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

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	2/05/24	prc diff	⇓ Δ21		∅-RS
						S		DJTA	111,049.291	8/12/24	-0.56	111,409.777	-0.32	112,884.298	-1,474.521	-1.31		-0.09
						L		Kirby	848.489	8/12/24	-0.14	881.552	-3.75	604.555	276.997	45.82		42.37
								Uber Technologies	504.389	8/12/24	1.05	517.789	-2.59	496.468	21.321	4.29		27.06
								Matson	947.677	8/12/24	0.73	940.030	0.81	811.950	128.080	15.77		30.36
								Delta Air Lines	284.456	8/12/24	-0.61	341.697	-16.75	282.380	59.317	21.01		12.97
								Ryder System	960.130	8/12/24	-1.29	893.495	7.46	829.149	64.346	7.76		15.30
								United Airlines	294.360	8/12/24	-2.51	351.965	-16.37	287.921	64.044	22.24		8.15
								Expeditors Wash	867.424	8/12/24	0.03	880.241	-1.46	896.434	-16.193	-1.81		1.90
								Alaska Air Group	251.903	8/12/24	-0.26	291.957	-13.72	253.883	38.074	15.00		1.61
						L		C.H. Robinson	718.787	8/12/24	0.20	632.197	13.70	532.808	99.389	18.65		5.20
						S		FedEx	2,032.921	8/12/24	0.63	2,175.150	-6.54	1,714.932	460.217	26.84		18.15
								Norfolk Southern	1,727.273	8/12/24	-1.02	1,558.901	10.80	1,788.118	-229.217	-12.82		-4.05
								Southwest Airlines	184.831	8/12/24	0.20	204.712	-9.71	214.088	-9.375	-4.38		-3.03
						S		CSX	243.965	8/12/24	-1.47	244.621	-0.27	264.317	-19.697	-7.45		1.49
								Landstar System	1,348.071	8/12/24	-1.04	1,335.618	0.93	1,386.425	-50.807	-3.66		-0.06
						S		Union Pacific	1,724.142	8/12/24	-0.32	1,637.552	5.29	1,774.877	-137.325	-7.74		-0.46
						S		Old Dominion FL	1,388.198	8/12/24	-1.35	1,301.390	6.67	1,491.202	-189.812	-12.73		-9.22
						S		UPS	909.298	8/12/24	-0.76	990.062	-8.16	1,000.851	-10.789	-1.08		-11.48
						S		J.B. Hunt	1,185.379	8/12/24	-0.20	1,155.594	2.58	1,487.676	-332.082	-22.32		-14.04
						S		American Airlines	69.985	8/12/24	-2.54	80.399	-12.95	102.618	-22.219	-21.65		-20.03
								Avis Budget	605.252	8/12/24	-4.43	737.576	-17.94	1,121.819	-384.244	-34.25		-33.84
DJTA - 20 out of 20 instruments rated - 7/01/24 / 2/05/24 - 9 did rise, Market-Ratio(21) in CNY = 45.00 %
Stock Exchange Currency: USD $ Dollar

 

Technical Chart

	DJTA RS = 21 - B/S = 24/21
1/04/21	scale up chart	7/01/24

 

Transactions Dow Jones Transportation Average in Renminbi yuán * 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	116		86.160	80.256	92.498	6.338	7	10,735	3,950
long	8/14/06	8/21/06	7				C.H. Robinson	100	29		359.876	382.654		22.778	6	11,396	2,353
short	8/21/06	9/11/06	21				JetBlue Airways	100	141		80.471	77.174	83.909	3.438	4	11,881	107
long	9/11/06	9/25/06	14				United Airlines	100	59		199.570	225.230		25.660	13	13,394	2,242
short	9/25/06	10/02/06	7				JetBlue Airways	100	173		77.109	73.299	81.117	4.008	5	14,088	1,305
long	10/02/06	11/05/07	399				United Airlines	100	63		220.607	337.961		117.353	53	21,481	48
short	11/05/07	12/17/07	42				JetBlue Airways	100	336		63.745	50.793	79.999	16.254	25	26,942	620
long	12/17/07	12/31/07	14				Kirby	100	76		352.163	339.483		-12.680	-4	25,979	-62
short	12/31/07	1/21/08	21				JetBlue Airways	100	602		43.093	34.039	54.555	11.462	27	32,879	5,931
long	1/21/08	9/22/08	245				CSX	100	941		34.915	42.748		7.833	22	40,250	35
short	9/22/08	12/01/08	70				Avis Budget	100	853		47.161	4.300	517.224	470.063	997	441,213	> 999,999
long	12/01/08	1/26/09	56				Alaska Air Group	100	12,214		36.122	44.677		8.555	24	545,706	300
short	1/26/09	4/06/09	70				Avis Budget	100	100,993		5.403	5.468	5.338	-0.065	-1	539,145	-6
long	4/06/09	8/01/11	847				Alaska Air Group	100	15,649		34.450	96.588		62.138	180	1,511,541	56
short	8/01/11	10/24/11	84				Delta Air Lines	100	30,128		50.169	56.808	43.530	-6.639	-13	1,311,530	-46
long	10/24/11	11/21/11	28				Kansas City Southern	100	3,342		392.356	419.782		27.425	7	1,403,185	141
short	11/21/11	12/05/11	14				JetBlue Airways	100	61,480		22.823	29.841	15.806	-7.018	-31	971,749	-100
long	12/05/11	6/25/12	203				Kirby	100	2,379		408.310	286.869		-121.441	-30	682,841	-47
short	6/25/12	7/02/12	7				Ryder System	100	3,150		216.745	222.898	210.593	-6.152	-3	663,461	-78
long	7/02/12	9/17/12	77				Delta Air Lines	100	9,451		70.196	58.343		-11.853	-17	551,438	-58
short	9/17/12	9/24/12	7				Expeditors Wash	100	2,267		243.233	233.226	253.669	10.436	4	575,096	794
long	9/24/12	7/20/15	1029				Avis Budget	100	5,638		101.997	261.571		159.574	156	1,474,775	40
short	7/20/15	8/03/15	14				Avis Budget	100	5,638		261.571	268.816	254.326	-7.245	-3	1,433,929	-52
long	8/03/15	8/24/15	21				JetBlue Airways	100	9,786		146.519	135.892		-10.627	-7	1,329,929	-73
short	8/24/15	8/31/15	7				Norfolk Southern	100	2,778		478.632	496.670	460.594	-18.038	-4	1,279,820	-87
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	8,994		142.288	142.987		0.698	0	1,286,101	1
short	1/04/16	2/22/16	49				Ryder System	100	3,458		371.844	382.174	361.513	-10.331	-3	1,250,377	-19
long	2/22/16	3/07/16	14				Delta Air Lines	100	3,921		318.827	315.418		-3.409	-1	1,237,011	-24
short	3/07/16	3/14/16	7				Avis Budget	100	6,741		183.489	175.640	191.688	8.199	4	1,292,281	877
long	3/14/16	10/29/18	959				Alaska Air Group	100	2,490		518.858	424.464		-94.394	-18	1,057,240	-7
short	10/29/18	11/05/18	7				Avis Budget	100	5,483		192.818	214.914	170.722	-22.096	-11	936,086	-100
long	11/05/18	12/17/18	42				United Airlines	100	1,511		619.271	594.372		-24.899	-4	898,464	-30
short	12/17/18	3/11/19	84				Avis Budget	100	5,169		173.810	244.482	103.137	-70.672	-41	533,159	-90
long	3/11/19	3/09/20	364				Union Pacific	100	475		1,121.682	943.414		-178.267	-16	448,482	-16
short	3/09/20	6/08/20	91				American Airlines	100	4,378		102.439	143.532	61.347	-41.093	-40	268,578	-87
long	6/08/20	6/15/20	7				Avis Budget	100	1,177		228.125	186.704		-41.421	-18	219,826	-100
short	6/15/20	7/06/20	21				United Airlines	100	795		276.336	246.932	309.241	32.905	12	245,986	607
long	7/06/20	10/04/21	455				J.B. Hunt	100	290		847.465	1,066.148		218.683	26	309,404	20
short	10/04/21	10/18/21	14				FedEx	100	220		1,403.684	1,465.074	1,342.295	-61.390	-4	295,898	-69
long	10/18/21	4/11/22	175				Avis Budget	100	290		1,017.416	1,633.648		616.232	61	474,605	169
short	4/11/22	4/18/22	7				JetBlue Airways	100	6,196		76.598	80.577	72.620	-3.979	-5	449,954	-94
long	4/18/22	6/06/22	49				Avis Budget	100	265		1,696.058	1,274.011		-422.047	-25	338,111	-88
short	6/06/22	8/01/22	56				JetBlue Airways	100	4,755		71.092	58.111	86.974	15.882	22	413,629	272
long	8/01/22	8/15/22	14				C.H. Robinson	100	557		742.111	797.921		55.810	8	444,716	562
short	8/15/22	8/29/22	14				JetBlue Airways	100	7,165		62.066	54.931	70.127	8.062	13	502,477	2,314
long	8/29/22	9/19/22	21				C.H. Robinson	100	632		794.806	741.917		-52.889	-7	469,051	-70
short	9/19/22	11/07/22	49				JetBlue Airways	100	8,210		57.130	55.329	58.989	1.859	3	484,313	27
long	11/07/22	1/02/23	56				Avis Budget	100	280		1,729.550	1,129.260		-600.289	-35	316,232	-94
short	1/02/23	1/09/23	7				JetBlue Airways	100	7,084		44.639	49.459	39.819	-4.820	-11	282,087	-100
long	1/09/23	8/12/24	581				Landstar System	100	242		1,161.026	1,348.071		187.045	16	327,352	10
accum	8/07/06	8/12/24	6830	days out of 7047 invested (97%)										3,174		327,352	20

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	47.16	4.30	517.22	470.06	996.72
	short	1/26/09	4/06/09	70	5.40	5.47	5.34	-0.06	-1.20
	long	9/24/12	7/20/15	1029	102.00	261.57		159.57	156.45
	short	7/20/15	8/03/15	14	261.57	268.82	254.33	-7.24	-2.77
	short	3/07/16	3/14/16	7	183.49	175.64	191.69	8.20	4.47
	short	10/29/18	11/05/18	7	192.82	214.91	170.72	-22.10	-11.46
	short	12/17/18	3/11/19	84	173.81	244.48	103.14	-70.67	-40.66
	long	6/08/20	6/15/20	7	228.12	186.70		-41.42	-18.16
	long	10/18/21	4/11/22	175	1,017.42	1,633.65		616.23	60.57
	long	4/18/22	6/06/22	49	1,696.06	1,274.01		-422.05	-24.88
	long	11/07/22	1/02/23	56	1,729.55	1,129.26		-600.29	-34.71			855.76
Alaska Air Group	long	12/01/08	1/26/09	56	36.12	44.68		8.56	23.68
	long	4/06/09	8/01/11	847	34.45	96.59		62.14	180.37
	long	3/14/16	10/29/18	959	518.86	424.46		-94.39	-18.19			183.69
United Airlines	long	9/11/06	9/25/06	14	199.57	225.23		25.66	12.86
	long	10/02/06	11/05/07	399	220.61	337.96		117.35	53.20
	long	11/05/18	12/17/18	42	619.27	594.37		-24.90	-4.02
	short	6/15/20	7/06/20	21	276.34	246.93	309.24	32.91	11.91			85.70
JetBlue Airways	short	8/07/06	8/14/06	7	86.16	80.26	92.50	6.34	7.36
	short	8/21/06	9/11/06	21	80.47	77.17	83.91	3.44	4.27
	short	9/25/06	10/02/06	7	77.11	73.30	81.12	4.01	5.20
	short	11/05/07	12/17/07	42	63.75	50.79	80.00	16.25	25.50
	short	12/31/07	1/21/08	21	43.09	34.04	54.56	11.46	26.60
	short	11/21/11	12/05/11	14	22.82	29.84	15.81	-7.02	-30.75
	long	8/03/15	8/24/15	21	146.52	135.89		-10.63	-7.25
	long	8/31/15	1/04/16	126	142.29	142.99		0.70	0.49
	short	4/11/22	4/18/22	7	76.60	80.58	72.62	-3.98	-5.19
	short	6/06/22	8/01/22	56	71.09	58.11	86.97	15.88	22.34
	short	8/15/22	8/29/22	14	62.07	54.93	70.13	8.06	12.99
	short	9/19/22	11/07/22	49	57.13	55.33	58.99	1.86	3.25
	short	1/02/23	1/09/23	7	44.64	49.46	39.82	-4.82	-10.80			45.77
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	847.46	1,066.15		218.68	25.80			25.80
CSX	long	1/21/08	9/22/08	245	34.91	42.75		7.83	22.43			22.43
Landstar System	long	1/09/23	8/12/24	581	1,161.03	1,348.07		187.04	16.11			16.11
Kansas City Southern	long	10/24/11	11/21/11	28	392.36	419.78		27.43	6.99			6.99
C.H. Robinson	long	8/14/06	8/21/06	7	359.88	382.65		22.78	6.33
	long	8/01/22	8/15/22	14	742.11	797.92		55.81	7.52
	long	8/29/22	9/19/22	21	794.81	741.92		-52.89	-6.65			6.72
Expeditors Wash	short	9/17/12	9/24/12	7	243.23	233.23	253.67	10.44	4.29			4.29
Norfolk Southern	short	8/24/15	8/31/15	7	478.63	496.67	460.59	-18.04	-3.77			-3.77
FedEx	short	10/04/21	10/18/21	14	1,403.68	1,465.07	1,342.29	-61.39	-4.37			-4.37
Ryder System	short	6/25/12	7/02/12	7	216.75	222.90	210.59	-6.15	-2.84
	short	1/04/16	2/22/16	49	371.84	382.17	361.51	-10.33	-2.78			-5.54
Union Pacific	long	3/11/19	3/09/20	364	1,121.68	943.41		-178.27	-15.89			-15.89
Delta Air Lines	short	8/01/11	10/24/11	84	50.17	56.81	43.53	-6.64	-13.23
	long	7/02/12	9/17/12	77	70.20	58.34		-11.85	-16.89
	long	2/22/16	3/07/16	14	318.83	315.42		-3.41	-1.07			-28.65
Kirby	long	12/17/07	12/31/07	14	352.16	339.48		-12.68	-3.60
	long	12/05/11	6/25/12	203	408.31	286.87		-121.44	-29.74			-32.27
American Airlines	short	3/09/20	6/08/20	91	102.44	143.53	61.35	-41.09	-40.11			-40.11

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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