Monthly
This commit is contained in:
@@ -1,21 +1,23 @@
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CMSESSIONv1.00
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LastUpdated=7/1/2025 11:45:19 AM
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TradeDate=7/31/2025
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LastUpdated=7/31/2025 9:46:40 PM
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TradeDate=8/29/2025
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StartDate=10/31/2019
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AnalysisDate=7/1/2025
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Cycle=69
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CashBalance=8662.310000000003
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AnalysisDate=7/31/2025
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Cycle=70
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CashBalance=1117.020000000004
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NonTradeableCash=13400.66
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DayCount=90|AnalysisDate=7/1/2025|TradeDate=7/31/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
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TotalActivePositions=7
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Slot=0|Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840003|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|Score=0|CNNPrediction=False
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DayCount=90|AnalysisDate=7/31/2025|TradeDate=8/29/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
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TotalActivePositions=9
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Slot=0|Symbol=IREN|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=143|PurchasePrice=16.11|Beta=5.443683551717075|BetaMonths=6|SharpeRatio=0.03828597482180888|RiskAdjustedWeight=0.2711012199571239|RiskAdjustedAllocation=2315.567694068581|TargetBetaOverBeta=0.18369914240966026|Score=0|CNNPrediction=True
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Slot=0|Symbol=AKBA|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=850|PurchasePrice=3.69|Beta=4.018094258079214|BetaMonths=6|SharpeRatio=0.4645899165282223|RiskAdjustedWeight=0.36728587164515786|RiskAdjustedAllocation=3137.1135069176535|TargetBetaOverBeta=0.24887420149223533|Score=0|CNNPrediction=True
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Slot=0|Symbol=EVEX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=475|PurchasePrice=6.5|Beta=4.081129897906985|BetaMonths=6|SharpeRatio=0.16187310401670804|RiskAdjustedWeight=0.36161290839771826|RiskAdjustedAllocation=3088.6587990137677|TargetBetaOverBeta=0.24503018159575166|Score=0|CNNPrediction=True
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Slot=1|Symbol=RNMBY|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=419.47|Beta=0.789494773969127|BetaMonths=6|SharpeRatio=0.367131287912072|RiskAdjustedWeight=0.450116030717742|RiskAdjustedAllocation=3806.2306685126|TargetBetaOverBeta=1.26663283022454|Score=0|CNNPrediction=True
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Slot=1|Symbol=PLMR|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=171.47|Beta=1.16532346298088|BetaMonths=6|SharpeRatio=0.127815268647332|RiskAdjustedWeight=0.304949025073578|RiskAdjustedAllocation=2578.68250041493|TargetBetaOverBeta=0.858130838146875|Score=0|CNNPrediction=False
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Slot=1|Symbol=KEP|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=187|PurchasePrice=11.05|Beta=1.45085159277485|BetaMonths=6|SharpeRatio=-0.221563698975632|RiskAdjustedWeight=0.244934944208681|RiskAdjustedAllocation=2071.19683107247|TargetBetaOverBeta=0.689250371974594|Score=0|CNNPrediction=True
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Slot=2|Symbol=PARR|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=83|PurchasePrice=26.81|Beta=1.5131323438945214|BetaMonths=6|SharpeRatio=-0.21291957843912537|RiskAdjustedWeight=0.260093022637418|RiskAdjustedAllocation=2218.7894198408962|TargetBetaOverBeta=0.6608807246999862|Score=0|CNNPrediction=True
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Slot=2|Symbol=RBLX|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=104.61|Beta=0.7842404893018351|BetaMonths=6|SharpeRatio=0.39226571071071337|RiskAdjustedWeight=0.501829694261676|RiskAdjustedAllocation=4280.98533708844|TargetBetaOverBeta=1.2751190656965994|Score=0|CNNPrediction=True
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Slot=2|Symbol=GEV|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=525.16|Beta=1.6530563514838328|BetaMonths=6|SharpeRatio=0.41026944126324394|RiskAdjustedWeight=0.23807728310090595|RiskAdjustedAllocation=2030.9785764039973|TargetBetaOverBeta=0.60494005488825|Score=0|CNNPrediction=True
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TotalPositions=168
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TotalPositions=169
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Symbol=CLDR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=124|PurchasePrice=8.56|Beta=0.482592987013072|BetaMonths=36|SharpeRatio=-0.248675615247893|RiskAdjustedWeight=0.632894313054559|RiskAdjustedAllocation=1054.82385509093|TargetBetaOverBeta=2.07213951903721|CurrentPrice=10.36|Score=0|CNNPrediction=False
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Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=181.92|Beta=1.3764249979282|BetaMonths=36|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.221901198728824|RiskAdjustedAllocation=369.835331214706|TargetBetaOverBeta=0.726519789676302|CurrentPrice=210.25|Score=0|CNNPrediction=False
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Symbol=VC|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=93.22|Beta=2.10344983651568|BetaMonths=36|SharpeRatio=-0.0621291508319681|RiskAdjustedWeight=0.145204488216617|RiskAdjustedAllocation=242.007480361029|TargetBetaOverBeta=0.475409483335472|CurrentPrice=80.34|Score=0|CNNPrediction=False
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@@ -184,3 +186,4 @@ Symbol=AS|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|
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Symbol=TPR|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=23|PurchasePrice=86.71|Beta=4.24984207478878|BetaMonths=6|SharpeRatio=0.120466159815884|RiskAdjustedWeight=0.229349823989348|RiskAdjustedAllocation=2022.65444574798|TargetBetaOverBeta=0.23530286123625|CurrentPrice=78.65|Score=0|CNNPrediction=False
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Symbol=ICAGY|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=580|PurchasePrice=8.77|Beta=1.6872036115245|BetaMonths=6|SharpeRatio=0.328533198045101|RiskAdjustedWeight=0.577701781324797|RiskAdjustedAllocation=5094.79822564589|TargetBetaOverBeta=0.592696692426136|CurrentPrice=8.92|Score=0|CNNPrediction=True
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Symbol=IEFA|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=6/30/2025 12:00:00 AM|Shares=13|PurchasePrice=75.77|Beta=0.772923039287417|BetaMonths=6|SharpeRatio=-1.00360236221581|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.29378987191523|CurrentPrice=83.2|Score=0|CNNPrediction=False
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Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840003|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|CurrentPrice=81.87|Score=0|CNNPrediction=False
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@@ -1,23 +1,23 @@
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SESSIONv1.00
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LastUpdated=7/1/2025 11:17:08 AM
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TradeDate=7/31/2025
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LastUpdated=7/31/2025 8:59:41 PM
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TradeDate=8/29/2025
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StartDate=1/1/2018
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AnalysisDate=7/1/2025
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Cycle=90
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CashBalance=379.17999999999887
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AnalysisDate=7/31/2025
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Cycle=91
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CashBalance=271.2699999999986
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NonTradeableCash=8221.84
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Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=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
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TotalActivePositions=9
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Slot=0|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=116|PurchasePrice=15.98|CurrentPrice=16.25|Volume=894303|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|MaxDrawdown=-0.316917717456818|MaxUpside=0.11620020866394|Velocity=0.737122557726465|PE=19.2|Beta=0.61|SharpeRatio=0
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Slot=0|Symbol=IDA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=119.8|CurrentPrice=118.09|Volume=518598|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454183|Score=1.07472950038161|MaxDrawdown=-0.268241405487061|MaxUpside=0.126728534698486|Velocity=0.94109904573873|PE=21.5|Beta=0.56|SharpeRatio=0
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Slot=0|Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=126|PurchasePrice=15|CurrentPrice=14.98|Volume=78408|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|MaxDrawdown=-0.296074509620667|MaxUpside=0.133792042732239|Velocity=1|PE=12.79|Beta=0.32|SharpeRatio=0
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Slot=0|Symbol=SFM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=151.54|CurrentPrice=151.54|Volume=4748102|Return1D=0|ZacksRank=2-Buy|CumReturn252=0.8544155087511172|IDIndicator=-11.155378486055774|Score=1.966075878756554|MaxDrawdown=-0.5743223428726196|MaxUpside=0.33129942417144775|Velocity=0.7234042553191489|PE=37.04|Beta=1.12|SharpeRatio=0
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Slot=0|Symbol=TVTX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=127|PurchasePrice=15.45|CurrentPrice=15.45|Volume=1119121|Return1D=0|ZacksRank=4-Sell|CumReturn252=1.0044516773195937|IDIndicator=1.9920318725099548|Score=1.7726923663039802|MaxDrawdown=-0.7120000123977661|MaxUpside=0.7605633735656738|Velocity=0.45151327980234707|PE=0|Beta=0.44|SharpeRatio=0
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Slot=0|Symbol=CPRX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=21.33|CurrentPrice=21.33|Volume=1016922|Return1D=0|ZacksRank=2-Buy|CumReturn252=0.5330473094945773|IDIndicator=-2.39043824701195|Score=1.1554806702712312|MaxDrawdown=-0.4184148907661438|MaxUpside=0.2252943515777588|Velocity=0.5197841726618706|PE=14.93|Beta=0.85|SharpeRatio=0
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Slot=1|Symbol=MD|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=139|PurchasePrice=14.08|CurrentPrice=14.15|Volume=968608|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250995|Score=1.62539849908971|MaxDrawdown=-0.607080698013306|MaxUpside=0.481536149978638|Velocity=0.705103969754253|PE=8.44|Beta=0.29|SharpeRatio=0
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Slot=1|Symbol=DORM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=128.48|CurrentPrice=129.31|Volume=226872|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.77290836653386|Score=1.29056261668071|MaxDrawdown=-0.388993918895721|MaxUpside=0.18491792678833|Velocity=0.725521958243341|PE=18.4|Beta=0.9|SharpeRatio=0
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Slot=1|Symbol=PRIM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=72.04|CurrentPrice=72.11|Volume=696997|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=0.796812749003983|Score=1.19417510965361|MaxDrawdown=-0.525440812110901|MaxUpside=0.554566025733948|Velocity=0.586961477091407|PE=20.37|Beta=1.51|SharpeRatio=0
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Slot=2|Symbol=TPB|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=25|PurchasePrice=75.29|CurrentPrice=75.77|Volume=186437|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-15.537848605577693|Score=1.966595082768198|MaxDrawdown=-0.596104621887207|MaxUpside=0.28993213176727295|Velocity=0.9290533633203845|PE=33.07|Beta=0.8|SharpeRatio=0
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Slot=2|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=67|PurchasePrice=29.02|CurrentPrice=28.94|Volume=42587809|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-18.32669322709164|Score=1.5573713485680392|MaxDrawdown=-0.41188812255859375|MaxUpside=0.10760664939880371|Velocity=0.9630606860158312|PE=17.31|Beta=0.38|SharpeRatio=0
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Slot=2|Symbol=IMBBY|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=39.27|CurrentPrice=39.46|Volume=86522|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-14.741035856573696|Score=1.5531681791974854|MaxDrawdown=-0.43617284297943115|MaxUpside=0.08394992351531982|Velocity=0.8294701986754969|PE=8.65|Beta=0.49|SharpeRatio=0
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TotalPositions=234
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TotalPositions=237
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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
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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
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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
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@@ -252,3 +252,6 @@ Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|S
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Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=6/30/2025 12:00:00 AM|Shares=19|PurchasePrice=59.91|CurrentPrice=58.92|Volume=17335180|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|MaxDrawdown=-0.311915516853333|MaxUpside=0.136390447616577|Velocity=0.967136150234742|PE=9|Beta=0.58|SharpeRatio=0
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Symbol=HURN|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=6/30/2025 12:00:00 AM|Shares=8|PurchasePrice=142.67|CurrentPrice=136.74|Volume=251319|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.78884462151395|Score=0.891226903818884|MaxDrawdown=-0.358138144016266|MaxUpside=0.259798169136047|Velocity=0.842480291085506|PE=23.5|Beta=0.37|SharpeRatio=0
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Symbol=DRD|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=6/30/2025 12:00:00 AM|Shares=75|PurchasePrice=15.62|CurrentPrice=13.94|Volume=952360|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-3.98406374501992|Score=0.618963838914248|MaxDrawdown=-0.469879508018494|MaxUpside=0.451048970222473|Velocity=1|PE=12.85|Beta=0.94|SharpeRatio=0
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Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=116|PurchasePrice=15.98|CurrentPrice=14.23|Volume=894303|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|MaxDrawdown=-0.316917717456818|MaxUpside=0.11620020866394|Velocity=0.737122557726465|PE=19.2|Beta=0.61|SharpeRatio=0
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Symbol=IDA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=16|PurchasePrice=119.8|CurrentPrice=125.33|Volume=518598|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454183|Score=1.07472950038161|MaxDrawdown=-0.268241405487061|MaxUpside=0.126728534698486|Velocity=0.94109904573873|PE=21.5|Beta=0.56|SharpeRatio=0
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Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=126|PurchasePrice=15|CurrentPrice=16.91|Volume=78408|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|MaxDrawdown=-0.296074509620667|MaxUpside=0.133792042732239|Velocity=1|PE=12.79|Beta=0.32|SharpeRatio=0
|
||||
|
||||
@@ -1,20 +1,21 @@
|
||||
MGSHSESSIONv2.00
|
||||
LastUpdated=7/30/2025 8:58:41 PM
|
||||
TradeDate=7/31/2025
|
||||
LastUpdated=7/31/2025 10:01:23 PM
|
||||
TradeDate=8/1/2025
|
||||
StartDate=3/31/2025
|
||||
AnalysisDate=7/30/2025
|
||||
Cycle=4
|
||||
CashBalance=4375.01
|
||||
AnalysisDate=7/31/2025
|
||||
Cycle=5
|
||||
CashBalance=3930.4500000000003
|
||||
NonTradeableCash=0
|
||||
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=6
|
||||
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=111.61|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=100.19928508281708|LastStopAdjustment=7/7/2025 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=27.5|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=14.61|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=13.686428616046905|LastStopAdjustment=7/30/2025 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=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=14.18|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=16.83|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.951357085704803|LastStopAdjustment=7/30/2025 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
|
||||
TotalActivePositions=7
|
||||
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=112.29|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=100.19928508281708|LastStopAdjustment=7/7/2025 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=27.41|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=13.686428616046905|LastStopAdjustment=7/30/2025 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=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=14.23|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=16.91|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.951357085704803|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=111.14|CurrentPrice=111.14|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=1.0630320928929793|Velocity=0.8662045060658579|PE=5.04|Beta=0.5151822665856635|InitialStopLimit=88.912|TrailingStopLimit=88.912|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=
|
||||
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=27.17|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=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
|
||||
TotalPositions=5
|
||||
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.
|
||||
@@ -35,5 +36,5 @@ Symbol=SXT|AnalysisDate=7/7/2025 12:00:00 AM|PreviousStop=88.18778513908386|Ne
|
||||
Symbol=DOLE|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=11.14|NewStop=13.686428616046905|CurrentPriceLow=14.51|CurrentPriceClose=14.61|PriceTrendIndicatorSlope=0.021195480599999428|StopLimitId=DOLE20250630120000AM
|
||||
Symbol=TSCDY|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=15.663142839670183|NewStop=15.951357085704803|CurrentPriceLow=16.77|CurrentPriceClose=16.83|PriceTrendIndicatorSlope=0.047902267426252365|StopLimitId=TSCDY20250430120000AM
|
||||
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=38.87|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=39.05|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
|
||||
|
||||
@@ -57,6 +57,7 @@ There are four models in total CM20191031.TXT, MG20180131.TXT, MGSH20250331.TXT,
|
||||
a) There is no associated Excel trade file for this model.
|
||||
b) After prices have been captured run the runmgshmomentum.sh MONTHLY {endofmonthdate}
|
||||
The date is not used during the month end processing but is validated in the script so just supply it.
|
||||
Repeat this excercise on Windows. Be sure to run runmgshmomentum MONTHLY {endofmonthdate} from the SAFERUN folder.
|
||||
c) Log on to Robinhood and confirm that any BUYS are available. If not then you will need to exclude any
|
||||
symbols that cannot be traded by adding them to the model file.
|
||||
d) After confirming the availability of purchases proceed to execute BUYS and SELLS.
|
||||
|
||||
Reference in New Issue
Block a user