Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 11:48UTC

Assessment - FT 30 Index - 7/01/24 - RS = 13

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
		SOM Price Index	270.244	8/12	0.67	268.263	0.74	281.057	-12.794	-4.55	1.97
	L	3i Group	3,018.000	8/12	0.23	2,986.000	1.07	2,809.000	177.000	6.30	34.55
	L	NatWest	334.600	8/12	0.48	315.000	6.22	265.500	49.500	18.64	30.05
	L	Experian	3,524.000	8/12	1.18	3,648.000	-3.40	3,454.000	194.000	5.62	20.75
		BAE Systems	1,303.500	8/12	2.04	1,272.000	2.48	1,349.500	-77.500	-5.74	19.62
	L	Lloyds Bank	56.800	8/12	-0.28	55.620	2.12	51.760	3.860	7.46	19.38
	L	BT Group	141.500	8/12	8.43	141.300	0.14	109.650	31.650	28.86	19.02
		Next	9,542.000	8/12	0.23	9,120.000	4.63	9,232.000	-112.000	-1.21	15.32
	L	ITV	78.400	8/12	0.45	79.900	-1.88	73.900	6.000	8.12	13.51
		Ass Brit Foods	2,435.000	8/12	-0.90	2,496.000	-2.44	2,498.000	-2.000	-0.08	11.67
	L	Tesco	333.500	8/12	0.91	307.300	8.53	296.600	10.700	3.61	10.30
		Man Group	214.000	8/12	0.28	243.800	-12.22	267.400	-23.600	-8.83	7.00
		GSK	1,572.000	8/12	0.42	1,526.000	3.01	1,708.600	-182.600	-10.69	5.65
		Melrose	486.700	8/12	0.19	553.600	-12.08	673.000	-119.400	-17.74	4.87
		Int Cons Airlines	166.450	8/12	-0.06	163.900	1.56	176.750	-12.850	-7.27	4.50
		Compass Group	2,354.000	8/12	0.90	2,173.000	8.33	2,323.000	-150.000	-6.46	3.50
	L	Smiths Group	1,743.000	8/12	0.52	1,703.000	2.35	1,641.500	61.500	3.75	2.16
	L	Tate & Lyle	643.000	8/12	0.47	598.500	7.44	617.500	-19.000	-3.08	1.94
	S	Flutter	14,685.000	8/12	-1.28	14,650.000	0.24	15,790.000	-1,140.000	-7.22	-1.14
		Land Securities	615.500	8/12	-0.73	630.000	-2.30	658.200	-28.200	-4.28	-1.57
	L	Vodafone	74.440	8/12	0.87	70.240	5.98	70.460	-0.220	-0.31	-2.49
	S	Legal & General	225.600	8/12	0.53	228.900	-1.44	254.400	-25.500	-10.02	-3.05
		WPP Group	690.200	8/12	1.68	719.200	-4.03	753.600	-34.400	-4.56	-3.16
		BP	439.600	8/12	1.35	478.500	-8.13	495.700	-17.200	-3.47	-5.19
	S	Wise	685.000	8/12	-0.07	698.500	-1.93	928.600	-230.100	-24.78	-8.96
		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	4/01/24	prc diff	⇓ Δ13	∅-RS
	L	Abrdn	152.950	8/12	2.51	149.300	2.44	141.100	8.200	5.81	-12.95
	S	Diageo	2,451.500	8/12	1.03	2,480.000	-1.15	2,925.500	-445.500	-15.23	-13.31
	S	National Grid	978.400	8/12	-0.04	885.400	10.50	1,066.000	-180.600	-16.94	-13.65
		Reckitt Benckiser	4,180.000	8/12		4,289.000	-2.54	4,512.000	-223.000	-4.94	-16.63
		Ocado	376.700	8/12	0.72	288.100	30.75	455.100	-167.000	-36.70	-33.68
	S	Burberry Group	671.000	8/12	-2.02	862.600	-22.21	1,213.000	-350.400	-28.89	-33.81
FT 30 - 30 out of 30 instruments rated - 7/01/24 / 4/01/24 - 9 did rise, Market-Ratio(13) = 30.00 %
Stock Exchange Currency: GBP £ Pound sterling

Technical Chart

	FT 30 RS = 13 - B/S = 66/66

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

Transactions FT 30 Index * L13 - 66 ex 13 (2)

												⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
long	1/02/06	5/15/06	133		BAE Systems	50	1,293	3.865	4.023	0.158	4	10,204	12
					Man Group	50	1,546	3.235	4.000	0.765	24	11,386	79
5/15/06		8/21/06	98		- cash -
	8/21/06	3/19/07	210		Man Group	50	1,361	4.183	5.370	1.188	28	13,003	54
		1/15/07	147		Tate & Lyle	50	811	7.020	7.390	0.370	5	13,303	14
	1/15/07	3/19/07	63		BT Group	50	1,905	3.145	3.038	-0.108	-3	13,098	-18
3/19/07		3/26/07	7		- cash -
	3/26/07	5/14/07	49		Burberry Group	50	998	6.560	6.925	0.365	6	13,462	50
					Flutter	50	332	19.720	21.000	1.280	6	13,887	60
5/14/07		6/04/07	21		- cash -
	6/04/07	6/25/07	21		Compass Group	50	1,847	3.758	3.575	-0.183	-5	13,550	-58
					Flutter	50	312	22.200	21.760	-0.440	-2	13,413	-29
6/25/07		10/29/07	126		- cash -
	10/29/07	11/05/07	7		Vodafone	50	3,456	1.940	1.882	-0.058	-3	13,212	-79
					Flutter	50	237	28.230	27.410	-0.820	-3	13,018	-78
11/05/07		4/21/08	168		- cash -
	4/21/08	4/28/08	7		Compass Group	50	1,901	3.423	3.418	-0.005	0	13,008	-7
					Man Group	50	1,130	5.760	5.785	0.025	0	13,037	25
4/28/08		5/12/08	14		- cash -
	5/12/08	5/19/08	7		Reckitt Benckiser	50	217	29.970	29.990	0.020	0	13,041	4
					Compass Group	50	1,842	3.545	3.775	0.230	6	13,465	2,552
5/19/08		1/26/09	252		- cash -
	1/26/09	2/02/09	7		GSK	50	527	12.773	12.391	-0.383	-3	13,263	-80
					Experian	50	1,674	4.020	4.315	0.295	7	13,757	3,915
2/02/09		5/18/09	105		- cash -
	5/18/09	1/25/10	252		Next	50	441	15.580	19.190	3.610	23	15,349	35
					Burberry Group	50	1,716	4.013	6.170	2.158	54	19,051	86
1/25/10		2/01/10	7		- cash -
	2/01/10	2/08/10	7		Burberry Group	50	1,524	6.250	5.905	-0.345	-6	18,525	-95
					ITV	50	16,905	0.564	0.513	-0.051	-9	17,672	-99
2/08/10		3/15/10	35		- cash -
	3/15/10	5/17/10	63		Burberry Group	50	1,286	6.870	7.000	0.130	2	17,839	11
					Melrose	50	7,961	1.110	1.203	0.093	8	18,577	59
5/17/10		8/23/10	98		- cash -
	8/23/10	8/30/10	7		Legal & General	50	9,726	0.955	0.927	-0.029	-3	18,300	-79
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Burberry Group	50	1,109	8.375	8.500	0.125	1	18,439	117
8/30/10		9/06/10	7		- cash -
	9/06/10	3/07/11	182		Burberry Group	50	1,056	8.730	12.000	3.270	37	21,892	89
					Melrose	50	6,574	1.402	1.652	0.249	18	23,530	39
3/07/11		11/07/11	245		- cash -
	11/07/11	11/14/11	7		Next	50	426	27.560	28.010	0.450	2	23,722	133
					Flutter	50	298	39.450	39.590	0.140	0	23,764	20
11/14/11		12/05/11	21		- cash -
	12/05/11	12/12/11	7		Next	50	446	26.600	26.000	-0.600	-2	23,496	-70
					Flutter	50	290	40.920	40.110	-0.810	-2	23,261	-65
12/12/11		1/02/12	21		- cash -
	1/02/12	1/09/12	7		Next	50	424	27.410	25.730	-1.680	-6	22,549	-96
					Flutter	50	259	44.800	44.500	-0.300	-1	22,471	-30
1/09/12		1/23/12	14		- cash -
	1/23/12	1/30/12	7		Experian	50	1,267	8.865	8.585	-0.280	-3	22,116	-81
					Flutter	50	269	41.740	41.330	-0.410	-1	22,006	-40
1/30/12		2/06/12	7		- cash -
	2/06/12	4/23/12	77		Next	50	397	27.680	29.990	2.310	8	22,923	46
					Flutter	50	254	43.350	48.400	5.050	12	24,206	69
4/23/12		4/30/12	7		- cash -
	4/30/12	5/07/12	7		ITV	50	14,459	0.837	0.808	-0.030	-4	23,779	-85
					Flutter	50	245	49.350	48.060	-1.290	-3	23,463	-75
5/07/12		8/06/12	91		- cash -
	8/06/12	10/29/12	84		Next	50	334	35.100	35.970	0.870	2	23,754	11
					Flutter	50	211	55.500	56.910	1.410	3	24,051	12
10/29/12		11/05/12	7		- cash -
	11/05/12	11/12/12	7		Lloyds Bank	50	28,064	0.429	0.451	0.023	5	24,693	1,401
					Abrdn	50	4,035	2.980	3.031	0.051	2	24,898	142
11/12/12		11/26/12	14		- cash -
	11/26/12	6/17/13	203		Lloyds Bank	50	27,603	0.451	0.613	0.162	36	29,370	74
					Abrdn	50	4,067	3.061	3.669	0.608	20	31,843	39
6/17/13		7/08/13	21		- cash -
	7/08/13	7/29/13	21		Lloyds Bank	50	23,727	0.671	0.687	0.016	2	32,222	51
					Ocado	50	5,117	3.111	3.225	0.114	4	32,806	87
7/29/13		8/05/13	7		- cash -
	8/05/13	8/12/13	7		Int Cons Airlines	50	5,020	3.267	3.122	-0.145	-4	32,078	-91
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Ocado	50	5,570	2.945	2.880	-0.065	-2	31,716	-69
8/12/13		9/16/13	35		- cash -
	9/16/13	10/07/13	21		ITV	50	8,708	1.821	1.818	-0.003	0	31,690	-3
					Ocado	50	4,214	3.763	4.287	0.524	14	33,898	864
10/07/13		10/28/13	21		- cash -
	10/28/13	11/04/13	7		ITV	50	8,832	1.919	1.931	0.012	1	34,004	38
					Ocado	50	4,175	4.059	4.381	0.322	8	35,348	5,255
11/04/13		11/11/13	7		- cash -
	11/11/13	12/02/13	21		Int Cons Airlines	50	4,617	3.828	3.676	-0.152	-4	34,646	-51
					Ocado	50	4,129	4.280	3.980	-0.300	-7	33,408	-72
12/02/13		12/23/13	21		- cash -
	12/23/13	1/27/14	35		Int Cons Airlines	50	4,230	3.948	4.006	0.058	1	33,653	16
					Ocado	50	3,659	4.565	4.817	0.252	6	34,575	75
1/27/14		2/24/14	28		- cash -
	2/24/14	3/03/14	7		Int Cons Airlines	50	3,880	4.455	4.228	-0.227	-5	33,694	-93
					Ocado	50	2,872	6.020	5.495	-0.525	-9	32,187	-99
3/03/14		7/14/14	133		- cash -
	7/14/14	7/21/14	7		Ass Brit Foods	50	545	29.500	28.080	-1.420	-5	31,413	-92
					Man Group	50	14,180	1.136	1.187	0.051	4	32,136	887
7/21/14		11/10/14	112		- cash -
	11/10/14	11/24/14	14		NatWest	50	4,245	3.785	3.789	0.004	0	32,153	3
					Man Group	50	12,009	1.338	1.395	0.057	4	32,837	197
11/24/14		12/08/14	14		- cash -
	12/08/14	12/15/14	7		Int Cons Airlines	50	3,437	4.777	4.544	-0.233	-5	32,037	-93
					Man Group	50	10,953	1.499	1.408	-0.091	-6	31,040	-96
12/15/14		12/22/14	7		- cash -
	12/22/14	4/27/15	126		Int Cons Airlines	50	3,290	4.716	5.845	1.129	24	34,754	86
					Man Group	50	9,862	1.574	2.111	0.537	34	40,050	134
4/27/15		11/23/15	210		- cash -
	11/23/15	12/14/15	21		Ass Brit Foods	50	577	34.700	33.480	-1.220	-4	39,346	-46
					Flutter	50	168	119.000	116.540	-2.460	-2	38,933	-30
12/14/15		12/28/15	14		- cash -
	12/28/15	1/04/16	7		ITV	50	7,078	2.750	2.698	-0.052	-2	38,565	-63
					Flutter	50	160	121.040	123.500	2.460	2	38,958	186
1/04/16		4/18/16	105		- cash -
	4/18/16	5/02/16	14		Compass Group	50	1,520	12.810	12.166	-0.645	-5	37,979	-74
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
					Melrose	50	9,073	2.148	2.128	-0.019	-1	37,804	-21
5/02/16		5/09/16	7		- cash -
	5/09/16	5/23/16	14		Compass Group	50	1,502	12.580	12.760	0.180	1	38,075	45
					Melrose	50	8,758	2.159	2.210	0.051	2	38,520	84
5/23/16		8/22/16	91		- cash -
	8/22/16	8/29/16	7		Smiths Group	50	1,431	13.450	13.426	-0.024	0	38,485	-9
					Melrose	50	4,508	4.275	4.388	0.113	3	38,993	287
8/29/16		9/26/16	28		- cash -
	9/26/16	10/10/16	14		Smiths Group	50	1,389	14.030	15.280	1.250	9	40,729	825
					Melrose	50	3,796	5.138	5.490	0.353	7	42,067	464
10/10/16		12/26/16	77		- cash -
	12/26/16	1/02/17	7		3i Group	50	3,026	6.950	7.040	0.090	1	42,339	96
					Melrose	50	3,619	5.813	5.940	0.128	2	42,801	210
1/02/17		1/16/17	14		- cash -
	1/16/17	1/23/17	7		3i Group	50	2,959	7.231	7.035	-0.197	-3	42,218	-76
					Melrose	50	3,531	6.060	5.910	-0.150	-2	41,688	-73
1/23/17		2/20/17	28		- cash -
	2/20/17	3/27/17	35		NatWest	50	8,051	2.589	2.388	-0.201	-8	40,070	-57
					Melrose	50	3,254	6.405	6.615	0.210	3	40,753	40
3/27/17		4/17/17	21		- cash -
	4/17/17	6/26/17	70		Burberry Group	50	1,158	17.589	17.510	-0.079	0	40,662	-2
					Melrose	50	3,060	6.660	7.641	0.981	15	43,665	105
6/26/17		5/14/18	322		- cash -
	5/14/18	7/16/18	63		Tesco	50	7,012	3.114	3.228	0.114	4	44,464	23
					Ocado	50	3,922	5.566	10.545	4.979	89	63,992	3,953
7/16/18		2/18/19	217		- cash -
	2/18/19	2/25/19	7		Diageo	50	1,051	30.440	29.995	-0.445	-1	63,524	-54
					Ocado	50	3,455	9.260	8.862	-0.398	-4	62,149	-90
2/25/19		3/11/19	14		- cash -
	3/11/19	5/13/19	63		Legal & General	50	10,872	2.858	2.674	-0.184	-6	60,148	-32
					Ocado	50	2,969	10.465	13.195	2.730	26	68,254	283
5/13/19		11/04/19	175		- cash -
	11/04/19	12/02/19	28		Melrose	50	5,149	6.627	6.933	0.306	5	69,829	80
		11/11/19	7		Ocado	50	2,528	13.500	11.020	-2.480	-18	63,560	-100
	11/11/19	12/02/19	21		Flutter	50	346	80.300	89.100	8.800	11	66,605	509
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
12/02/19		12/16/19	14		- cash -
	12/16/19	12/30/19	14		Next	50	453	73.400	71.280	-2.120	-3	65,644	-53
					Flutter	50	373	89.260	92.340	3.080	3	66,793	142
12/30/19		1/06/20	7		- cash -
	1/06/20	1/27/20	21		Melrose	50	4,669	7.152	7.089	-0.063	-1	66,499	-14
					Flutter	50	356	93.660	89.500	-4.160	-4	65,018	-55
1/27/20		6/15/20	140		- cash -
	6/15/20	7/13/20	28		Flutter	50	299	108.500	109.700	1.200	1	65,377	15
					Ocado	50	1,681	19.375	20.330	0.955	5	66,982	87
7/13/20		8/24/20	42		- cash -
	8/24/20	8/31/20	7		Flutter	50	276	121.100	123.800	2.700	2	67,727	216
					Ocado	50	1,371	24.470	24.970	0.500	2	68,413	187
8/31/20		11/16/20	77		- cash -
	11/16/20	3/08/21	112		Flutter	50	263	130.000	144.700	14.700	11	72,279	42
		3/01/21	105		Ocado	50	1,563	21.890	21.380	-0.510	-2	71,482	-8
	3/01/21	3/08/21	7		ITV	50	27,983	1.195	1.215	0.021	2	72,056	143
3/08/21		3/15/21	7		- cash -
	3/15/21	6/21/21	98		ITV	50	29,713	1.213	1.276	0.063	5	73,927	21
		4/19/21	35		Flutter	50	213	168.750	151.600	-17.150	-10	70,274	-67
	4/19/21	6/21/21	63		NatWest	50	16,285	1.988	2.024	0.036	2	70,861	11
6/21/21		1/03/22	196		- cash -
	1/03/22	1/17/22	14		Experian	50	975	36.320	30.940	-5.380	-15	65,615	-98
		1/24/22	21		Man Group	50	15,588	2.274	1.958	-0.316	-14	60,689	-93
	1/17/22		7		BP	50	7,661	3.938	3.641	-0.297	-8	58,418	-98
1/24/22		6/06/22	133		- cash -
	6/06/22	6/13/22	7		BAE Systems	50	3,677	7.942	7.650	-0.292	-4	57,344	-86
					BP	50	6,633	4.405	4.263	-0.142	-3	56,406	-82
6/13/22		8/08/22	56		- cash -
	8/08/22	8/15/22	7		BAE Systems	50	3,562	7.916	7.818	-0.098	-1	56,057	-48
					Compass Group	50	1,471	19.170	19.455	0.285	1	56,476	116
8/15/22		12/26/22	133		- cash -
	12/26/22	2/06/23	42		BAE Systems	50	3,302	8.550	8.392	-0.158	-2	55,954	-15
		4/17/23	112		Flutter	50	245	115.000	150.850	35.850	31	64,737	142
	2/06/23		70		Int Cons Airlines	50	16,352	1.699	1.503	-0.196	-12	61,536	-47
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	prc diff	d %	asset	yield
4/17/23		11/20/23	217		- cash -
	11/20/23	11/27/23	7		3i Group	50	1,425	21.590	21.900	0.310	1	61,977	110
					Ass Brit Foods	50	1,312	23.440	23.780	0.340	1	62,423	112
11/27/23		12/25/23	28		- cash -
	12/25/23	2/12/24	49		3i Group	50	1,289	24.210	24.090	-0.120	0	62,269	-4
		1/22/24	28		Ocado	50	4,305	7.250	5.616	-1.634	-23	55,234	-96
	1/22/24	2/12/24	21		Melrose	50	4,100	5.898	5.940	0.042	1	55,407	13
2/12/24		3/25/24	42		- cash -
	3/25/24	4/08/24	14		BAE Systems	50	2,037	13.600	13.375	-0.225	-2	54,948	-35
					3i Group	50	992	27.910	28.230	0.320	1	55,266	35
4/08/24		5/06/24	28		- cash -
	5/06/24	6/10/24	35		NatWest	50	9,059	3.050	3.109	0.059	2	55,800	22
					3i Group	50	955	28.910	29.470	0.560	2	56,335	22
6/10/24		11/21/24	164		- cash -
accum	1/02/06	6/10/24	2520	days out of 6898 invested (37%)						463		56,335	28

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Burberry Group	long	3/26/07	5/14/07	49	6.56	6.93	0.36	5.56	50	2.78
		5/18/09	1/25/10	252	4.01	6.17	2.16	53.77		26.88
		2/01/10	2/08/10	7	6.25	5.91	-0.35	-5.52		-2.76
		3/15/10	5/17/10	63	6.87	7.00	0.13	1.89		0.95
		8/23/10	8/30/10	7	8.38	8.50	0.13	1.49		0.75
		9/06/10	3/07/11	182	8.73	12.00	3.27	37.46		18.73
		4/17/17	6/26/17	70	17.59	17.51	-0.08	-0.45		-0.22	52.78
Man Group		1/02/06	5/15/06	133	3.24	4.00	0.77	23.65		11.82
		8/21/06	3/19/07	210	4.18	5.37	1.19	28.39		14.20
		4/21/08	4/28/08	7	5.76	5.79	0.03	0.43		0.22
		7/14/14	7/21/14	7	1.14	1.19	0.05	4.49		2.24
		11/10/14	11/24/14	14	1.34	1.40	0.06	4.26		2.13
		12/08/14	12/15/14	7	1.50	1.41	-0.09	-6.07		-3.04
		12/22/14	4/27/15	126	1.57	2.11	0.54	34.12		17.06
		1/03/22	1/24/22	21	2.27	1.96	-0.32	-13.90		-6.95	41.14
Ocado		7/08/13	7/29/13	21	3.11	3.23	0.11	3.66		1.83
		8/05/13	8/12/13	7	2.95	2.88	-0.07	-2.21		-1.10
		9/16/13	10/07/13	21	3.76	4.29	0.52	13.93		6.96
		10/28/13	11/04/13	7	4.06	4.38	0.32	7.93		3.97
		11/11/13	12/02/13	21	4.28	3.98	-0.30	-7.01		-3.50
		12/23/13	1/27/14	35	4.57	4.82	0.25	5.52		2.76
		2/24/14	3/03/14	7	6.02	5.50	-0.53	-8.72		-4.36
		5/14/18	7/16/18	63	5.57	10.55	4.98	89.45		44.73
		2/18/19	2/25/19	7	9.26	8.86	-0.40	-4.30		-2.15
		3/11/19	5/13/19	63	10.47	13.20	2.73	26.09		13.04
		11/04/19	11/11/19	7	13.50	11.02	-2.48	-18.37		-9.19
		6/15/20	7/13/20	28	19.38	20.33	0.96	4.93		2.46
		8/24/20	8/31/20	7	24.47	24.97	0.50	2.04		1.02
		11/16/20	3/01/21	105	21.89	21.38	-0.51	-2.33		-1.16
		12/25/23	1/22/24	28	7.25	5.62	-1.63	-22.54		-11.27	40.17
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Melrose		3/15/10	5/17/10	63	1.11	1.20	0.09	8.36		4.18
		9/06/10	3/07/11	182	1.40	1.65	0.25	17.77		8.89
		4/18/16	5/02/16	14	2.15	2.13	-0.02	-0.90		-0.45
		5/09/16	5/23/16	14	2.16	2.21	0.05	2.36		1.18
		8/22/16	8/29/16	7	4.28	4.39	0.11	2.63		1.32
		9/26/16	10/10/16	14	5.14	5.49	0.35	6.86		3.43
		12/26/16	1/02/17	7	5.81	5.94	0.13	2.19		1.10
		1/16/17	1/23/17	7	6.06	5.91	-0.15	-2.48		-1.24
		2/20/17	3/27/17	35	6.41	6.62	0.21	3.28		1.64
		4/17/17	6/26/17	70	6.66	7.64	0.98	14.73		7.37
		11/04/19	12/02/19	28	6.63	6.93	0.31	4.62		2.31
		1/06/20	1/27/20	21	7.15	7.09	-0.06	-0.88		-0.44
		1/22/24	2/12/24	21	5.90	5.94	0.04	0.71		0.36	33.36
Flutter		3/26/07	5/14/07	49	19.72	21.00	1.28	6.49		3.25
		6/04/07	6/25/07	21	22.20	21.76	-0.44	-1.98		-0.99
		10/29/07	11/05/07	7	28.23	27.41	-0.82	-2.90		-1.45
		11/07/11	11/14/11	7	39.45	39.59	0.14	0.35		0.18
		12/05/11	12/12/11	7	40.92	40.11	-0.81	-1.98		-0.99
		1/02/12	1/09/12	7	44.80	44.50	-0.30	-0.67		-0.33
		1/23/12	1/30/12	7	41.74	41.33	-0.41	-0.98		-0.49
		2/06/12	4/23/12	77	43.35	48.40	5.05	11.65		5.82
		4/30/12	5/07/12	7	49.35	48.06	-1.29	-2.61		-1.31
		8/06/12	10/29/12	84	55.50	56.91	1.41	2.54		1.27
		11/23/15	12/14/15	21	119.00	116.54	-2.46	-2.07		-1.03
		12/28/15	1/04/16	7	121.04	123.50	2.46	2.03		1.02
		11/11/19	12/02/19	21	80.30	89.10	8.80	10.96		5.48
		12/16/19	12/30/19	14	89.26	92.34	3.08	3.45		1.73
		1/06/20	1/27/20	21	93.66	89.50	-4.16	-4.44		-2.22
		6/15/20	7/13/20	28	108.50	109.70	1.20	1.11		0.55
		8/24/20	8/31/20	7	121.10	123.80	2.70	2.23		1.11
		11/16/20	3/08/21	112	130.00	144.70	14.70	11.31		5.65
		3/15/21	4/19/21	35	168.75	151.60	-17.15	-10.16		-5.08
		12/26/22	4/17/23	112	115.00	150.85	35.85	31.17		15.59	29.56
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Lloyds Bank		11/05/12	11/12/12	7	0.43	0.45	0.02	5.33		2.67
		11/26/12	6/17/13	203	0.45	0.61	0.16	35.92		17.96
		7/08/13	7/29/13	21	0.67	0.69	0.02	2.38		1.19	22.55
Next		5/18/09	1/25/10	252	15.58	19.19	3.61	23.17		11.59
		11/07/11	11/14/11	7	27.56	28.01	0.45	1.63		0.82
		12/05/11	12/12/11	7	26.60	26.00	-0.60	-2.26		-1.13
		1/02/12	1/09/12	7	27.41	25.73	-1.68	-6.13		-3.06
		2/06/12	4/23/12	77	27.68	29.99	2.31	8.35		4.17
		8/06/12	10/29/12	84	35.10	35.97	0.87	2.48		1.24
		12/16/19	12/30/19	14	73.40	71.28	-2.12	-2.89		-1.44	12.07
Abrdn		11/05/12	11/12/12	7	2.98	3.03	0.05	1.71		0.86
		11/26/12	6/17/13	203	3.06	3.67	0.61	19.86		9.93	10.87
Smiths Group		8/22/16	8/29/16	7	13.45	13.43	-0.02	-0.18		-0.09
		9/26/16	10/10/16	14	14.03	15.28	1.25	8.91		4.45	4.36
Tate & Lyle		8/21/06	1/15/07	147	7.02	7.39	0.37	5.27		2.64	2.64
Tesco		5/14/18	7/16/18	63	3.11	3.23	0.11	3.66		1.83	1.83
3i Group		12/26/16	1/02/17	7	6.95	7.04	0.09	1.29		0.65
		1/16/17	1/23/17	7	7.23	7.03	-0.20	-2.72		-1.36
		11/20/23	11/27/23	7	21.59	21.90	0.31	1.44		0.72
		12/25/23	2/12/24	49	24.21	24.09	-0.12	-0.50		-0.25
		3/25/24	4/08/24	14	27.91	28.23	0.32	1.15		0.57
		5/06/24	6/10/24	35	28.91	29.47	0.56	1.94		0.97	1.29
Reckitt Benckiser		5/12/08	5/19/08	7	29.97	29.99	0.02	0.07		0.03	0.03
Compass Group		6/04/07	6/25/07	21	3.76	3.58	-0.18	-4.86		-2.43
		4/21/08	4/28/08	7	3.42	3.42	-0.00	-0.15		-0.07
		5/12/08	5/19/08	7	3.55	3.78	0.23	6.49		3.24
		4/18/16	5/02/16	14	12.81	12.17	-0.64	-5.03		-2.52
		5/09/16	5/23/16	14	12.58	12.76	0.18	1.43		0.72
		8/08/22	8/15/22	7	19.17	19.46	0.29	1.49		0.74	-0.43
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Diageo		2/18/19	2/25/19	7	30.44	30.00	-0.45	-1.46		-0.73	-0.73
Vodafone		10/29/07	11/05/07	7	1.94	1.88	-0.06	-2.99		-1.49	-1.49
GSK		1/26/09	2/02/09	7	12.77	12.39	-0.38	-3.00		-1.50	-1.50
BT Group		1/15/07	3/19/07	63	3.15	3.04	-0.11	-3.42		-1.71	-1.71
NatWest		11/10/14	11/24/14	14	3.79	3.79	0.00	0.11		0.05
		2/20/17	3/27/17	35	2.59	2.39	-0.20	-7.76		-3.88
		4/19/21	6/21/21	63	1.99	2.02	0.04	1.81		0.91
		5/06/24	6/10/24	35	3.05	3.11	0.06	1.93		0.97	-2.02
BAE Systems		1/02/06	5/15/06	133	3.87	4.02	0.16	4.08		2.04
		6/06/22	6/13/22	7	7.94	7.65	-0.29	-3.68		-1.84
		8/08/22	8/15/22	7	7.92	7.82	-0.10	-1.24		-0.62
		12/26/22	2/06/23	42	8.55	8.39	-0.16	-1.85		-0.92
		3/25/24	4/08/24	14	13.60	13.38	-0.23	-1.65		-0.83	-2.19
Int Cons Airlines		8/05/13	8/12/13	7	3.27	3.12	-0.15	-4.44		-2.22
		11/11/13	12/02/13	21	3.83	3.68	-0.15	-3.97		-1.99
		12/23/13	1/27/14	35	3.95	4.01	0.06	1.47		0.73
		2/24/14	3/03/14	7	4.46	4.23	-0.23	-5.10		-2.55
		12/08/14	12/15/14	7	4.78	4.54	-0.23	-4.88		-2.44
		12/22/14	4/27/15	126	4.72	5.85	1.13	23.94		11.97
		2/06/23	4/17/23	70	1.70	1.50	-0.20	-11.53		-5.76	-3.15
Ass Brit Foods		7/14/14	7/21/14	7	29.50	28.08	-1.42	-4.81		-2.41
		11/23/15	12/14/15	21	34.70	33.48	-1.22	-3.52		-1.76
		11/20/23	11/27/23	7	23.44	23.78	0.34	1.45		0.73	-3.43
ITV		2/01/10	2/08/10	7	0.56	0.51	-0.05	-8.96		-4.48
		4/30/12	5/07/12	7	0.84	0.81	-0.03	-3.52		-1.76
		9/16/13	10/07/13	21	1.82	1.82	-0.00	-0.16		-0.08
		10/28/13	11/04/13	7	1.92	1.93	0.01	0.63		0.31
		12/28/15	1/04/16	7	2.75	2.70	-0.05	-1.89		-0.95
		3/01/21	3/08/21	7	1.19	1.22	0.02	1.72		0.86
		3/15/21	6/21/21	98	1.21	1.28	0.06	5.20		2.60	-3.60
instrument	L/S	date buy	date sell	days	prc buy	prc sell	prc diff	d %	spl	d_i %	total
Legal & General		8/23/10	8/30/10	7	0.96	0.93	-0.03	-2.98		-1.49
		3/11/19	5/13/19	63	2.86	2.67	-0.18	-6.44		-3.22	-4.66
BP		1/17/22	1/24/22	7	3.94	3.64	-0.30	-7.53		-3.77
		6/06/22	6/13/22	7	4.40	4.26	-0.14	-3.21		-1.61	-5.31
Experian		1/26/09	2/02/09	7	4.02	4.32	0.30	7.34		3.67
		1/23/12	1/30/12	7	8.87	8.59	-0.28	-3.16		-1.58
		1/03/22	1/17/22	14	36.32	30.94	-5.38	-14.81		-7.41	-5.52

Annotations

4/20/23	Melrose	reverse split 3:1 (one for three)
7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
7/21/21	FT 30	Flutter, Ocado and Wise replace BAT, Marks&Spencer and RSA Insurance
2/12/21	Tesco	Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia business
8/14/17	Standard Life	merger with Aberdeen Asset Management completed
11/01/16	Ladbrokes	deletion after merger with Gala Coral
9/19/16	FT 30	Associated British Foods replaces Arm Holdings
9/05/16	Arm Holdings	deletion due to acquisition by Softbank
2/15/16	FT 30	Burberry replaces BG (aquired by Shell)


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