Share-o-matic - The Engine for Profitable Investing and Trading

Assessment - Banks - 7/01/24 - RS = mixed

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		SOM Banks	274.067	8/12/24	0.22	284.386	-3.63	241.022	43.364	17.99	USD	14.82
		Banco Macro	6,680.000	8/12/24	0.91	7,224.600	-7.54	2,670.000	4,554.600	170.58	ARS	234.40
		BBVA Banco Francés	4,025.000	8/12/24	0.75	3,972.600	1.32	1,775.250	2,197.350	123.78	ARS	169.17
		Banco de Valores	341.000	8/12/24	-0.15	350.500	-2.71	225.250	125.250	55.60	ARS	88.21
	L	Unipol	8.975	8/12/24	0.06	9.435	-4.88	5.162	4.273	82.78	EUR	55.74
		Banco Sabadell	1.788	8/12/24	0.45	1.852	-3.43	1.113	0.739	66.35	EUR	41.15
		KB Financial	82,500.000	8/12/24	0.73	79,600.000	3.64	54,100.000	25,500.000	47.13	KRW	35.15
		BPER Banca	4.765	8/12/24	-0.27	4.996	-4.62	3.026	1.970	65.10	EUR	31.96
	L	NatWest	334.600	8/12/24	0.48	315.000	6.22	219.400	95.600	43.57	GBP	30.05
	L	State Bank of India	812.600	8/12/24	-1.42	841.950	-3.49	642.050	199.900	31.13	INR	29.64
		Unicredit	34.570	8/12/24	0.38	36.205	-4.52	24.565	11.640	47.38	EUR	27.09
		Deutsche Bank	13.308	8/12/24	0.14	15.406	-13.62	12.364	3.042	24.60	EUR	26.34
	L	Bank of China	3.400	8/12/24	1.19	3.850	-11.69	2.980	0.870	29.19	HKD	26.24
		American Express	237.050	8/12/24	-0.34	233.810	1.39	187.340	46.470	24.81	USD	24.48
	L	Bank of America	38.170	8/12/24	-0.29	40.010	-4.60	33.670	6.340	18.83	USD	24.08
		Commerzbank	12.420	8/12/24	0.89	14.605	-14.96	10.760	3.845	35.73	EUR	23.82
		Chiba Bank	1,073.000	8/09/24	3.22	1,456.500	-26.33	1,018.500	438.000	43.00	JPY	22.54
		Wells Fargo	52.060	8/12/24	-1.33	60.590	-14.08	49.220	11.370	23.10	USD	22.22
		Intesa Sanpaolo	3.471	8/12/24	0.54	3.582	-3.10	2.644	0.938	35.48	EUR	22.08
		Bankinter	7.294	8/12/24	0.19	7.694	-5.20	5.796	1.898	32.75	EUR	21.96
		Citigroup	57.840	8/12/24		63.430	-8.81	51.440	11.990	23.31	USD	21.33
		Unicaja Banco	1.150	8/12/24	-0.86	1.306	-11.94	0.890	0.416	46.74	EUR	21.08
		Sumitomo Mitsui Trst	3,320.000	8/09/24	2.72	3,721.000	-10.78	2,706.000	1,015.000	37.51	JPY	21.05
		Banco Comercial	0.378	8/12/24	0.16	0.347	9.00	0.274	0.072	26.31	EUR	19.66
	L	Lloyds Bank	56.800	8/12/24	-0.28	55.620	2.12	47.710	7.910	16.58	GBP	19.38
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		JP Morgan Chase	206.190	8/12/24	0.19	205.450	0.36	170.100	35.350	20.78	USD	18.62
	L	China Constr Bk HK	5.550	8/12/24	1.46	5.770	-3.81	4.650	1.120	24.09	HKD	18.55
		Resona	903.800	8/09/24	3.93	1,087.000	-16.85	716.500	370.500	51.71	JPY	18.52
		Banco BPM	5.782	8/12/24	-0.31	6.216	-6.98	4.781	1.435	30.01	EUR	18.12
		UBS	24.850	8/12/24	0.44	26.980	-7.89	26.100	0.880	3.37	CHF	17.63
		BNY Mellon	63.270	8/12/24	-0.80	60.110	5.26	52.050	8.060	15.49	USD	17.43
		Erste Group Bank	46.100	8/12/24	0.37	45.090	2.24	36.730	8.360	22.76	EUR	17.30
		Banca Mediolanum	10.230	8/12/24	1.29	10.590	-3.40	8.534	2.056	24.09	EUR	16.83
		Westpac Banking	28.220	8/12/24	0.61	27.210	3.71	22.900	4.310	18.82	AUD	16.63
		National Australia B	35.990	8/12/24	1.01	36.070	-0.22	30.700	5.370	17.49	AUD	16.12
	L	Commonwealth Bank	130.530	8/12/24	0.76	126.200	3.43	111.800	14.400	12.88	AUD	15.92
		Banco Santander	4.089	8/12/24	-0.24	4.448	-8.06	3.780	0.668	17.67	EUR	15.44
		Danske Bank	198.450	8/12/24	0.15	209.100	-5.09	180.400	28.700	15.91	DKK	14.82
		Suncorp-Metway	16.840	8/12/24	1.38	17.130	-1.69	13.850	3.280	23.68	AUD	13.90
	L	Axis Bank	1,164.300	8/12/24	1.89	1,261.900	-7.73	1,102.300	159.600	14.48	INR	12.99
	L	Hang Seng Bank	91.900	8/12/24	0.38	100.400	-8.47	91.050	9.350	10.27	HKD	12.92
		Mediobanca	14.030	8/12/24	0.94	14.090	-0.43	11.205	2.885	25.75	EUR	12.29
	L	Bank of China (HK)	22.300	8/12/24		24.050	-7.28	21.200	2.850	13.44	HKD	11.95
	L	ICBC	4.480	8/12/24	2.05	4.640	-3.45	3.820	0.820	21.47	HKD	11.92
		S.E.B	150.700	8/12/24	-0.10	157.800	-4.50	139.100	18.700	13.44	SEK	11.92
		Fukuoka	3,639.000	8/09/24	5.30	4,426.000	-17.78	3,327.000	1,099.000	33.03	JPY	11.64
	L	Royal Bank CA	148.760	8/12/24	-0.72	145.650	2.14	134.000	11.650	8.69	CAD	10.91
		Cdn Imp Bk Comm	69.690	8/12/24	-0.36	65.050	7.13	63.800	1.250	1.96	CAD	10.31
	L	China Merchants B HK	32.500	8/12/24		35.450	-8.32	26.500	8.950	33.77	HKD	10.17
		ANZ Banking AU	28.220	8/12/24	0.93	28.450	-0.81	25.920	2.530	9.76	AUD	10.02
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		IBK	13,480.000	8/12/24	0.37	13,850.000	-2.67	11,860.000	1,990.000	16.78	KRW	9.98
		ANZ Banking NZ	30.050	8/12/24	0.13	30.800	-2.44	27.810	2.990	10.75	NZD	9.73
		Ind and Comm Bk	5.990	8/12/24	1.18	5.820	2.92	4.780	1.040	21.76	CNY	9.61
		ICICI Bank	1,172.800	8/12/24	0.10	1,211.850	-3.22	996.600	215.250	21.60	INR	9.59
		Bank of Ireland	9.412	8/12/24	-0.93	9.816	-4.12	8.218	1.598	19.45	EUR	9.58
		Agricultural Bank	4.640	8/12/24	0.65	4.440	4.50	3.640	0.800	21.98	CNY	9.57
	L	HSBC	64.350	8/12/24	0.63	68.300	-5.78	63.000	5.300	8.41	HKD	9.46
		Banco Bilbao Viz	8.924	8/12/24	0.27	9.500	-6.06	8.226	1.274	15.49	EUR	9.25
	L	Industrial Bank	16.280	8/12/24	-0.55	17.750	-8.28	16.210	1.540	9.50	CNY	9.12
	L	HSBC	643.900	8/12/24	0.22	690.900	-6.80	635.500	55.400	8.72	GBP	9.01
		FinecoBank	14.435	8/12/24	0.94	14.185	1.76	13.585	0.600	4.42	EUR	8.57
		Banca Generali	38.080	8/12/24	0.74	37.800	0.74	33.640	4.160	12.37	EUR	8.56
		ABN AMRO	15.290	8/12/24	0.92	15.665	-2.39	13.590	2.075	15.27	EUR	8.42
		OCBC	13.830	8/12/24	0.29	14.500	-4.62	13.000	1.500	11.54	SGD	8.37
		Jyske Bank	519.000	8/12/24	0.48	552.000	-5.98	484.000	68.000	14.05	DKK	7.80
		Woori Financial	14,750.000	8/12/24	0.55	14,400.000	2.43	13,000.000	1,400.000	10.77	KRW	7.69
	L	United Overseas Bank	29.290	8/12/24	0.58	31.300	-6.42	28.450	2.850	10.02	SGD	7.07
	L	Nordea Bank	10.420	8/12/24	-0.19	11.415	-8.72	11.226	0.189	1.68	EUR	6.97
		DBS Bank	33.980	8/12/24	1.22	36.120	-5.92	33.410	2.710	8.11	SGD	6.27
		KBC	66.580	8/12/24	-0.21	66.160	0.63	58.720	7.440	12.67	EUR	6.24
		China Merchants Bank	32.120	8/12/24	-0.65	34.360	-6.52	27.820	6.540	23.51	CNY	6.17
		Standard Chartered	722.000	8/12/24	0.92	732.200	-1.39	666.600	65.600	9.84	GBP	5.64
		National Bank CA	114.420	8/12/24	0.39	108.510	5.45	101.000	7.510	7.44	CAD	5.61
		Swedbank	207.100	8/12/24	-0.86	222.600	-6.96	203.400	19.200	9.44	SEK	4.69
		Nordea Bank	119.800	8/12/24	-0.13	130.150	-7.95	125.340	4.810	3.84	SEK	4.68
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26	Curr	∅-RS
		Credit Agricole	13.205	8/12/24	0.57	13.100	0.80	12.852	0.248	1.93	EUR	4.62
	L	HDFC Bank	1,660.100	8/12/24	0.60	1,705.200	-2.64	1,709.250	-4.050	-0.24	INR	3.28
		IndusInd Bank	1,350.850	8/12/24	0.08	1,456.900	-7.28	1,598.950	-142.050	-8.88	INR	2.15
		U.S. Bancorp	41.470	8/12/24	-1.43	39.240	5.68	43.280	-4.040	-9.33	USD	2.11
		Raiffeisen Bank Int	16.610	8/12/24	1.59	16.340	1.65	18.670	-2.330	-12.48	EUR	1.72
		Bank Nova Scotia	61.490	8/12/24	-3.42	62.580	-1.74	64.500	-1.920	-2.98	CAD	0.25
	S	DNB	214.700	8/12/24	0.14	212.200	1.18	216.000	-3.800	-1.76	NOK	-0.15
	S	Svenska Handelsbank	102.150	8/12/24	0.29	101.800	0.34	109.500	-7.700	-7.03	SEK	-1.38
		BNP Paribas	59.250	8/12/24		61.670	-3.92	62.590	-0.920	-1.47	EUR	-1.82
	L	Kotak Mahindra Bank	1,772.550	8/12/24	0.16	1,808.100	-1.97	1,908.100	-100.000	-5.24	INR	-3.32
	S	Bank Montreal	111.850	8/12/24	-0.10	114.830	-2.60	131.110	-16.280	-12.42	CAD	-4.72
	L	Aozora Bank	2,365.000	8/09/24	3.28	2,624.000	-9.87	3,063.000	-439.000	-14.33	JPY	-4.74
		Societe Generale	20.520	8/12/24	0.44	22.600	-9.20	24.025	-1.425	-5.93	EUR	-5.83
	S	Toronto-Dominion	78.510	8/12/24	0.19	75.200	4.40	85.620	-10.420	-12.17	CAD	-9.14
	S	Banco del Bajio	52.060	8/12/24	0.64	55.850	-6.79	56.800	-0.950	-1.67	MXN	-9.77
	S	Regional	127.000	8/12/24	-0.39	138.350	-8.20	162.270	-23.920	-14.74	MXN	-9.82
	L	Umweltbank	5.640	8/12/24	-1.40	6.380	-11.60	7.860	-1.480	-18.83	EUR	-15.93
	S	KakaoBank	21,850.000	8/12/24	1.39	21,000.000	4.05	28,000.000	-7,000.000	-25.00	KRW	-16.23
	S	Heartland	1.060	8/12/24	0.95	0.970	9.28	1.480	-0.510	-34.46	NZD	-31.75
Banks - 93 out of 93 instruments rated - 7/01/24 / 1/01/24 - 75 did rise, Market-Ratio(26) = 80.65 %

Drawing of market charts for mixed techniques is really a worry to me.

Transactions Banks * Mixed Cut L17 - 42/41 (3) - S13 - 73/79 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		5/15/06	133		- cash -
short	5/15/06	9/04/06	112		Triodos Groenfonds	50	88	EUR	56.300	56.900	55.700	-0.600	-1	9,947	-3
					Swedbank	50	26	SEK	189.000	208.500	169.500	-19.500	-10	9,440	-30
9/04/06		9/11/06	7		- cash -
long	9/11/06	6/18/07	280		Sberbank	33	390	EUR	8.060	13.680		5.620	70	11,632	99
					Bank of East Asia	33	94	HKD	33.290	41.730		8.440	25	12,425	34
					China Minsheng Bk	33	1,015	CNY	3.120	9.190		6.070	195	18,586	309
6/18/07		6/25/07	7		- cash -
	6/25/07	7/30/07	35		China Merchants Bank	33	322	CNY	19.200	22.610		3.410	18	19,684	450
					Hua Xia Bank	33	963	CNY	6.444	7.000		0.556	9	20,219	137
					Shanghai Pudong	33	387	CNY	16.010	17.330		1.320	8	20,730	128
7/30/07		10/08/07	70		- cash -
	10/08/07	10/15/07	7		China Merchants Bank	33	219	CNY	31.470	31.630		0.160	1	20,765	30
					Hua Xia Bank	33	655	CNY	10.569	12.000		1.431	14	21,702	74,835
					Shanghai Pudong	33	296	CNY	23.290	22.810		-0.480	-2	21,560	-66
10/15/07		10/29/07	14		- cash -
	10/29/07	11/05/07	7		China Merchants Bank	33	209	CNY	34.250	32.360		-1.890	-6	21,165	-95
					Hua Xia Bank	33	668	CNY	10.799	10.097		-0.701	-6	20,697	-97
					Shanghai Pudong	33	292	CNY	24.540	23.210		-1.330	-5	20,308	-95
11/05/07		12/03/07	28		- cash -
	12/03/07	12/17/07	14		China Merchants Bank	33	221	CNY	30.560	27.930		-2.630	-9	19,727	-90
					Shanghai Pudong	33	299	CNY	22.680	19.660		-3.020	-13	18,824	-98
					State Bank of India	33	277	INR	24.366	22.652		-1.714	-7	18,349	-85
12/17/07		5/19/08	154		- cash -
	5/19/08	5/26/08	7		Hang Seng Bank	33	42	HKD	144.690	146.070		1.380	1	18,407	64
					HDFC	33	114	INR	53.760	51.700		-2.060	-4	18,173	-87
					Axis Bank	33	340	INR	18.033	15.259		-2.774	-15	17,229	-100
5/26/08		3/30/09	308		- cash -
	3/30/09	1/25/10	301		Bank of Bejing	33	999	CNY	5.747	7.975		2.228	39	19,455	49
					Industrial Bank	33	678	CNY	8.470	12.820		4.350	51	22,405	65
					Shanghai Pudong	33	475	CNY	12.090	15.740		3.650	30	24,138	38
1/25/10		3/01/10	35		- cash -
	3/01/10	5/03/10	63		Aareal Bank	33	573	EUR	14.034	14.803		0.769	5	24,579	36
					KBC	33	239	EUR	33.620	35.195		1.575	5	24,955	30
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					VTB Bank	33	2,343	EUR	3.440	3.640		0.200	6	25,424	39
5/03/10		5/31/10	28		- cash -
	5/31/10	6/28/10	28		Banco Macro	33	730	ARS	11.600	11.700		0.100	1	25,497	12
					KBC	33	265	EUR	31.885	32.760		0.875	3	25,729	42
					VTB Bank	33	2,175	EUR	3.910	4.050		0.140	4	26,033	58
6/28/10		9/06/10	70		- cash -
	9/06/10	11/29/10	84		Banco Macro	33	556	ARS	15.600	20.700		5.100	33	28,869	242
					BBVA Banco Francés	33	778	ARS	11.150	15.700		4.550	41	32,409	342
					State Bank of India	33	291	INR	29.825	30.713		0.888	3	32,667	14
11/29/10		12/06/10	7		- cash -
	12/06/10	5/16/11	161		Aareal Bank	33	552	EUR	19.708	23.250		3.542	18	34,622	45
					Banco Macro	33	497	ARS	21.900	14.700		-7.200	-33	31,044	-59
					BBVA Banco Francés	33	687	ARS	15.850	13.650		-2.200	-14	29,533	-29
5/16/11		12/19/11	217		- cash -
	12/19/11	12/26/11	7		Banco Sabadell	33	3,903	EUR	2.522	2.490		-0.032	-1	29,408	-49
					Aozora Bank	33	480	JPY	20.500	20.800		0.300	1	29,552	113
					China Minsheng Bk	33	1,633	CNY	6.030	5.890		-0.140	-2	29,323	-71
12/26/11		1/02/12	7		- cash -
	1/02/12	5/21/12	140		U.S. Bancorp	33	354	USD	27.580	30.720		3.140	11	30,435	32
					Bankinter	33	3,145	EUR	3.111	1.935		-1.176	-38	26,736	-71
					Aozora Bank	33	448	JPY	21.800	17.400		-4.400	-20	24,765	-44
5/21/12		8/13/12	84		- cash -
	8/13/12	6/10/13	301		Regional	33	177	MXN	46.490	72.510		26.020	56	29,370	71
					KBC	33	452	EUR	18.305	30.855		12.550	69	35,043	88
					Alpha Services	33	131	EUR	63.000	24.500		-38.500	-61	30,000	-68
6/10/13		7/15/13	35		- cash -
	7/15/13	9/02/13	49		Lloyds Bank	33	14,400	GBP	0.694	0.733		0.039	6	30,558	50
					Bank of Ireland	33	1,960	EUR	5.100	6.750		1.650	32	33,792	707
					FBD	33	649	EUR	15.400	14.320		-1.080	-7	33,091	-42
9/02/13		9/09/13	7		- cash -
	9/09/13	10/06/14	392		Banco Macro	33	593	ARS	18.600	47.500		28.900	155	50,229	139
					BBVA Banco Francés	33	660	ARS	16.700	52.000		35.300	211	73,527	188
					Bank of Ireland	33	1,559	EUR	7.080	9.240		2.160	31	76,895	28
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/06/14		10/27/14	21		- cash -
	10/27/14	1/05/15	70		Banco Macro	33	536	ARS	47.800	48.500		0.700	1	77,270	8
					BBVA Banco Francés	33	512	ARS	50.000	52.100		2.100	4	78,345	24
					Axis Bank	33	602	INR	42.610	51.760		9.150	21	83,853	176
1/05/15		1/19/15	14		- cash -
	1/19/15	8/17/15	210		BBVA Banco Francés	33	472	ARS	59.200	79.300		20.100	34	93,340	66
					Bank of Comm	33	4,308	CNY	6.490	6.720		0.230	4	94,331	6
					China Everbright Bk	33	6,410	CNY	4.360	4.470		0.110	3	95,036	4
8/17/15		12/21/15	126		- cash -
	12/21/15	1/11/16	21		Umweltbank	33	1,955	EUR	16.200	16.540		0.340	2	95,701	43
					Sberbank	33	5,918	EUR	5.354	4.550		-0.804	-15	90,943	-94
					Shanghai Pudong	33	1,655	CNY	19.140	17.050		-2.090	-11	87,484	-87
1/11/16		5/16/16	126		- cash -
	5/16/16	7/04/16	49		Banco Macro	33	333	ARS	87.500	110.000		22.500	26	94,977	450
					Regional	33	282	MXN	103.430	105.070		1.640	2	95,439	12
					Sberbank	33	4,231	EUR	6.896	7.956		1.060	15	99,924	190
7/04/16		7/18/16	14		- cash -
	7/18/16	3/26/18	616		Banco Macro	33	278	ARS	119.500	219.000		99.500	83	127,585	43
					Sberbank	33	4,017	EUR	8.312	14.970		6.658	80	154,330	42
					Axis Bank	33	584	INR	56.995	50.730		-6.265	-11	150,671	-7
3/26/18		7/23/18	119		- cash -
	7/23/18	8/13/18	21		FinecoBank	33	4,933	EUR	10.180	10.045		-0.135	-1	150,005	-21
					Kotak Mahindra Bank	33	375	INR	133.705	128.715		-4.990	-4	148,134	-48
					Yes Bank	33	1,301	INR	38.660	37.070		-1.590	-4	146,065	-52
8/13/18		9/24/18	42		- cash -
	9/24/18	10/08/18	14		American Express	33	443	USD	109.850	106.990		-2.860	-3	144,799	-50
					FinecoBank	33	4,170	EUR	11.680	10.730		-0.950	-8	140,837	-89
					Fukuoka	33	1,491	JPY	32.650	32.300		-0.350	-1	140,315	-24
10/08/18		2/11/19	126		- cash -
	2/11/19	6/17/19	126		Banco Macro	33	212	ARS	220.600	288.650		68.050	31	154,742	118
					BBVA Banco Francés	33	285	ARS	164.050	141.800		-22.250	-14	148,401	-34
					Axis Bank	33	681	INR	68.660	77.770		9.110	13	154,604	43
6/17/19		7/08/19	21		- cash -
	7/08/19	7/29/19	21		Banco Macro	33	168	ARS	305.450	315.550		10.100	3	156,301	76
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					Banca Generali	33	1,961	EUR	26.380	26.660		0.280	1	156,850	20
					Sberbank	33	3,709	EUR	13.900	13.415		-0.485	-3	155,051	-46
7/29/19		9/16/19	49		- cash -
	9/16/19	10/07/19	21		Unipol	33	10,814	EUR	4.779	4.767		-0.012	0	154,922	-4
					Banca Generali	33	1,822	EUR	28.360	28.080		-0.280	-1	154,412	-16
					Sberbank	33	3,826	EUR	13.510	12.800		-0.710	-5	151,695	-61
10/07/19		10/14/19	7		- cash -
	10/14/19	3/02/20	140		Mediobanca	33	5,003	EUR	10.105	7.902		-2.203	-22	140,673	-47
					Unipol	33	10,336	EUR	4.893	4.335		-0.558	-11	134,906	-27
					Kotak Mahindra Bank	33	318	INR	158.550	159.900		1.350	1	135,335	2
3/02/20		7/06/20	126		- cash -
	7/06/20	9/28/20	84		Deutsche Bank	33	5,121	EUR	8.808	7.272		-1.536	-17	127,469	-57
					BBVA Banco Francés	33	288	ARS	156.200	124.250		-31.950	-20	118,268	-63
					FinecoBank	33	3,497	EUR	12.935	11.710		-1.225	-9	113,984	-35
9/28/20		10/12/20	14		- cash -
	10/12/20	10/19/20	7		UBI Banca	33	10,577	EUR	3.592	3.592		0.000	0	113,984	0
		11/02/20	21		FinecoBank	33	3,086	EUR	12.310	12.020		-0.290	-2	113,089	-34
					HDFC Bank	33	313	INR	121.365	121.525		0.160	0	113,139	2
11/02/20		11/09/20	7		- cash -
	11/09/20	3/07/22	483		BBVA Banco Francés	33	245	ARS	153.400	197.550		44.150	29	123,956	21
					HDFC Bank	33	282	INR	134.055	132.480		-1.575	-1	123,512	-1
					IndusInd Bank	33	486	INR	77.545	83.440		5.895	8	126,377	6
3/07/22		3/21/22	14		- cash -
	3/21/22	5/09/22	49		Banco del Bajio	33	819	MXN	51.390	49.520		-1.870	-4	124,845	-24
					Shinsei Bank	33	1,847	JPY	22.820	23.010		0.190	1	125,196	6
					Woori Financial	33	2,896	KRW	14.550	15.300		0.750	5	127,368	45
5/09/22		9/12/22	126		- cash -
	9/12/22	9/19/22	7		Banco Macro	33	90	ARS	468.050	519.100		51.050	11	131,963	21,994
					BBVA Banco Francés	33	135	ARS	315.950	339.450		23.500	7	135,135	4,113
					Yes Bank	33	24,267	INR	1.755	1.635		-0.120	-7	132,223	-98
9/19/22		10/24/22	35		- cash -
	10/24/22	3/27/23	154		Banco Macro	33	99	ARS	442.400	709.700		267.300	60	158,686	207
					BBVA Banco Francés	33	144	ARS	306.150	539.000		232.850	76	192,216	282
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
					Bank of Ireland	33	6,032	EUR	7.350	9.016		1.666	23	202,265	62
3/27/23		4/03/23	7		- cash -
	4/03/23	5/08/23	35		Banco Macro	33	90	ARS	748.150	824.200		76.050	10	209,110	174
					BBVA Banco Francés	33	121	ARS	554.000	646.850		92.850	17	220,345	403
					Unicredit	33	3,786	EUR	17.930	18.980		1.050	6	224,320	81
5/08/23		7/10/23	63		- cash -
	7/10/23	10/30/23	112		Banco Macro	33	55	ARS	1,348.600	1,491.050		142.450	11	232,155	39
					BBVA Banco Francés	33	74	ARS	1,012.250	1,081.450		69.200	7	237,276	24
					Unicredit	33	3,533	EUR	21.295	23.490		2.195	10	245,031	38
10/30/23		11/06/23	7		- cash -
	11/06/23	11/27/23	21		Banco Macro	33	46	ARS	1,768.000	2,549.400		781.400	44	280,975	57,816
					BBVA Banco Francés	33	66	ARS	1,225.000	1,690.900		465.900	38	311,724	27,003
					Banco de Valores	33	641	ARS	129.250	171.750		42.500	33	338,967	13,895
11/27/23		12/04/23	7		- cash -
	12/04/23	8/12/24	252		Banco Macro	33	45	ARS	2,477.600	6,680.000		4,202.400	170	528,075	321
					BBVA Banco Francés	33	69	ARS	1,646.300	4,025.000		2,378.700	144	692,205	265
					Banco de Valores	33	675	ARS	168.500	341.000		172.500	102	808,643	178
accum	5/15/06	8/12/24	4749	days out of 7031 invested (68%)								7,986		808,643	40

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Banco Macro	long	5/31/10	6/28/10	28	11.60	11.70		0.10	0.86	33	0.29
	long	9/06/10	11/29/10	84	15.60	20.70		5.10	32.69		10.90
	long	12/06/10	5/16/11	161	21.90	14.70		-7.20	-32.88		-10.96
	long	9/09/13	10/06/14	392	18.60	47.50		28.90	155.38		51.79
	long	10/27/14	1/05/15	70	47.80	48.50		0.70	1.46		0.49
	long	5/16/16	7/04/16	49	87.50	110.00		22.50	25.71		8.57
	long	7/18/16	3/26/18	616	119.50	219.00		99.50	83.26		27.75
	long	2/11/19	6/17/19	126	220.60	288.65		68.05	30.85		10.28
	long	7/08/19	7/29/19	21	305.45	315.55		10.10	3.31		1.10
	long	9/12/22	9/19/22	7	468.05	519.10		51.05	10.91		3.64
	long	10/24/22	3/27/23	154	442.40	709.70		267.30	60.42		20.14
	long	4/03/23	5/08/23	35	748.15	824.20		76.05	10.17		3.39
	long	7/10/23	10/30/23	112	1,348.60	1,491.05		142.45	10.56		3.52
	long	11/06/23	11/27/23	21	1,768.00	2,549.40		781.40	44.20		14.73
	long	12/04/23	8/12/24	252	2,477.60	6,680.00		4,202.40	169.62		56.54	459.09
BBVA Banco Francés	long	9/06/10	11/29/10	84	11.15	15.70		4.55	40.81		13.60
	long	12/06/10	5/16/11	161	15.85	13.65		-2.20	-13.88		-4.63
	long	9/09/13	10/06/14	392	16.70	52.00		35.30	211.38		70.46
	long	10/27/14	1/05/15	70	50.00	52.10		2.10	4.20		1.40
	long	1/19/15	8/17/15	210	59.20	79.30		20.10	33.95		11.32
	long	2/11/19	6/17/19	126	164.05	141.80		-22.25	-13.56		-4.52
	long	7/06/20	9/28/20	84	156.20	124.25		-31.95	-20.45		-6.82
	long	11/09/20	3/07/22	483	153.40	197.55		44.15	28.78		9.59
	long	9/12/22	9/19/22	7	315.95	339.45		23.50	7.44		2.48
	long	10/24/22	3/27/23	154	306.15	539.00		232.85	76.06		25.35
	long	4/03/23	5/08/23	35	554.00	646.85		92.85	16.76		5.59
	long	7/10/23	10/30/23	112	1,012.25	1,081.45		69.20	6.84		2.28
	long	11/06/23	11/27/23	21	1,225.00	1,690.90		465.90	38.03		12.68
	long	12/04/23	8/12/24	252	1,646.30	4,025.00		2,378.70	144.49		48.16	370.76
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
China Minsheng Bk	long	9/11/06	6/18/07	280	3.12	9.19		6.07	194.55		64.85
	long	12/19/11	12/26/11	7	6.03	5.89		-0.14	-2.32		-0.77	63.57
Sberbank	long	9/11/06	6/18/07	280	8.06	13.68		5.62	69.73		23.24
	long	12/21/15	1/11/16	21	5.35	4.55		-0.80	-15.02		-5.01
	long	5/16/16	7/04/16	49	6.90	7.96		1.06	15.37		5.12
	long	7/18/16	3/26/18	616	8.31	14.97		6.66	80.10		26.70
	long	7/08/19	7/29/19	21	13.90	13.42		-0.49	-3.49		-1.16
	long	9/16/19	10/07/19	21	13.51	12.80		-0.71	-5.26		-1.75	51.42
Banco de Valores	long	11/06/23	11/27/23	21	129.25	171.75		42.50	32.88		10.96
	long	12/04/23	8/12/24	252	168.50	341.00		172.50	102.37		34.12	48.83
Bank of Ireland	long	7/15/13	9/02/13	49	5.10	6.75		1.65	32.35		10.78
	long	9/09/13	10/06/14	392	7.08	9.24		2.16	30.51		10.17
	long	10/24/22	3/27/23	154	7.35	9.02		1.67	22.67		7.56	31.27
KBC	long	3/01/10	5/03/10	63	33.62	35.20		1.58	4.68		1.56
	long	5/31/10	6/28/10	28	31.89	32.76		0.87	2.74		0.91
	long	8/13/12	6/10/13	301	18.31	30.86		12.55	68.56		22.85	25.91
Regional	long	8/13/12	6/10/13	301	46.49	72.51		26.02	55.97		18.66
	long	5/16/16	7/04/16	49	103.43	105.07		1.64	1.59		0.53	19.28
Industrial Bank	long	3/30/09	1/25/10	301	8.47	12.82		4.35	51.36		17.12	17.12
Bank of Bejing	long	3/30/09	1/25/10	301	5.75	7.97		2.23	38.77		12.92	12.92
Bank of East Asia	long	9/11/06	6/18/07	280	33.29	41.73		8.44	25.35		8.45	8.45
Aareal Bank	long	3/01/10	5/03/10	63	14.03	14.80		0.77	5.48		1.83
	long	12/06/10	5/16/11	161	19.71	23.25		3.54	17.97		5.99	7.93
Unicredit	long	4/03/23	5/08/23	35	17.93	18.98		1.05	5.86		1.95
	long	7/10/23	10/30/23	112	21.30	23.49		2.20	10.31		3.44	5.45
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Hua Xia Bank	long	6/25/07	7/30/07	35	6.44	7.00		0.56	8.62		2.87
	long	10/08/07	10/15/07	7	10.57	12.00		1.43	13.54		4.51
	long	10/29/07	11/05/07	7	10.80	10.10		-0.70	-6.49		-2.16	5.19
U.S. Bancorp	long	1/02/12	5/21/12	140	27.58	30.72		3.14	11.39		3.80	3.80
VTB Bank	long	3/01/10	5/03/10	63	3.44	3.64		0.20	5.81		1.94
	long	5/31/10	6/28/10	28	3.91	4.05		0.14	3.58		1.19	3.15
IndusInd Bank	long	11/09/20	3/07/22	483	77.55	83.44		5.89	7.60		2.53	2.53
Axis Bank	long	5/19/08	5/26/08	7	18.03	15.26		-2.77	-15.38		-5.13
	long	10/27/14	1/05/15	70	42.61	51.76		9.15	21.47		7.16
	long	7/18/16	3/26/18	616	57.00	50.73		-6.27	-10.99		-3.66
	long	2/11/19	6/17/19	126	68.66	77.77		9.11	13.27		4.42	2.27
Lloyds Bank	long	7/15/13	9/02/13	49	0.69	0.73		0.04	5.59		1.86	1.86
Woori Financial	long	3/21/22	5/09/22	49	14.55	15.30		0.75	5.15		1.72	1.72
Shanghai Pudong	long	6/25/07	7/30/07	35	16.01	17.33		1.32	8.24		2.75
	long	10/08/07	10/15/07	7	23.29	22.81		-0.48	-2.06		-0.69
	long	10/29/07	11/05/07	7	24.54	23.21		-1.33	-5.42		-1.81
	long	12/03/07	12/17/07	14	22.68	19.66		-3.02	-13.32		-4.44
	long	3/30/09	1/25/10	301	12.09	15.74		3.65	30.19		10.06
	long	12/21/15	1/11/16	21	19.14	17.05		-2.09	-10.92		-3.64	1.55
Bank of Comm	long	1/19/15	8/17/15	210	6.49	6.72		0.23	3.54		1.18	1.18
China Merchants Bank	long	6/25/07	7/30/07	35	19.20	22.61		3.41	17.76		5.92
	long	10/08/07	10/15/07	7	31.47	31.63		0.16	0.51		0.17
	long	10/29/07	11/05/07	7	34.25	32.36		-1.89	-5.52		-1.84
	long	12/03/07	12/17/07	14	30.56	27.93		-2.63	-8.61		-2.87	1.16
China Everbright Bk	long	1/19/15	8/17/15	210	4.36	4.47		0.11	2.52		0.84	0.84
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Umweltbank	long	12/21/15	1/11/16	21	16.20	16.54		0.34	2.10		0.70	0.70
Hang Seng Bank	long	5/19/08	5/26/08	7	144.69	146.07		1.38	0.95		0.32	0.32
Shinsei Bank	long	3/21/22	5/09/22	49	22.82	23.01		0.19	0.83		0.28	0.28
Banca Generali	long	7/08/19	7/29/19	21	26.38	26.66		0.28	1.06		0.35
	long	9/16/19	10/07/19	21	28.36	28.08		-0.28	-0.99		-0.33	0.02
UBI Banca	long	10/12/20	10/19/20	7	3.59	3.59		0.00	0.00		0.00	0.00
HDFC Bank	long	10/12/20	11/02/20	21	121.37	121.53		0.16	0.13		0.04
	long	11/09/20	3/07/22	483	134.06	132.48		-1.58	-1.17		-0.39	-0.35
Fukuoka	long	9/24/18	10/08/18	14	32.65	32.30		-0.35	-1.07		-0.36	-0.36
Banco Sabadell	long	12/19/11	12/26/11	7	2.52	2.49		-0.03	-1.27		-0.42	-0.42
Triodos Groenfonds	short	5/15/06	9/04/06	112	56.30	56.90	55.70	-0.60	-1.07	50	-0.53	-0.53
American Express	long	9/24/18	10/08/18	14	109.85	106.99		-2.86	-2.60	33	-0.87	-0.87
Kotak Mahindra Bank	long	7/23/18	8/13/18	21	133.71	128.72		-4.99	-3.73		-1.24
	long	10/14/19	3/02/20	140	158.55	159.90		1.35	0.85		0.28	-0.96
Banco del Bajio	long	3/21/22	5/09/22	49	51.39	49.52		-1.87	-3.64		-1.21	-1.21
HDFC	long	5/19/08	5/26/08	7	53.76	51.70		-2.06	-3.83		-1.28	-1.28
State Bank of India	long	12/03/07	12/17/07	14	24.37	22.65		-1.71	-7.03		-2.34
	long	9/06/10	11/29/10	84	29.83	30.71		0.89	2.98		0.99	-1.38
FBD	long	7/15/13	9/02/13	49	15.40	14.32		-1.08	-7.01		-2.34	-2.34
Yes Bank	long	7/23/18	8/13/18	21	38.66	37.07		-1.59	-4.11		-1.37
	long	9/12/22	9/19/22	7	1.76	1.64		-0.12	-6.84		-2.28	-3.62
Unipol	long	9/16/19	10/07/19	21	4.78	4.77		-0.01	-0.25		-0.08
	long	10/14/19	3/02/20	140	4.89	4.34		-0.56	-11.40		-3.80	-3.88
Swedbank	short	5/15/06	9/04/06	112	189.00	208.50	169.50	-19.50	-10.32	50	-5.16	-5.16
Deutsche Bank	long	7/06/20	9/28/20	84	8.81	7.27		-1.54	-17.44	33	-5.81	-5.81
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Aozora Bank	long	12/19/11	12/26/11	7	20.50	20.80		0.30	1.46		0.49
	long	1/02/12	5/21/12	140	21.80	17.40		-4.40	-20.18		-6.73	-6.27
FinecoBank	long	7/23/18	8/13/18	21	10.18	10.05		-0.14	-1.33		-0.44
	long	9/24/18	10/08/18	14	11.68	10.73		-0.95	-8.13		-2.71
	long	7/06/20	9/28/20	84	12.94	11.71		-1.23	-9.47		-3.16
	long	10/12/20	11/02/20	21	12.31	12.02		-0.29	-2.36		-0.79	-6.94
Mediobanca	long	10/14/19	3/02/20	140	10.11	7.90		-2.20	-21.80		-7.27	-7.27
Bankinter	long	1/02/12	5/21/12	140	3.11	1.94		-1.18	-37.80		-12.60	-12.60
Alpha Services	long	8/13/12	6/10/13	301	63.00	24.50		-38.50	-61.11		-20.37	-20.37

Annotations

5/16/22	Cdn Imp Bk Comm	stock split 1:2 (two for one)
9/18/17	Umweltbank	stock split 1:5 (five for one)
7/10/17	Bank of Ireland	reverse split 30:1 (one for thirty)
1/23/17	Unicredit	reverse stock split 10:1 (one for ten)
10/24/16	Banco Comercial	reverse stock split 75:1 (one for seventyfive)
1/13/16	Banken	Banca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
12/31/15	Heartland	name change from Heartland New Zealand to Heartland Bank, ticker changes from HNZ to HBL
9/21/15	Unipol	re-joins the MIB as replacement for Autogrill
5/19/15	Svenska Handelsbank	ex Split 1:3 (three for one)
3/11/15	Banks	first full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing, but there is a well performing [Alternating] technique.


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