diff --git a/MarketData/MarketData/Models/CMT20200817.TXT b/MarketData/MarketData/Models/CMT20200817.TXT index e458595..1491f6a 100755 --- a/MarketData/MarketData/Models/CMT20200817.TXT +++ b/MarketData/MarketData/Models/CMT20200817.TXT @@ -1,11 +1,11 @@ CMTSESSIONv1.00 -LastUpdated=10/8/2025 10:45:45 PM -TradeDate=10/8/2025 +LastUpdated=10/9/2025 10:02:14 PM +TradeDate=10/9/2025 StartDate=1/1/0001 -AnalysisDate=10/8/2025 +AnalysisDate=10/9/2025 CashBalance=9361.48 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/8/2025|BetaMonths=6|TradeDate=10/8/2025|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=10/9/2025|BetaMonths=6|TradeDate=10/9/2025|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 @@ -137,7 +137,7 @@ Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/11/2025 12:00:00 A Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=7/25/2025 12:00:00 AM|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 12:00:00 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 12:00:00 AM|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=95 +TotalCandidates=94 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 @@ -151,7 +151,6 @@ Symbol=KGC|AnalysisDate=4/16/2025 12:00:00 AM|EPSSlope=0.0849999785423279|Prof Symbol=HCI|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.775000095367432|ProfitMarginSlope=17.5993537902832|PriceSlope=0.0020990923213118|Volatility=8.70686626434326|Volume=0|Violation=False|Slope=0.0020990923213118|Score=1.46769266658398|AnnualizedReturn=1.69718545611832|SharpeRatio=-0.217865338320187|RSquared=0.864780369931272|BetaMonths=6|Beta=0.745294393652595 Symbol=PM|AnalysisDate=5/27/2025 12:00:00 AM|EPSSlope=0.17499995231628418|ProfitMarginSlope=0.6388053894042969|PriceSlope=0.002014840474477233|Volatility=4.831937313079834|Volume=0|Violation=False|Slope=0.002014840474477233|Score=1.4560043761899937|AnnualizedReturn=1.6615315534402515|SharpeRatio=0.10344572495550634|RSquared=0.8763025734752328|BetaMonths=6|Beta=0.029464903016831367 Symbol=ESE|AnalysisDate=6/9/2025 12:00:00 AM|EPSSlope=0.14999985694885254|ProfitMarginSlope=0.5152339935302734|PriceSlope=0.001994637718986926|Volatility=2.0394911766052246|Volume=0|Violation=False|Slope=0.001994637718986926|Score=1.4258405207429883|AnnualizedReturn=1.653094035804335|SharpeRatio=0.038099277219323976|RSquared=0.8625283800320691|BetaMonths=6|Beta=1.300099115952339 -Symbol=AEM|AnalysisDate=4/11/2025 12:00:00 AM|EPSSlope=0.889999985694885|ProfitMarginSlope=2.31843376159668|PriceSlope=0.0019226769301615|Volatility=4.71370840072632|Volume=0|Violation=False|Slope=0.0019226769301615|Score=1.41601340670688|AnnualizedReturn=1.62338680352554|SharpeRatio=0.105580541916601|RSquared=0.872258788621227|BetaMonths=6|Beta=0.158127571442842 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=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 diff --git a/MarketData/MarketData/Models/MGSH20250331.TXT b/MarketData/MarketData/Models/MGSH20250331.TXT index 97fe27b..4d5b96b 100644 --- a/MarketData/MarketData/Models/MGSH20250331.TXT +++ b/MarketData/MarketData/Models/MGSH20250331.TXT @@ -1,21 +1,21 @@ MGSHSESSIONv2.00 -LastUpdated=10/8/2025 10:44:55 PM -TradeDate=10/9/2025 +LastUpdated=10/9/2025 10:01:30 PM +TradeDate=10/10/2025 StartDate=3/31/2025 -AnalysisDate=10/8/2025 +AnalysisDate=10/9/2025 Cycle=7 CashBalance=2519.5200000000004 NonTradeableCash=0 HedgeCashBalance=21.700000000000117 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=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=76|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=60.97|LastStopAdjustment=1/1/0001 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=157.77|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=124.65|LastStopAdjustment=1/1/0001 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=14.21|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=18.27|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=17.374642776846887|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00 -Slot=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=29.56|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=28.669285728931428|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81 -Slot=2|Symbol=TRP|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=51.58|CurrentPrice=54.2|Volume=2957055|Return1D=0|CumReturn252=0|IDIndicator=-12.350597609561746|Score=0.5939384368581369|Velocity=1|PE=17.47|Beta=0.4747609944898044|InitialStopLimit=41.26|TrailingStopLimit=50.53550002336502|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.412|Comment=Price changed on 9/2/2025 from $52.06 to $51.58 -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=55.27|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=47.5|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38 +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=75.27|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=60.97|LastStopAdjustment=1/1/0001 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=157.21|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=124.65|LastStopAdjustment=1/1/0001 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=13.89|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=18.21|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=17.374642776846887|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00 +Slot=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=29.17|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=28.669285728931428|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81 +Slot=2|Symbol=TRP|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=51.58|CurrentPrice=52.7|Volume=2957055|Return1D=0|CumReturn252=0|IDIndicator=-12.350597609561746|Score=0.5939384368581369|Velocity=1|PE=17.47|Beta=0.4747609944898044|InitialStopLimit=41.26|TrailingStopLimit=50.53550002336502|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.412|Comment=Price changed on 9/2/2025 from $52.06 to $51.58 +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=55.31|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=47.5|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38 TotalPositions=10 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. @@ -50,5 +50,5 @@ Symbol=TSCDY|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=16.64578581273555 Symbol=DBX|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=27.044071531295778|NewStop=28.669285728931428|CurrentPriceLow=30.64|CurrentPriceClose=30.65|PriceTrendIndicatorSlope=0.11666912585496902|StopLimitId=DBX20250530120000AM Symbol=TRP|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=41.26|NewStop=50.53550002336502|CurrentPriceLow=52.66|CurrentPriceClose=53.46|PriceTrendIndicatorSlope=0.10290981829166412|StopLimitId=TRP20250829120000AM TotalHedgePositions=1 -Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.63|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=33.11|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63 +Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.75|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=33.11|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63 TotalPricingExceptions=0