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Sean
2026-01-02 10:57:55 -05:00
parent 78880842ef
commit f0271791f6
4 changed files with 42 additions and 34 deletions
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23
MarketData/MarketData/Models/CM20191031.TXT
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@@ -1,12 +1,12 @@
CMSESSIONv1.00
LastUpdated=12/1/2025 11:35:45 AM
TradeDate=12/31/2025
LastUpdated=1/2/2026 10:08:13 AM
TradeDate=1/30/2026
StartDate=10/31/2019
AnalysisDate=12/1/2025
Cycle=74
CashBalance=5373.379999999999
AnalysisDate=1/2/2026
Cycle=75
CashBalance=455.16999999999956
NonTradeableCash=13400.66
DayCount=90|AnalysisDate=12/1/2025|TradeDate=12/31/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=SFTBY,IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
DayCount=90|AnalysisDate=1/2/2026|TradeDate=1/30/2026|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=SFTBY,IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=9
Slot=0|Symbol=UEC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=143|PurchasePrice=15|Beta=1.2966305880079196|BetaMonths=6|SharpeRatio=0.18882419439037434|RiskAdjustedWeight=0.10468762877371939|RiskAdjustedAllocation=1106.030032375784|TargetBetaOverBeta=0.7712296850380119|Score=0|CNNPrediction=True
Slot=0|Symbol=BTU|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=249|PurchasePrice=28.22|Beta=0.1598494446601757|BetaMonths=6|SharpeRatio=-0.0527083016848311|RiskAdjustedWeight=0.8491814403396586|RiskAdjustedAllocation=8971.644376260509|TargetBetaOverBeta=6.255886607087702|Score=0|CNNPrediction=True
@@ -14,10 +14,10 @@ Slot=0|Symbol=WDC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:
Slot=1|Symbol=MU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=232.72|Beta=8.491146661072152|BetaMonths=6|SharpeRatio=0.2470810013533889|RiskAdjustedWeight=0.1426466416314296|RiskAdjustedAllocation=1664.3220834138176|TargetBetaOverBeta=0.1177697241509821|Score=0|CNNPrediction=True
Slot=1|Symbol=TTI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=490|PurchasePrice=7.72|Beta=3.711007341822632|BetaMonths=6|SharpeRatio=0.24808750225147175|RiskAdjustedWeight=0.3263894256288325|RiskAdjustedAllocation=3808.131216088369|TargetBetaOverBeta=0.26946861266754|Score=0|CNNPrediction=True
Slot=1|Symbol=NESR|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=444|PurchasePrice=14|Beta=2.2811974224915543|BetaMonths=6|SharpeRatio=-0.008006236346473775|RiskAdjustedWeight=0.530963932739738|RiskAdjustedAllocation=6194.993367164479|TargetBetaOverBeta=0.43836626770680226|Score=0|CNNPrediction=True
Slot=2|Symbol=W|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=88.95|Beta=5.285101193282113|BetaMonths=6|SharpeRatio=0.15447812381516948|RiskAdjustedWeight=0.12845228267921938|RiskAdjustedAllocation=1175.7023346491153|TargetBetaOverBeta=0.18921113587590319|Score=0|CNNPrediction=True
Slot=2|Symbol=KTOS|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=90.5|Beta=1.0591893391432428|BetaMonths=6|SharpeRatio=0.43487546455695597|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.473143342578|TargetBetaOverBeta=0.9441182638874369|Score=0|CNNPrediction=True
Slot=2|Symbol=BIL|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=91.46|Beta=1.0591893391432428|BetaMonths=6|SharpeRatio=0.43487546455695597|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.473143342578|TargetBetaOverBeta=0.9441182638874369|Score=0|CNNPrediction=True
TotalPositions=181
Slot=2|Symbol=RAPT|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=38|PurchasePrice=33.93|Beta=28.694447051161493|BetaMonths=6|SharpeRatio=0.3537025569148859|RiskAdjustedWeight=0.04708622090444344|RiskAdjustedAllocation=532.8739772052379|TargetBetaOverBeta=0.034849948431382026|Score=0|CNNPrediction=True
Slot=2|Symbol=HL|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=379|PurchasePrice=19.65|Beta=1.7175792348130676|BetaMonths=6|SharpeRatio=0.3839635590786813|RiskAdjustedWeight=0.7866379874631483|RiskAdjustedAllocation=8902.368993487324|TargetBetaOverBeta=0.5822147704928645|Score=0|CNNPrediction=True
Slot=2|Symbol=SPHR|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=94.69|Beta=8.12573531791566|BetaMonths=6|SharpeRatio=0.196920851690333|RiskAdjustedWeight=0.16627579163240833|RiskAdjustedAllocation=1881.7403626407709|TargetBetaOverBeta=0.12306578554130297|Score=0|CNNPrediction=True
TotalPositions=184
Symbol=CLDR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=124|PurchasePrice=8.56|Beta=0.482592987013072|BetaMonths=36|SharpeRatio=-0.248675615247893|RiskAdjustedWeight=0.632894313054559|RiskAdjustedAllocation=1054.82385509093|TargetBetaOverBeta=2.07213951903721|CurrentPrice=10.36|Score=0|CNNPrediction=False
Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=181.92|Beta=1.3764249979282|BetaMonths=36|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.221901198728824|RiskAdjustedAllocation=369.835331214706|TargetBetaOverBeta=0.726519789676302|CurrentPrice=210.25|Score=0|CNNPrediction=False
Symbol=VC|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=93.22|Beta=2.10344983651568|BetaMonths=36|SharpeRatio=-0.0621291508319681|RiskAdjustedWeight=0.145204488216617|RiskAdjustedAllocation=242.007480361029|TargetBetaOverBeta=0.475409483335472|CurrentPrice=80.34|Score=0|CNNPrediction=False
@@ -199,3 +199,6 @@ Symbol=EVEX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 
Symbol=PSIX|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=24|PurchasePrice=80.09|Beta=9.777909807308449|BetaMonths=6|SharpeRatio=0.5435342677571937|RiskAdjustedWeight=0.24343472194419022|RiskAdjustedAllocation=2029.592364510663|TargetBetaOverBeta=0.10227134630067411|CurrentPrice=55|Score=0|CNNPrediction=True
Symbol=CRDO|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=24|PurchasePrice=121.83|Beta=6.540026307533427|BetaMonths=6|SharpeRatio=0.4375307132455657|RiskAdjustedWeight=0.36395614378426366|RiskAdjustedAllocation=3034.4176235082714|TargetBetaOverBeta=0.15290458370910595|CurrentPrice=172.02|Score=0|CNNPrediction=True
Symbol=HOOD|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=31|PurchasePrice=100.39|Beta=6.062728926452313|BetaMonths=6|SharpeRatio=0.5350848246214097|RiskAdjustedWeight=0.39260913427154615|RiskAdjustedAllocation=3273.3066786477334|TargetBetaOverBeta=0.16494222521427548|CurrentPrice=123.5|Score=0|CNNPrediction=True
Symbol=W|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Shares=13|PurchasePrice=88.95|Beta=5.285101193282113|BetaMonths=6|SharpeRatio=0.15447812381516948|RiskAdjustedWeight=0.12845228267921938|RiskAdjustedAllocation=1175.7023346491153|TargetBetaOverBeta=0.18921113587590319|CurrentPrice=106.5|Score=0|CNNPrediction=True
Symbol=KTOS|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Shares=64|PurchasePrice=90.5|Beta=1.0591893391432428|BetaMonths=6|SharpeRatio=0.43487546455695597|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.473143342578|TargetBetaOverBeta=0.9441182638874369|CurrentPrice=76.55|Score=0|CNNPrediction=True
Symbol=BIL|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Shares=1|PurchasePrice=91.46|Beta=1.0591893391432428|BetaMonths=6|SharpeRatio=0.43487546455695597|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.473143342578|TargetBetaOverBeta=0.9441182638874369|CurrentPrice=91.41|Score=0|CNNPrediction=True

21
MarketData/MarketData/Models/MG20180131.TXT
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@@ -1,10 +1,10 @@
SESSIONv1.00
LastUpdated=12/1/2025 11:14:56 AM
TradeDate=12/31/2025
LastUpdated=1/2/2026 10:36:05 AM
TradeDate=1/30/2026
StartDate=1/1/2018
AnalysisDate=12/1/2025
Cycle=95
CashBalance=670.3799999999953
AnalysisDate=1/2/2026
Cycle=96
CashBalance=195.29999999999487
NonTradeableCash=8221.84
Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=ANTM,ETE,TGE,VCISY,BIREF,CSRA,LSXMK,KKPNY,CNNE,EDR,GBTC,YOKU,PNY,RFMD,ASAZY,PSDO|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseCalcBeta=True|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=SCOREINDICATOR|IncludeTradeMasterForSymbolsHeld=True
TotalActivePositions=9
@@ -14,10 +14,10 @@ Slot=0|Symbol=WOR|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:
Slot=1|Symbol=TRVI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=188|PurchasePrice=13.07|CurrentPrice=13.19|Volume=1325673|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=2.390438247011957|Score=2.7536885530114112|MaxDrawdown=-0.744615375995636|MaxUpside=0.345381498336792|Velocity=1|PE=0|Beta=-0.43|SharpeRatio=0
Slot=1|Symbol=DRD|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=82|PurchasePrice=30.6|CurrentPrice=30.18|Volume=295934|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.764940239043824|Score=1.5022981707620144|MaxDrawdown=-0.6979936361312866|MaxUpside=0.45104897022247314|Velocity=0.9342281879194633|PE=19.65|Beta=0.49|SharpeRatio=0
Slot=1|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=82.45|CurrentPrice=82.45|Volume=236813|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|MaxDrawdown=-0.3716389536857605|MaxUpside=0.09534239768981934|Velocity=0.6585998271391531|PE=31.63|Beta=0.3|SharpeRatio=0
Slot=2|Symbol=ADPT|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=153|PurchasePrice=14.92|CurrentPrice=14.96|Volume=4717435|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.772908366533869|Score=2.552754876387566|MaxDrawdown=-0.6710526347160339|MaxUpside=0.48512589931488037|Velocity=1|PE=0|Beta=2.2|SharpeRatio=0
Slot=2|Symbol=GRPN|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=98|PurchasePrice=23.33|CurrentPrice=23.35|Volume=1461188|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.4325905372084184|MaxDrawdown=-0.7827134132385254|MaxUpside=0.9347290992736816|Velocity=0.48386055519690124|PE=31.44|Beta=0.3|SharpeRatio=0
Slot=2|Symbol=KGC|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=25.17|CurrentPrice=24.85|Volume=28571335|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-12.74900398406374|Score=1.7348551066626299|MaxDrawdown=-0.504878044128418|MaxUpside=0.1904761791229248|Velocity=0.9624846248462486|PE=18.75|Beta=0.39|SharpeRatio=0
TotalPositions=249
Slot=2|Symbol=RKLB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=35|PurchasePrice=70.63|CurrentPrice=69.76|Volume=17495818|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.561752988047807|Score=2.342855601193059|MaxDrawdown=-0.8455319404602051|MaxUpside=0.9285277128219604|Velocity=0.9005533596837946|PE=0|Beta=2.96|SharpeRatio=0
Slot=2|Symbol=TPB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=109|CurrentPrice=108.4|Volume=132784|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-15.936254980079688|Score=1.44361960940429|MaxDrawdown=-0.5470616817474365|MaxUpside=0.28993213176727295|Velocity=0.9473953885567892|PE=37.1|Beta=1.04|SharpeRatio=0
Slot=2|Symbol=DHC|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=508|PurchasePrice=4.86|CurrentPrice=4.85|Volume=583294|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-1.992031872509969|Score=1.3274215253098938|MaxDrawdown=-0.5565217733383179|MaxUpside=0.7549020051956177|Velocity=0.8673139158576055|PE=0.37|Beta=2.29|SharpeRatio=0
TotalPositions=252
Symbol=LOPE|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=11|PurchasePrice=92.52|CurrentPrice=103.99|Volume=177499|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-13.1474103585657|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.919762641898865|PE=24.89|Beta=1.38|SharpeRatio=NaN
Symbol=MRCY|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=23|PurchasePrice=47.69|CurrentPrice=32.08|Volume=481172|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-6.77290836653387|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.74313408723748|PE=56.5|Beta=0.44|SharpeRatio=NaN
Symbol=SHV|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=35|PurchasePrice=110.21|CurrentPrice=110.26|Volume=0|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=0|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0|PE=0|Beta=0|SharpeRatio=NaN
@@ -267,3 +267,6 @@ Symbol=CPRX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 
Symbol=IHS|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=307|PurchasePrice=7.12|CurrentPrice=7|Volume=398330|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=5.577689243027891|Score=1.5819678456370467|MaxDrawdown=-0.5907643437385559|MaxUpside=0.39922475814819336|Velocity=0.9530612244897959|PE=20.98|Beta=0.79|SharpeRatio=0
Symbol=ALHC|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=136|PurchasePrice=16.36|CurrentPrice=19|Volume=1650197|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.7808764940239|Score=1.573135013452691|MaxDrawdown=-0.6061678528785706|MaxUpside=0.44379568099975586|Velocity=0.6932515337423314|PE=0|Beta=0.89|SharpeRatio=0
Symbol=UVV|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=39|PurchasePrice=55.56|CurrentPrice=52.72|Volume=224269|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=0.3984063745019881|Score=0.601341776434126|MaxDrawdown=-0.2876586318016052|MaxUpside=0.16750562191009521|Velocity=0.3549019607843138|PE=12.86|Beta=0.71|SharpeRatio=0
Symbol=ADPT|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Shares=153|PurchasePrice=14.92|CurrentPrice=16.27|Volume=4717435|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.772908366533869|Score=2.552754876387566|MaxDrawdown=-0.6710526347160339|MaxUpside=0.48512589931488037|Velocity=1|PE=0|Beta=2.2|SharpeRatio=0
Symbol=GRPN|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Shares=98|PurchasePrice=23.33|CurrentPrice=17.93|Volume=1461188|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.4325905372084184|MaxDrawdown=-0.7827134132385254|MaxUpside=0.9347290992736816|Velocity=0.48386055519690124|PE=31.44|Beta=0.3|SharpeRatio=0
Symbol=KGC|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Shares=92|PurchasePrice=25.17|CurrentPrice=28.45|Volume=28571335|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-12.74900398406374|Score=1.7348551066626299|MaxDrawdown=-0.504878044128418|MaxUpside=0.1904761791229248|Velocity=0.9624846248462486|PE=18.75|Beta=0.39|SharpeRatio=0

30
MarketData/MarketData/Models/MGSH20250331.TXT
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@@ -1,21 +1,22 @@
MGSHSESSIONv2.00
LastUpdated=12/30/2025 7:38:18 PM
TradeDate=12/31/2025
LastUpdated=1/2/2026 10:51:27 AM
TradeDate=1/2/2026
StartDate=3/31/2025
AnalysisDate=12/30/2025
Cycle=9
CashBalance=4126.55
AnalysisDate=12/31/2025
Cycle=10
CashBalance=3472.55
NonTradeableCash=0
HedgeCashBalance=3000
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=7
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=75.92|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=73.57992890834808|LastStopAdjustment=11/26/2025 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=207.21|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=193.8770006942749|LastStopAdjustment=12/1/2025 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=14.12|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=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=74.19|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=69.75|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=60.362856965065|LastStopAdjustment=12/8/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
Slot=2|Symbol=NEU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=761.43|CurrentPrice=697.95|Volume=47592|Return1D=0|CumReturn252=0|IDIndicator=-10.756972111553786|Score=1.3288891320657796|Velocity=0.7350103641528265|PE=16.57|Beta=0.6340284548086476|InitialStopLimit=609.14|TrailingStopLimit=609.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=152.706|Comment=Price changed on 12/1/2025 from $763.53 to $761.43
Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=81.22|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|Velocity=0.6585998271391531|PE=31.63|Beta=0.04430253825297578|InitialStopLimit=65.96000000000001|TrailingStopLimit=65.96000000000001|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
TotalActivePositions=8
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=75.32|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=73.57992890834808|LastStopAdjustment=11/26/2025 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=205.5|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=194.3355002307892|LastStopAdjustment=12/31/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
Slot=0|Symbol=TPB|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=109|CurrentPrice=108.4|Volume=132784|Return1D=0|CumReturn252=0|IDIndicator=-15.936254980079688|Score=1.44361960940429|Velocity=0.9473953885567892|PE=37.1|Beta=1.2505477512509486|InitialStopLimit=87.2|TrailingStopLimit=87.2|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.680000000000003|Comment=Price changed on 1/2/2026 from $108.40 to $109.00
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=14.04|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=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=73.86|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=69.42|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=60.362856965065|LastStopAdjustment=12/8/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
Slot=2|Symbol=NEU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=761.43|CurrentPrice=687.26|Volume=47592|Return1D=0|CumReturn252=0|IDIndicator=-10.756972111553786|Score=1.3288891320657796|Velocity=0.7350103641528265|PE=16.57|Beta=0.6340284548086476|InitialStopLimit=609.14|TrailingStopLimit=609.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=152.706|Comment=Price changed on 12/1/2025 from $763.53 to $761.43
Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=80.06|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|Velocity=0.6585998271391531|PE=31.63|Beta=0.04430253825297578|InitialStopLimit=65.96000000000001|TrailingStopLimit=65.96000000000001|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
TotalPositions=14
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.
@@ -31,7 +32,7 @@ Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=10/10/2025 12:00:00 A
Symbol=TRP|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=10/24/2025 12:00:00 AM|Shares=16|PurchasePrice=51.58|CurrentPrice=50.53|Volume=2957055|Return1D=0|CumReturn252=0|IDIndicator=-12.350597609561746|Score=0.5939384368581369|Velocity=1|PE=17.47|Beta=0.4747609944898044|InitialStopLimit=41.26|TrailingStopLimit=50.53550002336502|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.412|Comment=Manual close.
Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=11/14/2025 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=17.49|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=Manual close.
Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.84|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=37.08499999642372|LastStopAdjustment=11/18/2025 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Manual close.
TotalStopLimits=30
TotalStopLimits=31
Symbol=EXC|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=36.61|NewStop=42.7107857322693|CurrentPriceLow=42.6|CurrentPriceClose=46.9|PriceTrendIndicatorSlope=0.0870828032493591|StopLimitId=EXC20250331120000AM
Symbol=SXT|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=59.18|NewStop=85.4177850723267|CurrentPriceLow=92.4|CurrentPriceClose=93.95|PriceTrendIndicatorSlope=0.931879639625549|StopLimitId=SXT20250331120000AM
Symbol=MO|AnalysisDate=5/7/2025 12:00:00 AM|PreviousStop=47.93|NewStop=56.15650033473968|CurrentPriceLow=56.16|CurrentPriceClose=60.91|PriceTrendIndicatorSlope=0.21730078756809235|StopLimitId=MO20250331120000AM
@@ -62,5 +63,6 @@ Symbol=SH|AnalysisDate=11/18/2025 12:00:00 AM|PreviousStop=36.69499995827675|N
Symbol=USFD|AnalysisDate=11/26/2025 12:00:00 AM|PreviousStop=60.97|NewStop=73.57992890834808|CurrentPriceLow=78.16|CurrentPriceClose=78.69|PriceTrendIndicatorSlope=0.08012786507606506|StopLimitId=USFD20250930120000AM
Symbol=CAH|AnalysisDate=12/1/2025 12:00:00 AM|PreviousStop=171.10421556472778|NewStop=193.8770006942749|CurrentPriceLow=207.88|CurrentPriceClose=208|PriceTrendIndicatorSlope=1.115864872932434|StopLimitId=CAH20250930120000AM
Symbol=NYT|AnalysisDate=12/8/2025 12:00:00 AM|PreviousStop=57.30085772275925|NewStop=60.362856965065|CurrentPriceLow=63.98|CurrentPriceClose=65.26|PriceTrendIndicatorSlope=0.1125713586807251|StopLimitId=NYT20250829120000AM
Symbol=CAH|AnalysisDate=12/31/2025 12:00:00 AM|PreviousStop=193.8770006942749|NewStop=194.3355002307892|CurrentPriceLow=205.49|CurrentPriceClose=205.5|PriceTrendIndicatorSlope=0.5648347735404968|StopLimitId=CAH20250930120000AM
TotalHedgePositions=0
TotalPricingExceptions=0

2
README.md
View File

@@ -54,7 +54,7 @@ There are four models in total CM20191031.TXT, MG20180131.TXT, MGSH20250331.TXT,
4) MGSH20250331.TXT -
a) There is no associated Excel trade file for this model.
b) After prices have been captured run the runmgshmomentum.sh MONTHLY {endofmonthdate}
b) After prices have been captured run the ./runmgshmomentum.sh MONTHLY {endofmonthdate}
The date is not used during the month end processing but is validated in the script so just supply it.
Repeat this excercise on Windows. Be sure to run ./runmgshmomentum MONTHLY {endofmonthdate} from the SAFERUN folder.
c) Log on to Robinhood and confirm that any BUYS are available. If not then you will need to exclude any