Share-o-matic - Portfolio

Sat, Nov 23rd, 2024, 8:06UTC

Assessment - Hang Seng Index - 7/01/24 - RS = 10

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	∅-RS
	L	HSI	17,111.700	8/12	0.13	17,718.600	-3.43	16,511.700	1,206.900	7.31	2.65
	L	China Hongqiao	9.920	8/12	1.33	11.820	-16.07	9.760	2.060	21.11	63.26
	L	CNOOC	19.740	8/12	-0.80	22.400	-11.88	18.160	4.240	23.35	47.23
	L	China Shenhua HK	32.300	8/12	1.57	35.950	-10.15	31.650	4.300	13.59	43.33
	L	China Res Power	21.950	8/12	0.23	23.950	-8.35	19.760	4.190	21.20	36.74
	L	Hansoh Pharma	18.500	8/12	-2.22	16.320	13.36	16.040	0.280	1.75	32.80
		PetroChina	6.670	8/12		7.900	-15.57	7.290	0.610	8.37	27.46
		Trip.com	330.800	8/12	0.55	374.600	-11.69	380.200	-5.600	-1.47	27.46
		Xiaomi	16.460	8/12	0.37	16.480	-0.12	15.820	0.660	4.17	26.78
	L	Bank of China	3.400	8/12	1.19	3.850	-11.69	3.400	0.450	13.24	26.24
		Zijin Mining HK	15.300	8/12	0.66	16.480	-7.16	16.860	-0.380	-2.25	24.00
	L	Tencent	375.000	8/12	1.35	372.400	0.70	320.400	52.000	16.23	21.28
	L	Lenovo	10.280	8/12	2.59	11.020	-6.72	8.120	2.900	35.71	18.70
	L	China Constr Bk HK	5.550	8/12	1.46	5.770	-3.81	4.900	0.870	17.76	18.55
	L	Haier Smart Home	24.300	8/12	1.67	26.100	-6.90	26.200	-0.100	-0.38	18.28
	L	China Unicom	5.970	8/12	-5.84	7.170	-16.74	5.990	1.180	19.70	16.50
	L	Meituan	104.000	8/12	-2.07	111.100	-6.39	100.600	10.500	10.44	15.59
	L	Hang Seng Bank	91.900	8/12	0.38	100.400	-8.47	97.000	3.400	3.51	12.92
	L	Orient Overseas	104.300	8/12	2.25	126.700	-17.68	104.700	22.000	21.01	12.62
	L	Shenzhou Inter	61.900	8/12	-0.24	76.450	-19.03	73.250	3.200	4.37	12.58
		WH Group	5.260	8/12		5.140	2.33	5.480	-0.340	-6.20	12.08
	L	Bank of China (HK)	22.300	8/12		24.050	-7.28	23.000	1.050	4.57	11.95
	L	ICBC	4.480	8/12	2.05	4.640	-3.45	4.100	0.540	13.17	11.92
		Techtronic Inds	96.550	8/12	-0.26	89.200	8.24	102.800	-13.600	-13.23	11.57
	L	China Merchants B HK	32.500	8/12		35.450	-8.32	32.300	3.150	9.75	10.17
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	∅-RS
	L	China Mobile	70.900	8/12	-0.56	77.000	-7.92	69.750	7.250	10.39	9.96
	L	HSBC	64.350	8/12	0.63	68.300	-5.78	63.400	4.900	7.73	9.46
		Sinopec	4.960	8/12	0.61	5.060	-1.98	4.620	0.440	9.52	7.29
	L	CSPC Pharmaceutical	5.930	8/12	1.02	6.220	-4.66	6.000	0.220	3.67	5.80
	L	BYD Company	213.600	8/12	-0.28	232.000	-7.93	200.800	31.200	15.54	5.14
		CK Infrastructure	55.450	8/12	0.36	44.100	25.74	43.450	0.650	1.50	4.24
		CLP	69.000	8/12	-0.07	63.100	9.35	61.050	2.050	3.36	4.12
	L	ENN Energy	53.400	8/12	0.85	64.350	-17.02	63.900	0.450	0.70	2.75
	L	China Ov Land & Inv	12.780	8/12	-0.93	13.540	-5.61	11.680	1.860	15.92	1.63
	L	JD.com	100.100	8/12	-0.10	103.300	-3.10	100.500	2.800	2.79	1.50
	L	SMIC	16.540	8/12	-0.24	17.120	-3.39	14.240	2.880	20.22	0.54
	L	China Life Ins HK	10.380	8/12	0.58	11.040	-5.98	9.380	1.660	17.70	0.11
	S	Power Assets	53.900	8/12	-0.28	42.250	27.57	44.050	-1.800	-4.09	-0.64
		ANTA Sports Products	68.300	8/12	-2.78	75.000	-8.93	85.600	-10.600	-12.38	-0.98
		HK & China Gas	6.620	8/12	1.85	5.940	11.45	5.730	0.210	3.66	-1.02
	L	Tingyi	8.990	8/12	-0.66	9.410	-4.46	8.400	1.010	12.02	-1.37
		Geely Auto	7.630	8/12	0.26	8.790	-13.20	8.840	-0.050	-0.57	-2.04
	L	Sinopharm	20.200	8/12	1.10	20.750	-2.65	21.000	-0.250	-1.19	-2.10
		Citic Pacific	7.100	8/12		7.100		7.110	-0.010	-0.14	-2.93
	L	HK Exchgs & Clrg	231.600	8/12	0.96	250.200	-7.43	220.000	30.200	13.73	-3.28
		Henderson Land	22.050	8/12	-2.43	20.950	5.25	22.650	-1.700	-7.51	-3.51
	L	Longfor	9.550	8/12	-1.95	10.720	-10.91	9.220	1.500	16.27	-3.59
		Haidilao Inter	12.220	8/12	-1.93	14.040	-12.96	16.020	-1.980	-12.36	-3.80
	L	China Res Land	22.750	8/12	-1.09	26.550	-14.31	23.900	2.650	11.09	-3.84
	L	China Res Mixc	21.850	8/12	-1.13	25.850	-15.47	25.700	0.150	0.58	-4.34
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	∅-RS
		Xinyi Glass	7.550	8/12	-0.13	8.560	-11.80	7.860	0.700	8.91	-5.84
		Alibaba	78.450	8/12	0.77	70.500	11.28	68.450	2.050	2.99	-7.10
	L	Ping An	33.650	8/12	0.45	35.400	-4.94	32.050	3.350	10.45	-7.18
		NetEase	140.800	8/12	0.50	149.100	-5.57	146.400	2.700	1.84	-7.90
		Hengan	25.350	8/12	-0.20	23.800	6.51	24.950	-1.150	-4.61	-8.60
	S	Nongfu Spring	29.400	8/12	1.55	37.050	-20.65	44.200	-7.150	-16.18	-8.88
	L	Sunny Optical	43.250	8/12	1.29	48.250	-10.36	36.650	11.600	31.65	-10.94
		CK Hutchison	40.400	8/12	0.12	37.400	8.02	36.600	0.800	2.19	-11.09
	S	Sino Biopharm	2.950	8/12	2.08	2.670	10.49	2.540	0.130	5.12	-11.18
	L	Alibaba Health	3.240	8/12	-0.61	3.130	3.51	2.660	0.470	17.67	-11.40
	L	Galaxy Entertainment	29.450	8/12	-4.38	36.400	-19.09	34.550	1.850	5.35	-11.73
		Sun Hung Kai	71.550	8/12	-1.85	67.550	5.92	70.550	-3.000	-4.25	-12.17
	L	AIA	51.900	8/12	-1.33	53.000	-2.08	48.150	4.850	10.07	-14.44
		MTR	25.900	8/12	0.19	24.650	5.07	24.050	0.600	2.49	-14.71
	S	Link REIT	34.850	8/12	-0.57	30.350	14.83	31.650	-1.300	-4.11	-14.77
		Xinyi Solar	3.530	8/12	0.28	3.930	-10.18	5.260	-1.330	-25.29	-19.77
	S	Baidu	82.650	8/12	-0.66	85.250	-3.05	93.950	-8.700	-9.26	-19.86
		China Res Beer	23.700	8/12	-2.47	26.250	-9.71	33.450	-7.200	-21.52	-21.77
	S	CK Property	30.950	8/12	0.32	29.250	5.81	31.450	-2.200	-7.00	-21.96
	S	Sands China	13.560	8/12	-2.87	16.280	-16.71	18.120	-1.840	-10.15	-22.03
		Wharf REIC	21.550	8/12	-1.60	20.700	4.11	22.750	-2.050	-9.01	-22.91
		Country Garden Svcs	4.690	8/12	-1.47	4.820	-2.70	4.460	0.360	8.07	-23.47
	S	Chow Tai Fook Jwl	6.580	8/12	-0.75	8.450	-22.13	10.720	-2.270	-21.18	-24.05
		Li Ning	14.060	8/12	-1.13	16.900	-16.80	17.500	-0.600	-3.43	-24.29
		Zhongsheng	10.640	8/12	-1.12	11.420	-6.83	13.400	-1.980	-14.78	-26.76
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/22/24	prc diff	⇓ Δ10	∅-RS
	S	Hang Lung	5.590	8/12	-1.41	6.660	-16.07	8.360	-1.700	-20.33	-28.30
		JD Health	21.050	8/12	-2.55	21.250	-0.94	23.500	-2.250	-9.57	-29.00
	S	Budweiser Brewing	9.300	8/12	-2.11	9.200	1.09	10.380	-1.180	-11.37	-33.98
		New World Dev	7.240	8/12	-2.69	7.310	-0.96	7.550	-0.240	-3.18	-34.69
	S	China Mengniu Dairy	13.240	8/12	-2.79	14.000	-5.43	15.540	-1.540	-9.91	-37.79
	S	Li Auto	77.000	8/12	-1.79	70.300	9.53	97.450	-27.150	-27.86	-42.82
	S	WuXi AppTec HK	35.150	8/12	1.44	29.200	20.38	33.350	-4.150	-12.44	-43.62
		WuXi Biologics	11.780	8/12	3.70	11.540	2.08	12.800	-1.260	-9.84	-50.24
HSI - 82 out of 82 instruments rated - 7/01/24 / 4/22/24 - 49 did rise, Market-Ratio(10) = 59.76 %
Stock Exchange Currency: HKD $ Hong Kong dollar

Technical Chart

	HSI RS = 10 - B/S = 45/45

1/06/20	scale up chart	7/01/24

Transactions Hang Seng Index * L10 - 45 ex 9 (1)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	6/05/06	154		China Res Land	100	2,941	3.400	4.000	0.600	18	11,765	47
6/05/06		7/24/06	49		- cash -
	7/24/06	12/18/06	147		Zijin Mining HK	100	4,445	2.647	3.427	0.780	29	15,232	90
	12/18/06	3/05/07	77		China Life Ins HK	100	641	23.750	20.970	-2.780	-12	13,450	-45
3/05/07		3/19/07	14		- cash -
	3/19/07	8/20/07	154		Orient Overseas	100	198	67.800	76.800	9.000	13	15,232	34
	8/20/07	12/10/07	112		Ping An	100	418	36.400	40.440	4.040	11	16,920	41
12/10/07		4/07/08	119		- cash -
	4/07/08	4/14/08	7		China Mobile	100	139	121.650	122.300	0.650	1	17,011	32
4/14/08		4/21/08	7		- cash -
	4/21/08	6/09/08	49		Tencent	100	1,567	10.854	12.404	1.550	14	19,440	170
6/09/08		12/15/08	189		- cash -
	12/15/08	2/16/09	63		BYD Company	100	1,459	13.320	16.700	3.380	25	24,371	271
2/16/09		3/23/09	35		- cash -
	3/23/09	5/11/09	49		Zijin Mining HK	100	5,953	4.093	4.153	0.060	1	24,728	11
	5/11/09	1/25/10	259		BYD Company	100	960	25.750	58.450	32.700	127	56,120	217
1/25/10		3/01/10	35		- cash -
	3/01/10	3/08/10	7		Alibaba Health	100	38,177	1.470	1.680	0.210	14	64,137	105,549
3/08/10		3/29/10	21		- cash -
	3/29/10	5/10/10	42		Alibaba Health	100	37,073	1.730	1.500	-0.230	-13	55,611	-71
5/10/10		7/12/10	63		- cash -
	7/12/10	11/01/10	112		Alibaba Health	100	51,018	1.090	1.140	0.050	5	58,162	16
	11/01/10	12/20/10	49		Galaxy Entertainment	100	7,838	7.420	8.480	1.060	14	66,470	170
12/20/10		3/07/11	77		- cash -
	3/07/11	3/14/11	7		Galaxy Entertainment	100	6,143	10.820	11.160	0.340	3	68,558	402
3/14/11		4/04/11	21		- cash -
	4/04/11	6/06/11	63		Galaxy Entertainment	100	5,751	11.920	17.440	5.520	46	100,304	807
6/06/11		7/04/11	28		- cash -
	7/04/11	7/11/11	7		Galaxy Entertainment	100	5,731	17.500	17.260	-0.240	-1	98,929	-51
7/11/11		10/31/11	112		- cash -
	10/31/11	11/14/11	14		Galaxy Entertainment	100	6,129	16.140	14.360	-1.780	-11	88,019	-95
11/14/11		11/28/11	14		- cash -
	11/28/11	1/02/12	35		Tingyi	100	3,465	25.400	23.950	-1.450	-6	82,995	-46
1/02/12		1/16/12	14		- cash -
	1/16/12	4/30/12	105		Sands China	100	3,280	25.300	30.800	5.500	22	101,035	98
4/30/12		7/23/12	84		- cash -
	7/23/12	3/18/13	238		Sunny Optical	100	36,474	2.770	8.800	6.030	218	320,973	489
3/18/13		4/29/13	42		- cash -
	4/29/13	6/03/13	35		Sunny Optical	100	33,399	9.610	10.680	1.070	11	356,710	201
6/03/13		8/19/13	77		- cash -
	8/19/13	10/07/13	49		Xinyi Glass	100	50,100	7.120	6.781	-0.339	-5	339,721	-30
	10/07/13	12/23/13	77		Galaxy Entertainment	100	5,944	57.150	67.650	10.500	18	402,133	122
12/23/13		4/07/14	105		- cash -
	4/07/14	6/23/14	77		Alibaba Health	100	78,235	5.140	5.830	0.690	13	456,115	82
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
6/23/14		6/30/14	7		- cash -
	6/30/14	10/06/14	98		Alibaba Health	100	75,766	6.020	4.790	-1.230	-20	362,923	-57
10/06/14		11/24/14	49		- cash -
	11/24/14	12/01/14	7		Alibaba Health	100	68,347	5.310	5.460	0.150	3	373,175	327
12/01/14		12/08/14	7		- cash -
	12/08/14	1/12/15	35		Alibaba Health	100	71,489	5.220	4.980	-0.240	-5	356,018	-39
1/12/15		1/19/15	7		- cash -
	1/19/15	6/22/15	154		China Life Ins HK	100	12,027	29.600	34.400	4.800	16	413,747	43
6/22/15		11/02/15	133		- cash -
	11/02/15	12/14/15	42		ANTA Sports Products	100	19,608	21.100	21.550	0.450	2	422,571	20
12/14/15		3/21/16	98		- cash -
	3/21/16	5/16/16	56		Sunny Optical	100	18,533	22.800	23.950	1.150	5	443,884	38
5/16/16		5/30/16	14		- cash -
	5/30/16	6/13/16	14		Sunny Optical	100	16,656	26.650	25.250	-1.400	-5	420,565	-76
6/13/16		7/11/16	28		- cash -
	7/11/16	11/14/16	126		Sunny Optical	100	15,101	27.850	38.200	10.350	37	576,861	150
11/14/16		12/05/16	21		- cash -
	12/05/16	12/12/16	7		Geely Auto	100	74,819	7.710	7.800	0.090	1	583,594	83
12/12/16		1/16/17	35		- cash -
	1/16/17	11/06/17	294		Zhongsheng	100	67,157	8.690	16.560	7.870	91	1,112,120	123
	11/06/17	12/25/17	49		Sunny Optical	100	8,997	123.600	94.950	-28.650	-23	854,356	-86
	12/25/17	2/12/18	49		Geely Auto	100	33,308	25.650	22.100	-3.550	-14	736,112	-67
	2/12/18	3/26/18	42		Sino Biopharm	100	120,894	6.089	6.942	0.853	14	839,271	213
3/26/18		4/23/18	28		- cash -
	4/23/18	5/07/18	14		Sino Biopharm	100	121,204	6.924	7.813	0.889	13	947,010	2,231
5/07/18		5/14/18	7		- cash -
	5/14/18	6/25/18	42		Sino Biopharm	100	111,208	8.516	7.840	-0.676	-8	871,877	-51
6/25/18		12/17/18	175		- cash -
	12/17/18	5/13/19	147		Alibaba Health	100	127,095	6.860	8.100	1.240	18	1,029,475	51
5/13/19		7/22/19	70		- cash -
	7/22/19	8/05/19	14		Li Ning	100	51,680	19.920	18.400	-1.520	-8	950,922	-87
8/05/19		10/14/19	70		- cash -
	10/14/19	2/03/20	112		Li Ning	100	36,786	25.850	22.500	-3.350	-13	827,689	-36
2/03/20		2/10/20	7		- cash -
	2/10/20	2/24/20	14		SMIC	100	49,384	16.760	15.500	-1.260	-8	765,465	-87
2/24/20		5/25/20	91		- cash -
	5/25/20	9/14/20	112		Alibaba Health	100	40,890	18.720	18.760	0.040	0	767,100	1
	9/14/20	10/26/20	42		Meituan	100	3,136	244.600	266.000	21.400	9	834,211	107
10/26/20		11/09/20	14		- cash -
	11/09/20	5/10/21	182		BYD Company	100	4,256	196.000	146.200	-49.800	-25	622,262	-44
	5/10/21	7/05/21	56		Orient Overseas	100	4,915	126.600	175.700	49.100	39	863,588	747
7/05/21		11/29/21	147		- cash -
	11/29/21	12/20/21	21		China Res Power	100	42,126	20.500	25.400	4.900	24	1,070,006	4,048
12/20/21		1/17/22	28		- cash -
	1/17/22	3/07/22	49		Orient Overseas	100	5,159	207.400	223.200	15.800	8	1,151,518	73
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
3/07/22		5/23/22	77		- cash -
	5/23/22	5/30/22	7		Orient Overseas	100	4,449	258.800	252.000	-6.800	-3	1,121,265	-75
5/30/22		6/06/22	7		- cash -
	6/06/22	6/13/22	7		Orient Overseas	100	4,125	271.800	231.000	-40.800	-15	952,965	-100
6/13/22		6/27/22	14		- cash -
	6/27/22	8/01/22	35		China Shenhua HK	100	37,298	25.550	22.200	-3.350	-13	828,017	-77
8/01/22		12/05/22	126		- cash -
	12/05/22	3/13/23	98		Alibaba Health	100	95,283	8.690	5.540	-3.150	-36	527,875	-81
3/13/23		4/17/23	35		- cash -
	4/17/23	4/24/23	7		China Unicom	100	82,223	6.420	6.120	-0.300	-5	503,208	-92
4/24/23		5/08/23	14		- cash -
	5/08/23	5/15/23	7		China Unicom	100	78,503	6.410	6.240	-0.170	-3	489,863	-75
5/15/23		7/31/23	77		- cash -
	7/31/23	8/14/23	14		Li Auto	100	2,952	165.900	160.900	-5.000	-3	475,103	-55
8/14/23		9/04/23	21		- cash -
	9/04/23	9/11/23	7		Li Auto	100	2,909	163.300	154.800	-8.500	-5	450,376	-94
9/11/23		1/01/24	112		- cash -
	1/01/24	1/08/24	7		Lenovo	100	41,243	10.920	10.160	-0.760	-7	419,031	-98
1/08/24		2/19/24	42		- cash -
	2/19/24	3/18/24	28		China Shenhua HK	100	13,452	31.150	29.500	-1.650	-5	396,836	-51
	3/18/24	8/12/24	147		CNOOC	100	22,728	17.460	19.740	2.280	13	448,656	36
accum	1/02/06	8/12/24	4233	days out of 6900 invested (61%)						4,387		448,656	39

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Sunny Optical	long	7/23/12	3/18/13	238	2.77	8.80	6.03	217.69
		4/29/13	6/03/13	35	9.61	10.68	1.07	11.13
		3/21/16	5/16/16	56	22.80	23.95	1.15	5.04
		5/30/16	6/13/16	14	26.65	25.25	-1.40	-5.25
		7/11/16	11/14/16	126	27.85	38.20	10.35	37.16
		11/06/17	12/25/17	49	123.60	94.95	-28.65	-23.18	270.25
BYD Company		12/15/08	2/16/09	63	13.32	16.70	3.38	25.38
		5/11/09	1/25/10	259	25.75	58.45	32.70	126.99
		11/09/20	5/10/21	182	196.00	146.20	-49.80	-25.41	112.28
Zhongsheng		1/16/17	11/06/17	294	8.69	16.56	7.87	90.56	90.56
Galaxy Entertainment		11/01/10	12/20/10	49	7.42	8.48	1.06	14.29
		3/07/11	3/14/11	7	10.82	11.16	0.34	3.14
		4/04/11	6/06/11	63	11.92	17.44	5.52	46.31
		7/04/11	7/11/11	7	17.50	17.26	-0.24	-1.37
		10/31/11	11/14/11	14	16.14	14.36	-1.78	-11.03
		10/07/13	12/23/13	77	57.15	67.65	10.50	18.37	79.14
Orient Overseas		3/19/07	8/20/07	154	67.80	76.80	9.00	13.27
		5/10/21	7/05/21	56	126.60	175.70	49.10	38.78
		1/17/22	3/07/22	49	207.40	223.20	15.80	7.62
		5/23/22	5/30/22	7	258.80	252.00	-6.80	-2.63
		6/06/22	6/13/22	7	271.80	231.00	-40.80	-15.01	40.01
Zijin Mining HK		7/24/06	12/18/06	147	2.65	3.43	0.78	29.47
		3/23/09	5/11/09	49	4.09	4.15	0.06	1.47	31.37
China Res Power		11/29/21	12/20/21	21	20.50	25.40	4.90	23.90	23.90
Sands China		1/16/12	4/30/12	105	25.30	30.80	5.50	21.74	21.74
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Sino Biopharm		2/12/18	3/26/18	42	6.09	6.94	0.85	14.01
		4/23/18	5/07/18	14	6.92	7.81	0.89	12.84
		5/14/18	6/25/18	42	8.52	7.84	-0.68	-7.93	18.44
China Res Land		1/02/06	6/05/06	154	3.40	4.00	0.60	17.65	17.65
Tencent		4/21/08	6/09/08	49	10.85	12.40	1.55	14.28	14.28
CNOOC		3/18/24	8/12/24	147	17.46	19.74	2.28	13.06	13.06
Ping An		8/20/07	12/10/07	112	36.40	40.44	4.04	11.10	11.10
Meituan		9/14/20	10/26/20	42	244.60	266.00	21.40	8.75	8.75
China Life Ins HK		12/18/06	3/05/07	77	23.75	20.97	-2.78	-11.71
		1/19/15	6/22/15	154	29.60	34.40	4.80	16.22	2.61
ANTA Sports Products		11/02/15	12/14/15	42	21.10	21.55	0.45	2.13	2.13
China Mobile		4/07/08	4/14/08	7	121.65	122.30	0.65	0.53	0.53
Xinyi Glass		8/19/13	10/07/13	49	7.12	6.78	-0.34	-4.76	-4.76
Tingyi		11/28/11	1/02/12	35	25.40	23.95	-1.45	-5.71	-5.71
Lenovo		1/01/24	1/08/24	7	10.92	10.16	-0.76	-6.96	-6.96
China Unicom		4/17/23	4/24/23	7	6.42	6.12	-0.30	-4.67
		5/08/23	5/15/23	7	6.41	6.24	-0.17	-2.65	-7.20
SMIC		2/10/20	2/24/20	14	16.76	15.50	-1.26	-7.52	-7.52
Li Auto		7/31/23	8/14/23	14	165.90	160.90	-5.00	-3.01
		9/04/23	9/11/23	7	163.30	154.80	-8.50	-5.21	-8.06
Geely Auto		12/05/16	12/12/16	7	7.71	7.80	0.09	1.17
		12/25/17	2/12/18	49	25.65	22.10	-3.55	-13.84	-12.83
China Shenhua HK		6/27/22	8/01/22	35	25.55	22.20	-3.35	-13.11
		2/19/24	3/18/24	28	31.15	29.50	-1.65	-5.30	-17.71
Li Ning		7/22/19	8/05/19	14	19.92	18.40	-1.52	-7.63
		10/14/19	2/03/20	112	25.85	22.50	-3.35	-12.96	-19.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	total
Alibaba Health		3/01/10	3/08/10	7	1.47	1.68	0.21	14.29
		3/29/10	5/10/10	42	1.73	1.50	-0.23	-13.29
		7/12/10	11/01/10	112	1.09	1.14	0.05	4.59
		4/07/14	6/23/14	77	5.14	5.83	0.69	13.42
		6/30/14	10/06/14	98	6.02	4.79	-1.23	-20.43
		11/24/14	12/01/14	7	5.31	5.46	0.15	2.82
		12/08/14	1/12/15	35	5.22	4.98	-0.24	-4.60
		12/17/18	5/13/19	147	6.86	8.10	1.24	18.08
		5/25/20	9/14/20	112	18.72	18.76	0.04	0.21
		12/05/22	3/13/23	98	8.69	5.54	-3.15	-36.25	-30.79

Annotations

5/23/18	HSI	index adaption removed: Cathay Pacific Airways, Kunlun Energy, The Wharf added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC
7/19/17	HSI	Belle drops out due to acquisition by Hillhouse Capital and CDH Investments
4/01/17	HSI	machine learning processed for all techniques
3/06/17	HSI	Geely Auto replaces Li & Fung
12/28/16	HSI	AAC Technologies and CKI replacen China Res Enterprises and Tingyi
10/13/15	China Mengniu Dairy	forward stock split 1:2 (two for one)
9/18/15	China Res Enterprise	ex special dividend HKD 12.30
7/27/15	Ping An HK	forward stock split 10:20 (twenty for ten)
6/08/15	HSI	CK Property and The Link REIT replace Costco and Hutchison Whampoa.
6/01/15	CK Hutchison	name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa
5/27/15	CK Hutchison	spin-off CK Property


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