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Sean
2026-02-18 21:38:52 -05:00
parent fa6d1715ab d188d5298a
commit 2d6d29f57c
3 changed files with 26 additions and 24 deletions
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14
MarketData/MarketData/Models/CM20191031.TXT
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@@ -1,23 +1,22 @@
CMSESSIONv1.00
LastUpdated=2/2/2026 10:41:34 AM
LastUpdated=2/18/2026 9:55:24 AM
TradeDate=2/27/2026
StartDate=10/31/2019
AnalysisDate=2/2/2026
AnalysisDate=2/18/2026
Cycle=76
CashBalance=1871.4500000000003
CashBalance=4068.42
NonTradeableCash=13400.66
DayCount=90|AnalysisDate=2/2/2026|TradeDate=2/27/2026|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=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=9
DayCount=90|AnalysisDate=2/18/2026|TradeDate=2/27/2026|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=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=8
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=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
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
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
Slot=2|Symbol=RAPT|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=38|PurchasePrice=33.93|Beta=28.694447051161493|BetaMonths=6|SharpeRatio=0.3537025569148859|RiskAdjustedWeight=0.04708622090444344|RiskAdjustedAllocation=532.8739772052379|TargetBetaOverBeta=0.034849948431382026|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=187
TotalPositions=188
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
@@ -205,3 +204,4 @@ Symbol=BIL|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 A
Symbol=UEC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 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|CurrentPrice=17.41|Score=0|CNNPrediction=True
Symbol=BTU|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 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|CurrentPrice=34.75|Score=0|CNNPrediction=True
Symbol=WDC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 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|CurrentPrice=243.52|Score=0|CNNPrediction=True
Symbol=RAPT|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=2/18/2026 12:00:00 AM|Shares=38|PurchasePrice=33.93|Beta=28.694447051161493|BetaMonths=6|SharpeRatio=0.3537025569148859|RiskAdjustedWeight=0.04708622090444344|RiskAdjustedAllocation=532.8739772052379|TargetBetaOverBeta=0.034849948431382026|CurrentPrice=57.815|Score=0|CNNPrediction=True

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MarketData/MarketData/Models/CMT20200817.TXT
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@@ -1,15 +1,15 @@
CMTSESSIONv1.00
LastUpdated=2/17/2026 7:52:02 PM
TradeDate=2/17/2026
LastUpdated=2/18/2026 9:28:26 PM
TradeDate=2/18/2026
StartDate=1/1/0001
AnalysisDate=2/17/2026
AnalysisDate=2/18/2026
CashBalance=4287.320000000001
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/17/2026|BetaMonths=6|TradeDate=2/17/2026|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=2/18/2026|BetaMonths=6|TradeDate=2/18/2026|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=2
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=252.55|Exposure=2208.91|MarketValue=2778.05|GainLoss=569.1400000000003|GainLossPcnt=0.25765649121059725|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=197.5638579940796|TotalRiskExposure=264.3696|RMultiple=2.15R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=61.27|Exposure=1772.4299999999998|MarketValue=2512.07|GainLoss=739.6400000000003|GainLossPcnt=0.4173027989821885|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=50.768357028961184|TotalRiskExposure=213.9708|RMultiple=3.46R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=249.35|Exposure=2208.91|MarketValue=2742.85|GainLoss=533.94|GainLossPcnt=0.2417210298291918|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=197.5638579940796|TotalRiskExposure=264.3696|RMultiple=2.02R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=62.27|Exposure=1772.4299999999998|MarketValue=2553.07|GainLoss=780.6400000000003|GainLossPcnt=0.440434883182975|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=50.768357028961184|TotalRiskExposure=213.9708|RMultiple=3.65R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
TotalPositions=133
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.
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.
@@ -144,7 +144,7 @@ Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 
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.
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=2/5/2026 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.74|Exposure=1373.7599999999998|MarketValue=1690.56|GainLoss=316.8000000000002|GainLossPcnt=0.23060796645702322|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=12.033928567171097|TotalRiskExposure=165.1968|RMultiple=1.92R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Manual close.
TotalCandidates=126
TotalCandidates=128
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=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=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
@@ -271,6 +271,8 @@ Symbol=PAHC|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.30000001192092896|Pr
Symbol=BWA|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.29500001668930054|ProfitMarginSlope=1.4363212585449219|PriceSlope=0.002648780876359213|Volatility=6.970559120178223|Volume=0|Violation=False|Slope=0.002648780876359213|Score=1.7326697116175749|AnnualizedReturn=1.9493437565696405|SharpeRatio=0.029476019775566582|RSquared=0.8888476985027217|BetaMonths=6|Beta=0.7497873979295515
Symbol=HWM|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.07500004768371582|ProfitMarginSlope=0.6794586181640625|PriceSlope=0.002265679342377011|Volatility=15.806267738342285|Volume=0|Violation=False|Slope=0.002265679342377011|Score=1.4947147998150614|AnnualizedReturn=1.7699498171285188|SharpeRatio=0.10487460492963083|RSquared=0.8444955813719139|BetaMonths=6|Beta=1.4716901369433995
Symbol=TIMB|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.06999999284744263|ProfitMarginSlope=1.2060260772705078|PriceSlope=0.0019948243258710763|Volatility=1.3068898916244507|Volume=0|Violation=False|Slope=0.0019948243258710763|Score=1.3650302207412695|AnnualizedReturn=1.6531717742713758|SharpeRatio=0.14778125742102408|RSquared=0.8257038028264772|BetaMonths=6|Beta=3.1916538202947504
Symbol=MSGE|AnalysisDate=2/18/2026 12:00:00 AM|EPSSlope=0.1900000274181366|ProfitMarginSlope=9.966192245483398|PriceSlope=0.0025783808951081117|Volatility=1.4681134223937988|Volume=0|Violation=False|Slope=0.0025783808951081117|Score=1.7209890639013328|AnnualizedReturn=1.9150658061504677|SharpeRatio=0.13897880899379728|RSquared=0.898657925160674|BetaMonths=6|Beta=1.3487544551301154
Symbol=CRUS|AnalysisDate=2/18/2026 12:00:00 AM|EPSSlope=0.27500009536743164|ProfitMarginSlope=0.25798797607421875|PriceSlope=0.0013830243459378548|Volatility=6.741661548614502|Volume=0|Violation=False|Slope=0.0013830243459378548|Score=0.9927614486418501|AnnualizedReturn=1.4169719074993734|SharpeRatio=-0.16032523040051433|RSquared=0.7006218284128467|BetaMonths=6|Beta=4.371581935736547
TotalStopLimits=211
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=

20
MarketData/MarketData/Models/MGSH20250331.TXT
View File

@@ -1,21 +1,21 @@
MGSHSESSIONv2.00
LastUpdated=2/17/2026 7:50:55 PM
TradeDate=2/18/2026
LastUpdated=2/18/2026 9:27:29 PM
TradeDate=2/19/2026
StartDate=3/31/2025
AnalysisDate=2/17/2026
AnalysisDate=2/18/2026
Cycle=11
CashBalance=2932.3900000000003
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=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=97.11|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=90.42228611946106|LastStopAdjustment=2/17/2026 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=225.58|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=198.93721462249755|LastStopAdjustment=1/30/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
Slot=0|Symbol=TPB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=109|CurrentPrice=132.62|Volume=132784|Return1D=0|CumReturn252=0|IDIndicator=-15.936254980079688|Score=1.44361960940429|Velocity=0.9473953885567892|PE=37.1|Beta=1.2505477512509486|InitialStopLimit=87.2|TrailingStopLimit=106.55778562545777|LastStopAdjustment=1/30/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.680000000000003|Comment=Price changed on 1/2/2026 from $108.40 to $109.00
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=80.75|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=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=96.41|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=1|Symbol=ALHC|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=22.45|CurrentPrice=20.59|Volume=2524769|Return1D=0|CumReturn252=0|IDIndicator=-8.366533864541836|Score=0.34132758522688106|Velocity=0.908249807247494|PE=0|Beta=-0.01980437364536009|InitialStopLimit=17.96|TrailingStopLimit=17.96|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.506|Comment=Price changed on 2/2/2026 from $22.53 to $22.45
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=87.17|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=77.9947861814499|LastStopAdjustment=1/30/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
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=96.59|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=90.42228611946106|LastStopAdjustment=2/17/2026 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=224.99|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=198.93721462249755|LastStopAdjustment=1/30/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
Slot=0|Symbol=TPB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=109|CurrentPrice=132.61|Volume=132784|Return1D=0|CumReturn252=0|IDIndicator=-15.936254980079688|Score=1.44361960940429|Velocity=0.9473953885567892|PE=37.1|Beta=1.2505477512509486|InitialStopLimit=87.2|TrailingStopLimit=106.55778562545777|LastStopAdjustment=1/30/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.680000000000003|Comment=Price changed on 1/2/2026 from $108.40 to $109.00
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=79.68|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=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=98.49|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=1|Symbol=ALHC|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=22.45|CurrentPrice=20.51|Volume=2524769|Return1D=0|CumReturn252=0|IDIndicator=-8.366533864541836|Score=0.34132758522688106|Velocity=0.908249807247494|PE=0|Beta=-0.01980437364536009|InitialStopLimit=17.96|TrailingStopLimit=17.96|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.506|Comment=Price changed on 2/2/2026 from $22.53 to $22.45
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=86.26|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=77.9947861814499|LastStopAdjustment=1/30/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
TotalPositions=17
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.