Sean/ARM64
1
0
Fork 0
Code Issues Pull Requests Actions 2 Packages Projects Releases Wiki Activity

Daily

Browse Source
This commit is contained in:
Sean
2025-11-06 21:55:00 -05:00
parent f2cdb45dab
commit 83fb28af9f
2 changed files with 21 additions and 21 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
MarketData/MarketData/Models/CMT20200817.TXT
View File

@@ -1,15 +1,16 @@
CMTSESSIONv1.00
LastUpdated=11/6/2025 10:20:25 AM
TradeDate=11/5/2025
LastUpdated=11/6/2025 9:03:36 PM
TradeDate=11/6/2025
StartDate=1/1/0001
AnalysisDate=11/6/2025
CashBalance=5805.959999999999
CashBalance=3465.8399999999992
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/6/2025|BetaMonths=6|TradeDate=11/5/2025|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
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/6/2025|BetaMonths=6|TradeDate=11/6/2025|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
PricingExceptions=0
TotalActivePositions=2
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.27|Exposure=1373.7599999999998|MarketValue=1478.8799999999999|GainLoss=105.12000000000012|GainLossPcnt=0.07651991614255775|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=8.895428673028945|TotalRiskExposure=165.1968|RMultiple=0.64R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=10/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=1143.51|CurrentPrice=1098.46|Exposure=1143.51|MarketValue=1098.46|GainLoss=-45.049999999999955|GainLossPcnt=-0.039396244895103634|PositionRiskDecimal=0.12|R=148.962|C=199.30799999999996|P=1.3379788133886492|InitialStopLimit=1006.29|TrailingStopLimit=1006.29|TotalRiskExposure=148.962|RMultiple=-0.30R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/22/2025 from $1,241.35 to $1,143.51
TotalActivePositions=3
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.19|Exposure=1373.7599999999998|MarketValue=1467.36|GainLoss=93.60000000000014|GainLossPcnt=0.06813417190775692|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=8.895428673028945|TotalRiskExposure=165.1968|RMultiple=0.57R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=10/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=1143.51|CurrentPrice=1097.02|Exposure=1143.51|MarketValue=1097.02|GainLoss=-46.49000000000001|GainLossPcnt=-0.040655525531040404|PositionRiskDecimal=0.12|R=148.962|C=199.30799999999996|P=1.3379788133886492|InitialStopLimit=1006.29|TrailingStopLimit=1006.29|TotalRiskExposure=148.962|RMultiple=-0.31R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/22/2025 from $1,241.35 to $1,143.51
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=195.01|CurrentPrice=195.01|Exposure=2340.12|MarketValue=2340.12|GainLoss=0|GainLossPcnt=0|PositionRiskDecimal=0.12|R=23.4012|C=290.29799999999994|P=12.405261268652888|InitialStopLimit=171.6088|TrailingStopLimit=171.6088|TotalRiskExposure=280.8144|RMultiple=0.00R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM
TotalPositions=130
Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.020121624038633518|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.900091377554077|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.809999999999945|GainLossPcnt=-0.019258278145695317|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.016241478577231|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.89280000000002|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
@@ -141,7 +142,7 @@ Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/29/2025 12:00:00 A
Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=251.29|Exposure=1368|MarketValue=1507.74|GainLoss=139.74|GainLossPcnt=0.10214912280701754|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=251.05464191436766|TotalRiskExposure=166.9536|RMultiple=0.84R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=7/28/2025 12:00:00 AM|Comment=Manual close.
Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=10/21/2025 12:00:00 AM|Shares=59|PurchasePrice=39.53|CurrentPrice=35.42|Exposure=2332.27|MarketValue=2089.78|GainLoss=-242.48999999999978|GainLossPcnt=-0.10397166708828728|PositionRiskDecimal=0.12|R=4.7256|C=282.315|P=59.74162011173184|InitialStopLimit=34.79|TrailingStopLimit=34.79|TotalRiskExposure=278.8104|RMultiple=-0.87R|Volatility=1.0061196088790894|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=209.01|Exposure=3721.9000000000005|MarketValue=2926.14|GainLoss=-795.7600000000007|GainLossPcnt=-0.21380477712996065|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.698785343733906|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-1.78R|Volatility=5.874480724334717|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
TotalCandidates=86
TotalCandidates=85
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
Symbol=SSRM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.1849999874830246|ProfitMarginSlope=3.6175079345703125|PriceSlope=0.00440687912324964|Volatility=1.8672109842300415|Volume=0|Violation=False|Slope=0.00440687912324964|Score=2.8413344148198822|AnnualizedReturn=3.0359777751207613|SharpeRatio=0.3450039797214874|RSquared=0.9358877519144103|BetaMonths=6|Beta=0.8468011613740307
Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.034999996423721313|ProfitMarginSlope=2.260866165161133|PriceSlope=0.0044867993617732855|Volatility=1.0326875448226929|Volume=0|Violation=False|Slope=0.0044867993617732855|Score=2.6625531836683844|AnnualizedReturn=3.0977419385881366|SharpeRatio=0.3357187697383774|RSquared=0.8595141998438711|BetaMonths=6|Beta=0.8249354197843893
@@ -157,7 +158,6 @@ Symbol=ATGE|AnalysisDate=8/13/2025 12:00:00 AM|EPSSlope=0.3300001621246338|Pro
Symbol=NTES|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.2049999237060547|ProfitMarginSlope=1.943796157836914|PriceSlope=0.0023122376147169115|Volatility=7.267507553100586|Volume=0|Violation=False|Slope=0.0023122376147169115|Score=1.5537183118878841|AnnualizedReturn=1.790838379984418|SharpeRatio=0.09781655246112865|RSquared=0.8675927036483342|BetaMonths=6|Beta=1.226582936773652
Symbol=DCTH|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.235000014305115|ProfitMarginSlope=2.74007415771484|PriceSlope=0.00289806804056986|Volatility=1.60950720310211|Volume=0|Violation=False|Slope=0.00289806804056986|Score=1.53595950559322|AnnualizedReturn=2.07573051308244|SharpeRatio=0.232098868621469|RSquared=0.739960941901043|BetaMonths=6|Beta=3.47543764744628
Symbol=CRS|AnalysisDate=7/14/2025 12:00:00 AM|EPSSlope=0.8799998760223389|ProfitMarginSlope=1.5261764526367188|PriceSlope=0.002538492075042655|Volatility=5.830134868621826|Volume=0|Violation=False|Slope=0.002538492075042655|Score=1.5278775925113461|AnnualizedReturn=1.8959120258927382|SharpeRatio=0.31744703467914|RSquared=0.8058800047918395|BetaMonths=6|Beta=2.634138171438902
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
Symbol=PM|AnalysisDate=5/27/2025 12:00:00 AM|EPSSlope=0.17499995231628418|ProfitMarginSlope=0.6388053894042969|PriceSlope=0.002014840474477233|Volatility=4.831937313079834|Volume=0|Violation=False|Slope=0.002014840474477233|Score=1.4560043761899937|AnnualizedReturn=1.6615315534402515|SharpeRatio=0.10344572495550634|RSquared=0.8763025734752328|BetaMonths=6|Beta=0.029464903016831367
Symbol=ESE|AnalysisDate=6/9/2025 12:00:00 AM|EPSSlope=0.14999985694885254|ProfitMarginSlope=0.5152339935302734|PriceSlope=0.001994637718986926|Volatility=2.0394911766052246|Volume=0|Violation=False|Slope=0.001994637718986926|Score=1.4258405207429883|AnnualizedReturn=1.653094035804335|SharpeRatio=0.038099277219323976|RSquared=0.8625283800320691|BetaMonths=6|Beta=1.300099115952339
Symbol=JBL|AnalysisDate=7/15/2025 12:00:00 AM|EPSSlope=0.4849998950958252|ProfitMarginSlope=0.01748514175415039|PriceSlope=0.0023611099800796894|Volatility=3.9406309127807617|Volume=0|Violation=False|Slope=0.0023611099800796894|Score=1.3462466013938112|AnnualizedReturn=1.8130304282102891|SharpeRatio=0.1880923372506115|RSquared=0.7425394413941205|BetaMonths=6|Beta=1.9351572057920046
@@ -172,6 +172,7 @@ Symbol=BVN|AnalysisDate=9/22/2025 12:00:00 AM|EPSSlope=0.04000002145767212|Pro
Symbol=RL|AnalysisDate=7/25/2025 12:00:00 AM|EPSSlope=0.31999969482421875|ProfitMarginSlope=0.848907470703125|PriceSlope=0.0020043530011163812|Volatility=3.988077402114868|Volume=0|Violation=False|Slope=0.0020043530011163812|Score=1.1852183192895431|AnnualizedReturn=1.6571461834036063|SharpeRatio=-0.011774175090835151|RSquared=0.7152165156940034|BetaMonths=6|Beta=2.693634839578406
Symbol=CSV|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.4450000524520874|ProfitMarginSlope=0.04785728454589844|PriceSlope=0.0016606008882542077|Volatility=1.0732128620147705|Volume=0|Violation=False|Slope=0.0016606008882542077|Score=1.1829100201542884|AnnualizedReturn=1.5196368986286521|SharpeRatio=0.0742330983073361|RSquared=0.7784162264168288|BetaMonths=6|Beta=1.2942014132000175
Symbol=LMB|AnalysisDate=5/20/2025 12:00:00 AM|EPSSlope=0.28999996185302734|ProfitMarginSlope=0.3095121383666992|PriceSlope=0.0024096126923987644|Volatility=10.833919525146484|Volume=0|Violation=False|Slope=0.0024096126923987644|Score=1.1530870545277696|AnnualizedReturn=1.8353265066992306|SharpeRatio=0.21352141208272762|RSquared=0.6282735253475719|BetaMonths=6|Beta=4.230026316238421
Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.09999990463256836|ProfitMarginSlope=0.06801414489746094|PriceSlope=0.002548681464617965|Volatility=18.239673614501953|Volume=0|Violation=False|Slope=0.002548681464617965|Score=1.1239501014519349|AnnualizedReturn=1.900786464256634|SharpeRatio=0.15670695179226582|RSquared=0.5913079257387773|BetaMonths=6|Beta=1.0711460119912435
Symbol=GWRE|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.29999998211860657|ProfitMarginSlope=0.9992866516113281|PriceSlope=0.001801476480524926|Volatility=20.843406677246094|Volume=0|Violation=False|Slope=0.001801476480524926|Score=1.1189617764140531|AnnualizedReturn=1.5745540244360885|SharpeRatio=0.15774992355383632|RSquared=0.7106531494305498|BetaMonths=6|Beta=2.690957059032761
Symbol=BBW|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.15000009536743164|ProfitMarginSlope=0.48096466064453125|PriceSlope=0.0020040168388065866|Volatility=7.058176517486572|Volume=0|Violation=False|Slope=0.0020040168388065866|Score=1.0036194715479314|AnnualizedReturn=1.6570058076871925|SharpeRatio=0.10995036776111412|RSquared=0.6056825310399838|BetaMonths=6|Beta=3.215928577276946
Symbol=ETE|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.0599999725818634|ProfitMarginSlope=0.28302478790283203|PriceSlope=0.001547057876809148|Volatility=0.37612679600715637|Volume=0|Violation=False|Slope=0.001547057876809148|Score=0.9742809523461694|AnnualizedReturn=1.4767719413463525|SharpeRatio=-0.23152907928246017|RSquared=0.6597369066058575|BetaMonths=6|Beta=0.37065578250719455
@@ -217,6 +218,7 @@ Symbol=BILI|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.13500000536441803|Pr
Symbol=MCY|AnalysisDate=10/3/2025 12:00:00 AM|EPSSlope=0.934999942779541|ProfitMarginSlope=2.708188056945801|PriceSlope=0.0005986941938184749|Volatility=2.7379605770111084|Volume=0|Violation=False|Slope=0.0005986941938184749|Score=0.09839820790500489|AnnualizedReturn=1.162846567746469|SharpeRatio=-0.06934505864988075|RSquared=0.08461839303158891|BetaMonths=6|Beta=1.5073631639625835
Symbol=AEIS|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.2550000548362732|ProfitMarginSlope=0.6854801177978516|PriceSlope=0.00040755377234760667|Volatility=4.3640851974487305|Volume=0|Violation=False|Slope=0.00040755377234760667|Score=0.08992352258240702|AnnualizedReturn=1.1081628462014292|SharpeRatio=-0.2524239938593646|RSquared=0.08114648753172667|BetaMonths=6|Beta=1.2169251725027947
Symbol=VITL|AnalysisDate=8/22/2025 12:00:00 AM|EPSSlope=0.004999995231628418|ProfitMarginSlope=1.3888702392578125|PriceSlope=0.0004553630834614187|Volatility=4.987141132354736|Volume=0|Violation=False|Slope=0.0004553630834614187|Score=0.083100854866897|AnnualizedReturn=1.1215946833303727|SharpeRatio=-0.2448145414553978|RSquared=0.07409169827744193|BetaMonths=6|Beta=1.2150019124413916
Symbol=CSIQ|AnalysisDate=10/31/2025 12:00:00 AM|EPSSlope=0.02499999850988388|ProfitMarginSlope=7.773924350738525|PriceSlope=0.0006230907185633014|Volatility=1.7928428649902344|Volume=0|Violation=False|Slope=0.0006230907185633014|Score=0.0807088026857748|AnnualizedReturn=1.1700176814875005|SharpeRatio=-0.18776071788048368|RSquared=0.06898084017257394|BetaMonths=6|Beta=1.3352003550703826
Symbol=SHAK|AnalysisDate=6/26/2025 12:00:00 AM|EPSSlope=0.02499999850988388|ProfitMarginSlope=0.05782318115234375|PriceSlope=0.0005270502200815429|Volatility=4.425575256347656|Volume=0|Violation=False|Slope=0.0005270502200815429|Score=0.06680349706052874|AnnualizedReturn=1.1420405922283194|SharpeRatio=-0.02996023677577162|RSquared=0.05849485343614934|BetaMonths=6|Beta=1.098802228328487
Symbol=DLTR|AnalysisDate=7/21/2025 12:00:00 AM|EPSSlope=0.11499977111816406|ProfitMarginSlope=3.538604736328125|PriceSlope=0.000522116689386226|Volatility=3.659625291824341|Volume=0|Violation=False|Slope=0.000522116689386226|Score=0.06274136231154961|AnnualizedReturn=1.1406216328076766|SharpeRatio=-0.41702164128366975|RSquared=0.05500628824399004|BetaMonths=6|Beta=0.26893723900093147
Symbol=MUX|AnalysisDate=9/2/2025 12:00:00 AM|EPSSlope=0.1550000011920929|ProfitMarginSlope=12.607402801513672|PriceSlope=0.0004202828726954959|Volatility=0.8925170302391052|Volume=0|Violation=False|Slope=0.0004202828726954959|Score=0.050583054793132694|AnnualizedReturn=1.111723244402379|SharpeRatio=0.06645074780135264|RSquared=0.045499682630387256|BetaMonths=6|Beta=2.4677990769043987
@@ -226,8 +228,6 @@ Symbol=CCJ|AnalysisDate=6/13/2025 12:00:00 AM|EPSSlope=0.06499999761581421|Pro
Symbol=HL|AnalysisDate=8/29/2025 12:00:00 AM|EPSSlope=0.02499999850988388|ProfitMarginSlope=5.971120834350586|PriceSlope=0.00011274151688705423|Volatility=0.26470866799354553|Volume=0|Violation=False|Slope=0.00011274151688705423|Score=0.004686813482361162|AnnualizedReturn=1.0288183002044125|SharpeRatio=-0.3416759647202624|RSquared=0.004555530827387066|BetaMonths=6|Beta=0.6301903791080486
Symbol=TME|AnalysisDate=5/23/2025 12:00:00 AM|EPSSlope=0.1600000262260437|ProfitMarginSlope=1.5396642684936523|PriceSlope=9.661050665836085E-05|Volatility=1.3624768257141113|Volume=0|Violation=False|Slope=9.661050665836085E-05|Score=0.0029574234582565007|AnnualizedReturn=1.0246446275836425|SharpeRatio=-0.21644488901528|RSquared=0.002886291870022111|BetaMonths=6|Beta=0.07428345417275985
Symbol=CVAC|AnalysisDate=6/3/2025 12:00:00 AM|EPSSlope=0.12999999523162842|ProfitMarginSlope=126.2906494140625|PriceSlope=3.203420157017471E-05|Volatility=0.46150025725364685|Volume=0|Violation=False|Slope=3.203420157017471E-05|Score=0.00027993922476205136|AnnualizedReturn=1.0081052902383305|SharpeRatio=-0.1436333308256|RSquared=0.00027768847904356274|BetaMonths=6|Beta=0.8322250313126187
Symbol=CSIQ|AnalysisDate=10/31/2025 12:00:00 AM|EPSSlope=0.02499999850988388|ProfitMarginSlope=7.773924350738525|PriceSlope=0.0006230907185633014|Volatility=1.7928428649902344|Volume=0|Violation=False|Slope=0.0006230907185633014|Score=0.0807088026857748|AnnualizedReturn=1.1700176814875005|SharpeRatio=-0.18776071788048368|RSquared=0.06898084017257394|BetaMonths=6|Beta=1.3352003550703826
Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.09999990463256836|ProfitMarginSlope=0.06801414489746094|PriceSlope=0.002548681464617965|Volatility=18.239673614501953|Volume=0|Violation=False|Slope=0.002548681464617965|Score=1.1239501014519349|AnnualizedReturn=1.900786464256634|SharpeRatio=0.15670695179226582|RSquared=0.5913079257387773|BetaMonths=6|Beta=1.0711460119912435
TotalStopLimits=201
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951|StopLimitId=
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135|StopLimitId=

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

@@ -1,20 +1,20 @@
MGSHSESSIONv2.00
LastUpdated=11/5/2025 8:17:13 PM
TradeDate=11/6/2025
LastUpdated=11/6/2025 9:02:01 PM
TradeDate=11/7/2025
StartDate=3/31/2025
AnalysisDate=11/5/2025
AnalysisDate=11/6/2025
Cycle=8
CashBalance=4670.41
NonTradeableCash=0
HedgeCashBalance=21.700000000000117
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=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=74.1|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.725099601593627|Score=0.9707945778736157|Velocity=0.7088235294117647|PE=33.97|Beta=1.356667718879165|InitialStopLimit=60.97|TrailingStopLimit=60.97|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324000000000002|Comment=Price changed on 10/1/2025 from $76.62 to $76.21
Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=196.79|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.928286852589643|Score=1.457053776101358|Velocity=0.7794289530806477|PE=23.64|Beta=0.6282261227850008|InitialStopLimit=124.65|TrailingStopLimit=171.10421556472778|LastStopAdjustment=10/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
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=13.69|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=18.56|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=17.520785759687424|LastStopAdjustment=10/31/2025 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=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=81.19|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.553784860557762|Score=0.6026973776815487|Velocity=0.9448035803083044|PE=22.43|Beta=-0.19231796112849286|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=
Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=57.61|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=-0.054647265456147176|Velocity=0.8788235294117647|PE=30.96|Beta=0.7591201057843372|InitialStopLimit=47.5|TrailingStopLimit=47.5|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=71.4|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.725099601593627|Score=0.9707945778736157|Velocity=0.7088235294117647|PE=33.97|Beta=1.356667718879165|InitialStopLimit=60.97|TrailingStopLimit=60.97|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324000000000002|Comment=Price changed on 10/1/2025 from $76.62 to $76.21
Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=197.99|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.928286852589643|Score=1.457053776101358|Velocity=0.7794289530806477|PE=23.64|Beta=0.6282261227850008|InitialStopLimit=124.65|TrailingStopLimit=171.10421556472778|LastStopAdjustment=10/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
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=13.1|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=18.9|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=17.520785759687424|LastStopAdjustment=10/31/2025 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=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=80.54|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.553784860557762|Score=0.6026973776815487|Velocity=0.9448035803083044|PE=22.43|Beta=-0.19231796112849286|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=
Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=59.98|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=-0.054647265456147176|Velocity=0.8788235294117647|PE=30.96|Beta=0.7591201057843372|InitialStopLimit=47.5|TrailingStopLimit=47.5|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
TotalPositions=12
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.
@@ -53,5 +53,5 @@ Symbol=TRP|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=41.26|NewStop=50.53
Symbol=CAH|AnalysisDate=10/30/2025 12:00:00 AM|PreviousStop=124.65|NewStop=171.10421556472778|CurrentPriceLow=181.44|CurrentPriceClose=189.84|PriceTrendIndicatorSlope=0.7743608355522156|StopLimitId=CAH20250930120000AM
Symbol=TSCDY|AnalysisDate=10/31/2025 12:00:00 AM|PreviousStop=17.374642776846887|NewStop=17.520785759687424|CurrentPriceLow=18.23|CurrentPriceClose=18.24|PriceTrendIndicatorSlope=0.003466167254373431|StopLimitId=TSCDY20250430120000AM
TotalHedgePositions=1
Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.53|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=33.11|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63
Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.93|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=33.11|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63
TotalPricingExceptions=0