From d6bd7d4851dbbf7475f0f585140d70a638afb13a Mon Sep 17 00:00:00 2001 From: Sean Date: Mon, 14 Jul 2025 20:38:25 -0400 Subject: [PATCH] Daily --- MarketData/MarketData/Models/CMT20200817.TXT | 67 ++++++++++--------- MarketData/MarketData/Models/MGSH20250331.TXT | 24 +++---- 2 files changed, 46 insertions(+), 45 deletions(-) diff --git a/MarketData/MarketData/Models/CMT20200817.TXT b/MarketData/MarketData/Models/CMT20200817.TXT index 6b8446b..54b6d32 100755 --- a/MarketData/MarketData/Models/CMT20200817.TXT +++ b/MarketData/MarketData/Models/CMT20200817.TXT @@ -1,17 +1,17 @@ CMTSESSIONv1.00 -LastUpdated=7/9/2025 10:22:08 PM -TradeDate=7/9/2025 +LastUpdated=7/14/2025 12:54:59 PM +TradeDate=7/11/2025 StartDate=1/1/0001 -AnalysisDate=7/9/2025 -CashBalance=2394.85 +AnalysisDate=7/14/2025 +CashBalance=2820.209999999999 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=7/9/2025|BetaMonths=6|TradeDate=7/9/2025|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=7/14/2025|BetaMonths=6|TradeDate=7/11/2025|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=3 -Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=722.12|Exposure=3245|MarketValue=3610.6|GainLoss=365.5999999999999|GainLossPcnt=0.11266563944530043|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.952308395550815|InitialStopLimit=571.12|TrailingStopLimit=637.6154983520507|TotalRiskExposure=393.78|RMultiple=0.93R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=7/3/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $656.30 to $649.00 -Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=215.25|CurrentPrice=231.25|Exposure=2367.75|MarketValue=2543.75|GainLoss=176|GainLossPcnt=0.0743321718931475|PositionRiskDecimal=0.12|R=26.0436|C=304.705|P=11.699803406595093|InitialStopLimit=189.42|TrailingStopLimit=221.25771627426147|TotalRiskExposure=286.4796|RMultiple=0.61R|Volatility=9.23863506317139|Volume=0|LastStopAdjustment=6/4/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $217.03 to $215.25 -Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=276.75|Exposure=1368|MarketValue=1660.5|GainLoss=292.5|GainLossPcnt=0.2138157894736842|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=247.7282170295715|TotalRiskExposure=166.9536|RMultiple=1.75R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=6/27/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $231.88 to $228.00 -TotalPositions=124 +Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=709.15|Exposure=3245|MarketValue=3545.75|GainLoss=300.75|GainLossPcnt=0.09268104776579353|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.952308395550815|InitialStopLimit=571.12|TrailingStopLimit=637.6154983520507|TotalRiskExposure=393.78|RMultiple=0.76R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=7/3/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $656.30 to $649.00 +Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=277.98|Exposure=1368|MarketValue=1667.88|GainLoss=299.8800000000001|GainLossPcnt=0.21921052631578955|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=247.7282170295715|TotalRiskExposure=166.9536|RMultiple=1.80R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=6/27/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $231.88 to $228.00 +Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=159|PurchasePrice=12.63|CurrentPrice=12.62|Exposure=2008.17|MarketValue=2006.58|GainLoss=-1.5900000000001455|GainLossPcnt=-0.0007917656373714105|PositionRiskDecimal=0.12|R=1.5143999999999997|C=241.41899999999998|P=159.41561014263075|InitialStopLimit=11.105599999999999|TrailingStopLimit=11.105599999999999|TotalRiskExposure=240.78959999999995|RMultiple=-0.01R|Volatility=0.436734020709991|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 7/14/2025 from $12.62 to $12.63 +TotalPositions=125 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. Symbol=POOL|PurchaseDate=9/1/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=2|PurchasePrice=332.21|CurrentPrice=288.44|Exposure=664.42|MarketValue=576.88|GainLoss=-87.53999999999996|GainLossPcnt=-0.13175401101712766|PositionRiskDecimal=0.12|R=39.5904|C=80.0065|P=2.0208560661170383|InitialStopLimit=290.3296|TrailingStopLimit=290.3296|TotalRiskExposure=79.1808|RMultiple=-1.11R|Volatility=4.28818368911743|Volume=259404|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. @@ -136,59 +136,60 @@ 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. +Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/11/2025 5:14:58 PM|Shares=11|PurchasePrice=215.25|CurrentPrice=221.23|Exposure=2367.75|MarketValue=2433.5299999999997|GainLoss=65.77999999999975|GainLossPcnt=0.027781649245063773|PositionRiskDecimal=0.12|R=26.0436|C=304.705|P=11.699803406595093|InitialStopLimit=189.42|TrailingStopLimit=221.25771627426147|TotalRiskExposure=286.4796|RMultiple=0.23R|Volatility=9.23863506317139|Volume=0|LastStopAdjustment=6/4/2025 12:00:00 AM|Comment=Manual close. TotalCandidates=52 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=EAT|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.744999885559082|ProfitMarginSlope=0.091644287109375|PriceSlope=0.004453672573238146|Volatility=4.433369159698486|Volume=0|Violation=False|Slope=0.004453672573238146|Score=2.562281347020848|AnnualizedReturn=3.0719897799970104|SharpeRatio=0.25260176193822825|RSquared=0.8340787341497411|BetaMonths=6|Beta=4.066818582379959 Symbol=SGHC|AnalysisDate=5/2/2025 12:00:00 AM|EPSSlope=0.115000002086163|ProfitMarginSlope=2.35873985290527|PriceSlope=0.00427395862449113|Volatility=0.425111591815948|Volume=0|Violation=False|Slope=0.00427395862449113|Score=2.38568534788174|AnnualizedReturn=2.93596906241377|SharpeRatio=0.238211829209307|RSquared=0.812571691719524|BetaMonths=6|Beta=8.59348873312929 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=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=SE|AnalysisDate=5/14/2025 12:00:00 AM|EPSSlope=0.28999999165535|ProfitMarginSlope=1.4859447479248|PriceSlope=0.00320175994587183|Volatility=9.89877319335938|Volume=0|Violation=False|Slope=0.00320175994587183|Score=1.97077145609689|AnnualizedReturn=2.24082366610097|SharpeRatio=0.264805434509748|RSquared=0.879485291908771|BetaMonths=6|Beta=2.05085007281311 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 Symbol=TPR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=0.405666351318359|PriceSlope=0.00325783230568174|Volatility=5.51863718032837|Volume=0|Violation=False|Slope=0.00325783230568174|Score=1.82698653899432|AnnualizedReturn=2.27271179314813|SharpeRatio=0.102547010759166|RSquared=0.803879552393049|BetaMonths=6|Beta=3.86683594969366 +Symbol=IDCC|AnalysisDate=5/30/2025 12:00:00 AM|EPSSlope=0.2849998474121094|ProfitMarginSlope=6.474006652832031|PriceSlope=0.0028473926354175144|Volatility=3.0055503845214844|Volume=0|Violation=False|Slope=0.0028473926354175144|Score=1.8068784804395575|AnnualizedReturn=2.0493915498118724|SharpeRatio=0.24338493691871216|RSquared=0.8816658195967594|BetaMonths=6|Beta=1.1297787586769141 Symbol=NFLX|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.664999961853027|ProfitMarginSlope=1.0953197479248|PriceSlope=0.00240050950296441|Volatility=19.877721786499|Volume=0|Violation=False|Slope=0.00240050950296441|Score=1.6180709428454|AnnualizedReturn=1.83112108630266|SharpeRatio=0.245246589807048|RSquared=0.883650434124245|BetaMonths=6|Beta=2.36750966590708 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=RYCEY|AnalysisDate=3/19/2025 12:00:00 AM|EPSSlope=0.0249999910593033|ProfitMarginSlope=2.86403560638428|PriceSlope=0.00224820856063976|Volatility=0.490488022565842|Volume=0|Violation=False|Slope=0.00224820856063976|Score=1.50374509638808|AnnualizedReturn=1.76217449909003|SharpeRatio=0.230419861639581|RSquared=0.853346304332856|BetaMonths=6|Beta=0.334083432815 Symbol=KGC|AnalysisDate=4/16/2025 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=3.98477172851563|PriceSlope=0.00219708235340876|Volatility=1.06188702583313|Volume=0|Violation=False|Slope=0.00219708235340876|Score=1.4962869886917|AnnualizedReturn=1.73961661555159|SharpeRatio=0.229155440409822|RSquared=0.860124567284186|BetaMonths=6|Beta=0.414085900397437 Symbol=PLMR|AnalysisDate=4/2/2025 12:00:00 AM|EPSSlope=0.130000114440918|ProfitMarginSlope=1.64382266998291|PriceSlope=0.00198022214399565|Volatility=3.99359607696533|Volume=0|Violation=False|Slope=0.00198022214399565|Score=1.46847227175985|AnnualizedReturn=1.64709969443068|SharpeRatio=0.0538877894807512|RSquared=0.891550327357342|BetaMonths=6|Beta=1.06724722432736 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=AEM|AnalysisDate=4/11/2025 12:00:00 AM|EPSSlope=0.889999985694885|ProfitMarginSlope=2.31843376159668|PriceSlope=0.0019226769301615|Volatility=4.71370840072632|Volume=0|Violation=False|Slope=0.0019226769301615|Score=1.41601340670688|AnnualizedReturn=1.62338680352554|SharpeRatio=0.105580541916601|RSquared=0.872258788621227|BetaMonths=6|Beta=0.158127571442842 Symbol=NGD|AnalysisDate=3/31/2025 12:00:00 AM|EPSSlope=0.0499999970197678|ProfitMarginSlope=10.4842023849487|PriceSlope=0.00232738138187281|Volatility=0.19767764210701|Volume=0|Violation=False|Slope=0.00232738138187281|Score=1.38801517603269|AnnualizedReturn=1.7976856870603|SharpeRatio=0.176636628257535|RSquared=0.77211226969408|BetaMonths=6|Beta=1.38599232316458 +Symbol=CAE|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.7299999594688416|ProfitMarginSlope=2.51131534576416|PriceSlope=0.0019366903896496316|Volatility=1.2527351379394531|Volume=0|Violation=False|Slope=0.0019366903896496316|Score=1.323742744095582|AnnualizedReturn=1.6291297526906692|SharpeRatio=-0.020070309133678327|RSquared=0.8125459263814253|BetaMonths=6|Beta=0.023589762258369104 Symbol=LINC|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=3.23651123046875|PriceSlope=0.00206919170623891|Volatility=1.68286395072937|Volume=0|Violation=False|Slope=0.00206919170623891|Score=1.31120872360738|AnnualizedReturn=1.68444529861664|SharpeRatio=0.0208921901765995|RSquared=0.778421670732921|BetaMonths=6|Beta=2.73454525066217 Symbol=GILD|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=0.140000000596046|ProfitMarginSlope=1.17559432983398|PriceSlope=0.00184615920255908|Volatility=6.17145919799805|Volume=0|Violation=False|Slope=0.00184615920255908|Score=1.29889173876397|AnnualizedReturn=1.59238376859162|SharpeRatio=-0.332329823332815|RSquared=0.815690139766223|BetaMonths=6|Beta=0.441234377834799 Symbol=FFIV|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=0.641941070556641|PriceSlope=0.00207132422591469|Volatility=10.3247270584106|Volume=0|Violation=False|Slope=0.00207132422591469|Score=1.27098761207093|AnnualizedReturn=1.68535075429952|SharpeRatio=-0.018005180488292|RSquared=0.754138335197285|BetaMonths=6|Beta=0.648138503836924 +Symbol=OLO|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.014999999664723873|ProfitMarginSlope=0.3178119659423828|PriceSlope=0.0024563978932916823|Volatility=0.4174286127090454|Volume=0|Violation=False|Slope=0.0024563978932916823|Score=1.2336096964755687|AnnualizedReturn=1.8570928276942238|SharpeRatio=0.17575084233394692|RSquared=0.6642692697312417|BetaMonths=6|Beta=1.7847057006880471 +Symbol=OMAB|AnalysisDate=7/7/2025 12:00:00 AM|EPSSlope=0.6050000190734863|ProfitMarginSlope=0.7317829132080078|PriceSlope=0.0018309763481515213|Volatility=3.0482234954833984|Volume=0|Violation=False|Slope=0.0018309763481515213|Score=1.1898885885240995|AnnualizedReturn=1.5863028225091422|SharpeRatio=-0.0384755995419756|RSquared=0.7501017911838469|BetaMonths=6|Beta=0.6673133163212581 +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=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=CHEF|AnalysisDate=1/15/2025 12:00:00 AM|EPSSlope=0.0850000083446503|ProfitMarginSlope=0.0896120071411133|PriceSlope=0.00137447817873313|Volatility=1.20156145095825|Volume=0|Violation=False|Slope=0.00137447817873313|Score=1.05650086626369|AnnualizedReturn=1.41392355212947|SharpeRatio=0.0425417968628165|RSquared=0.747212156323814|BetaMonths=6|Beta=1.36159582436275 Symbol=DASH|AnalysisDate=2/19/2025 12:00:00 AM|EPSSlope=0.360000014305115|ProfitMarginSlope=1.07436752319336|PriceSlope=0.00199671707748532|Volatility=9.18694686889648|Volume=0|Violation=False|Slope=0.00199671707748532|Score=0.982941652764388|AnnualizedReturn=1.65396048132577|SharpeRatio=0.102027056926275|RSquared=0.594295730679425|BetaMonths=6|Beta=2.14568923530456 -Symbol=YMM|AnalysisDate=2/10/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=0.229143142700195|PriceSlope=0.0018029882430729|Volatility=0.436734020709991|Volume=0|Violation=False|Slope=0.0018029882430729|Score=0.958505124860841|AnnualizedReturn=1.57515398736561|SharpeRatio=0.075391013791245|RSquared=0.608515188069902|BetaMonths=6|Beta=2.01977136967525 +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 +Symbol=REVG|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.04500001668930054|ProfitMarginSlope=1.0163731575012207|PriceSlope=0.0014726813118233664|Volatility=3.7336947917938232|Volume=0|Violation=False|Slope=0.0014726813118233664|Score=0.9667578673309181|AnnualizedReturn=1.4493507399147034|SharpeRatio=-0.10519459954389333|RSquared=0.667028235958822|BetaMonths=6|Beta=1.3612497246905595 Symbol=ICL|AnalysisDate=5/6/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.498262405395508|PriceSlope=0.00169772416676094|Volatility=0.186816707253456|Volume=0|Violation=False|Slope=0.00169772416676094|Score=0.889691843928056|AnnualizedReturn=1.53391990746963|SharpeRatio=-0.0765494161412745|RSquared=0.580011928651281|BetaMonths=6|Beta=1.32550016566106 Symbol=FINMY|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.26086616516113|PriceSlope=0.000927945831124419|Volatility=0.804262280464172|Volume=0|Violation=False|Slope=0.000927945831124419|Score=0.603127428955689|AnnualizedReturn=1.26344529365249|SharpeRatio=0.116679338102526|RSquared=0.477367268678576|BetaMonths=6|Beta=1.26022875036336 Symbol=AU|AnalysisDate=4/21/2025 12:00:00 AM|EPSSlope=1.125|ProfitMarginSlope=8.06171703338623|PriceSlope=0.001274421203666|Volatility=4.25166273117065|Volume=0|Violation=False|Slope=0.001274421203666|Score=0.569136606971912|AnnualizedReturn=1.37871808470351|SharpeRatio=0.0617424647385181|RSquared=0.412801292219435|BetaMonths=6|Beta=0.0104350850906374 +Symbol=RSI|AnalysisDate=7/8/2025 12:00:00 AM|EPSSlope=0.029999999329447746|ProfitMarginSlope=0.056324005126953125|PriceSlope=0.0013540516922163036|Volatility=0.5269521474838257|Volume=0|Violation=False|Slope=0.0013540516922163036|Score=0.531052064079502|AnnualizedReturn=1.4066641164649114|SharpeRatio=0.03032591124972609|RSquared=0.3775258484691352|BetaMonths=6|Beta=1.9548602100289927 +Symbol=KEP|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.46000003814697266|ProfitMarginSlope=1.3346166610717773|PriceSlope=0.001086369191434797|Volatility=0.5944466590881348|Volume=0|Violation=False|Slope=0.001086369191434797|Score=0.48284926749646434|AnnualizedReturn=1.31490581072797|SharpeRatio=-0.03609492348099057|RSquared=0.36721205698311193|BetaMonths=6|Beta=1.3294012952542484 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=IESC|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.46000003814697266|ProfitMarginSlope=0.5093069076538086|PriceSlope=0.0016107877381501034|Volatility=12.34388256072998|Volume=0|Violation=False|Slope=0.0016107877381501034|Score=0.4385651654630219|AnnualizedReturn=1.5006802570617936|SharpeRatio=0.20435694422993422|RSquared=0.29224424283537637|BetaMonths=6|Beta=4.063368524892081 Symbol=HMY|AnalysisDate=3/31/2025 12:00:00 AM|EPSSlope=0.0949999988079071|ProfitMarginSlope=7.81999158859253|PriceSlope=0.000958915922282952|Volatility=0.756851136684418|Volume=0|Violation=False|Slope=0.000958915922282952|Score=0.42995758143171|AnnualizedReturn=1.27334438395995|SharpeRatio=0.0765953133575468|RSquared=0.337660091682812|BetaMonths=6|Beta=0.252555748062678 Symbol=SSYS|AnalysisDate=5/16/2025 12:00:00 AM|EPSSlope=0.0950000286102295|ProfitMarginSlope=1.74751853942871|PriceSlope=0.00107441958176774|Volatility=0.752377212047577|Volume=0|Violation=False|Slope=0.00107441958176774|Score=0.386110369220218|AnnualizedReturn=1.31095218847097|SharpeRatio=-0.231303879010371|RSquared=0.294526659794175|BetaMonths=6|Beta=4.59429266018819 -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=CRS|AnalysisDate=5/19/2025 12:00:00 AM|EPSSlope=0.8799998760223389|ProfitMarginSlope=1.5261764526367188|PriceSlope=0.002716216316384926|Volatility=12.705641746520996|Volume=0|Violation=False|Slope=0.002716216316384926|Score=1.5703626425513253|AnnualizedReturn=1.9827534534533255|SharpeRatio=0.1920974016128209|RSquared=0.7920110489865764|BetaMonths=6|Beta=3.291772803368441 -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=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=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=IDCC|AnalysisDate=5/30/2025 12:00:00 AM|EPSSlope=0.2849998474121094|ProfitMarginSlope=6.474006652832031|PriceSlope=0.0028473926354175144|Volatility=3.0055503845214844|Volume=0|Violation=False|Slope=0.0028473926354175144|Score=1.8068784804395575|AnnualizedReturn=2.0493915498118724|SharpeRatio=0.24338493691871216|RSquared=0.8816658195967594|BetaMonths=6|Beta=1.1297787586769141 -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=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=STRL|AnalysisDate=6/9/2025 12:00:00 AM|EPSSlope=0.14499998092651367|ProfitMarginSlope=0.0730142593383789|PriceSlope=0.0012872815322781336|Volatility=6.9764909744262695|Volume=0|Violation=False|Slope=0.0012872815322781336|Score=0.2962594862938475|AnnualizedReturn=1.3831934861767867|SharpeRatio=0.060068162317814616|RSquared=0.2141851369707668|BetaMonths=6|Beta=2.74578682078838 -Symbol=CCJ|AnalysisDate=6/13/2025 12:00:00 AM|EPSSlope=0.06499999761581421|ProfitMarginSlope=5.424066543579102|PriceSlope=0.00027701558073750326|Volatility=3.275177240371704|Volume=0|Violation=False|Slope=0.00027701558073750326|Score=0.023063994434994167|AnnualizedReturn=1.0723022004711353|SharpeRatio=-0.17923201709527575|RSquared=0.02150885676151796|BetaMonths=6|Beta=1.4956028268654356 -Symbol=EAT|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.744999885559082|ProfitMarginSlope=0.091644287109375|PriceSlope=0.004453672573238146|Volatility=4.433369159698486|Volume=0|Violation=False|Slope=0.004453672573238146|Score=2.562281347020848|AnnualizedReturn=3.0719897799970104|SharpeRatio=0.25260176193822825|RSquared=0.8340787341497411|BetaMonths=6|Beta=4.066818582379959 -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=REVG|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.04500001668930054|ProfitMarginSlope=1.0163731575012207|PriceSlope=0.0014726813118233664|Volatility=3.7336947917938232|Volume=0|Violation=False|Slope=0.0014726813118233664|Score=0.9667578673309181|AnnualizedReturn=1.4493507399147034|SharpeRatio=-0.10519459954389333|RSquared=0.667028235958822|BetaMonths=6|Beta=1.3612497246905595 +Symbol=LITE|AnalysisDate=7/11/2025 12:00:00 AM|EPSSlope=0.625|ProfitMarginSlope=2.843690872192383|PriceSlope=0.0014089211727266624|Volatility=1.780181884765625|Volume=0|Violation=False|Slope=0.0014089211727266624|Score=0.3367788332391533|AnnualizedReturn=1.4262493058913088|SharpeRatio=0.10080946949095927|RSquared=0.2361290076342505|BetaMonths=6|Beta=2.8194262670601953 Symbol=EYE|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.015000000596046448|ProfitMarginSlope=0.9285182952880859|PriceSlope=0.0012776552525365157|Volatility=0.9107901453971863|Volume=0|Violation=False|Slope=0.0012776552525365157|Score=0.3288170677504751|AnnualizedReturn=1.379842170794802|SharpeRatio=3.0672647303382508E-06|RSquared=0.23830049168672193|BetaMonths=6|Beta=0.326311834861038 -Symbol=SPOT|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.040000200271606445|ProfitMarginSlope=4.865499973297119|PriceSlope=0.003571982732157705|Volatility=17.449792861938477|Volume=0|Violation=False|Slope=0.003571982732157705|Score=2.298714863485271|AnnualizedReturn=2.459946615035546|SharpeRatio=0.25501688836365694|RSquared=0.9344572152237763|BetaMonths=6|Beta=3.2885448944063915 -Symbol=KEP|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.46000003814697266|ProfitMarginSlope=1.3346166610717773|PriceSlope=0.001086369191434797|Volatility=0.5944466590881348|Volume=0|Violation=False|Slope=0.001086369191434797|Score=0.48284926749646434|AnnualizedReturn=1.31490581072797|SharpeRatio=-0.03609492348099057|RSquared=0.36721205698311193|BetaMonths=6|Beta=1.3294012952542484 -Symbol=MYRG|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.16500002145767212|ProfitMarginSlope=1.4604697227478027|PriceSlope=0.0009902293289960247|Volatility=4.429070472717285|Volume=0|Violation=False|Slope=0.0009902293289960247|Score=0.21352875778369346|AnnualizedReturn=1.2834320656012257|SharpeRatio=-0.17421008642814842|RSquared=0.16637324522795494|BetaMonths=6|Beta=2.7080555895292204 -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=STRL|AnalysisDate=6/9/2025 12:00:00 AM|EPSSlope=0.14499998092651367|ProfitMarginSlope=0.0730142593383789|PriceSlope=0.0012872815322781336|Volatility=6.9764909744262695|Volume=0|Violation=False|Slope=0.0012872815322781336|Score=0.2962594862938475|AnnualizedReturn=1.3831934861767867|SharpeRatio=0.060068162317814616|RSquared=0.2141851369707668|BetaMonths=6|Beta=2.74578682078838 Symbol=GHM|AnalysisDate=6/27/2025 12:00:00 AM|EPSSlope=0.14000001549720764|ProfitMarginSlope=1.5396232604980469|PriceSlope=0.001121430366213588|Volatility=2.1089026927948|Volume=0|Violation=False|Slope=0.001121430366213588|Score=0.2646603365397499|AnnualizedReturn=1.3265750258976057|SharpeRatio=0.03251164802149257|RSquared=0.19950649708686602|BetaMonths=6|Beta=6.48735366617816 -Symbol=CAE|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.7299999594688416|ProfitMarginSlope=2.51131534576416|PriceSlope=0.0019366903896496316|Volatility=1.2527351379394531|Volume=0|Violation=False|Slope=0.0019366903896496316|Score=1.323742744095582|AnnualizedReturn=1.6291297526906692|SharpeRatio=-0.020070309133678327|RSquared=0.8125459263814253|BetaMonths=6|Beta=0.023589762258369104 -Symbol=OLO|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.014999999664723873|ProfitMarginSlope=0.3178119659423828|PriceSlope=0.0024563978932916823|Volatility=0.4174286127090454|Volume=0|Violation=False|Slope=0.0024563978932916823|Score=1.2336096964755687|AnnualizedReturn=1.8570928276942238|SharpeRatio=0.17575084233394692|RSquared=0.6642692697312417|BetaMonths=6|Beta=1.7847057006880471 -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=IESC|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.46000003814697266|ProfitMarginSlope=0.5093069076538086|PriceSlope=0.0016107877381501034|Volatility=12.34388256072998|Volume=0|Violation=False|Slope=0.0016107877381501034|Score=0.4385651654630219|AnnualizedReturn=1.5006802570617936|SharpeRatio=0.20435694422993422|RSquared=0.29224424283537637|BetaMonths=6|Beta=4.063368524892081 -Symbol=OMAB|AnalysisDate=7/7/2025 12:00:00 AM|EPSSlope=0.6050000190734863|ProfitMarginSlope=0.7317829132080078|PriceSlope=0.0018309763481515213|Volatility=3.0482234954833984|Volume=0|Violation=False|Slope=0.0018309763481515213|Score=1.1898885885240995|AnnualizedReturn=1.5863028225091422|SharpeRatio=-0.0384755995419756|RSquared=0.7501017911838469|BetaMonths=6|Beta=0.6673133163212581 -Symbol=RSI|AnalysisDate=7/8/2025 12:00:00 AM|EPSSlope=0.029999999329447746|ProfitMarginSlope=0.056324005126953125|PriceSlope=0.0013540516922163036|Volatility=0.5269521474838257|Volume=0|Violation=False|Slope=0.0013540516922163036|Score=0.531052064079502|AnnualizedReturn=1.4066641164649114|SharpeRatio=0.03032591124972609|RSquared=0.3775258484691352|BetaMonths=6|Beta=1.9548602100289927 +Symbol=MYRG|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.16500002145767212|ProfitMarginSlope=1.4604697227478027|PriceSlope=0.0009902293289960247|Volatility=4.429070472717285|Volume=0|Violation=False|Slope=0.0009902293289960247|Score=0.21352875778369346|AnnualizedReturn=1.2834320656012257|SharpeRatio=-0.17421008642814842|RSquared=0.16637324522795494|BetaMonths=6|Beta=2.7080555895292204 +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=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=CCJ|AnalysisDate=6/13/2025 12:00:00 AM|EPSSlope=0.06499999761581421|ProfitMarginSlope=5.424066543579102|PriceSlope=0.00027701558073750326|Volatility=3.275177240371704|Volume=0|Violation=False|Slope=0.00027701558073750326|Score=0.023063994434994167|AnnualizedReturn=1.0723022004711353|SharpeRatio=-0.17923201709527575|RSquared=0.02150885676151796|BetaMonths=6|Beta=1.4956028268654356 +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=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 TotalStopLimits=199 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= diff --git a/MarketData/MarketData/Models/MGSH20250331.TXT b/MarketData/MarketData/Models/MGSH20250331.TXT index fdbc20f..2685091 100644 --- a/MarketData/MarketData/Models/MGSH20250331.TXT +++ b/MarketData/MarketData/Models/MGSH20250331.TXT @@ -1,22 +1,22 @@ MGSHSESSIONv2.00 -LastUpdated=7/9/2025 10:21:53 PM -TradeDate=7/10/2025 +LastUpdated=7/11/2025 10:19:21 PM +TradeDate=7/14/2025 StartDate=3/31/2025 -AnalysisDate=7/9/2025 +AnalysisDate=7/11/2025 Cycle=4 CashBalance=1033.0599999999997 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=8 -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=108.75|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=28.1|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=13.97|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=11.14|LastStopAdjustment=1/1/0001 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=14.42|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=16.62|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.663142839670183|LastStopAdjustment=6/30/2025 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=27.68|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 -Slot=2|Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=150.27|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.5776892430278835|Score=1.1152297855435784|Velocity=0.9311485909479076|PE=24.22|Beta=1.1133261039922626|InitialStopLimit=125.23|TrailingStopLimit=144.98235696792602|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.180000000000003|Comment=Price changed on 6/2/2025 from $155.90 to $156.54 -Slot=2|Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=19.49|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.382470119521905|Score=0.8751364490743774|Velocity=0.6148705096073518|PE=25.43|Beta=2.3432255715230057|InitialStopLimit=14.65|TrailingStopLimit=18.002285492420196|LastStopAdjustment=7/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.6700000000000004|Comment=Price changed on 6/2/2025 from $18.35 to $18.31 +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=108.63|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=26.97|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=14.09|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=11.14|LastStopAdjustment=1/1/0001 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=14.34|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=16.49|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.663142839670183|LastStopAdjustment=6/30/2025 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=26.61|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 +Slot=2|Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=150.68|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.5776892430278835|Score=1.1152297855435784|Velocity=0.9311485909479076|PE=24.22|Beta=1.1133261039922626|InitialStopLimit=125.23|TrailingStopLimit=144.98235696792602|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.180000000000003|Comment=Price changed on 6/2/2025 from $155.90 to $156.54 +Slot=2|Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=18.44|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.382470119521905|Score=0.8751364490743774|Velocity=0.6148705096073518|PE=25.43|Beta=2.3432255715230057|InitialStopLimit=14.65|TrailingStopLimit=18.002285492420196|LastStopAdjustment=7/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.6700000000000004|Comment=Price changed on 6/2/2025 from $18.35 to $18.31 TotalPositions=3 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. @@ -33,5 +33,5 @@ Symbol=NRG|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=125.23|NewStop=144. Symbol=OPRA|AnalysisDate=7/2/2025 12:00:00 AM|PreviousStop=14.65|NewStop=18.002285492420196|CurrentPriceLow=19.95|CurrentPriceClose=20.08|PriceTrendIndicatorSlope=0.01213536411523819|StopLimitId=OPRA20250530120000AM Symbol=SXT|AnalysisDate=7/7/2025 12:00:00 AM|PreviousStop=88.18778513908386|NewStop=100.19928508281708|CurrentPriceLow=106.18|CurrentPriceClose=107.23|PriceTrendIndicatorSlope=0.45148131251335144|StopLimitId=SXT20250331120000AM 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=39.35|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=39.41|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