diff --git a/MarketData/MarketData/Models/CM20191031.TXT b/MarketData/MarketData/Models/CM20191031.TXT index ee58ba4..0d4e2c2 100755 --- a/MarketData/MarketData/Models/CM20191031.TXT +++ b/MarketData/MarketData/Models/CM20191031.TXT @@ -1,21 +1,23 @@ CMSESSIONv1.00 -LastUpdated=7/1/2025 11:45:19 AM -TradeDate=7/31/2025 +LastUpdated=7/31/2025 9:46:40 PM +TradeDate=8/29/2025 StartDate=10/31/2019 -AnalysisDate=7/1/2025 -Cycle=69 -CashBalance=8662.310000000003 +AnalysisDate=7/31/2025 +Cycle=70 +CashBalance=1117.020000000004 NonTradeableCash=13400.66 -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 -TotalActivePositions=7 -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 +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 +TotalActivePositions=9 +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 +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 +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 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 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 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 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 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 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 -TotalPositions=168 +TotalPositions=169 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 @@ -184,3 +186,4 @@ Symbol=AS|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM| 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 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 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 +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 diff --git a/MarketData/MarketData/Models/MG20180131.TXT b/MarketData/MarketData/Models/MG20180131.TXT index 8e8be60..c4b7a5f 100755 --- a/MarketData/MarketData/Models/MG20180131.TXT +++ b/MarketData/MarketData/Models/MG20180131.TXT @@ -1,23 +1,23 @@ SESSIONv1.00 -LastUpdated=7/1/2025 11:17:08 AM -TradeDate=7/31/2025 +LastUpdated=7/31/2025 8:59:41 PM +TradeDate=8/29/2025 StartDate=1/1/2018 -AnalysisDate=7/1/2025 -Cycle=90 -CashBalance=379.17999999999887 +AnalysisDate=7/31/2025 +Cycle=91 +CashBalance=271.2699999999986 NonTradeableCash=8221.84 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 TotalActivePositions=9 -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 -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 -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 +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 +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 +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 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 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 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 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 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 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 -TotalPositions=234 +TotalPositions=237 Symbol=LOPE|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=11|PurchasePrice=92.52|CurrentPrice=103.99|Volume=177499|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-13.1474103585657|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.919762641898865|PE=24.89|Beta=1.38|SharpeRatio=NaN Symbol=MRCY|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=23|PurchasePrice=47.69|CurrentPrice=32.08|Volume=481172|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-6.77290836653387|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.74313408723748|PE=56.5|Beta=0.44|SharpeRatio=NaN Symbol=SHV|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=35|PurchasePrice=110.21|CurrentPrice=110.26|Volume=0|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=0|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0|PE=0|Beta=0|SharpeRatio=NaN @@ -252,3 +252,6 @@ Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|S 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 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 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 +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 +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 +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 diff --git a/MarketData/MarketData/Models/MGSH20250331.TXT b/MarketData/MarketData/Models/MGSH20250331.TXT index 6f7cf4e..0a8297a 100644 --- a/MarketData/MarketData/Models/MGSH20250331.TXT +++ b/MarketData/MarketData/Models/MGSH20250331.TXT @@ -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 diff --git a/README.md b/README.md index 77c1c50..e222a42 100644 --- a/README.md +++ b/README.md @@ -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.