Assessment - Dow Jones Transportation Average - 7/01/24 - RS = mixed

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		DJTA	15,248.700	8/12/24	-0.56	15,298.200	-0.32	15,898.800	-600.600	-3.78		-3.27
						L		Kirby	116.510	8/12/24	-0.14	121.050	-3.75	78.480	42.570	54.24		39.53
								Uber Technologies	69.260	8/12/24	1.05	71.100	-2.59	58.380	12.720	21.79		26.27
								Matson	130.130	8/12/24	0.73	129.080	0.81	109.600	19.480	17.77		22.06
								Delta Air Lines	39.060	8/12/24	-0.61	46.920	-16.75	40.230	6.690	16.63		19.00
								Ryder System	131.840	8/12/24	-1.29	122.690	7.46	115.060	7.630	6.63		12.31
								United Airlines	40.420	8/12/24	-2.51	48.330	-16.37	41.260	7.070	17.14		11.62
								Expeditors Wash	119.110	8/12/24	0.03	120.870	-1.46	127.200	-6.330	-4.98		3.52
								Alaska Air Group	34.590	8/12/24	-0.26	40.090	-13.72	39.070	1.020	2.61		3.07
						L		C.H. Robinson	98.700	8/12/24	0.20	86.810	13.70	86.390	0.420	0.49		2.90
						S		FedEx	279.150	8/12/24	0.63	298.680	-6.54	252.970	45.710	18.07		-1.79
								Norfolk Southern	237.180	8/12/24	-1.02	214.060	10.80	236.380	-22.320	-9.44		-1.82
								Southwest Airlines	25.380	8/12/24	0.20	28.110	-9.71	28.880	-0.770	-2.67		-1.88
						S		CSX	33.500	8/12/24	-1.47	33.590	-0.27	34.670	-1.080	-3.12		-2.31
								Landstar System	185.110	8/12/24	-1.04	183.400	0.93	193.650	-10.250	-5.29		-2.59
						S		Union Pacific	236.750	8/12/24	-0.32	224.860	5.29	245.620	-20.760	-8.45		-2.65
						S		Old Dominion FL	190.620	8/12/24	-1.35	178.700	6.67	202.665	-23.965	-11.82		-12.27
						S		UPS	124.860	8/12/24	-0.76	135.950	-8.16	157.230	-21.280	-13.53		-12.75
						S		J.B. Hunt	162.770	8/12/24	-0.20	158.680	2.58	199.740	-41.060	-20.56		-15.32
						S		American Airlines	9.610	8/12/24	-2.54	11.040	-12.95	13.740	-2.700	-19.65		-18.40
								Avis Budget	83.110	8/12/24	-4.43	101.280	-17.94	177.260	-75.980	-42.86		-32.59
DJTA - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 9 did rise, Market-Ratio(26) = 45.00 %
Stock Exchange Currency: USD $ Dollar

 

 

Transactions Dow Jones Transportation Average * Mixed Cut L34 - 66/62 (1) - S21 - 21/35 (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		8/07/06	217				- cash -
short	8/07/06	8/14/06	7				JetBlue Airways	100	925		10.800	10.060	11.594	0.794	7	10,735	3,948
8/14/06		8/21/06	7				- cash -
	8/21/06	10/02/06	42				JetBlue Airways	100	1,063		10.090	9.270	10.983	0.893	9	11,684	109
10/02/06		11/13/06	42				- cash -
long	11/13/06	11/27/06	14				United Airlines	100	315		37.000	41.630		4.630	13	13,142	2,063
11/27/06		1/29/07	63				- cash -
	1/29/07	2/19/07	21				United Airlines	100	291		45.030	45.170		0.140	0	13,183	6
2/19/07		3/12/07	21				- cash -
	3/12/07	6/11/07	91				Kansas City Southern	100	392		33.560	40.660		7.100	21	15,966	116
6/11/07		6/25/07	14				- cash -
	6/25/07	9/03/07	70				Kansas City Southern	100	413		38.650	31.990		-6.660	-17	13,215	-63
9/03/07		9/17/07	14				- cash -
	9/17/07	9/24/07	7				Kirby	100	333		39.600	40.160		0.560	1	13,402	108
9/24/07		11/05/07	42				- cash -
short	11/05/07	12/24/07	49				JetBlue Airways	100	1,567		8.550	6.300	11.604	3.054	36	18,187	873
12/24/07		12/31/07	7				- cash -
	12/31/07	1/21/08	21				JetBlue Airways	100	3,082		5.900	4.700	7.406	1.506	26	22,830	5,105
1/21/08		9/08/08	231				- cash -
long	9/08/08	9/22/08	14				Kansas City Southern	100	487		46.830	49.640		2.810	6	24,198	357
short	9/22/08	4/13/09	203				Avis Budget	100	3,506		6.900	0.920	51.750	44.850	650	181,442	3,644
4/13/09		7/13/09	91				- cash -
long	7/13/09	7/20/09	7				Avis Budget	100	28,892		6.280	7.190		0.910	14	207,734	115,884
7/20/09		8/03/09	14				- cash -
	8/03/09	8/24/09	21				Avis Budget	100	23,499		8.840	11.170		2.330	26	262,487	5,733
8/24/09		8/31/09	7				- cash -
	8/31/09	8/16/10	350				Avis Budget	100	26,977		9.730	9.670		-0.060	-1	260,868	-1
8/16/10		9/06/10	21				- cash -
	9/06/10	7/25/11	322				Alaska Air Group	100	22,694		11.495	15.730		4.235	37	356,977	43
7/25/11		8/01/11	7				- cash -
short	8/01/11	12/19/11	140				Delta Air Lines	100	45,766		7.800	8.510	7.090	-0.710	-9	324,483	-22
12/19/11		1/30/12	42				- cash -
long	1/30/12	2/06/12	7				Kansas City Southern	100	4,688		69.210	69.770		0.560	1	327,108	52
2/06/12		3/26/12	49				- cash -
	3/26/12	8/27/12	154				Landstar System	100	5,646		57.930	48.870		-9.060	-16	275,956	-33
8/27/12		9/17/12	21				- cash -
short	9/17/12	10/15/12	28				Expeditors Wash	100	7,171		38.480	35.000	42.306	3.826	10	303,392	244
10/15/12		12/31/12	77				- cash -
long	12/31/12	5/11/15	861				Avis Budget	100	15,307		19.820	53.310		33.490	169	816,023	52
5/11/15		6/08/15	28				- cash -
	6/08/15	6/15/15	7				JetBlue Airways	100	42,914		19.015	19.540		0.525	3	838,553	314
6/15/15		7/20/15	35				- cash -
short	7/20/15	10/05/15	77				Avis Budget	100	19,903		42.130	46.540	37.720	-4.410	-10	750,781	-41
10/05/15		1/04/16	91				- cash -
	1/04/16	2/22/16	49				Ryder System	100	13,194		56.900	58.520	55.280	-1.620	-3	729,407	-19
2/22/16		3/07/16	14				- cash -
	3/07/16	3/21/16	14				Avis Budget	100	25,911		28.150	29.000	27.300	-0.850	-3	707,382	-55
3/21/16		9/05/16	168				- cash -
long	9/05/16	10/24/16	49				Norfolk Southern	100	7,512		94.160	94.840		0.680	1	712,490	6
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/24/16		11/21/16	28				- cash -
	11/21/16	7/31/17	252				United Airlines	100	10,327		68.990	67.680		-1.310	-2	698,962	-3
7/31/17		10/02/17	63				- cash -
	10/02/17	10/30/17	28				Avis Budget	100	17,894		39.060	41.440		2.380	6	741,550	116
10/30/17		11/06/17	7				- cash -
	11/06/17	3/05/18	119				Avis Budget	100	17,903		41.420	45.790		4.370	11	819,786	36
3/05/18		3/12/18	7				- cash -
	3/12/18	4/02/18	21				Avis Budget	100	16,976		48.290	46.290		-2.000	-4	785,834	-52
4/02/18		4/09/18	7				- cash -
	4/09/18	7/02/18	84				Avis Budget	100	16,347		48.070	32.510		-15.560	-32	531,475	-82
7/02/18		7/09/18	7				- cash -
	7/09/18	8/13/18	35				Matson	100	13,603		39.070	35.660		-3.410	-9	485,088	-61
8/13/18		10/01/18	49				- cash -
	10/01/18	10/15/18	14				CSX	100	19,395		25.010	23.620		-1.390	-6	458,129	-77
10/15/18		10/29/18	14				- cash -
short	10/29/18	11/19/18	21				Avis Budget	100	16,532		27.710	28.470	26.950	-0.760	-3	445,565	-38
11/19/18		12/17/18	28				- cash -
	12/17/18	3/11/19	84				Avis Budget	100	17,674		25.210	36.480	13.940	-11.270	-45	246,379	-92
3/11/19		6/24/19	105				- cash -
long	6/24/19	7/08/19	14				Avis Budget	100	7,075		34.820	34.490		-0.330	-1	244,044	-22
7/08/19		8/12/19	35				- cash -
	8/12/19	10/07/19	56				Avis Budget	100	7,198		33.900	26.380		-7.520	-22	189,915	-80
10/07/19		10/28/19	21				- cash -
	10/28/19	12/02/19	35				Kansas City Southern	100	1,322		143.650	151.770		8.120	6	200,650	77
12/02/19		1/20/20	49				- cash -
	1/20/20	2/03/20	14				Kansas City Southern	100	1,295		154.890	171.450		16.560	11	222,095	1,313
2/03/20		3/09/20	35				- cash -
short	3/09/20	7/20/20	133				American Airlines	100	15,057		14.750	11.470	18.968	4.218	29	285,606	99
7/20/20		11/09/20	112				- cash -
long	11/09/20	10/18/21	343				FedEx	100	1,082		263.880	227.980		-35.900	-14	246,762	-14
10/18/21		4/11/22	175				- cash -
short	4/11/22	4/25/22	14				JetBlue Airways	100	20,512		12.030	13.060	11.000	-1.030	-9	225,634	-90
4/25/22		6/06/22	42				- cash -
	6/06/22	8/01/22	56				JetBlue Airways	100	21,107		10.690	8.590	13.303	2.613	24	280,795	316
8/01/22		8/15/22	14				- cash -
	8/15/22	9/05/22	21				JetBlue Airways	100	30,621		9.170	7.630	11.021	1.851	20	337,469	2,342
9/05/22		9/19/22	14				- cash -
	9/19/22	11/07/22	49				JetBlue Airways	100	41,356		8.160	7.680	8.670	0.510	6	358,560	57
11/07/22		1/02/23	56				- cash -
	1/02/23	1/16/23	14				JetBlue Airways	100	55,333		6.480	8.240	4.720	-1.760	-27	261,174	-100
1/16/23		2/06/23	21				- cash -
long	2/06/23	2/27/23	21				Old Dominion FL	100	1,413		184.785	171.195		-13.590	-7	241,972	-73
2/27/23		3/06/23	7				- cash -
	3/06/23	3/20/23	14				United Airlines	100	4,614		52.440	43.090		-9.350	-18	198,831	-99
3/20/23		5/22/23	63				- cash -
	5/22/23	9/11/23	112				FedEx	100	869		228.680	254.700		26.020	11	221,442	42
9/11/23		12/11/23	91				- cash -
	12/11/23	1/15/24	35				Matson	100	2,217		99.850	113.230		13.380	13	251,106	271
1/15/24		1/22/24	7				- cash -
	1/22/24	2/05/24	14				Matson	100	2,071		121.200	112.830		-8.370	-7	233,771	-85
2/05/24		7/17/25	528				- cash -
accum	8/07/06	2/05/24	4228	days out of 7136 invested (59%)										2,238		233,771	31

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Avis Budget	short	9/22/08	4/13/09	203	6.90	0.92	51.75	44.85	650.00
	long	7/13/09	7/20/09	7	6.28	7.19		0.91	14.49
	long	8/03/09	8/24/09	21	8.84	11.17		2.33	26.36
	long	8/31/09	8/16/10	350	9.73	9.67		-0.06	-0.62
	long	12/31/12	5/11/15	861	19.82	53.31		33.49	168.97
	short	7/20/15	10/05/15	77	42.13	46.54	37.72	-4.41	-10.47
	short	3/07/16	3/21/16	14	28.15	29.00	27.30	-0.85	-3.02
	long	10/02/17	10/30/17	28	39.06	41.44		2.38	6.09
	long	11/06/17	3/05/18	119	41.42	45.79		4.37	10.55
	long	3/12/18	4/02/18	21	48.29	46.29		-2.00	-4.14
	long	4/09/18	7/02/18	84	48.07	32.51		-15.56	-32.37
	short	10/29/18	11/19/18	21	27.71	28.47	26.95	-0.76	-2.74
	short	12/17/18	3/11/19	84	25.21	36.48	13.94	-11.27	-44.70
	long	6/24/19	7/08/19	14	34.82	34.49		-0.33	-0.95
	long	8/12/19	10/07/19	56	33.90	26.38		-7.52	-22.18			693.76
JetBlue Airways	short	8/07/06	8/14/06	7	10.80	10.06	11.59	0.79	7.36
	short	8/21/06	10/02/06	42	10.09	9.27	10.98	0.89	8.85
	short	11/05/07	12/24/07	49	8.55	6.30	11.60	3.05	35.71
	short	12/31/07	1/21/08	21	5.90	4.70	7.41	1.51	25.53
	long	6/08/15	6/15/15	7	19.02	19.54		0.52	2.76
	short	4/11/22	4/25/22	14	12.03	13.06	11.00	-1.03	-8.56
	short	6/06/22	8/01/22	56	10.69	8.59	13.30	2.61	24.45
	short	8/15/22	9/05/22	21	9.17	7.63	11.02	1.85	20.18
	short	9/19/22	11/07/22	49	8.16	7.68	8.67	0.51	6.25
	short	1/02/23	1/16/23	14	6.48	8.24	4.72	-1.76	-27.16			116.52
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Alaska Air Group	long	9/06/10	7/25/11	322	11.50	15.73		4.24	36.84			36.84
American Airlines	short	3/09/20	7/20/20	133	14.75	11.47	18.97	4.22	28.60			28.60
Kansas City Southern	long	3/12/07	6/11/07	91	33.56	40.66		7.10	21.16
	long	6/25/07	9/03/07	70	38.65	31.99		-6.66	-17.23
	long	9/08/08	9/22/08	14	46.83	49.64		2.81	6.00
	long	1/30/12	2/06/12	7	69.21	69.77		0.56	0.81
	long	10/28/19	12/02/19	35	143.65	151.77		8.12	5.65
	long	1/20/20	2/03/20	14	154.89	171.45		16.56	10.69			25.32
Expeditors Wash	short	9/17/12	10/15/12	28	38.48	35.00	42.31	3.83	9.94			9.94
Kirby	long	9/17/07	9/24/07	7	39.60	40.16		0.56	1.41			1.41
Norfolk Southern	long	9/05/16	10/24/16	49	94.16	94.84		0.68	0.72			0.72
Ryder System	short	1/04/16	2/22/16	49	56.90	58.52	55.28	-1.62	-2.85			-2.85
Matson	long	7/09/18	8/13/18	35	39.07	35.66		-3.41	-8.73
	long	12/11/23	1/15/24	35	99.85	113.23		13.38	13.40
	long	1/22/24	2/05/24	14	121.20	112.83		-8.37	-6.91			-3.65
FedEx	long	11/09/20	10/18/21	343	263.88	227.98		-35.90	-13.60
	long	5/22/23	9/11/23	112	228.68	254.70		26.02	11.38			-3.77
CSX	long	10/01/18	10/15/18	14	25.01	23.62		-1.39	-5.56			-5.56
Old Dominion FL	long	2/06/23	2/27/23	21	184.79	171.20		-13.59	-7.35			-7.35
United Airlines	long	11/13/06	11/27/06	14	37.00	41.63		4.63	12.51
	long	1/29/07	2/19/07	21	45.03	45.17		0.14	0.31
	long	11/21/16	7/31/17	252	68.99	67.68		-1.31	-1.90
	long	3/06/23	3/20/23	14	52.44	43.09		-9.35	-17.83			-9.02
Delta Air Lines	short	8/01/11	12/19/11	140	7.80	8.51	7.09	-0.71	-9.10			-9.10
Landstar System	long	3/26/12	8/27/12	154	57.93	48.87		-9.06	-15.64			-15.64

Annotations

3/14/24	DJTA			Component update: Uber Technologies replaces JetBlue Airways
1/02/22	DJTA			Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
6/29/21	CSX			stock split 1:3 (three for one)
10/15/15	DJTA			American Airlines replaces Con-Way

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