RS Chart
Assessment - Banks in Swiss Franc - 7/10/19 - RS = 13
 ⇐ 
  instrument freshest Δday 7/10/19 Δwk 8/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart add note SOM Banks 174.459  20:04 0.18 169.808 2.74 182.458 -12.650 -6.93   -5.27 
real-time RS chart chart add note China Everbright Bk 0.640  07:00 6.73 0.548 16.75 0.547 0.001 0.18   -3.88 
real-time RS chart chart add note Shanghai Pudong 1.800  07:00 3.94 1.647 9.29 1.640 0.007 0.43   2.30 
real-time RS chart chart add note Shinsei Bank 14.567  Fri 3.23 14.149 2.96 15.826 -1.677 -10.60   0.63 
real-time RS chart chart add note Woori Financial 9.816  06:30 2.61 9.774 0.43 11.678 -1.904 -16.30   -19.96 
real-time RS chart chart add note IBK 10.606  06:30 2.41 10.647 -0.39 11.593 -0.946 -8.16   -11.28 
real-time RS chart chart add note IndusInd Bank 17.514  09:59 2.24 17.380 0.77 21.379 -3.999 -18.71   -18.16 
real-time RS chart chart L add note KB Financial 35.602  06:30 2.03 34.313 3.76 36.762 -2.449 -6.66   -11.90 
real-time RS chart chart S add note Bank of Comm 0.793  07:00 1.97 0.758 4.59 0.883 -0.125 -14.19   -11.59 
real-time RS chart chart add note Industrial Bank 2.644  07:00 1.88 2.438 8.44 2.568 -0.130 -5.05   -2.15 
real-time RS chart chart S add note Bank of Bejing 0.784  07:00 1.81 0.745 5.22 0.854 -0.109 -12.75   -12.10 
real-time RS chart chart add note Bank of Shanghai 1.357  07:00 1.77 1.300 4.39 1.282 0.019 1.46   -17.71 
real-time RS chart chart L add note ANZ Banking NZ 18.725  03:42 1.70 18.274 2.47 19.283 -1.009 -5.23   -1.90 
real-time RS chart chart L add note Fukuoka 18.397  Fri 1.70 18.388 0.05 18.576 -0.188 -1.01   -10.43 
real-time RS chart chart add note HSBC 7.597  08:08 1.70 7.382 2.92 8.277 -0.895 -10.82   -9.25 
real-time RS chart chart add note China Minsheng Bk 0.872  07:00 1.62 0.837 4.15 0.866 -0.029 -3.32   -5.38 
real-time RS chart chart S add note Axis Bank 9.572  10:00 1.61 9.431 1.49 11.336 -1.905 -16.80   -1.95 
real-time RS chart chart add note Bank of East Asia 2.352  08:08 1.53 2.400 -2.01 2.833 -0.433 -15.29   -21.42 
real-time RS chart chart L add note Banco BPM 2.222  15:37 1.50 2.033 9.30 2.124 -0.091 -4.29   -2.20 
real-time RS chart chart add note China Merchants Bank 5.122  07:00 1.49 4.833 5.99 5.132 -0.299 -5.83   5.23 
real-time RS chart chart add note China Constr Bk HK 0.788  08:08 1.47 0.750 5.07 0.788 -0.038 -4.82   -8.20 
real-time RS chart chart add note Ind and Comm Bk 0.796  07:00 1.42 0.769 3.44 0.807 -0.038 -4.67   -4.35 
real-time RS chart chart S add note Bank of Communicats 0.665  08:08 1.35 0.644 3.35 0.750 -0.106 -14.17   -15.63 
real-time RS chart chart L add note Chiba Bank 5.076  Fri 1.30 5.057 0.37 5.035 0.022 0.45   -7.56 
real-time RS chart chart L add note Resona 4.172  Fri 1.29 4.133 0.94 4.151 -0.018 -0.43   -7.76 
  instrument freshest Δday 7/10/19 Δwk 8/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Aozora Bank 24.263  Fri 1.28 23.966 1.24 24.177 -0.212 -0.88   -10.87 
real-time RS chart chart S add note Yes Bank 0.562  09:59 1.26 0.639 -12.16 1.349 -0.709 -52.60   -65.33 
real-time RS chart chart add note Bank of China (HK) 3.314  08:08 1.16 3.282 0.97 3.909 -0.627 -16.04   -15.46 
real-time RS chart chart L add note Sumitomo Mitsui Trst 34.777  Fri 1.16 34.758 0.05 36.029 -1.270 -3.53   -4.85 
real-time RS chart chart L add note Cdn Imp Bk Comm 82.142  Fri 1.13 80.819 1.64 78.763 2.055 2.61   -0.23 
real-time RS chart chart L add note Gentera 0.917  19:59 1.12 0.863 6.31 0.886 -0.024 -2.66   6.14 
real-time RS chart chart add note ICBC 0.688  08:08 1.12 0.654 5.23 0.702 -0.048 -6.80   -7.31 
real-time RS chart chart add note VTB Bank 1.280  07:06 1.12 1.262 1.39 1.296 -0.033 -2.57   3.77 
real-time RS chart chart L add note BPER Banca 4.020  15:37 1.10 3.824 5.12 4.302 -0.478 -11.12   -3.07 
real-time RS chart chart L add note Shizuoka Bank 7.381  Fri 1.02 7.363 0.25 7.474 -0.112 -1.50   -4.97 
real-time RS chart chart add note Toronto-Dominion 55.135  Fri 1.00 55.060 0.14 58.758 -3.697 -6.29   -0.51 
real-time RS chart chart add note Bank Montreal 72.492  Fri 0.87 71.849 0.89 76.206 -4.357 -5.72   -2.40 
real-time RS chart chart L add note Danske Bank 14.044  14:59 0.86 13.681 2.65 15.557 -1.876 -12.06   -21.56 
real-time RS chart chart S add note Agricultural Bank 0.495  07:00 0.85 0.481 2.89 0.520 -0.038 -7.38   -8.63 
real-time RS chart chart S add note Bank of China 0.510  07:00 0.82 0.498 2.51 0.535 -0.038 -7.01   -6.55 
real-time RS chart chart add note Deutsche Bank 7.488  15:35 0.81 7.083 5.72 7.562 -0.479 -6.33   -14.17 
real-time RS chart chart add note Bank of America 28.961  20:02 0.80 28.136 2.93 28.986 -0.850 -2.93   0.71 
real-time RS chart chart add note United Overseas Bank 18.808  09:04 0.77 18.232 3.16 19.045 -0.812 -4.27   -1.49 
real-time RS chart chart L add note Banco Sabadell 1.055  15:35 0.75 0.967 9.20 1.030 -0.064 -6.18   -10.64 
real-time RS chart chart add note Commerzbank 5.718  15:35 0.69 5.348 6.92 7.002 -1.655 -23.63   -28.11 
real-time RS chart chart add note ANZ Banking AU 18.557  05:10 0.65 18.309 1.36 19.302 -0.993 -5.15   -1.76 
real-time RS chart chart add note Bank of China 0.400  08:08 0.64 0.388 3.27 0.414 -0.026 -6.30   -9.30 
real-time RS chart chart L add note Heartland 1.020  04:00 0.62 1.014 0.62 1.132 -0.118 -10.40   -0.25 
real-time RS chart chart L add note Jyske Bank 32.777  14:59 0.58 31.387 4.43 34.474 -3.087 -8.95   -14.27 
real-time RS chart chart add note National Australia B 19.020  05:10 0.57 18.725 1.58 18.520 0.205 1.11   3.97 
  instrument freshest Δday 7/10/19 Δwk 8/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Royal Bank CA 79.481  Fri 0.54 78.927 0.70 79.811 -0.883 -1.11   4.39 
real-time RS chart chart L add note Westpac Banking 19.382  05:10 0.52 19.188 1.01 19.399 -0.212 -1.09   1.80 
real-time RS chart chart S add note Hang Seng Bank 20.822  08:08 0.49 20.860 -0.18 24.654 -3.794 -15.39   -11.68 
real-time RS chart chart add note HDFC Bank 16.867  10:00 0.47 16.622 1.47 17.445 -0.824 -4.72   7.81 
real-time RS chart chart L add note Bank Nova Scotia 56.174  Fri 0.45 55.546 1.13 53.786 1.760 3.27   3.74 
real-time RS chart chart L add note National Bank CA 49.626  Fri 0.45 48.789 1.72 47.981 0.808 1.68   5.75 
real-time RS chart chart add note DBS Bank 18.002  09:15 0.40 17.771 1.30 18.533 -0.762 -4.11   -2.27 
real-time RS chart chart add note Commonwealth Bank 53.029  05:10 0.38 52.272 1.45 56.273 -4.002 -7.11   0.41 
real-time RS chart chart S add note OCBC 7.762  09:13 0.37 7.690 0.94 8.262 -0.572 -6.92   -5.58 
real-time RS chart chart add note State Bank of India 3.577  10:00 0.35 3.488 2.55 5.145 -1.656 -32.19   -16.65 
real-time RS chart chart L add note Suncorp-Metway 9.034  05:10 0.30 9.407 -3.97 9.298 0.109 1.17   0.52 
real-time RS chart chart L add note JP Morgan Chase 115.733  20:00 0.27 113.666 1.82 112.052 1.614 1.44   5.85 
real-time RS chart chart S add note HDFC 28.215  10:00 0.23 27.578 2.31 32.723 -5.145 -15.72   -1.15 
real-time RS chart chart L add note Credit Agricole 12.289  15:36 0.22 11.639 5.59 12.226 -0.587 -4.80   -3.67 
real-time RS chart chart L add note Citigroup 69.808  20:01 0.20 67.730 3.07 70.608 -2.878 -4.08   5.43 
real-time RS chart chart add note Erste Group Bank 32.939  15:35 0.20 31.453 4.73 37.586 -6.133 -16.32   -13.86 
real-time RS chart chart L add note Mediobanca 11.043  15:35 0.15 10.714 3.07 10.407 0.308 2.96   12.69 
real-time RS chart chart L add note UBI Banca 3.001  15:41 0.15 2.798 7.27 2.871 -0.073 -2.54   -0.23 
real-time RS chart chart L add note Wells Fargo 48.967  20:03 0.12 48.509 0.94 47.191 1.318 2.79   0.79 
real-time RS chart chart add note ICICI Bank 6.006  10:00 0.07 5.827 3.06 6.167 -0.340 -5.51   9.13 
real-time RS chart chart add note American Express 115.673  20:04 -0.01 112.950 2.41 123.954 -11.004 -8.88   1.90 
real-time RS chart chart add note HSBC 744.035  15:35 -0.02 740.359 0.50 831.050 -90.691 -10.91   -8.86 
real-time RS chart chart add note Triodos Groenfonds 64.730  08:00 -0.07 64.916 -0.29 65.669 -0.753 -1.15   -0.75 
real-time RS chart chart add note Standard Chartered 802.229  15:35 -0.09 780.912 2.73 911.482 -130.571 -14.33   -2.99 
real-time RS chart chart L add note Aareal Bank 30.961  15:35 -0.14 29.070 6.50 26.580 2.491 9.37   -6.00 
  instrument freshest Δday 7/10/19 Δwk 8/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart L add note Kotak Mahindra Bank 22.204  10:00 -0.14 21.786 1.92 21.362 0.424 1.98   16.50 
real-time RS chart chart L add note Societe Generale 27.556  15:35 -0.16 25.699 7.23 25.126 0.573 2.28   -12.71 
real-time RS chart chart L add note Regional 4.851  19:59 -0.17 4.768 1.74 5.174 -0.407 -7.86   -3.41 
real-time RS chart chart L add note S.E.B 9.234  15:29 -0.22 8.856 4.26 9.517 -0.661 -6.95   -7.96 
real-time RS chart chart L add note KBC 66.490  15:35 -0.26 63.080 5.41 67.017 -3.937 -5.87   -6.27 
real-time RS chart chart L add note Intesa Sanpaolo 2.382  15:35 -0.27 2.304 3.42 2.247 0.056 2.50   1.09 
real-time RS chart chart L add note UBS 11.070  15:30 -0.32 10.650 3.94 11.940 -1.290 -10.80   -13.19 
real-time RS chart chart add note U.S. Bancorp 52.932  20:00 -0.39 53.598 -1.24 52.701 0.897 1.70   4.38 
real-time RS chart chart add note BNY Mellon 43.630  19:59 -0.50 41.980 3.93 42.705 -0.725 -1.70   -11.27 
real-time RS chart chart add note Unicredit 11.877  15:35 -0.51 11.241 5.66 12.639 -1.398 -11.06   -8.45 
real-time RS chart chart L add note Swedbank 14.007  15:29 -0.61 13.641 2.69 15.402 -1.761 -11.44   -20.76 
real-time RS chart chart add note Credit Suisse 11.975  15:30 -0.66 11.475 4.36 12.005 -0.530 -4.41   -4.62 
real-time RS chart chart L add note Nordea Bank 6.978  15:29 -0.76 6.765 3.16 7.510 -0.745 -9.92   -14.22 
real-time RS chart chart L add note BNP Paribas 49.605  15:35 -0.79 46.572 6.51 47.868 -1.295 -2.71   -4.18 
real-time RS chart chart add note Umweltbank 10.666  15:36 -0.81 10.491 1.67 11.641 -1.150 -9.88   0.25 
real-time RS chart chart L add note Bankinter 6.518  15:35 -0.83 6.124 6.42 7.027 -0.903 -12.84   -17.79 
real-time RS chart chart S add note BBVA Banco Francés 1.755  Fri -0.87 1.681 4.40 3.378 -1.696 -50.22   -44.47 
real-time RS chart chart L add note Nordea Bank 7.014  15:29 -0.93 6.765 3.68 7.512 -0.747 -9.94   -14.27 
real-time RS chart chart add note Banco Santander 4.103  15:35 -0.99 3.888 5.54 4.661 -0.774 -16.60   -14.55 
real-time RS chart chart L add note Svenska Handelsbank 9.274  15:29 -1.05 9.029 2.71 10.286 -1.257 -12.22   -12.87 
real-time RS chart chart add note Bankia 1.907  15:35 -1.13 1.821 4.71 2.335 -0.514 -22.00   -28.65 
real-time RS chart chart add note Raiffeisen Bank Int 23.027  15:35 -1.13 22.032 4.51 23.561 -1.529 -6.49   -11.87 
real-time RS chart chart add note Unipol 5.347  15:35 -1.15 5.210 2.64 4.997 0.212 4.25   12.99 
real-time RS chart chart add note ABN AMRO 17.808  15:35 -1.24 17.409 2.29 21.478 -4.068 -18.94   -21.91 
real-time RS chart chart add note Banco Santander MX 1.333  19:59 -1.28 1.317 1.20 1.541 -0.224 -14.53   -5.25 
  instrument freshest Δday 7/10/19 Δwk 8/07/19  prc diff Δ13   ∅-RS
real-time RS chart chart S add note Banco Macro 3.207  Fri -1.32 2.992 7.21 7.263 -4.272 -58.81   -34.34 
real-time RS chart chart add note RBS 263.653  15:35 -1.42 238.966 10.33 280.705 -41.739 -14.87   -16.28 
real-time RS chart chart add note Bank of Ireland 4.542  15:31 -1.52 4.011 13.24 5.122 -1.111 -21.70   -26.84 
real-time RS chart chart S add note Banco Comercial 0.210  15:35 -1.59 0.208 1.16 0.316 -0.108 -34.14   -21.43 
real-time RS chart chart add note Sberbank 14.131  10:25 -1.60 13.989 1.02 15.484 -1.496 -9.66   6.54 
real-time RS chart chart L add note DNB 17.141  14:25 -1.63 16.901 1.42 18.923 -2.022 -10.69   -5.26 
real-time RS chart chart L add note Banco Bilbao Viz 5.065  15:35 -1.73 5.013 1.04 5.553 -0.540 -9.73   -9.78 
real-time RS chart chart L add note FinecoBank 10.487  15:39 -2.06 10.577 -0.85 11.480 -0.903 -7.86   -4.25 
real-time RS chart chart L add note Banca Generali 28.917  15:35 -2.07 30.688 -5.77 29.387 1.301 4.43   22.32 
real-time RS chart chart add note Lloyds Bank 70.802  15:37 -2.27 63.340 11.78 71.743 -8.402 -11.71   -11.95 
real-time RS chart chart S add note Indiabulls HF 2.770  10:00 -5.76 3.280 -15.56 9.976 -6.696 -67.12   -64.00 
real-time RS chart chart add note Ferratum 8.306  15:35 -6.17 9.978 -16.76 12.142 -2.165 -17.83   -12.24 
 Banks - 111 out of 111 instruments rated - 7/10/19 / 8/07/19 - 19 did rise, Market-Ratio(13) in CHF = 17.12 % 
 
Technical Chart
Banks RS = 13 - B/S = 79/73
Market Chart
5/01/15 scale up chart 7/10/19
 


Transactions Banks in Swiss Franc * A13 - 79/73 (2)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
2/01/06 15/05/06 133    - cash -
short 15/05/06   4/09/06 112  RT RS QC  Triodos Groenfonds 50  57   87.164  89.856 84.471  -2.693 -3  9,847 -10  
          RT RS QC  Swedbank 50  161   31.242  35.253 27.231  -4.011 -13  9,201 -36  
100 -8 -24 
long 4/09/06   5/03/07 182  RT RS QC  Intesa Sanpaolo 50  599   7.670  8.099    0.429 6  9,457 12  
          RT RS QC  Sberbank 50  369   12.476  21.989    9.513 76  12,968 212  
100 41 99 
short 5/03/07  20/04/09 777  RT RS QC  Shinsei Bank 50  10,232   0.634  0.159 2.530  1.897 299  32,376 92  
          RT RS QC  Sumitomo Mitsui Trst 50  5,005   1.295  0.373 4.504  3.209 248  48,435 80  
100 274 86 
long 20/04/09   2/11/09 196  RT RS QC  Banco Popular 50  512   47.281  45.536    -1.746 -4  47,541 -7  
          RT RS QC  Shanghai Pudong 50  11,473   2.112  2.656    0.544 26  53,784 53  
100 11 22 
short 2/11/09   6/09/10 308  RT RS QC  Resona 50  229,515   0.117  0.098 0.140  0.023 19  58,978 23  
          RT RS QC  Shinsei Bank 50  199,951   0.134  0.078 0.231  0.096 72  78,215 90  
100 45 56 
long 6/09/10  20/09/10 14  RT RS QC  Banco Macro 50  9,692   4.035  4.717    0.683 17  84,831 5,786  
          RT RS QC  State Bank of India 50  60,052   0.651  0.683    0.032 5  86,767 253  
100 11 1,396 
short 20/09/10   6/02/12 504  RT RS QC  Piraeus Bank 50  0   51,346.759  14,253.220 184,975.022  133,628.263 260  86,767 0  
          RT RS QC  National Bank Greece 50  5   16,274.962  5,145.654 51,475.358  35,200.396 216  262,769 130  
100 216 130 
long 6/02/12   9/04/12 63  RT RS QC  Bank of Ireland 50  25,004   5.254  3.783    -1.472 -28  225,975 -85  
          RT RS QC  Aozora Bank 50  524,253   0.251  0.240    -0.010 -4  220,619 -21  
100 -16 -64 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 9/04/12   3/09/12 147  RT RS QC  Banca Pop Mil 50  314,574   0.351  0.448 0.253  -0.097 -28  190,023 -55  
          RT RS QC  Unicredit 50  6,029   18.295  19.258 17.331  -0.963 -5  184,216 -13  
100 -17 -36 
long 3/09/12  12/11/12 70  RT RS QC  Regional 50  27,276   3.377  3.755    0.378 11  194,517 74  
          RT RS QC  Alpha Bank 50  1,144   80.460  94.060    13.600 17  210,075 126  
100 14 98 
short 12/11/12   7/01/13 56  RT RS QC  Banco Popular 50  17,079   6.150  4.230 8.942  2.792 45  257,763 1,047  
          RT RS QC  Bankia 50  1,745   60.160  31.174 116.096  55.936 93  355,371 7,159  
100 69 2,979 
long 7/01/13  18/03/13 70  RT RS QC  Banco BPI 50  144,005   1.234  1.356    0.122 10  372,981 64  
          RT RS QC  Shinsei Bank 50  941,075   0.189  0.225    0.036 19  406,674 147  
100 14 102 
short 18/03/13  23/09/13 189  RT RS QC  Bankia 50  12,678   16.038  4.022 63.949  47.911 299  1,014,086 1,346  
          RT RS QC  Eurobank Ergasias 50  613   331.371  75.451 1,455.340  1,123.969 339  1,703,079 1,642  
100 319 1,490 
long 23/09/13   7/10/13 14  RT RS QC  Banco Macro 50  255,673   3.331  3.386    0.055 2  1,717,262 54  
          RT RS QC  BBVA Banco Francés 50  266,030   3.201  3.192    -0.009 0  1,714,861 -7  
100 1 20 
short 7/10/13  28/10/13 21  RT RS QC  Banif 50  69,925,836   0.012  0.010 0.015  0.003 24  1,920,303 4,082  
          RT RS QC  Eurobank Ergasias 50  13,447   63.762  85.215 42.310  -21.453 -34  1,631,830 -100  
100 -5 -58 
long 28/10/13   4/11/13 7  RT RS QC  Banco Macro 50  217,218   3.756  3.620    -0.136 -4  1,602,319 -85  
          RT RS QC  BBVA Banco Francés 50  224,959   3.627  3.299    -0.328 -9  1,528,517 -99  
100 -6 -97 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 4/11/13  18/11/13 14  RT RS QC  Banif 50  77,693,833   0.010  0.010 0.010  -0.000 0  1,525,658 -9  
          RT RS QC  Eurobank Ergasias 50  9,562   79.924  71.508 89.330  9.406 12  1,615,601 1,719  
100 6 324 
long 18/11/13   9/12/13 21  RT RS QC  Banco Macro 50  223,591   3.613  3.391    -0.222 -6  1,565,958 -67  
          RT RS QC  BBVA Banco Francés 50  226,936   3.560  3.106    -0.454 -13  1,462,990 -91  
100 -9 -82 
short 9/12/13  13/04/15 490  RT RS QC  Banif 50  66,435,517   0.011  0.008 0.016  0.005 42  1,767,889 30  
          RT RS QC  Eurobank Ergasias 50  10,871   67.287  11.475 394.551  327.264 486  5,325,573 273  
100 264 162 
long 13/04/15  18/05/15 35  RT RS QC  Industrial Bank 50  818,219   3.254  2.650    -0.604 -19  4,830,974 -88  
          RT RS QC  China Everbright Bk 50  3,111,944   0.856  0.757    -0.099 -12  4,523,605 -72  
100 -15 -82 
short 18/05/15  26/09/16 497  RT RS QC  Alpha Bank 50  141,973   15.931  1.669 152.074  136.143 855  23,852,275 424  
          RT RS QC  Piraeus Bank 50  2,515   899.270  2.945 274,581.406  273,682.136 30,434  712m 6,581  
100 15,644 4,007 
long 26/09/16  17/10/16 21  RT RS QC  Banco Macro 50  48,244,441   7.381  7.920    0.539 7  738m 241  
          RT RS QC  Sberbank 50  38,171,260   9.329  9.308    -0.021 0  737m -4  
100 4 83 
short 17/10/16  31/10/16 14  RT RS QC  Banco Comercial 50  1682,421,319   0.219  0.227 0.211  -0.008 -4  724m -61  
          RT RS QC  Banco Popular 50  325,807,359   1.132  1.086 1.180  0.048 4  740m 196  
100 0 10 
long 31/10/16  14/11/16 14  RT RS QC  Standard Chartered 50  42,968,034   8.611  8.611    0.000 0  740m 0  
          RT RS QC  Sberbank 50  39,444,033   9.381  9.381    0.000 0  740m 0  
100 0 0 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 14/11/16  28/11/16 14  RT RS QC  Banco Comercial 50  1630,844,552   0.227  0.229 0.225  -0.002 -1  737m -20  
          RT RS QC  Banco Popular 50  340,861,204   1.086  0.912 1.292  0.206 19  807m 9,232  
100 9 861 
long 28/11/16   5/12/16 7  RT RS QC  Bank of America 50  19,683,342   20.502  22.385    1.883 9  844m 9,673  
          RT RS QC  Sberbank 50  40,780,080   9.896  10.409    0.513 5  865m 1,298  
100 7 3,630 
short 5/12/16  12/12/16 7  RT RS QC  Banco Popolare 50  199,177,811   2.172  2.408 1.935  -0.236 -11  818m -100  
          RT RS QC  Banco Popular 50  419,255,709   1.032  1.092 0.972  -0.060 -6  793m -96  
100 -8 -99 
long 12/12/16  13/03/17 91  RT RS QC  Bank of America 50  17,297,754   22.916  25.485    2.569 11  837m 53  
          RT RS QC  Sberbank 50  32,849,495   12.067  11.226    -0.841 -7  810m -25  
100 2 9 
short 13/03/17  17/07/17 126  RT RS QC  Gentera 50  290,956,345   1.391  1.535 1.247  -0.144 -10  768m -27  
          RT RS QC  Banco Comercial 50  2357,420,658   0.172  0.269 0.074  -0.098 -57  537m -91  
100 -34 -69 
long 17/07/17  24/07/17 7  RT RS QC  Commerzbank 50  22,030,332   12.196  11.629    -0.566 -5  525m -92  
          RT RS QC  Montepio 50  243,568,594   1.103  1.102    -0.001 0  525m -6  
100 -2 -72 
short 24/07/17  29/01/18 189  RT RS QC  Gentera 50  177,225,911   1.480  0.835 2.622  1.142 77  727m 202  
          RT RS QC  Bank of Bejing 50  234,635,450   1.118  1.126 1.109  -0.008 -1  725m -1  
100 38 87 
long 29/01/18   5/02/18 7  RT RS QC  BBVA Banco Francés 50  46,752,052   7.754  7.018    -0.736 -9  691m -99  
          RT RS QC  Banco Comercial 50  948,546,111   0.382  0.347    -0.035 -9  657m -99  
100 -9 -99 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
short 5/02/18  11/03/19 399  RT RS QC  Gentera 50  402,531,349   0.817  0.820 0.813  -0.004 0  656m 0  
          RT RS QC  VTB Bank 50  187,292,026   1.755  1.178 2.615  0.859 49  817m 44  
100 24 22 
long 11/03/19   6/05/19 56  RT RS QC  Industrial Bank 50  141,916,385   2.878  2.908    0.030 1  821m 7  
          RT RS QC  Axis Bank 50  412,667,975   0.990  1.095    0.105 11  865m 93  
100 6 45 
short 6/05/19  11/10/19 158  RT RS QC  Aozora Bank 50  1738,330,475   0.249  0.243 0.255  0.006 2  875m 6  
     14/10/19 161  RT RS QC  Yes Bank 50  1775,073,497   0.244  0.056 1.056  0.813 334  2,318m 2,683  
100 168 835 
accum15/05/06 14/10/194900 days out of 5033 invested (97%) 23,179,231 2,318m 151  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Piraeus Bankshort 20/09/10  6/02/1250451,346.7614,253.22184,975.02133,628.26 260.2550130.12 
 short 18/05/15 26/09/16497899.272.95274,581.41273,682.14 30,433.8215,216.9135,147.79 
 Eurobank Ergasiasshort 18/03/13 23/09/13189331.3775.451,455.341,123.97 339.19169.59 
 short  7/10/13 28/10/132163.7685.2242.31-21.45 -33.64-16.82 
 short  4/11/13 18/11/131479.9271.5189.339.41 11.775.88 
 short  9/12/13 13/04/1549067.2911.48394.55327.26 486.37243.18714.85 
 Alpha Banklong  3/09/12 12/11/127080.4694.0613.60 16.908.45 
 short 18/05/15 26/09/1649715.931.67152.07136.14 854.57427.29471.85 
 Shinsei Bankshort  5/03/07 20/04/097770.630.162.531.90 299.36149.68 
 short  2/11/09  6/09/103080.130.080.230.10 71.5335.77 
 long  7/01/13 18/03/13700.190.220.04 18.969.48271.12 
 Bankiashort 12/11/12  7/01/135660.1631.17116.1055.94 92.9846.49 
 short 18/03/13 23/09/1318916.044.0263.9547.91 298.73149.36265.29 
 Yes Bankshort  6/05/19 14/10/191610.240.061.060.81 333.69166.84166.84 
 Sumitomo Mitsui Trstshort  5/03/07 20/04/097771.300.374.503.21 247.70123.85123.85 
 National Bank Greeceshort 20/09/10  6/02/1250416,274.965,145.6551,475.3635,200.40 216.29108.14108.14 
 Sberbanklong  4/09/06  5/03/0718212.4821.999.51 76.2538.13 
 long 26/09/16 17/10/16219.339.31-0.02 -0.22-0.11 
 long 31/10/16 14/11/16149.389.380.00 0.000.00 
 long 28/11/16  5/12/1679.9010.410.51 5.192.59 
 long 12/12/16 13/03/179112.0711.23-0.84 -6.97-3.4936.61 
 Banifshort  7/10/13 28/10/13210.010.010.020.00 23.9611.98 
 short  4/11/13 18/11/13140.010.010.01-0.00 -0.37-0.19 
 short  9/12/13 13/04/154900.010.010.020.00 41.6820.8435.06 
 Genterashort 13/03/17 17/07/171261.391.541.25-0.14 -10.35-5.17 
 short 24/07/17 29/01/181891.480.842.621.14 77.1938.60 
 short  5/02/18 11/03/193990.820.820.81-0.00 -0.44-0.2231.13 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Banco Popularlong 20/04/09  2/11/0919647.2845.54-1.75 -3.69-1.85 
 short 12/11/12  7/01/13566.154.238.942.79 45.4022.70 
 short 17/10/16 31/10/16141.131.091.180.05 4.252.12 
 short 14/11/16 28/11/16141.090.911.290.21 19.009.50 
 short  5/12/16 12/12/1671.031.090.97-0.06 -5.84-2.9230.75 
 VTB Bankshort  5/02/18 11/03/193991.761.182.610.86 48.9624.4824.48 
 Shanghai Pudonglong 20/04/09  2/11/091962.112.660.54 25.7712.8812.88 
 Bank of Americalong 28/11/16  5/12/16720.5022.391.88 9.194.59 
 long 12/12/16 13/03/179122.9225.492.57 11.215.6110.46 
 Resonashort  2/11/09  6/09/103080.120.100.140.02 19.329.669.66 
 Banco Macrolong  6/09/10 20/09/10144.034.720.68 16.928.46 
 long 23/09/13  7/10/13143.333.390.06 1.670.83 
 long 28/10/13  4/11/1373.763.62-0.14 -3.62-1.81 
 long 18/11/13  9/12/13213.613.39-0.22 -6.15-3.07 
 long 26/09/16 17/10/16217.387.920.54 7.313.657.89 
 Regionallong  3/09/12 12/11/12703.383.750.38 11.185.595.59 
 Axis Banklong 11/03/19  6/05/19560.991.090.11 10.625.315.31 
 Banco BPIlong  7/01/13 18/03/13701.231.360.12 9.914.964.96 
 Intesa Sanpaololong  4/09/06  5/03/071827.678.100.43 5.592.792.79 
 State Bank of Indialong  6/09/10 20/09/10140.650.680.03 4.952.482.48 
 Standard Charteredlong 31/10/16 14/11/16148.618.610.00 0.000.000.00 
 Montepiolong 17/07/17 24/07/1771.101.10-0.00 -0.12-0.06-0.06 
 Bank of Bejingshort 24/07/17 29/01/181891.121.131.11-0.01 -0.75-0.38-0.38 
 Aozora Banklong  6/02/12  9/04/12630.250.24-0.01 -4.08-2.04 
 short  6/05/19 11/10/191580.250.240.250.01 2.501.25-0.81 
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %spldi %total 
 Triodos Groenfondsshort 15/05/06  4/09/0611287.1689.8684.47-2.69 -3.09-1.54-1.54 
 Commerzbanklong 17/07/17 24/07/17712.2011.63-0.57 -4.64-2.32-2.32 
 Unicreditshort  9/04/12  3/09/1214718.2919.2617.33-0.96 -5.26-2.63-2.63 
 Banco Popolareshort  5/12/16 12/12/1672.172.411.94-0.24 -10.88-5.44-5.44 
 China Everbright Bklong 13/04/15 18/05/15350.860.76-0.10 -11.54-5.77-5.77 
 Swedbankshort 15/05/06  4/09/0611231.2435.2527.23-4.01 -12.84-6.42-6.42 
 Industrial Banklong 13/04/15 18/05/15353.252.65-0.60 -18.57-9.29 
 long 11/03/19  6/05/19562.882.910.03 1.050.53-8.81 
 Banca Pop Milshort  9/04/12  3/09/121470.350.450.25-0.10 -27.74-13.87-13.87 
 Bank of Irelandlong  6/02/12  9/04/12635.253.78-1.47 -28.01-14.00-14.00 
 BBVA Banco Francéslong 23/09/13  7/10/13143.203.19-0.01 -0.28-0.14 
 long 28/10/13  4/11/1373.633.30-0.33 -9.05-4.52 
 long 18/11/13  9/12/13213.563.11-0.45 -12.75-6.37 
 long 29/01/18  5/02/1877.757.02-0.74 -9.49-4.75-14.97 
 Banco Comercialshort 17/10/16 31/10/16140.220.230.21-0.01 -3.53-1.77 
 short 14/11/16 28/11/16140.230.230.22-0.00 -0.87-0.44 
 short 13/03/17 17/07/171260.170.270.07-0.10 -56.90-28.45 
 long 29/01/18  5/02/1870.380.35-0.03 -9.16-4.58-33.23 


Annotations
17/07/18Bank of Shanghaistock split 5:7 (seven for five)
2/02/18Banco Santander MXmerger of banco and grupo financiero
21/09/17Yes Bankstock split 1:5 (five for one)
18/09/17Umweltbankstock split 1:5 (five for one)
10/07/17Bank of Irelandreverse split 30:1 (one for thirty)
5/06/17Bankiareverse split 4:1 (one for four)
23/01/17Unicreditreverse stock split 10:1 (one for ten)
24/10/16Banco Comercialreverse stock split 75:1 (one for seventyfive)
11/07/16Bank of Bejingforward stock split 10:12 (twelve for ten)
13/01/16BankenBanca MPS, Banif, Alpha Bank, Eurobank Ergasias, Piraeus Bank and National Bank of Greece excluded
31/12/15Heartlandname change from Heartland New Zealand to Heartland Bank,
ticker changes from HNZ to HBL
21/09/15Unipolre-joins the MIB as replacement for Autogrill
17/07/15Bank of Bejingforward stock split 10:12 (twelve for ten)
21/06/15Ferratumrecording started
19/05/15Svenska Handelsbankex Split 1:3 (three for one)
11/03/15Banksfirst full analysis, due to the longer holding long best practice technique the [Mixed Cut] technique isvlow performing,
but there is a well performing [Alternating] technique.