RS Chart
Assessment - IPC Mexico in Swiss Franc - 7/01/24 - RS = 44
 ⇐ 
  ⇓instrument freshest Δday 7/01/24 ⇓ Δwk 8/28/23  prc diff ⇓ Δ44   ⇓∅-RS
real-time RS chart chart S add note IPC 2,605.422  8/12/24 -0.02 2,597.739 0.30 2,822.014 -224.275 -7.95   -7.21 
real-time RS chart chart add note Becle 1.528  8/12/24 3.67 1.575 -3.02 2.526 -0.950 -37.63   -16.16 
real-time RS chart chart add note Chedraui 7.125  8/12/24 2.44 6.243 14.11 5.009 1.235 24.65   10.83 
real-time RS chart chart add note Aerop. Centro Norte 7.590  8/12/24 2.22 7.621 -0.40 9.954 -2.333 -23.44   -11.40 
real-time RS chart chart S add note Alfa 0.515  8/12/24 1.65 0.523 -1.41 0.577 -0.055 -9.49   -14.24 
real-time RS chart chart add note México 5.216  8/12/24 1.09 4.953 5.31 4.317 0.636 14.74   10.30 
real-time RS chart chart L add note Aerop. Pacifico 14.342  8/12/24 0.72 14.034 2.19 16.370 -2.336 -14.27   -1.75 
real-time RS chart chart S add note Banco del Bajio 2.557  8/12/24 0.64 2.743 -6.79 2.851 -0.108 -3.78   -8.02 
real-time RS chart chart S add note Banorte 6.769  8/12/24 0.58 7.197 -5.94 7.696 -0.499 -6.48   -12.32 
real-time RS chart chart S add note WalMex 3.077  8/12/24 0.50 3.072 0.18 3.615 -0.544 -15.03   -10.75 
real-time RS chart chart S add note Alsea 2.712  8/12/24 0.47 3.193 -15.06 3.109 0.083 2.68   -3.34 
real-time RS chart chart L add note Aerop. Sureste 25.180  8/12/24 0.24 27.306 -7.79 24.191 3.115 12.88   11.90 
real-time RS chart chart add note Liverpool 6.551  8/12/24 0.22 6.536 0.23 5.592 0.943 16.87   13.44 
real-time RS chart chart L add note America Movil 0.795  8/12/24 0.12 0.773 2.92 0.836 -0.063 -7.52   -6.12 
real-time RS chart chart add note Gentera 1.037  8/12/24 0.05 1.150 -9.82 1.123 0.027 2.42   0.32 
real-time RS chart chart S add note Elektra 46.417  7/26/24 52.107 -10.92 61.164 -9.057 -14.81   -12.84 
real-time RS chart chart L add note Genomma Lab 0.922  8/12/24 0.837 10.22 0.724 0.113 15.60   12.57 
real-time RS chart chart S add note Bolsa Mexicana 1.457  8/12/24 -0.17 1.534 -5.00 1.806 -0.272 -15.07   -11.79 
real-time RS chart chart add note Gruma 18.275  8/12/24 -0.21 16.159 13.10 15.480 0.679 4.39   1.94 
real-time RS chart chart S add note Vesta 2.763  8/12/24 -0.23 2.720 1.57 3.365 -0.645 -19.17   -13.75 
real-time RS chart chart add note Peñoles 11.871  8/12/24 -0.26 11.716 1.32 12.524 -0.808 -6.45   -2.89 
real-time RS chart chart S add note Regional 6.238  8/12/24 -0.39 6.796 -8.20 6.572 0.224 3.41   -7.58 
real-time RS chart chart add note Coca-Cola FEMSA 8.138  8/12/24 -0.41 7.505 8.44 7.678 -0.173 -2.26   -3.95 
real-time RS chart chart S add note FEMSA 10.316  8/12/24 -0.45 9.759 5.71 10.375 -0.616 -5.94   -7.31 
real-time RS chart chart add note Megacable 2.086  8/12/24 -0.72 2.248 -7.19 2.149 0.098 4.58   2.56 
  ⇓instrument freshest Δday 7/01/24 ⇓ Δwk 8/28/23  prc diff ⇓ Δ44   ⇓∅-RS
real-time RS chart chart S add note Cemex 0.585  8/12/24 -0.75 0.569 2.76 0.731 -0.162 -22.13   -13.69 
real-time RS chart chart add note Bimbo 3.359  8/12/24 -0.84 3.282 2.35 4.646 -1.364 -29.35   -19.54 
real-time RS chart chart add note Arca Continental 9.146  8/12/24 -0.93 8.717 4.93 8.630 0.086 1.00   -2.33 
real-time RS chart chart S add note Kimberly-Clark 1.677  8/12/24 -1.01 1.536 9.18 2.101 -0.565 -26.90   -18.89 
real-time RS chart chart add note Televisa 0.381  8/12/24 -1.15 0.489 -22.01 0.794 -0.306 -38.47   -14.91 
real-time RS chart chart add note Pinfra 8.545  8/12/24 -1.38 8.260 3.45 8.806 -0.545 -6.19   -6.55 
real-time RS chart chart add note Carso 5.788  8/12/24 -1.65 6.464 -10.45 7.251 -0.787 -10.85   -10.84 
real-time RS chart chart add note Inbursa 2.173  8/12/24 -2.28 2.167 0.27 1.937 0.231 11.91   -2.21 
real-time RS chart chart add note Quálitas 8.092  8/12/24 -2.49 9.286 -12.86 7.051 2.236 31.71   12.59 
real-time RS chart chart add note Cementos Chihuahua 7.667  8/12/24 -2.81 8.468 -9.46 8.801 -0.333 -3.79   -6.82 
real-time RS chart chart S add note Orbia Advance 1.030  8/12/24 -3.23 1.252 -17.73 1.991 -0.739 -37.11   -28.92 
 IPC - 35 out of 35 instruments rated - 7/01/24 / 8/28/23 - 13 did rise, Market-Ratio(44) in CHF = 37.14 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 44 - B/S = 37/37
Market Chart
1/03/22 scale up chart 7/01/24
 


Transactions IPC Mexico in Swiss Franc * L44 - 37 ex 4 (1)
  ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
long 1/02/06   3/20/06 77  RT RS QC  Orbia Advance 100  20,065   0.498  0.571    0.072 15  11,454 90  
  3/20/06   9/18/06 182  RT RS QC  México 100  9,268   1.236  1.297    0.062 5  12,026 10  
  9/18/06   1/29/07 133  RT RS QC  Banorte 100  2,980   4.035  4.819    0.784 19  14,363 63  
  1/29/07  11/19/07 294  RT RS QC  Pinfra 100  4,797   2.994  3.561    0.568 19  17,085 24  
  11/19/07   4/21/08 154  RT RS QC  Orbia Advance 100  12,206   1.400  2.217    0.818 58  27,066 198  
4/21/08 4/28/08 7    - cash -
  4/28/08   7/07/08 70  RT RS QC  Orbia Advance 100  10,841   2.497  2.746    0.249 10  29,768 64  
7/07/08 7/14/08 7    - cash -
  7/14/08   7/21/08 7  RT RS QC  Orbia Advance 100  11,629   2.560  2.627    0.068 3  30,555 290  
7/21/08 7/20/09 364    - cash -
  7/20/09   3/15/10 238  RT RS QC  Gruma 100  24,500   1.247  2.068    0.821 66  50,663 117  
  3/15/10   1/31/11 322  RT RS QC  Genomma Lab 100  27,636   1.833  2.371    0.538 29  65,538 34  
  1/31/11   2/21/11 21  RT RS QC  México 100  17,956   3.650  3.683    0.033 1  66,130 17  
  2/21/11   8/08/11 168  RT RS QC  Alfa 100  56,520   1.170  0.907    -0.263 -22  51,278 -42  
  8/08/11  10/03/11 56  RT RS QC  Elektra 100  1,163   44.088  63.914    19.825 45  74,335 1,025  
10/03/11 10/24/11 21    - cash -
  10/24/11   4/16/12 175  RT RS QC  Elektra 100  1,150   64.592  57.905    -6.687 -10  66,645 -20  
  4/16/12   6/04/12 49  RT RS QC  Alsea 100  49,535   1.345  1.089    -0.256 -19  53,958 -79  
  6/04/12   7/16/12 42  RT RS QC  Coca-Cola FEMSA 100  4,695   11.491  11.981    0.490 4  56,258 44  
  7/16/12   8/20/12 35  RT RS QC  Banorte 100  10,453   5.382  5.065    -0.317 -6  52,944 -47  
  8/20/12   2/11/13 175  RT RS QC  Regional 100  14,927   3.547  4.291    0.744 21  64,050 49  
  2/11/13   5/20/13 98  RT RS QC  Aerop. Centro Norte 100  20,248   3.163  3.538    0.375 12  71,640 52  
  5/20/13   6/24/13 35  RT RS QC  Alsea 100  26,039   2.751  2.019    -0.732 -27  52,579 -96  
  6/24/13   6/09/14 350  RT RS QC  Pinfra 100  6,413   8.198  12.165    3.968 48  78,024 51  
  6/09/14   7/20/15 406  RT RS QC  Gruma 100  7,712   10.116  12.193    2.077 21  94,042 18  
  7/20/15   9/14/15 56  RT RS QC  Aerop. Centro Norte 100  18,142   5.183  4.828    -0.355 -7  87,602 -37  
  9/14/15   2/22/16 161  RT RS QC  Aerop. Pacifico 100  10,302   8.503  8.145    -0.358 -4  83,915 -9  
  2/22/16   3/14/16 21  RT RS QC  Gruma 100  5,294   15.849  14.394    -1.455 -9  76,212 -81  
  3/14/16   5/02/16 49  RT RS QC  Alsea 100  21,562   3.534  3.676    0.142 4  79,268 34  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
  5/02/16  12/26/16 238  RT RS QC  Genomma Lab 100  72,920   1.087  1.060    -0.027 -3  77,267 -4  
  12/26/16  11/06/17 315  RT RS QC  Cementos Chihuahua 100  23,316   3.314  4.853    1.539 46  113,146 56  
  11/06/17   2/05/18 91  RT RS QC  Elektra 100  2,656   42.590  34.039    -8.551 -20  90,434 -59  
  2/05/18   2/12/18 7  RT RS QC  Quálitas 100  38,649   2.340  2.330    -0.010 0  90,043 -20  
2/12/18 2/19/18 7    - cash -
  2/19/18   3/19/18 28  RT RS QC  Quálitas 100  36,550   2.464  2.632    0.169 7  96,211 137  
3/19/18 4/09/18 21    - cash -
  4/09/18   5/07/18 28  RT RS QC  Quálitas 100  35,181   2.735  2.553    -0.181 -7  89,831 -59  
5/07/18 7/09/18 63    - cash -
  7/09/18  10/08/18 91  RT RS QC  Cementos Chihuahua 100  13,854   6.484  6.134    -0.350 -5  84,982 -20  
  10/08/18  11/12/18 35  RT RS QC  Elektra 100  1,947   43.638  44.459    0.821 2  86,580 21  
11/12/18 1/21/19 70    - cash -
  1/21/19   2/11/19 21  RT RS QC  Elektra 100  1,585   54.606  53.711    -0.895 -2  85,161 -25  
2/11/19 3/25/19 42    - cash -
  3/25/19   5/27/19 63  RT RS QC  Elektra 100  1,553   54.816  63.951    9.136 17  99,349 144  
5/27/19 9/02/19 98    - cash -
  9/02/19   9/09/19 7  RT RS QC  Elektra 100  1,443   68.845  70.234    1.390 2  101,354 183  
9/09/19 9/16/19 7    - cash -
  9/16/19   3/09/20 175  RT RS QC  Quálitas 100  28,641   3.539  3.671    0.133 4  105,156 8  
3/09/20 6/08/20 91    - cash -
  6/08/20   6/15/20 7  RT RS QC  Becle 100  60,043   1.751  1.701    -0.050 -3  102,139 -78  
6/15/20 6/22/20 7    - cash -
  6/22/20   7/06/20 14  RT RS QC  Becle 100  55,893   1.827  1.845    0.017 1  103,105 28  
7/06/20 11/16/20 133    - cash -
  11/16/20  12/14/20 28  RT RS QC  Peñoles 100  6,905   14.931  14.032    -0.899 -6  96,895 -56  
12/14/20 12/28/20 14    - cash -
  12/28/20   5/03/21 126  RT RS QC  México 100  25,638   3.779  4.101    0.321 9  105,131 27  
  5/03/21   8/02/21 91  RT RS QC  Cemex 100  142,222   0.739  0.733    -0.006 -1  104,279 -3  
  8/02/21  11/15/21 105  RT RS QC  Banco del Bajio 100  62,699   1.663  1.677    0.013 1  105,124 3  
  11/15/21  11/29/21 14  RT RS QC  Alsea 100  53,958   1.948  1.644    -0.304 -16  88,730 -99  
  11/29/21  12/06/21 7  RT RS QC  Chedraui 100  53,267   1.666  1.641    -0.024 -1  87,438 -53  
  12/06/21   1/24/22 49  RT RS QC  America Movil 100  102,951   0.849  0.882    0.032 4  90,770 32  
  1/24/22   9/05/22 224  RT RS QC  Inbursa 100  77,916   1.165  1.627    0.462 40  126,766 72  
9/05/22 9/12/22 7    - cash -
  9/12/22   9/26/22 14  RT RS QC  Chedraui 100  44,781   2.831  2.785    -0.046 -2  124,699 -35  
9/26/22 10/03/22 7    - cash -
  10/03/22   6/05/23 245  RT RS QC  Chedraui 100  41,937   2.973  4.848    1.875 63  203,311 107  
  6/05/23  10/23/23 140  RT RS QC  Carso 100  35,008   5.807  6.147    0.340 6  215,209 16  
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellprc diffd %assetyield 
10/23/23 10/30/23 7    - cash -
  10/30/23   8/12/24 287  RT RS QC  Quálitas 100  28,876   7.453  8.092    0.639 9  233,674 11  
accum 1/02/06 8/12/246362 days out of 7335 invested (87%) 2,237 233,674 20  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 Orbia Advancelong  1/02/06  3/20/06770.500.570.07 14.54 
  11/19/07  4/21/081541.402.220.82 58.41 
   4/28/08  7/07/08702.502.750.25 9.98 
   7/14/08  7/21/0872.562.630.07 2.64104.83 
 Gruma  7/20/09  3/15/102381.252.070.82 65.81 
   6/09/14  7/20/1540610.1212.192.08 20.53 
   2/22/16  3/14/162115.8514.39-1.45 -9.1881.51 
 Pinfra  1/29/07 11/19/072942.993.560.57 18.96 
   6/24/13  6/09/143508.2012.173.97 48.4076.54 
 Chedraui 11/29/21 12/06/2171.671.64-0.02 -1.46 
   9/12/22  9/26/22142.832.78-0.05 -1.63 
  10/03/22  6/05/232452.974.851.87 63.0458.05 
 Inbursa  1/24/22  9/05/222241.161.630.46 39.6639.66 
 Cementos Chihuahua 12/26/16 11/06/173153.314.851.54 46.44 
   7/09/18 10/08/18916.486.13-0.35 -5.4038.53 
 Genomma Lab  3/15/10  1/31/113221.832.370.54 29.36 
   5/02/16 12/26/162381.091.06-0.03 -2.5226.10 
 Elektra  8/08/11 10/03/115644.0963.9119.83 44.97 
  10/24/11  4/16/1217564.5957.91-6.69 -10.35 
  11/06/17  2/05/189142.5934.04-8.55 -20.08 
  10/08/18 11/12/183543.6444.460.82 1.88 
   1/21/19  2/11/192154.6153.71-0.90 -1.64 
   3/25/19  5/27/196354.8263.959.14 16.67 
   9/02/19  9/09/19768.8470.231.39 2.0223.88 
 Regional  8/20/12  2/11/131753.554.290.74 20.9820.98 
 instrumentL/Sdate buy date selldaysprc buyprc sellprc diffd %total 
 México  3/20/06  9/18/061821.241.300.06 4.99 
   1/31/11  2/21/11213.653.680.03 0.90 
  12/28/20  5/03/211263.784.100.32 8.5014.95 
 Banorte  9/18/06  1/29/071334.034.820.78 19.44 
   7/16/12  8/20/12355.385.06-0.32 -5.8912.40 
 Quálitas  2/05/18  2/12/1872.342.33-0.01 -0.43 
   2/19/18  3/19/18282.462.630.17 6.85 
   4/09/18  5/07/18282.732.55-0.18 -6.63 
   9/16/19  3/09/201753.543.670.13 3.75 
  10/30/23  8/12/242877.458.090.64 8.5811.90 
 Carso  6/05/23 10/23/231405.816.150.34 5.855.85 
 Coca-Cola FEMSA  6/04/12  7/16/124211.4911.980.49 4.264.26 
 Aerop. Centro Norte  2/11/13  5/20/13983.163.540.37 11.85 
   7/20/15  9/14/15565.184.83-0.36 -6.854.19 
 America Movil 12/06/21  1/24/22490.850.880.03 3.813.81 
 Banco del Bajio  8/02/21 11/15/211051.661.680.01 0.810.81 
 Cemex  5/03/21  8/02/21910.740.73-0.01 -0.81-0.81 
 Becle  6/08/20  6/15/2071.751.70-0.05 -2.87 
   6/22/20  7/06/20141.831.840.02 0.95-1.95 
 Aerop. Pacifico  9/14/15  2/22/161618.508.14-0.36 -4.21-4.21 
 Peñoles 11/16/20 12/14/202814.9314.03-0.90 -6.02-6.02 
 Alfa  2/21/11  8/08/111681.170.91-0.26 -22.46-22.46 
 Alsea  4/16/12  6/04/12491.351.09-0.26 -19.04 
   5/20/13  6/24/13352.752.02-0.73 -26.61 
   3/14/16  5/02/16493.533.680.14 4.01 
  11/15/21 11/29/21141.951.64-0.30 -15.59-47.84 


Annotations
3/14/24IPCComponent update: Chedraui and Genomma Lab return, Sitios Latinoamérica, Telesites and Volaris leave
2/23/17IPCMachine learning processed for all techniques.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join