Monthly Processing and enhancement of buy/sell display
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@@ -1,23 +1,23 @@
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CMSESSIONv1.00
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LastUpdated=11/3/2025 10:31:36 AM
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TradeDate=11/28/2025
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LastUpdated=12/1/2025 11:35:45 AM
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TradeDate=12/31/2025
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StartDate=10/31/2019
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AnalysisDate=11/3/2025
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Cycle=73
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CashBalance=7724.239999999998
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AnalysisDate=12/1/2025
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Cycle=74
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CashBalance=5373.379999999999
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NonTradeableCash=13400.66
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DayCount=90|AnalysisDate=11/3/2025|TradeDate=11/28/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=SFTBY,IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
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DayCount=90|AnalysisDate=12/1/2025|TradeDate=12/31/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=SFTBY,IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
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TotalActivePositions=9
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Slot=0|Symbol=UEC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=143|PurchasePrice=15|Beta=1.2966305880079196|BetaMonths=6|SharpeRatio=0.18882419439037434|RiskAdjustedWeight=0.10468762877371939|RiskAdjustedAllocation=1106.030032375784|TargetBetaOverBeta=0.7712296850380119|Score=0|CNNPrediction=True
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Slot=0|Symbol=BTU|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=249|PurchasePrice=28.22|Beta=0.1598494446601757|BetaMonths=6|SharpeRatio=-0.0527083016848311|RiskAdjustedWeight=0.8491814403396586|RiskAdjustedAllocation=8971.644376260509|TargetBetaOverBeta=6.255886607087702|Score=0|CNNPrediction=True
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Slot=0|Symbol=WDC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=10|PurchasePrice=152.3|Beta=2.94251988947805|BetaMonths=6|SharpeRatio=0.16935025143245266|RiskAdjustedWeight=0.04613093088662201|RiskAdjustedAllocation=487.37559136370584|TargetBetaOverBeta=0.33984477167880145|Score=0|CNNPrediction=True
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Slot=1|Symbol=PSIX|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=80.09|Beta=9.777909807308449|BetaMonths=6|SharpeRatio=0.5435342677571937|RiskAdjustedWeight=0.24343472194419022|RiskAdjustedAllocation=2029.592364510663|TargetBetaOverBeta=0.10227134630067411|Score=0|CNNPrediction=True
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Slot=1|Symbol=CRDO|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=121.83|Beta=6.540026307533427|BetaMonths=6|SharpeRatio=0.4375307132455657|RiskAdjustedWeight=0.36395614378426366|RiskAdjustedAllocation=3034.4176235082714|TargetBetaOverBeta=0.15290458370910595|Score=0|CNNPrediction=True
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Slot=1|Symbol=HOOD|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=31|PurchasePrice=100.39|Beta=6.062728926452313|BetaMonths=6|SharpeRatio=0.5350848246214097|RiskAdjustedWeight=0.39260913427154615|RiskAdjustedAllocation=3273.3066786477334|TargetBetaOverBeta=0.16494222521427548|Score=0|CNNPrediction=True
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Slot=1|Symbol=MU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=232.72|Beta=8.491146661072152|BetaMonths=6|SharpeRatio=0.2470810013533889|RiskAdjustedWeight=0.1426466416314296|RiskAdjustedAllocation=1664.3220834138176|TargetBetaOverBeta=0.1177697241509821|Score=0|CNNPrediction=True
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Slot=1|Symbol=TTI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=490|PurchasePrice=7.72|Beta=3.711007341822632|BetaMonths=6|SharpeRatio=0.24808750225147175|RiskAdjustedWeight=0.3263894256288325|RiskAdjustedAllocation=3808.131216088369|TargetBetaOverBeta=0.26946861266754|Score=0|CNNPrediction=True
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Slot=1|Symbol=NESR|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=444|PurchasePrice=14|Beta=2.2811974224915543|BetaMonths=6|SharpeRatio=-0.008006236346473775|RiskAdjustedWeight=0.530963932739738|RiskAdjustedAllocation=6194.993367164479|TargetBetaOverBeta=0.43836626770680226|Score=0|CNNPrediction=True
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Slot=2|Symbol=W|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=88.95|Beta=5.285101193282113|BetaMonths=6|SharpeRatio=0.15447812381516948|RiskAdjustedWeight=0.12845228267921938|RiskAdjustedAllocation=1175.7023346491153|TargetBetaOverBeta=0.18921113587590319|Score=0|CNNPrediction=True
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Slot=2|Symbol=KTOS|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=90.5|Beta=1.0591893391432428|BetaMonths=6|SharpeRatio=0.43487546455695597|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.473143342578|TargetBetaOverBeta=0.9441182638874369|Score=0|CNNPrediction=True
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Slot=2|Symbol=BIL|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=91.46|Beta=1.0591893391432428|BetaMonths=6|SharpeRatio=0.43487546455695597|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.473143342578|TargetBetaOverBeta=0.9441182638874369|Score=0|CNNPrediction=True
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TotalPositions=178
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TotalPositions=181
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Symbol=CLDR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=124|PurchasePrice=8.56|Beta=0.482592987013072|BetaMonths=36|SharpeRatio=-0.248675615247893|RiskAdjustedWeight=0.632894313054559|RiskAdjustedAllocation=1054.82385509093|TargetBetaOverBeta=2.07213951903721|CurrentPrice=10.36|Score=0|CNNPrediction=False
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Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=181.92|Beta=1.3764249979282|BetaMonths=36|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.221901198728824|RiskAdjustedAllocation=369.835331214706|TargetBetaOverBeta=0.726519789676302|CurrentPrice=210.25|Score=0|CNNPrediction=False
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Symbol=VC|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=93.22|Beta=2.10344983651568|BetaMonths=36|SharpeRatio=-0.0621291508319681|RiskAdjustedWeight=0.145204488216617|RiskAdjustedAllocation=242.007480361029|TargetBetaOverBeta=0.475409483335472|CurrentPrice=80.34|Score=0|CNNPrediction=False
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@@ -196,3 +196,6 @@ Symbol=GEV|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=9/30/2025 12:00:00 AM
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Symbol=IREN|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=143|PurchasePrice=15.25|Beta=5.443683551717075|BetaMonths=6|SharpeRatio=0.03828597482180888|RiskAdjustedWeight=0.2711012199571239|RiskAdjustedAllocation=2315.567694068581|TargetBetaOverBeta=0.18369914240966026|CurrentPrice=72.95|Score=0|CNNPrediction=True
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Symbol=AKBA|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=850|PurchasePrice=3.65|Beta=4.018094258079214|BetaMonths=6|SharpeRatio=0.4645899165282223|RiskAdjustedWeight=0.36728587164515786|RiskAdjustedAllocation=3137.1135069176535|TargetBetaOverBeta=0.24887420149223533|CurrentPrice=2.2|Score=0|CNNPrediction=True
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Symbol=EVEX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=475|PurchasePrice=6.25|Beta=4.081129897906985|BetaMonths=6|SharpeRatio=0.16187310401670804|RiskAdjustedWeight=0.36161290839771826|RiskAdjustedAllocation=3088.6587990137677|TargetBetaOverBeta=0.24503018159575166|CurrentPrice=4.33|Score=0|CNNPrediction=True
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Symbol=PSIX|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=24|PurchasePrice=80.09|Beta=9.777909807308449|BetaMonths=6|SharpeRatio=0.5435342677571937|RiskAdjustedWeight=0.24343472194419022|RiskAdjustedAllocation=2029.592364510663|TargetBetaOverBeta=0.10227134630067411|CurrentPrice=55|Score=0|CNNPrediction=True
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Symbol=CRDO|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=24|PurchasePrice=121.83|Beta=6.540026307533427|BetaMonths=6|SharpeRatio=0.4375307132455657|RiskAdjustedWeight=0.36395614378426366|RiskAdjustedAllocation=3034.4176235082714|TargetBetaOverBeta=0.15290458370910595|CurrentPrice=172.02|Score=0|CNNPrediction=True
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Symbol=HOOD|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=31|PurchasePrice=100.39|Beta=6.062728926452313|BetaMonths=6|SharpeRatio=0.5350848246214097|RiskAdjustedWeight=0.39260913427154615|RiskAdjustedAllocation=3273.3066786477334|TargetBetaOverBeta=0.16494222521427548|CurrentPrice=123.5|Score=0|CNNPrediction=True
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@@ -1,16 +1,16 @@
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CMTSESSIONv1.00
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LastUpdated=11/26/2025 10:57:48 PM
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TradeDate=11/26/2025
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LastUpdated=11/28/2025 7:37:58 PM
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TradeDate=11/28/2025
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StartDate=1/1/0001
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AnalysisDate=11/26/2025
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AnalysisDate=11/28/2025
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CashBalance=2596.7600000000007
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NonTradeableCash=6456.42
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/26/2025|BetaMonths=6|TradeDate=11/26/2025|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
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/28/2025|BetaMonths=6|TradeDate=11/28/2025|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
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PricingExceptions=0
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TotalActivePositions=3
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Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.57|Exposure=1373.7599999999998|MarketValue=1522.08|GainLoss=148.32000000000016|GainLossPcnt=0.10796645702306093|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=8.895428673028945|TotalRiskExposure=165.1968|RMultiple=0.90R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=10/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
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Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=204.63|Exposure=2208.91|MarketValue=2250.93|GainLoss=42.01999999999998|GainLossPcnt=0.01902295702405258|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=186.77849884033202|TotalRiskExposure=264.3696|RMultiple=0.16R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=11/26/2025 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
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Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=45.24|Exposure=1772.4299999999998|MarketValue=1854.8400000000001|GainLoss=82.41000000000031|GainLossPcnt=0.046495489243581024|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=40.356857628822326|TotalRiskExposure=213.9708|RMultiple=0.39R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=11/25/2025 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
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Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.79|Exposure=1373.7599999999998|MarketValue=1553.7599999999998|GainLoss=180|GainLossPcnt=0.13102725366876314|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=9.602142912149429|TotalRiskExposure=165.1968|RMultiple=1.09R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=11/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
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Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=204.59|Exposure=2208.91|MarketValue=2250.4900000000002|GainLoss=41.58000000000038|GainLossPcnt=0.018823763756785194|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=186.77849884033202|TotalRiskExposure=264.3696|RMultiple=0.16R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=11/26/2025 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
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Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=45.26|Exposure=1772.4299999999998|MarketValue=1855.6599999999999|GainLoss=83.23000000000002|GainLossPcnt=0.04695813092759659|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=40.356857628822326|TotalRiskExposure=213.9708|RMultiple=0.39R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=11/25/2025 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
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TotalPositions=132
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Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.020121624038633518|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.900091377554077|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
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Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.809999999999945|GainLossPcnt=-0.019258278145695317|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.016241478577231|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.89280000000002|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
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@@ -144,12 +144,11 @@ Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=10/21/2025 12:00:00
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Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=209.01|Exposure=3721.9000000000005|MarketValue=2926.14|GainLoss=-795.7600000000007|GainLossPcnt=-0.21380477712996065|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.698785343733906|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-1.78R|Volatility=5.874480724334717|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=11/17/2025 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=175.62|Exposure=2390.3999999999996|MarketValue=2107.44|GainLoss=-282.9599999999996|GainLossPcnt=-0.11837349397590345|PositionRiskDecimal=0.12|R=23.4012|C=290.29799999999994|P=12.405261268652888|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-1.01R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=10|PurchasePrice=114.35|CurrentPrice=105.51|Exposure=1143.5|MarketValue=1055.1000000000001|GainLoss=-88.39999999999986|GainLossPcnt=-0.07730651508526441|PositionRiskDecimal=0.12|R=148.962|C=199.30799999999996|P=1.3379788133886492|InitialStopLimit=100.63|TrailingStopLimit=105.51|TotalRiskExposure=1489.62|RMultiple=-0.06R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Manual close.
|
||||
TotalCandidates=84
|
||||
TotalCandidates=83
|
||||
Symbol=SSRM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.1849999874830246|ProfitMarginSlope=3.6175079345703125|PriceSlope=0.00440687912324964|Volatility=1.8672109842300415|Volume=0|Violation=False|Slope=0.00440687912324964|Score=2.8413344148198822|AnnualizedReturn=3.0359777751207613|SharpeRatio=0.3450039797214874|RSquared=0.9358877519144103|BetaMonths=6|Beta=0.8468011613740307
|
||||
Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.034999996423721313|ProfitMarginSlope=2.260866165161133|PriceSlope=0.0044867993617732855|Volatility=1.0326875448226929|Volume=0|Violation=False|Slope=0.0044867993617732855|Score=2.6625531836683844|AnnualizedReturn=3.0977419385881366|SharpeRatio=0.3357187697383774|RSquared=0.8595141998438711|BetaMonths=6|Beta=0.8249354197843893
|
||||
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=RYCEY|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.024999991059303284|ProfitMarginSlope=2.8640356063842773|PriceSlope=0.0037774218594819053|Volatility=0.31766563653945923|Volume=0|Violation=False|Slope=0.0037774218594819053|Score=2.3960549250413017|AnnualizedReturn=2.590653883681473|SharpeRatio=0.3253557777516767|RSquared=0.9248842310175243|BetaMonths=6|Beta=1.3961180603730583
|
||||
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=TTMI|AnalysisDate=9/23/2025 12:00:00 AM|EPSSlope=0.06999999284744263|ProfitMarginSlope=0.4163370132446289|PriceSlope=0.003656353994575963|Volatility=3.1076900959014893|Volume=0|Violation=False|Slope=0.003656353994575963|Score=1.7384068712180738|AnnualizedReturn=2.512808888771404|SharpeRatio=0.3196249939717945|RSquared=0.6918181796420017|BetaMonths=6|Beta=4.404284563097658
|
||||
Symbol=SBSW|AnalysisDate=9/25/2025 12:00:00 AM|EPSSlope=0.14499999582767487|ProfitMarginSlope=8.495691299438477|PriceSlope=0.003797091740226121|Volatility=0.7532111406326294|Volume=0|Violation=False|Slope=0.003797091740226121|Score=1.7225186918919257|AnnualizedReturn=2.6035271414107117|SharpeRatio=0.24173922031779663|RSquared=0.6616096542625576|BetaMonths=6|Beta=1.8709390796649175
|
||||
Symbol=ATGE|AnalysisDate=8/13/2025 12:00:00 AM|EPSSlope=0.3300001621246338|ProfitMarginSlope=0.8375473022460938|PriceSlope=0.002446704453447675|Volatility=4.957798004150391|Volume=0|Violation=False|Slope=0.002446704453447675|Score=1.6205289054124097|AnnualizedReturn=1.8525619561955178|SharpeRatio=-0.0588424665944899|RSquared=0.8747501804152241|BetaMonths=6|Beta=1.5583653462993188
|
||||
@@ -229,7 +228,7 @@ Symbol=CVAC|AnalysisDate=6/3/2025 12:00:00 AM|EPSSlope=0.12999999523162842|Pro
|
||||
Symbol=IRMD|AnalysisDate=11/21/2025 12:00:00 AM|EPSSlope=0.019999980926513672|ProfitMarginSlope=0.8597564697265625|PriceSlope=0.001700726948332596|Volatility=1.4932386875152588|Volume=0|Violation=False|Slope=0.001700726948332596|Score=1.009588669459605|AnnualizedReturn=1.535081065399402|SharpeRatio=0.13172120468982423|RSquared=0.657677755406961|BetaMonths=6|Beta=0.44343839730259743
|
||||
Symbol=FTI|AnalysisDate=11/21/2025 12:00:00 AM|EPSSlope=0.060000061988830566|ProfitMarginSlope=0.997105598449707|PriceSlope=0.0015151205890953717|Volatility=0.7195195555686951|Volume=0|Violation=False|Slope=0.0015151205890953717|Score=0.893034560876287|AnnualizedReturn=1.4649342903387659|SharpeRatio=0.040845648040902266|RSquared=0.609607247755647|BetaMonths=6|Beta=2.4319433896253515
|
||||
Symbol=COCO|AnalysisDate=11/24/2025 12:00:00 AM|EPSSlope=0.039999961853027344|ProfitMarginSlope=0.4683189392089844|PriceSlope=0.0007026891658277938|Volatility=3.0996592044830322|Volume=0|Violation=False|Slope=0.0007026891658277938|Score=0.3012758901921579|AnnualizedReturn=1.1937238058022757|SharpeRatio=-0.19132179559312434|RSquared=0.252383247052426|BetaMonths=6|Beta=0.5313352967231658
|
||||
TotalStopLimits=204
|
||||
TotalStopLimits=205
|
||||
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=
|
||||
Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639|StopLimitId=
|
||||
@@ -434,3 +433,4 @@ Symbol=CX|AnalysisDate=10/28/2025 12:00:00 AM|PreviousStop=8.4|NewStop=8.89542
|
||||
Symbol=NFLX|AnalysisDate=11/13/2025 12:00:00 AM|PreviousStop=100.63|NewStop=105.51|CurrentPriceLow=114.56|CurrentPriceClose=115.42|PriceTrendIndicatorSlope=NaN|StopLimitId=
|
||||
Symbol=FTI|AnalysisDate=11/25/2025 12:00:00 AM|PreviousStop=38.04|NewStop=40.356857628822326|CurrentPriceLow=44.22|CurrentPriceClose=45.03|PriceTrendIndicatorSlope=0.15962405502796173|StopLimitId=
|
||||
Symbol=HWM|AnalysisDate=11/26/2025 12:00:00 AM|PreviousStop=176.71|NewStop=186.77849884033202|CurrentPriceLow=204.2|CurrentPriceClose=204.63|PriceTrendIndicatorSlope=NaN|StopLimitId=
|
||||
Symbol=CX|AnalysisDate=11/28/2025 12:00:00 AM|PreviousStop=8.895428673028945|NewStop=9.602142912149429|CurrentPriceLow=10.45|CurrentPriceClose=10.79|PriceTrendIndicatorSlope=0.0073759485967457294|StopLimitId=
|
||||
|
||||
@@ -1,23 +1,23 @@
|
||||
SESSIONv1.00
|
||||
LastUpdated=11/3/2025 10:53:46 AM
|
||||
TradeDate=11/28/2025
|
||||
LastUpdated=12/1/2025 11:14:56 AM
|
||||
TradeDate=12/31/2025
|
||||
StartDate=1/1/2018
|
||||
AnalysisDate=11/3/2025
|
||||
Cycle=94
|
||||
CashBalance=1321.1599999999955
|
||||
AnalysisDate=12/1/2025
|
||||
Cycle=95
|
||||
CashBalance=670.3799999999953
|
||||
NonTradeableCash=8221.84
|
||||
Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=ANTM,ETE,TGE,VCISY,BIREF,CSRA,LSXMK,KKPNY,CNNE,EDR,GBTC,YOKU,PNY,RFMD,ASAZY,PSDO|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|UseCalcBeta=True|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=SCOREINDICATOR|IncludeTradeMasterForSymbolsHeld=True
|
||||
TotalActivePositions=9
|
||||
Slot=0|Symbol=ATAI|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=421|PurchasePrice=5.85|CurrentPrice=5.84|Volume=4451435|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.382470119521912|Score=2.0092603896080248|MaxDrawdown=-0.7805383205413818|MaxUpside=1.1074378490447998|Velocity=0.8377425044091712|PE=0.3|Beta=2.08|SharpeRatio=0
|
||||
Slot=0|Symbol=GH|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=26|PurchasePrice=94.07|CurrentPrice=93.02|Volume=3919282|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-3.1872509960159334|Score=1.87048017006212|MaxDrawdown=-0.7003856301307678|MaxUpside=0.39341509342193604|Velocity=1|PE=0|Beta=2.03|SharpeRatio=0
|
||||
Slot=0|Symbol=WOR|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=43|PurchasePrice=55.65|CurrentPrice=56.09|Volume=121804|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=-1.9920318725099548|Score=1.2868568412976884|MaxDrawdown=-0.4331502914428711|MaxUpside=0.21858632564544678|Velocity=0.5345099275133943|PE=26.76|Beta=1.03|SharpeRatio=0
|
||||
Slot=1|Symbol=IHS|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=307|PurchasePrice=7.12|CurrentPrice=7.25|Volume=398330|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=5.577689243027891|Score=1.5819678456370467|MaxDrawdown=-0.5907643437385559|MaxUpside=0.39922475814819336|Velocity=0.9530612244897959|PE=20.98|Beta=0.79|SharpeRatio=0
|
||||
Slot=1|Symbol=ALHC|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=136|PurchasePrice=16.36|CurrentPrice=16.36|Volume=1650197|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.7808764940239|Score=1.573135013452691|MaxDrawdown=-0.6061678528785706|MaxUpside=0.44379568099975586|Velocity=0.6932515337423314|PE=0|Beta=0.89|SharpeRatio=0
|
||||
Slot=1|Symbol=UVV|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=55.56|CurrentPrice=55.95|Volume=224269|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=0.3984063745019881|Score=0.601341776434126|MaxDrawdown=-0.2876586318016052|MaxUpside=0.16750562191009521|Velocity=0.3549019607843138|PE=12.86|Beta=0.71|SharpeRatio=0
|
||||
Slot=1|Symbol=TRVI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=188|PurchasePrice=13.07|CurrentPrice=13.19|Volume=1325673|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=2.390438247011957|Score=2.7536885530114112|MaxDrawdown=-0.744615375995636|MaxUpside=0.345381498336792|Velocity=1|PE=0|Beta=-0.43|SharpeRatio=0
|
||||
Slot=1|Symbol=DRD|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=82|PurchasePrice=30.6|CurrentPrice=30.18|Volume=295934|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.764940239043824|Score=1.5022981707620144|MaxDrawdown=-0.6979936361312866|MaxUpside=0.45104897022247314|Velocity=0.9342281879194633|PE=19.65|Beta=0.49|SharpeRatio=0
|
||||
Slot=1|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=82.45|CurrentPrice=82.45|Volume=236813|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|MaxDrawdown=-0.3716389536857605|MaxUpside=0.09534239768981934|Velocity=0.6585998271391531|PE=31.63|Beta=0.3|SharpeRatio=0
|
||||
Slot=2|Symbol=ADPT|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=153|PurchasePrice=14.92|CurrentPrice=14.96|Volume=4717435|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.772908366533869|Score=2.552754876387566|MaxDrawdown=-0.6710526347160339|MaxUpside=0.48512589931488037|Velocity=1|PE=0|Beta=2.2|SharpeRatio=0
|
||||
Slot=2|Symbol=GRPN|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=98|PurchasePrice=23.33|CurrentPrice=23.35|Volume=1461188|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.4325905372084184|MaxDrawdown=-0.7827134132385254|MaxUpside=0.9347290992736816|Velocity=0.48386055519690124|PE=31.44|Beta=0.3|SharpeRatio=0
|
||||
Slot=2|Symbol=KGC|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=25.17|CurrentPrice=24.85|Volume=28571335|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-12.74900398406374|Score=1.7348551066626299|MaxDrawdown=-0.504878044128418|MaxUpside=0.1904761791229248|Velocity=0.9624846248462486|PE=18.75|Beta=0.39|SharpeRatio=0
|
||||
TotalPositions=246
|
||||
TotalPositions=249
|
||||
Symbol=LOPE|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=11|PurchasePrice=92.52|CurrentPrice=103.99|Volume=177499|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-13.1474103585657|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.919762641898865|PE=24.89|Beta=1.38|SharpeRatio=NaN
|
||||
Symbol=MRCY|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=23|PurchasePrice=47.69|CurrentPrice=32.08|Volume=481172|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-6.77290836653387|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.74313408723748|PE=56.5|Beta=0.44|SharpeRatio=NaN
|
||||
Symbol=SHV|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=35|PurchasePrice=110.21|CurrentPrice=110.26|Volume=0|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=0|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0|PE=0|Beta=0|SharpeRatio=NaN
|
||||
@@ -264,3 +264,6 @@ Symbol=IMBBY|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=9/30/2025 12:00:00
|
||||
Symbol=SFM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=13|PurchasePrice=154.51|CurrentPrice=78.83|Volume=4748102|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-11.155378486055774|Score=1.966075878756554|MaxDrawdown=-0.5743223428726196|MaxUpside=0.33129942417144775|Velocity=0.7234042553191489|PE=37.04|Beta=1.12|SharpeRatio=0
|
||||
Symbol=TVTX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=127|PurchasePrice=15.2|CurrentPrice=34.58|Volume=1119121|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=1.9920318725099548|Score=1.7726923663039802|MaxDrawdown=-0.7120000123977661|MaxUpside=0.7605633735656738|Velocity=0.45151327980234707|PE=0|Beta=0.44|SharpeRatio=0
|
||||
Symbol=CPRX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=92|PurchasePrice=20.99|CurrentPrice=21.27|Volume=1016922|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.39043824701195|Score=1.1554806702712312|MaxDrawdown=-0.4184148907661438|MaxUpside=0.2252943515777588|Velocity=0.5197841726618706|PE=14.93|Beta=0.85|SharpeRatio=0
|
||||
Symbol=IHS|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=307|PurchasePrice=7.12|CurrentPrice=7|Volume=398330|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=5.577689243027891|Score=1.5819678456370467|MaxDrawdown=-0.5907643437385559|MaxUpside=0.39922475814819336|Velocity=0.9530612244897959|PE=20.98|Beta=0.79|SharpeRatio=0
|
||||
Symbol=ALHC|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=136|PurchasePrice=16.36|CurrentPrice=19|Volume=1650197|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.7808764940239|Score=1.573135013452691|MaxDrawdown=-0.6061678528785706|MaxUpside=0.44379568099975586|Velocity=0.6932515337423314|PE=0|Beta=0.89|SharpeRatio=0
|
||||
Symbol=UVV|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=39|PurchasePrice=55.56|CurrentPrice=52.72|Volume=224269|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=0.3984063745019881|Score=0.601341776434126|MaxDrawdown=-0.2876586318016052|MaxUpside=0.16750562191009521|Velocity=0.3549019607843138|PE=12.86|Beta=0.71|SharpeRatio=0
|
||||
|
||||
@@ -1,19 +1,21 @@
|
||||
MGSHSESSIONv2.00
|
||||
LastUpdated=11/26/2025 10:56:24 PM
|
||||
TradeDate=11/28/2025
|
||||
LastUpdated=12/1/2025 11:16:11 AM
|
||||
TradeDate=12/1/2025
|
||||
StartDate=3/31/2025
|
||||
AnalysisDate=11/26/2025
|
||||
Cycle=8
|
||||
CashBalance=5982.16
|
||||
AnalysisDate=11/28/2025
|
||||
Cycle=9
|
||||
CashBalance=4231.33
|
||||
NonTradeableCash=0
|
||||
HedgeCashBalance=2895.2200000000007
|
||||
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=5
|
||||
Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=78.69|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.725099601593627|Score=0.9707945778736157|Velocity=0.7088235294117647|PE=33.97|Beta=1.356667718879165|InitialStopLimit=60.97|TrailingStopLimit=73.57992890834808|LastStopAdjustment=11/26/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324000000000002|Comment=Price changed on 10/1/2025 from $76.62 to $76.21
|
||||
Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=213.14|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.928286852589643|Score=1.457053776101358|Velocity=0.7794289530806477|PE=23.64|Beta=0.6282261227850008|InitialStopLimit=124.65|TrailingStopLimit=171.10421556472778|LastStopAdjustment=10/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
|
||||
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=13.04|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=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=81.25|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.553784860557762|Score=0.6026973776815487|Velocity=0.9448035803083044|PE=22.43|Beta=-0.19231796112849286|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=
|
||||
Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=65.06|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=-0.054647265456147176|Velocity=0.8788235294117647|PE=30.96|Beta=0.7591201057843372|InitialStopLimit=47.5|TrailingStopLimit=57.30085772275925|LastStopAdjustment=11/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
|
||||
TotalActivePositions=7
|
||||
Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=78.67|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.725099601593627|Score=0.9707945778736157|Velocity=0.7088235294117647|PE=33.97|Beta=1.356667718879165|InitialStopLimit=60.97|TrailingStopLimit=73.57992890834808|LastStopAdjustment=11/26/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324000000000002|Comment=Price changed on 10/1/2025 from $76.62 to $76.21
|
||||
Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=212.26|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.928286852589643|Score=1.457053776101358|Velocity=0.7794289530806477|PE=23.64|Beta=0.6282261227850008|InitialStopLimit=124.65|TrailingStopLimit=171.10421556472778|LastStopAdjustment=10/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
|
||||
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=13.17|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=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=82.11|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.553784860557762|Score=0.6026973776815487|Velocity=0.9448035803083044|PE=22.43|Beta=-0.19231796112849286|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=
|
||||
Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=64.5|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=-0.054647265456147176|Velocity=0.8788235294117647|PE=30.96|Beta=0.7591201057843372|InitialStopLimit=47.5|TrailingStopLimit=57.30085772275925|LastStopAdjustment=11/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
|
||||
Slot=2|Symbol=NEU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=761.43|CurrentPrice=763.53|Volume=47592|Return1D=0|CumReturn252=0|IDIndicator=-10.756972111553786|Score=1.3288891320657796|Velocity=0.7350103641528265|PE=16.57|Beta=0.6340284548086476|InitialStopLimit=609.14|TrailingStopLimit=609.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=152.706|Comment=Price changed on 12/1/2025 from $763.53 to $761.43
|
||||
Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=82.45|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|Velocity=0.6585998271391531|PE=31.63|Beta=0.04430253825297578|InitialStopLimit=65.96000000000001|TrailingStopLimit=65.96000000000001|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
|
||||
TotalPositions=14
|
||||
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.
|
||||
|
||||
@@ -446,8 +446,13 @@ namespace MarketData.Generator.CMMomentum
|
||||
// ***************************************************************************************************************************************************
|
||||
// **************************************************************** S E L L P O S I T I O N S *****************************************************
|
||||
// ***************************************************************************************************************************************************
|
||||
// These make the monthly process a bit easier to read
|
||||
private void DisplaySales(Positions positions,DateTime tradeDate)
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the sales
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplaySales(Positions positions,DateTime tradeDate)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
|
||||
foreach (Position position in positions)
|
||||
@@ -456,12 +461,17 @@ namespace MarketData.Generator.CMMomentum
|
||||
}
|
||||
}
|
||||
|
||||
private void DisplayPurchases(Positions positions, DateTime tradeDate)
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the purchases
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplayPurchases(Positions positions, DateTime tradeDate)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
|
||||
foreach (Position position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),TradeDate.ToShortDateString()));
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -652,6 +652,7 @@ namespace MarketData.Generator.CMTrend
|
||||
return result;
|
||||
}
|
||||
ActivePositions.Add(positions);
|
||||
DisplayPurchases(positions, TradeDate);
|
||||
CashBalance-=positions.GetExposure();
|
||||
}
|
||||
DisplayRealtimeBlotter(TradeDate);
|
||||
@@ -753,6 +754,7 @@ namespace MarketData.Generator.CMTrend
|
||||
return result;
|
||||
}
|
||||
ActivePositions.Add(positions);
|
||||
DisplayPurchases(positions, TradeDate);
|
||||
CashBalance-=positions.GetExposure();
|
||||
}
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"\n");
|
||||
@@ -884,7 +886,7 @@ namespace MarketData.Generator.CMTrend
|
||||
private void ManageOpenPositions(DateTime tradeDate)
|
||||
{
|
||||
if(0==ActivePositions.Count) return;
|
||||
List<Position> closedPositions=new List<Position>();
|
||||
Positions closedPositions = new Positions();
|
||||
foreach(Position position in ActivePositions)
|
||||
{
|
||||
Price price=GBPriceCache.GetInstance().GetPrice(position.Symbol,tradeDate);
|
||||
@@ -948,6 +950,7 @@ namespace MarketData.Generator.CMTrend
|
||||
}
|
||||
if(0!=closedPositions.Count)
|
||||
{
|
||||
DisplaySales(closedPositions, TradeDate);
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L *********************");
|
||||
foreach(Position closedPosition in closedPositions)
|
||||
{
|
||||
@@ -1788,5 +1791,33 @@ namespace MarketData.Generator.CMTrend
|
||||
sessionParams.NonTradeableCash=NonTradeableCash;
|
||||
return CMTSessionManager.SaveSession(sessionParams,backupFileName);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the sales
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplaySales(Positions positions,DateTime tradeDate)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
|
||||
foreach (Position position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Sell {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.CurrentPrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the purchases
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplayPurchases(Positions positions, DateTime tradeDate)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
|
||||
foreach (Position position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,9 +1,6 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using MarketData.MarketDataModel;
|
||||
using MarketData.MarketDataModel;
|
||||
using MarketData.DataAccess;
|
||||
using MarketData.Utils;
|
||||
using System.Linq;
|
||||
using MarketData.Cache;
|
||||
using MarketData.Generator.Model;
|
||||
using MarketData.Generator.Indicators;
|
||||
@@ -510,6 +507,7 @@ namespace MarketData.Generator.MGSHMomentum
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("********** Insufficient funds to make additional purchases.**************"));
|
||||
return;
|
||||
}
|
||||
DisplayPurchases(positions,TradeDate);
|
||||
ActivePositions.Add(slotIndex,positions);
|
||||
CashBalance-=positions.Exposure;
|
||||
SetInitialStopLimitsForNewPositions(TradeDate, positions);
|
||||
@@ -524,6 +522,7 @@ namespace MarketData.Generator.MGSHMomentum
|
||||
if(!Configuration.KeepSlotPositions) // if we are not configured to KeepSlotPositions then don't sell anything just buy to the max positions allowed for the slot
|
||||
{
|
||||
SellPositions(slotPositions,TradeDate);
|
||||
DisplaySales(slotPositions, TradeDate);
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L *********************");
|
||||
slotPositions.Display();
|
||||
AllPositions.Add(slotPositions);
|
||||
@@ -545,6 +544,7 @@ namespace MarketData.Generator.MGSHMomentum
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********************** B U Y ********************");
|
||||
if(!ActivePositions.ContainsKey(slotIndex))ActivePositions.Add(slotIndex, positions);
|
||||
else ActivePositions[slotIndex].AddRange(positions);
|
||||
DisplayPurchases(positions, TradeDate);
|
||||
CashBalance-=positions.Exposure;
|
||||
SetInitialStopLimitsForNewPositions(TradeDate, positions);
|
||||
ActivePositions[slotIndex].Display();
|
||||
@@ -1411,5 +1411,36 @@ namespace MarketData.Generator.MGSHMomentum
|
||||
sessionParams.HedgeCashBalance=HedgeCashBalance;
|
||||
return MGSHSessionManager.SaveSession(sessionParams,backupFileName);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the sales
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplaySales(MGSHPositions positions,DateTime tradeDate)
|
||||
{
|
||||
if(null == positions || 0==positions.Count)return;
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
|
||||
foreach (MGSHPosition position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Sell {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.CurrentPrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the purchases
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplayPurchases(MGSHPositions positions, DateTime tradeDate)
|
||||
{
|
||||
if(null == positions || 0==positions.Count)return;
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
|
||||
foreach (MGSHPosition position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
@@ -225,6 +225,7 @@ namespace MarketData.Generator.Momentum
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, "********************* S E L L *********************");
|
||||
slotPositions.Display();
|
||||
AllPositions.Add(slotPositions);
|
||||
DisplaySales(slotPositions, TradeDate);
|
||||
CashBalance += slotPositions.MarketValue;
|
||||
ActivePositions[slotIndex].Clear();
|
||||
}
|
||||
@@ -367,6 +368,7 @@ namespace MarketData.Generator.Momentum
|
||||
positions.Clear();
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("********** Insufficient funds to make additional purchases.**************"));
|
||||
}
|
||||
DisplayPurchases(positions,TradeDate);
|
||||
positions.Display();
|
||||
ActivePositions.Add(slotIndex,positions);
|
||||
CashBalance-=positions.Exposure;
|
||||
@@ -379,6 +381,7 @@ namespace MarketData.Generator.Momentum
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L *********************");
|
||||
slotPositions.Display();
|
||||
AllPositions.Add(slotPositions);
|
||||
DisplaySales(slotPositions, TradeDate);
|
||||
CashBalance+=slotPositions.MarketValue;
|
||||
ActivePositions[slotIndex].Clear();
|
||||
DisplayBalance();
|
||||
@@ -394,6 +397,7 @@ namespace MarketData.Generator.Momentum
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("********** Insufficient funds to make additional purchases.**************"));
|
||||
break;
|
||||
}
|
||||
DisplayPurchases(positions, TradeDate);
|
||||
ActivePositions[slotIndex]=positions;
|
||||
CashBalance-=positions.Exposure;
|
||||
DisplayBalance();
|
||||
@@ -412,6 +416,7 @@ namespace MarketData.Generator.Momentum
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L ********************");
|
||||
slotPositions.Display();
|
||||
AllPositions.Add(slotPositions);
|
||||
DisplaySales(slotPositions, TradeDate);
|
||||
CashBalance+=slotPositions.MarketValue;
|
||||
ActivePositions[slotIndex].Clear();
|
||||
}
|
||||
@@ -717,5 +722,33 @@ namespace MarketData.Generator.Momentum
|
||||
sessionParams.NonTradeableCash = NonTradeableCash;
|
||||
return MGSessionManager.SaveSession(sessionParams,backupFileName);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the sales
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplaySales(Positions positions,DateTime tradeDate)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
|
||||
foreach (Position position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Sell {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.CurrentPrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This makes for easier reading of the purchases
|
||||
/// </summary>
|
||||
/// <param name="positions"></param>
|
||||
/// <param name="tradeDate"></param>
|
||||
private static void DisplayPurchases(Positions positions, DateTime tradeDate)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
|
||||
foreach (Position position in positions)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user