| |
| |
Assessment - GCX Global Challenges - 7/01/24 - RS = mixed
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
S |
 |
GCX PR |
2,707.170 |
8/12/24 |
-1.05 |
2,858.070 |
-5.28 |
3,079.220 |
-221.150 |
-7.18 |
EUR |
-0.32 |
| |  |
 |
 |
 |
L |
 |
First Solar |
219.230 |
8/12/24 |
3.51 |
222.710 |
-1.56 |
172.280 |
50.430 |
29.27 |
USD |
53.49 |
| |  |
 |
 |
 |
L |
 |
Rockwool |
2,744.000 |
8/12/24 |
-0.22 |
2,824.000 |
-2.83 |
1,976.000 |
848.000 |
42.91 |
DKK |
44.41 |
| |  |
 |
 |
 |
|
 |
Interface |
16.310 |
8/12/24 |
-0.79 |
14.570 |
11.94 |
12.620 |
1.950 |
15.45 |
USD |
29.79 |
| |  |
 |
 |
 |
L |
 |
Adtalem |
71.460 |
8/12/24 |
-0.85 |
67.270 |
6.23 |
58.810 |
8.460 |
14.39 |
USD |
28.84 |
| |  |
 |
 |
 |
L |
 |
Hannon Armstrong SIC |
30.210 |
8/12/24 |
-1.63 |
28.730 |
5.15 |
27.580 |
1.150 |
4.17 |
USD |
27.72 |
| |  |
 |
 |
 |
L |
 |
Scatec |
84.600 |
8/12/24 |
-1.46 |
85.900 |
-1.51 |
82.150 |
3.750 |
4.56 |
NOK |
23.23 |
| |  |
 |
 |
 |
L |
 |
Kurita Water |
5,634.000 |
8/09/24 |
-9.14 |
6,864.000 |
-17.92 |
5,520.000 |
1,344.000 |
24.35 |
JPY |
19.82 |
| |  |
 |
 |
 |
|
 |
Smurfit Kappa |
35.550 |
8/12/24 |
-0.97 |
41.600 |
-14.54 |
35.880 |
5.720 |
15.94 |
EUR |
17.57 |
| |  |
 |
 |
 |
L |
 |
Henkel |
78.060 |
8/12/24 |
0.75 |
83.140 |
-6.11 |
72.860 |
10.280 |
14.11 |
EUR |
15.30 |
| |  |
 |
 |
 |
|
 |
Steelcase |
12.290 |
8/12/24 |
-1.76 |
12.960 |
-5.17 |
13.520 |
-0.560 |
-4.14 |
USD |
14.76 |
| |  |
 |
 |
 |
|
 |
Swiss Re |
104.000 |
8/12/24 |
0.10 |
112.400 |
-7.47 |
94.560 |
17.840 |
18.87 |
CHF |
12.30 |
| |  |
 |
 |
 |
|
 |
Nordex |
13.140 |
8/12/24 |
-2.81 |
11.510 |
14.16 |
10.400 |
1.110 |
10.67 |
EUR |
11.66 |
| |  |
 |
 |
 |
L |
 |
Geberit |
522.800 |
8/12/24 |
-0.72 |
529.200 |
-1.21 |
539.000 |
-9.800 |
-1.82 |
CHF |
10.57 |
| |  |
 |
 |
 |
|
 |
Ricoh |
1,254.500 |
8/09/24 |
2.12 |
1,404.000 |
-10.65 |
1,083.000 |
321.000 |
29.64 |
JPY |
9.19 |
| |  |
 |
 |
 |
L |
 |
Sonova |
278.100 |
8/12/24 |
-1.52 |
280.300 |
-0.78 |
274.400 |
5.900 |
2.15 |
CHF |
8.87 |
| |  |
 |
 |
 |
|
 |
MillerKnoll |
27.140 |
8/12/24 |
-3.49 |
26.460 |
2.57 |
26.680 |
-0.220 |
-0.82 |
USD |
8.52 |
| |  |
 |
 |
 |
L |
 |
BillerudKorsnäs |
105.900 |
8/12/24 |
0.95 |
98.450 |
7.57 |
102.400 |
-3.950 |
-3.86 |
SEK |
7.68 |
| |  |
 |
 |
 |
|
 |
Hannover Rück |
227.400 |
8/12/24 |
5.23 |
240.900 |
-5.60 |
216.300 |
24.600 |
11.37 |
EUR |
6.49 |
| |  |
 |
 |
 |
|
 |
Coloplast |
884.400 |
8/12/24 |
0.25 |
832.400 |
6.25 |
772.000 |
60.400 |
7.82 |
DKK |
4.76 |
| |  |
 |
 |
 |
|
 |
ConvaTec |
231.600 |
8/12/24 |
-0.17 |
236.400 |
-2.03 |
244.200 |
-7.800 |
-3.19 |
GBP |
4.59 |
| |  |
 |
 |
 |
|
 |
Drägerwerk |
45.750 |
8/12/24 |
0.44 |
49.950 |
-8.41 |
51.800 |
-1.850 |
-3.57 |
EUR |
4.48 |
| |  |
 |
 |
 |
L |
 |
Ormat Technologies |
71.710 |
8/12/24 |
-1.10 |
69.200 |
3.63 |
75.790 |
-6.590 |
-8.70 |
USD |
4.32 |
| |  |
 |
 |
 |
|
 |
Siemens Healthineers |
50.280 |
8/12/24 |
0.08 |
53.840 |
-6.61 |
52.600 |
1.240 |
2.36 |
EUR |
2.97 |
| |  |
 |
 |
 |
|
 |
Pearson |
1,034.500 |
8/12/24 |
-0.72 |
983.600 |
5.17 |
964.200 |
19.400 |
2.01 |
GBP |
2.82 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
|
 |
Cdn Nat Railway |
152.200 |
8/12/24 |
-0.01 |
161.660 |
-5.85 |
166.550 |
-4.890 |
-2.94 |
CAD |
2.10 |
| |  |
 |
 |
 |
L |
 |
Aurubis |
64.400 |
8/12/24 |
1.02 |
77.550 |
-16.96 |
74.260 |
3.290 |
4.43 |
EUR |
0.33 |
| |  |
 |
 |
 |
L |
 |
Lenzing |
30.350 |
8/12/24 |
0.83 |
33.200 |
-8.58 |
35.550 |
-2.350 |
-6.61 |
EUR |
-0.38 |
| |  |
 |
 |
 |
S |
 |
United Utilities |
988.800 |
8/12/24 |
-0.12 |
986.800 |
0.20 |
1,059.500 |
-72.700 |
-6.86 |
GBP |
-0.72 |
| |  |
 |
 |
 |
S |
 |
CSX |
33.500 |
8/12/24 |
-1.47 |
33.590 |
-0.27 |
34.670 |
-1.080 |
-3.12 |
USD |
-2.31 |
| |  |
 |
 |
 |
S |
 |
Medtronic |
81.190 |
8/12/24 |
-1.04 |
77.120 |
5.28 |
82.380 |
-5.260 |
-6.39 |
USD |
-2.42 |
| |  |
 |
 |
 |
S |
 |
Union Pacific |
236.750 |
8/12/24 |
-0.32 |
224.860 |
5.29 |
245.620 |
-20.760 |
-8.45 |
USD |
-2.65 |
| |  |
 |
 |
 |
L |
 |
California Water |
52.330 |
8/12/24 |
-0.42 |
48.370 |
8.19 |
51.890 |
-3.520 |
-6.78 |
USD |
-3.69 |
| |  |
 |
 |
 |
|
 |
STMicroelectronics |
26.855 |
8/12/24 |
0.47 |
36.245 |
-25.91 |
45.245 |
-9.000 |
-19.89 |
EUR |
-4.02 |
| |  |
 |
 |
 |
L |
 |
Ørsted |
417.500 |
8/12/24 |
0.63 |
376.000 |
11.04 |
374.300 |
1.700 |
0.45 |
DKK |
-4.09 |
| |  |
 |
 |
 |
S |
 |
FirstGroup |
161.800 |
8/12/24 |
0.87 |
162.900 |
-0.68 |
175.000 |
-12.100 |
-6.91 |
GBP |
-4.11 |
| |  |
 |
 |
 |
|
 |
Befesa |
26.540 |
8/12/24 |
0.15 |
32.020 |
-17.11 |
35.200 |
-3.180 |
-9.03 |
EUR |
-4.61 |
| |  |
 |
 |
 |
S |
 |
Severn Trent |
2,514.000 |
8/12/24 |
-0.63 |
2,394.000 |
5.01 |
2,579.000 |
-185.000 |
-7.17 |
GBP |
-5.11 |
| |  |
 |
 |
 |
S |
 |
Konica Minolta |
359.300 |
8/09/24 |
2.75 |
452.000 |
-20.51 |
412.800 |
39.200 |
9.50 |
JPY |
-5.78 |
| |  |
 |
 |
 |
S |
 |
bioMérieux |
96.650 |
8/12/24 |
-0.67 |
89.700 |
7.75 |
100.600 |
-10.900 |
-10.83 |
EUR |
-5.87 |
| |  |
 |
 |
 |
S |
 |
Fabege |
90.150 |
8/12/24 |
-2.01 |
83.300 |
8.22 |
108.200 |
-24.900 |
-23.01 |
SEK |
-6.03 |
| |  |
 |
 |
 |
|
 |
Smith and Nephew |
1,156.000 |
8/12/24 |
-0.86 |
975.600 |
18.49 |
1,078.500 |
-102.900 |
-9.54 |
GBP |
-6.12 |
| |  |
 |
 |
 |
|
 |
Gecina |
93.100 |
8/12/24 |
-0.64 |
88.450 |
5.26 |
110.100 |
-21.650 |
-19.66 |
EUR |
-6.74 |
| |  |
 |
 |
 |
L |
 |
Solaria Energía |
11.050 |
8/12/24 |
1.47 |
11.600 |
-4.74 |
18.610 |
-7.010 |
-37.67 |
EUR |
-7.39 |
| |  |
 |
 |
 |
S |
 |
Xerox |
9.710 |
8/12/24 |
-2.51 |
11.550 |
-15.93 |
18.330 |
-6.780 |
-36.99 |
USD |
-10.58 |
| |  |
 |
 |
 |
S |
 |
Dassault Systèmes |
33.530 |
8/12/24 |
-0.03 |
34.500 |
-2.81 |
44.235 |
-9.735 |
-22.01 |
EUR |
-10.98 |
| |  |
 |
 |
 |
L |
 |
EDP Renováveis |
14.010 |
8/12/24 |
-0.92 |
13.280 |
5.50 |
18.525 |
-5.245 |
-28.31 |
EUR |
-12.34 |
| |  |
 |
 |
 |
S |
 |
Pennon Group |
587.500 |
8/12/24 |
-0.84 |
584.500 |
0.51 |
751.500 |
-167.000 |
-22.22 |
GBP |
-12.35 |
| |  |
 |
 |
 |
|
 |
Signify |
20.900 |
8/12/24 |
-0.76 |
23.600 |
-11.44 |
30.320 |
-6.720 |
-22.16 |
EUR |
-12.37 |
| |  |
 |
 |
 |
S |
 |
Intel |
19.360 |
8/12/24 |
-1.78 |
30.840 |
-37.22 |
50.250 |
-19.410 |
-38.63 |
USD |
-17.91 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
7/01/24 |
⇓ Δwk |
1/01/24 |
prc diff |
⇓ Δ26 |
Curr |
∅-RS |
| |  |
 |
 |
 |
L |
 |
SunPower |
0.200 |
8/12/24 |
-4.76 |
2.710 |
-92.62 |
4.830 |
-2.120 |
-43.89 |
USD |
-34.59 |
GCX - 50 out of 50 instruments rated - 7/01/24 / 1/01/24 - 20 did rise, Market-Ratio(26) = 40.00 % |
Drawing of market charts for mixed techniques is really a worry to me.
Transactions GCX Global Challenges * Mixed Straddles L20 - 75/75 (1) - S29 - 76/86 (1)
|
⇐ |
| |
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 |
2/06/06 |
35 |
|
- cash - |
long |
2/06/06 |
2/20/06 |
14 |
 |
 |
 |
Nordex |
100 |
1,154 |
EUR |
8.660 |
8.920 |
|
0.260 |
3 |
10,300 |
116 |
|
2/20/06 |
2/27/06 |
7 |
|
- cash - |
|
2/27/06 |
5/15/06 |
77 |
 |
 |
 |
Nordex |
100 |
1,135 |
EUR |
9.070 |
18.970 |
|
9.900 |
109 |
21,537 |
3,204 |
|
5/15/06 |
5/29/06 |
14 |
|
- cash - |
short |
5/29/06 |
12/11/06 |
196 |
 |
 |
 |
Intel |
100 |
1,209 |
USD |
17.810 |
20.700 |
14.920 |
-2.890 |
-16 |
18,043 |
-28 |
|
long |
10/09/06 |
3/05/07 |
147 |
 |
 |
 |
Nordex |
100 |
1,659 |
EUR |
10.870 |
21.440 |
|
10.570 |
97 |
35,578 |
440 |
|
3/05/07 |
3/19/07 |
14 |
|
- cash - |
|
3/19/07 |
4/02/07 |
14 |
 |
 |
 |
Nordex |
100 |
1,435 |
EUR |
24.790 |
23.970 |
|
-0.820 |
-3 |
34,401 |
-58 |
|
4/02/07 |
4/16/07 |
14 |
|
- cash - |
|
4/16/07 |
6/04/07 |
49 |
 |
 |
 |
Nordex |
100 |
1,217 |
EUR |
28.260 |
28.720 |
|
0.460 |
2 |
34,961 |
13 |
|
6/04/07 |
6/11/07 |
7 |
|
- cash - |
|
6/11/07 |
6/25/07 |
14 |
 |
 |
 |
Nordex |
100 |
1,275 |
EUR |
27.400 |
27.230 |
|
-0.170 |
-1 |
34,745 |
-15 |
|
short |
|
8/24/09 |
805 |
 |
 |
 |
AMD |
100 |
2,515 |
USD |
13.910 |
4.000 |
48.372 |
34.462 |
248 |
121,416 |
76 |
|
long |
7/23/07 |
7/30/07 |
7 |
 |
 |
 |
REC Silicon |
100 |
67 |
NOK |
1,800.300 |
1,672.000 |
|
-128.300 |
-7 |
112,820 |
-98 |
|
|
6/15/09 |
6/22/09 |
7 |
 |
 |
 |
Kingfisher |
100 |
61,083 |
GBP |
1.847 |
1.723 |
|
-0.124 |
-7 |
105,246 |
-97 |
|
|
7/13/09 |
11/02/09 |
112 |
 |
 |
 |
Kingfisher |
100 |
54,362 |
GBP |
1.936 |
2.230 |
|
0.294 |
15 |
121,228 |
59 |
|
11/02/09 |
11/09/09 |
7 |
|
- cash - |
|
11/09/09 |
12/14/09 |
35 |
 |
 |
 |
AMD |
100 |
23,268 |
USD |
5.210 |
8.680 |
|
3.470 |
67 |
201,968 |
20,403 |
|
12/14/09 |
12/21/09 |
7 |
|
- cash - |
short |
12/21/09 |
2/27/12 |
798 |
 |
 |
 |
REC Silicon |
100 |
669 |
NOK |
301.800 |
36.800 |
2,475.088 |
2,173.288 |
720 |
1,655,898 |
162 |
|
long |
1/04/10 |
1/11/10 |
7 |
 |
 |
 |
AMD |
100 |
170,711 |
USD |
9.700 |
9.140 |
|
-0.560 |
-6 |
1,560,300 |
-95 |
|
|
1/18/10 |
1/25/10 |
7 |
 |
 |
 |
AMD |
100 |
173,174 |
USD |
9.010 |
8.070 |
|
-0.940 |
-10 |
1,397,516 |
-100 |
|
|
3/22/10 |
3/29/10 |
7 |
 |
 |
 |
AMD |
100 |
150,109 |
USD |
9.310 |
9.110 |
|
-0.200 |
-2 |
1,367,495 |
-68 |
|
|
4/19/10 |
5/03/10 |
14 |
 |
 |
 |
AMD |
100 |
142,744 |
USD |
9.580 |
9.290 |
|
-0.290 |
-3 |
1,326,099 |
-55 |
|
|
11/22/10 |
11/29/10 |
7 |
 |
 |
 |
SKF B |
100 |
7,187 |
SEK |
184.500 |
188.000 |
|
3.500 |
2 |
1,351,253 |
166 |
|
|
12/27/10 |
3/07/11 |
70 |
 |
 |
 |
Atlas Copco A |
100 |
10,465 |
SEK |
129.120 |
122.340 |
|
-6.780 |
-5 |
1,280,301 |
-25 |
|
|
1/23/12 |
3/12/12 |
49 |
 |
 |
 |
Intel |
100 |
47,933 |
USD |
26.710 |
26.985 |
|
0.275 |
1 |
1,293,482 |
8 |
|
3/12/12 |
3/19/12 |
7 |
|
- cash - |
|
3/19/12 |
3/26/12 |
7 |
 |
 |
 |
Renault |
100 |
31,126 |
EUR |
41.555 |
40.895 |
|
-0.660 |
-2 |
1,272,939 |
-57 |
|
3/26/12 |
4/09/12 |
14 |
|
- cash - |
|
4/09/12 |
4/23/12 |
14 |
 |
 |
 |
Hain Celestial |
100 |
57,821 |
USD |
22.015 |
22.595 |
|
0.580 |
3 |
1,306,475 |
97 |
|
short |
4/23/12 |
2/11/13 |
294 |
 |
 |
 |
REC Silicon |
100 |
49,675 |
NOK |
26.300 |
7.600 |
91.012 |
64.712 |
246 |
4,521,034 |
367 |
|
long |
5/07/12 |
5/14/12 |
7 |
 |
 |
 |
Hain Celestial |
100 |
177,608 |
USD |
25.455 |
26.750 |
|
1.295 |
5 |
4,751,036 |
1,230 |
|
|
10/08/12 |
10/15/12 |
7 |
 |
 |
 |
Hain Celestial |
100 |
148,007 |
USD |
32.100 |
29.770 |
|
-2.330 |
-7 |
4,406,180 |
-98 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | |
10/22/12 |
10/29/12 |
7 |
 |
 |
 |
Coloplast |
100 |
17,238 |
DKK |
255.600 |
253.000 |
|
-2.600 |
-1 |
4,361,361 |
-41 |
|
|
11/05/12 |
11/12/12 |
7 |
 |
 |
 |
Coloplast |
100 |
17,130 |
DKK |
254.600 |
262.600 |
|
8.000 |
3 |
4,498,401 |
402 |
|
|
12/10/12 |
12/24/12 |
14 |
 |
 |
 |
Coloplast |
100 |
16,550 |
DKK |
271.800 |
277.000 |
|
5.200 |
2 |
4,584,461 |
64 |
|
|
1/14/13 |
2/04/13 |
21 |
 |
 |
 |
Energy Recovery |
100 |
1,172,496 |
USD |
3.910 |
3.650 |
|
-0.260 |
-7 |
4,279,612 |
-70 |
|
|
2/11/13 |
6/17/13 |
126 |
 |
 |
 |
SunPower |
100 |
453,348 |
USD |
9.440 |
19.210 |
|
9.770 |
103 |
8,708,822 |
683 |
|
6/17/13 |
7/08/13 |
21 |
|
- cash - |
|
7/08/13 |
7/15/13 |
7 |
 |
 |
 |
SunPower |
100 |
365,763 |
USD |
23.810 |
26.990 |
|
3.180 |
13 |
9,871,948 |
68,898 |
|
7/15/13 |
9/09/13 |
56 |
|
- cash - |
|
9/09/13 |
9/30/13 |
21 |
 |
 |
 |
SunPower |
100 |
414,613 |
USD |
23.810 |
26.160 |
|
2.350 |
10 |
10,846,289 |
413 |
|
9/30/13 |
10/21/13 |
21 |
|
- cash - |
|
10/21/13 |
12/02/13 |
42 |
 |
 |
 |
SunPower |
100 |
328,575 |
USD |
33.010 |
30.190 |
|
-2.820 |
-9 |
9,919,708 |
-54 |
|
short |
11/25/13 |
1/06/14 |
42 |
 |
 |
 |
Aurubis |
100 |
234,093 |
EUR |
42.375 |
43.845 |
40.905 |
-1.470 |
-3 |
9,575,591 |
-26 |
|
long |
12/09/13 |
1/27/14 |
49 |
 |
 |
 |
Vestas Wind Systems |
100 |
320,682 |
DKK |
29.860 |
33.060 |
|
3.200 |
11 |
10,601,773 |
113 |
|
1/27/14 |
2/03/14 |
7 |
|
- cash - |
short |
2/03/14 |
3/03/14 |
28 |
 |
 |
 |
Aurubis |
100 |
261,127 |
EUR |
40.600 |
38.880 |
42.396 |
1.796 |
4 |
11,070,783 |
76 |
|
long |
2/17/14 |
3/17/14 |
28 |
 |
 |
 |
Vestas Wind Systems |
100 |
282,130 |
DKK |
39.240 |
39.560 |
|
0.320 |
1 |
11,161,065 |
11 |
|
3/17/14 |
3/31/14 |
14 |
|
- cash - |
|
3/31/14 |
4/07/14 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
256,222 |
DKK |
43.560 |
46.060 |
|
2.500 |
6 |
11,801,620 |
1,735 |
|
4/07/14 |
4/14/14 |
7 |
|
- cash - |
short |
4/14/14 |
4/28/14 |
14 |
 |
 |
 |
EJR |
100 |
488,544 |
JPY |
24.157 |
24.377 |
23.937 |
-0.220 |
-1 |
11,694,140 |
-21 |
|
4/28/14 |
5/05/14 |
7 |
|
- cash - |
long |
5/05/14 |
5/12/14 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
235,864 |
DKK |
49.580 |
54.700 |
|
5.120 |
10 |
12,901,764 |
16,707 |
|
5/12/14 |
5/19/14 |
7 |
|
- cash - |
short |
5/19/14 |
3/02/15 |
287 |
 |
 |
 |
Energy Recovery |
100 |
2,810,841 |
USD |
4.590 |
3.440 |
6.124 |
1.534 |
33 |
17,214,718 |
44 |
|
long |
6/02/14 |
6/09/14 |
7 |
 |
 |
 |
Vestas Wind Systems |
100 |
297,318 |
DKK |
57.900 |
60.040 |
|
2.140 |
4 |
17,850,979 |
564 |
|
|
6/16/14 |
7/07/14 |
21 |
 |
 |
 |
Vestas Wind Systems |
100 |
326,701 |
DKK |
54.640 |
53.680 |
|
-0.960 |
-2 |
17,537,346 |
-27 |
|
|
9/01/14 |
9/08/14 |
7 |
 |
 |
 |
Intel |
100 |
507,299 |
USD |
34.570 |
35.330 |
|
0.760 |
2 |
17,922,893 |
211 |
|
|
12/22/14 |
1/05/15 |
14 |
 |
 |
 |
Shimano |
100 |
109,976 |
JPY |
162.970 |
156.600 |
|
-6.370 |
-4 |
17,222,346 |
-65 |
|
|
2/16/15 |
3/30/15 |
42 |
 |
 |
 |
Shimano |
100 |
102,203 |
JPY |
168.510 |
189.330 |
|
20.820 |
12 |
19,350,213 |
175 |
|
3/30/15 |
4/06/15 |
7 |
|
- cash - |
|
4/06/15 |
4/20/15 |
14 |
 |
 |
 |
Boiron |
100 |
184,904 |
EUR |
104.650 |
105.750 |
|
1.100 |
1 |
19,553,607 |
31 |
|
4/20/15 |
4/27/15 |
7 |
|
- cash - |
|
4/27/15 |
5/11/15 |
14 |
 |
 |
 |
Renault |
100 |
201,500 |
EUR |
97.040 |
95.400 |
|
-1.640 |
-2 |
19,223,147 |
-36 |
|
5/11/15 |
6/01/15 |
21 |
|
- cash - |
short |
6/01/15 |
10/05/20 |
1953 |
 |
 |
 |
REC Silicon |
100 |
1,193,243 |
NOK |
16.110 |
5.040 |
51.495 |
35.385 |
220 |
61,445,454 |
24 |
|
long |
11/14/16 |
11/21/16 |
7 |
 |
 |
 |
AMD |
100 |
8,498,679 |
USD |
7.230 |
8.940 |
|
1.710 |
24 |
75,978,195 |
> 999,999 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | Curr | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | |
3/20/17 |
4/17/17 |
28 |
 |
 |
 |
AMD |
100 |
5,276,263 |
USD |
14.400 |
12.790 |
|
-1.610 |
-11 |
67,483,412 |
-79 |
|
|
3/18/19 |
3/25/19 |
7 |
 |
 |
 |
AMD |
100 |
2,887,608 |
USD |
23.370 |
25.970 |
|
2.600 |
11 |
74,991,192 |
24,381 |
|
|
4/08/19 |
5/27/19 |
49 |
 |
 |
 |
Nordex |
100 |
4,927,147 |
EUR |
15.220 |
13.510 |
|
-1.710 |
-11 |
66,565,771 |
-59 |
|
|
12/23/19 |
3/02/20 |
70 |
 |
 |
 |
AMD |
100 |
1,464,271 |
USD |
45.460 |
47.460 |
|
2.000 |
4 |
69,494,313 |
25 |
|
|
8/03/20 |
9/21/20 |
49 |
 |
 |
 |
AMD |
100 |
894,738 |
USD |
77.670 |
77.940 |
|
0.270 |
0 |
69,735,892 |
3 |
|
|
10/05/20 |
10/26/20 |
21 |
 |
 |
 |
SunPower |
100 |
4,481,741 |
USD |
15.560 |
16.420 |
|
0.860 |
6 |
73,590,190 |
155 |
|
10/26/20 |
11/02/20 |
7 |
|
- cash - |
short |
11/02/20 |
4/05/21 |
154 |
 |
 |
 |
Konica Minolta |
100 |
26,095,811 |
JPY |
2.820 |
5.870 |
0.000 |
-2.820 |
-100 |
3 |
-100 |
|
long |
11/09/20 |
12/07/20 |
28 |
 |
 |
 |
REC Silicon |
100 |
0 |
NOK |
11.500 |
10.270 |
|
-1.230 |
-11 |
3 |
0 |
|
|
12/14/20 |
3/01/21 |
77 |
 |
 |
 |
REC Silicon |
100 |
0 |
NOK |
12.380 |
17.300 |
|
4.920 |
40 |
3 |
0 |
|
|
3/15/21 |
5/17/21 |
63 |
 |
 |
 |
REC Silicon |
100 |
0 |
NOK |
16.190 |
15.660 |
|
-0.530 |
-3 |
3 |
0 |
|
5/17/21 |
6/21/21 |
35 |
|
- cash - |
short |
6/21/21 |
5/13/24 |
1057 |
 |
 |
 |
bioMérieux |
100 |
0 |
EUR |
91.820 |
97.000 |
86.640 |
-5.180 |
-6 |
3 |
0 |
|
long |
2/13/23 |
3/13/23 |
28 |
 |
 |
 |
First Solar |
100 |
0 |
USD |
167.260 |
203.580 |
|
36.320 |
22 |
3 |
0 |
|
|
1/08/24 |
1/22/24 |
14 |
 |
 |
 |
Steelcase |
100 |
0 |
USD |
12.970 |
12.860 |
|
-0.110 |
-1 |
3 |
0 |
|
|
1/29/24 |
2/05/24 |
7 |
 |
 |
 |
AMD |
100 |
0 |
USD |
177.830 |
174.230 |
|
-3.600 |
-2 |
3 |
0 |
|
|
2/12/24 |
3/04/24 |
21 |
 |
 |
 |
AMD |
100 |
0 |
USD |
171.910 |
205.360 |
|
33.450 |
19 |
3 |
0 |
|
|
3/11/24 |
4/01/24 |
21 |
 |
 |
 |
Interface |
100 |
0 |
USD |
15.200 |
16.600 |
|
1.400 |
9 |
3 |
0 |
|
5/13/24 |
5/27/24 |
14 |
|
- cash - |
short |
5/27/24 |
8/12/24 |
77 |
 |
 |
 |
SunPower |
100 |
0 |
USD |
2.920 |
0.200 |
42.632 |
39.712 |
1,360 |
3 |
0 |
|
accum | 2/06/06 |
8/12/24 | 6733 |
days out of 7090 invested (95%) |
-100 |
3 |
-36 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
REC Silicon | long | 7/23/07 | 7/30/07 | 7 | 1,800.30 | 1,672.00 | | -128.30 | -7.13 | | | |
| short | 12/21/09 | 2/27/12 | 798 | 301.80 | 36.80 | 2,475.09 | 2,173.29 | 720.11 | | | |
| short | 4/23/12 | 2/11/13 | 294 | 26.30 | 7.60 | 91.01 | 64.71 | 246.05 | | | |
| short | 6/01/15 | 10/05/20 | 1953 | 16.11 | 5.04 | 51.49 | 35.38 | 219.64 | | | |
| long | 11/09/20 | 12/07/20 | 28 | 11.50 | 10.27 | | -1.23 | -10.70 | | | |
| long | 12/14/20 | 3/01/21 | 77 | 12.38 | 17.30 | | 4.92 | 39.74 | | | |
| long | 3/15/21 | 5/17/21 | 63 | 16.19 | 15.66 | | -0.53 | -3.27 | | | 10,069.81 |
SunPower | long | 2/11/13 | 6/17/13 | 126 | 9.44 | 19.21 | | 9.77 | 103.50 | | | |
| long | 7/08/13 | 7/15/13 | 7 | 23.81 | 26.99 | | 3.18 | 13.36 | | | |
| long | 9/09/13 | 9/30/13 | 21 | 23.81 | 26.16 | | 2.35 | 9.87 | | | |
| long | 10/21/13 | 12/02/13 | 42 | 33.01 | 30.19 | | -2.82 | -8.54 | | | |
| long | 10/05/20 | 10/26/20 | 21 | 15.56 | 16.42 | | 0.86 | 5.53 | | | |
| short | 5/27/24 | 8/12/24 | 77 | 2.92 | 0.20 | 42.63 | 39.71 | 1,360.00 | | | 3,471.18 |
AMD | short | 6/11/07 | 8/24/09 | 805 | 13.91 | 4.00 | 48.37 | 34.46 | 247.75 | | | |
| long | 11/09/09 | 12/14/09 | 35 | 5.21 | 8.68 | | 3.47 | 66.60 | | | |
| long | 1/04/10 | 1/11/10 | 7 | 9.70 | 9.14 | | -0.56 | -5.77 | | | |
| long | 1/18/10 | 1/25/10 | 7 | 9.01 | 8.07 | | -0.94 | -10.43 | | | |
| long | 3/22/10 | 3/29/10 | 7 | 9.31 | 9.11 | | -0.20 | -2.15 | | | |
| long | 4/19/10 | 5/03/10 | 14 | 9.58 | 9.29 | | -0.29 | -3.03 | | | |
| long | 11/14/16 | 11/21/16 | 7 | 7.23 | 8.94 | | 1.71 | 23.65 | | | |
| long | 3/20/17 | 4/17/17 | 28 | 14.40 | 12.79 | | -1.61 | -11.18 | | | |
| long | 3/18/19 | 3/25/19 | 7 | 23.37 | 25.97 | | 2.60 | 11.13 | | | |
| long | 12/23/19 | 3/02/20 | 70 | 45.46 | 47.46 | | 2.00 | 4.40 | | | |
| long | 8/03/20 | 9/21/20 | 49 | 77.67 | 77.94 | | 0.27 | 0.35 | | | |
| long | 1/29/24 | 2/05/24 | 7 | 177.83 | 174.23 | | -3.60 | -2.02 | | | |
| long | 2/12/24 | 3/04/24 | 21 | 171.91 | 205.36 | | 33.45 | 19.46 | | | 594.30 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Nordex | long | 2/06/06 | 2/20/06 | 14 | 8.66 | 8.92 | | 0.26 | 3.00 | | | |
| long | 2/27/06 | 5/15/06 | 77 | 9.07 | 18.97 | | 9.90 | 109.15 | | | |
| long | 10/09/06 | 3/05/07 | 147 | 10.87 | 21.44 | | 10.57 | 97.24 | | | |
| long | 3/19/07 | 4/02/07 | 14 | 24.79 | 23.97 | | -0.82 | -3.31 | | | |
| long | 4/16/07 | 6/04/07 | 49 | 28.26 | 28.72 | | 0.46 | 1.63 | | | |
| long | 6/11/07 | 6/25/07 | 14 | 27.40 | 27.23 | | -0.17 | -0.62 | | | |
| long | 4/08/19 | 5/27/19 | 49 | 15.22 | 13.51 | | -1.71 | -11.24 | | | 268.34 |
Vestas Wind Systems | long | 12/09/13 | 1/27/14 | 49 | 29.86 | 33.06 | | 3.20 | 10.72 | | | |
| long | 2/17/14 | 3/17/14 | 28 | 39.24 | 39.56 | | 0.32 | 0.82 | | | |
| long | 3/31/14 | 4/07/14 | 7 | 43.56 | 46.06 | | 2.50 | 5.74 | | | |
| long | 5/05/14 | 5/12/14 | 7 | 49.58 | 54.70 | | 5.12 | 10.33 | | | |
| long | 6/02/14 | 6/09/14 | 7 | 57.90 | 60.04 | | 2.14 | 3.70 | | | |
| long | 6/16/14 | 7/07/14 | 21 | 54.64 | 53.68 | | -0.96 | -1.76 | | | 32.65 |
Energy Recovery | long | 1/14/13 | 2/04/13 | 21 | 3.91 | 3.65 | | -0.26 | -6.65 | | | |
| short | 5/19/14 | 3/02/15 | 287 | 4.59 | 3.44 | 6.12 | 1.53 | 33.43 | | | 24.56 |
First Solar | long | 2/13/23 | 3/13/23 | 28 | 167.26 | 203.58 | | 36.32 | 21.71 | | | 21.71 |
Interface | long | 3/11/24 | 4/01/24 | 21 | 15.20 | 16.60 | | 1.40 | 9.21 | | | 9.21 |
Shimano | long | 12/22/14 | 1/05/15 | 14 | 162.97 | 156.60 | | -6.37 | -3.91 | | | |
| long | 2/16/15 | 3/30/15 | 42 | 168.51 | 189.33 | | 20.82 | 12.36 | | | 7.96 |
Kingfisher | long | 6/15/09 | 6/22/09 | 7 | 1.85 | 1.72 | | -0.12 | -6.71 | | | |
| long | 7/13/09 | 11/02/09 | 112 | 1.94 | 2.23 | | 0.29 | 15.19 | | | 7.45 |
Coloplast | long | 10/22/12 | 10/29/12 | 7 | 255.60 | 253.00 | | -2.60 | -1.02 | | | |
| long | 11/05/12 | 11/12/12 | 7 | 254.60 | 262.60 | | 8.00 | 3.14 | | | |
| long | 12/10/12 | 12/24/12 | 14 | 271.80 | 277.00 | | 5.20 | 1.91 | | | 4.05 |
SKF B | long | 11/22/10 | 11/29/10 | 7 | 184.50 | 188.00 | | 3.50 | 1.90 | | | 1.90 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Boiron | long | 4/06/15 | 4/20/15 | 14 | 104.65 | 105.75 | | 1.10 | 1.05 | | | 1.05 |
Aurubis | short | 11/25/13 | 1/06/14 | 42 | 42.38 | 43.85 | 40.91 | -1.47 | -3.47 | | | |
| short | 2/03/14 | 3/03/14 | 28 | 40.60 | 38.88 | 42.40 | 1.80 | 4.42 | | | 0.80 |
Hain Celestial | long | 4/09/12 | 4/23/12 | 14 | 22.02 | 22.60 | | 0.58 | 2.63 | | | |
| long | 5/07/12 | 5/14/12 | 7 | 25.46 | 26.75 | | 1.30 | 5.09 | | | |
| long | 10/08/12 | 10/15/12 | 7 | 32.10 | 29.77 | | -2.33 | -7.26 | | | 0.03 |
Steelcase | long | 1/08/24 | 1/22/24 | 14 | 12.97 | 12.86 | | -0.11 | -0.85 | | | -0.85 |
EJR | short | 4/14/14 | 4/28/14 | 14 | 24.16 | 24.38 | 23.94 | -0.22 | -0.91 | | | -0.91 |
Renault | long | 3/19/12 | 3/26/12 | 7 | 41.56 | 40.90 | | -0.66 | -1.59 | | | |
| long | 4/27/15 | 5/11/15 | 14 | 97.04 | 95.40 | | -1.64 | -1.69 | | | -3.25 |
Atlas Copco A | long | 12/27/10 | 3/07/11 | 70 | 129.12 | 122.34 | | -6.78 | -5.25 | | | -5.25 |
bioMérieux | short | 6/21/21 | 5/13/24 | 1057 | 91.82 | 97.00 | 86.64 | -5.18 | -5.64 | | | -5.64 |
Intel | short | 5/29/06 | 12/11/06 | 196 | 17.81 | 20.70 | 14.92 | -2.89 | -16.23 | | | |
| long | 1/23/12 | 3/12/12 | 49 | 26.71 | 26.99 | | 0.27 | 1.03 | | | |
| long | 9/01/14 | 9/08/14 | 7 | 34.57 | 35.33 | | 0.76 | 2.20 | | | -13.50 |
Konica Minolta | short | 11/02/20 | 4/05/21 | 154 | 2.82 | 5.87 | 0.00 | -2.82 | -100.00 | | | -100.00 |
Annotations
3/01/24 | GCX | | | Adtalem Global Education replaces Benesse |
2/29/24 | GCX | | | Component update:
CWT, Convatec, Medtronic, Siemens Healthineers, Smurfit Kappa and Solaria Energia replace
AMD, Atlas Copco, Autodesk, Berkeley, Kingfisher and SKF |
7/07/21 | Dassault Systèmes | | | stock split 1:5 (five for one) |
6/29/21 | CSX | | | stock split 1:3 (three for one) |
9/20/17 | bioMérieux | | | stock split 1:3 (three for one) |
6/15/17 | Xerox | | | reverse stock split 4:1 (one for four) |
2/21/17 | GCX | | | machine learning processed for all techniques |
3/18/16 | GCX | | | Sonova replaces Accenture |
9/04/15 | GCX | | | Swiss Re replaces BWT |
8/18/15 | GCX | | | complete analysis |
7/01/15 | Scatec Solar | | | monitoring started |
3/10/15 | GCX | | | Accenture and Autodesk replace Interface and J Sainsbury |
|
|