Assessment - Dow Jones Transportation Average in Pound sterling - 1/07/24 - RS = 21

 ⇐ 

								⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	5/02/24	prc diff	⇓ Δ21		∅-RS
						S		DJTA	12,062.113	12/08/24	-0.56	12,101.269	-0.32	12,509.649	-408.380	-3.26		-1.30
						L		Kirby	92.162	12/08/24	-0.14	95.754	-3.75	66.996	28.758	42.92		40.62
								Uber Technologies	54.786	12/08/24	1.05	56.242	-2.59	55.018	1.224	2.23		25.53
								Matson	102.936	12/08/24	0.73	102.106	0.81	89.979	12.127	13.48		28.80
								Delta Air Lines	30.897	12/08/24	-0.61	37.115	-16.75	31.293	5.822	18.61		11.49
								Ryder System	104.289	12/08/24	-1.29	97.051	7.46	91.885	5.166	5.62		13.95
								United Airlines	31.973	12/08/24	-2.51	38.230	-16.37	31.907	6.323	19.82		6.73
								Expeditors Wash	94.219	12/08/24	0.03	95.611	-1.46	99.341	-3.730	-3.75		0.67
								Alaska Air Group	27.362	12/08/24	-0.26	31.712	-13.72	28.135	3.577	12.72		0.29
						L		C.H. Robinson	78.074	12/08/24	0.20	68.669	13.70	59.045	9.624	16.30		3.89
						S		FedEx	220.815	12/08/24	0.63	236.264	-6.54	190.046	46.218	24.32		16.74
								Norfolk Southern	187.615	12/08/24	-1.02	169.327	10.80	198.156	-28.829	-14.55		-5.23
								Southwest Airlines	20.076	12/08/24	0.20	22.236	-9.71	23.725	-1.489	-6.28		-4.29
						S		CSX	26.499	12/08/24	-1.47	26.571	-0.27	29.291	-2.721	-9.29		0.26
								Landstar System	146.427	12/08/24	-1.04	145.074	0.93	153.641	-8.567	-5.58		-1.29
						S		Union Pacific	187.275	12/08/24	-0.32	177.870	5.29	196.689	-18.819	-9.57		-1.66
						S		Old Dominion FL	150.785	12/08/24	-1.35	141.356	6.67	165.252	-23.896	-14.46		-10.29
						S		UPS	98.767	12/08/24	-0.76	107.540	-8.16	110.913	-3.373	-3.04		-12.57
						S		J.B. Hunt	128.755	12/08/24	-0.20	125.520	2.58	164.862	-39.342	-23.86		-15.06
						S		American Airlines	7.602	12/08/24	-2.54	8.733	-12.95	11.372	-2.639	-23.21		-21.05
								Avis Budget	65.742	12/08/24	-4.43	80.115	-17.94	124.318	-44.203	-35.56		-34.63
DJTA - 20 out of 20 instruments rated - 1/07/24 / 5/02/24 - 9 did rise, Market-Ratio(21) in GBP = 45.00 %
Stock Exchange Currency: USD $ Dollar

 

Technical Chart

	DJTA RS = 21 - B/S = 24/21
4/01/21	scale up chart	1/07/24

 

Transactions Dow Jones Transportation Average in Pound sterling * 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
2/01/06		7/08/06	217				- cash -
short	7/08/06	14/08/06	7				JetBlue Airways	100	1,766		5.660	5.324	6.017	0.357	6	10,630	2,327
long	14/08/06	21/08/06	7				C.H. Robinson	100	445		23.873	25.503		1.631	7	11,356	3,036
short	21/08/06	11/09/06	21				JetBlue Airways	100	2,117		5.363	5.206	5.525	0.162	3	11,699	68
long	11/09/06	25/09/06	14				United Airlines	100	869		13.462	14.973		1.510	11	13,012	1,499
short	25/09/06	2/10/06	7				JetBlue Airways	100	2,538		5.126	4.950	5.308	0.182	4	13,474	517
long	2/10/06	5/11/07	399				United Airlines	100	904		14.899	21.703		6.804	46	19,625	41
short	5/11/07	17/12/07	42				JetBlue Airways	100	4,794		4.094	3.415	4.906	0.813	20	23,522	383
long	17/12/07	31/12/07	14				Kirby	100	993		23.680	23.278		-0.402	-2	23,123	-36
short	31/12/07	21/01/08	21				JetBlue Airways	100	7,825		2.955	2.403	3.633	0.678	23	28,428	3,525
long	21/01/08	22/09/08	245				CSX	100	11,531		2.465	3.414		0.949	38	39,370	62
short	22/09/08	1/12/08	70				Avis Budget	100	10,452		3.767	0.410	34.615	30.848	819	361,797	> 999,999
long	1/12/08	26/01/09	56				Alaska Air Group	100	105,083		3.443	4.732		1.289	37	497,204	694
short	26/01/09	6/04/09	70				Avis Budget	100	868,866		0.572	0.539	0.607	0.035	6	527,749	36
long	6/04/09	1/08/11	847				Alaska Air Group	100	155,386		3.396	9.142		5.746	169	1,420,547	53
short	1/08/11	24/10/11	84				Delta Air Lines	100	299,157		4.748	5.580	3.917	-0.832	-18	1,171,772	-57
long	24/10/11	21/11/11	28				Kansas City Southern	100	30,404		38.540	41.784		3.244	8	1,270,401	187
short	21/11/11	5/12/11	14				JetBlue Airways	100	559,215		2.272	3.013	1.531	-0.741	-33	856,104	-100
long	5/12/11	25/06/12	203				Kirby	100	20,768		41.222	29.166		-12.056	-29	605,723	-46
short	25/06/12	2/07/12	7				Ryder System	100	27,487		22.036	22.482	21.590	-0.446	-2	593,461	-66
long	2/07/12	17/09/12	77				Delta Air Lines	100	83,818		7.080	5.690		-1.390	-20	476,968	-65
short	17/09/12	24/09/12	7				Expeditors Wash	100	20,105		23.724	22.712	24.780	1.056	4	498,202	869
long	24/09/12	20/07/15	1029				Avis Budget	100	50,157		9.933	27.066		17.133	172	1,357,541	43
short	20/07/15	3/08/15	14				Avis Budget	100	50,157		27.066	27.767	26.365	-0.701	-3	1,322,387	-50
long	3/08/15	24/08/15	21				JetBlue Airways	100	87,376		15.134	13.450		-1.684	-11	1,175,238	-87
short	24/08/15	31/08/15	7				Norfolk Southern	100	24,807		47.374	50.770	43.978	-3.396	-7	1,090,982	-98
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	31/08/15	4/01/16	126				JetBlue Airways	100	75,007		14.545	14.866		0.321	2	1,115,074	7
short	4/01/16	22/02/16	49				Ryder System	100	28,843		38.660	41.466	35.854	-2.806	-7	1,034,142	-43
long	22/02/16	7/03/16	14				Delta Air Lines	100	29,894		34.593	33.915		-0.678	-2	1,013,885	-40
short	7/03/16	14/03/16	7				Avis Budget	100	51,389		19.730	18.887	20.610	0.881	4	1,059,136	875
long	14/03/16	29/10/18	959				Alaska Air Group	100	18,983		55.793	47.636		-8.157	-15	904,290	-6
short	29/10/18	5/11/18	7				Avis Budget	100	41,789		21.639	23.843	19.435	-2.204	-10	812,173	-100
long	5/11/18	17/12/18	42				United Airlines	100	11,821		68.704	68.330		-0.374	-1	807,749	-5
short	17/12/18	11/03/19	84				Avis Budget	100	40,425		19.981	27.664	12.299	-7.682	-38	497,196	-88
long	11/03/19	9/03/20	364				Union Pacific	100	3,917		126.920	103.501		-23.419	-18	405,464	-18
short	9/03/20	8/06/20	91				American Airlines	100	36,077		11.239	15.986	6.491	-4.748	-42	234,176	-89
long	8/06/20	15/06/20	7				Avis Budget	100	9,216		25.408	20.964		-4.444	-17	193,219	-100
short	15/06/20	6/07/20	21				United Airlines	100	6,227		31.028	28.175	34.171	3.143	10	212,789	435
long	6/07/20	4/10/21	455				J.B. Hunt	100	2,200		96.695	121.549		24.854	26	267,468	20
short	4/10/21	18/10/21	14				FedEx	100	1,671		160.031	165.964	154.098	-5.933	-4	257,554	-63
long	18/10/21	11/04/22	175				Avis Budget	100	2,234		115.253	196.829		81.576	71	439,795	205
short	11/04/22	18/04/22	7				JetBlue Airways	100	47,654		9.229	9.721	8.736	-0.493	-5	416,322	-94
long	18/04/22	6/06/22	49				Avis Budget	100	2,034		204.627	152.780		-51.847	-25	310,865	-89
short	6/06/22	1/08/22	56				JetBlue Airways	100	36,463		8.525	6.995	10.391	1.866	22	378,888	263
long	1/08/22	15/08/22	14				C.H. Robinson	100	4,241		89.329	97.529		8.200	9	413,664	887
short	15/08/22	29/08/22	14				JetBlue Airways	100	54,528		7.586	6.781	8.487	0.901	12	462,804	1,766
long	29/08/22	19/09/22	21				C.H. Robinson	100	4,717		98.111	92.785		-5.327	-5	437,677	-62
short	19/09/22	7/11/22	49				JetBlue Airways	100	61,259		7.145	6.664	7.660	0.515	7	469,226	68
long	7/11/22	2/01/23	56				Avis Budget	100	2,252		208.319	135.991		-72.328	-35	306,343	-94
short	2/01/23	9/01/23	7				JetBlue Airways	100	56,987		5.376	5.992	4.759	-0.616	-11	271,218	-100
long	9/01/23	12/08/24	581				Landstar System	100	1,928		140.659	146.427		5.768	4	282,338	3
accum	7/08/06	12/08/24	6964	days out of 7181 invested (97%)										2,723		282,338	19

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
Avis Budget	short	22/09/08	1/12/08	70	3.77	0.41	34.62	30.85	818.98
	short	26/01/09	6/04/09	70	0.57	0.54	0.61	0.04	6.14
	long	24/09/12	20/07/15	1029	9.93	27.07		17.13	172.49
	short	20/07/15	3/08/15	14	27.07	27.77	26.36	-0.70	-2.59
	short	7/03/16	14/03/16	7	19.73	18.89	20.61	0.88	4.46
	short	29/10/18	5/11/18	7	21.64	23.84	19.43	-2.20	-10.19
	short	17/12/18	11/03/19	84	19.98	27.66	12.30	-7.68	-38.45
	long	8/06/20	15/06/20	7	25.41	20.96		-4.44	-17.49
	long	18/10/21	11/04/22	175	115.25	196.83		81.58	70.78
	long	18/04/22	6/06/22	49	204.63	152.78		-51.85	-25.34
	long	7/11/22	2/01/23	56	208.32	135.99		-72.33	-34.72			926.91
Alaska Air Group	long	1/12/08	26/01/09	56	3.44	4.73		1.29	37.43
	long	6/04/09	1/08/11	847	3.40	9.14		5.75	169.17
	long	14/03/16	29/10/18	959	55.79	47.64		-8.16	-14.62			215.83
United Airlines	long	11/09/06	25/09/06	14	13.46	14.97		1.51	11.22
	long	2/10/06	5/11/07	399	14.90	21.70		6.80	45.67
	long	5/11/18	17/12/18	42	68.70	68.33		-0.37	-0.54
	short	15/06/20	6/07/20	21	31.03	28.17	34.17	3.14	10.13			77.45
CSX	long	21/01/08	22/09/08	245	2.47	3.41		0.95	38.49			38.49
J.B. Hunt	long	6/07/20	4/10/21	455	96.70	121.55		24.85	25.70			25.70
JetBlue Airways	short	7/08/06	14/08/06	7	5.66	5.32	6.02	0.36	6.31
	short	21/08/06	11/09/06	21	5.36	5.21	5.53	0.16	3.02
	short	25/09/06	2/10/06	7	5.13	4.95	5.31	0.18	3.55
	short	5/11/07	17/12/07	42	4.09	3.42	4.91	0.81	19.86
	short	31/12/07	21/01/08	21	2.95	2.40	3.63	0.68	22.95
	short	21/11/11	5/12/11	14	2.27	3.01	1.53	-0.74	-32.61
	long	3/08/15	24/08/15	21	15.13	13.45		-1.68	-11.13
	long	31/08/15	4/01/16	126	14.54	14.87		0.32	2.21
	short	11/04/22	18/04/22	7	9.23	9.72	8.74	-0.49	-5.34
	short	6/06/22	1/08/22	56	8.53	6.99	10.39	1.87	21.88
	short	15/08/22	29/08/22	14	7.59	6.78	8.49	0.90	11.88
	short	19/09/22	7/11/22	49	7.14	6.66	7.66	0.52	7.21
	short	2/01/23	9/01/23	7	5.38	5.99	4.76	-0.62	-11.47			25.33
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %			total
C.H. Robinson	long	14/08/06	21/08/06	7	23.87	25.50		1.63	6.83
	long	1/08/22	15/08/22	14	89.33	97.53		8.20	9.18
	long	29/08/22	19/09/22	21	98.11	92.78		-5.33	-5.43			10.30
Kansas City Southern	long	24/10/11	21/11/11	28	38.54	41.78		3.24	8.42			8.42
Expeditors Wash	short	17/09/12	24/09/12	7	23.72	22.71	24.78	1.06	4.45			4.45
Landstar System	long	9/01/23	12/08/24	581	140.66	146.43		5.77	4.10			4.10
FedEx	short	4/10/21	18/10/21	14	160.03	165.96	154.10	-5.93	-3.71			-3.71
Norfolk Southern	short	24/08/15	31/08/15	7	47.37	50.77	43.98	-3.40	-7.17			-7.17
Ryder System	short	25/06/12	2/07/12	7	22.04	22.48	21.59	-0.45	-2.02
	short	4/01/16	22/02/16	49	38.66	41.47	35.85	-2.81	-7.26			-9.14
Union Pacific	long	11/03/19	9/03/20	364	126.92	103.50		-23.42	-18.45			-18.45
Kirby	long	17/12/07	31/12/07	14	23.68	23.28		-0.40	-1.70
	long	5/12/11	25/06/12	203	41.22	29.17		-12.06	-29.25			-30.45
Delta Air Lines	short	1/08/11	24/10/11	84	4.75	5.58	3.92	-0.83	-17.51
	long	2/07/12	17/09/12	77	7.08	5.69		-1.39	-19.63
	long	22/02/16	7/03/16	14	34.59	33.92		-0.68	-1.96			-35.00
American Airlines	short	9/03/20	8/06/20	91	11.24	15.99	6.49	-4.75	-42.25			-42.25

Annotations

14/03/24	DJTA			Component update: Uber Technologies replaces JetBlue Airways
2/01/22	DJTA			Old Dominion Freight Line replaces Kansas City Southern (acquired by CP)
29/06/21	CSX			stock split 1:3 (three for one)
15/10/15	DJTA			American Airlines replaces Con-Way

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