RS Chart
Assessment - IPC Mexico in Swiss Franc - 6/27/22 - RS = 22
 ⇐ 
  instrument freshest Δday 6/27/22 Δwk 1/24/22  prc diff Δ22   ∅-RS
real-time RS chart chart add note IPC 2,324.950  Tue 0.29 2,318.201 0.29 2,249.091 69.110 3.07   -2.02 
real-time RS chart chart add note Inbursa 1.573  Tue 0.06 1.573 0.06 1.165 0.408 34.98   38.56 
real-time RS chart chart L add note Bimbo 3.168  Tue 0.06 3.166 0.06 2.779 0.387 13.91   22.47 
real-time RS chart chart add note Telesites 1.112  Tue -0.98 1.123 -0.98 0.957 0.165 17.29   20.22 
real-time RS chart chart L add note Carso 3.647  Tue 0.96 3.613 0.96 2.600 1.013 38.97   19.19 
real-time RS chart chart add note Aerop. Pacifico 14.097  Tue 0.70 14.000 0.70 11.886 2.113 17.78   16.81 
real-time RS chart chart add note America Movil 0.986  Tue 1.03 0.976 1.03 0.882 0.095 10.74   12.94 
real-time RS chart chart L add note Coca-Cola FEMSA 5.486  Tue -3.37 5.677 -3.37 4.794 0.883 18.41   12.09 
real-time RS chart chart L add note Genomma Lab 1.015  Tue -0.47 1.020 -0.47 0.854 0.166 19.41   11.52 
real-time RS chart chart add note Arca Continental 6.375  Tue -1.07 6.444 -1.07 5.402 1.042 19.29   11.23 
real-time RS chart chart add note Aerop. Centro Norte 6.517  Tue -2.92 6.712 -2.92 5.832 0.880 15.09   10.49 
real-time RS chart chart add note Aerop. Sureste 20.060  Tue -0.31 20.122 -0.31 17.646 2.476 14.03   9.51 
real-time RS chart chart L add note Vesta 1.828  Tue -0.42 1.836 -0.42 1.667 0.169 10.14   6.93 
real-time RS chart chart add note Banco del Bajio 2.006  Tue -0.33 2.013 -0.33 1.666 0.347 20.86   6.25 
real-time RS chart chart S add note Liverpool 4.331  Tue -1.22 4.384 -1.22 4.111 0.273 6.65   3.29 
real-time RS chart chart S add note Pinfra 7.060  Tue 0.04 7.058 0.04 6.573 0.485 7.37   1.87 
real-time RS chart chart S add note Alsea 1.902  Tue -2.00 1.941 -2.00 1.753 0.188 10.75   1.69 
real-time RS chart chart S add note Alfa 0.673  Tue 0.21 0.672 0.21 0.641 0.031 4.87   -0.52 
real-time RS chart chart S add note WalMex 3.344  Tue 2.55 3.261 2.55 3.121 0.140 4.49   -0.78 
real-time RS chart chart S add note Bolsa Mexicana 1.748  Tue -0.52 1.757 -0.52 1.547 0.210 13.58   -1.54 
real-time RS chart chart S add note Orbia Advance 2.312  Tue 0.58 2.298 0.58 2.145 0.154 7.16   -3.26 
real-time RS chart chart S add note Quálitas 4.391  Tue -1.81 4.472 -1.81 4.671 -0.200 -4.27   -3.50 
real-time RS chart chart S add note Becle 2.071  Tue -2.57 2.125 -2.57 2.179 -0.053 -2.45   -3.75 
real-time RS chart chart S add note México 4.223  Tue 2.34 4.126 2.34 3.837 0.289 7.52   -3.95 
real-time RS chart chart S add note Gruma 10.641  Tue 0.22 10.618 0.22 11.031 -0.413 -3.74   -4.48 
  instrument freshest Δday 6/27/22 Δwk 1/24/22  prc diff Δ22   ∅-RS
real-time RS chart chart L add note Kimberly-Clark 1.314  Tue -1.58 1.335 -1.58 1.322 0.013 0.99   -5.07 
real-time RS chart chart S add note Banorte 5.602  Tue -0.49 5.630 -0.49 5.748 -0.118 -2.05   -7.03 
real-time RS chart chart S add note Cementos Chihuahua 6.063  Tue -1.31 6.144 -1.31 6.640 -0.497 -7.48   -8.65 
real-time RS chart chart S add note Regional 4.730  Tue -1.62 4.808 -1.62 4.816 -0.008 -0.17   -9.48 
real-time RS chart chart S add note FEMSA 6.537  Tue -1.41 6.630 -1.41 7.326 -0.696 -9.50   -10.31 
real-time RS chart chart add note Elektra 53.977  Tue -1.38 54.731 -1.38 59.832 -5.101 -8.53   -14.59 
real-time RS chart chart S add note Megacable 2.434  Tue -0.96 2.458 -0.96 2.837 -0.379 -13.37   -14.51 
real-time RS chart chart add note Televisa 1.686  Tue 1.41 1.662 1.41 1.749 -0.087 -4.95   -16.30 
real-time RS chart chart S add note Peñoles 9.155  Tue -1.14 9.260 -1.14 10.031 -0.771 -7.69   -18.78 
real-time RS chart chart add note Cemex 0.378  Tue 0.378 0.525 -0.148 -28.11   -31.37 
real-time RS chart chart add note Volaris 1.080  Tue -2.22 1.105 -2.22 1.551 -0.447 -28.80   -32.66 
 IPC - 35 out of 35 instruments rated - 6/27/22 / 1/24/22 - 22 did rise, Market-Ratio(22) in CHF = 62.86 % 
Stock Exchange Currency: MXN $ Mexican peso
 
Technical Chart
IPC RS = 22 - B/S = 85/20
Market Chart
1/01/18 scale up chart 6/27/22
 


Transactions IPC Mexico in Swiss Franc * A22 - 85/20 (1)
 ⇐ 
L/Sdate buy date selldays instrumentsplpieces prc buyprc sellps shortprc diffd %assetyield 
1/02/06 1/09/06 7    - cash -
long 1/09/06  12/17/07 707  RT RS QC  Orbia Advance 100  20,184   0.495  1.410    0.915 185  28,465 72  
short 12/17/07   6/15/09 546  RT RS QC  Cemex 100  9,689   2.938  1.110 7.775  4.838 165  75,336 92  
long 6/15/09   6/04/18 3276  RT RS QC  Gruma 100  66,813   1.128  10.850    9.723 862  724,945 29  
short 6/04/18   1/20/20 595  RT RS QC  Volaris 100  1,377,823   0.526  1.020 0.033  -0.493 -94  45,055 -82  
long 1/20/20   3/09/20 49  RT RS QC  Gentera 100  43,833   1.028  0.724    -0.304 -30  31,723 -93  
short 3/09/20   3/08/21 364  RT RS QC  Alpek 100  63,807   0.497  0.841 0.154  -0.344 -69  9,801 -69  
long 3/08/21   6/28/22 477  RT RS QC  Cemex 100  15,034   0.652  0.378    -0.274 -42  5,680 -34  
accum 1/09/06 6/28/226016 days out of 6023 invested (100%) -43 5,680 -3  

Instrument Related Contribution
 instrumentL/Sdate buy date selldaysprc buyprc sellps shortprc diffd %total 
 Grumalong  6/15/09  6/04/1832761.1310.859.72 862.29862.29 
 Orbia Advancelong  1/09/06 12/17/077070.501.410.91 184.65184.65 
 Cemexshort 12/17/07  6/15/095462.941.117.784.84 164.68 
 long  3/08/21  6/28/224770.650.38-0.27 -42.0553.38 
 Genteralong  1/20/20  3/09/20491.030.72-0.30 -29.59-29.59 
 Alpekshort  3/09/20  3/08/213640.500.840.15-0.34 -69.11-69.11 
 Volarisshort  6/04/18  1/20/205950.531.020.03-0.49 -93.79-93.79 


Annotations
2/23/17IPCMachine learning processed for all techniques.
The algorithm could not determine a long-term exchanging short technique.
This is presumably due to the high volatility of the market.
Even the best alternating technique is not convincing (only 3 transactions).
2/21/17IPCindex adjustment: Empresas ICA, La Comer and Telesites drop out, Bolsa Mexicana returns
8/02/16IPCBMV (Bolsas), Comercial Mexicana and Industrias CH drop out,
Aeropuerto del Centro Norte, La Comer, Nemak, Telesites and Volaris join