| | |
| | |
Assessment - Dow Jones Transportation Average in Japanese yen - 7/01/24 - RS = 21
⇐
| |
|
⇓instrument |
freshest |
Δday |
7/01/24 |
⇓ Δwk |
2/05/24 |
prc diff |
⇓ Δ21 |
|
⇓∅-RS |
| |  |
 |
 |
|
S |
 |
DJTA |
2,463,800.409 |
8/12/24 |
-0.56 |
2,471,798.345 |
-0.32 |
2,330,071.280 |
141,727.065 |
6.08 |
|
7.68 |
| | |
|
|
|
|
|
Uber Technologies |
11,190.647 |
8/12/24 |
1.05 |
11,487.944 |
-2.59 |
10,247.703 |
1,240.241 |
12.10 |
|
37.55 |
| | |
|
|
|
|
|
Matson |
21,025.684 |
8/12/24 |
0.73 |
20,856.031 |
0.81 |
16,759.651 |
4,096.380 |
24.44 |
|
40.94 |
| | |
|
|
|
S |
|
FedEx |
45,103.509 |
8/12/24 |
0.63 |
48,259.059 |
-6.54 |
35,398.320 |
12,860.739 |
36.33 |
|
27.39 |
| | |
|
|
|
L |
|
C.H. Robinson |
15,947.399 |
8/12/24 |
0.20 |
14,026.279 |
13.70 |
10,997.825 |
3,028.454 |
27.54 |
|
13.21 |
| | |
|
|
|
|
|
Southwest Airlines |
4,100.760 |
8/12/24 |
0.20 |
4,541.858 |
-9.71 |
4,419.034 |
122.824 |
2.78 |
|
4.39 |
| | |
|
|
|
|
|
Expeditors Wash |
19,245.133 |
8/12/24 |
0.03 |
19,529.505 |
-1.46 |
18,503.498 |
1,026.006 |
5.54 |
|
9.84 |
| | |
|
|
|
L |
|
Kirby |
18,825.040 |
8/12/24 |
-0.14 |
19,558.588 |
-3.75 |
12,478.758 |
7,079.830 |
56.74 |
|
53.97 |
| | |
|
|
|
S |
|
J.B. Hunt |
26,299.474 |
8/12/24 |
-0.20 |
25,638.635 |
2.58 |
30,707.460 |
-5,068.825 |
-16.51 |
|
-7.45 |
| | |
|
|
|
|
|
Alaska Air Group |
5,588.860 |
8/12/24 |
-0.26 |
6,477.520 |
-13.72 |
5,240.455 |
1,237.065 |
23.61 |
|
9.47 |
| | |
|
|
|
S |
|
Union Pacific |
38,252.752 |
8/12/24 |
-0.32 |
36,331.632 |
5.29 |
36,635.650 |
-304.017 |
-0.83 |
|
7.40 |
| | |
|
|
|
|
|
Delta Air Lines |
6,311.098 |
8/12/24 |
-0.61 |
7,581.073 |
-16.75 |
5,828.669 |
1,752.405 |
30.07 |
|
21.93 |
| | |
|
|
|
S |
|
UPS |
20,174.187 |
8/12/24 |
-0.76 |
21,966.047 |
-8.16 |
20,658.799 |
1,307.248 |
6.33 |
|
-4.75 |
| | |
|
|
|
|
|
Norfolk Southern |
38,322.230 |
8/12/24 |
-1.02 |
34,586.628 |
10.80 |
36,908.961 |
-2,322.333 |
-6.29 |
|
3.50 |
| | |
|
|
|
|
|
Landstar System |
29,909.048 |
8/12/24 |
-1.04 |
29,632.755 |
0.93 |
28,617.516 |
1,015.239 |
3.55 |
|
7.66 |
| | |
|
|
|
|
|
Ryder System |
21,301.976 |
8/12/24 |
-1.29 |
19,823.570 |
7.46 |
17,114.659 |
2,708.911 |
15.83 |
|
24.59 |
| | |
|
|
|
S |
|
Old Dominion FL |
30,799.323 |
8/12/24 |
-1.35 |
28,873.355 |
6.67 |
30,780.244 |
-1,906.888 |
-6.20 |
|
-2.19 |
| | |
|
|
|
S |
|
CSX |
5,412.744 |
8/12/24 |
-1.47 |
5,427.286 |
-0.27 |
5,455.836 |
-28.550 |
-0.52 |
|
9.48 |
| | |
|
|
|
|
|
United Airlines |
6,530.840 |
8/12/24 |
-2.51 |
7,808.893 |
-16.37 |
5,943.044 |
1,865.850 |
31.40 |
|
16.60 |
| | |
|
|
|
S |
|
American Airlines |
1,552.731 |
8/12/24 |
-2.54 |
1,783.782 |
-12.95 |
2,118.166 |
-334.384 |
-15.79 |
|
-13.92 |
| | |
|
|
|
|
|
Avis Budget |
13,428.453 |
8/12/24 |
-4.43 |
16,364.261 |
-17.94 |
23,155.739 |
-6,791.478 |
-29.33 |
|
-29.17 |
| DJTA - 20 out of 20 instruments rated - 7/01/24 / 2/05/24 - 13 did rise, Market-Ratio(21) in JPY = 65.00 % |
| Stock Exchange Currency: USD $ Dollar |
Technical Chart
Transactions Dow Jones Transportation Average in Japanese yen * S21 - 21/35 (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 |
8 |
|
1,235.939 |
1,170.279 |
1,305.284 |
69.345 |
6 |
10,555 |
1,623 |
|
| 8/14/06 |
8/21/06 |
7 |
|
- cash - |
| |
8/21/06 |
10/02/06 |
42 |
|
|
|
JetBlue Airways |
100 |
9 |
|
1,168.473 |
1,095.273 |
1,246.566 |
78.092 |
7 |
11,258 |
75 |
|
| 10/02/06 |
11/05/07 |
399 |
|
- cash - |
| |
11/05/07 |
12/24/07 |
49 |
|
|
|
JetBlue Airways |
100 |
11 |
|
981.182 |
718.354 |
1,340.173 |
358.990 |
37 |
15,206 |
920 |
|
| 12/24/07 |
12/31/07 |
7 |
|
- cash - |
| |
12/31/07 |
1/21/08 |
21 |
|
|
|
JetBlue Airways |
100 |
22 |
|
662.648 |
502.148 |
874.449 |
211.801 |
32 |
19,866 |
12,304 |
|
| 1/21/08 |
9/22/08 |
245 |
|
- cash - |
| |
9/22/08 |
4/13/09 |
203 |
|
|
|
Avis Budget |
100 |
26 |
|
741.411 |
92.230 |
5,959.985 |
5,218.573 |
704 |
155,549 |
4,142 |
|
| 4/13/09 |
8/01/11 |
840 |
|
- cash - |
| |
8/01/11 |
12/19/11 |
140 |
|
|
|
Delta Air Lines |
100 |
259 |
|
599.033 |
661.903 |
536.163 |
-62.870 |
-10 |
139,266 |
-25 |
|
| 12/19/11 |
6/25/12 |
189 |
|
- cash - |
| |
6/25/12 |
7/02/12 |
7 |
|
|
|
Ryder System |
100 |
50 |
|
2,761.845 |
2,817.551 |
2,706.139 |
-55.706 |
-2 |
136,480 |
-65 |
|
| 7/02/12 |
9/17/12 |
77 |
|
- cash - |
| |
9/17/12 |
10/15/12 |
28 |
|
|
|
Expeditors Wash |
100 |
45 |
|
3,016.959 |
2,745.850 |
3,314.834 |
297.876 |
10 |
149,885 |
241 |
|
| 10/15/12 |
7/20/15 |
1008 |
|
- cash - |
| |
7/20/15 |
10/05/15 |
77 |
|
|
|
Avis Budget |
100 |
28 |
|
5,237.725 |
5,604.767 |
4,870.683 |
-367.042 |
-7 |
139,608 |
-29 |
|
| 10/05/15 |
1/04/16 |
91 |
|
- cash - |
| |
1/04/16 |
2/22/16 |
49 |
|
|
|
Ryder System |
100 |
20 |
|
6,796.112 |
6,566.390 |
7,033.871 |
237.758 |
3 |
144,363 |
29 |
|
| 2/22/16 |
3/07/16 |
14 |
|
- cash - |
| |
3/07/16 |
3/21/16 |
14 |
|
|
|
Avis Budget |
100 |
45 |
|
3,192.182 |
3,246.147 |
3,138.218 |
-53.965 |
-2 |
141,934 |
-36 |
|
| 3/21/16 |
10/29/18 |
952 |
|
- cash - |
| |
10/29/18 |
11/19/18 |
21 |
|
|
|
Avis Budget |
100 |
45 |
|
3,116.049 |
3,200.773 |
3,031.325 |
-84.724 |
-3 |
138,122 |
-38 |
|
| 11/19/18 |
12/17/18 |
28 |
|
- cash - |
| |
12/17/18 |
3/11/19 |
84 |
|
|
|
Avis Budget |
100 |
48 |
|
2,842.617 |
4,072.843 |
1,612.391 |
-1,230.226 |
-43 |
79,071 |
-91 |
|
| 3/11/19 |
3/09/20 |
364 |
|
- cash - |
| |
3/09/20 |
7/20/20 |
133 |
|
|
|
American Airlines |
100 |
52 |
|
1,506.065 |
1,230.005 |
1,844.083 |
338.018 |
22 |
96,648 |
74 |
|
| 7/20/20 |
10/04/21 |
441 |
|
- cash - |
| |
10/04/21 |
10/25/21 |
21 |
|
|
|
FedEx |
100 |
4 |
|
24,146.874 |
26,762.699 |
21,531.049 |
-2,615.825 |
-11 |
86,184 |
-86 |
|
| 10/25/21 |
4/11/22 |
168 |
|
- cash - |
| |
4/11/22 |
4/25/22 |
14 |
|
|
|
JetBlue Airways |
100 |
57 |
|
1,509.262 |
1,666.672 |
1,351.853 |
-157.409 |
-10 |
77,212 |
-94 |
|
| 4/25/22 |
6/06/22 |
42 |
|
- cash - |
| |
6/06/22 |
8/01/22 |
56 |
|
|
|
JetBlue Airways |
100 |
54 |
|
1,409.345 |
1,131.452 |
1,755.490 |
346.145 |
25 |
95,904 |
318 |
|
| 8/01/22 |
8/15/22 |
14 |
|
- cash - |
| |
8/15/22 |
9/05/22 |
21 |
|
|
|
JetBlue Airways |
100 |
78 |
|
1,220.342 |
1,071.995 |
1,389.218 |
168.876 |
14 |
109,076 |
851 |
|
| 9/05/22 |
9/19/22 |
14 |
|
- cash - |
| |
9/19/22 |
11/07/22 |
49 |
|
|
|
JetBlue Airways |
100 |
93 |
|
1,168.475 |
1,124.586 |
1,214.077 |
45.602 |
4 |
113,317 |
33 |
|
| 11/07/22 |
1/02/23 |
56 |
|
- cash - |
| |
1/02/23 |
1/16/23 |
14 |
|
|
|
JetBlue Airways |
100 |
133 |
|
846.952 |
1,059.992 |
633.912 |
-213.040 |
-25 |
84,983 |
-100 |
|
| 1/16/23 |
5/30/26 |
1230 |
|
- cash - |
| accum | 8/07/06 |
1/16/23 | 1050 |
days out of 7453 invested (14%) |
750 |
84,983 |
110 |
|
Instrument Related Contribution
| instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
| Avis Budget | short | 9/22/08 | 4/13/09 | 203 | 741.41 | 92.23 | 5,959.98 | 5,218.57 | 703.87 | | | |
| | | 7/20/15 | 10/05/15 | 77 | 5,237.72 | 5,604.77 | 4,870.68 | -367.04 | -7.01 | | | |
| | | 3/07/16 | 3/21/16 | 14 | 3,192.18 | 3,246.15 | 3,138.22 | -53.96 | -1.69 | | | |
| | | 10/29/18 | 11/19/18 | 21 | 3,116.05 | 3,200.77 | 3,031.33 | -84.72 | -2.72 | | | |
| | | 12/17/18 | 3/11/19 | 84 | 2,842.62 | 4,072.84 | 1,612.39 | -1,230.23 | -43.28 | | | 305.52 |
| JetBlue Airways | | 8/07/06 | 8/14/06 | 7 | 1,235.94 | 1,170.28 | 1,305.28 | 69.34 | 5.61 | | | |
| | | 8/21/06 | 10/02/06 | 42 | 1,168.47 | 1,095.27 | 1,246.57 | 78.09 | 6.68 | | | |
| | | 11/05/07 | 12/24/07 | 49 | 981.18 | 718.35 | 1,340.17 | 358.99 | 36.59 | | | |
| | | 12/31/07 | 1/21/08 | 21 | 662.65 | 502.15 | 874.45 | 211.80 | 31.96 | | | |
| | | 4/11/22 | 4/25/22 | 14 | 1,509.26 | 1,666.67 | 1,351.85 | -157.41 | -10.43 | | | |
| | | 6/06/22 | 8/01/22 | 56 | 1,409.34 | 1,131.45 | 1,755.49 | 346.14 | 24.56 | | | |
| | | 8/15/22 | 9/05/22 | 21 | 1,220.34 | 1,072.00 | 1,389.22 | 168.88 | 13.84 | | | |
| | | 9/19/22 | 11/07/22 | 49 | 1,168.48 | 1,124.59 | 1,214.08 | 45.60 | 3.90 | | | |
| | | 1/02/23 | 1/16/23 | 14 | 846.95 | 1,059.99 | 633.91 | -213.04 | -25.15 | | | 100.58 |
| American Airlines | | 3/09/20 | 7/20/20 | 133 | 1,506.07 | 1,230.01 | 1,844.08 | 338.02 | 22.44 | | | 22.44 |
| Expeditors Wash | | 9/17/12 | 10/15/12 | 28 | 3,016.96 | 2,745.85 | 3,314.83 | 297.88 | 9.87 | | | 9.87 |
| Ryder System | | 6/25/12 | 7/02/12 | 7 | 2,761.85 | 2,817.55 | 2,706.14 | -55.71 | -2.02 | | | |
| | | 1/04/16 | 2/22/16 | 49 | 6,796.11 | 6,566.39 | 7,033.87 | 237.76 | 3.50 | | | 1.41 |
| Delta Air Lines | | 8/01/11 | 12/19/11 | 140 | 599.03 | 661.90 | 536.16 | -62.87 | -10.50 | | | -10.50 |
| FedEx | | 10/04/21 | 10/25/21 | 21 | 24,146.87 | 26,762.70 | 21,531.05 | -2,615.83 | -10.83 | | | -10.83 |
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 |
|
|
