Assessment - Dow Jones Industrial Avgerage in Japanese yen - 1/07/24 - RS = mixed

 ⇐ 

								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
								DJIA	6,359,085.870	12/08/24	-0.36	6,328,790.659	0.48	5,331,649.770	997,140.889	18.70		16.83
						L		3M	19,931.825	12/08/24	-0.65	16,256.006	22.61	15,464.677	791.329	5.12		11.10
								American Express	38,301.225	12/08/24	-0.34	37,777.724	1.39	26,501.579	11,276.144	42.55		38.32
						L		Amgen	51,703.826	12/08/24	-0.77	50,251.272	2.89	40,744.021	9,507.251	23.33		24.07
						L		Apple	35,147.291	12/08/24	0.71	35,021.263	0.36	27,235.769	7,785.494	28.59		28.50
								Boeing	26,519.215	12/08/24	-2.25	30,165.951	-12.09	36,873.607	-6,707.657	-18.19		-0.18
								Caterpillar	54,293.864	12/08/24	-0.66	53,170.922	2.11	41,826.209	11,344.713	27.12		23.05
								Chevron	23,431.528	12/08/24	0.02	25,289.634	-7.35	21,100.542	4,189.092	19.85		9.44
						S		Cisco Systems	7,248.230	12/08/24	-1.34	7,678.018	-5.60	7,146.684	531.334	7.43		2.13
						L		Coca-Cola	11,014.531	12/08/24	-0.74	10,224.432	7.73	8,336.383	1,888.048	22.65		15.66
								Dow	8,437.418	12/08/24	-0.84	8,503.664	-0.78	7,757.802	745.862	9.61		5.75
						L		Goldman Sachs	78,444.398	12/08/24	-0.97	74,915.612	4.71	54,571.977	20,343.635	37.28		38.53
								Home Depot	55,874.063	12/08/24	-0.81	54,319.716	2.86	49,023.819	5,295.897	10.80		10.46
						L		Honeywell	31,796.237	12/08/24	-0.73	34,084.132	-6.71	29,666.095	4,418.037	14.89		16.73
								IBM	30,615.128	12/08/24	-1.03	28,291.687	8.21	23,136.187	5,155.500	22.28		19.86
						S		Intel	3,128.081	12/08/24	-1.78	4,982.956	-37.22	7,108.489	-2,125.533	-29.90		-10.97
						S		Johnson & Johnson	25,832.524	12/08/24	-0.46	23,660.963	9.18	22,172.828	1,488.136	6.71		1.55
								JP Morgan Chase	33,315.037	12/08/24	0.19	33,195.472	0.36	24,062.766	9,132.706	37.95		35.41
						S		McDonald´s	43,537.853	12/08/24	0.58	40,391.998	7.79	41,945.037	-1,553.039	-3.70		-2.49
								Merck (MSD)	18,335.469	12/08/24	-0.93	20,665.373	-11.27	15,422.238	5,243.134	34.00		21.56
								Microsoft	65,730.104	12/08/24	0.19	73,795.901	-10.93	53,195.547	20,600.354	38.73		33.91
								Nike	12,059.917	12/08/24	0.40	12,413.765	-2.85	15,358.580	-2,944.815	-19.17		-17.65
						L		Procter & Gamble	26,952.235	12/08/24	-2.19	26,291.396	2.51	20,729.910	5,561.485	26.83		14.61
						S		salesforce.com	40,605.277	12/08/24	-0.48	41,396.991	-1.91	37,224.434	4,172.557	11.21		14.34
								Travelers Companies	33,887.011	12/08/24	-1.29	32,794.767	3.33	26,947.186	5,847.581	21.70		17.42
								instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		⇓∅-RS
						S		UnitedHealth	91,336.424	12/08/24	1.17	79,922.805	14.28	74,475.747	5,447.058	7.31		6.49
								Verizon	6,548.613	12/08/24	-0.54	6,744.118	-2.90	5,333.135	1,410.983	26.46		22.98
								Visa	41,991.585	12/08/24	0.05	42,532.860	-1.27	36,829.754	5,703.106	15.49		11.55
						S		Walgreens Boots	1,648.059	12/08/24	-4.49	1,871.032	-11.92	3,693.585	-1,822.553	-49.34		-42.29
						L		Walmart	11,100.165	12/08/24	1.10	10,903.044	1.81	7,433.853	3,469.191	46.67		31.73
								Walt Disney	13,887.325	12/08/24	-0.30	15,840.760	-12.33	12,772.646	3,068.113	24.02		12.48
DJIA - 30 out of 30 instruments rated - 1/07/24 / 1/01/24 - 25 did rise, Market-Ratio(26) in JPY = 83.33 %
Stock Exchange Currency: USD $ Dollar

 

 

Transactions Dow Jones Industrial Avgerage in Japanese yen * Mixed Straddles L12 - 37/26 (1) - S19 - 20/77 (1)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		31/07/06	210				- cash -
long	31/07/06	5/03/07	217				Merck (MSD)	100	2		4,617.210	5,168.316		551.107	12	11,102	21
5/03/07		12/03/07	7				- cash -
	12/03/07	21/01/08	315				Apple	100	29		379.772	593.870		214.098	56	17,311	68
21/01/08		4/02/08	14				- cash -
short	4/02/08	29/06/09	511				American Express	100	3		5,077.337	2,284.593	11,284.004	6,206.667	122	35,931	77
long	7/04/08	30/06/08	84				Apple	100	63		564.958	634.613		69.655	12	40,319	66
	22/09/08	6/10/08	14				Walmart	100	19		2,109.262	2,031.918		-77.343	-4	38,850	-62
	19/01/09	26/01/09	7				McDonald´s	100	7		5,179.935	5,184.866		4.931	0	38,884	5
	9/02/09	16/02/09	7				UnitedHealth	100	14		2,712.710	2,608.390		-104.320	-4	37,424	-87
	6/04/09	8/02/10	308				Goldman Sachs	100	3		11,700.464	13,485.590		1,785.126	15	42,779	18
8/02/10		15/02/10	7				- cash -
	15/02/10	31/05/10	105				American Express	100	12		3,563.504	3,568.650		5.146	0	42,841	1
31/05/10		2/08/10	63				- cash -
	2/08/10	8/08/11	371				Apple	100	52		808.641	988.475		179.834	22	52,192	22
short	23/08/10	4/10/10	42				Microsoft	100	25		2,078.987	1,990.015	2,171.937	92.950	4	54,516	46
8/08/11		22/08/11	14				- cash -
	22/08/11	19/12/11	119				Goldman Sachs	100	6		8,154.545	6,821.260	9,748.433	1,593.888	20	64,079	73
long	24/10/11	24/08/15	1400				Visa	100	35		1,795.477	8,095.861		6,300.383	351	284,593	48
short	24/08/15	30/05/16	280				Chevron	100	33		8,541.157	11,334.526	5,747.787	-2,793.369	-33	192,412	-40
long	19/10/15	18/01/16	91				Nike	100	24		7,958.912	6,754.422		-1,204.491	-15	163,504	-48
	7/03/16	2/04/18	756				McDonald´s	100	12		13,284.695	16,698.240		3,413.545	26	204,466	12
2/04/18		30/04/18	28				- cash -
	30/04/18	17/12/18	231				Boeing	100	5		36,458.589	35,646.037		-812.552	-2	200,404	-3
17/12/18		24/12/18	7				- cash -
short	24/12/18	22/04/19	119				Goldman Sachs	100	11		17,267.823	22,895.761	11,639.886	-5,627.938	-33	138,496	-70
long	21/01/19	28/01/19	7				Merck (MSD)	100	16		8,315.082	7,965.307		-349.774	-4	132,900	-89
	4/02/19	9/03/20	399				Procter & Gamble	100	12		10,772.048	11,850.436		1,078.388	10	145,841	9
short	9/03/20	20/07/20	133				Exxon Mobil	100	34		4,274.162	4,557.562	3,990.763	-283.400	-7	136,205	-17
long	1/06/20	13/06/22	742				Apple	100	15		8,652.605	17,691.367		9,038.763	104	271,786	42
13/06/22		20/06/22	7				- cash -
short	20/06/22	16/01/23	210				Walt Disney	100	21		12,737.151	12,786.800	12,687.502	-49.649	0	270,744	-1
long	1/08/22	26/09/22	56				Chevron	100	12		21,141.950	20,371.482		-770.467	-4	261,498	-21
	31/10/22	16/10/23	350				Chevron	100	9		26,880.256	24,734.429		-2,145.827	-8	242,186	-8
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
16/10/23		30/10/23	14				- cash -
short	30/10/23	8/01/24	70				Walgreens Boots	100	77		3,144.016	3,688.450	2,599.582	-544.434	-17	200,264	-63
long	13/11/23	12/08/24	273				Microsoft	100	3		55,583.557	65,730.104		10,146.547	18	230,704	25
accum	31/07/06	12/08/24	6751	days out of 7122 invested (95%)										2,207		230,704	18

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Visa	long	24/10/11	24/08/15	1400	1,795.48	8,095.86		6,300.38	350.90			350.90
Apple	long	12/03/07	21/01/08	315	379.77	593.87		214.10	56.38
	long	7/04/08	30/06/08	84	564.96	634.61		69.66	12.33
	long	2/08/10	8/08/11	371	808.64	988.48		179.83	22.24
	long	1/06/20	13/06/22	742	8,652.60	17,691.37		9,038.76	104.46			339.02
American Express	short	4/02/08	29/06/09	511	5,077.34	2,284.59	11,284.00	6,206.67	122.24
	long	15/02/10	31/05/10	105	3,563.50	3,568.65		5.15	0.14			122.56
McDonald´s	long	19/01/09	26/01/09	7	5,179.94	5,184.87		4.93	0.10
	long	7/03/16	2/04/18	756	13,284.70	16,698.24		3,413.54	25.70			25.81
Microsoft	short	23/08/10	4/10/10	42	2,078.99	1,990.02	2,171.94	92.95	4.47
	long	13/11/23	12/08/24	273	55,583.56	65,730.10		10,146.55	18.25			23.54
Procter & Gamble	long	4/02/19	9/03/20	399	10,772.05	11,850.44		1,078.39	10.01			10.01
Merck (MSD)	long	31/07/06	5/03/07	217	4,617.21	5,168.32		551.11	11.94
	long	21/01/19	28/01/19	7	8,315.08	7,965.31		-349.77	-4.21			7.23
Walt Disney	short	20/06/22	16/01/23	210	12,737.15	12,786.80	12,687.50	-49.65	-0.39			-0.39
Boeing	long	30/04/18	17/12/18	231	36,458.59	35,646.04		-812.55	-2.23			-2.23
Walmart	long	22/09/08	6/10/08	14	2,109.26	2,031.92		-77.34	-3.67			-3.67
UnitedHealth	long	9/02/09	16/02/09	7	2,712.71	2,608.39		-104.32	-3.85			-3.85
Exxon Mobil	short	9/03/20	20/07/20	133	4,274.16	4,557.56	3,990.76	-283.40	-6.63			-6.63
Goldman Sachs	long	6/04/09	8/02/10	308	11,700.46	13,485.59		1,785.13	15.26
	short	22/08/11	19/12/11	119	8,154.54	6,821.26	9,748.43	1,593.89	19.55
	short	24/12/18	22/04/19	119	17,267.82	22,895.76	11,639.89	-5,627.94	-32.59			-7.12
Nike	long	19/10/15	18/01/16	91	7,958.91	6,754.42		-1,204.49	-15.13			-15.13
Walgreens Boots	short	30/10/23	8/01/24	70	3,144.02	3,688.45	2,599.58	-544.43	-17.32			-17.32
Chevron	short	24/08/15	30/05/16	280	8,541.16	11,334.53	5,747.79	-2,793.37	-32.70
	long	1/08/22	26/09/22	56	21,141.95	20,371.48		-770.47	-3.64
	long	31/10/22	16/10/23	350	26,880.26	24,734.43		-2,145.83	-7.98			-40.33

Annotations

26/02/24	Walmart			stock split 1:3 (three for one)
26/06/18	DJIA			Walgreens Boots replaces General Electric
24/12/15	Nike			stock split 1:2 (two for one)
8/07/15	DJIA			The Dow Jones seems to be some kind of analysis and rule resistant. The analysis for exchanging techniques (ex) did not produce really satisfying results, too, especially the best short technique is disappointing. However it can be valuable as an indicator: when it throws signals eventually which last for a couple of weeks, the roof is most definitely on fire. The other US markets have significatly more efficient trading techniques.
19/03/15	Visa			forward stock split 1:4 (four for one)
18/03/15	DJIA			Apple replaces AT&T
23/09/13	DJIA			Goldman Sachs, Nike and Visa replace Alcoa, Bank of America and Hewlett-Packard

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