Assessment - Hang Seng Index in Dollar - 1/07/24 - RS = mixed

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								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		HSI	2,191.143	12/08/24	0.13	2,268.856	-3.43	2,182.134	86.722	3.97		1.68
						L		China Hongqiao	1.270	12/08/24	1.33	1.514	-16.07	0.818	0.696	85.04		62.07
						L		CNOOC	2.528	12/08/24	-0.80	2.868	-11.88	1.664	1.204	72.37		54.67
						L		China Shenhua HK	4.136	12/08/24	1.57	4.603	-10.15	3.424	1.179	34.44		32.29
						L		China Res Power	2.811	12/08/24	0.23	3.067	-8.35	2.002	1.065	53.19		42.50
						L		Hansoh Pharma	2.369	12/08/24	-2.22	2.090	13.36	2.017	0.072	3.59		23.56
								PetroChina	0.854	12/08/24		1.012	-15.57	0.661	0.351	53.16		34.11
								Trip.com	42.359	12/08/24	0.55	47.967	-11.69	35.867	12.101	33.74		21.31
								Xiaomi	2.108	12/08/24	0.37	2.110	-0.12	1.997	0.113	5.68		19.67
						L		Bank of China	0.435	12/08/24	1.19	0.493	-11.69	0.381	0.112	29.24		28.30
								Zijin Mining HK	1.959	12/08/24	0.66	2.110	-7.16	1.646	0.464	28.19		24.64
						L		Tencent	48.019	12/08/24	1.35	47.686	0.70	37.582	10.104	26.88		18.46
						L		Lenovo	1.316	12/08/24	2.59	1.411	-6.72	1.398	0.013	0.95		21.83
						L		China Constr Bk HK	0.711	12/08/24	1.46	0.739	-3.81	0.595	0.144	24.13		23.62
						L		Haier Smart Home	3.112	12/08/24	1.67	3.342	-6.90	2.822	0.520	18.41		8.31
						L		China Unicom	0.764	12/08/24	-5.84	0.918	-16.74	0.627	0.291	46.38		31.80
						L		Meituan	13.317	12/08/24	-2.07	14.226	-6.39	10.484	3.743	35.70		10.31
						L		Hang Seng Bank	11.768	12/08/24	0.38	12.856	-8.47	11.655	1.201	10.31		5.76
						L		Orient Overseas	13.356	12/08/24	2.25	16.224	-17.68	13.952	2.271	16.28		14.71
						L		Shenzhou Inter	7.926	12/08/24	-0.24	9.789	-19.03	10.292	-0.502	-4.88		1.93
								WH Group	0.674	12/08/24		0.658	2.33	0.645	0.013	2.02		9.82
						L		Bank of China (HK)	2.856	12/08/24		3.080	-7.28	2.714	0.366	13.48		11.13
						L		ICBC	0.574	12/08/24	2.05	0.594	-3.45	0.489	0.105	21.51		19.96
								Techtronic Inds	12.363	12/08/24	-0.26	11.422	8.24	11.911	-0.489	-4.10		3.14
						L		China Merchants B HK	4.162	12/08/24		4.539	-8.32	3.392	1.147	33.82		13.96
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						L		China Mobile	9.079	12/08/24	-0.56	9.860	-7.92	8.295	1.565	18.87		16.48
						L		HSBC	8.240	12/08/24	0.63	8.746	-5.78	8.064	0.682	8.45		10.49
								Sinopec	0.635	12/08/24	0.61	0.648	-1.98	0.524	0.124	23.76		16.59
						L		CSPC Pharmaceutical	0.759	12/08/24	1.02	0.796	-4.66	0.929	-0.133	-14.29		-1.15
						L		BYD Company	27.351	12/08/24	-0.28	29.707	-7.93	27.444	2.263	8.25		4.84
								CK Infrastructure	7.100	12/08/24	0.36	5.647	25.74	5.530	0.117	2.12		5.84
								CLP	8.835	12/08/24	-0.07	8.080	9.35	8.250	-0.170	-2.06		2.69
						L		ENN Energy	6.838	12/08/24	0.85	8.240	-17.02	7.360	0.880	11.95		-0.20
						L		China Ov Land & Inv	1.636	12/08/24	-0.93	1.734	-5.61	1.761	-0.028	-1.56		-2.92
						L		JD.com	12.818	12/08/24	-0.10	13.228	-3.10	14.400	-1.173	-8.15		-6.74
						L		SMIC	2.118	12/08/24	-0.24	2.192	-3.39	2.542	-0.350	-13.77		-4.36
						L		China Life Ins HK	1.329	12/08/24	0.58	1.414	-5.98	1.295	0.118	9.13		3.42
						S		Power Assets	6.902	12/08/24	-0.28	5.410	27.57	5.792	-0.382	-6.60		0.27
								ANTA Sports Products	8.746	12/08/24	-2.78	9.604	-8.93	9.696	-0.093	-0.95		-8.15
								HK & China Gas	0.848	12/08/24	1.85	0.761	11.45	0.765	-0.005	-0.63		1.10
						L		Tingyi	1.151	12/08/24	-0.66	1.205	-4.46	1.219	-0.014	-1.12		-2.45
								Geely Auto	0.977	12/08/24	0.26	1.126	-13.20	1.100	0.026	2.36		-2.63
						L		Sinopharm	2.587	12/08/24	1.10	2.657	-2.65	2.586	0.071	2.76		-0.98
								Citic Pacific	0.909	12/08/24		0.909		0.998	-0.089	-8.94		-7.04
						L		HK Exchgs & Clrg	29.656	12/08/24	0.96	32.038	-7.43	34.305	-2.267	-6.61		-6.31
								Henderson Land	2.823	12/08/24	-2.43	2.683	5.25	3.078	-0.396	-12.86		-5.47
						L		Longfor	1.223	12/08/24	-1.95	1.373	-10.91	1.600	-0.227	-14.21		-12.64
								Haidilao Inter	1.565	12/08/24	-1.93	1.798	-12.96	1.861	-0.063	-3.40		-17.16
						L		China Res Land	2.913	12/08/24	-1.09	3.400	-14.31	3.584	-0.184	-5.14		-5.14
						L		China Res Mixc	2.798	12/08/24	-1.13	3.310	-15.47	3.565	-0.255	-7.15		-9.44
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
								Xinyi Glass	0.967	12/08/24	-0.13	1.096	-11.80	1.121	-0.025	-2.25		-6.49
								Alibaba	10.045	12/08/24	0.77	9.027	11.28	9.677	-0.650	-6.71		-9.23
						L		Ping An	4.309	12/08/24	0.45	4.533	-4.94	4.525	0.008	0.18		-8.84
								NetEase	18.029	12/08/24	0.50	19.092	-5.57	17.997	1.095	6.08		-5.24
								Hengan	3.246	12/08/24	-0.20	3.048	6.51	3.719	-0.671	-18.04		-11.68
						S		Nongfu Spring	3.765	12/08/24	1.55	4.744	-20.65	5.779	-1.035	-17.91		-14.82
						L		Sunny Optical	5.538	12/08/24	1.29	6.178	-10.36	9.069	-2.891	-31.87		-12.82
								CK Hutchison	5.173	12/08/24	0.12	4.789	8.02	5.357	-0.568	-10.60		-8.56
						S		Sino Biopharm	0.378	12/08/24	2.08	0.342	10.49	0.444	-0.102	-23.03		-13.16
						L		Alibaba Health	0.415	12/08/24	-0.61	0.401	3.51	0.543	-0.142	-26.15		-19.00
						L		Galaxy Entertainment	3.771	12/08/24	-4.38	4.661	-19.09	5.600	-0.939	-16.77		-16.10
								Sun Hung Kai	9.162	12/08/24	-1.85	8.650	5.92	10.810	-2.160	-19.98		-15.68
						L		AIA	6.646	12/08/24	-1.33	6.787	-2.08	8.711	-1.924	-22.09		-17.62
								MTR	3.316	12/08/24	0.19	3.156	5.07	3.879	-0.722	-18.62		-14.16
						S		Link REIT	4.463	12/08/24	-0.57	3.886	14.83	5.613	-1.727	-30.76		-19.67
								Xinyi Solar	0.452	12/08/24	0.28	0.503	-10.18	0.584	-0.080	-13.79		-25.66
						S		Baidu	10.583	12/08/24	-0.66	10.916	-3.05	14.861	-3.945	-26.55		-23.91
								China Res Beer	3.035	12/08/24	-2.47	3.361	-9.71	4.378	-1.016	-23.22		-29.69
						S		CK Property	3.963	12/08/24	0.32	3.745	5.81	5.018	-1.272	-25.36		-21.77
						S		Sands China	1.736	12/08/24	-2.87	2.085	-16.71	2.925	-0.840	-28.73		-27.46
								Wharf REIC	2.759	12/08/24	-1.60	2.651	4.11	3.379	-0.729	-21.56		-24.28
								Country Garden Svcs	0.601	12/08/24	-1.47	0.617	-2.70	0.864	-0.247	-28.57		-25.78
						S		Chow Tai Fook Jwl	0.843	12/08/24	-0.75	1.082	-22.13	1.487	-0.405	-27.25		-25.70
								Li Ning	1.800	12/08/24	-1.13	2.164	-16.80	2.675	-0.511	-19.11		-29.40
								Zhongsheng	1.362	12/08/24	-1.12	1.462	-6.83	2.391	-0.929	-38.84		-33.78
								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	⇓ Δ26		∅-RS
						S		Hang Lung	0.716	12/08/24	-1.41	0.853	-16.07	1.393	-0.540	-38.77		-30.16
								JD Health	2.695	12/08/24	-2.55	2.721	-0.94	4.890	-2.169	-44.35		-37.58
						S		Budweiser Brewing	1.191	12/08/24	-2.11	1.178	1.09	1.871	-0.693	-37.05		-32.29
								New World Dev	0.927	12/08/24	-2.69	0.936	-0.96	1.551	-0.615	-39.67		-36.39
						S		China Mengniu Dairy	1.695	12/08/24	-2.79	1.793	-5.43	2.688	-0.895	-33.31		-32.47
						S		Li Auto	9.860	12/08/24	-1.79	9.002	9.53	17.844	-8.842	-49.55		-44.33
						S		WuXi AppTec HK	4.501	12/08/24	1.44	3.739	20.38	9.613	-5.874	-61.10		-48.68
								WuXi Biologics	1.508	12/08/24	3.70	1.478	2.08	3.789	-2.311	-61.00		-50.32
HSI - 82 out of 82 instruments rated - 1/07/24 / 1/01/24 - 33 did rise, Market-Ratio(26) in USD = 40.24 %
Stock Exchange Currency: HKD $ Hong Kong dollar

 

 

Transactions Hang Seng Index in Dollar * Mixed Straddles L38 - 82/74 (1) - S16 - 39/40 (1)

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L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		21/01/08	749				- cash -
short	21/01/08	12/05/08	112				Galaxy Entertainment	100	12,776		0.783	0.704	0.870	0.087	11	11,112	41
long	28/04/08		14				Tencent	100	7,763		1.431	1.717		0.286	20	13,332	11,439
12/05/08		16/06/08	35				- cash -
short	16/06/08	7/07/08	21				Galaxy Entertainment	100	20,140		0.662	0.500	0.876	0.214	32	17,649	13,014
7/07/08		21/07/08	14				- cash -
	21/07/08	26/01/09	189				Galaxy Entertainment	100	45,737		0.386	0.161	0.924	0.538	139	42,243	439
26/01/09		2/03/09	35				- cash -
	2/03/09	9/03/09	7				HSBC	100	7,546		5.598	4.908	6.385	0.787	14	48,180	94,982
9/03/09		29/06/09	112				- cash -
long	29/06/09	19/04/10	294				Geely Auto	100	262,824		0.183	0.466		0.282	154	122,419	218
short	25/01/10	8/03/10	42				China Unicom	100	110,123		1.112	1.240	0.983	-0.129	-12	108,262	-66
19/04/10		3/05/10	14				- cash -
	3/05/10	17/05/10	14				Citic Pacific	100	55,343		1.956	1.711	2.236	0.280	14	123,754	3,168
17/05/10		5/07/10	49				- cash -
	5/07/10	16/08/10	42				Citic Pacific	100	67,050		1.846	2.057	1.635	-0.211	-11	109,615	-65
16/08/10		11/10/10	56				- cash -
long	11/10/10	20/12/10	70				Galaxy Entertainment	100	125,355		0.874	1.083		0.208	24	135,750	205
20/12/10		24/01/11	35				- cash -
	24/01/11	14/03/11	49				Galaxy Entertainment	100	97,223		1.396	1.446		0.050	4	140,599	30
short	7/02/11	21/03/11	42				China Res Land	100	86,361		1.628	1.703	1.553	-0.075	-5	134,111	-34
21/03/11		4/04/11	14				- cash -
long	4/04/11	30/05/11	56				Galaxy Entertainment	100	87,221		1.538	2.176		0.638	42	189,769	861
30/05/11		6/06/11	7				- cash -
short	6/06/11	13/06/11	7				China Life Ins HK	100	54,985		3.451	3.136	3.798	0.347	10	208,856	14,702
13/06/11		25/07/11	42				- cash -
	25/07/11	28/11/11	126				New World Dev	100	35,422		5.896	3.397	10.233	4.337	74	362,467	394
28/11/11		5/12/11	7				- cash -
	5/12/11	9/01/12	35				New World Dev	100	108,172		3.351	3.711	2.990	-0.361	-11	323,458	-70
9/01/12		21/05/12	133				- cash -
	21/05/12	16/07/12	56				China Unicom	100	213,056		1.518	1.390	1.658	0.140	9	353,333	78
16/07/12		23/07/12	7				- cash -
	23/07/12	30/07/12	7				HK Exchgs & Clrg	100	26,899		13.135	13.601	12.670	-0.466	-4	340,809	-85
30/07/12		13/08/12	14				- cash -
long	13/08/12	20/08/12	7				Tencent	100	53,241		6.401	6.319		-0.082	-1	336,428	-49
short	20/08/12	27/08/12	7				Citic Pacific	100	234,186		1.437	1.385	1.490	0.054	4	349,031	581
27/08/12		24/12/12	119				- cash -
long	24/12/12	3/06/13	161				Galaxy Entertainment	100	90,168		3.871	5.315		1.444	37	479,263	105
short	27/05/13	16/09/13	112				Belle International	100	309,111		1.550	1.457	1.650	0.099	6	509,910	22
16/09/13		6/01/14	112				- cash -
	6/01/14	14/04/14	98				Belle International	100	472,989		1.078	1.089	1.068	-0.010	-1	504,963	-4
14/04/14		28/04/14	14				- cash -
	28/04/14	5/05/14	7				Geely Auto	100	1,466,109		0.344	0.344	0.344	-0.000	0	504,928	0
5/05/14		3/11/14	182				- cash -
long	3/11/14	10/11/14	7				China Mobile	100	40,630		12.427	12.445		0.018	0	505,653	8
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
10/11/14		24/11/14	14				- cash -
short	24/11/14	8/12/14	14				Kunlun Energy	100	459,761		1.100	0.995	1.216	0.116	11	559,070	1,271
8/12/14		15/12/14	7				- cash -
	15/12/14	12/01/15	28				Kunlun Energy	100	606,182		0.922	0.976	0.868	-0.054	-6	526,288	-55
12/01/15		27/07/15	196				- cash -
	27/07/15	14/12/15	140				China Shenhua HK	100	280,899		1.874	1.498	2.343	0.469	25	658,091	79
14/12/15		4/01/16	21				- cash -
	4/01/16	18/04/16	105				Belle International	100	925,756		0.711	0.609	0.830	0.119	17	768,656	72
18/04/16		10/10/16	175				- cash -
long	10/10/16	28/11/16	49				Geely Auto	100	831,652		0.924	1.038		0.114	12	863,183	137
28/11/16		5/12/16	7				- cash -
short	5/12/16	6/02/17	63				Lenovo	100	1,400,324		0.616	0.650	0.583	-0.033	-5	816,389	-28
6/02/17		13/02/17	7				- cash -
long	13/02/17	24/04/17	70				Geely Auto	100	587,640		1.389	1.468		0.079	6	862,562	33
24/04/17		17/07/17	84				- cash -
	17/07/17	20/11/17	126				Geely Auto	100	359,715		2.398	3.578		1.181	49	1,287,215	219
20/11/17		15/01/18	56				- cash -
	15/01/18	12/02/18	28				Geely Auto	100	385,072		3.343	2.826		-0.517	-15	1,088,024	-89
12/02/18		7/05/18	84				- cash -
short	7/05/18	4/06/18	28				China Merchants	100	497,285		2.188	2.302	2.074	-0.114	-5	1,031,321	-50
4/06/18		18/06/18	14				- cash -
	18/06/18	31/12/18	196				China Merchants	100	470,102		2.194	1.802	2.671	0.477	22	1,255,596	44
31/12/18		7/01/19	7				- cash -
	7/01/19	14/01/19	7				AAC Technologies	100	241,619		5.197	5.823	4.571	-0.626	-12	1,104,324	-100
14/01/19		27/05/19	133				- cash -
	27/05/19	25/11/19	182				AAC Technologies	100	204,831		5.391	7.209	3.574	-1.818	-34	731,967	-56
25/11/19		9/12/19	14				- cash -
	9/12/19	16/12/19	7				Bank of East Asia	100	323,618		2.262	2.276	2.247	-0.014	-1	727,300	-28
16/12/19		3/02/20	49				- cash -
	3/02/20	17/02/20	14				Bank of East Asia	100	337,321		2.156	2.271	2.041	-0.115	-5	688,405	-76
17/02/20		24/02/20	7				- cash -
	24/02/20	6/07/20	133				PetroChina	100	1,666,006		0.413	0.374	0.456	0.043	10	760,032	31
6/07/20		27/07/20	21				- cash -
	27/07/20	17/08/20	21				Swire Pacific	100	153,740		4.944	5.356	4.531	-0.412	-8	696,645	-78
17/08/20		31/08/20	14				- cash -
	31/08/20	14/09/20	14				HSBC	100	159,691		4.362	4.156	4.579	0.216	5	731,179	253
14/09/20		28/09/20	14				- cash -
	28/09/20	9/11/20	42				Citic Pacific	100	995,540		0.734	0.790	0.679	-0.055	-8	676,072	-49
9/11/20		22/03/21	133				- cash -
long	22/03/21	29/03/21	7				Lenovo	100	555,439		1.217	1.292		0.075	6	717,725	2,159
29/03/21		26/04/21	28				- cash -
	26/04/21	17/05/21	21				Lenovo	100	519,333		1.382	1.198		-0.184	-13	622,061	-92
17/05/21		31/05/21	14				- cash -
	31/05/21	12/07/21	42				Lenovo	100	518,794		1.199	1.139		-0.060	-5	590,687	-36
short	12/07/21	10/01/22	182				China Life Ins HK	100	332,811		1.775	1.699	1.854	0.079	4	617,100	9
10/01/22		11/07/22	182				- cash -
	11/07/22	12/12/22	154				AAC Technologies	100	293,171		2.105	2.285	1.925	-0.180	-9	564,326	-19
12/12/22		19/12/22	7				- cash -
	19/12/22	26/12/22	7				CLP	100	78,507		7.188	7.120	7.257	0.069	1	569,752	65
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
26/12/22		1/05/23	126				- cash -
	1/05/23	1/01/24	245				JD.com	100	32,871		17.332	14.400	20.862	3.529	20	685,755	32
long	24/07/23	31/07/23	7				PetroChina	100	929,752		0.738	0.730		-0.008	-1	678,707	-42
1/01/24		8/01/24	7				- cash -
short	8/01/24	4/03/24	56				Li Ning	100	294,244		2.307	2.495	2.118	-0.189	-8	623,180	-43
4/03/24		11/03/24	7				- cash -
	11/03/24	18/03/24	7				WuXi Biologics	100	275,274		2.264	1.888	2.714	0.451	20	747,205	> 999,999
18/03/24		5/10/26	931				- cash -
accum	21/01/08	18/03/24	3472	days out of 7581 invested (46%)										7,372		747,205	57

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Galaxy Entertainment	short	21/01/08	12/05/08	112	0.78	0.70	0.87	0.09	11.12
	short	16/06/08	7/07/08	21	0.66	0.50	0.88	0.21	32.39
	short	21/07/08	26/01/09	189	0.39	0.16	0.92	0.54	139.35
	long	11/10/10	20/12/10	70	0.87	1.08		0.21	23.84
	long	24/01/11	14/03/11	49	1.40	1.45		0.05	3.57
	long	4/04/11	30/05/11	56	1.54	2.18		0.64	41.50
	long	24/12/12	3/06/13	161	3.87	5.32		1.44	37.31			777.50
Geely Auto	long	29/06/09	19/04/10	294	0.18	0.47		0.28	154.09
	short	28/04/14	5/05/14	7	0.34	0.34	0.34	-0.00	-0.01
	long	10/10/16	28/11/16	49	0.92	1.04		0.11	12.30
	long	13/02/17	24/04/17	70	1.39	1.47		0.08	5.66
	long	17/07/17	20/11/17	126	2.40	3.58		1.18	49.23
	long	15/01/18	12/02/18	28	3.34	2.83		-0.52	-15.47			280.25
New World Dev	short	25/07/11	28/11/11	126	5.90	3.40	10.23	4.34	73.55
	short	5/12/11	9/01/12	35	3.35	3.71	2.99	-0.36	-10.76			54.87
China Shenhua HK	short	27/07/15	14/12/15	140	1.87	1.50	2.34	0.47	25.04			25.04
Belle International	short	27/05/13	16/09/13	112	1.55	1.46	1.65	0.10	6.39
	short	6/01/14	14/04/14	98	1.08	1.09	1.07	-0.01	-0.97
	short	4/01/16	18/04/16	105	0.71	0.61	0.83	0.12	16.80			23.06
JD.com	short	1/05/23	1/01/24	245	17.33	14.40	20.86	3.53	20.36			20.36
WuXi Biologics	short	11/03/24	18/03/24	7	2.26	1.89	2.71	0.45	19.90			19.90
HSBC	short	2/03/09	9/03/09	7	5.60	4.91	6.38	0.79	14.05
	short	31/08/20	14/09/20	14	4.36	4.16	4.58	0.22	4.96			19.71
Tencent	long	28/04/08	12/05/08	14	1.43	1.72		0.29	19.98
	long	13/08/12	20/08/12	7	6.40	6.32		-0.08	-1.29			18.43
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
China Merchants	short	7/05/18	4/06/18	28	2.19	2.30	2.07	-0.11	-5.21
	short	18/06/18	31/12/18	196	2.19	1.80	2.67	0.48	21.75			15.40
China Life Ins HK	short	6/06/11	13/06/11	7	3.45	3.14	3.80	0.35	10.06
	short	12/07/21	10/01/22	182	1.77	1.70	1.85	0.08	4.47			14.98
PetroChina	short	24/02/20	6/07/20	133	0.41	0.37	0.46	0.04	10.40
	long	24/07/23	31/07/23	7	0.74	0.73		-0.01	-1.03			9.27
Kunlun Energy	short	24/11/14	8/12/14	14	1.10	0.99	1.22	0.12	10.56
	short	15/12/14	12/01/15	28	0.92	0.98	0.87	-0.05	-5.86			4.08
CLP	short	19/12/22	26/12/22	7	7.19	7.12	7.26	0.07	0.96			0.96
China Mobile	long	3/11/14	10/11/14	7	12.43	12.45		0.02	0.14			0.14
Citic Pacific	short	3/05/10	17/05/10	14	1.96	1.71	2.24	0.28	14.31
	short	5/07/10	16/08/10	42	1.85	2.06	1.63	-0.21	-11.43
	short	20/08/12	27/08/12	7	1.44	1.38	1.49	0.05	3.75
	short	28/09/20	9/11/20	42	0.73	0.79	0.68	-0.06	-7.54			-2.87
China Unicom	short	25/01/10	8/03/10	42	1.11	1.24	0.98	-0.13	-11.56
	short	21/05/12	16/07/12	56	1.52	1.39	1.66	0.14	9.24			-3.40
HK Exchgs & Clrg	short	23/07/12	30/07/12	7	13.14	13.60	12.67	-0.47	-3.54			-3.54
China Res Land	short	7/02/11	21/03/11	42	1.63	1.70	1.55	-0.08	-4.61			-4.61
Bank of East Asia	short	9/12/19	16/12/19	7	2.26	2.28	2.25	-0.01	-0.64
	short	3/02/20	17/02/20	14	2.16	2.27	2.04	-0.12	-5.35			-5.95
Li Ning	short	8/01/24	4/03/24	56	2.31	2.50	2.12	-0.19	-8.18			-8.18
Swire Pacific	short	27/07/20	17/08/20	21	4.94	5.36	4.53	-0.41	-8.34			-8.34
Lenovo	short	5/12/16	6/02/17	63	0.62	0.65	0.58	-0.03	-5.42
	long	22/03/21	29/03/21	7	1.22	1.29		0.07	6.16
	long	26/04/21	17/05/21	21	1.38	1.20		-0.18	-13.33
	long	31/05/21	12/07/21	42	1.20	1.14		-0.06	-5.04			-17.37
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
AAC Technologies	short	7/01/19	14/01/19	7	5.20	5.82	4.57	-0.63	-12.05
	short	27/05/19	25/11/19	182	5.39	7.21	3.57	-1.82	-33.72
	short	11/07/22	12/12/22	154	2.10	2.28	1.92	-0.18	-8.55			-46.69

Annotations

23/05/18	HSI			index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
19/07/17	HSI			Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
1/04/17	HSI			machine learning processed for all techniques
6/03/17	HSI			Geely Auto replaces Li & Fung
28/12/16	HSI			AAC Technologies and CKI replacen China Res Enterprises and Tingyi
13/10/15	China Mengniu Dairy			forward stock split 1:2 (two for one)
18/09/15	China Res Enterprise			ex special dividend HKD 12.30
27/07/15	Ping An HK			forward stock split 10:20 (twenty for ten)
8/06/15	HSI			CK Property and The Link REIT replace Costco and Hutchison Whampoa.
1/06/15	CK Hutchison			name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
27/05/15	CK Hutchison			spin-off CK Property

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