53 lines
14 KiB
Plaintext
53 lines
14 KiB
Plaintext
MGSHSESSIONv2.00
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LastUpdated=9/29/2025 8:54:21 PM
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TradeDate=9/30/2025
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StartDate=3/31/2025
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AnalysisDate=9/29/2025
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Cycle=6
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CashBalance=4185.4400000000005
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NonTradeableCash=0
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HedgeCashBalance=21.700000000000117
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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
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TotalActivePositions=6
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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=28.07|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
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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=14.09|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
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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=17.95|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=17.374642776846887|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
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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=30.65|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=28.669285728931428|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
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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=53.46|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=Price changed on 9/2/2025 from $52.06 to $51.58
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Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=57.36|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
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TotalPositions=9
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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.
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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.
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Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/7/2025 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=162|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=162.60321449279786|LastStopAdjustment=6/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Manual close.
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Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=144.91|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=Manual close.
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Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 12:00:00 AM|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.
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Symbol=SH|PurchaseDate=6/27/2025 12:00:00 AM|SellDate=8/4/2025 12:00:00 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.
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Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=8/11/2025 12:00:00 AM|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.
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Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=9/10/2025 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=105.03|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=Manual close.
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Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=9/16/2025 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=102.71|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=102.72578535079955|LastStopAdjustment=9/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Manual close.
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TotalStopLimits=21
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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
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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
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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
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Symbol=TSCDY|AnalysisDate=5/30/2025 12:00:00 AM|PreviousStop=12|NewStop=14.580357083082198|CurrentPriceLow=15.79|CurrentPriceClose=15.9|PriceTrendIndicatorSlope=0.045563917607069016|StopLimitId=TSCDY20250430120000AM
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Symbol=RGLD|AnalysisDate=6/2/2025 12:00:00 AM|PreviousStop=143.25|NewStop=162.60321449279786|CurrentPriceLow=179.99|CurrentPriceClose=186.71|PriceTrendIndicatorSlope=0.13710564374923706|StopLimitId=RGLD20250430120000AM
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Symbol=SXT|AnalysisDate=6/6/2025 12:00:00 AM|PreviousStop=85.4177850723267|NewStop=88.18778513908386|CurrentPriceLow=95.99|CurrentPriceClose=96|PriceTrendIndicatorSlope=0.08732347190380096|StopLimitId=SXT20250331120000AM
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Symbol=TSCDY|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=14.58|NewStop=15.663142839670183|CurrentPriceLow=16.51|CurrentPriceClose=16.74|PriceTrendIndicatorSlope=0.04255639389157295|StopLimitId=TSCDY20250430120000AM
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Symbol=NRG|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=125.23|NewStop=144.98235696792602|CurrentPriceLow=160.19|CurrentPriceClose=160.58|PriceTrendIndicatorSlope=0.08278944343328476|StopLimitId=NRG20250530120000AM
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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
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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
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Symbol=DOLE|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=11.14|NewStop=13.686428616046905|CurrentPriceLow=14.51|CurrentPriceClose=14.61|PriceTrendIndicatorSlope=0.021195480599999428|StopLimitId=DOLE20250630120000AM
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Symbol=TSCDY|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=15.663142839670183|NewStop=15.951357085704803|CurrentPriceLow=16.77|CurrentPriceClose=16.83|PriceTrendIndicatorSlope=0.047902267426252365|StopLimitId=TSCDY20250430120000AM
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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
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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
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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
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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
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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
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Symbol=CALM|AnalysisDate=9/2/2025 12:00:00 AM|PreviousStop=88.09|NewStop=102.72578535079955|CurrentPriceLow=115.1|CurrentPriceClose=116.01|PriceTrendIndicatorSlope=0.702714204788208|StopLimitId=CALM20250731120000AM
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Symbol=TSCDY|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=16.645785812735557|NewStop=17.374642776846887|CurrentPriceLow=17.94|CurrentPriceClose=17.95|PriceTrendIndicatorSlope=0.009127814322710037|StopLimitId=TSCDY20250430120000AM
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Symbol=DBX|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=27.044071531295778|NewStop=28.669285728931428|CurrentPriceLow=30.64|CurrentPriceClose=30.65|PriceTrendIndicatorSlope=0.11666912585496902|StopLimitId=DBX20250530120000AM
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Symbol=TRP|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=41.26|NewStop=50.53550002336502|CurrentPriceLow=52.66|CurrentPriceClose=53.46|PriceTrendIndicatorSlope=0.10290981829166412|StopLimitId=TRP20250829120000AM
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TotalHedgePositions=1
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Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=37.1|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=33.11|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63
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TotalPricingExceptions=0
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