Assessment - Dow Jones Transportation Average in Swiss Franc - 7/01/24 - RS = 26

 ⇐ 

								⇓instrument	freshest		⇓ Δday	7/01/24	⇓ Δwk	1/01/24	prc diff	Δ26		⇓∅-RS
						S		DJTA	13,779.160	8/12/24	-0.56	13,823.889	-0.32	13,317.903	505.986	3.80		0.91
						L		Kirby	105.282	8/12/24	-0.14	109.384	-3.75	65.740	43.644	66.39		44.01
								Uber Technologies	62.585	8/12/24	1.05	64.248	-2.59	48.903	15.345	31.38		28.45
						S		FedEx	252.248	8/12/24	0.63	269.896	-6.54	211.905	57.991	27.37		19.38
								Matson	117.589	8/12/24	0.73	116.640	0.81	91.808	24.832	27.05		31.72
								United Airlines	36.525	8/12/24	-2.51	43.672	-16.37	34.562	9.110	26.36		9.30
								Delta Air Lines	35.296	8/12/24	-0.61	42.398	-16.75	33.699	8.699	25.81		14.19
								Ryder System	119.134	8/12/24	-1.29	110.866	7.46	96.382	14.484	15.03		16.53
								Alaska Air Group	31.257	8/12/24	-0.26	36.226	-13.72	32.728	3.499	10.69		2.67
						L		C.H. Robinson	89.188	8/12/24	0.20	78.444	13.70	72.366	6.078	8.40		6.20
								Southwest Airlines	22.934	8/12/24	0.20	25.401	-9.71	24.192	1.209	5.00		-2.10
						S		CSX	30.272	8/12/24	-1.47	30.353	-0.27	29.042	1.311	4.51		2.53
								Expeditors Wash	107.631	8/12/24	0.03	109.222	-1.46	106.551	2.670	2.51		2.91
								Landstar System	167.271	8/12/24	-1.04	165.725	0.93	162.214	3.511	2.16		0.91
						S		Union Pacific	213.934	8/12/24	-0.32	203.190	5.29	205.748	-2.558	-1.24		0.55
								Norfolk Southern	214.323	8/12/24	-1.02	193.431	10.80	198.008	-4.577	-2.31		-3.07
						S		Old Dominion FL	172.250	8/12/24	-1.35	161.478	6.67	169.766	-8.287	-4.88		-8.32
						S		UPS	112.827	8/12/24	-0.76	122.848	-8.16	131.706	-8.858	-6.73		-10.63
						S		American Airlines	8.684	8/12/24	-2.54	9.976	-12.95	11.510	-1.533	-13.32		-19.25
						S		J.B. Hunt	147.084	8/12/24	-0.20	143.388	2.58	167.316	-23.928	-14.30		-13.22
								Avis Budget	75.101	8/12/24	-4.43	91.519	-17.94	148.485	-56.965	-38.36		-33.32
DJTA - 20 out of 20 instruments rated - 7/01/24 / 1/01/24 - 13 did rise, Market-Ratio(26) in CHF = 65.00 %
Stock Exchange Currency: USD $ Dollar

 

Technical Chart

	DJTA RS = 26 - B/S = 60/40
1/03/22	scale up chart	7/01/24

 

Transactions Dow Jones Transportation Average in Swiss Franc * 26 - 60/40 (2)

																⇐
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		8/21/06	231				- cash -
short	8/21/06	1/15/07	147				JetBlue Airways	50	401		12.444	20.730	4.158	-8.286	-67	6,677	-93
							J.B. Hunt	50	203		24.678	29.736	19.621	-5.058	-20	5,650	-43
100									-43							-76
long	1/15/07	8/13/07	210				United Airlines	50	44		63.875	50.897		-12.978	-20	5,079	-33
							Alaska Air Group	50	204		13.866	7.378		-6.488	-47	3,756	-67
100									-34							-51
short	8/13/07	1/28/08	168				JetBlue Airways	50	165		11.364	5.418	23.835	12.471	110	5,814	400
							Alaska Air Group	50	254		7.378	6.511	8.360	0.982	13	6,063	31
100									62							183
long	1/28/08	9/22/08	238				Kirby	50	64		47.137	45.546		-1.592	-3	5,961	-5
							J.B. Hunt	50	99		30.599	38.504		7.905	26	6,744	42
100									11							18
short	9/22/08	7/13/09	294				Delta Air Lines	50	350		9.618	6.487	14.260	4.642	48	8,369	63
							Avis Budget	50	442		7.628	6.823	8.527	0.899	12	8,766	15
100									30							39
long	7/13/09	7/05/10	357				Con-Way	50	113		38.485	30.621		-7.864	-20	7,877	-21
							Avis Budget	50	647		6.823	9.258		2.434	36	9,452	37
100									8							8
short	7/05/10	7/12/10	7				Con-Way	50	154		30.621	33.425	27.818	-2.804	-9	9,021	-99
							C.H. Robinson	50	80		59.138	60.250	58.027	-1.112	-2	8,932	-63
100									-6							-95
long	7/12/10	8/01/11	385				United Airlines	50	197		22.657	14.145		-8.512	-38	7,255	-36
							Alaska Air Group	50	360		12.402	11.807		-0.595	-5	7,041	-5
100									-21							-20
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/01/11	1/30/12	182				United Airlines	50	248		14.145	20.985	7.305	-6.840	-48	5,344	-73
							Delta Air Lines	50	576		6.133	9.831	2.435	-3.698	-60	3,214	-84
100									-54							-79
long	1/30/12	7/30/12	182				Alaska Air Group	50	94		17.011	17.033		0.022	0	3,216	0
							Kansas City Southern	50	25		63.173	71.731		8.557	14	3,430	29
100									7							14
short	7/30/12	12/17/12	140				Ryder System	50	44		38.298	44.804	31.792	-6.506	-17	3,144	-38
							C.H. Robinson	50	33		51.919	57.074	46.764	-5.155	-10	2,974	-24
100									-13							-31
long	12/17/12	5/25/15	889				Avis Budget	50	84		17.556	51.289		33.733	192	5,807	55
							Kansas City Southern	50	19		75.704	88.751		13.048	17	6,055	7
100									106							34
short	5/25/15	7/11/16	413				Kirby	50	39		76.248	61.434	94.634	18.386	24	6,772	21
							Kansas City Southern	50	34		88.751	88.820	88.682	-0.069	0	6,770	0
100									12							10
long	7/11/16	9/19/16	70				Landstar System	50	48		69.177	64.920		-4.257	-6	6,566	-28
							UPS	50	31		108.100	104.954		-3.145	-3	6,468	-14
100									-5							-21
short	9/19/16	10/10/16	21				Delta Air Lines	50	87		36.810	39.074	34.547	-2.263	-6	6,271	-67
							JetBlue Airways	50	193		16.872	17.528	16.216	-0.656	-4	6,145	-50
100									-5							-59
long	10/10/16	8/21/17	315				CSX	50	304		10.097	15.618		5.521	55	7,823	66
							Union Pacific	50	32		95.646	100.353		4.708	5	7,974	6
100									30							35
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/21/17	9/11/17	21				Matson	50	175		22.686	24.830	20.542	-2.144	-9	7,598	-82
							C.H. Robinson	50	62		64.324	69.552	59.096	-5.228	-8	7,274	-77
100									-9							-80
long	9/11/17	7/16/18	308				CSX	50	219		16.575	21.266		4.690	28	8,301	34
							Avis Budget	50	102		35.716	31.689		-4.027	-11	7,891	-13
100									8							10
short	7/16/18	8/06/18	21				Avis Budget	50	124		31.689	35.654	27.724	-3.965	-13	7,399	-90
							American Airlines	50	106		37.162	38.275	36.049	-1.113	-3	7,281	-41
100									-8							-75
long	8/06/18	10/29/18	84				CSX	50	151		23.965	21.923		-2.042	-9	6,973	-32
							Norfolk Southern	50	21		172.083	161.287		-10.797	-6	6,746	-25
100									-7							-28
short	10/29/18	4/22/19	175				Ryder System	50	61		54.787	66.731	42.842	-11.945	-22	6,017	-40
							Avis Budget	50	122		27.744	36.345	19.142	-8.602	-31	4,968	-54
100									-26							-47
long	4/22/19	5/27/19	35				Union Pacific	50	13		180.428	172.757		-7.671	-4	4,868	-36
							Norfolk Southern	50	12		204.560	199.947		-4.612	-2	4,813	-21
100									-3							-29
short	5/27/19	6/17/19	21				American Airlines	50	82		29.268	32.509	26.027	-3.241	-11	4,547	-87
							FedEx	50	15		160.466	163.462	157.470	-2.996	-2	4,502	-28
100									-6							-69
long	6/17/19	8/12/19	56				JetBlue Airways	50	116		19.359	18.393		-0.967	-5	4,390	-28
							Norfolk Southern	50	11		190.469	175.193		-15.276	-8	4,222	-42
100									-6							-35
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	8/12/19	9/16/19	35				Ryder System	50	44		46.960	53.197	40.723	-6.237	-13	3,948	-77
							FedEx	50	14		153.120	172.299	133.941	-19.179	-13	3,679	-75
100									-13							-76
long	9/16/19	3/02/20	168				Kansas City Southern	50	13		131.778	148.359		16.582	13	3,895	29
							UPS	50	16		121.672	88.742		-32.930	-27	3,368	-50
100									-9							-18
short	3/02/20	8/31/20	182				Ryder System	50	46		35.860	36.913	34.808	-1.052	-3	3,319	-6
							American Airlines	50	95		18.045	11.778	27.647	9.602	53	4,232	135
100									26							58
long	8/31/20	9/13/21	378				FedEx	50	10		198.409	241.305		42.896	22	4,660	21
							UPS	50	15		147.669	179.131		31.462	21	5,132	21
100									21							21
short	9/13/21	1/17/22	126				JetBlue Airways	50	185		13.859	13.569	14.157	0.297	2	5,187	6
							C.H. Robinson	50	31		82.134	98.945	65.322	-16.812	-20	4,666	-48
100									-9							-24
long	1/17/22	4/18/22	91				Matson	50	29		79.575	85.550		5.975	8	4,839	34
							Avis Budget	50	13		178.456	251.459		73.003	41	5,789	296
100									24							139
short	4/18/22	12/12/22	238				Expeditors Wash	50	31		91.296	105.979	76.613	-14.683	-16	5,333	-24
							FedEx	50	15		191.803	165.939	221.698	29.895	16	5,782	25
100									0							0
long	12/12/22	5/15/23	154				Landstar System	50	17		160.878	158.751		-2.126	-1	5,746	-3
							Ryder System	50	38		79.859	72.621		-7.238	-9	5,471	-20
100									-5							-12
L/S	date buy	date sell	days				instrument	spl	pieces		prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	5/15/23	6/12/23	28				JetBlue Airways	50	441		6.196	7.026	5.365	-0.830	-13	5,104	-85
							Southwest Airlines	50	105		25.971	28.631	23.311	-2.660	-10	4,825	-76
100									-12							-81
long	6/12/23	10/23/23	133				United Airlines	50	51		46.697	31.533		-15.164	-32	4,052	-66
							Delta Air Lines	50	66		36.585	28.556		-8.030	-22	3,522	-49
100									-27							-58
short	10/23/23	12/04/23	42				JetBlue Airways	50	442		3.975	4.222	3.728	-0.247	-6	3,413	-43
							Alaska Air Group	50	60		29.019	29.729	28.309	-0.710	-2	3,370	-19
100									-4							-32
long	12/04/23	12/18/23	14				Ryder System	50	17		94.744	95.248		0.504	1	3,379	15
							Matson	50	20		86.771	87.840		1.070	1	3,400	38
100									1							26
short	12/18/23	2/26/24	70				JetBlue Airways	50	359		4.733	5.622	3.843	-0.890	-19	3,081	-66
							Alaska Air Group	50	54		31.450	33.180	29.720	-1.730	-6	2,987	-26
100									-12							-49
long	2/26/24	8/12/24	168				Matson	50	14		99.874	117.589		17.715	18	3,235	43
							Old Dominion FL	50	8		196.163	172.250		-23.913	-12	3,044	-25
100									2							4
accum	8/21/06	8/12/24	7163	days out of 7394 invested (97%)										-70		3,044	-6

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
Avis Budget	short	9/22/08	7/13/09	294	7.63	6.82	8.53	0.90	11.79	50	5.89
	long	7/13/09	7/05/10	357	6.82	9.26		2.43	35.67		17.84
	long	12/17/12	5/25/15	889	17.56	51.29		33.73	192.14		96.07
	long	9/11/17	7/16/18	308	35.72	31.69		-4.03	-11.28		-5.64
	short	7/16/18	8/06/18	21	31.69	35.65	27.72	-3.96	-12.51		-6.26
	short	10/29/18	4/22/19	175	27.74	36.35	19.14	-8.60	-31.00		-15.50
	long	1/17/22	4/18/22	91	178.46	251.46		73.00	40.91		20.45	120.28
CSX	long	10/10/16	8/21/17	315	10.10	15.62		5.52	54.68		27.34
	long	9/11/17	7/16/18	308	16.58	21.27		4.69	28.30		14.15
	long	8/06/18	10/29/18	84	23.97	21.92		-2.04	-8.52		-4.26	39.16
Kansas City Southern	long	1/30/12	7/30/12	182	63.17	71.73		8.56	13.55		6.77
	long	12/17/12	5/25/15	889	75.70	88.75		13.05	17.24		8.62
	short	5/25/15	7/11/16	413	88.75	88.82	88.68	-0.07	-0.08		-0.04
	long	9/16/19	3/02/20	168	131.78	148.36		16.58	12.58		6.29	23.22
American Airlines	short	7/16/18	8/06/18	21	37.16	38.28	36.05	-1.11	-3.00		-1.50
	short	5/27/19	6/17/19	21	29.27	32.51	26.03	-3.24	-11.07		-5.54
	short	3/02/20	8/31/20	182	18.05	11.78	27.65	9.60	53.21		26.61	17.80
FedEx	short	5/27/19	6/17/19	21	160.47	163.46	157.47	-3.00	-1.87		-0.93
	short	8/12/19	9/16/19	35	153.12	172.30	133.94	-19.18	-12.53		-6.26
	long	8/31/20	9/13/21	378	198.41	241.30		42.90	21.62		10.81
	short	4/18/22	12/12/22	238	191.80	165.94	221.70	29.89	15.59		7.79	10.92
Kirby	long	1/28/08	9/22/08	238	47.14	45.55		-1.59	-3.38		-1.69
	short	5/25/15	7/11/16	413	76.25	61.43	94.63	18.39	24.11		12.06	10.16
Matson	short	8/21/17	9/11/17	21	22.69	24.83	20.54	-2.14	-9.45		-4.73
	long	1/17/22	4/18/22	91	79.57	85.55		5.98	7.51		3.75
	long	12/04/23	12/18/23	14	86.77	87.84		1.07	1.23		0.62
	long	2/26/24	8/12/24	168	99.87	117.59		17.71	17.74		8.87	8.28
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
J.B. Hunt	short	8/21/06	1/15/07	147	24.68	29.74	19.62	-5.06	-20.49		-10.25
	long	1/28/08	9/22/08	238	30.60	38.50		7.91	25.83		12.92	1.35
Union Pacific	long	10/10/16	8/21/17	315	95.65	100.35		4.71	4.92		2.46
	long	4/22/19	5/27/19	35	180.43	172.76		-7.67	-4.25		-2.13	0.28
Landstar System	long	7/11/16	9/19/16	70	69.18	64.92		-4.26	-6.15		-3.08
	long	12/12/22	5/15/23	154	160.88	158.75		-2.13	-1.32		-0.66	-3.72
Southwest Airlines	short	5/15/23	6/12/23	28	25.97	28.63	23.31	-2.66	-10.24		-5.12	-5.12
UPS	long	7/11/16	9/19/16	70	108.10	104.95		-3.15	-2.91		-1.45
	long	9/16/19	3/02/20	168	121.67	88.74		-32.93	-27.06		-13.53
	long	8/31/20	9/13/21	378	147.67	179.13		31.46	21.31		10.65	-5.71
Old Dominion FL	long	2/26/24	8/12/24	168	196.16	172.25		-23.91	-12.19		-6.10	-6.10
Expeditors Wash	short	4/18/22	12/12/22	238	91.30	105.98	76.61	-14.68	-16.08		-8.04	-8.04
Norfolk Southern	long	8/06/18	10/29/18	84	172.08	161.29		-10.80	-6.27		-3.14
	long	4/22/19	5/27/19	35	204.56	199.95		-4.61	-2.25		-1.13
	long	6/17/19	8/12/19	56	190.47	175.19		-15.28	-8.02		-4.01	-8.07
Con-Way	long	7/13/09	7/05/10	357	38.48	30.62		-7.86	-20.43		-10.22
	short	7/05/10	7/12/10	7	30.62	33.43	27.82	-2.80	-9.16		-4.58	-14.33
JetBlue Airways	short	8/21/06	1/15/07	147	12.44	20.73	4.16	-8.29	-66.59		-33.29
	short	8/13/07	1/28/08	168	11.36	5.42	23.83	12.47	109.75		54.87
	short	9/19/16	10/10/16	21	16.87	17.53	16.22	-0.66	-3.89		-1.94
	long	6/17/19	8/12/19	56	19.36	18.39		-0.97	-4.99		-2.50
	short	9/13/21	1/17/22	126	13.86	13.57	14.16	0.30	2.14		1.07
	short	5/15/23	6/12/23	28	6.20	7.03	5.37	-0.83	-13.40		-6.70
	short	10/23/23	12/04/23	42	3.97	4.22	3.73	-0.25	-6.22		-3.11
	short	12/18/23	2/26/24	70	4.73	5.62	3.84	-0.89	-18.79		-9.40	-18.23
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	di %	total
C.H. Robinson	short	7/05/10	7/12/10	7	59.14	60.25	58.03	-1.11	-1.88		-0.94
	short	7/30/12	12/17/12	140	51.92	57.07	46.76	-5.16	-9.93		-4.96
	short	8/21/17	9/11/17	21	64.32	69.55	59.10	-5.23	-8.13		-4.06
	short	9/13/21	1/17/22	126	82.13	98.95	65.32	-16.81	-20.47		-10.23	-18.93
Alaska Air Group	long	1/15/07	8/13/07	210	13.87	7.38		-6.49	-46.79		-23.40
	short	8/13/07	1/28/08	168	7.38	6.51	8.36	0.98	13.31		6.66
	long	7/12/10	8/01/11	385	12.40	11.81		-0.59	-4.80		-2.40
	long	1/30/12	7/30/12	182	17.01	17.03		0.02	0.13		0.06
	short	10/23/23	12/04/23	42	29.02	29.73	28.31	-0.71	-2.45		-1.22
	short	12/18/23	2/26/24	70	31.45	33.18	29.72	-1.73	-5.50		-2.75	-23.35
Delta Air Lines	short	9/22/08	7/13/09	294	9.62	6.49	14.26	4.64	48.27		24.13
	short	8/01/11	1/30/12	182	6.13	9.83	2.44	-3.70	-60.30		-30.15
	short	9/19/16	10/10/16	21	36.81	39.07	34.55	-2.26	-6.15		-3.07
	long	6/12/23	10/23/23	133	36.59	28.56		-8.03	-21.95		-10.97	-25.18
Ryder System	short	7/30/12	12/17/12	140	38.30	44.80	31.79	-6.51	-16.99		-8.49
	short	10/29/18	4/22/19	175	54.79	66.73	42.84	-11.94	-21.80		-10.90
	short	8/12/19	9/16/19	35	46.96	53.20	40.72	-6.24	-13.28		-6.64
	short	3/02/20	8/31/20	182	35.86	36.91	34.81	-1.05	-2.93		-1.47
	long	12/12/22	5/15/23	154	79.86	72.62		-7.24	-9.06		-4.53
	long	12/04/23	12/18/23	14	94.74	95.25		0.50	0.53		0.27	-28.21
United Airlines	long	1/15/07	8/13/07	210	63.87	50.90		-12.98	-20.32		-10.16
	long	7/12/10	8/01/11	385	22.66	14.14		-8.51	-37.57		-18.79
	short	8/01/11	1/30/12	182	14.14	20.98	7.30	-6.84	-48.36		-24.18
	long	6/12/23	10/23/23	133	46.70	31.53		-15.16	-32.47		-16.24	-53.66

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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