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Sean
2025-05-05 15:54:56 -04:00
parent 9d154698e5
commit 8e0c28abd4
2 changed files with 15 additions and 14 deletions
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11
MarketData/MarketData/Models/CMT20200817.TXT
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CMTSESSIONv1.00
LastUpdated=5/1/2025 9:27:14 PM
TradeDate=5/1/2025
LastUpdated=5/2/2025 8:40:03 PM
TradeDate=5/2/2025
StartDate=1/1/0001
AnalysisDate=5/1/2025
AnalysisDate=5/2/2025
CashBalance=9375.6
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=5/1/2025|BetaMonths=6|TradeDate=5/1/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=5/2/2025|BetaMonths=6|TradeDate=5/2/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
PricingExceptions=0
TotalActivePositions=0
TotalPositions=124
@@ -133,7 +133,7 @@ Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=3/4/2025 12:00:00 AM|S
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=4/3/2025 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=133.24|Exposure=1076.18|MarketValue=932.6800000000001|GainLoss=-143.5|GainLossPcnt=-0.13334200598412904|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-1.11R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=189.59|Exposure=1024.5|MarketValue=947.95|GainLoss=-76.54999999999995|GainLossPcnt=-0.0747193753050268|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.422357233741254|InitialStopLimit=180.31|TrailingStopLimit=195.563070678711|TotalRiskExposure=122.63400000000001|RMultiple=-0.62R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=3/17/2025 12:00:00 AM|Comment=Manual close.
Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=34.65|Exposure=3203.76|MarketValue=2910.6|GainLoss=-293.1600000000003|GainLossPcnt=-0.09150498164656537|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.74939061547836|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.96320000000003|RMultiple=-0.76R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Manual close.
TotalCandidates=41
TotalCandidates=42
Symbol=PBI|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.529999971389771|ProfitMarginSlope=8.23810863494873|PriceSlope=0.00328707853229042|Volatility=0.761549234390259|Volume=0|Violation=False|Slope=0.00328707853229042|Score=1.99265117484619|AnnualizedReturn=2.28952366673464|SharpeRatio=0.235874736612309|RSquared=0.870334386055131|BetaMonths=6|Beta=1.93760551933142
Symbol=SPOT|AnalysisDate=2/19/2025 12:00:00 AM|EPSSlope=1.14999985694885|ProfitMarginSlope=4.86549997329712|PriceSlope=0.00311891130814697|Volatility=40.1615791320801|Volume=0|Violation=False|Slope=0.00311891130814697|Score=1.98684751540544|AnnualizedReturn=2.19452506025095|SharpeRatio=0.413240671697551|RSquared=0.905365607981818|BetaMonths=6|Beta=3.11968488809277
Symbol=HWM|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.100000023841858|ProfitMarginSlope=0.146227836608887|PriceSlope=0.00289697492464429|Volatility=2.93906354904175|Volume=0|Violation=False|Slope=0.00289697492464429|Score=1.95446634946965|AnnualizedReturn=2.07515880028122|SharpeRatio=0.257254647152215|RSquared=0.941839414508801|BetaMonths=6|Beta=1.80514220525624
@@ -175,6 +175,7 @@ Symbol=AU|AnalysisDate=4/21/2025 12:00:00 AM|EPSSlope=1.125|ProfitMarginSlope=
Symbol=JBSAY|AnalysisDate=4/22/2025 12:00:00 AM|EPSSlope=0.0249999761581421|ProfitMarginSlope=2.02699565887451|PriceSlope=0.000896235617414858|Volatility=0.573827743530273|Volume=0|Violation=False|Slope=0.000896235617414858|Score=0.458797172546303|AnnualizedReturn=1.25338936717726|SharpeRatio=0.0909382763189255|RSquared=0.366045208744313|BetaMonths=6|Beta=1.42346528947178
Symbol=YALA|AnalysisDate=4/22/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.783245086669922|PriceSlope=9.30105169787555E-05|Volatility=0.694728314876556|Volume=0|Violation=False|Slope=9.30105169787555E-05|Score=0.00426895168729687|AnnualizedReturn=1.02371549415977|SharpeRatio=-0.214910460886992|RSquared=0.00417005673124122|BetaMonths=6|Beta=2.24939400582279
Symbol=SFM|AnalysisDate=4/23/2025 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=0.0641002655029297|PriceSlope=0.00360615256358645|Volatility=6.23221302032471|Volume=0|Violation=False|Slope=0.00360615256358645|Score=2.22037511737051|AnnualizedReturn=2.48122017696957|SharpeRatio=0.344471769797401|RSquared=0.894872264049683|BetaMonths=6|Beta=3.3634006102018
Symbol=SGHC|AnalysisDate=5/2/2025 12:00:00 AM|EPSSlope=0.11500000208616257|ProfitMarginSlope=2.3587398529052734|PriceSlope=0.004273958624491131|Volatility=0.4251115918159485|Volume=0|Violation=False|Slope=0.004273958624491131|Score=2.385685347881738|AnnualizedReturn=2.9359690624137667|SharpeRatio=0.23821182920930722|RSquared=0.8125716917195237|BetaMonths=6|Beta=8.593488733129291
TotalStopLimits=194
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=

18
MarketData/MarketData/Models/MGSH20250331.TXT
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@@ -1,20 +1,20 @@
MGSHSESSIONv2.00
LastUpdated=5/1/2025 9:25:53 PM
TradeDate=5/2/2025
LastUpdated=5/2/2025 8:41:21 PM
TradeDate=5/5/2025
StartDate=3/31/2025
AnalysisDate=5/1/2025
AnalysisDate=5/2/2025
Cycle=2
CashBalance=3485.68
NonTradeableCash=0
HedgeCashBalance=3000
Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=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=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=59.31|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Price changed on 4/1/2025 from $60.02 to $59.91
Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=46.6|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=Price changed on 4/1/2025 from $46.08 to $45.76
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=92.66|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=85.4177850723267|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
Slot=1|Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=178.08|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=143.25|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Price changed on 5/1/2025 from $182.71 to $179.06
Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=15.91|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=14.92|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=12|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
Slot=0|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=59.61|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Price changed on 4/1/2025 from $60.02 to $59.91
Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=46.48|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=Price changed on 4/1/2025 from $46.08 to $45.76
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=93.73|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=85.4177850723267|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
Slot=1|Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=176.51|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=143.25|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Price changed on 5/1/2025 from $182.71 to $179.06
Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=16.02|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=14.98|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=12|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
TotalPositions=0
TotalStopLimits=2
Symbol=EXC|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=36.61|NewStop=42.7107857322693|CurrentPriceLow=46.11|CurrentPriceClose=46.9|PriceTrendIndicatorSlope=0.0870828032493591|StopLimitId=EXC20250331120000AM