.53 | 7.71 | 9.44 | 0.91 | 10.64 | | | |
| short | 12/15/14 | 1/12/15 | 28 | 7.15 | 7.57 | 6.73 | -0.42 | -5.87 | | | 4.14 |
CLP | short | 12/19/22 | 12/26/22 | 7 | 55.90 | 55.55 | 56.25 | 0.35 | 0.63 | | | 0.63 |
China Mobile | long | 11/03/14 | 11/10/14 | 7 | 96.35 | 96.50 | | 0.15 | 0.16 | | | 0.16 |
Tencent | long | 8/13/12 | 8/20/12 | 7 | 49.60 | 49.00 | | -0.60 | -1.21 | | | -1.21 |
HK Exchgs & Clrg | short | 7/23/12 | 7/30/12 | 7 | 101.90 | 105.50 | 98.30 | -3.60 | -3.53 | | | -3.53 |
Citic Pacific | short | 5/03/10 | 5/17/10 | 14 | 15.20 | 13.44 | 17.19 | 1.99 | 13.10 | | | |
| short | 7/05/10 | 8/16/10 | 42 | 14.32 | 16.00 | 12.64 | -1.68 | -11.73 | | | |
| short | 8/20/12 | 8/27/12 | 7 | 11.14 | 10.74 | 11.55 | 0.41 | 3.72 | | | |
| short | 9/28/20 | 11/09/20 | 42 | 5.69 | 6.12 | 5.26 | -0.43 | -7.56 | | | -4.28 |
Bank of East Asia | short | 12/09/19 | 12/16/19 | 7 | 17.70 | 17.72 | 17.68 | -0.02 | -0.11 | | | |
| short | 2/03/20 | 2/17/20 | 14 | 16.74 | 17.64 | 15.84 | -0.90 | -5.38 | | | -5.48 |
Swire Pacific | short | 7/27/20 | 8/17/20 | 21 | 38.30 | 41.50 | 35.10 | -3.20 | -8.36 | | | -8.36 |
Li Ning | short | 1/08/24 | 3/04/24 | 56 | 18.00 | 19.52 | 16.48 | -1.52 | -8.44 | | | -8.44 |
Lenovo | short | 12/05/16 | 2/06/17 | 63 | 4.78 | 5.04 | 4.52 | -0.26 | -5.44 | | | |
| long | 3/22/21 | 3/29/21 | 7 | 9.45 | 10.04 | | 0.59 | 6.24 | | | |
| long | 4/26/21 | 5/17/21 | 21 | 10.72 | 9.30 | | -1.42 | -13.25 | | | |
| long | 5/31/21 | 7/12/21 | 42 | 9.30 | 8.84 | | -0.46 | -4.95 | | | -17.15 |
AAC Technologies | short | 1/07/19 | 1/14/19 | 7 | 40.70 | 45.65 | 35.75 | -4.95 | -12.16 | | | |
| short | 5/27/19 | 11/25/19 | 182 | 42.30 | 56.40 | 28.20 | -14.10 | -33.33 | | | |
| short | 7/11/22 | 12/12/22 | 154 | 16.52 | 17.76 | 15.28 | -1.24 | -7.51 | | | -45.84 |
Annotations
5/23/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
7/19/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
4/01/17 | HSI | | | machine learning processed for all techniques |
3/06/17 | HSI | | | Geely Auto replaces Li & Fung |
12/28/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
10/13/15 | China Mengniu Dairy | | | forward stock split 1:2 (two for one) |
9/18/15 | China Res Enterprise | | | ex special dividend HKD 12.30 |
7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
6/08/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
6/01/15 | CK Hutchison | | | name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa |
5/27/15 | CK Hutchison | | | spin-off CK Property |
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