Share-o-matic - Signals

Sat, 12th Oct 2024, 6:07UTC

Assessment - Shanghai Stock Exchange 50 in Pound sterling - 1/07/24 - RS = 19

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ19	∅-RS
	L	SSE 50 ew	194.264	12/08	-0.09	202.754	-4.19	199.078	3.677	1.85	-1.05
		Cosco Shipping	1.344	12/08	0.49	1.718	-21.81	1.135	0.584	51.46	49.59
		Shaanxi Coal	2.508	12/08	2.12	2.919	-14.07	2.800	0.119	4.24	28.17
	L	China Shenhua En	4.269	12/08	0.64	4.918	-13.21	4.393	0.525	11.95	33.76
		Zijin Mining	1.668	12/08	0.13	1.959	-14.86	1.418	0.541	38.17	33.10
		Haier Smart Home	2.801	12/08	1.46	3.084	-9.16	2.602	0.481	18.50	16.54
		China CSSC	4.128	12/08	-0.13	4.472	-7.70	3.632	0.840	23.12	30.63
		China Yangtze Pwr	3.170	12/08	-1.22	3.202	-1.02	2.781	0.421	15.14	23.26
		PetroChina	0.946	12/08	-0.34	1.133	-16.49	0.955	0.178	18.68	25.51
		Ind and Comm Bk	0.651	12/08	1.18	0.632	2.92	0.582	0.051	8.69	15.82
		Agricultural Bank	0.504	12/08	0.65	0.482	4.50	0.450	0.032	7.11	14.88
	L	China Pacific Ins	2.975	12/08	0.22	3.100	-4.03	2.906	0.194	6.68	8.09
	L	Industrial Bank	1.768	12/08	-0.55	1.928	-8.28	1.786	0.142	7.97	10.02
		Hygon	8.005	12/08	2.35	7.654	4.58	9.491	-1.837	-19.35	3.38
		Bank of China	0.506	12/08	0.65	0.507	-0.21	0.498	0.010	1.91	12.71
	L	GigaDevice	8.493	12/08	0.09	10.255	-17.18	7.389	2.866	38.79	7.36
		NARI Technology	2.556	12/08		2.699	-5.31	2.504	0.195	7.79	7.07
	L	Will Semiconductor	10.029	12/08	0.17	10.755	-6.76	9.452	1.303	13.79	0.02
		China Merchants Bank	3.489	12/08	-0.65	3.732	-6.52	3.490	0.243	6.95	6.82
		Sany Heavy Industry	1.666	12/08	-0.45	1.785	-6.63	1.561	0.224	14.36	7.73
		AECC Aviation Power	4.128	12/08	-0.13	3.940	4.77	3.610	0.330	9.13	-1.04
		Wanhua Chemical	8.138	12/08	-0.91	8.939	-8.97	8.234	0.705	8.57	-3.20
	L	China State Constr	0.597	12/08	-0.18	0.591	1.10	0.572	0.019	3.36	0.85
		Shanxi Xinghuacun	20.778	12/08	-1.14	22.491	-7.62	24.811	-2.321	-9.35	-12.10
		PowerChina	0.587	12/08	-0.55	0.617	-4.93	0.551	0.066	12.03	7.84
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ19	∅-RS
	L	Great Wall Motor	2.412	12/08	-0.31	2.746	-12.14	2.437	0.309	12.69	-1.83
	S	China Petrol&Chem	0.714	12/08	0.15	0.694	2.82	0.693	0.001	0.15	5.07
		China Telecom Corp	0.618	12/08	-1.56	0.663	-6.72	0.662	0.000	0.06	5.63
	L	China Life	3.203	12/08	0.44	3.405	-5.93	3.419	-0.014	-0.40	-1.69
	S	SAIC Motor Corp	1.492	12/08	-0.87	1.505	-0.87	1.606	-0.100	-6.25	-5.55
	L	SMIC	5.298	12/08	0.60	4.976	6.48	4.946	0.029	0.60	-6.27
	S	IM Yili	2.645	12/08	0.66	2.821	-6.24	3.127	-0.306	-9.78	-6.39
		China Rwy Group	0.644	12/08	-1.33	0.714	-9.74	0.700	0.014	1.99	-1.03
		China Three Gorges R	0.516	12/08	-0.21	0.487	6.03	0.512	-0.025	-4.97	-6.96
	S	Jiangsu Hengrui Med	4.739	12/08	2.85	4.157	14.01	4.598	-0.441	-9.59	-13.89
	L	TBEA	1.448	12/08	0.23	1.516	-4.51	1.639	-0.123	-7.48	-8.22
		China Unicom	0.484	12/08	-1.33	0.508	-4.70	0.518	-0.009	-1.79	-1.64
	L	Ping An Ins	4.412	12/08	0.02	4.521	-2.40	4.716	-0.195	-4.13	-5.90
		Foshan Haitian F&F	3.854	12/08	-0.03	3.737	3.14	4.169	-0.433	-10.38	-12.24
	L	Poly Developments	0.897	12/08	-3.39	1.011	-11.28	1.083	-0.071	-6.59	-13.42
	S	Citic Secs	2.050	12/08	-0.11	1.977	3.68	2.301	-0.324	-14.09	-12.92
	S	Kweichow Moutai	155.988	12/08	-0.05	156.453	-0.30	187.109	-30.656	-16.38	-17.27
		Zhangzhou Pientze	22.593	12/08	-0.60	22.401	0.86	23.431	-1.030	-4.40	-17.09
		China Northern Rare	1.827	12/08	-0.65	1.958	-6.71	2.045	-0.087	-4.23	-12.64
		Beijing Kingsoft	20.906	12/08	-0.91	22.267	-6.11	27.212	-4.945	-18.17	-34.64
	S	Tongwei	2.028	12/08		2.046	-0.90	2.869	-0.823	-28.68	-30.55
	S	China Tourism	6.946	12/08	-1.36	6.789	2.32	9.413	-2.624	-27.88	-31.27
	S	LONGi Green Energy	1.513	12/08	0.87	1.526	-0.85	2.228	-0.702	-31.51	-37.98
	L	Trina Solar	1.883	12/08	0.58	1.860	1.29	2.614	-0.755	-28.87	-37.35
		Zhejiang Huayou	2.418	12/08	-0.27	2.428	-0.40	2.809	-0.381	-13.57	-32.94
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	19/02/24	prc diff	⇓ Δ19	∅-RS
		WuXi AppTec	4.495	12/08	-0.29	4.199	7.04	5.524	-1.324	-23.98	-37.83
SSE 50 - 50 out of 50 instruments rated - 1/07/24 / 19/02/24 - 27 did rise, Market-Ratio(19) in GBP = 54.00 %
Stock Exchange Currency: CNY ¥ Renminbi yuán

Technical Chart

	SSE 50 RS = 19 - B/S = 49/47

6/01/20	scale up chart	1/07/24

Transactions Shanghai Stock Exchange 50 in Pound sterling * A19 - 49/47 (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		9/01/06	7		- cash -
long	9/01/06	16/10/06	280		Anhui Conch Cement	100	42,885	0.233	0.370		0.136	59	15,853	82
short	16/10/06	23/10/06	7		Hua Xia Bank	100	92,719	0.171	0.161	0.182	0.011	6	16,838	2,216
long	23/10/06	13/11/06	21		Citic Secs	100	51,468	0.327	0.357		0.030	9	18,394	365
short	13/11/06	20/11/06	7		Shanghai Oriental	100	79,649	0.231	0.239	0.223	-0.008	-3	17,778	-83
long	20/11/06	21/01/08	427		Sinolink Secs	100	166,088	0.107	1.043		0.936	874	173,178	600
short	21/01/08	9/02/09	385		Shanghai Int Port	100	304,683	0.568	0.423	0.764	0.196	34	232,900	32
long	9/02/09	30/11/09	294		Kangmei Pharma	100	1,031,239	0.226	0.403		0.178	79	415,951	105
short	30/11/09	28/12/09	28		China Rwy Constr	100	507,943	0.819	0.841	0.797	-0.022	-3	404,831	-30
long	28/12/09	25/01/10	28		SAIC Motor Corp	100	213,414	1.897	1.490		-0.407	-21	318,011	-96
short	25/01/10	8/02/10	14		China Rwy Constr	100	412,971	0.770	0.805	0.735	-0.035	-5	303,534	-70
long	8/02/10	1/03/10	21		IM Yili	100	671,133	0.452	0.498		0.046	10	334,277	435
short	1/03/10	11/10/10	224		Poly Developments	100	532,511	0.628	0.539	0.732	0.104	17	389,585	28
long	11/10/10	13/12/10	63		China Northern Rare	100	242,362	1.607	1.494		-0.113	-7	362,135	-35
short	13/12/10	31/01/11	49		Shanghai Pudong	100	380,940	0.951	0.937	0.964	0.014	1	367,341	11
long	31/01/11	21/02/11	21		China Shipbuilding	100	435,150	0.844	0.826		-0.018	-2	359,540	-31
short	21/02/11	4/04/11	42		Shanghai Pudong	100	383,854	0.937	1.063	0.810	-0.126	-13	311,037	-72
long	4/04/11	23/05/11	49		IM BaoTou Steel	100	1,162,098	0.268	0.233		-0.034	-13	271,343	-64
short	23/05/11	30/05/11	7		China Life	100	149,638	1.813	1.759	1.869	0.056	3	279,734	389
long	30/05/11	6/06/11	7		China Northern Rare	100	133,530	2.095	2.444		0.349	17	326,284	305,959
short	6/06/11	23/01/12	231		China Rwy Constr	100	579,671	0.563	0.420	0.755	0.192	34	437,710	59
long	23/01/12	19/03/12	56		China Minsheng Bk	100	789,779	0.554	0.526		-0.028	-5	415,804	-28
short	19/03/12	9/04/12	21		Anhui Conch Cement	100	255,744	1.626	1.675	1.576	-0.049	-3	403,156	-42
long	9/04/12	4/06/12	56		China Northern Rare	100	169,216	2.382	3.094		0.711	30	523,510	449
short	4/06/12	10/12/12	189		China Unicom	100	1,278,524	0.409	0.333	0.503	0.094	23	643,482	49
long	10/12/12	29/04/13	140		China Rwy Constr	100	1,115,241	0.577	0.534		-0.043	-7	595,604	-18
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	29/04/13	6/05/13	7		China Northern Rare	100	311,653	1.911	1.925	1.897	-0.014	-1	591,176	-32
long	6/05/13	13/05/13	7		China Minsheng Bk	100	667,560	0.886	0.900		0.014	2	600,800	132
short	13/05/13	4/11/13	175		China Northern Rare	100	300,017	2.003	1.809	2.217	0.215	11	665,168	24
long	4/11/13	23/12/13	49		Shanghai Oriental	100	178,732	3.722	3.674		-0.047	-1	656,700	-9
short	23/12/13	2/06/14	161		Poly Developments	100	1,224,054	0.536	0.480	0.600	0.063	12	734,311	29
long	2/06/14	23/06/14	21		Sinolink Secs	100	786,381	0.934	0.892		-0.042	-4	701,674	-55
short	23/06/14	7/07/14	14		Kangmei Pharma	100	1,019,064	0.689	0.690	0.687	-0.001	0	700,505	-4
long	7/07/14	3/08/15	392		AECC Aviation Power	100	296,354	2.364	4.987		2.623	111	1,477,909	100
short	3/08/15	4/01/16	154		China Northern Rare	100	1,010,450	1.463	1.316	1.625	0.163	11	1,642,285	28
long	4/01/16	11/01/16	7		Shanghai Pudong	100	887,414	1.851	1.785		-0.065	-4	1,584,200	-85
short	11/01/16	13/06/16	154		Haitong Secs	100	1,206,572	1.313	1.581	1.045	-0.268	-20	1,261,230	-42
long	13/06/16	1/08/16	49		Kweichow Moutai	100	44,345	28.441	35.080		6.640	23	1,555,667	377
short	1/08/16	15/08/16	14		Cosco Shipping	100	2,663,867	0.584	0.625	0.543	-0.041	-7	1,447,279	-85
long	15/08/16	26/12/16	133		Kweichow Moutai	100	38,807	37.293	38.016		0.722	2	1,475,308	5
short	26/12/16	9/01/17	14		Orient Secs	100	810,370	1.821	1.809	1.832	0.011	1	1,484,356	17
long	9/01/17	10/04/17	91		China Unicom	100	1,623,694	0.914	0.872		-0.042	-5	1,416,350	-17
short	10/04/17	17/04/17	7		Dongxing Secs	100	672,712	2.105	2.009	2.206	0.101	5	1,484,205	1,047
long	17/04/17	24/04/17	7		China Unicom	100	1,717,729	0.864	0.848		-0.016	-2	1,457,264	-62
short	24/04/17	1/05/17	7		Dongxing Secs	100	761,961	1.913	1.935	1.890	-0.022	-1	1,440,260	-46
long	1/05/17	22/05/17	21		China Unicom	100	1,712,946	0.841	0.835		-0.006	-1	1,429,945	-12
short	22/05/17	29/05/17	7		AECC Aviation Power	100	492,900	2.901	2.795	3.012	0.111	4	1,484,469	604
long	29/05/17	4/12/17	189		China Unicom	100	1,748,640	0.849	0.799		-0.050	-6	1,396,427	-11
short	4/12/17	15/01/18	42		Tsinghua Tongfang	100	1,152,807	1.211	1.135	1.293	0.081	7	1,490,349	76
long	15/01/18	12/02/18	28		Kweichow Moutai	100	16,853	88.429	79.855		-8.574	-10	1,345,850	-74
short	12/02/18	26/02/18	14		Founder Secs	100	1,868,855	0.720	0.740	0.701	-0.020	-3	1,309,320	-51
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
long	26/02/18	5/03/18	7		Kweichow Moutai	100	15,522	84.349	81.897		-2.452	-3	1,271,256	-79
short	5/03/18	5/11/18	245		Founder Secs	100	1,735,718	0.732	0.625	0.859	0.126	17	1,490,635	27
long	5/11/18	10/12/18	35		Bank of Shanghai	100	1,101,309	1.354	1.326		-0.027	-2	1,460,535	-19
short	10/12/18	17/12/18	7		China Molybdenum	100	3,192,965	0.457	0.477	0.438	-0.020	-4	1,397,880	-90
long	17/12/18	24/12/18	7		China Rwy Constr	100	1,011,611	1.382	1.277		-0.105	-8	1,291,521	-98
short	24/12/18	21/01/19	28		China Molybdenum	100	2,868,366	0.450	0.447	0.453	0.003	1	1,299,944	9
long	21/01/19	4/02/19	14		Shandong Gold	100	386,542	3.363	3.515		0.152	5	1,358,649	216
short	4/02/19	18/02/19	14		San’an Optoelectron	100	1,139,709	1.192	1.469	0.915	-0.277	-23	1,042,834	-100
long	18/02/19	8/07/19	140		Shandong Gold	100	283,258	3.682	4.721		1.039	28	1,337,134	91
short	8/07/19	16/09/19	70		Bank of Shanghai	100	1,296,993	1.031	1.057	1.005	-0.026	-3	1,303,349	-12
long	16/09/19	23/09/19	7		Kweichow Moutai	100	10,411	125.183	129.884		4.701	4	1,352,295	584
short	23/09/19	14/10/19	21		Bank of Shanghai	100	1,303,145	1.038	1.097	0.978	-0.060	-6	1,274,737	-64
long	14/10/19	21/10/19	7		Kweichow Moutai	100	9,609	132.657	127.235		-5.422	-4	1,222,636	-89
short	21/10/19	16/12/19	56		PetroChina	100	1,852,875	0.660	0.619	0.703	0.043	7	1,302,571	51
long	16/12/19	27/01/20	42		San’an Optoelectron	100	618,519	2.106	2.488		0.382	18	1,539,140	326
short	27/01/20	6/07/20	161		China Comms Constr	100	1,661,166	0.927	0.998	0.855	-0.072	-8	1,419,799	-17
long	6/07/20	16/11/20	133		China Merchants Secs	100	425,711	3.335	2.452		-0.883	-26	1,043,987	-57
short	16/11/20	30/11/20	14		Shandong Gold	100	366,690	2.847	2.714	2.986	0.139	5	1,094,973	247
long	30/11/20	21/12/20	21		LONGi Green Energy	100	139,981	7.822	9.766		1.944	25	1,367,105	4,637
short	21/12/20	18/01/21	28		Shenzhen Goodix Tech	100	76,850	17.789	18.049	17.529	-0.260	-1	1,347,107	-17
long	18/01/21	1/02/21	14		LONGi Green Energy	100	115,080	11.706	12.089		0.383	3	1,391,240	132
short	1/02/21	15/02/21	14		Shenzhen Goodix Tech	100	89,747	15.502	14.868	16.163	0.661	4	1,450,546	197
long	15/02/21	22/03/21	35		China Tourism	100	33,605	43.164	34.541		-8.623	-20	1,160,778	-90
short	22/03/21	13/12/21	266		Shenzhen Goodix Tech	100	93,270	12.445	12.677	12.214	-0.231	-2	1,139,193	-3
long	13/12/21	17/01/22	35		Wingtech Technology	100	69,367	16.423	13.966		-2.457	-15	968,753	-82
L/S	date buy	date sell	days		instrument	spl	pieces	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	17/01/22	5/09/22	231		China Tourism	100	44,083	21.975	22.555	21.396	-0.580	-3	943,189	-4
long	5/09/22	19/09/22	14		China Shenhua En	100	231,301	4.078	3.939		-0.138	-3	911,193	-59
short	19/09/22	5/12/22	77		Wingtech Technology	100	134,180	6.791	6.716	6.866	0.075	1	921,271	5
long	5/12/22	26/12/22	21		China Unicom	100	1,502,228	0.613	0.569		-0.044	-7	854,706	-73
short	26/12/22	2/01/23	7		LONGi Green Energy	100	170,967	4.999	5.089	4.909	-0.090	-2	839,333	-61
long	2/01/23	24/04/23	112		China Life	100	187,763	4.470	4.210		-0.260	-6	790,554	-18
short	24/04/23	1/05/23	7		LONGi Green Energy	100	187,919	4.207	4.035	4.386	0.179	4	824,232	781
long	1/05/23	22/05/23	21		China Petrol&Chem	100	1,061,547	0.776	0.723		-0.053	-7	767,775	-71
short	22/05/23	31/07/23	70		LONGi Green Energy	100	201,168	3.817	3.250	4.482	0.666	17	901,658	131
long	31/07/23	14/08/23	14		PetroChina	100	1,045,676	0.862	0.851		-0.011	-1	889,693	-29
short	14/08/23	4/03/24	203		Foshan Haitian F&F	100	189,289	4.700	4.371	5.054	0.354	8	956,686	14
long	4/03/24	18/03/24	14		Shaanxi Coal	100	326,462	2.930	2.657		-0.273	-9	867,401	-92
short	18/03/24	25/03/24	7		WuXi AppTec	100	148,775	5.830	5.366	6.335	0.505	9	942,537	7,508
long	25/03/24	12/08/24	140		Shaanxi Coal	100	330,513	2.852	2.508		-0.344	-12	828,937	-28
accum	9/01/06	12/08/24	6851	days out of 6858 invested (100%)							8,189		828,937	27

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Sinolink Secs	long	20/11/06	21/01/08	427	0.11	1.04		0.94	874.13
	long	2/06/14	23/06/14	21	0.93	0.89		-0.04	-4.44	830.84
AECC Aviation Power	long	7/07/14	3/08/15	392	2.36	4.99		2.62	110.98
	short	22/05/17	29/05/17	7	2.90	2.79	3.01	0.11	3.81	119.02
Kangmei Pharma	long	9/02/09	30/11/09	294	0.23	0.40		0.18	78.60
	short	23/06/14	7/07/14	14	0.69	0.69	0.69	-0.00	-0.17	78.30
China Northern Rare	long	11/10/10	13/12/10	63	1.61	1.49		-0.11	-7.05
	long	30/05/11	6/06/11	7	2.09	2.44		0.35	16.64
	long	9/04/12	4/06/12	56	2.38	3.09		0.71	29.85
	short	29/04/13	6/05/13	7	1.91	1.93	1.90	-0.01	-0.74
	short	13/05/13	4/11/13	175	2.00	1.81	2.22	0.21	10.71
	short	3/08/15	4/01/16	154	1.46	1.32	1.63	0.16	11.12	71.92
LONGi Green Energy	long	30/11/20	21/12/20	21	7.82	9.77		1.94	24.85
	long	18/01/21	1/02/21	14	11.71	12.09		0.38	3.28
	short	26/12/22	2/01/23	7	5.00	5.09	4.91	-0.09	-1.80
	short	24/04/23	1/05/23	7	4.21	4.03	4.39	0.18	4.26
	short	22/05/23	31/07/23	70	3.82	3.25	4.48	0.67	17.44	55.04
Anhui Conch Cement	long	9/01/06	16/10/06	280	0.23	0.37		0.14	58.53
	short	19/03/12	9/04/12	21	1.63	1.68	1.58	-0.05	-3.04	53.71
Shandong Gold	long	21/01/19	4/02/19	14	3.36	3.51		0.15	4.52
	long	18/02/19	8/07/19	140	3.68	4.72		1.04	28.22
	short	16/11/20	30/11/20	14	2.85	2.71	2.99	0.14	4.88	40.56
Shanghai Int Port	short	21/01/08	9/02/09	385	0.57	0.42	0.76	0.20	34.49	34.49
Poly Developments	short	1/03/10	11/10/10	224	0.63	0.54	0.73	0.10	16.55
	short	23/12/13	2/06/14	161	0.54	0.48	0.60	0.06	11.82	30.32
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Founder Secs	short	12/02/18	26/02/18	14	0.72	0.74	0.70	-0.02	-2.71
	short	5/03/18	5/11/18	245	0.73	0.62	0.86	0.13	17.26	14.07
IM Yili	long	8/02/10	1/03/10	21	0.45	0.50		0.05	10.13	10.13
Kweichow Moutai	long	13/06/16	1/08/16	49	28.44	35.08		6.64	23.35
	long	15/08/16	26/12/16	133	37.29	38.02		0.72	1.94
	long	15/01/18	12/02/18	28	88.43	79.85		-8.57	-9.70
	long	26/02/18	5/03/18	7	84.35	81.90		-2.45	-2.91
	long	16/09/19	23/09/19	7	125.18	129.88		4.70	3.76
	long	14/10/19	21/10/19	7	132.66	127.24		-5.42	-4.09	9.71
Citic Secs	long	23/10/06	13/11/06	21	0.33	0.36		0.03	9.24	9.24
WuXi AppTec	short	18/03/24	25/03/24	7	5.83	5.37	6.34	0.51	8.66	8.66
Foshan Haitian F&F	short	14/08/23	4/03/24	203	4.70	4.37	5.05	0.35	7.53	7.53
Tsinghua Tongfang	short	4/12/17	15/01/18	42	1.21	1.13	1.29	0.08	6.73	6.73
China Rwy Constr	short	30/11/09	28/12/09	28	0.82	0.84	0.80	-0.02	-2.67
	short	25/01/10	8/02/10	14	0.77	0.81	0.74	-0.04	-4.55
	short	6/06/11	23/01/12	231	0.56	0.42	0.76	0.19	34.15
	long	10/12/12	29/04/13	140	0.58	0.53		-0.04	-7.44
	long	17/12/18	24/12/18	7	1.38	1.28		-0.11	-7.61	6.57
Hua Xia Bank	short	16/10/06	23/10/06	7	0.17	0.16	0.18	0.01	6.21	6.21
PetroChina	short	21/10/19	16/12/19	56	0.66	0.62	0.70	0.04	6.54
	long	31/07/23	14/08/23	14	0.86	0.85		-0.01	-1.33	5.12
Dongxing Secs	short	10/04/17	17/04/17	7	2.11	2.01	2.21	0.10	4.79
	short	24/04/17	1/05/17	7	1.91	1.93	1.89	-0.02	-1.17	3.57
Shenzhen Goodix Tech	short	21/12/20	18/01/21	28	17.79	18.05	17.53	-0.26	-1.46
	short	1/02/21	15/02/21	14	15.50	14.87	16.16	0.66	4.26
	short	22/03/21	13/12/21	266	12.45	12.68	12.21	-0.23	-1.86	0.83
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Orient Secs	short	26/12/16	9/01/17	14	1.82	1.81	1.83	0.01	0.61	0.61
China Unicom	short	4/06/12	10/12/12	189	0.41	0.33	0.50	0.09	22.92
	long	9/01/17	10/04/17	91	0.91	0.87		-0.04	-4.58
	long	17/04/17	24/04/17	7	0.86	0.85		-0.02	-1.82
	long	1/05/17	22/05/17	21	0.84	0.83		-0.01	-0.72
	long	29/05/17	4/12/17	189	0.85	0.80		-0.05	-5.93
	long	5/12/22	26/12/22	21	0.61	0.57		-0.04	-7.23	-0.22
China Shipbuilding	long	31/01/11	21/02/11	21	0.84	0.83		-0.02	-2.12	-2.12
China Life	short	23/05/11	30/05/11	7	1.81	1.76	1.87	0.06	3.09
	long	2/01/23	24/04/23	112	4.47	4.21		-0.26	-5.81	-2.90
China Shenhua En	long	5/09/22	19/09/22	14	4.08	3.94		-0.14	-3.39	-3.39
China Minsheng Bk	long	23/01/12	19/03/12	56	0.55	0.53		-0.03	-5.00
	long	6/05/13	13/05/13	7	0.89	0.90		0.01	1.63	-3.46
China Molybdenum	short	10/12/18	17/12/18	7	0.46	0.48	0.44	-0.02	-4.29
	short	24/12/18	21/01/19	28	0.45	0.45	0.45	0.00	0.65	-3.67
Shanghai Oriental	short	13/11/06	20/11/06	7	0.23	0.24	0.22	-0.01	-3.35
	long	4/11/13	23/12/13	49	3.72	3.67		-0.05	-1.27	-4.58
China Petrol&Chem	long	1/05/23	22/05/23	21	0.78	0.72		-0.05	-6.85	-6.85
Cosco Shipping	short	1/08/16	15/08/16	14	0.58	0.62	0.54	-0.04	-6.97	-6.97
China Comms Constr	short	27/01/20	6/07/20	161	0.93	1.00	0.85	-0.07	-7.75	-7.75
San’an Optoelectron	short	4/02/19	18/02/19	14	1.19	1.47	0.92	-0.28	-23.24
	long	16/12/19	27/01/20	42	2.11	2.49		0.38	18.16	-9.30
Bank of Shanghai	long	5/11/18	10/12/18	35	1.35	1.33		-0.03	-2.02
	short	8/07/19	16/09/19	70	1.03	1.06	1.00	-0.03	-2.53
	short	23/09/19	14/10/19	21	1.04	1.10	0.98	-0.06	-5.74	-9.97
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
IM BaoTou Steel	long	4/04/11	23/05/11	49	0.27	0.23		-0.03	-12.76	-12.76
Wingtech Technology	long	13/12/21	17/01/22	35	16.42	13.97		-2.46	-14.96
	short	19/09/22	5/12/22	77	6.79	6.72	6.87	0.08	1.11	-14.02
Shanghai Pudong	short	13/12/10	31/01/11	49	0.95	0.94	0.96	0.01	1.44
	short	21/02/11	4/04/11	42	0.94	1.06	0.81	-0.13	-13.49
	long	4/01/16	11/01/16	7	1.85	1.79		-0.07	-3.54	-15.35
Shaanxi Coal	long	4/03/24	18/03/24	14	2.93	2.66		-0.27	-9.33
	long	25/03/24	12/08/24	140	2.85	2.51		-0.34	-12.05	-20.26
Haitong Secs	short	11/01/16	13/06/16	154	1.31	1.58	1.05	-0.27	-20.39	-20.39
SAIC Motor Corp	long	28/12/09	25/01/10	28	1.90	1.49		-0.41	-21.45	-21.45
China Tourism	long	15/02/21	22/03/21	35	43.16	34.54		-8.62	-19.98
	short	17/01/22	5/09/22	231	21.98	22.56	21.40	-0.58	-2.64	-22.09
China Merchants Secs	long	6/07/20	16/11/20	133	3.34	2.45		-0.88	-26.47	-26.47

Annotations

28/07/17	SSE 50	component roundabout new: Bank of Jiangsu, Bank of Shanghai, China Fortune Land, China Galaxy Securities and Greenland Holdings dropped out: AVIC Aviation, China Citic Bank, Industrial Securities, Shanghai Oriental and Sinolink Securities
28/12/16	SSE 50	Beijing Xinwei, Dongxing Secs, Founder Secs, Shandong Gold and Tsinghua Tongfang replace China Cosco, GD Power, IM Baotao Steel, Power China and Shanghai Electric
29/12/15	SSE 50	complete analysis
28/12/15	SSE 50	CNNP, GD Power Development, Guotai Junan, New China Life and PowerChina replace Guanghui Energy, NARI, Offshore Oil, Qingdao Haier and Tebian Electric Apparatus
28/08/15	SSE 50	complete analysis
27/07/15	Ping An Ins	forward stock split 10:20 (twenty for ten)
17/07/15	Kweichow Moutai	forward stock split 10:11 (eleven for ten)
16/07/15	Qingdao Haier	forward stock split 10:20 (twenty for ten)
1/06/15	IM Yili	foreward stock split 10:20 (twenty for ten)
11/05/15	China Northern Rare	forward stock split 10:15 (fifteen for ten)
6/06/13	NARI Technology	forward stock split 10:15 (fifteen for ten)


	is taking down something concerning