Daily
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CMTSESSIONv1.00
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LastUpdated=7/1/2025 8:00:53 PM
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TradeDate=7/1/2025
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LastUpdated=7/2/2025 8:05:29 PM
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TradeDate=7/2/2025
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StartDate=1/1/0001
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AnalysisDate=7/1/2025
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AnalysisDate=7/2/2025
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CashBalance=2394.85
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NonTradeableCash=6456.42
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=7/1/2025|BetaMonths=6|TradeDate=7/1/2025|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=7/2/2025|BetaMonths=6|TradeDate=7/2/2025|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=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=722.35|Exposure=3245|MarketValue=3611.75|GainLoss=366.75|GainLossPcnt=0.11302003081664098|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.952308395550815|InitialStopLimit=571.12|TrailingStopLimit=578.5980075836181|TotalRiskExposure=393.78|RMultiple=0.93R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=6/3/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $656.30 to $649.00
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Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=215.25|CurrentPrice=231.29|Exposure=2367.75|MarketValue=2544.19|GainLoss=176.44000000000005|GainLossPcnt=0.07451800232288039|PositionRiskDecimal=0.12|R=26.0436|C=304.705|P=11.699803406595093|InitialStopLimit=189.42|TrailingStopLimit=221.25771627426147|TotalRiskExposure=286.4796|RMultiple=0.62R|Volatility=9.23863506317139|Volume=0|LastStopAdjustment=6/4/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $217.03 to $215.25
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Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=271.75|Exposure=1368|MarketValue=1630.5|GainLoss=262.5|GainLossPcnt=0.19188596491228072|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=247.7282170295715|TotalRiskExposure=166.9536|RMultiple=1.57R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=6/27/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $231.88 to $228.00
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Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=709.5|Exposure=3245|MarketValue=3547.5|GainLoss=302.5|GainLossPcnt=0.09322033898305085|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.952308395550815|InitialStopLimit=571.12|TrailingStopLimit=578.5980075836181|TotalRiskExposure=393.78|RMultiple=0.77R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=6/3/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $656.30 to $649.00
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Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=215.25|CurrentPrice=227.74|Exposure=2367.75|MarketValue=2505.1400000000003|GainLoss=137.39000000000033|GainLossPcnt=0.058025551684088406|PositionRiskDecimal=0.12|R=26.0436|C=304.705|P=11.699803406595093|InitialStopLimit=189.42|TrailingStopLimit=221.25771627426147|TotalRiskExposure=286.4796|RMultiple=0.48R|Volatility=9.23863506317139|Volume=0|LastStopAdjustment=6/4/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $217.03 to $215.25
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Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=275.05|Exposure=1368|MarketValue=1650.3000000000002|GainLoss=282.3000000000002|GainLossPcnt=0.20635964912280716|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=247.7282170295715|TotalRiskExposure=166.9536|RMultiple=1.69R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=6/27/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $231.88 to $228.00
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TotalPositions=124
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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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@@ -136,7 +136,7 @@ Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=3/4/2025 12:00:00 AM|S
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Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=4/3/2025 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=133.24|Exposure=1076.18|MarketValue=932.6800000000001|GainLoss=-143.5|GainLossPcnt=-0.13334200598412904|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-1.11R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
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Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=189.59|Exposure=1024.5|MarketValue=947.95|GainLoss=-76.54999999999995|GainLossPcnt=-0.0747193753050268|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.422357233741254|InitialStopLimit=180.31|TrailingStopLimit=195.563070678711|TotalRiskExposure=122.63400000000001|RMultiple=-0.62R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=3/17/2025 12:00:00 AM|Comment=Manual close.
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Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=34.65|Exposure=3203.76|MarketValue=2910.6|GainLoss=-293.1600000000003|GainLossPcnt=-0.09150498164656537|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.74939061547836|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.96320000000003|RMultiple=-0.76R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Manual close.
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TotalCandidates=48
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TotalCandidates=46
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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
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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
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Symbol=SFM|AnalysisDate=4/23/2025 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=0.0641002655029297|PriceSlope=0.00360615256358645|Volatility=6.23221302032471|Volume=0|Violation=False|Slope=0.00360615256358645|Score=2.22037511737051|AnnualizedReturn=2.48122017696957|SharpeRatio=0.344471769797401|RSquared=0.894872264049683|BetaMonths=6|Beta=3.3634006102018
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@@ -152,7 +152,6 @@ Symbol=PLMR|AnalysisDate=4/2/2025 12:00:00 AM|EPSSlope=0.130000114440918|Profi
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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
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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
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Symbol=NGD|AnalysisDate=3/31/2025 12:00:00 AM|EPSSlope=0.0499999970197678|ProfitMarginSlope=10.4842023849487|PriceSlope=0.00232738138187281|Volatility=0.19767764210701|Volume=0|Violation=False|Slope=0.00232738138187281|Score=1.38801517603269|AnnualizedReturn=1.7976856870603|SharpeRatio=0.176636628257535|RSquared=0.77211226969408|BetaMonths=6|Beta=1.38599232316458
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Symbol=DXPE|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.170000076293945|ProfitMarginSlope=0.436066627502441|PriceSlope=0.00273843886927161|Volatility=1.92338371276855|Volume=0|Violation=False|Slope=0.00273843886927161|Score=1.36318663523894|AnnualizedReturn=1.99388818662756|SharpeRatio=0.252822200526356|RSquared=0.683682587810815|BetaMonths=6|Beta=4.56939298218947
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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
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Symbol=GILD|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=0.140000000596046|ProfitMarginSlope=1.17559432983398|PriceSlope=0.00184615920255908|Volatility=6.17145919799805|Volume=0|Violation=False|Slope=0.00184615920255908|Score=1.29889173876397|AnnualizedReturn=1.59238376859162|SharpeRatio=-0.332329823332815|RSquared=0.815690139766223|BetaMonths=6|Beta=0.441234377834799
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Symbol=FFIV|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=0.641941070556641|PriceSlope=0.00207132422591469|Volatility=10.3247270584106|Volume=0|Violation=False|Slope=0.00207132422591469|Score=1.27098761207093|AnnualizedReturn=1.68535075429952|SharpeRatio=-0.018005180488292|RSquared=0.754138335197285|BetaMonths=6|Beta=0.648138503836924
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@@ -160,7 +159,6 @@ Symbol=CHEF|AnalysisDate=1/15/2025 12:00:00 AM|EPSSlope=0.0850000083446503|Pro
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Symbol=DASH|AnalysisDate=2/19/2025 12:00:00 AM|EPSSlope=0.360000014305115|ProfitMarginSlope=1.07436752319336|PriceSlope=0.00199671707748532|Volatility=9.18694686889648|Volume=0|Violation=False|Slope=0.00199671707748532|Score=0.982941652764388|AnnualizedReturn=1.65396048132577|SharpeRatio=0.102027056926275|RSquared=0.594295730679425|BetaMonths=6|Beta=2.14568923530456
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Symbol=YMM|AnalysisDate=2/10/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=0.229143142700195|PriceSlope=0.0018029882430729|Volatility=0.436734020709991|Volume=0|Violation=False|Slope=0.0018029882430729|Score=0.958505124860841|AnnualizedReturn=1.57515398736561|SharpeRatio=0.075391013791245|RSquared=0.608515188069902|BetaMonths=6|Beta=2.01977136967525
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Symbol=ICL|AnalysisDate=5/6/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.498262405395508|PriceSlope=0.00169772416676094|Volatility=0.186816707253456|Volume=0|Violation=False|Slope=0.00169772416676094|Score=0.889691843928056|AnnualizedReturn=1.53391990746963|SharpeRatio=-0.0765494161412745|RSquared=0.580011928651281|BetaMonths=6|Beta=1.32550016566106
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Symbol=GDYN|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=1.38591957092285|PriceSlope=0.00182115536676012|Volatility=1.21755516529083|Volume=0|Violation=False|Slope=0.00182115536676012|Score=0.634186508550066|AnnualizedReturn=1.58238175588329|SharpeRatio=0.0582727535453944|RSquared=0.400779714624593|BetaMonths=6|Beta=0.688236357556022
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Symbol=FINMY|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.26086616516113|PriceSlope=0.000927945831124419|Volatility=0.804262280464172|Volume=0|Violation=False|Slope=0.000927945831124419|Score=0.603127428955689|AnnualizedReturn=1.26344529365249|SharpeRatio=0.116679338102526|RSquared=0.477367268678576|BetaMonths=6|Beta=1.26022875036336
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Symbol=AU|AnalysisDate=4/21/2025 12:00:00 AM|EPSSlope=1.125|ProfitMarginSlope=8.06171703338623|PriceSlope=0.001274421203666|Volatility=4.25166273117065|Volume=0|Violation=False|Slope=0.001274421203666|Score=0.569136606971912|AnnualizedReturn=1.37871808470351|SharpeRatio=0.0617424647385181|RSquared=0.412801292219435|BetaMonths=6|Beta=0.0104350850906374
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Symbol=JBSAY|AnalysisDate=4/22/2025 12:00:00 AM|EPSSlope=0.0249999761581421|ProfitMarginSlope=2.02699565887451|PriceSlope=0.000896235617414858|Volatility=0.573827743530273|Volume=0|Violation=False|Slope=0.000896235617414858|Score=0.458797172546303|AnnualizedReturn=1.25338936717726|SharpeRatio=0.0909382763189255|RSquared=0.366045208744313|BetaMonths=6|Beta=1.42346528947178
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@@ -1,27 +1,27 @@
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MGSHSESSIONv2.00
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LastUpdated=7/1/2025 8:01:28 PM
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TradeDate=7/2/2025
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LastUpdated=7/2/2025 8:04:48 PM
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TradeDate=7/3/2025
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StartDate=3/31/2025
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AnalysisDate=7/1/2025
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AnalysisDate=7/2/2025
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Cycle=4
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CashBalance=61.0599999999998
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NonTradeableCash=0
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HedgeCashBalance=9.75
|
||||
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=9
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=103.99|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=88.18778513908386|LastStopAdjustment=6/6/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=28.88|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.32669322709164|Score=1.5573713485680392|Velocity=0.9630606860158312|PE=17.31|Beta=0.13311123729333674|InitialStopLimit=23.22|TrailingStopLimit=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
|
||||
Slot=0|Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=13.93|CurrentPrice=14.24|Volume=621748|Return1D=0|CumReturn252=0|IDIndicator=-15.537848605577693|Score=0.086718072882986|Velocity=0.380038387715931|PE=14.2|Beta=0.023899349951645672|InitialStopLimit=11.14|TrailingStopLimit=11.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.798|Comment=Price changed on 7/1/2025 from $13.99 to $13.93
|
||||
Slot=1|Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=177.62|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=162.60321449279786|LastStopAdjustment=6/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Price changed on 5/1/2025 from $182.71 to $179.06
|
||||
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=15.1|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98
|
||||
Slot=1|Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=16.99|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.663142839670183|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=27.7|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.952191235059757|Score=0.8554367778634994|Velocity=0.6487138263665596|PE=19.45|Beta=0.5485758772503743|InitialStopLimit=23.05|TrailingStopLimit=23.05|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
|
||||
Slot=2|Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=155.96|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.5776892430278835|Score=1.1152297855435784|Velocity=0.9311485909479076|PE=24.22|Beta=1.1133261039922626|InitialStopLimit=125.23|TrailingStopLimit=144.98235696792602|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.180000000000003|Comment=Price changed on 6/2/2025 from $155.90 to $156.54
|
||||
Slot=2|Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=20.33|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.382470119521905|Score=0.8751364490743774|Velocity=0.6148705096073518|PE=25.43|Beta=2.3432255715230057|InitialStopLimit=14.65|TrailingStopLimit=14.65|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.6700000000000004|Comment=Price changed on 6/2/2025 from $18.35 to $18.31
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=105.15|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=88.18778513908386|LastStopAdjustment=6/6/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=28.31|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.32669322709164|Score=1.5573713485680392|Velocity=0.9630606860158312|PE=17.31|Beta=0.13311123729333674|InitialStopLimit=23.22|TrailingStopLimit=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
|
||||
Slot=0|Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=13.93|CurrentPrice=14.1|Volume=621748|Return1D=0|CumReturn252=0|IDIndicator=-15.537848605577693|Score=0.086718072882986|Velocity=0.380038387715931|PE=14.2|Beta=0.023899349951645672|InitialStopLimit=11.14|TrailingStopLimit=11.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.798|Comment=Price changed on 7/1/2025 from $13.99 to $13.93
|
||||
Slot=1|Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=179.3|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=162.60321449279786|LastStopAdjustment=6/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Price changed on 5/1/2025 from $182.71 to $179.06
|
||||
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=14.74|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98
|
||||
Slot=1|Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=16.42|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.663142839670183|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=27.55|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.952191235059757|Score=0.8554367778634994|Velocity=0.6487138263665596|PE=19.45|Beta=0.5485758772503743|InitialStopLimit=23.05|TrailingStopLimit=23.05|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
|
||||
Slot=2|Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=155.54|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.5776892430278835|Score=1.1152297855435784|Velocity=0.9311485909479076|PE=24.22|Beta=1.1133261039922626|InitialStopLimit=125.23|TrailingStopLimit=144.98235696792602|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.180000000000003|Comment=Price changed on 6/2/2025 from $155.90 to $156.54
|
||||
Slot=2|Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=20.08|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.382470119521905|Score=0.8751364490743774|Velocity=0.6148705096073518|PE=25.43|Beta=2.3432255715230057|InitialStopLimit=14.65|TrailingStopLimit=18.002285492420196|LastStopAdjustment=7/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.6700000000000004|Comment=Price changed on 6/2/2025 from $18.35 to $18.31
|
||||
TotalPositions=2
|
||||
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.
|
||||
TotalStopLimits=8
|
||||
TotalStopLimits=9
|
||||
Symbol=EXC|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=36.61|NewStop=42.7107857322693|CurrentPriceLow=42.6|CurrentPriceClose=46.9|PriceTrendIndicatorSlope=0.0870828032493591|StopLimitId=EXC20250331120000AM
|
||||
Symbol=SXT|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=59.18|NewStop=85.4177850723267|CurrentPriceLow=92.4|CurrentPriceClose=93.95|PriceTrendIndicatorSlope=0.931879639625549|StopLimitId=SXT20250331120000AM
|
||||
Symbol=MO|AnalysisDate=5/7/2025 12:00:00 AM|PreviousStop=47.93|NewStop=56.15650033473968|CurrentPriceLow=56.16|CurrentPriceClose=60.91|PriceTrendIndicatorSlope=0.21730078756809235|StopLimitId=MO20250331120000AM
|
||||
@@ -30,6 +30,7 @@ Symbol=RGLD|AnalysisDate=6/2/2025 12:00:00 AM|PreviousStop=143.25|NewStop=162.
|
||||
Symbol=SXT|AnalysisDate=6/6/2025 12:00:00 AM|PreviousStop=85.4177850723267|NewStop=88.18778513908386|CurrentPriceLow=95.99|CurrentPriceClose=96|PriceTrendIndicatorSlope=0.08732347190380096|StopLimitId=SXT20250331120000AM
|
||||
Symbol=TSCDY|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=14.58|NewStop=15.663142839670183|CurrentPriceLow=16.51|CurrentPriceClose=16.74|PriceTrendIndicatorSlope=0.04255639389157295|StopLimitId=TSCDY20250430120000AM
|
||||
Symbol=NRG|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=125.23|NewStop=144.98235696792602|CurrentPriceLow=160.19|CurrentPriceClose=160.58|PriceTrendIndicatorSlope=0.08278944343328476|StopLimitId=NRG20250530120000AM
|
||||
Symbol=OPRA|AnalysisDate=7/2/2025 12:00:00 AM|PreviousStop=14.65|NewStop=18.002285492420196|CurrentPriceLow=19.95|CurrentPriceClose=20.08|PriceTrendIndicatorSlope=0.01213536411523819|StopLimitId=OPRA20250530120000AM
|
||||
TotalHedgePositions=1
|
||||
Symbol=SH|PurchaseDate=6/27/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=39.71|CurrentPrice=39.71|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=34.94|TrailingStopLimit=34.94|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.7844|Comment=Price changed on 6/30/2025 from $39.87 to $39.71
|
||||
Symbol=SH|PurchaseDate=6/27/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=39.71|CurrentPrice=39.53|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=34.94|TrailingStopLimit=34.94|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.7844|Comment=Price changed on 6/30/2025 from $39.87 to $39.71
|
||||
TotalPricingExceptions=0
|
||||
|
||||
Reference in New Issue
Block a user