Daily
This commit is contained in:
@@ -1,11 +1,11 @@
|
||||
CMTSESSIONv1.00
|
||||
LastUpdated=8/15/2025 11:14:39 PM
|
||||
TradeDate=8/15/2025
|
||||
LastUpdated=8/18/2025 8:08:49 PM
|
||||
TradeDate=8/18/2025
|
||||
StartDate=1/1/0001
|
||||
AnalysisDate=8/15/2025
|
||||
AnalysisDate=8/18/2025
|
||||
CashBalance=9361.48
|
||||
NonTradeableCash=6456.42
|
||||
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/15/2025|BetaMonths=6|TradeDate=8/15/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
|
||||
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/18/2025|BetaMonths=6|TradeDate=8/18/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
|
||||
PricingExceptions=0
|
||||
TotalActivePositions=0
|
||||
TotalPositions=128
|
||||
@@ -137,14 +137,12 @@ Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/11/2025 5:14:58 PM
|
||||
Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=7/25/2025 8:21:34 PM|Shares=159|PurchasePrice=12.63|CurrentPrice=11.62|Exposure=2008.17|MarketValue=1847.58|GainLoss=-160.59000000000015|GainLossPcnt=-0.07996832937450521|PositionRiskDecimal=0.12|R=1.5143999999999997|C=241.41899999999998|P=159.41561014263075|InitialStopLimit=11.105599999999999|TrailingStopLimit=11.105599999999999|TotalRiskExposure=240.78959999999995|RMultiple=-0.67R|Volatility=0.436734020709991|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/29/2025 11:02:10 AM|Shares=5|PurchasePrice=649|CurrentPrice=637.19|Exposure=3245|MarketValue=3185.9500000000003|GainLoss=-59.04999999999973|GainLossPcnt=-0.018197226502311165|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.952308395550815|InitialStopLimit=571.12|TrailingStopLimit=637.6154983520507|TotalRiskExposure=393.78|RMultiple=-0.15R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=7/3/2025 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/31/2025 8:53:18 PM|Shares=6|PurchasePrice=228|CurrentPrice=251.29|Exposure=1368|MarketValue=1507.74|GainLoss=139.74|GainLossPcnt=0.10214912280701754|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=251.05464191436766|TotalRiskExposure=166.9536|RMultiple=0.84R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=7/28/2025 12:00:00 AM|Comment=Manual close.
|
||||
TotalCandidates=65
|
||||
TotalCandidates=62
|
||||
Symbol=PLTR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0200000032782555|ProfitMarginSlope=0.320865631103516|PriceSlope=0.0074299551536233|Volatility=6.51536655426025|Volume=0|Violation=False|Slope=0.0074299551536233|Score=6.11409388477527|AnnualizedReturn=6.50355336268116|SharpeRatio=0.660606053256107|RSquared=0.940115894160154|BetaMonths=6|Beta=4.90935542401113
|
||||
Symbol=EAT|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.744999885559082|ProfitMarginSlope=0.091644287109375|PriceSlope=0.004453672573238146|Volatility=4.433369159698486|Volume=0|Violation=False|Slope=0.004453672573238146|Score=2.562281347020848|AnnualizedReturn=3.0719897799970104|SharpeRatio=0.25260176193822825|RSquared=0.8340787341497411|BetaMonths=6|Beta=4.066818582379959
|
||||
Symbol=SGHC|AnalysisDate=5/2/2025 12:00:00 AM|EPSSlope=0.115000002086163|ProfitMarginSlope=2.35873985290527|PriceSlope=0.00427395862449113|Volatility=0.425111591815948|Volume=0|Violation=False|Slope=0.00427395862449113|Score=2.38568534788174|AnnualizedReturn=2.93596906241377|SharpeRatio=0.238211829209307|RSquared=0.812571691719524|BetaMonths=6|Beta=8.59348873312929
|
||||
Symbol=SFM|AnalysisDate=4/23/2025 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=0.0641002655029297|PriceSlope=0.00360615256358645|Volatility=6.23221302032471|Volume=0|Violation=False|Slope=0.00360615256358645|Score=2.22037511737051|AnnualizedReturn=2.48122017696957|SharpeRatio=0.344471769797401|RSquared=0.894872264049683|BetaMonths=6|Beta=3.3634006102018
|
||||
Symbol=PBI|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.529999971389771|ProfitMarginSlope=8.23810863494873|PriceSlope=0.00328707853229042|Volatility=0.761549234390259|Volume=0|Violation=False|Slope=0.00328707853229042|Score=1.99265117484619|AnnualizedReturn=2.28952366673464|SharpeRatio=0.235874736612309|RSquared=0.870334386055131|BetaMonths=6|Beta=1.93760551933142
|
||||
Symbol=SE|AnalysisDate=5/14/2025 12:00:00 AM|EPSSlope=0.28999999165535|ProfitMarginSlope=1.4859447479248|PriceSlope=0.00320175994587183|Volatility=9.89877319335938|Volume=0|Violation=False|Slope=0.00320175994587183|Score=1.97077145609689|AnnualizedReturn=2.24082366610097|SharpeRatio=0.264805434509748|RSquared=0.879485291908771|BetaMonths=6|Beta=2.05085007281311
|
||||
Symbol=HWM|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.100000023841858|ProfitMarginSlope=0.146227836608887|PriceSlope=0.00289697492464429|Volatility=2.93906354904175|Volume=0|Violation=False|Slope=0.00289697492464429|Score=1.95446634946965|AnnualizedReturn=2.07515880028122|SharpeRatio=0.257254647152215|RSquared=0.941839414508801|BetaMonths=6|Beta=1.80514220525624
|
||||
Symbol=TPR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=0.405666351318359|PriceSlope=0.00325783230568174|Volatility=5.51863718032837|Volume=0|Violation=False|Slope=0.00325783230568174|Score=1.82698653899432|AnnualizedReturn=2.27271179314813|SharpeRatio=0.102547010759166|RSquared=0.803879552393049|BetaMonths=6|Beta=3.86683594969366
|
||||
Symbol=IDCC|AnalysisDate=5/30/2025 12:00:00 AM|EPSSlope=0.2849998474121094|ProfitMarginSlope=6.474006652832031|PriceSlope=0.0028473926354175144|Volatility=3.0055503845214844|Volume=0|Violation=False|Slope=0.0028473926354175144|Score=1.8068784804395575|AnnualizedReturn=2.0493915498118724|SharpeRatio=0.24338493691871216|RSquared=0.8816658195967594|BetaMonths=6|Beta=1.1297787586769141
|
||||
Symbol=NFLX|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.664999961853027|ProfitMarginSlope=1.0953197479248|PriceSlope=0.00240050950296441|Volatility=19.877721786499|Volume=0|Violation=False|Slope=0.00240050950296441|Score=1.6180709428454|AnnualizedReturn=1.83112108630266|SharpeRatio=0.245246589807048|RSquared=0.883650434124245|BetaMonths=6|Beta=2.36750966590708
|
||||
@@ -160,7 +158,6 @@ Symbol=NGD|AnalysisDate=3/31/2025 12:00:00 AM|EPSSlope=0.0499999970197678|Prof
|
||||
Symbol=CAE|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.7299999594688416|ProfitMarginSlope=2.51131534576416|PriceSlope=0.0019366903896496316|Volatility=1.2527351379394531|Volume=0|Violation=False|Slope=0.0019366903896496316|Score=1.323742744095582|AnnualizedReturn=1.6291297526906692|SharpeRatio=-0.020070309133678327|RSquared=0.8125459263814253|BetaMonths=6|Beta=0.023589762258369104
|
||||
Symbol=LINC|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=3.23651123046875|PriceSlope=0.00206919170623891|Volatility=1.68286395072937|Volume=0|Violation=False|Slope=0.00206919170623891|Score=1.31120872360738|AnnualizedReturn=1.68444529861664|SharpeRatio=0.0208921901765995|RSquared=0.778421670732921|BetaMonths=6|Beta=2.73454525066217
|
||||
Symbol=GILD|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=0.140000000596046|ProfitMarginSlope=1.17559432983398|PriceSlope=0.00184615920255908|Volatility=6.17145919799805|Volume=0|Violation=False|Slope=0.00184615920255908|Score=1.29889173876397|AnnualizedReturn=1.59238376859162|SharpeRatio=-0.332329823332815|RSquared=0.815690139766223|BetaMonths=6|Beta=0.441234377834799
|
||||
Symbol=FFIV|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=0.641941070556641|PriceSlope=0.00207132422591469|Volatility=10.3247270584106|Volume=0|Violation=False|Slope=0.00207132422591469|Score=1.27098761207093|AnnualizedReturn=1.68535075429952|SharpeRatio=-0.018005180488292|RSquared=0.754138335197285|BetaMonths=6|Beta=0.648138503836924
|
||||
Symbol=OLO|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.014999999664723873|ProfitMarginSlope=0.3178119659423828|PriceSlope=0.0024563978932916823|Volatility=0.4174286127090454|Volume=0|Violation=False|Slope=0.0024563978932916823|Score=1.2336096964755687|AnnualizedReturn=1.8570928276942238|SharpeRatio=0.17575084233394692|RSquared=0.6642692697312417|BetaMonths=6|Beta=1.7847057006880471
|
||||
Symbol=OMAB|AnalysisDate=7/7/2025 12:00:00 AM|EPSSlope=0.6050000190734863|ProfitMarginSlope=0.7317829132080078|PriceSlope=0.0018309763481515213|Volatility=3.0482234954833984|Volume=0|Violation=False|Slope=0.0018309763481515213|Score=1.1898885885240995|AnnualizedReturn=1.5863028225091422|SharpeRatio=-0.0384755995419756|RSquared=0.7501017911838469|BetaMonths=6|Beta=0.6673133163212581
|
||||
Symbol=CSV|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.4450000524520874|ProfitMarginSlope=0.04785728454589844|PriceSlope=0.0016606008882542077|Volatility=1.0732128620147705|Volume=0|Violation=False|Slope=0.0016606008882542077|Score=1.1829100201542884|AnnualizedReturn=1.5196368986286521|SharpeRatio=0.0742330983073361|RSquared=0.7784162264168288|BetaMonths=6|Beta=1.2942014132000175
|
||||
@@ -170,7 +167,6 @@ Symbol=DASH|AnalysisDate=2/19/2025 12:00:00 AM|EPSSlope=0.360000014305115|Prof
|
||||
Symbol=ETE|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.0599999725818634|ProfitMarginSlope=0.28302478790283203|PriceSlope=0.001547057876809148|Volatility=0.37612679600715637|Volume=0|Violation=False|Slope=0.001547057876809148|Score=0.9742809523461694|AnnualizedReturn=1.4767719413463525|SharpeRatio=-0.23152907928246017|RSquared=0.6597369066058575|BetaMonths=6|Beta=0.37065578250719455
|
||||
Symbol=REVG|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.04500001668930054|ProfitMarginSlope=1.0163731575012207|PriceSlope=0.0014726813118233664|Volatility=3.7336947917938232|Volume=0|Violation=False|Slope=0.0014726813118233664|Score=0.9667578673309181|AnnualizedReturn=1.4493507399147034|SharpeRatio=-0.10519459954389333|RSquared=0.667028235958822|BetaMonths=6|Beta=1.3612497246905595
|
||||
Symbol=ICL|AnalysisDate=5/6/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.498262405395508|PriceSlope=0.00169772416676094|Volatility=0.186816707253456|Volume=0|Violation=False|Slope=0.00169772416676094|Score=0.889691843928056|AnnualizedReturn=1.53391990746963|SharpeRatio=-0.0765494161412745|RSquared=0.580011928651281|BetaMonths=6|Beta=1.32550016566106
|
||||
Symbol=FINMY|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.26086616516113|PriceSlope=0.000927945831124419|Volatility=0.804262280464172|Volume=0|Violation=False|Slope=0.000927945831124419|Score=0.603127428955689|AnnualizedReturn=1.26344529365249|SharpeRatio=0.116679338102526|RSquared=0.477367268678576|BetaMonths=6|Beta=1.26022875036336
|
||||
Symbol=AU|AnalysisDate=4/21/2025 12:00:00 AM|EPSSlope=1.125|ProfitMarginSlope=8.06171703338623|PriceSlope=0.001274421203666|Volatility=4.25166273117065|Volume=0|Violation=False|Slope=0.001274421203666|Score=0.569136606971912|AnnualizedReturn=1.37871808470351|SharpeRatio=0.0617424647385181|RSquared=0.412801292219435|BetaMonths=6|Beta=0.0104350850906374
|
||||
Symbol=RSI|AnalysisDate=7/8/2025 12:00:00 AM|EPSSlope=0.029999999329447746|ProfitMarginSlope=0.056324005126953125|PriceSlope=0.0013540516922163036|Volatility=0.5269521474838257|Volume=0|Violation=False|Slope=0.0013540516922163036|Score=0.531052064079502|AnnualizedReturn=1.4066641164649114|SharpeRatio=0.03032591124972609|RSquared=0.3775258484691352|BetaMonths=6|Beta=1.9548602100289927
|
||||
Symbol=KEP|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.46000003814697266|ProfitMarginSlope=1.3346166610717773|PriceSlope=0.001086369191434797|Volatility=0.5944466590881348|Volume=0|Violation=False|Slope=0.001086369191434797|Score=0.48284926749646434|AnnualizedReturn=1.31490581072797|SharpeRatio=-0.03609492348099057|RSquared=0.36721205698311193|BetaMonths=6|Beta=1.3294012952542484
|
||||
@@ -203,6 +199,7 @@ Symbol=CDE|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.05499999225139618|Pro
|
||||
Symbol=BWMN|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.23499999940395355|ProfitMarginSlope=0.2474651336669922|PriceSlope=0.001096465808320266|Volatility=2.2020013332366943|Volume=0|Violation=False|Slope=0.001096465808320266|Score=0.3825534892234509|AnnualizedReturn=1.318255647748758|SharpeRatio=-0.1903522079200695|RSquared=0.2901967383009161|BetaMonths=6|Beta=1.7560746650858592
|
||||
Symbol=NEM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.5550000667572021|ProfitMarginSlope=2.3348026275634766|PriceSlope=0.0009491168372631139|Volatility=2.8127050399780273|Volume=0|Violation=False|Slope=0.0009491168372631139|Score=0.2706708717396906|AnnualizedReturn=1.270203905367426|SharpeRatio=-0.21917097048616468|RSquared=0.21309245751483888|BetaMonths=6|Beta=0.04489495060100269
|
||||
Symbol=TRS|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.07000002264976501|ProfitMarginSlope=3.6894092559814453|PriceSlope=0.0006041986284312093|Volatility=1.3468990325927734|Volume=0|Violation=False|Slope=0.0006041986284312093|Score=0.15578403862790588|AnnualizedReturn=1.164460691827523|SharpeRatio=-0.09691176473433921|RSquared=0.1337821359889924|BetaMonths=6|Beta=0.7243526989676011
|
||||
Symbol=VSEC|AnalysisDate=8/18/2025 12:00:00 AM|EPSSlope=0.47999998927116394|ProfitMarginSlope=0.6275224685668945|PriceSlope=0.0019796807490886246|Volatility=7.799572467803955|Volume=0|Violation=False|Slope=0.0019796807490886246|Score=1.2355549398445813|AnnualizedReturn=1.6468749934499924|SharpeRatio=0.0848111495425649|RSquared=0.7502420916940706|BetaMonths=6|Beta=0.005117432089227345
|
||||
TotalStopLimits=200
|
||||
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951|StopLimitId=
|
||||
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135|StopLimitId=
|
||||
|
||||
@@ -1,20 +1,20 @@
|
||||
MGSHSESSIONv2.00
|
||||
LastUpdated=8/15/2025 11:14:03 PM
|
||||
TradeDate=8/18/2025
|
||||
LastUpdated=8/18/2025 8:08:02 PM
|
||||
TradeDate=8/19/2025
|
||||
StartDate=3/31/2025
|
||||
AnalysisDate=8/15/2025
|
||||
AnalysisDate=8/18/2025
|
||||
Cycle=5
|
||||
CashBalance=3960.78
|
||||
NonTradeableCash=0
|
||||
HedgeCashBalance=2956.84
|
||||
Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=OSB,IBDRY,GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24
|
||||
TotalActivePositions=6
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=118.25|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=105.20714369773864|LastStopAdjustment=8/6/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=28.87|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.32669322709164|Score=1.5573713485680392|Velocity=0.9630606860158312|PE=17.31|Beta=0.13311123729333674|InitialStopLimit=23.22|TrailingStopLimit=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
|
||||
Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=14.45|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98
|
||||
Slot=1|Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=16.95|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.951357085704803|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=110.65|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=1.0630320928929793|Velocity=0.8662045060658579|PE=5.04|Beta=0.5151822665856635|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11
|
||||
Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=27.82|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.952191235059757|Score=0.8554367778634994|Velocity=0.6487138263665596|PE=19.45|Beta=0.5485758772503743|InitialStopLimit=23.05|TrailingStopLimit=23.05|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=116.19|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=105.20714369773864|LastStopAdjustment=8/6/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=28.92|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.32669322709164|Score=1.5573713485680392|Velocity=0.9630606860158312|PE=17.31|Beta=0.13311123729333674|InitialStopLimit=23.22|TrailingStopLimit=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
|
||||
Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=14.53|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98
|
||||
Slot=1|Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=16.98|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.951357085704803|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=108.9|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=1.0630320928929793|Velocity=0.8662045060658579|PE=5.04|Beta=0.5151822665856635|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11
|
||||
Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=27.9|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.952191235059757|Score=0.8554367778634994|Velocity=0.6487138263665596|PE=19.45|Beta=0.5485758772503743|InitialStopLimit=23.05|TrailingStopLimit=23.05|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
|
||||
TotalPositions=7
|
||||
Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.15|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=56.15650033473968|LastStopAdjustment=5/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Closed due to trailing stop.
|
||||
Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=42.6|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=42.7107857322693|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=Closed due to trailing stop.
|
||||
|
||||
Reference in New Issue
Block a user