diff --git a/MarketData/MarketData/Models/CM20191031.TXT b/MarketData/MarketData/Models/CM20191031.TXT index 02c3f0f..8fcabaf 100755 --- a/MarketData/MarketData/Models/CM20191031.TXT +++ b/MarketData/MarketData/Models/CM20191031.TXT @@ -1,23 +1,23 @@ CMSESSIONv1.00 -LastUpdated=8/1/2025 10:40:49 AM -TradeDate=8/29/2025 +LastUpdated=9/2/2025 11:48:17 AM +TradeDate=9/30/2025 StartDate=10/31/2019 -AnalysisDate=8/1/2025 -Cycle=70 -CashBalance=1390.4700000000041 +AnalysisDate=9/2/2025 +Cycle=71 +CashBalance=940.5800000000058 NonTradeableCash=13400.66 -DayCount=90|AnalysisDate=8/1/2025|TradeDate=8/29/2025|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=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=9/2/2025|TradeDate=9/30/2025|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=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=IREN|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=143|PurchasePrice=15.25|Beta=5.443683551717075|BetaMonths=6|SharpeRatio=0.03828597482180888|RiskAdjustedWeight=0.2711012199571239|RiskAdjustedAllocation=2315.567694068581|TargetBetaOverBeta=0.18369914240966026|Score=0|CNNPrediction=True Slot=0|Symbol=AKBA|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=850|PurchasePrice=3.65|Beta=4.018094258079214|BetaMonths=6|SharpeRatio=0.4645899165282223|RiskAdjustedWeight=0.36728587164515786|RiskAdjustedAllocation=3137.1135069176535|TargetBetaOverBeta=0.24887420149223533|Score=0|CNNPrediction=True Slot=0|Symbol=EVEX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=475|PurchasePrice=6.25|Beta=4.081129897906985|BetaMonths=6|SharpeRatio=0.16187310401670804|RiskAdjustedWeight=0.36161290839771826|RiskAdjustedAllocation=3088.6587990137677|TargetBetaOverBeta=0.24503018159575166|Score=0|CNNPrediction=True -Slot=1|Symbol=RNMBY|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=419.47|Beta=0.789494773969127|BetaMonths=6|SharpeRatio=0.367131287912072|RiskAdjustedWeight=0.450116030717742|RiskAdjustedAllocation=3806.2306685126|TargetBetaOverBeta=1.26663283022454|Score=0|CNNPrediction=True -Slot=1|Symbol=PLMR|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=171.47|Beta=1.16532346298088|BetaMonths=6|SharpeRatio=0.127815268647332|RiskAdjustedWeight=0.304949025073578|RiskAdjustedAllocation=2578.68250041493|TargetBetaOverBeta=0.858130838146875|Score=0|CNNPrediction=False -Slot=1|Symbol=KEP|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=187|PurchasePrice=11.05|Beta=1.45085159277485|BetaMonths=6|SharpeRatio=-0.221563698975632|RiskAdjustedWeight=0.244934944208681|RiskAdjustedAllocation=2071.19683107247|TargetBetaOverBeta=0.689250371974594|Score=0|CNNPrediction=True +Slot=1|Symbol=PSIX|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 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|Score=0|CNNPrediction=True +Slot=1|Symbol=CRDO|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 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|Score=0|CNNPrediction=True +Slot=1|Symbol=HOOD|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 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|Score=0|CNNPrediction=True Slot=2|Symbol=PARR|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=83|PurchasePrice=26.81|Beta=1.5131323438945214|BetaMonths=6|SharpeRatio=-0.21291957843912537|RiskAdjustedWeight=0.260093022637418|RiskAdjustedAllocation=2218.7894198408962|TargetBetaOverBeta=0.6608807246999862|Score=0|CNNPrediction=True Slot=2|Symbol=RBLX|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=104.61|Beta=0.7842404893018351|BetaMonths=6|SharpeRatio=0.39226571071071337|RiskAdjustedWeight=0.501829694261676|RiskAdjustedAllocation=4280.98533708844|TargetBetaOverBeta=1.2751190656965994|Score=0|CNNPrediction=True Slot=2|Symbol=GEV|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=525.16|Beta=1.6530563514838328|BetaMonths=6|SharpeRatio=0.41026944126324394|RiskAdjustedWeight=0.23807728310090595|RiskAdjustedAllocation=2030.9785764039973|TargetBetaOverBeta=0.60494005488825|Score=0|CNNPrediction=True -TotalPositions=169 +TotalPositions=172 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 @@ -187,3 +187,6 @@ Symbol=TPR|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM Symbol=ICAGY|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=580|PurchasePrice=8.77|Beta=1.6872036115245|BetaMonths=6|SharpeRatio=0.328533198045101|RiskAdjustedWeight=0.577701781324797|RiskAdjustedAllocation=5094.79822564589|TargetBetaOverBeta=0.592696692426136|CurrentPrice=8.92|Score=0|CNNPrediction=True Symbol=IEFA|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=6/30/2025 12:00:00 AM|Shares=13|PurchasePrice=75.77|Beta=0.772923039287417|BetaMonths=6|SharpeRatio=-1.00360236221581|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.29378987191523|CurrentPrice=83.2|Score=0|CNNPrediction=False Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840003|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|CurrentPrice=81.68|Score=0|CNNPrediction=False +Symbol=RNMBY|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=8/29/2025 12:00:00 AM|Shares=8|PurchasePrice=419.47|Beta=0.789494773969127|BetaMonths=6|SharpeRatio=0.367131287912072|RiskAdjustedWeight=0.450116030717742|RiskAdjustedAllocation=3806.2306685126|TargetBetaOverBeta=1.26663283022454|CurrentPrice=403.33|Score=0|CNNPrediction=True +Symbol=PLMR|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=8/29/2025 12:00:00 AM|Shares=15|PurchasePrice=171.47|Beta=1.16532346298088|BetaMonths=6|SharpeRatio=0.127815268647332|RiskAdjustedWeight=0.304949025073578|RiskAdjustedAllocation=2578.68250041493|TargetBetaOverBeta=0.858130838146875|CurrentPrice=121.88|Score=0|CNNPrediction=False +Symbol=KEP|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=8/29/2025 12:00:00 AM|Shares=187|PurchasePrice=11.05|Beta=1.45085159277485|BetaMonths=6|SharpeRatio=-0.221563698975632|RiskAdjustedWeight=0.244934944208681|RiskAdjustedAllocation=2071.19683107247|TargetBetaOverBeta=0.689250371974594|CurrentPrice=13.12|Score=0|CNNPrediction=True diff --git a/MarketData/MarketData/Models/MG20180131.TXT b/MarketData/MarketData/Models/MG20180131.TXT index e33656b..b45f9d3 100755 --- a/MarketData/MarketData/Models/MG20180131.TXT +++ b/MarketData/MarketData/Models/MG20180131.TXT @@ -1,23 +1,23 @@ SESSIONv1.00 -LastUpdated=8/1/2025 10:21:18 AM -TradeDate=8/29/2025 +LastUpdated=9/2/2025 10:28:42 AM +TradeDate=9/30/2025 StartDate=1/1/2018 -AnalysisDate=8/1/2025 -Cycle=91 -CashBalance=431.3699999999984 +AnalysisDate=9/2/2025 +Cycle=92 +CashBalance=1748.969999999998 NonTradeableCash=8221.84 -Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=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 +Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=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 Slot=0|Symbol=SFM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=154.51|CurrentPrice=151.54|Volume=4748102|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-11.155378486055774|Score=1.966075878756554|MaxDrawdown=-0.5743223428726196|MaxUpside=0.33129942417144775|Velocity=0.7234042553191489|PE=37.04|Beta=1.12|SharpeRatio=0 Slot=0|Symbol=TVTX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=127|PurchasePrice=15.2|CurrentPrice=15.45|Volume=1119121|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=1.9920318725099548|Score=1.7726923663039802|MaxDrawdown=-0.7120000123977661|MaxUpside=0.7605633735656738|Velocity=0.45151327980234707|PE=0|Beta=0.44|SharpeRatio=0 Slot=0|Symbol=CPRX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=20.99|CurrentPrice=21.33|Volume=1016922|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.39043824701195|Score=1.1554806702712312|MaxDrawdown=-0.4184148907661438|MaxUpside=0.2252943515777588|Velocity=0.5197841726618706|PE=14.93|Beta=0.85|SharpeRatio=0 -Slot=1|Symbol=MD|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=139|PurchasePrice=14.08|CurrentPrice=14.15|Volume=968608|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250995|Score=1.62539849908971|MaxDrawdown=-0.607080698013306|MaxUpside=0.481536149978638|Velocity=0.705103969754253|PE=8.44|Beta=0.29|SharpeRatio=0 -Slot=1|Symbol=DORM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=128.48|CurrentPrice=129.31|Volume=226872|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.77290836653386|Score=1.29056261668071|MaxDrawdown=-0.388993918895721|MaxUpside=0.18491792678833|Velocity=0.725521958243341|PE=18.4|Beta=0.9|SharpeRatio=0 -Slot=1|Symbol=PRIM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=72.04|CurrentPrice=72.11|Volume=696997|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=0.796812749003983|Score=1.19417510965361|MaxDrawdown=-0.525440812110901|MaxUpside=0.554566025733948|Velocity=0.586961477091407|PE=20.37|Beta=1.51|SharpeRatio=0 +Slot=1|Symbol=IHS|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=307|PurchasePrice=7.12|CurrentPrice=7.25|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 +Slot=1|Symbol=ALHC|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=136|PurchasePrice=16.36|CurrentPrice=16.36|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 +Slot=1|Symbol=UVV|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=55.56|CurrentPrice=55.95|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 Slot=2|Symbol=TPB|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=25|PurchasePrice=75.29|CurrentPrice=75.77|Volume=186437|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-15.537848605577693|Score=1.966595082768198|MaxDrawdown=-0.596104621887207|MaxUpside=0.28993213176727295|Velocity=0.9290533633203845|PE=33.07|Beta=0.8|SharpeRatio=0 Slot=2|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=67|PurchasePrice=29.02|CurrentPrice=28.94|Volume=42587809|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-18.32669322709164|Score=1.5573713485680392|MaxDrawdown=-0.41188812255859375|MaxUpside=0.10760664939880371|Velocity=0.9630606860158312|PE=17.31|Beta=0.38|SharpeRatio=0 Slot=2|Symbol=IMBBY|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=39.27|CurrentPrice=39.46|Volume=86522|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-14.741035856573696|Score=1.5531681791974854|MaxDrawdown=-0.43617284297943115|MaxUpside=0.08394992351531982|Velocity=0.8294701986754969|PE=8.65|Beta=0.49|SharpeRatio=0 -TotalPositions=237 +TotalPositions=240 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 @@ -255,3 +255,6 @@ Symbol=DRD|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=6/30/2025 12:00:00 AM Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=116|PurchasePrice=15.98|CurrentPrice=15.24|Volume=894303|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|MaxDrawdown=-0.316917717456818|MaxUpside=0.11620020866394|Velocity=0.737122557726465|PE=19.2|Beta=0.61|SharpeRatio=0 Symbol=IDA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=16|PurchasePrice=119.8|CurrentPrice=126.33|Volume=518598|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454183|Score=1.07472950038161|MaxDrawdown=-0.268241405487061|MaxUpside=0.126728534698486|Velocity=0.94109904573873|PE=21.5|Beta=0.56|SharpeRatio=0 Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=126|PurchasePrice=15|CurrentPrice=16.93|Volume=78408|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|MaxDrawdown=-0.296074509620667|MaxUpside=0.133792042732239|Velocity=1|PE=12.79|Beta=0.32|SharpeRatio=0 +Symbol=MD|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=8/29/2025 12:00:00 AM|Shares=139|PurchasePrice=14.08|CurrentPrice=17|Volume=968608|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250995|Score=1.62539849908971|MaxDrawdown=-0.607080698013306|MaxUpside=0.481536149978638|Velocity=0.705103969754253|PE=8.44|Beta=0.29|SharpeRatio=0 +Symbol=DORM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=8/29/2025 12:00:00 AM|Shares=15|PurchasePrice=128.48|CurrentPrice=160.07|Volume=226872|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.77290836653386|Score=1.29056261668071|MaxDrawdown=-0.388993918895721|MaxUpside=0.18491792678833|Velocity=0.725521958243341|PE=18.4|Beta=0.9|SharpeRatio=0 +Symbol=PRIM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=8/29/2025 12:00:00 AM|Shares=27|PurchasePrice=72.04|CurrentPrice=115.97|Volume=696997|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=0.796812749003983|Score=1.19417510965361|MaxDrawdown=-0.525440812110901|MaxUpside=0.554566025733948|Velocity=0.586961477091407|PE=20.37|Beta=1.51|SharpeRatio=0 diff --git a/MarketData/MarketData/Models/MGSH20250331.TXT b/MarketData/MarketData/Models/MGSH20250331.TXT index f60f24a..f9e509e 100644 --- a/MarketData/MarketData/Models/MGSH20250331.TXT +++ b/MarketData/MarketData/Models/MGSH20250331.TXT @@ -1,20 +1,22 @@ MGSHSESSIONv2.00 -LastUpdated=8/28/2025 8:15:31 PM -TradeDate=8/29/2025 +LastUpdated=9/2/2025 10:47:42 AM +TradeDate=9/2/2025 StartDate=3/31/2025 -AnalysisDate=8/28/2025 -Cycle=5 -CashBalance=3960.78 +AnalysisDate=8/29/2025 +Cycle=6 +CashBalance=2304.1800000000007 NonTradeableCash=0 HedgeCashBalance=2956.84 Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=OSB,IBDRY,GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24 -TotalActivePositions=6 -Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=114.8|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=105.20714369773864|LastStopAdjustment=8/6/2025 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=28.94|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=27.649857184886933|LastStopAdjustment=8/21/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02 -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=14.66|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=17.34|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.951357085704803|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00 -Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=115.4|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=1.0630320928929793|Velocity=0.8662045060658579|PE=5.04|Beta=0.5151822665856635|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11 -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=28.92|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 +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=113.46|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=105.20714369773864|LastStopAdjustment=8/6/2025 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=29.29|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=27.649857184886933|LastStopAdjustment=8/21/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02 +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=14.57|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=17.38|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=16.645785812735557|LastStopAdjustment=8/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00 +Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=115.64|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=1.0630320928929793|Velocity=0.8662045060658579|PE=5.04|Beta=0.5151822665856635|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11 +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=29.06|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=27.044071531295778|LastStopAdjustment=8/29/2025 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=TRP|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=51.58|CurrentPrice=52.06|Volume=2957055|Return1D=0|CumReturn252=0|IDIndicator=-12.350597609561746|Score=0.5939384368581369|Velocity=1|PE=17.47|Beta=0.4747609944898044|InitialStopLimit=41.26|TrailingStopLimit=41.26|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.412|Comment=Price changed on 9/2/2025 from $52.06 to $51.58 +Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=59.84|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=-0.054647265456147176|Velocity=0.8788235294117647|PE=30.96|Beta=0.7591201057843372|InitialStopLimit=47.5|TrailingStopLimit=47.5|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968000000000002|Comment=Price changed on 9/2/2025 from $59.84 to $59.38 TotalPositions=7 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. @@ -23,7 +25,7 @@ Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 8:02:48 PM| Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 8:07:28 PM|Shares=97|PurchasePrice=18.31|CurrentPrice=18.02|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=Manual close. Symbol=SH|PurchaseDate=6/27/2025 12:00:00 AM|SellDate=8/4/2025 11:52:29 AM|Shares=75|PurchasePrice=39.71|CurrentPrice=39.28|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=34.94|TrailingStopLimit=39.29447616100312|LastStopAdjustment=8/1/2025 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.7844|Comment=Manual close. Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=8/11/2025 12:01:13 PM|Shares=2|PurchasePrice=13.93|CurrentPrice=13.65|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=13.686428616046905|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.798|Comment=Manual close. -TotalStopLimits=15 +TotalStopLimits=17 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 @@ -39,5 +41,7 @@ Symbol=TSCDY|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=15.66314283967018 Symbol=SH|AnalysisDate=8/1/2025 12:00:00 AM|PreviousStop=34.94|NewStop=39.29447616100312|CurrentPriceLow=39.42|CurrentPriceClose=39.7|PriceTrendIndicatorSlope=0|StopLimitId=SH20250627120000AM Symbol=SXT|AnalysisDate=8/6/2025 12:00:00 AM|PreviousStop=100.19928508281708|NewStop=105.20714369773864|CurrentPriceLow=113.16|CurrentPriceClose=115.01|PriceTrendIndicatorSlope=0.27639108896255493|StopLimitId=SXT20250331120000AM Symbol=T|AnalysisDate=8/21/2025 12:00:00 AM|PreviousStop=23.22|NewStop=27.649857184886933|CurrentPriceLow=29.21|CurrentPriceClose=29.44|PriceTrendIndicatorSlope=0.09862405061721802|StopLimitId=T20250630120000AM +Symbol=TSCDY|AnalysisDate=8/29/2025 12:00:00 AM|PreviousStop=15.951357085704803|NewStop=16.645785812735557|CurrentPriceLow=17.27|CurrentPriceClose=17.38|PriceTrendIndicatorSlope=0.04875941574573517|StopLimitId=TSCDY20250430120000AM +Symbol=DBX|AnalysisDate=8/29/2025 12:00:00 AM|PreviousStop=23.05|NewStop=27.044071531295778|CurrentPriceLow=28.85|CurrentPriceClose=29.06|PriceTrendIndicatorSlope=0.14888721704483032|StopLimitId=DBX20250530120000AM TotalHedgePositions=0 TotalPricingExceptions=0 diff --git a/README.md b/README.md index cf0a293..52485e1 100644 --- a/README.md +++ b/README.md @@ -39,7 +39,7 @@ There are four models in total CM20191031.TXT, MG20180131.TXT, MGSH20250331.TXT, 2) CM20191031.TXT - a) Start up the CNN Server on windows. C:\boneyard\CNN\Models\run_host.bat b) Prepare the usual Excel trade file (C:\boneyard\marketdata\TradeBook) so that you can track the buys and sells. - c) After prices have been captured run the runcmmomentumeom.sh script with no arguments. + c) After prices have been captured run the ./runcmmomentumeom.sh script with no arguments. d) Log on to Merrill Edge and confirm that any BUYS are available on Merrill Edge. If not then you will need to exclude any symbols that cannot be traded by adding them to the model file. e) After confirming the availability of purchases proceed to execute BUYS and SELLS on Merrill Edge. @@ -47,7 +47,7 @@ There are four models in total CM20191031.TXT, MG20180131.TXT, MGSH20250331.TXT, 3) MG20180131.TXT - a) Prepare the usual Excel trade file (C:\boneyard\marketdata\TradeBook) so that you can track the buys and sells. - b) After prices have been captured run the runmomentumeom.sh script with no arguments. + b) After prices have been captured run the ./runmomentumeom.sh script with no arguments. c) Log on to Robinhood and confirm that any BUYS are available. If not then you will need to exclude any symbols that cannot be traded by adding them to the model file. d) After confirming the availability of purchases proceed to execute BUYS and SELLS. @@ -57,7 +57,7 @@ There are four models in total CM20191031.TXT, MG20180131.TXT, 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} 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. + 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 symbols that cannot be traded by adding them to the model file. d) After confirming the availability of purchases proceed to execute BUYS and SELLS.