diff --git a/MarketData/MarketData/Models/CM20191031.TXT b/MarketData/MarketData/Models/CM20191031.TXT index f38fc1a..3b31fc9 100755 --- a/MarketData/MarketData/Models/CM20191031.TXT +++ b/MarketData/MarketData/Models/CM20191031.TXT @@ -1,22 +1,21 @@ CMSESSIONv1.00 -LastUpdated=3/2/2026 11:27:23 AM -TradeDate=3/31/2026 +LastUpdated=4/1/2026 10:53:09 AM +TradeDate=4/30/2026 StartDate=10/31/2019 -AnalysisDate=3/2/2026 -Cycle=77 -CashBalance=7632.48 +AnalysisDate=4/1/2026 +Cycle=78 +CashBalance=17100.41 NonTradeableCash=13400.66 -DayCount=90|AnalysisDate=3/2/2026|TradeDate=3/31/2026|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=90|UseCNNRewardPercentDecimal=0.25 -TotalActivePositions=8 +DayCount=90|AnalysisDate=4/1/2026|TradeDate=4/30/2026|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=90|UseCNNRewardPercentDecimal=0.25 +TotalActivePositions=7 Slot=0|Symbol=AA|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=106|PurchasePrice=56.81|Beta=1.387420018682009|BetaMonths=6|SharpeRatio=0.042662472208832986|RiskAdjustedWeight=0.48724058547004845|RiskAdjustedAllocation=6029.3894834695275|TargetBetaOverBeta=0.7207622684801378|Score=0|CNNPrediction=True Slot=0|Symbol=TGB|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=221|PurchasePrice=7.34|Beta=4.95425362268808|BetaMonths=6|SharpeRatio=0.46338032642242216|RiskAdjustedWeight=0.13644988603322641|RiskAdjustedAllocation=1688.5077565442757|TargetBetaOverBeta=0.20184675153094397|Score=0|CNNPrediction=True Slot=0|Symbol=BORR|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=995|PurchasePrice=4.54|Beta=1.796413035024625|BetaMonths=6|SharpeRatio=-0.09519734734469017|RiskAdjustedWeight=0.37630952849672517|RiskAdjustedAllocation=4656.666093319531|TargetBetaOverBeta=0.5566648540747714|Score=0|CNNPrediction=True Slot=1|Symbol=MU|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=401.9|Beta=8.756289508154461|BetaMonths=6|SharpeRatio=0.5768553339222947|RiskAdjustedWeight=0.11238947278532237|RiskAdjustedAllocation=1666.5819078286147|TargetBetaOverBeta=0.11420362461391106|Score=0|CNNPrediction=True Slot=1|Symbol=CENX|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=52.07|Beta=3.0714630958013056|BetaMonths=6|SharpeRatio=0.36739003481458143|RiskAdjustedWeight=0.32040585567263236|RiskAdjustedAllocation=4751.179883602866|TargetBetaOverBeta=0.3255777356944322|Score=0|CNNPrediction=True Slot=1|Symbol=BVN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=192|PurchasePrice=43.5|Beta=1.7350258394410631|BetaMonths=6|SharpeRatio=0.43968995308254627|RiskAdjustedWeight=0.5672046715420453|RiskAdjustedAllocation=8410.86820856852|TargetBetaOverBeta=0.5763602923182684|Score=0|CNNPrediction=True -Slot=2|Symbol=HL|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=379|PurchasePrice=19.65|Beta=1.7175792348130676|BetaMonths=6|SharpeRatio=0.3839635590786813|RiskAdjustedWeight=0.7866379874631483|RiskAdjustedAllocation=8902.368993487324|TargetBetaOverBeta=0.5822147704928645|Score=0|CNNPrediction=True -Slot=2|Symbol=SPHR|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=94.69|Beta=8.12573531791566|BetaMonths=6|SharpeRatio=0.196920851690333|RiskAdjustedWeight=0.16627579163240833|RiskAdjustedAllocation=1881.7403626407709|TargetBetaOverBeta=0.12306578554130297|Score=0|CNNPrediction=True -TotalPositions=191 +Slot=2|Symbol=SCHF|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=25.12|Beta=0.7380485514244937|BetaMonths=6|SharpeRatio=-0.5214968964612118|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.3549244125876527|Score=0|CNNPrediction=False +TotalPositions=193 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 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 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 @@ -208,3 +207,5 @@ Symbol=RAPT|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=2/18/2026 12:00:00  Symbol=MU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=2/27/2026 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|CurrentPrice=401.9|Score=0|CNNPrediction=True Symbol=TTI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=2/27/2026 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|CurrentPrice=8.8|Score=0|CNNPrediction=True Symbol=NESR|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=2/27/2026 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|CurrentPrice=25.2|Score=0|CNNPrediction=True +Symbol=HL|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=3/31/2026 12:00:00 AM|Shares=379|PurchasePrice=19.65|Beta=1.7175792348130676|BetaMonths=6|SharpeRatio=0.3839635590786813|RiskAdjustedWeight=0.7866379874631483|RiskAdjustedAllocation=8902.368993487324|TargetBetaOverBeta=0.5822147704928645|CurrentPrice=19.14|Score=0|CNNPrediction=True +Symbol=SPHR|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=3/31/2026 12:00:00 AM|Shares=27|PurchasePrice=94.69|Beta=8.12573531791566|BetaMonths=6|SharpeRatio=0.196920851690333|RiskAdjustedWeight=0.16627579163240833|RiskAdjustedAllocation=1881.7403626407709|TargetBetaOverBeta=0.12306578554130297|CurrentPrice=119.21|Score=0|CNNPrediction=True diff --git a/MarketData/MarketData/Models/MG20180131.TXT b/MarketData/MarketData/Models/MG20180131.TXT index 35fb179..d4605f9 100755 --- a/MarketData/MarketData/Models/MG20180131.TXT +++ b/MarketData/MarketData/Models/MG20180131.TXT @@ -1,10 +1,10 @@ SESSIONv1.00 -LastUpdated=3/2/2026 10:12:26 AM -TradeDate=3/31/2026 +LastUpdated=4/1/2026 10:34:03 AM +TradeDate=4/30/2026 StartDate=1/1/2018 -AnalysisDate=3/2/2026 -Cycle=98 -CashBalance=1151.4399999999955 +AnalysisDate=4/1/2026 +Cycle=99 +CashBalance=1165.119999999996 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 @@ -14,10 +14,10 @@ Slot=0|Symbol=MDT|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:0 Slot=1|Symbol=GTX|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=123|PurchasePrice=19.63|CurrentPrice=20.36|Volume=2065018|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-1.5936254980079667|Score=1.7868680040221687|MaxDrawdown=-0.5850763320922852|MaxUpside=0.3610353469848633|Velocity=0.9313087490961675|PE=13.51|Beta=0.63|SharpeRatio=0 Slot=1|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=160.87|CurrentPrice=161.15|Volume=483322|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|MaxDrawdown=-0.33961111307144165|MaxUpside=0.14326703548431396|Velocity=0.6599496221662469|PE=24.3|Beta=0.91|SharpeRatio=0 Slot=1|Symbol=TARS|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=73.61|CurrentPrice=75.52|Volume=410748|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=-4.7808764940239|Score=0.769641209159601|MaxDrawdown=-0.529511570930481|MaxUpside=0.4667696952819824|Velocity=0.8326180257510729|PE=0|Beta=0.71|SharpeRatio=0 -Slot=2|Symbol=RKLB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=35|PurchasePrice=70.63|CurrentPrice=69.76|Volume=17495818|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.561752988047807|Score=2.342855601193059|MaxDrawdown=-0.8455319404602051|MaxUpside=0.9285277128219604|Velocity=0.9005533596837946|PE=0|Beta=2.96|SharpeRatio=0 -Slot=2|Symbol=TPB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=109|CurrentPrice=108.4|Volume=132784|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-15.936254980079688|Score=1.44361960940429|MaxDrawdown=-0.5470616817474365|MaxUpside=0.28993213176727295|Velocity=0.9473953885567892|PE=37.1|Beta=1.04|SharpeRatio=0 -Slot=2|Symbol=DHC|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=508|PurchasePrice=4.86|CurrentPrice=4.85|Volume=583294|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-1.992031872509969|Score=1.3274215253098938|MaxDrawdown=-0.5565217733383179|MaxUpside=0.7549020051956177|Velocity=0.8673139158576055|PE=0.37|Beta=2.29|SharpeRatio=0 -TotalPositions=258 +Slot=2|Symbol=TEN|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=39.38|CurrentPrice=39.46|Volume=468483|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-0.3984063745019881|Score=1.370168608106104|MaxDrawdown=-0.49171876907348633|MaxUpside=0.39826202392578125|Velocity=0.9683346364347147|PE=7.58|Beta=0|SharpeRatio=0 +Slot=2|Symbol=NYT|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=83.55|CurrentPrice=83.73|Volume=1771479|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-13.545816733067738|Score=1.1825972924224726|MaxDrawdown=-0.38112127780914307|MaxUpside=0.23187124729156494|Velocity=0.9759277833500504|PE=37.88|Beta=0.52|SharpeRatio=0 +Slot=2|Symbol=LINC|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=62|PurchasePrice=40.8|CurrentPrice=40.68|Volume=530802|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=-11.553784860557762|Score=0.7728950970097005|MaxDrawdown=-0.47605228424072266|MaxUpside=0.3764045238494873|Velocity=0.9751879699248122|PE=58.92|Beta=0.77|SharpeRatio=0 +TotalPositions=261 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 @@ -276,3 +276,6 @@ Symbol=WOR|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 12:00:00 A Symbol=TRVI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=2/27/2026 12:00:00 AM|Shares=188|PurchasePrice=13.07|CurrentPrice=11.75|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 Symbol=DRD|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=2/27/2026 12:00:00 AM|Shares=82|PurchasePrice=30.6|CurrentPrice=38.48|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 Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=2/27/2026 12:00:00 AM|Shares=30|PurchasePrice=82.45|CurrentPrice=91.99|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 +Symbol=RKLB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=3/31/2026 12:00:00 AM|Shares=35|PurchasePrice=70.63|CurrentPrice=65.4|Volume=17495818|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.561752988047807|Score=2.342855601193059|MaxDrawdown=-0.8455319404602051|MaxUpside=0.9285277128219604|Velocity=0.9005533596837946|PE=0|Beta=2.96|SharpeRatio=0 +Symbol=TPB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=3/31/2026 12:00:00 AM|Shares=22|PurchasePrice=109|CurrentPrice=85.11|Volume=132784|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-15.936254980079688|Score=1.44361960940429|MaxDrawdown=-0.5470616817474365|MaxUpside=0.28993213176727295|Velocity=0.9473953885567892|PE=37.1|Beta=1.04|SharpeRatio=0 +Symbol=DHC|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=3/31/2026 12:00:00 AM|Shares=508|PurchasePrice=4.86|CurrentPrice=6.71|Volume=583294|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-1.992031872509969|Score=1.3274215253098938|MaxDrawdown=-0.5565217733383179|MaxUpside=0.7549020051956177|Velocity=0.8673139158576055|PE=0.37|Beta=2.29|SharpeRatio=0 diff --git a/MarketData/MarketData/Models/MGSH20250331.TXT b/MarketData/MarketData/Models/MGSH20250331.TXT index a664d03..eb477c3 100644 --- a/MarketData/MarketData/Models/MGSH20250331.TXT +++ b/MarketData/MarketData/Models/MGSH20250331.TXT @@ -1,18 +1,20 @@ MGSHSESSIONv2.00 -LastUpdated=3/30/2026 9:18:03 PM -TradeDate=3/31/2026 +LastUpdated=4/1/2026 10:10:56 AM +TradeDate=4/1/2026 StartDate=3/31/2025 -AnalysisDate=3/30/2026 -Cycle=12 -CashBalance=5326.200000000001 +AnalysisDate=3/31/2026 +Cycle=13 +CashBalance=1883.4900000000005 NonTradeableCash=0 HedgeCashBalance=3000 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=4 -Slot=1|Symbol=MDT|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=102.85|CurrentPrice=85.74|Volume=6046285|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=0.518428403011861|Velocity=0.8652931854199681|PE=26.67|Beta=0.37428296833055014|InitialStopLimit=82.28|TrailingStopLimit=82.28|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=20.592|Comment=Price changed on 2/2/2026 from $102.96 to $102.85 -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=94.99|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=85.48514305591583|LastStopAdjustment=3/2/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment= -Slot=2|Symbol=NWN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=53|CurrentPrice=53.62|Volume=468654|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=0.6615960312468072|Velocity=1.0000000000000002|PE=20.04|Beta=-0.020855636842840336|InitialStopLimit=42.4|TrailingStopLimit=42.4|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.608|Comment=Price changed on 3/2/2026 from $53.04 to $53.00 -Slot=2|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=160.87|CurrentPrice=142.89|Volume=483322|Return1D=0|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|Velocity=0.6599496221662469|PE=24.3|Beta=0.32621889255450337|InitialStopLimit=128.7|TrailingStopLimit=128.7|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=32.230000000000004|Comment=Price changed on 3/2/2026 from $161.15 to $160.87 +TotalActivePositions=6 +Slot=1|Symbol=MDT|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=102.85|CurrentPrice=86.65|Volume=6046285|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=0.518428403011861|Velocity=0.8652931854199681|PE=26.67|Beta=0.37428296833055014|InitialStopLimit=82.28|TrailingStopLimit=82.28|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=20.592|Comment=Price changed on 2/2/2026 from $102.96 to $102.85 +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=93.96|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=85.48514305591583|LastStopAdjustment=3/2/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment= +Slot=2|Symbol=NWN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=53|CurrentPrice=53.22|Volume=468654|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=0.6615960312468072|Velocity=1.0000000000000002|PE=20.04|Beta=-0.020855636842840336|InitialStopLimit=42.4|TrailingStopLimit=42.4|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.608|Comment=Price changed on 3/2/2026 from $53.04 to $53.00 +Slot=2|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=160.87|CurrentPrice=145.29|Volume=483322|Return1D=0|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|Velocity=0.6599496221662469|PE=24.3|Beta=0.32621889255450337|InitialStopLimit=128.7|TrailingStopLimit=128.7|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=32.230000000000004|Comment=Price changed on 3/2/2026 from $161.15 to $160.87 +Slot=0|Symbol=NYT|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=21|PurchasePrice=83.55|CurrentPrice=83.73|Volume=1771479|Return1D=0|CumReturn252=0|IDIndicator=-13.545816733067738|Score=1.1825972924224726|Velocity=0.9759277833500504|PE=37.88|Beta=0.26107650690592754|InitialStopLimit=66.84|TrailingStopLimit=66.84|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.746000000000002|Comment=Price changed on 4/1/2026 from $83.73 to $83.55 +Slot=0|Symbol=PTGX|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=105.51|CurrentPrice=105.4|Volume=781528|Return1D=0|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.1434347022647025|Velocity=0.9681908548707753|PE=128.65|Beta=0.6968595191825934|InitialStopLimit=84.41|TrailingStopLimit=84.41|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.080000000000002|Comment=Price changed on 4/1/2026 from $105.40 to $105.51 TotalPositions=22 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. diff --git a/MarketData/MarketData/Services/MainService.cs b/MarketData/MarketData/Services/MainService.cs index 87be6e8..6c97d62 100755 --- a/MarketData/MarketData/Services/MainService.cs +++ b/MarketData/MarketData/Services/MainService.cs @@ -42,7 +42,8 @@ namespace MarketData.Services MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEFUNDAMENTALS"); MDTrace.WriteLine(LogLevel.DEBUG,"UPDATEHISTORICAL"); MDTrace.WriteLine(LogLevel.DEBUG,"LOADALLPRICESSYMBOL /SYMBOL: Loads all available prices from Yahoo for symbol "); - MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESYMBOLDATE /SYMBOL: /DATE: {optional} - reloads all prices from Yahoo for specified SYMBOL for DATE"); + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESYMBOLDATE /SYMBOL: /DATE: - reloads price from Yahoo for specified SYMBOL for DATE"); + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATEBETWEEN /SYMBOL: /STARTDATE: /ENDDATE: - reloads prices from Yahoo for specified SYMBOL for DATERANGE"); MDTrace.WriteLine(LogLevel.DEBUG,"CALCSTICKER /WAITFORCOMPLETION:{argument1,argument2,...} For example CALCSTICKER /WAITFORCOMPLETION:UPDATEFINANCIALSTATEMENTS,UPDATEFUNDAMENTALS,UPDATEHISTORICAL"); MDTrace.WriteLine(LogLevel.DEBUG,"MGSHSESSION /SESSIONFILE:"); MDTrace.WriteLine(LogLevel.DEBUG,"MGSHRUNBACKTEST /USEHEDGING: /HEDGEINITIALCASH: /USESTOPLIMITS: /KEEPSLOTPOSITIONS: /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE: "); @@ -105,6 +106,7 @@ namespace MarketData.Services tasks.Add("UPDATEPRICESBARCHARTSWEEP", TaskUpdatePricesBarChartSweep); tasks.Add("LOADALLPRICESSYMBOL", TaskLoadAllPricesSymbol); tasks.Add("LOADPRICESYMBOLDATE",TaskLoadPriceSymbolDate); + tasks.Add("LOADPRICESSYMBOLDATEBETWEEN",TaskLoadPriceSymbolDateBetween); tasks.Add("ECHO",TaskEcho); GlobalConfig.Instance.Configuration = configuration; // This call sets up configuration stuff so it needs to be first. @@ -488,7 +490,7 @@ namespace MarketData.Services String symbol = commandArgs.Coalesce("SYMBOL").Trim().ToUpper(); if(String.IsNullOrEmpty(symbol)) { - MDTrace.WriteLine(LogLevel.DEBUG,"LOADALLPRICESSYMBOLDATE Invalid arguments, please try again."); + MDTrace.WriteLine(LogLevel.DEBUG,"LOADALLPRICESSYMBOL Invalid arguments, please try again."); return; } DateTime startDate =Constants.MIN_PRICING_DATE; @@ -531,19 +533,19 @@ namespace MarketData.Services } if(!commandArgs.Has("SYMBOL")) { - MDTrace.WriteLine(LogLevel.DEBUG,"LOADALLPRICESSYMBOLDATE REQUIRES SYMBOL"); + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATE REQUIRES SYMBOL"); return; } if(!commandArgs.Has("DATE")) { - MDTrace.WriteLine(LogLevel.DEBUG,"LOADALLPRICESSYMBOLDATE REQUIRES DATE"); + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATE REQUIRES DATE"); return; } String symbol = commandArgs.Coalesce("SYMBOL").Trim().ToUpper(); DateTime startDate = commandArgs.Coalesce("DATE"); if(String.IsNullOrEmpty(symbol) || Utility.IsEpoch(startDate)) { - MDTrace.WriteLine(LogLevel.DEBUG,"LOADALLPRICESSYMBOLDATE Invalid arguments, please try again."); + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATE Invalid arguments, please try again."); return; } @@ -563,6 +565,65 @@ namespace MarketData.Services await Task.CompletedTask; } + /// + /// TaskLoadAllPricesSymbolDateBetween - Load price from Yahoo for SYMBOL and date range + /// + /// + /// + public async Task TaskLoadPriceSymbolDateBetween(CommandArgs commandArgs) + { + MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,String.Format("Loading/Deleting prices can change the pricing of positions... please confirm Y/N:?")); + String result=Console.ReadLine(); + if(null==result || !(result.ToUpper().Equals("Y") || result.ToUpper().Equals("YES"))) + { + return; + } + if(!commandArgs.Has("SYMBOL")) + { + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATEBETWEEN REQUIRES SYMBOL"); + return; + } + if(!commandArgs.Has("STARTDATE")) + { + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATEBETWEEN REQUIRES STARTDATE"); + return; + } + if(!commandArgs.Has("ENDDATE")) + { + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATEBETWEEN REQUIRES ENDDATE"); + return; + } + String symbol = commandArgs.Coalesce("SYMBOL").Trim().ToUpper(); + DateTime startDate = commandArgs.Coalesce("STARTDATE"); + DateTime endDate = commandArgs.Coalesce("ENDDATE"); + if(String.IsNullOrEmpty(symbol) || Utility.IsEpoch(startDate) || Utility.IsEpoch(endDate)) + { + MDTrace.WriteLine(LogLevel.DEBUG,"LOADPRICESSYMBOLDATEBETWEEN Invalid arguments, please try again."); + return; + } + + Prices prices=MarketDataHelper.GetDailyPrices(symbol,startDate,endDate); // use the Yahoo JSON bulk feed + if (null == prices || 0==prices.Count) + { + MDTrace.WriteLine(LogLevel.DEBUG,"No prices for '" + symbol + "'"); + return; + } + for (int secIndex = 0; secIndex < prices.Count; secIndex++) + { + MDTrace.WriteLine(LogLevel.DEBUG,prices[secIndex].ToString()); + } + MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,String.Format("Any existing pricing may be overwritten by these changes. please confirm Y/N:?")); + result=Console.ReadLine(); + if(null==result || !(result.ToUpper().Equals("Y") || result.ToUpper().Equals("YES"))) + { + return; + } + MDTrace.WriteLine(LogLevel.DEBUG,"Inserting...."); + PricingDA.InsertPrices(prices); + MDTrace.WriteLine(LogLevel.DEBUG,"Done."); + await Task.CompletedTask; + } + // ********************************************************************************************************************************************************* // ******************************************************************* E N D T A S K S ******************************************************************** // *********************************************************************************************************************************************************