Share-o-matic - Portfolio

Thu, Nov 21st, 2024, 12:14UTC

Assessment - Dow Jones Transportation Average - 7/01/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21	∅-RS
	S	DJTA	15,248.700	8/12	-0.56	15,298.200	-0.32	15,686.600	-388.400	-2.48	-3.27
	L	Kirby	116.510	8/12	-0.14	121.050	-3.75	84.010	37.040	44.09	39.53
		Uber Technologies	69.260	8/12	1.05	71.100	-2.59	68.990	2.110	3.06	26.27
		Matson	130.130	8/12	0.73	129.080	0.81	112.830	16.250	14.40	22.06
		Delta Air Lines	39.060	8/12	-0.61	46.920	-16.75	39.240	7.680	19.57	19.00
		Ryder System	131.840	8/12	-1.29	122.690	7.46	115.220	7.470	6.48	12.31
		United Airlines	40.420	8/12	-2.51	48.330	-16.37	40.010	8.320	20.79	11.62
		Expeditors Wash	119.110	8/12	0.03	120.870	-1.46	124.570	-3.700	-2.97	3.52
		Alaska Air Group	34.590	8/12	-0.26	40.090	-13.72	35.280	4.810	13.63	3.07
	L	C.H. Robinson	98.700	8/12	0.20	86.810	13.70	74.040	12.770	17.25	2.90
	S	FedEx	279.150	8/12	0.63	298.680	-6.54	238.310	60.370	25.33	-1.79
		Norfolk Southern	237.180	8/12	-1.02	214.060	10.80	248.480	-34.420	-13.85	-1.82
		Southwest Airlines	25.380	8/12	0.20	28.110	-9.71	29.750	-1.640	-5.51	-1.88
	S	CSX	33.500	8/12	-1.47	33.590	-0.27	36.730	-3.140	-8.55	-2.31
		Landstar System	185.110	8/12	-1.04	183.400	0.93	192.660	-9.260	-4.81	-2.59
	S	Union Pacific	236.750	8/12	-0.32	224.860	5.29	246.640	-21.780	-8.83	-2.65
	S	Old Dominion FL	190.620	8/12	-1.35	178.700	6.67	207.220	-28.520	-13.76	-12.27
	S	UPS	124.860	8/12	-0.76	135.950	-8.16	139.080	-3.130	-2.25	-12.75
	S	J.B. Hunt	162.770	8/12	-0.20	158.680	2.58	206.730	-48.050	-23.24	-15.32
	S	American Airlines	9.610	8/12	-2.54	11.040	-12.95	14.260	-3.220	-22.58	-18.40
		Avis Budget	83.110	8/12	-4.43	101.280	-17.94	155.890	-54.610	-35.03	-32.59
DJTA - 20 out of 20 instruments rated - 7/01/24 / 2/05/24 - 9 did rise, Market-Ratio(21) = 45.00 %
Stock Exchange Currency: USD $ Dollar

Technical Chart

	DJTA RS = 21 - B/S = 24/21

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

Transactions Dow Jones Transportation Average * A21 - 24/21 (1)

													⇐
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		8/07/06	217		- cash -
short	8/07/06	8/14/06	7		JetBlue Airways	100	925	10.800	10.060	11.594	0.794	7	10,735	3,948
long	8/14/06	8/21/06	7		C.H. Robinson	100	237	45.110	47.980		2.870	6	11,415	2,393
short	8/21/06	9/11/06	21		JetBlue Airways	100	1,131	10.090	9.710	10.485	0.395	4	11,862	95
long	9/11/06	9/25/06	14		United Airlines	100	472	25.110	28.450		3.340	13	13,438	2,494
short	9/25/06	10/02/06	7		JetBlue Airways	100	1,379	9.740	9.270	10.234	0.494	5	14,119	1,218
long	10/02/06	11/05/07	399		United Airlines	100	506	27.900	45.330		17.430	62	22,939	56
short	11/05/07	12/17/07	42		JetBlue Airways	100	2,682	8.550	6.890	10.610	2.060	24	28,463	553
long	12/17/07	12/31/07	14		Kirby	100	595	47.770	46.480		-1.290	-3	27,696	-51
short	12/31/07	1/21/08	21		JetBlue Airways	100	4,694	5.900	4.700	7.406	1.506	26	34,767	5,105
long	1/21/08	9/22/08	245		CSX	100	7,211	4.821	6.254		1.433	30	45,102	47
short	9/22/08	12/01/08	70		Avis Budget	100	6,536	6.900	0.630	75.571	68.671	995	493,939	> 999,999
long	12/01/08	1/26/09	56		Alaska Air Group	100	93,336	5.292	6.532		1.240	23	609,675	294
short	1/26/09	4/06/09	70		Avis Budget	100	771,740	0.790	0.800	0.780	-0.010	-1	601,958	-6
long	4/06/09	8/01/11	847		Alaska Air Group	100	119,436	5.040	15.017		9.977	198	1,793,571	60
short	8/01/11	10/24/11	84		Delta Air Lines	100	229,944	7.800	8.900	6.700	-1.100	-14	1,540,632	-48
long	10/24/11	11/21/11	28		Kansas City Southern	100	25,063	61.470	66.030		4.560	7	1,654,920	154
short	11/21/11	12/05/11	14		JetBlue Airways	100	460,980	3.590	4.700	2.480	-1.110	-31	1,143,232	-100
long	12/05/11	6/25/12	203		Kirby	100	17,776	64.310	45.450		-18.860	-29	807,977	-46
short	6/25/12	7/02/12	7		Ryder System	100	23,528	34.340	35.310	33.370	-0.970	-3	785,154	-78
long	7/02/12	9/17/12	77		Delta Air Lines	100	70,607	11.120	9.230		-1.890	-17	651,707	-59
short	9/17/12	9/24/12	7		Expeditors Wash	100	16,936	38.480	36.860	40.171	1.691	4	680,349	842
long	9/24/12	7/20/15	1029		Avis Budget	100	42,205	16.120	42.130		26.010	161	1,778,101	41
short	7/20/15	8/03/15	14		Avis Budget	100	42,205	42.130	43.280	40.980	-1.150	-3	1,729,566	-51
long	8/03/15	8/24/15	21		JetBlue Airways	100	73,317	23.590	21.220		-2.370	-10	1,555,804	-84
short	8/24/15	8/31/15	7		Norfolk Southern	100	20,816	74.740	77.910	71.570	-3.170	-4	1,489,818	-90
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	8/31/15	1/04/16	126		JetBlue Airways	100	66,748	22.320	21.880		-0.440	-2	1,460,448	-6
short	1/04/16	2/22/16	49		Ryder System	100	25,666	56.900	58.520	55.280	-1.620	-3	1,418,870	-19
long	2/22/16	3/07/16	14		Delta Air Lines	100	29,063	48.820	48.390		-0.430	-1	1,406,372	-21
short	3/07/16	3/14/16	7		Avis Budget	100	49,959	28.150	27.010	29.338	1.188	4	1,465,729	763
long	3/14/16	10/29/18	959		Alaska Air Group	100	18,369	79.790	61.000		-18.790	-24	1,120,575	-10
short	10/29/18	11/05/18	7		Avis Budget	100	40,439	27.710	31.050	24.370	-3.340	-12	985,509	-100
long	11/05/18	12/17/18	42		United Airlines	100	11,014	89.470	86.210		-3.260	-4	949,603	-28
short	12/17/18	3/11/19	84		Avis Budget	100	37,667	25.210	36.480	13.940	-11.270	-45	525,096	-92
long	3/11/19	3/09/20	364		Union Pacific	100	3,137	167.370	135.840		-31.530	-19	426,187	-19
short	3/09/20	6/08/20	91		American Airlines	100	28,894	14.750	20.310	9.190	-5.560	-38	265,536	-85
long	6/08/20	6/15/20	7		Avis Budget	100	8,226	32.280	26.350		-5.930	-18	216,756	-100
short	6/15/20	7/06/20	21		United Airlines	100	5,557	39.000	35.210	43.198	4.198	11	240,084	491
long	7/06/20	10/04/21	455		J.B. Hunt	100	1,986	120.840	165.480		44.640	37	328,739	29
short	10/04/21	10/18/21	14		FedEx	100	1,508	217.870	227.980	207.760	-10.110	-5	313,493	-71
long	10/18/21	4/11/22	175		Avis Budget	100	1,980	158.320	256.570		98.250	62	508,028	174
short	4/11/22	4/18/22	7		JetBlue Airways	100	42,230	12.030	12.660	11.400	-0.630	-5	481,423	-94
long	4/18/22	6/06/22	49		Avis Budget	100	1,806	266.480	191.570		-74.910	-28	346,136	-91
short	6/06/22	8/01/22	56		JetBlue Airways	100	32,379	10.690	8.590	13.303	2.613	24	430,755	316
long	8/01/22	8/15/22	14		C.H. Robinson	100	3,926	109.700	117.890		8.190	7	462,909	554
short	8/15/22	8/29/22	14		JetBlue Airways	100	50,480	9.170	7.950	10.577	1.407	15	533,945	4,035
long	8/29/22	9/19/22	21		C.H. Robinson	100	4,641	115.030	105.970		-9.060	-8	491,897	-76
short	9/19/22	11/07/22	49		JetBlue Airways	100	60,281	8.160	7.680	8.670	0.510	6	522,640	57
long	11/07/22	1/02/23	56		Avis Budget	100	2,177	240.070	163.930		-76.140	-32	356,884	-92
short	1/02/23	1/09/23	7		JetBlue Airways	100	55,074	6.480	7.310	5.650	-0.830	-13	311,172	-100
long	1/09/23	8/12/24	581		Landstar System	100	1,813	171.600	185.110		13.510	8	335,666	5
accum	8/07/06	8/12/24	6681	days out of 6898 invested (97%)							3,257		335,666	21

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Avis Budget	short	9/22/08	12/01/08	70	6.90	0.63	75.57	68.67	995.24
	short	1/26/09	4/06/09	70	0.79	0.80	0.78	-0.01	-1.27
	long	9/24/12	7/20/15	1029	16.12	42.13		26.01	161.35
	short	7/20/15	8/03/15	14	42.13	43.28	40.98	-1.15	-2.73
	short	3/07/16	3/14/16	7	28.15	27.01	29.34	1.19	4.22
	short	10/29/18	11/05/18	7	27.71	31.05	24.37	-3.34	-12.05
	short	12/17/18	3/11/19	84	25.21	36.48	13.94	-11.27	-44.70
	long	6/08/20	6/15/20	7	32.28	26.35		-5.93	-18.37
	long	10/18/21	4/11/22	175	158.32	256.57		98.25	62.06
	long	4/18/22	6/06/22	49	266.48	191.57		-74.91	-28.11
	long	11/07/22	1/02/23	56	240.07	163.93		-76.14	-31.72	804.79
Alaska Air Group	long	12/01/08	1/26/09	56	5.29	6.53		1.24	23.43
	long	4/06/09	8/01/11	847	5.04	15.02		9.98	197.96
	long	3/14/16	10/29/18	959	79.79	61.00		-18.79	-23.55	181.16
United Airlines	long	9/11/06	9/25/06	14	25.11	28.45		3.34	13.30
	long	10/02/06	11/05/07	399	27.90	45.33		17.43	62.47
	long	11/05/18	12/17/18	42	89.47	86.21		-3.26	-3.64
	short	6/15/20	7/06/20	21	39.00	35.21	43.20	4.20	10.76	96.47
JetBlue Airways	short	8/07/06	8/14/06	7	10.80	10.06	11.59	0.79	7.36
	short	8/21/06	9/11/06	21	10.09	9.71	10.48	0.39	3.91
	short	9/25/06	10/02/06	7	9.74	9.27	10.23	0.49	5.07
	short	11/05/07	12/17/07	42	8.55	6.89	10.61	2.06	24.09
	short	12/31/07	1/21/08	21	5.90	4.70	7.41	1.51	25.53
	short	11/21/11	12/05/11	14	3.59	4.70	2.48	-1.11	-30.92
	long	8/03/15	8/24/15	21	23.59	21.22		-2.37	-10.05
	long	8/31/15	1/04/16	126	22.32	21.88		-0.44	-1.97
	short	4/11/22	4/18/22	7	12.03	12.66	11.40	-0.63	-5.24
	short	6/06/22	8/01/22	56	10.69	8.59	13.30	2.61	24.45
	short	8/15/22	8/29/22	14	9.17	7.95	10.58	1.41	15.35
	short	9/19/22	11/07/22	49	8.16	7.68	8.67	0.51	6.25
	short	1/02/23	1/09/23	7	6.48	7.31	5.65	-0.83	-12.81	40.16
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
J.B. Hunt	long	7/06/20	10/04/21	455	120.84	165.48		44.64	36.94	36.94
CSX	long	1/21/08	9/22/08	245	4.82	6.25		1.43	29.73	29.73
Landstar System	long	1/09/23	8/12/24	581	171.60	185.11		13.51	7.87	7.87
Kansas City Southern	long	10/24/11	11/21/11	28	61.47	66.03		4.56	7.42	7.42
C.H. Robinson	long	8/14/06	8/21/06	7	45.11	47.98		2.87	6.36
	long	8/01/22	8/15/22	14	109.70	117.89		8.19	7.47
	long	8/29/22	9/19/22	21	115.03	105.97		-9.06	-7.88	5.30
Expeditors Wash	short	9/17/12	9/24/12	7	38.48	36.86	40.17	1.69	4.40	4.40
Norfolk Southern	short	8/24/15	8/31/15	7	74.74	77.91	71.57	-3.17	-4.24	-4.24
FedEx	short	10/04/21	10/18/21	14	217.87	227.98	207.76	-10.11	-4.64	-4.64
Ryder System	short	6/25/12	7/02/12	7	34.34	35.31	33.37	-0.97	-2.82
	short	1/04/16	2/22/16	49	56.90	58.52	55.28	-1.62	-2.85	-5.59
Union Pacific	long	3/11/19	3/09/20	364	167.37	135.84		-31.53	-18.84	-18.84
Delta Air Lines	short	8/01/11	10/24/11	84	7.80	8.90	6.70	-1.10	-14.10
	long	7/02/12	9/17/12	77	11.12	9.23		-1.89	-17.00
	long	2/22/16	3/07/16	14	48.82	48.39		-0.43	-0.88	-29.33
Kirby	long	12/17/07	12/31/07	14	47.77	46.48		-1.29	-2.70
	long	12/05/11	6/25/12	203	64.31	45.45		-18.86	-29.33	-31.24
American Airlines	short	3/09/20	6/08/20	91	14.75	20.31	9.19	-5.56	-37.69	-37.69

Annotations

3/14/24	DJTA	Component update: Uber Technologies replaces JetBlue Airways
1/02/22	DJTA	Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
6/29/21	CSX	stock split 1:3 (three for one)
10/15/15	DJTA	American Airlines replaces Con-Way


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