diff --git a/MarketData/MarketData/Models/runbacktest.sh b/MarketData/MarketData/Models/runbacktest.sh
new file mode 100755
index 0000000..356075f
--- /dev/null
+++ b/MarketData/MarketData/Models/runbacktest.sh
@@ -0,0 +1,9 @@
+#!/bin/bash
+
+# RUN THE BASLINE AND THEN SUBSTITUTE BETACALC36 FOR BETA IN THE MG MODEL AND RERUN THE TEST AND THEN COMPARE THE RESULTS
+
+export DOTNET_ROOT=/opt/dotnet
+RUNDATE="$1"
+#PATHMODEL="/home/pi/ARM64/MarketData/MarketData/Models/MGBACKTEST_BETA.TXT"
+PATHMODEL="/home/pi/ARM64/MarketData/MarketData/Models/MGBACKTEST_BETA_CALC36.TXT"
+/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNBACKTEST /USELOWSLOPEBETACHECK:FALSE /STARTDATE:12/31/2018 /ENDDATE:03/31/2025 /INITIALCASH:10000 /MAXPOSITIONS:3 /HOLDINGPERIOD:3 /SESSIONFILE:$PATHMODEL /QUALITYINDICATORTYPE:SCOREINDICATOR
diff --git a/MarketData/MarketDataLib/Generator/Momentum/MomentumGenerator.cs b/MarketData/MarketDataLib/Generator/Momentum/MomentumGenerator.cs
index 71b5e4d..c7a1617 100755
--- a/MarketData/MarketDataLib/Generator/Momentum/MomentumGenerator.cs
+++ b/MarketData/MarketDataLib/Generator/Momentum/MomentumGenerator.cs
@@ -74,27 +74,27 @@ namespace MarketData.Generator.Momentum
       Profiler profiler = new Profiler();
       Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
       symbols=symbols.Where(x => latestDates.ContainsKey(x) && latestDates[x].Date>=tradeDate.Date).ToList();
-      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Pricing Dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
+      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Pricing Dates in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
 
 // Prefetch a subset of fundamentals where each fundamental.asof is no greater than tradeDate
       profiler.Reset();
       FundamentalsV2 fundamentals = FundamentalDA.GetFundamentalsMaxDateV2(tradeDate);
-      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Fundamentals in {Utility.FormatNumber(profiler.End(),2)} (ms)");
+      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Fundamentals in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
 
 // Prefetch the Company Profiles
       profiler.Reset();
       Dictionary<String,CompanyProfile> companyProfiles = CompanyProfileDA.GetCompanyProfiles(symbols);
-      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Company Profiles in {Utility.FormatNumber(profiler.End(),2)} (ms)");
+      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Company Profiles in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
 
 // Prefetch the Analyst Ratings
       profiler.Reset();
       Dictionary<String,AnalystRatings> analystRatingsDictionary = AnalystRatingsDA.GetAnalystRatingsDowngradesMaxDateNoZacks(symbols, tradeDate);
-      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Analyst Ratings in {Utility.FormatNumber(profiler.End(),2)} (ms)");
+      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Analyst Ratings in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
 
 // Prefetch Zacks Ranks
       profiler.Reset();
       Dictionary<String,ZacksRank> zacksRanksDictionary = ZacksRankDA.GetZacksRankOnOrBefore(symbols, tradeDate);
-      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Zacks Ranks in {Utility.FormatNumber(profiler.End(),2)} (ms)");
+      MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Zacks Ranks in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
 
       MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Generate momentum.. examining candidates"));
 // Go through the universe of stocks 
@@ -208,7 +208,9 @@ namespace MarketData.Generator.Momentum
 // Get the benchmark pricing low pricing data and check the slope of previous lows; only if Beta of candidate is >= LowSlopeBetaThreshhold
 // The idea behind this check is that a high beta stock will track to the benchmark.  So if the benchmark lows are forming a downward pattern then we
 // assume that this is a somewhat bearish condition.  The config has the setting at a 15 day check and the threshold beta set to 1.00
-        if(config.UseLowSlopeBetaCheck && fundamental.Beta>=config.LowSlopeBetaThreshhold)
+// The BetaCalc36 is calculated as part of the monthly fundamental run.
+        double beta = fundamental.BetaCalc36;  
+        if(config.UseLowSlopeBetaCheck && beta >= config.LowSlopeBetaThreshhold)
         {
           Prices benchmarkPrices=GBPriceCache.GetInstance().GetPrices(config.Benchmark,tradeDate,config.LowSlopeBetaDays);
           pricesArray=Numerics.ToDouble(benchmarkPrices.GetPricesLow());
@@ -324,7 +326,7 @@ namespace MarketData.Generator.Momentum
             highPECandidate.MaxDrawdown=prices.MaxDrawdown();
             highPECandidate.MaxUpside=prices.MaxUpside();
             highPECandidate.PE=fundamental.PE;
-            highPECandidate.Beta=fundamental.Beta;
+            highPECandidate.Beta=beta;
             highPECandidate.Velocity=velocity;
             highPECandidate.Volume=price.Volume;
             highPECandidate.Return1D=return1D;
@@ -344,7 +346,7 @@ namespace MarketData.Generator.Momentum
         momentumCandidate.MaxDrawdown=prices.MaxDrawdown();
         momentumCandidate.MaxUpside=prices.MaxUpside();
         momentumCandidate.PE=fundamental.PE;
-        momentumCandidate.Beta=fundamental.Beta;
+        momentumCandidate.Beta=beta;
         momentumCandidate.Velocity=velocity;
         momentumCandidate.Volume=price.Volume;
         momentumCandidate.Return1D=return1D;