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Restoring session from 'C:\8\CM10-31-2015_OI_10_1_MPBW_65_USEOVTRUE.TXT',,,,,,,,,,,,,,,
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SessionFile:C:\8\CM10-31-2015_OI_10_1_MPBW_65_USEOVTRUE.TXT Last Updated:8/7/2021 06:40:01 PM,,,,,,,,,,,,,,,
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DayCount,90,,,,,,,,,,,,,,
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AnalysisDate,8/7/2021 00:00,,,,,,,,,,,,,,
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TradeDate,8/7/2021 21:22,,,,,,,,,,,,,,
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DailyReturnLimit,0.15,,,,,,,,,,,,,,
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MovingAverageConstraintDays,100,,,,,,,,,,,,,,
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FallbackCandidateBestOf,SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,,,,
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Benchmark,SPY,,,,,,,,,,,,,,
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BenchmarkMovingAverageDays,200,,,,,,,,,,,,,,
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HoldingPeriod,3,,,,,,,,,,,,,,
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MaxPositions,3,,,,,,,,,,,,,,
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NoTradeSymbols,GBTC,YOKU,PNY,RFMD,ASAZY,,,,,,,,,,
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InitialCash,10000,,,,,,,,,,,,,,
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TargetBeta,1,,,,,,,,,,,,,,
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BetaMonths,6,,,,,,,,,,,,,,
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MarketCapLowerLimit,1000000000,,,,,,,,,,,,,,
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UseMaxBeta,FALSE,,,,,,,,,,,,,,
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MaxBeta,10,,,,,,,,,,,,,,
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FallbackMaxAlloc,1000,,,,,,,,,,,,,,
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UseOverExtendedIndicator,TRUE,,,,,,,,,,,,,,
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UseOverExtendedIndicatorDays,10,,,,,,,,,,,,,,
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UseOverExtendedIndicatorViolationThreshhold,1,,,,,,,,,,,,,,
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UseOverExtendedIndicatorMarginPercent,1,,,,,,,,,,,,,,
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UseMaxPositionBucketWeight,TRUE,,,,,,,,,,,,,,
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UseMaxPositionBucketWeightMaxWeight,0.65,,,,,,,,,,,,,,
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************** A L L P O S I T I O N S *************,,,,,,,,,,,,,,,
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Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Market Value,Gain Loss,Gain Loss(%)
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AG,127,3/31/2016,$6.48 ,6/30/2016,$13.58 ,$822.96 ,0.284,6,-0.103,0.231,751.909,3.522,"$1,724.66 ",$901.70 ,109.57%
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SIG,45,10/30/2020,$22.28 ,1/29/2021,$40.62 ,"$1,002.60 ",3.4528,6,0.237,0.114,970.266,0.29,"$1,827.90 ",$825.30 ,82.32%
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NKTR,50,11/30/2017,$53.99 ,2/28/2018,$86.56 ,"$2,699.50 ",2.147,6,0.2627,0.427,2720.512,0.466,"$4,328.00 ","$1,628.50 ",60.33%
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DOCU,30,5/29/2020,$139.74 ,8/31/2020,$223.00 ,"$4,192.20 ",0.1236,6,0.5437,0.609,4237.878,8.091,"$6,690.00 ","$2,497.80 ",59.58%
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ABX,22,3/31/2016,$13.58 ,6/30/2016,$21.35 ,$298.76 ,0.8989,6,0.0912,0.073,237.526,1.112,$469.70 ,$170.94 ,57.22%
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MTDR,116,3/31/2021,$23.45 ,6/30/2021,$36.01 ,"$2,720.20 ",3.6106,6,0.3459,0.293,2732.714,0.277,"$4,177.16 ","$1,456.96 ",53.56%
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PTON,33,9/30/2020,$99.24 ,12/31/2020,$151.72 ,"$3,274.92 ",0.9601,6,0.6773,0.384,3317.521,1.042,"$5,006.76 ","$1,731.84 ",52.88%
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NTLA,28,12/31/2020,$54.40 ,3/31/2021,$80.26 ,"$1,523.20 ",2.165,6,0.3518,0.155,1547.941,0.462,"$2,247.28 ",$724.08 ,47.54%
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CLVS,12,3/31/2017,$63.67 ,6/30/2017,$93.63 ,$764.04 ,2.8671,6,0.4344,0.052,258.733,0.349,"$1,123.56 ",$359.52 ,47.06%
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SE,25,6/30/2020,$107.24 ,9/30/2020,$154.04 ,"$2,681.00 ",1.0585,6,0.5877,0.391,2720.061,0.945,"$3,851.00 ","$1,170.00 ",43.64%
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TREE,7,6/30/2017,$172.20 ,9/29/2017,$244.45 ,"$1,205.40 ",1.2416,6,0.4553,0.22,1207.811,0.805,"$1,711.15 ",$505.75 ,41.96%
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BTG,670,4/29/2016,$2.22 ,7/29/2016,$3.13 ,"$1,487.40 ",1.6825,6,0.1226,0.458,1488.987,0.594,"$2,097.10 ",$609.70 ,40.99%
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SIG,57,3/31/2021,$57.98 ,6/30/2021,$80.79 ,"$3,304.86 ",2.9658,6,0.4246,0.357,3326.769,0.337,"$4,605.03 ","$1,300.17 ",39.34%
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COOP,58,9/30/2020,$22.32 ,12/31/2020,$31.03 ,"$1,294.56 ",2.4391,6,0.4053,0.151,1305.887,0.41,"$1,799.74 ",$505.18 ,39.02%
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THC,47,3/29/2018,$24.25 ,6/29/2018,$33.57 ,"$1,139.75 ",2.7531,6,-0.0061,0.007,43.851,0.363,"$1,577.79 ",$438.04 ,38.43%
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ARWR,96,7/31/2019,$29.06 ,10/31/2019,$40.05 ,"$2,789.76 ",0.4635,6,0.2194,0.38,2800.263,2.158,"$3,844.80 ","$1,055.04 ",37.82%
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BAND,20,6/30/2020,$127.00 ,9/30/2020,$174.57 ,"$2,540.00 ",1.1292,6,0.2907,0.366,2549.931,0.886,"$3,491.40 ",$951.40 ,37.46%
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TSLA,7,7/31/2020,$286.15 ,10/30/2020,$388.04 ,"$2,003.05 ",2.2974,6,0.5975,0.295,2055.995,0.435,"$2,716.28 ",$713.23 ,35.61%
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VEDL,147,8/31/2016,$10.00 ,11/30/2016,$13.40 ,"$1,470.00 ",4.1026,6,0.1779,0.351,1478.507,0.244,"$1,969.80 ",$499.80 ,34.00%
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GTHX,114,4/30/2018,$38.35 ,7/31/2018,$51.35 ,"$4,371.90 ",0.3678,6,0.2988,0.72,5019.898,2.719,"$5,853.90 ","$1,482.00 ",33.90%
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PDD,13,5/29/2020,$66.87 ,8/31/2020,$88.94 ,$869.31 ,0.5921,6,0.3705,0.127,884.596,1.689,"$1,156.22 ",$286.91 ,33.00%
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KRO,60,1/31/2017,$13.22 ,4/28/2017,$17.52 ,$793.20 ,7.6127,6,0.3235,0.02,95.606,0.131,"$1,051.20 ",$258.00 ,32.53%
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CPRI,78,1/29/2021,$41.66 ,4/30/2021,$55.08 ,"$3,249.48 ",1.6984,6,0.1977,0.301,3282.921,0.589,"$4,296.24 ","$1,046.76 ",32.21%
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SQ,10,8/31/2020,$159.56 ,11/30/2020,$210.96 ,"$1,595.60 ",2.325,6,0.2931,0.205,1634.822,0.43,"$2,109.60 ",$514.00 ,32.21%
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EHTH,30,2/28/2019,$53.41 ,5/31/2019,$70.56 ,"$1,602.30 ",0.6578,6,0.5506,0.224,1647.043,1.52,"$2,116.80 ",$514.50 ,32.11%
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SITM,51,8/31/2020,$65.88 ,11/30/2020,$86.97 ,"$3,359.88 ",1.1219,6,0.7136,0.424,3388.158,0.891,"$4,435.47 ","$1,075.59 ",32.01%
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NVCR,44,10/30/2020,$122.10 ,1/29/2021,$160.96 ,"$5,372.40 ",0.5956,6,0.2852,0.662,5625.175,1.679,"$7,082.24 ","$1,709.84 ",31.83%
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FRPT,147,7/31/2018,$29.00 ,10/31/2018,$38.10 ,"$4,263.00 ",1.0733,6,0.2411,0.546,4271.623,0.932,"$5,600.70 ","$1,337.70 ",31.38%
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TLRD,126,1/31/2018,$24.19 ,4/30/2018,$31.55 ,"$3,047.94 ",2.9085,6,-0.0224,0.478,3060.531,0.344,"$3,975.30 ",$927.36 ,30.43%
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BVN,144,5/31/2016,$9.56 ,8/31/2016,$12.36 ,"$1,376.64 ",2.2191,6,0.05,0.423,1377.365,0.451,"$1,779.84 ",$403.20 ,29.29%
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DNR,682,6/29/2018,$4.81 ,9/28/2018,$6.20 ,"$3,280.42 ",2.7935,6,0.4015,0.455,3283.607,0.358,"$4,228.40 ",$947.98 ,28.90%
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CRSP,25,3/29/2018,$45.71 ,6/29/2018,$58.76 ,"$1,142.75 ",7.1727,6,0.3048,0.003,45.71,0.139,"$1,469.00 ",$326.25 ,28.55%
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AMD,83,1/31/2017,$10.37 ,4/28/2017,$13.30 ,$860.71 ,4.1692,6,0.7571,0.037,174.571,0.24,"$1,103.90 ",$243.19 ,28.25%
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SHOP,46,3/31/2017,$68.09 ,6/30/2017,$86.90 ,"$3,132.14 ",0.1737,6,0.8187,0.864,4270.387,5.757,"$3,997.40 ",$865.26 ,27.63%
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TRHC,43,7/31/2018,$58.24 ,10/31/2018,$73.88 ,"$2,504.32 ",1.8049,6,0.7061,0.325,2540.264,0.554,"$3,176.84 ",$672.52 ,26.85%
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WTW,42,7/31/2017,$35.82 ,10/31/2017,$44.92 ,"$1,504.44 ",8.3731,6,0.4733,0.264,1508.123,0.119,"$1,886.64 ",$382.20 ,25.40%
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PAAS,70,4/29/2016,$15.67 ,7/29/2016,$19.50 ,"$1,096.90 ",2.2621,6,0.1503,0.341,1107.459,0.442,"$1,365.00 ",$268.10 ,24.44%
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AUY,1295,9/30/2019,$3.18 ,12/31/2019,$3.95 ,"$4,118.10 ",0.3617,6,0.1246,0.546,4118.198,2.765,"$5,115.25 ",$997.15 ,24.21%
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DAC,123,4/30/2021,$54.29 ,7/30/2021,$67.39 ,"$6,677.67 ",0.1151,6,0.9792,0.882,9184.314,8.687,"$8,288.97 ","$1,611.30 ",24.13%
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EC,228,2/28/2018,$17.51 ,5/31/2018,$21.49 ,"$3,992.28 ",1.0449,6,0.4325,0.587,4008.493,0.957,"$4,899.72 ",$907.44 ,22.73%
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CC,19,5/31/2017,$39.99 ,8/31/2017,$49.07 ,$759.81 ,3.1564,6,0.7201,0.156,785.244,0.317,$932.33 ,$172.52 ,22.71%
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ALGN,21,5/31/2017,$145.20 ,8/31/2017,$176.74 ,"$3,049.20 ",0.7974,6,0.6966,0.617,3108.458,1.254,"$3,711.54 ",$662.34 ,21.72%
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AMD,151,8/31/2016,$7.40 ,11/30/2016,$8.91 ,"$1,117.40 ",5.4283,6,0.579,0.265,1117.412,0.184,"$1,345.41 ",$228.01 ,20.41%
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EXPI,66,8/31/2020,$44.48 ,11/30/2020,$53.33 ,"$2,935.68 ",1.2814,6,0.3468,0.371,2966.297,0.78,"$3,519.78 ",$584.10 ,19.90%
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HA,16,11/30/2015,$36.20 ,2/29/2016,$43.02 ,$579.20 ,0.827,6,0.4139,0.011,36.267,1.209,$688.32 ,$109.12 ,18.84%
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EXTR,119,5/31/2017,$9.63 ,8/31/2017,$11.43 ,"$1,145.97 ",2.1591,6,0.5897,0.228,1147.941,0.463,"$1,360.17 ",$214.20 ,18.69%
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RICE,59,6/30/2016,$22.04 ,9/30/2016,$26.11 ,"$1,300.36 ",4.6255,6,0.0347,0.353,1318.078,0.216,"$1,540.49 ",$240.13 ,18.47%
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IRDM,56,8/31/2018,$20.25 ,11/30/2018,$23.88 ,"$1,134.00 ",2.7544,6,0.3099,0.149,1139.371,0.363,"$1,337.28 ",$203.28 ,17.93%
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IIVI,88,11/30/2016,$30.20 ,2/28/2017,$35.60 ,"$2,657.60 ",1.0102,6,0.3981,0.58,2686.549,0.99,"$3,132.80 ",$475.20 ,17.88%
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ABMD,4,4/30/2018,$300.95 ,7/31/2018,$354.53 ,"$1,203.80 ",1.7585,6,0.6346,0.151,1049.877,0.569,"$1,418.12 ",$214.32 ,17.80%
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NGD,565,3/31/2016,$3.73 ,6/30/2016,$4.38 ,"$2,107.45 ",0.0944,6,-0.039,0.696,2261.898,10.593,"$2,474.70 ",$367.25 ,17.43%
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VCEL,51,2/26/2021,$48.28 ,5/28/2021,$56.50 ,"$2,462.28 ",0.4855,6,0.4206,0.181,1951.733,2.06,"$2,881.50 ",$419.22 ,17.03%
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TGS,65,3/31/2017,$14.22 ,6/30/2017,$16.61 ,$924.30 ,1.785,6,0.5468,0.084,415.58,0.56,"$1,079.65 ",$155.35 ,16.81%
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BIOS,733,9/30/2019,$3.20 ,12/31/2019,$3.73 ,"$2,345.60 ",0.6346,6,0.0901,0.311,2347.076,1.576,"$2,734.09 ",$388.49 ,16.56%
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CLF,197,1/29/2021,$15.34 ,4/30/2021,$17.86 ,"$3,021.98 ",1.837,6,0.3349,0.279,3035.195,0.544,"$3,518.42 ",$496.44 ,16.43%
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ASND,28,2/28/2018,$62.19 ,5/31/2018,$72.02 ,"$1,741.32 ",2.3778,6,0.4216,0.258,1761.459,0.421,"$2,016.56 ",$275.24 ,15.81%
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EIDX,154,6/28/2019,$31.08 ,9/30/2019,$35.97 ,"$4,786.32 ",0.3715,6,0.1789,0.689,5262.753,2.692,"$5,539.38 ",$753.06 ,15.73%
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MOMO,86,4/28/2017,$37.98 ,7/31/2017,$43.93 ,"$3,266.28 ",0.1911,6,0.4309,0.816,4202.245,5.233,"$3,777.98 ",$511.70 ,15.67%
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IMPUY,1112,3/29/2019,$4.22 ,6/28/2019,$4.88 ,"$4,692.64 ",0.5781,6,0.1583,0.64,4696.442,1.73,"$5,426.56 ",$733.92 ,15.64%
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GGB,293,9/30/2016,$2.72 ,12/30/2016,$3.14 ,$796.96 ,17.7786,6,0.2524,0.182,798.317,0.056,$920.02 ,$123.06 ,15.44%
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EXEL,176,7/29/2016,$9.18 ,10/31/2016,$10.59 ,"$1,615.68 ",1.9779,6,0.3648,0.4,1622.682,0.506,"$1,863.84 ",$248.16 ,15.36%
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AUY,132,4/29/2016,$4.95 ,7/29/2016,$5.71 ,$653.40 ,3.8246,6,0.0138,0.201,655.02,0.261,$753.72 ,$100.32 ,15.35%
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FIZZ,8,4/28/2017,$88.59 ,7/31/2017,$102.12 ,$708.72 ,2.5241,6,0.388,0.062,318.135,0.396,$816.96 ,$108.24 ,15.27%
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NEM,31,5/29/2020,$58.47 ,8/31/2020,$67.28 ,"$1,812.57 ",0.2857,6,0.6283,0.264,1833.396,3.5,"$2,085.68 ",$273.11 ,15.07%
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RH,5,10/31/2019,$181.70 ,1/31/2020,$208.75 ,$908.50 ,3.1801,6,0.1247,0.091,721.937,0.314,"$1,043.75 ",$135.25 ,14.89%
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BAK,104,4/30/2021,$19.36 ,7/30/2021,$22.18 ,"$2,013.44 ",1.316,6,0.5255,0.077,803.422,0.76,"$2,306.72 ",$293.28 ,14.57%
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RPD,29,3/29/2019,$50.61 ,6/28/2019,$57.84 ,"$1,467.69 ",1.8282,6,0.2332,0.202,1485.058,0.547,"$1,677.36 ",$209.67 ,14.29%
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CLR,19,5/31/2016,$42.06 ,8/31/2016,$47.96 ,$799.14 ,3.6552,6,-0.0429,0.257,836.203,0.274,$911.24 ,$112.10 ,14.03%
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||||
IAC,95,6/30/2017,$22.49 ,9/29/2017,$25.62 ,"$2,136.55 ",0.6971,6,0.6365,0.391,2151.029,1.434,"$2,433.90 ",$297.35 ,13.92%
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||||
MTCH,72,6/30/2017,$29.48 ,9/29/2017,$33.58 ,"$2,122.56 ",0.6998,6,0.6357,0.389,2142.847,1.429,"$2,417.76 ",$295.20 ,13.91%
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||||
GSHD,74,7/31/2019,$45.01 ,10/31/2019,$51.18 ,"$3,330.74 ",0.3883,6,0.3062,0.454,3342.541,2.575,"$3,787.32 ",$456.58 ,13.71%
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||||
LITE,35,10/31/2016,$33.60 ,1/31/2017,$37.95 ,"$1,176.00 ",4.2208,6,0.5675,0.277,1206.449,0.237,"$1,328.25 ",$152.25 ,12.95%
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||||
ENBL,124,6/30/2016,$13.51 ,9/30/2016,$15.25 ,"$1,675.24 ",3.6142,6,0.03,0.452,1686.884,0.277,"$1,891.00 ",$215.76 ,12.88%
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||||
BGNE,6,4/30/2018,$169.58 ,7/31/2018,$189.66 ,"$1,017.48 ",2.0561,6,0.6718,0.129,897.899,0.486,"$1,137.96 ",$120.48 ,11.84%
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||||
FSLR,49,7/31/2017,$49.31 ,10/31/2017,$54.82 ,"$2,416.19 ",5.185,6,-0.0793,0.427,2435.423,0.193,"$2,686.18 ",$269.99 ,11.17%
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CDE,68,6/30/2016,$10.66 ,9/30/2016,$11.83 ,$724.88 ,8.3713,6,0.1995,0.195,728.298,0.119,$804.44 ,$79.56 ,10.98%
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||||
TROX,135,9/30/2016,$9.37 ,12/30/2016,$10.31 ,"$1,264.95 ",11.1424,6,0.1944,0.29,1273.777,0.09,"$1,391.85 ",$126.90 ,10.03%
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||||
SGMO,100,9/29/2017,$15.00 ,12/29/2017,$16.40 ,"$1,500.00 ",2.2401,6,0.4617,0.175,1122.394,0.446,"$1,640.00 ",$140.00 ,9.33%
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||||
CPG,781,3/31/2021,$4.17 ,6/30/2021,$4.53 ,"$3,256.77 ",3.0269,6,0.3009,0.35,3259.697,0.33,"$3,537.93 ",$281.16 ,8.63%
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||||
ARVN,55,1/31/2020,$48.46 ,4/30/2020,$52.50 ,"$2,665.30 ",1.3671,6,0.4159,0.33,2709.529,0.731,"$2,887.50 ",$222.20 ,8.34%
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||||
FNSR,49,10/31/2016,$27.38 ,1/31/2017,$29.57 ,"$1,341.62 ",3.7212,6,0.6721,0.314,1368.409,0.269,"$1,448.93 ",$107.31 ,8.00%
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||||
WB,33,8/31/2016,$47.77 ,11/30/2016,$51.31 ,"$1,576.41 ",3.76,6,0.4785,0.383,1613.188,0.266,"$1,693.23 ",$116.82 ,7.41%
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||||
LOB,51,10/30/2020,$37.28 ,1/29/2021,$39.88 ,"$1,901.28 ",1.7627,6,0.2617,0.224,1900.566,0.567,"$2,033.88 ",$132.60 ,6.97%
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||||
TCBI,38,12/30/2016,$78.40 ,3/31/2017,$83.45 ,"$2,979.20 ",0.3122,6,0.1621,0.634,3012.825,3.203,"$3,171.10 ",$191.90 ,6.44%
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||||
YRD,98,9/29/2017,$41.94 ,12/29/2017,$43.97 ,"$4,110.12 ",0.5044,6,0.4148,0.776,4984.288,1.982,"$4,309.06 ",$198.94 ,4.84%
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||||
UIS,283,2/26/2021,$24.55 ,5/28/2021,$25.71 ,"$6,947.65 ",0.1171,6,0.4237,0.752,8093.561,8.542,"$7,275.93 ",$328.28 ,4.73%
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||||
OCLR,270,9/30/2016,$8.55 ,12/30/2016,$8.95 ,"$2,308.50 ",6.1295,6,0.5916,0.528,2315.496,0.163,"$2,416.50 ",$108.00 ,4.68%
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||||
SHOP,3,6/28/2019,$300.15 ,9/30/2019,$311.66 ,$900.45 ,1.9021,6,0.2641,0.135,1027.863,0.526,$934.98 ,$34.53 ,3.83%
|
||||
GOL,84,9/29/2017,$8.46 ,12/29/2017,$8.76 ,$710.64 ,7.9568,6,0.286,0.049,315.988,0.126,$735.84 ,$25.20 ,3.55%
|
||||
FCAU,281,1/31/2017,$10.99 ,4/28/2017,$11.37 ,"$3,088.19 ",0.1615,6,0.056,0.943,4507.184,6.193,"$3,194.97 ",$106.78 ,3.46%
|
||||
FDX,15,9/30/2020,$251.52 ,12/31/2020,$259.62 ,"$3,772.80 ",0.7924,6,0.2777,0.465,4019.669,1.262,"$3,894.30 ",$121.50 ,3.22%
|
||||
GOOS,49,1/31/2018,$35.94 ,4/30/2018,$37.08 ,"$1,761.06 ",5.044,6,0.6906,0.275,1764.799,0.198,"$1,816.92 ",$55.86 ,3.17%
|
||||
BOLD,81,4/30/2019,$37.79 ,7/31/2019,$38.92 ,"$3,060.99 ",1.8924,6,0.0632,0.421,3092.599,0.528,"$3,152.52 ",$91.53 ,2.99%
|
||||
AGG,8,3/31/2020,$115.37 ,6/30/2020,$118.21 ,$922.96 ,0.01,6,-0.4823,1,1000,100,$945.68 ,$22.72 ,2.46%
|
||||
GDS,55,1/31/2018,$28.54 ,4/30/2018,$29.17 ,"$1,569.70 ",5.6193,6,0.5181,0.247,1584.12,0.178,"$1,604.35 ",$34.65 ,2.21%
|
||||
AGG,8,4/30/2020,$117.10 ,7/31/2020,$119.56 ,$936.80 ,0.01,6,0.4081,1,1000,100,$956.48 ,$19.68 ,2.10%
|
||||
NVCR,12,8/30/2019,$90.86 ,11/29/2019,$92.18 ,"$1,090.32 ",1.4811,6,0.3427,0.051,375.308,0.675,"$1,106.16 ",$15.84 ,1.45%
|
||||
KTB,104,11/30/2020,$41.67 ,2/26/2021,$42.25 ,"$4,333.68 ",0.465,6,0.105,0.471,4346.585,2.151,"$4,394.00 ",$60.32 ,1.39%
|
||||
W,9,7/31/2018,$108.82 ,10/31/2018,$110.29 ,$979.38 ,4.5434,6,0.1734,0.129,1009.119,0.22,$992.61 ,$13.23 ,1.35%
|
||||
DBEF,32,5/31/2019,$30.78 ,8/30/2019,$31.19 ,$984.96 ,0.8803,6,-0.5177,1,1000,1.136,$998.08 ,$13.12 ,1.33%
|
||||
AGG,8,2/28/2020,$116.22 ,5/29/2020,$117.65 ,$929.76 ,0.01,6,-1.1163,1,1000,100,$941.20 ,$11.44 ,1.23%
|
||||
RF,101,12/30/2016,$14.36 ,3/31/2017,$14.53 ,"$1,450.36 ",0.6471,6,0.2158,0.306,1453.507,1.545,"$1,467.53 ",$17.17 ,1.18%
|
||||
AGG,9,1/31/2019,$107.46 ,4/30/2019,$108.59 ,$967.14 ,0.1004,6,-2.9571,1,1000,9.957,$977.31 ,$10.17 ,1.05%
|
||||
WLL,19,6/29/2018,$52.72 ,9/28/2018,$53.04 ,"$1,001.68 ",8.9721,6,0.3409,0.142,1022.37,0.111,"$1,007.76 ",$6.08 ,0.61%
|
||||
APPF,89,8/31/2017,$42.90 ,11/30/2017,$43.15 ,"$3,818.10 ",0.2143,6,0.927,0.819,4962.681,4.667,"$3,840.35 ",$22.25 ,0.58%
|
||||
AGG,9,2/29/2016,$110.09 ,5/31/2016,$110.70 ,$990.81 ,0.0208,6,-0.6487,1,1000,48.168,$996.30 ,$5.49 ,0.55%
|
||||
BGS,57,10/30/2015,$36.29 ,1/29/2016,$36.42 ,"$2,068.53 ",0.0381,6,0.3656,0.882,2940.744,26.28,"$2,075.94 ",$7.41 ,0.36%
|
||||
SHV,9,12/31/2018,$110.30 ,3/29/2019,$110.57 ,$992.70 ,0.01,6,-117.5594,1,1000,100,$995.13 ,$2.43 ,0.24%
|
||||
KPTI,280,12/31/2019,$19.17 ,3/31/2020,$19.21 ,"$5,367.60 ",0.1422,6,0.2169,0.713,5946.338,7.031,"$5,378.80 ",$11.20 ,0.21%
|
||||
BIL,10,1/29/2016,$91.38 ,4/29/2016,$91.42 ,$913.80 ,0.01,6,-13.3432,1,1000,100,$914.20 ,$0.40 ,0.04%
|
||||
BIL,10,10/31/2018,$91.59 ,1/31/2019,$91.62 ,$915.90 ,0.0019,6,-159.3998,1,1000,525.737,$916.20 ,$0.30 ,0.03%
|
||||
BIL,10,11/30/2018,$91.61 ,2/28/2019,$91.61 ,$916.10 ,0.007,6,-151.0342,1,1000,143.248,$916.10 ,$0.00 ,0.00%
|
||||
SBGL,137,12/31/2019,$9.93 ,3/31/2020,$9.93 ,"$1,360.41 ",0.7785,6,0.7527,0.13,1086.394,1.284,"$1,360.41 ",$0.00 ,0.00%
|
||||
VLRS,28,10/30/2015,$16.99 ,1/29/2016,$16.94 ,$475.72 ,1.8709,6,0.6185,0.018,59.812,0.535,$474.32 ,($1.40),-0.29%
|
||||
FMI,29,4/28/2017,$35.50 ,7/31/2017,$35.35 ,"$1,029.50 ",1.2807,6,0.3088,0.122,626.978,0.781,"$1,025.15 ",($4.35),-0.42%
|
||||
SAIA,11,9/30/2019,$93.70 ,12/31/2019,$93.12 ,"$1,030.70 ",1.3888,6,-0.0727,0.142,1072.459,0.72,"$1,024.32 ",($6.38),-0.62%
|
||||
AAAP,36,10/31/2017,$81.00 ,1/31/2018,$80.42 ,"$2,916.00 ",2.268,6,0.2818,0.459,2953.022,0.441,"$2,895.12 ",($20.88),-0.72%
|
||||
AG,439,8/30/2019,$10.88 ,11/29/2019,$10.76 ,"$4,776.32 ",0.0884,6,0.1605,0.854,6289.686,11.315,"$4,723.64 ",($52.68),-1.10%
|
||||
NVDA,68,11/30/2015,$31.72 ,2/29/2016,$31.36 ,"$2,156.96 ",0.009,6,0.3836,0.973,3319.579,110.676,"$2,132.48 ",($24.48),-1.13%
|
||||
WTI,89,5/31/2018,$6.85 ,8/31/2018,$6.77 ,$609.65 ,3.1129,6,0.3937,0.085,613.036,0.321,$602.53 ,($7.12),-1.17%
|
||||
PJC,19,11/30/2016,$72.95 ,2/28/2017,$70.75 ,"$1,386.05 ",1.9071,6,0.2731,0.307,1423.031,0.524,"$1,344.25 ",($41.80),-3.02%
|
||||
COOP,133,10/31/2019,$12.80 ,1/31/2020,$12.38 ,"$1,702.40 ",1.7873,6,-0.2363,0.162,1284.543,0.56,"$1,646.54 ",($55.86),-3.28%
|
||||
HFC,60,5/31/2018,$77.18 ,8/31/2018,$74.52 ,"$4,630.80 ",0.4115,6,0.4759,0.64,4637.925,2.43,"$4,471.20 ",($159.60),-3.45%
|
||||
PAH,94,2/28/2017,$13.19 ,5/31/2017,$12.48 ,"$1,239.86 ",4.4685,6,0.3185,0.256,1252.776,0.224,"$1,173.12 ",($66.74),-5.38%
|
||||
WNC,44,2/28/2017,$21.15 ,5/31/2017,$19.99 ,$930.60 ,6.0116,6,0.3932,0.19,931.197,0.166,$879.56 ,($51.04),-5.48%
|
||||
CHGG,81,2/28/2019,$39.63 ,5/31/2019,$37.46 ,"$3,210.03 ",0.3341,6,0.3661,0.442,3242.895,2.993,"$3,034.26 ",($175.77),-5.48%
|
||||
KOD,27,11/30/2020,$136.67 ,2/26/2021,$129.01 ,"$3,690.09 ",0.5431,6,0.4307,0.404,3721.584,1.841,"$3,483.27 ",($206.82),-5.60%
|
||||
SQM,50,10/31/2017,$59.74 ,1/31/2018,$56.38 ,"$2,987.00 ",2.2113,6,0.5753,0.471,3028.726,0.452,"$2,819.00 ",($168.00),-5.62%
|
||||
LGIH,56,12/29/2017,$75.03 ,3/29/2018,$70.57 ,"$4,201.68 ",0.5221,6,0.5659,0.705,4578.06,1.915,"$3,951.92 ",($249.76),-5.94%
|
||||
DBEF,36,12/31/2015,$27.16 ,3/31/2016,$25.54 ,$977.76 ,1.1073,6,-0.0133,1,1000,0.903,$919.44 ,($58.32),-5.96%
|
||||
HTHT,9,8/31/2017,$113.51 ,11/30/2017,$106.71 ,"$1,021.59 ",1.6214,6,0.7271,0.108,655.825,0.617,$960.39 ,($61.20),-5.99%
|
||||
ZYME,75,11/29/2019,$43.59 ,2/28/2020,$40.93 ,"$3,269.25 ",1.3065,6,0.6289,0.415,3275.806,0.765,"$3,069.75 ",($199.50),-6.10%
|
||||
KGC,244,5/31/2016,$4.26 ,8/31/2016,$3.99 ,"$1,039.44 ",2.9397,6,0.3514,0.32,1039.729,0.34,$973.56 ,($65.88),-6.34%
|
||||
NG,195,8/30/2019,$7.44 ,11/29/2019,$6.96 ,"$1,450.80 ",0.7918,6,0.1786,0.095,702.059,1.263,"$1,357.20 ",($93.60),-6.45%
|
||||
MRTX,33,2/28/2019,$72.80 ,5/31/2019,$67.79 ,"$2,402.40 ",0.442,6,0.3696,0.334,2451.139,2.262,"$2,237.07 ",($165.33),-6.88%
|
||||
FMSA,611,11/30/2017,$4.82 ,2/28/2018,$4.48 ,"$2,945.02 ",1.9823,6,-0.1594,0.462,2946.573,0.504,"$2,737.28 ",($207.74),-7.05%
|
||||
EXTN,89,2/28/2017,$30.44 ,5/31/2017,$28.20 ,"$2,709.16 ",2.0587,6,0.4282,0.555,2719.224,0.486,"$2,509.80 ",($199.36),-7.36%
|
||||
CAR,17,4/30/2021,$89.61 ,7/30/2021,$82.77 ,"$1,523.37 ",2.4751,6,0.7146,0.041,427.167,0.404,"$1,407.09 ",($116.28),-7.63%
|
||||
HL,183,7/29/2016,$6.49 ,10/31/2016,$5.99 ,"$1,187.67 ",2.6983,6,0.4056,0.293,1189.462,0.371,"$1,096.17 ",($91.50),-7.70%
|
||||
PNK,29,12/29/2017,$32.73 ,3/29/2018,$30.15 ,$949.17 ,2.9807,6,0.7857,0.123,801.94,0.335,$874.35 ,($74.82),-7.88%
|
||||
CMPR,37,10/31/2019,$132.12 ,1/31/2020,$119.63 ,"$4,888.44 ",0.3877,6,-0.108,0.747,5922.486,2.58,"$4,426.31 ",($462.13),-9.45%
|
||||
IRBT,20,6/30/2020,$83.90 ,9/30/2020,$75.90 ,"$1,678.00 ",1.7002,6,0.0212,0.243,1693.451,0.588,"$1,518.00 ",($160.00),-9.54%
|
||||
AVP,271,10/31/2016,$6.55 ,1/31/2017,$5.87 ,"$1,775.05 ",2.8663,6,0.3188,0.408,1776.545,0.349,"$1,590.77 ",($184.28),-10.38%
|
||||
AIMT,23,11/30/2016,$22.70 ,2/28/2017,$20.27 ,$522.10 ,5.1855,6,0.0731,0.113,523.367,0.193,$466.21 ,($55.89),-10.70%
|
||||
CVNA,35,4/30/2019,$71.56 ,7/31/2019,$63.56 ,"$2,504.60 ",2.3356,6,0.3313,0.341,2505.76,0.428,"$2,224.60 ",($280.00),-11.18%
|
||||
CVRR,130,6/29/2018,$22.35 ,9/28/2018,$19.70 ,"$2,905.50 ",3.1528,6,0.3695,0.403,2909.43,0.317,"$2,561.00 ",($344.50),-11.86%
|
||||
ATHM,14,8/31/2017,$64.27 ,11/30/2017,$55.37 ,$899.78 ,2.4274,6,0.5846,0.072,438.064,0.412,$775.18 ,($124.60),-13.85%
|
||||
WIX,6,7/31/2020,$290.48 ,10/30/2020,$247.32 ,"$1,742.88 ",2.4642,6,0.2913,0.275,1916.836,0.406,"$1,483.92 ",($258.96),-14.86%
|
||||
BEDU,18,10/31/2017,$23.86 ,1/31/2018,$20.06 ,$429.48 ,14.9966,6,0.9993,0.069,446.598,0.067,$361.08 ,($68.40),-15.93%
|
||||
COKE,3,10/30/2015,$211.21 ,1/29/2016,$175.90 ,$633.63 ,0.3363,6,0.7996,0.1,332.777,2.974,$527.70 ,($105.93),-16.72%
|
||||
FTCH,46,12/31/2020,$63.81 ,3/31/2021,$53.02 ,"$2,935.26 ",1.1259,6,0.5949,0.297,2976.457,0.888,"$2,438.92 ",($496.34),-16.91%
|
||||
WRD,74,5/31/2018,$26.86 ,8/31/2018,$21.74 ,"$1,987.64 ",0.9584,6,0.4085,0.275,1991.045,1.043,"$1,608.76 ",($378.88),-19.06%
|
||||
TDOC,53,8/31/2018,$77.55 ,11/30/2018,$62.45 ,"$4,110.15 ",0.7531,6,0.447,0.545,4166.883,1.328,"$3,309.85 ",($800.30),-19.47%
|
||||
CTMX,151,3/29/2018,$28.45 ,6/29/2018,$22.86 ,"$4,295.95 ",0.0184,6,0.4193,0.991,6567.701,54.402,"$3,451.86 ",($844.09),-19.65%
|
||||
OKTA,11,6/28/2019,$123.51 ,9/30/2019,$98.46 ,"$1,358.61 ",1.455,6,0.2848,0.176,1343.721,0.687,"$1,083.06 ",($275.55),-20.28%
|
||||
CORE,148,9/28/2018,$33.96 ,12/31/2018,$26.82 ,"$5,026.08 ",0.1156,6,0.0897,0.928,7276.485,8.652,"$3,969.36 ","($1,056.72)",-21.02%
|
||||
PUMP,64,12/29/2017,$20.16 ,3/29/2018,$15.89 ,"$1,290.24 ",2.1434,6,0.2932,0.172,1115.21,0.467,"$1,016.96 ",($273.28),-21.18%
|
||||
SSRI,89,7/29/2016,$13.94 ,10/31/2016,$10.96 ,"$1,240.66 ",2.5735,6,0.3705,0.307,1247.156,0.389,$975.44 ,($265.22),-21.38%
|
||||
PTLA,33,3/29/2019,$34.70 ,6/28/2019,$27.13 ,"$1,145.10 ",2.3397,6,-0.0008,0.158,1160.386,0.427,$895.29 ,($249.81),-21.82%
|
||||
KURA,31,11/30/2020,$36.30 ,2/26/2021,$28.00 ,"$1,125.30 ",1.7538,6,0.3541,0.125,1152.4,0.57,$868.00 ,($257.30),-22.87%
|
||||
ACLS,22,11/30/2017,$32.00 ,2/28/2018,$24.45 ,$704.00 ,8.2647,6,0.5606,0.111,706.745,0.121,$537.90 ,($166.10),-23.59%
|
||||
ENPH,25,1/29/2021,$182.35 ,4/30/2021,$139.25 ,"$4,558.75 ",1.218,6,0.717,0.42,4577.874,0.821,"$3,481.25 ","($1,077.50)",-23.64%
|
||||
RCKT,212,1/31/2020,$20.48 ,4/30/2020,$14.80 ,"$4,341.76 ",0.8507,6,0.1996,0.53,4354.307,1.176,"$3,137.60 ","($1,204.16)",-27.73%
|
||||
PRO,16,7/31/2019,$72.36 ,10/31/2019,$51.24 ,"$1,157.76 ",1.064,6,0.2678,0.166,1219.877,0.94,$819.84 ,($337.92),-29.19%
|
||||
AKS,28,12/30/2016,$10.21 ,3/31/2017,$7.19 ,$285.88 ,3.2894,6,0.4773,0.06,285.935,0.304,$201.32 ,($84.56),-29.58%
|
||||
VIVO,122,7/31/2020,$24.49 ,10/30/2020,$17.15 ,"$2,987.78 ",1.576,6,0.329,0.43,2997.173,0.635,"$2,092.30 ",($895.48),-29.97%
|
||||
VC,12,11/29/2019,$93.53 ,2/28/2020,$65.04 ,"$1,122.36 ",3.6275,6,0.0548,0.15,1179.868,0.276,$780.48 ,($341.88),-30.46%
|
||||
IDTI,20,11/30/2015,$28.04 ,2/29/2016,$19.42 ,$560.80 ,0.5432,6,0.3241,0.016,55.215,1.841,$388.40 ,($172.40),-30.74%
|
||||
ADT,371,11/29/2019,$9.24 ,2/28/2020,$6.39 ,"$3,428.04 ",1.2479,6,-0.0024,0.435,3429.813,0.801,"$2,370.69 ","($1,057.35)",-30.84%
|
||||
DNLI,65,12/31/2020,$83.76 ,3/31/2021,$57.10 ,"$5,444.40 ",0.6113,6,0.6047,0.548,5482.346,1.636,"$3,711.50 ","($1,732.90)",-31.83%
|
||||
ETE,895,4/30/2019,$1.95 ,7/31/2019,$1.25 ,"$1,745.25 ",3.3502,6,-0.1558,0.238,1746.918,0.298,"$1,118.75 ",($626.50),-35.90%
|
||||
SPWR,158,7/31/2017,$11.14 ,10/31/2017,$7.12 ,"$1,760.12 ",7.1612,6,-0.1913,0.309,1763.337,0.14,"$1,124.96 ",($635.16),-36.09%
|
||||
ULH,63,8/31/2018,$36.60 ,11/30/2018,$23.37 ,"$2,305.80 ",1.3452,6,0.5292,0.305,2332.886,0.743,"$1,472.31 ",($833.49),-36.15%
|
||||
ANAB,8,2/28/2018,$122.76 ,5/31/2018,$77.80 ,$982.08 ,3.9598,6,0.6909,0.155,1057.718,0.253,$622.40 ,($359.68),-36.62%
|
||||
AVAV,12,9/28/2018,$112.17 ,12/31/2018,$67.95 ,"$1,346.04 ",2.1347,6,0.2758,0.05,393.963,0.468,$815.40 ,($530.64),-39.42%
|
||||
DISCA,23,2/26/2021,$53.03 ,5/28/2021,$32.11 ,"$1,219.69 ",1.3232,6,0.2524,0.067,716.096,0.756,$738.53 ,($481.16),-39.45%
|
||||
AMD,41,9/28/2018,$30.89 ,12/31/2018,$18.46 ,"$1,266.49 ",4.8929,6,0.2952,0.022,171.879,0.204,$756.86 ,($509.63),-40.24%
|
||||
CWH,74,1/31/2020,$15.57 ,4/30/2020,$8.87 ,"$1,152.18 ",3.2103,6,0.0586,0.14,1153.824,0.311,$656.38 ,($495.80),-43.03%
|
||||
ICPT,12,12/31/2019,$123.92 ,3/31/2020,$62.96 ,"$1,487.04 ",0.6444,6,0.0122,0.157,1312.508,1.552,$755.52 ,($731.52),-49.19%
|
||||
****************************************************************************************************************************,,,,,,,,,,,,,,,
|
||||
************** T O P G A I N E R S *************,,,,,,,,,,,,,,,
|
||||
Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Market Value,Gain Loss,Gain Loss(%)
|
||||
AG,127,3/31/2016,$6.48 ,6/30/2016,$13.58 ,$822.96 ,0.284,6,-0.103,0.231,751.909,3.522,"$1,724.66 ",$901.70 ,109.57%
|
||||
SIG,45,10/30/2020,$22.28 ,1/29/2021,$40.62 ,"$1,002.60 ",3.4528,6,0.237,0.114,970.266,0.29,"$1,827.90 ",$825.30 ,82.32%
|
||||
NKTR,50,11/30/2017,$53.99 ,2/28/2018,$86.56 ,"$2,699.50 ",2.147,6,0.2627,0.427,2720.512,0.466,"$4,328.00 ","$1,628.50 ",60.33%
|
||||
DOCU,30,5/29/2020,$139.74 ,8/31/2020,$223.00 ,"$4,192.20 ",0.1236,6,0.5437,0.609,4237.878,8.091,"$6,690.00 ","$2,497.80 ",59.58%
|
||||
ABX,22,3/31/2016,$13.58 ,6/30/2016,$21.35 ,$298.76 ,0.8989,6,0.0912,0.073,237.526,1.112,$469.70 ,$170.94 ,57.22%
|
||||
************** T O P L O S E R S *************,,,,,,,,,,,,,,,
|
||||
Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Market Value,Gain Loss,Gain Loss(%)
|
||||
ICPT,12,12/31/2019,$123.92 ,3/31/2020,$62.96 ,"$1,487.04 ",0.6444,6,0.0122,0.157,1312.508,1.552,$755.52 ,($731.52),-49.19%
|
||||
CWH,74,1/31/2020,$15.57 ,4/30/2020,$8.87 ,"$1,152.18 ",3.2103,6,0.0586,0.14,1153.824,0.311,$656.38 ,($495.80),-43.03%
|
||||
AMD,41,9/28/2018,$30.89 ,12/31/2018,$18.46 ,"$1,266.49 ",4.8929,6,0.2952,0.022,171.879,0.204,$756.86 ,($509.63),-40.24%
|
||||
DISCA,23,2/26/2021,$53.03 ,5/28/2021,$32.11 ,"$1,219.69 ",1.3232,6,0.2524,0.067,716.096,0.756,$738.53 ,($481.16),-39.45%
|
||||
AVAV,12,9/28/2018,$112.17 ,12/31/2018,$67.95 ,"$1,346.04 ",2.1347,6,0.2758,0.05,393.963,0.468,$815.40 ,($530.64),-39.42%
|
||||
************** A C T I V E P O S I T I O N S *************,,,,,,,,,,,,,,,
|
||||
******************* B U Y S F O R 07-30-2021 *****************,,,,,,,,,,,,,,,
|
||||
Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Market Value,Gain Loss,Gain Loss(%)
|
||||
MRNA,5,7/30/2021,$353.60 ,N/A,N/A,"$1,768.00 ",7.7863,6,0.4422,0.042,512.547,0.128,N/A,N/A,N/A
|
||||
CRTX,41,7/30/2021,$56.51 ,N/A,N/A,"$2,316.91 ",4.1975,6,0.1622,0.078,950.767,0.238,N/A,N/A,N/A
|
||||
EE,5818,7/30/2021,$1.33 ,N/A,N/A,"$7,737.94 ",0.3748,6,-0.0705,0.879,10649.233,2.668,N/A,N/A,N/A
|
||||
****************************************************************************************************************************,,,,,,,,,,,,,,,
|
||||
******************* B U Y S F O R 05-28-2021 *****************,,,,,,,,,,,,,,,
|
||||
Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Market Value,Gain Loss,Gain Loss(%)
|
||||
APLP,58,5/28/2021,$28.96 ,N/A,N/A,"$1,679.68 ",5.1755,6,0.5268,0.122,1277.969,0.193,N/A,N/A,N/A
|
||||
NUE,65,5/28/2021,$102.54 ,N/A,N/A,"$6,665.10 ",0.8618,6,0.591,0.731,7674.833,1.16,N/A,N/A,N/A
|
||||
AA,49,5/28/2021,$39.67 ,N/A,N/A,"$1,943.83 ",4.2648,6,0.7168,0.148,1550.881,0.234,N/A,N/A,N/A
|
||||
****************************************************************************************************************************,,,,,,,,,,,,,,,
|
||||
******************* B U Y S F O R 06-30-2021 *****************,,,,,,,,,,,,,,,
|
||||
Symbol,Shares,Purchase Date,Purchase Price,Sell Date,Sell Price,Exposure,Beta,BetaMonths,SharpeRatio,RiskAdjustedWeight,RiskAdjustedAllocation,TargetBetaOverBeta,Market Value,Gain Loss,Gain Loss(%)
|
||||
SGMS,80,6/30/2021,$77.44 ,N/A,N/A,"$6,195.20 ",1.2756,6,0.6612,0.542,6247.516,0.784,N/A,N/A,N/A
|
||||
GOGL,236,6/30/2021,$11.04 ,N/A,N/A,"$2,605.44 ",3.0544,6,0.7028,0.227,2609.042,0.327,N/A,N/A,N/A
|
||||
IHRT,98,6/30/2021,$26.93 ,N/A,N/A,"$2,639.14 ",2.996,6,0.7266,0.231,2659.889,0.334,N/A,N/A,N/A
|
||||
****************************************************************************************************************************,,,,,,,,,,,,,,,
|
||||
EXPOSURE,GAIN/LOSS,GAIN/LOSS(%),AVAILABLE CASH,TOTAL ACCOUNT,,,,,,,,,,,
|
||||
"$33,551.24 ",N/A,N/A,"$2,786.40 ",N/A,,,,,,,,,,,
|
||||
StartDate:10-31-2015,,,,,,,,,,,,,,,
|
||||
TradeDate:08-31-2021,,,,,,,,,,,,,,,
|
||||
AnalysisDate:,,,,,,,,,,,,,,,
|
||||
Next Slot:70,,,,,,,,,,,,,,,
|
||||
Cannot price APLP on 08-06-2021,,,,,,,,,,,,,,,
|
||||
Total Gain/Loss N/A,,,,,,,,,,,,,,,
|
||||
[LocalPriceCache:Dispose]Thread state is 'Running'. Joining main thread...,,,,,,,,,,,,,,,
|
||||
[LocalPriceCache:ThreadProc]Thread ended.,,,,,,,,,,,,,,,
|
||||
[LocalPriceCache:Dispose] End,,,,,,,,,,,,,,,
|
||||
[GBPriceCache:ThreadProc]Thread ended.,,,,,,,,,,,,,,,
|
||||
[GBPriceCache:Dispose]Thread state is 'Running'. Joining main thread...,,,,,,,,,,,,,,,
|
||||
[GBPriceCache:Dispose] End.,,,,,,,,,,,,,,,
|
||||
|
@@ -0,0 +1,198 @@
|
||||
CMSESSIONv1.00
|
||||
LastUpdated=8/7/2021 06:40:01 PM
|
||||
TradeDate=8/31/2021
|
||||
StartDate=10/31/2015
|
||||
AnalysisDate=8/7/2021
|
||||
Cycle=70
|
||||
CashBalance=2786.39999999999
|
||||
DayCount=90|AnalysisDate=10/31/2015|TradeDate=8/7/2021|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=10000|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
|
||||
TotalActivePositions=9
|
||||
Slot=0|Symbol=MRNA|PurchaseDate=7/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=353.6|Beta=7.78634267467758|BetaMonths=6|SharpeRatio=0.442198409262536|RiskAdjustedWeight=0.0423153952685045|RiskAdjustedAllocation=512.547199908206|TargetBetaOverBeta=0.128430001321693
|
||||
Slot=0|Symbol=CRTX|PurchaseDate=7/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=56.51|Beta=4.19752674053128|BetaMonths=6|SharpeRatio=0.162196514493422|RiskAdjustedWeight=0.0784943583071263|RiskAdjustedAllocation=950.766578065121|TargetBetaOverBeta=0.238235528160907
|
||||
Slot=0|Symbol=EE|PurchaseDate=7/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5818|PurchasePrice=1.33|Beta=0.374756395802839|BetaMonths=6|SharpeRatio=-0.0705242436364392|RiskAdjustedWeight=0.879190246424369|RiskAdjustedAllocation=10649.2328886933|TargetBetaOverBeta=2.66840008923051
|
||||
Slot=1|Symbol=APLP|PurchaseDate=5/28/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=58|PurchasePrice=28.96|Beta=5.17554203524212|BetaMonths=6|SharpeRatio=0.526827224781357|RiskAdjustedWeight=0.121668699621459|RiskAdjustedAllocation=1277.96949240226|TargetBetaOverBeta=0.193216477267625
|
||||
Slot=1|Symbol=NUE|PurchaseDate=5/28/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=65|PurchasePrice=102.54|Beta=0.861801839857328|BetaMonths=6|SharpeRatio=0.590990916786669|RiskAdjustedWeight=0.730680117100188|RiskAdjustedAllocation=7674.83256798329|TargetBetaOverBeta=1.16035955570198
|
||||
Slot=1|Symbol=AA|PurchaseDate=5/28/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=39.67|Beta=4.26479121455459|BetaMonths=6|SharpeRatio=0.716789456798113|RiskAdjustedWeight=0.147651183278353|RiskAdjustedAllocation=1550.88127294778|TargetBetaOverBeta=0.234478066965452
|
||||
Slot=2|Symbol=SGMS|PurchaseDate=6/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=80|PurchasePrice=77.44|Beta=1.27556323775424|BetaMonths=6|SharpeRatio=0.661248594893225|RiskAdjustedWeight=0.542486412241546|RiskAdjustedAllocation=6247.51583397111|TargetBetaOverBeta=0.783967403890225
|
||||
Slot=2|Symbol=GOGL|PurchaseDate=6/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=236|PurchasePrice=11.04|Beta=3.05441642845044|BetaMonths=6|SharpeRatio=0.702814963665293|RiskAdjustedWeight=0.226549241285858|RiskAdjustedAllocation=2609.04225464238|TargetBetaOverBeta=0.327394781761084
|
||||
Slot=2|Symbol=IHRT|PurchaseDate=6/30/2021 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=98|PurchasePrice=26.93|Beta=2.99602832646991|BetaMonths=6|SharpeRatio=0.7265697339961|RiskAdjustedWeight=0.230964346472596|RiskAdjustedAllocation=2659.88857805317|TargetBetaOverBeta=0.333775215395996
|
||||
TotalPositions=179
|
||||
Symbol=COKE|PurchaseDate=10/30/2015 12:00:00 AM|SellDate=1/29/2016 12:00:00 AM|Shares=3|PurchasePrice=211.21|Beta=0.336260657920046|BetaMonths=6|SharpeRatio=0.799576625976831|RiskAdjustedWeight=0.0998332415063654|RiskAdjustedAllocation=332.777471687885|TargetBetaOverBeta=2.97388343371937|CurrentPrice=175.9
|
||||
Symbol=VLRS|PurchaseDate=10/30/2015 12:00:00 AM|SellDate=1/29/2016 12:00:00 AM|Shares=28|PurchasePrice=16.99|Beta=1.87086880011415|BetaMonths=6|SharpeRatio=0.618483187348681|RiskAdjustedWeight=0.0179435305507116|RiskAdjustedAllocation=59.8117685023718|TargetBetaOverBeta=0.534511025005595|CurrentPrice=16.94
|
||||
Symbol=BGS|PurchaseDate=10/30/2015 12:00:00 AM|SellDate=1/29/2016 12:00:00 AM|Shares=57|PurchasePrice=36.29|Beta=0.0380515842339543|BetaMonths=6|SharpeRatio=0.365567682716933|RiskAdjustedWeight=0.882223227942923|RiskAdjustedAllocation=2940.74409314308|TargetBetaOverBeta=26.2801147476976|CurrentPrice=36.42
|
||||
Symbol=HA|PurchaseDate=11/30/2015 12:00:00 AM|SellDate=2/29/2016 12:00:00 AM|Shares=16|PurchasePrice=36.2|Beta=0.827028478865663|BetaMonths=6|SharpeRatio=0.413935596196324|RiskAdjustedWeight=0.0106320694946327|RiskAdjustedAllocation=36.2666269703618|TargetBetaOverBeta=1.2091482041484|CurrentPrice=43.02
|
||||
Symbol=NVDA|PurchaseDate=11/30/2015 12:00:00 AM|SellDate=2/29/2016 12:00:00 AM|Shares=68|PurchasePrice=31.72|Beta=0.00903534301040052|BetaMonths=6|SharpeRatio=0.383599627869913|RiskAdjustedWeight=0.973181012742794|RiskAdjustedAllocation=3319.57882532644|TargetBetaOverBeta=110.67648442886|CurrentPrice=31.36
|
||||
Symbol=IDTI|PurchaseDate=11/30/2015 12:00:00 AM|SellDate=2/29/2016 12:00:00 AM|Shares=20|PurchasePrice=28.04|Beta=0.543217948612254|BetaMonths=6|SharpeRatio=0.32412325970735|RiskAdjustedWeight=0.0161869177625729|RiskAdjustedAllocation=55.2145477032019|TargetBetaOverBeta=1.84088173550722|CurrentPrice=19.42
|
||||
Symbol=DBEF|PurchaseDate=12/31/2015 12:00:00 AM|SellDate=3/31/2016 12:00:00 AM|Shares=36|PurchasePrice=27.16|Beta=1.10733498125122|BetaMonths=6|SharpeRatio=-0.0133359799077368|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=0.903069095559562|CurrentPrice=25.54
|
||||
Symbol=BIL|PurchaseDate=1/29/2016 12:00:00 AM|SellDate=4/29/2016 12:00:00 AM|Shares=10|PurchasePrice=91.38|Beta=0.01|BetaMonths=6|SharpeRatio=-13.343166939724|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=91.42
|
||||
Symbol=AGG|PurchaseDate=2/29/2016 12:00:00 AM|SellDate=5/31/2016 12:00:00 AM|Shares=9|PurchasePrice=110.09|Beta=0.020760498986093|BetaMonths=6|SharpeRatio=-0.648655552117357|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=48.1683990673768|CurrentPrice=110.7
|
||||
Symbol=ABX|PurchaseDate=3/31/2016 12:00:00 AM|SellDate=6/30/2016 12:00:00 AM|Shares=22|PurchasePrice=13.58|Beta=0.898922905629377|BetaMonths=6|SharpeRatio=0.0912176690431655|RiskAdjustedWeight=0.0730550226848464|RiskAdjustedAllocation=237.526230422664|TargetBetaOverBeta=1.11244245055682|CurrentPrice=21.35
|
||||
Symbol=AG|PurchaseDate=3/31/2016 12:00:00 AM|SellDate=6/30/2016 12:00:00 AM|Shares=127|PurchasePrice=6.48|Beta=0.283967683006992|BetaMonths=6|SharpeRatio=-0.103048098453228|RiskAdjustedWeight=0.231261644167675|RiskAdjustedAllocation=751.908692403835|TargetBetaOverBeta=3.52152748302481|CurrentPrice=13.58
|
||||
Symbol=NGD|PurchaseDate=3/31/2016 12:00:00 AM|SellDate=6/30/2016 12:00:00 AM|Shares=565|PurchasePrice=3.73|Beta=0.0943975946147334|BetaMonths=6|SharpeRatio=-0.0390403731275812|RiskAdjustedWeight=0.695683333147478|RiskAdjustedAllocation=2261.89841050683|TargetBetaOverBeta=10.593490269337|CurrentPrice=4.38
|
||||
Symbol=AUY|PurchaseDate=4/29/2016 12:00:00 AM|SellDate=7/29/2016 12:00:00 AM|Shares=132|PurchasePrice=4.95|Beta=3.8246407822114|BetaMonths=6|SharpeRatio=0.0137862485174044|RiskAdjustedWeight=0.201453692991042|RiskAdjustedAllocation=655.019967637274|TargetBetaOverBeta=0.26146246325957|CurrentPrice=5.71
|
||||
Symbol=BTG|PurchaseDate=4/29/2016 12:00:00 AM|SellDate=7/29/2016 12:00:00 AM|Shares=670|PurchasePrice=2.22|Beta=1.68249656499408|BetaMonths=6|SharpeRatio=0.122553343991642|RiskAdjustedWeight=0.45794328854594|RiskAdjustedAllocation=1488.98733793084|TargetBetaOverBeta=0.594354853855836|CurrentPrice=3.13
|
||||
Symbol=PAAS|PurchaseDate=4/29/2016 12:00:00 AM|SellDate=7/29/2016 12:00:00 AM|Shares=70|PurchasePrice=15.67|Beta=2.26212913032153|BetaMonths=6|SharpeRatio=0.150283994015646|RiskAdjustedWeight=0.340603018463018|RiskAdjustedAllocation=1107.45936109855|TargetBetaOverBeta=0.442061413115645|CurrentPrice=19.5
|
||||
Symbol=KGC|PurchaseDate=5/31/2016 12:00:00 AM|SellDate=8/31/2016 12:00:00 AM|Shares=244|PurchasePrice=4.26|Beta=2.93971176207683|BetaMonths=6|SharpeRatio=0.351429112427839|RiskAdjustedWeight=0.319592383551201|RiskAdjustedAllocation=1039.72883609918|TargetBetaOverBeta=0.340169404667595|CurrentPrice=3.99
|
||||
Symbol=BVN|PurchaseDate=5/31/2016 12:00:00 AM|SellDate=8/31/2016 12:00:00 AM|Shares=144|PurchasePrice=9.56|Beta=2.21909473498188|BetaMonths=6|SharpeRatio=0.0500090412878192|RiskAdjustedWeight=0.423375115169792|RiskAdjustedAllocation=1377.3648509315|TargetBetaOverBeta=0.450634208732042|CurrentPrice=12.36
|
||||
Symbol=CLR|PurchaseDate=5/31/2016 12:00:00 AM|SellDate=8/31/2016 12:00:00 AM|Shares=19|PurchasePrice=42.06|Beta=3.65521669174358|BetaMonths=6|SharpeRatio=-0.0428508737939445|RiskAdjustedWeight=0.257032501279008|RiskAdjustedAllocation=836.202979635992|TargetBetaOverBeta=0.273581591553465|CurrentPrice=47.96
|
||||
Symbol=ENBL|PurchaseDate=6/30/2016 12:00:00 AM|SellDate=9/30/2016 12:00:00 AM|Shares=124|PurchasePrice=13.51|Beta=3.61424661346799|BetaMonths=6|SharpeRatio=0.0300244721580011|RiskAdjustedWeight=0.451852777638923|RiskAdjustedAllocation=1686.88390064828|TargetBetaOverBeta=0.276682835165049|CurrentPrice=15.25
|
||||
Symbol=RICE|PurchaseDate=6/30/2016 12:00:00 AM|SellDate=9/30/2016 12:00:00 AM|Shares=59|PurchasePrice=22.04|Beta=4.62553293358589|BetaMonths=6|SharpeRatio=0.0347030995939961|RiskAdjustedWeight=0.353063613385958|RiskAdjustedAllocation=1318.07826530926|TargetBetaOverBeta=0.216191304733563|CurrentPrice=26.11
|
||||
Symbol=CDE|PurchaseDate=6/30/2016 12:00:00 AM|SellDate=9/30/2016 12:00:00 AM|Shares=68|PurchasePrice=10.66|Beta=8.37132027619944|BetaMonths=6|SharpeRatio=0.199474789572523|RiskAdjustedWeight=0.19508360897512|RiskAdjustedAllocation=728.297834042455|TargetBetaOverBeta=0.119455470225301|CurrentPrice=11.83
|
||||
Symbol=EXEL|PurchaseDate=7/29/2016 12:00:00 AM|SellDate=10/31/2016 12:00:00 AM|Shares=176|PurchasePrice=9.18|Beta=1.97789505094679|BetaMonths=6|SharpeRatio=0.364785744398247|RiskAdjustedWeight=0.399744332946039|RiskAdjustedAllocation=1622.68217072785|TargetBetaOverBeta=0.505587998474093|CurrentPrice=10.59
|
||||
Symbol=SSRI|PurchaseDate=7/29/2016 12:00:00 AM|SellDate=10/31/2016 12:00:00 AM|Shares=89|PurchasePrice=13.94|Beta=2.57345181322207|BetaMonths=6|SharpeRatio=0.370467596592538|RiskAdjustedWeight=0.307234172295639|RiskAdjustedAllocation=1247.15567559969|TargetBetaOverBeta=0.388583145354472|CurrentPrice=10.96
|
||||
Symbol=HL|PurchaseDate=7/29/2016 12:00:00 AM|SellDate=10/31/2016 12:00:00 AM|Shares=183|PurchasePrice=6.49|Beta=2.69827419462899|BetaMonths=6|SharpeRatio=0.405644022103477|RiskAdjustedWeight=0.293021494758322|RiskAdjustedAllocation=1189.46215367246|TargetBetaOverBeta=0.370607257776299|CurrentPrice=5.99
|
||||
Symbol=AMD|PurchaseDate=8/31/2016 12:00:00 AM|SellDate=11/30/2016 12:00:00 AM|Shares=151|PurchasePrice=7.4|Beta=5.42831658933543|BetaMonths=6|SharpeRatio=0.57896712782696|RiskAdjustedWeight=0.265474897392216|RiskAdjustedAllocation=1117.41216044622|TargetBetaOverBeta=0.184219174313565|CurrentPrice=8.91
|
||||
Symbol=WB|PurchaseDate=8/31/2016 12:00:00 AM|SellDate=11/30/2016 12:00:00 AM|Shares=33|PurchasePrice=47.77|Beta=3.76004978053637|BetaMonths=6|SharpeRatio=0.478526046640862|RiskAdjustedWeight=0.383261359204855|RiskAdjustedAllocation=1613.18794210488|TargetBetaOverBeta=0.265953925710354|CurrentPrice=51.31
|
||||
Symbol=VEDL|PurchaseDate=8/31/2016 12:00:00 AM|SellDate=11/30/2016 12:00:00 AM|Shares=147|PurchasePrice=10|Beta=4.10256343454509|BetaMonths=6|SharpeRatio=0.177872059027841|RiskAdjustedWeight=0.351263743402929|RiskAdjustedAllocation=1478.50656411556|TargetBetaOverBeta=0.24375003968973|CurrentPrice=13.4
|
||||
Symbol=TROX|PurchaseDate=9/30/2016 12:00:00 AM|SellDate=12/30/2016 12:00:00 AM|Shares=135|PurchasePrice=9.37|Beta=11.1423876856784|BetaMonths=6|SharpeRatio=0.194400413924454|RiskAdjustedWeight=0.290313586495941|RiskAdjustedAllocation=1273.77698897372|TargetBetaOverBeta=0.0897473708696501|CurrentPrice=10.31
|
||||
Symbol=OCLR|PurchaseDate=9/30/2016 12:00:00 AM|SellDate=12/30/2016 12:00:00 AM|Shares=270|PurchasePrice=8.55|Beta=6.12953509979625|BetaMonths=6|SharpeRatio=0.591584304886626|RiskAdjustedWeight=0.527737663377606|RiskAdjustedAllocation=2315.49649445895|TargetBetaOverBeta=0.163144509937343|CurrentPrice=8.95
|
||||
Symbol=GGB|PurchaseDate=9/30/2016 12:00:00 AM|SellDate=12/30/2016 12:00:00 AM|Shares=293|PurchasePrice=2.72|Beta=17.7785586815482|BetaMonths=6|SharpeRatio=0.25238348542506|RiskAdjustedWeight=0.181948750126453|RiskAdjustedAllocation=798.316516567325|TargetBetaOverBeta=0.0562475292801924|CurrentPrice=3.14
|
||||
Symbol=FNSR|PurchaseDate=10/31/2016 12:00:00 AM|SellDate=1/31/2017 12:00:00 AM|Shares=49|PurchasePrice=27.38|Beta=3.7212318800468|BetaMonths=6|SharpeRatio=0.672102182646471|RiskAdjustedWeight=0.314475415287917|RiskAdjustedAllocation=1368.40937033523|TargetBetaOverBeta=0.268728214804884|CurrentPrice=29.57
|
||||
Symbol=LITE|PurchaseDate=10/31/2016 12:00:00 AM|SellDate=1/31/2017 12:00:00 AM|Shares=35|PurchasePrice=33.6|Beta=4.22079112688692|BetaMonths=6|SharpeRatio=0.567452034594985|RiskAdjustedWeight=0.27725511774459|RiskAdjustedAllocation=1206.44884353754|TargetBetaOverBeta=0.236922408604843|CurrentPrice=37.95
|
||||
Symbol=AVP|PurchaseDate=10/31/2016 12:00:00 AM|SellDate=1/31/2017 12:00:00 AM|Shares=271|PurchasePrice=6.55|Beta=2.86633225245211|BetaMonths=6|SharpeRatio=0.31878634390345|RiskAdjustedWeight=0.408269466967493|RiskAdjustedAllocation=1776.54511946057|TargetBetaOverBeta=0.348877908045905|CurrentPrice=5.87
|
||||
Symbol=AIMT|PurchaseDate=11/30/2016 12:00:00 AM|SellDate=2/28/2017 12:00:00 AM|Shares=23|PurchasePrice=22.7|Beta=5.18545360179269|BetaMonths=6|SharpeRatio=0.0730743571697048|RiskAdjustedWeight=0.112966391310419|RiskAdjustedAllocation=523.367266066969|TargetBetaOverBeta=0.192847159919488|CurrentPrice=20.27
|
||||
Symbol=PJC|PurchaseDate=11/30/2016 12:00:00 AM|SellDate=2/28/2017 12:00:00 AM|Shares=19|PurchasePrice=72.95|Beta=1.90712432771901|BetaMonths=6|SharpeRatio=0.273053106536743|RiskAdjustedWeight=0.307154584621523|RiskAdjustedAllocation=1423.03080897367|TargetBetaOverBeta=0.524349663766302|CurrentPrice=70.75
|
||||
Symbol=IIVI|PurchaseDate=11/30/2016 12:00:00 AM|SellDate=2/28/2017 12:00:00 AM|Shares=88|PurchasePrice=30.2|Beta=1.01017963469806|BetaMonths=6|SharpeRatio=0.398058740110051|RiskAdjustedWeight=0.579879024068058|RiskAdjustedAllocation=2686.54859162603|TargetBetaOverBeta=0.989922946030189|CurrentPrice=35.6
|
||||
Symbol=AKS|PurchaseDate=12/30/2016 12:00:00 AM|SellDate=3/31/2017 12:00:00 AM|Shares=28|PurchasePrice=10.21|Beta=3.28939160808753|BetaMonths=6|SharpeRatio=0.477313123212204|RiskAdjustedWeight=0.0601680341744806|RiskAdjustedAllocation=285.934543206245|TargetBetaOverBeta=0.304007585336246|CurrentPrice=7.19
|
||||
Symbol=TCBI|PurchaseDate=12/30/2016 12:00:00 AM|SellDate=3/31/2017 12:00:00 AM|Shares=38|PurchasePrice=78.4|Beta=0.312182275992098|BetaMonths=6|SharpeRatio=0.162141216646467|RiskAdjustedWeight=0.633976499978076|RiskAdjustedAllocation=3012.82538829581|TargetBetaOverBeta=3.20325680508945|CurrentPrice=83.45
|
||||
Symbol=RF|PurchaseDate=12/30/2016 12:00:00 AM|SellDate=3/31/2017 12:00:00 AM|Shares=101|PurchasePrice=14.36|Beta=0.647090697366768|BetaMonths=6|SharpeRatio=0.215845980239047|RiskAdjustedWeight=0.305855465847444|RiskAdjustedAllocation=1453.50673516461|TargetBetaOverBeta=1.54537842078296|CurrentPrice=14.53
|
||||
Symbol=AMD|PurchaseDate=1/31/2017 12:00:00 AM|SellDate=4/28/2017 12:00:00 AM|Shares=83|PurchasePrice=10.37|Beta=4.16921242742037|BetaMonths=6|SharpeRatio=0.757066400049345|RiskAdjustedWeight=0.0365412131992615|RiskAdjustedAllocation=174.570530289624|TargetBetaOverBeta=0.239853453717812|CurrentPrice=13.3
|
||||
Symbol=FCAU|PurchaseDate=1/31/2017 12:00:00 AM|SellDate=4/28/2017 12:00:00 AM|Shares=281|PurchasePrice=10.99|Beta=0.161480355837984|BetaMonths=6|SharpeRatio=0.0559809889612154|RiskAdjustedWeight=0.943446522598894|RiskAdjustedAllocation=4507.18367920305|TargetBetaOverBeta=6.1927037181124|CurrentPrice=11.37
|
||||
Symbol=KRO|PurchaseDate=1/31/2017 12:00:00 AM|SellDate=4/28/2017 12:00:00 AM|Shares=60|PurchasePrice=13.22|Beta=7.6127358027452|BetaMonths=6|SharpeRatio=0.323527745330353|RiskAdjustedWeight=0.0200122642018446|RiskAdjustedAllocation=95.6057905073243|TargetBetaOverBeta=0.131358821048196|CurrentPrice=17.52
|
||||
Symbol=EXTN|PurchaseDate=2/28/2017 12:00:00 AM|SellDate=5/31/2017 12:00:00 AM|Shares=89|PurchasePrice=30.44|Beta=2.05868417578526|BetaMonths=6|SharpeRatio=0.428175329732876|RiskAdjustedWeight=0.554581883612366|RiskAdjustedAllocation=2719.22404312188|TargetBetaOverBeta=0.485747164019738|CurrentPrice=28.2
|
||||
Symbol=WNC|PurchaseDate=2/28/2017 12:00:00 AM|SellDate=5/31/2017 12:00:00 AM|Shares=44|PurchasePrice=21.15|Beta=6.01164280073377|BetaMonths=6|SharpeRatio=0.393224594555784|RiskAdjustedWeight=0.189916298391948|RiskAdjustedAllocation=931.196961221071|TargetBetaOverBeta=0.166343881888315|CurrentPrice=19.99
|
||||
Symbol=PAH|PurchaseDate=2/28/2017 12:00:00 AM|SellDate=5/31/2017 12:00:00 AM|Shares=94|PurchasePrice=13.19|Beta=4.46849637676253|BetaMonths=6|SharpeRatio=0.318532329217947|RiskAdjustedWeight=0.255501817995686|RiskAdjustedAllocation=1252.77566232372|TargetBetaOverBeta=0.223788924883164|CurrentPrice=12.48
|
||||
Symbol=CLVS|PurchaseDate=3/31/2017 12:00:00 AM|SellDate=6/30/2017 12:00:00 AM|Shares=12|PurchasePrice=63.67|Beta=2.86709335009283|BetaMonths=6|SharpeRatio=0.434358895723899|RiskAdjustedWeight=0.0523252912468831|RiskAdjustedAllocation=258.732867628463|TargetBetaOverBeta=0.348785295033251|CurrentPrice=93.63
|
||||
Symbol=TGS|PurchaseDate=3/31/2017 12:00:00 AM|SellDate=6/30/2017 12:00:00 AM|Shares=65|PurchasePrice=14.22|Beta=1.78500305413753|BetaMonths=6|SharpeRatio=0.546835022876493|RiskAdjustedWeight=0.0840455114224419|RiskAdjustedAllocation=415.579840330549|TargetBetaOverBeta=0.560223131093283|CurrentPrice=16.61
|
||||
Symbol=SHOP|PurchaseDate=3/31/2017 12:00:00 AM|SellDate=6/30/2017 12:00:00 AM|Shares=46|PurchasePrice=68.09|Beta=0.173710540402408|BetaMonths=6|SharpeRatio=0.818699620956523|RiskAdjustedWeight=0.863629197330675|RiskAdjustedAllocation=4270.38729204099|TargetBetaOverBeta=5.75670306294285|CurrentPrice=86.9
|
||||
Symbol=MOMO|PurchaseDate=4/28/2017 12:00:00 AM|SellDate=7/31/2017 12:00:00 AM|Shares=86|PurchasePrice=37.98|Beta=0.191088143167687|BetaMonths=6|SharpeRatio=0.430926432752991|RiskAdjustedWeight=0.816388838638353|RiskAdjustedAllocation=4202.24453115738|TargetBetaOverBeta=5.23318706970984|CurrentPrice=43.93
|
||||
Symbol=FIZZ|PurchaseDate=4/28/2017 12:00:00 AM|SellDate=7/31/2017 12:00:00 AM|Shares=8|PurchasePrice=88.59|Beta=2.5240864873565|BetaMonths=6|SharpeRatio=0.387951543486902|RiskAdjustedWeight=0.0618054207174216|RiskAdjustedAllocation=318.134544365958|TargetBetaOverBeta=0.396182937870449|CurrentPrice=102.12
|
||||
Symbol=FMI|PurchaseDate=4/28/2017 12:00:00 AM|SellDate=7/31/2017 12:00:00 AM|Shares=29|PurchasePrice=35.5|Beta=1.2807460999222|BetaMonths=6|SharpeRatio=0.3088071721162|RiskAdjustedWeight=0.121805740644225|RiskAdjustedAllocation=626.977591143324|TargetBetaOverBeta=0.780794882030671|CurrentPrice=35.35
|
||||
Symbol=EXTR|PurchaseDate=5/31/2017 12:00:00 AM|SellDate=8/31/2017 12:00:00 AM|Shares=119|PurchasePrice=9.63|Beta=2.15914898462817|BetaMonths=6|SharpeRatio=0.589684214390468|RiskAdjustedWeight=0.227691775703043|RiskAdjustedAllocation=1147.94072302808|TargetBetaOverBeta=0.463145436984382|CurrentPrice=11.43
|
||||
Symbol=ALGN|PurchaseDate=5/31/2017 12:00:00 AM|SellDate=8/31/2017 12:00:00 AM|Shares=21|PurchasePrice=145.2|Beta=0.797364711332045|BetaMonths=6|SharpeRatio=0.696551019243891|RiskAdjustedWeight=0.616556588635745|RiskAdjustedAllocation=3108.45841471814|TargetBetaOverBeta=1.25413124733027|CurrentPrice=176.74
|
||||
Symbol=CC|PurchaseDate=5/31/2017 12:00:00 AM|SellDate=8/31/2017 12:00:00 AM|Shares=19|PurchasePrice=39.99|Beta=3.15643854544663|BetaMonths=6|SharpeRatio=0.720068867539805|RiskAdjustedWeight=0.155751635661212|RiskAdjustedAllocation=785.244195587114|TargetBetaOverBeta=0.31681275767037|CurrentPrice=49.07
|
||||
Symbol=TREE|PurchaseDate=6/30/2017 12:00:00 AM|SellDate=9/29/2017 12:00:00 AM|Shares=7|PurchasePrice=172.2|Beta=1.24156797041169|BetaMonths=6|SharpeRatio=0.455253746887125|RiskAdjustedWeight=0.219534665118755|RiskAdjustedAllocation=1207.81093995498|TargetBetaOverBeta=0.805433148914444|CurrentPrice=244.45
|
||||
Symbol=MTCH|PurchaseDate=6/30/2017 12:00:00 AM|SellDate=9/29/2017 12:00:00 AM|Shares=72|PurchasePrice=29.48|Beta=0.699807013602035|BetaMonths=6|SharpeRatio=0.635691289769075|RiskAdjustedWeight=0.389489106723221|RiskAdjustedAllocation=2142.84702527105|TargetBetaOverBeta=1.4289653869755|CurrentPrice=33.58
|
||||
Symbol=IAC|PurchaseDate=6/30/2017 12:00:00 AM|SellDate=9/29/2017 12:00:00 AM|Shares=95|PurchasePrice=22.49|Beta=0.697145220031985|BetaMonths=6|SharpeRatio=0.636543933063416|RiskAdjustedWeight=0.390976228158024|RiskAdjustedAllocation=2151.02870144063|TargetBetaOverBeta=1.43442136769455|CurrentPrice=25.62
|
||||
Symbol=WTW|PurchaseDate=7/31/2017 12:00:00 AM|SellDate=10/31/2017 12:00:00 AM|Shares=42|PurchasePrice=35.82|Beta=8.37310930120373|BetaMonths=6|SharpeRatio=0.47326812321148|RiskAdjustedWeight=0.264263900018297|RiskAdjustedAllocation=1508.12324661608|TargetBetaOverBeta=0.119429946991883|CurrentPrice=44.92
|
||||
Symbol=SPWR|PurchaseDate=7/31/2017 12:00:00 AM|SellDate=10/31/2017 12:00:00 AM|Shares=158|PurchasePrice=11.14|Beta=7.161241302435|BetaMonths=6|SharpeRatio=-0.191308310944838|RiskAdjustedWeight=0.30898421457509|RiskAdjustedAllocation=1763.33686442167|TargetBetaOverBeta=0.139640595501226|CurrentPrice=7.12
|
||||
Symbol=FSLR|PurchaseDate=7/31/2017 12:00:00 AM|SellDate=10/31/2017 12:00:00 AM|Shares=49|PurchasePrice=49.31|Beta=5.18500467105677|BetaMonths=6|SharpeRatio=-0.0793102414725028|RiskAdjustedWeight=0.426751885406613|RiskAdjustedAllocation=2435.42322229558|TargetBetaOverBeta=0.192863857111278|CurrentPrice=54.82
|
||||
Symbol=ATHM|PurchaseDate=8/31/2017 12:00:00 AM|SellDate=11/30/2017 12:00:00 AM|Shares=14|PurchasePrice=64.27|Beta=2.42740806622241|BetaMonths=6|SharpeRatio=0.584626925111519|RiskAdjustedWeight=0.0723287155664802|RiskAdjustedAllocation=438.063928838477|TargetBetaOverBeta=0.411962048703341|CurrentPrice=55.37
|
||||
Symbol=APPF|PurchaseDate=8/31/2017 12:00:00 AM|SellDate=11/30/2017 12:00:00 AM|Shares=89|PurchasePrice=42.9|Beta=0.214271252952644|BetaMonths=6|SharpeRatio=0.927003445625205|RiskAdjustedWeight=0.819388066136823|RiskAdjustedAllocation=4962.6811797223|TargetBetaOverBeta=4.6669816236199|CurrentPrice=43.15
|
||||
Symbol=HTHT|PurchaseDate=8/31/2017 12:00:00 AM|SellDate=11/30/2017 12:00:00 AM|Shares=9|PurchasePrice=113.51|Beta=1.62140828788921|BetaMonths=6|SharpeRatio=0.727117223683416|RiskAdjustedWeight=0.108283218296697|RiskAdjustedAllocation=655.824891439226|TargetBetaOverBeta=0.616747803418365|CurrentPrice=106.71
|
||||
Symbol=YRD|PurchaseDate=9/29/2017 12:00:00 AM|SellDate=12/29/2017 12:00:00 AM|Shares=98|PurchasePrice=41.94|Beta=0.50443819691921|BetaMonths=6|SharpeRatio=0.414819718887154|RiskAdjustedWeight=0.776046037659245|RiskAdjustedAllocation=4984.2876046929|TargetBetaOverBeta=1.98240340661625|CurrentPrice=43.97
|
||||
Symbol=SGMO|PurchaseDate=9/29/2017 12:00:00 AM|SellDate=12/29/2017 12:00:00 AM|Shares=100|PurchasePrice=15|Beta=2.24009076355537|BetaMonths=6|SharpeRatio=0.461670381000169|RiskAdjustedWeight=0.174755090432947|RiskAdjustedAllocation=1122.39427667097|TargetBetaOverBeta=0.446410483123839|CurrentPrice=16.4
|
||||
Symbol=GOL|PurchaseDate=9/29/2017 12:00:00 AM|SellDate=12/29/2017 12:00:00 AM|Shares=84|PurchasePrice=8.46|Beta=7.95683414645518|BetaMonths=6|SharpeRatio=0.285969302911985|RiskAdjustedWeight=0.0491988719078087|RiskAdjustedAllocation=315.988118636126|TargetBetaOverBeta=0.125678125444591|CurrentPrice=8.76
|
||||
Symbol=BEDU|PurchaseDate=10/31/2017 12:00:00 AM|SellDate=1/31/2018 12:00:00 AM|Shares=18|PurchasePrice=23.86|Beta=14.9966420416867|BetaMonths=6|SharpeRatio=0.99934170301685|RiskAdjustedWeight=0.0694732604962822|RiskAdjustedAllocation=446.598202533741|TargetBetaOverBeta=0.0666815942675876|CurrentPrice=20.06
|
||||
Symbol=AAAP|PurchaseDate=10/31/2017 12:00:00 AM|SellDate=1/31/2018 12:00:00 AM|Shares=36|PurchasePrice=81|Beta=2.2680065908061|BetaMonths=6|SharpeRatio=0.28184758136865|RiskAdjustedWeight=0.459375040335001|RiskAdjustedAllocation=2953.02200928737|TargetBetaOverBeta=0.440915826282753|CurrentPrice=80.42
|
||||
Symbol=SQM|PurchaseDate=10/31/2017 12:00:00 AM|SellDate=1/31/2018 12:00:00 AM|Shares=50|PurchasePrice=59.74|Beta=2.21131669687243|BetaMonths=6|SharpeRatio=0.575344465414779|RiskAdjustedWeight=0.471151699168717|RiskAdjustedAllocation=3028.72645484556|TargetBetaOverBeta=0.452219259870985|CurrentPrice=56.38
|
||||
Symbol=NKTR|PurchaseDate=11/30/2017 12:00:00 AM|SellDate=2/28/2018 12:00:00 AM|Shares=50|PurchasePrice=53.99|Beta=2.14702739715277|BetaMonths=6|SharpeRatio=0.262662606845306|RiskAdjustedWeight=0.426825332781491|RiskAdjustedAllocation=2720.51211084265|TargetBetaOverBeta=0.465760241963437|CurrentPrice=86.56
|
||||
Symbol=ACLS|PurchaseDate=11/30/2017 12:00:00 AM|SellDate=2/28/2018 12:00:00 AM|Shares=22|PurchasePrice=32|Beta=8.2646668167126|BetaMonths=6|SharpeRatio=0.560573919355607|RiskAdjustedWeight=0.110882350565854|RiskAdjustedAllocation=706.745252507158|TargetBetaOverBeta=0.120997013210239|CurrentPrice=24.45
|
||||
Symbol=FMSA|PurchaseDate=11/30/2017 12:00:00 AM|SellDate=2/28/2018 12:00:00 AM|Shares=611|PurchasePrice=4.82|Beta=1.98230783915289|BetaMonths=6|SharpeRatio=-0.159363716013356|RiskAdjustedWeight=0.462292316652655|RiskAdjustedAllocation=2946.57263665019|TargetBetaOverBeta=0.50446251598709|CurrentPrice=4.48
|
||||
Symbol=LGIH|PurchaseDate=12/29/2017 12:00:00 AM|SellDate=3/29/2018 12:00:00 AM|Shares=56|PurchasePrice=75.03|Beta=0.522135341654572|BetaMonths=6|SharpeRatio=0.565919631268528|RiskAdjustedWeight=0.704836327340011|RiskAdjustedAllocation=4578.05996170211|TargetBetaOverBeta=1.91521224522198|CurrentPrice=70.57
|
||||
Symbol=PUMP|PurchaseDate=12/29/2017 12:00:00 AM|SellDate=3/29/2018 12:00:00 AM|Shares=64|PurchasePrice=20.16|Beta=2.14342323511818|BetaMonths=6|SharpeRatio=0.293192032363685|RiskAdjustedWeight=0.171697288037441|RiskAdjustedAllocation=1115.20994223367|TargetBetaOverBeta=0.466543416911716|CurrentPrice=15.89
|
||||
Symbol=PNK|PurchaseDate=12/29/2017 12:00:00 AM|SellDate=3/29/2018 12:00:00 AM|Shares=29|PurchasePrice=32.73|Beta=2.98072999959716|BetaMonths=6|SharpeRatio=0.785738829832928|RiskAdjustedWeight=0.123466384622548|RiskAdjustedAllocation=801.940096064219|TargetBetaOverBeta=0.33548828647182|CurrentPrice=30.15
|
||||
Symbol=GDS|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=55|PurchasePrice=28.54|Beta=5.61928124295915|BetaMonths=6|SharpeRatio=0.518123829865863|RiskAdjustedWeight=0.24715383177265|RiskAdjustedAllocation=1584.12012705521|TargetBetaOverBeta=0.17795870268159|CurrentPrice=29.17
|
||||
Symbol=TLRD|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=126|PurchasePrice=24.19|Beta=2.90852043980459|BetaMonths=6|SharpeRatio=-0.0224467825029111|RiskAdjustedWeight=0.477502881533417|RiskAdjustedAllocation=3060.53084404436|TargetBetaOverBeta=0.343817422189815|CurrentPrice=31.55
|
||||
Symbol=GOOS|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=49|PurchasePrice=35.94|Beta=5.04398312260044|BetaMonths=6|SharpeRatio=0.690603088091895|RiskAdjustedWeight=0.275343286693933|RiskAdjustedAllocation=1764.79902890043|TargetBetaOverBeta=0.198256016266059|CurrentPrice=37.08
|
||||
Symbol=ANAB|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=8|PurchasePrice=122.76|Beta=3.95979444695073|BetaMonths=6|SharpeRatio=0.690925410713767|RiskAdjustedWeight=0.154916380632257|RiskAdjustedAllocation=1057.71792455144|TargetBetaOverBeta=0.252538361118734|CurrentPrice=77.8
|
||||
Symbol=EC|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=228|PurchasePrice=17.51|Beta=1.04486776190539|BetaMonths=6|SharpeRatio=0.432457405288347|RiskAdjustedWeight=0.587095368557139|RiskAdjustedAllocation=4008.49343503652|TargetBetaOverBeta=0.957058908752655|CurrentPrice=21.49
|
||||
Symbol=ASND|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=28|PurchasePrice=62.19|Beta=2.37777116532201|BetaMonths=6|SharpeRatio=0.42156129960475|RiskAdjustedWeight=0.257988250810604|RiskAdjustedAllocation=1761.45864041204|TargetBetaOverBeta=0.420561917220732|CurrentPrice=72.02
|
||||
Symbol=CRSP|PurchaseDate=3/29/2018 12:00:00 AM|SellDate=6/29/2018 12:00:00 AM|Shares=25|PurchasePrice=45.71|Beta=7.17273151015457|BetaMonths=6|SharpeRatio=0.304750980926519|RiskAdjustedWeight=0.00253923789835385|RiskAdjustedAllocation=45.71|TargetBetaOverBeta=0.139416901160218|CurrentPrice=58.76
|
||||
Symbol=THC|PurchaseDate=3/29/2018 12:00:00 AM|SellDate=6/29/2018 12:00:00 AM|Shares=47|PurchasePrice=24.25|Beta=2.75307286013883|BetaMonths=6|SharpeRatio=-0.00611751982444759|RiskAdjustedWeight=0.00661561557233282|RiskAdjustedAllocation=43.8508359993913|TargetBetaOverBeta=0.363230488549283|CurrentPrice=33.57
|
||||
Symbol=CTMX|PurchaseDate=3/29/2018 12:00:00 AM|SellDate=6/29/2018 12:00:00 AM|Shares=151|PurchasePrice=28.45|Beta=0.018381552101353|BetaMonths=6|SharpeRatio=0.419299125271945|RiskAdjustedWeight=0.990845146529313|RiskAdjustedAllocation=6567.70145516912|TargetBetaOverBeta=54.4023700765939|CurrentPrice=22.86
|
||||
Symbol=GTHX|PurchaseDate=4/30/2018 12:00:00 AM|SellDate=7/31/2018 12:00:00 AM|Shares=114|PurchasePrice=38.35|Beta=0.367775289647383|BetaMonths=6|SharpeRatio=0.29884028138964|RiskAdjustedWeight=0.72045539528502|RiskAdjustedAllocation=5019.89784558356|TargetBetaOverBeta=2.71905162785348|CurrentPrice=51.35
|
||||
Symbol=BGNE|PurchaseDate=4/30/2018 12:00:00 AM|SellDate=7/31/2018 12:00:00 AM|Shares=6|PurchasePrice=169.58|Beta=2.05612705974657|BetaMonths=6|SharpeRatio=0.671783081194812|RiskAdjustedWeight=0.128866399779606|RiskAdjustedAllocation=897.898977307035|TargetBetaOverBeta=0.486351266698108|CurrentPrice=189.66
|
||||
Symbol=ABMD|PurchaseDate=4/30/2018 12:00:00 AM|SellDate=7/31/2018 12:00:00 AM|Shares=4|PurchasePrice=300.95|Beta=1.75848717996483|BetaMonths=6|SharpeRatio=0.634624425169894|RiskAdjustedWeight=0.150678204935374|RiskAdjustedAllocation=1049.87651044274|TargetBetaOverBeta=0.5686706229044|CurrentPrice=354.53
|
||||
Symbol=WTI|PurchaseDate=5/31/2018 12:00:00 AM|SellDate=8/31/2018 12:00:00 AM|Shares=89|PurchasePrice=6.85|Beta=3.11286726721593|BetaMonths=6|SharpeRatio=0.393695311860508|RiskAdjustedWeight=0.084650007267364|RiskAdjustedAllocation=613.035916963632|TargetBetaOverBeta=0.321247234192023|CurrentPrice=6.77
|
||||
Symbol=HFC|PurchaseDate=5/31/2018 12:00:00 AM|SellDate=8/31/2018 12:00:00 AM|Shares=60|PurchasePrice=77.18|Beta=0.411455398482716|BetaMonths=6|SharpeRatio=0.475882617141685|RiskAdjustedWeight=0.640419928293243|RiskAdjustedAllocation=4637.92539016585|TargetBetaOverBeta=2.4303970823754|CurrentPrice=74.52
|
||||
Symbol=WRD|PurchaseDate=5/31/2018 12:00:00 AM|SellDate=8/31/2018 12:00:00 AM|Shares=74|PurchasePrice=26.86|Beta=0.958440966903626|BetaMonths=6|SharpeRatio=0.408453286413933|RiskAdjustedWeight=0.274930064439393|RiskAdjustedAllocation=1991.04535953718|TargetBetaOverBeta=1.04336107755352|CurrentPrice=21.74
|
||||
Symbol=DNR|PurchaseDate=6/29/2018 12:00:00 AM|SellDate=9/28/2018 12:00:00 AM|Shares=682|PurchasePrice=4.81|Beta=2.79351674477291|BetaMonths=6|SharpeRatio=0.401528116611851|RiskAdjustedWeight=0.455082676553006|RiskAdjustedAllocation=3283.60657828507|TargetBetaOverBeta=0.357971722156722|CurrentPrice=6.2
|
||||
Symbol=CVRR|PurchaseDate=6/29/2018 12:00:00 AM|SellDate=9/28/2018 12:00:00 AM|Shares=130|PurchasePrice=22.35|Beta=3.15278575548795|BetaMonths=6|SharpeRatio=0.369543560712825|RiskAdjustedWeight=0.403224695808784|RiskAdjustedAllocation=2909.43015830334|TargetBetaOverBeta=0.317179814156205|CurrentPrice=19.7
|
||||
Symbol=WLL|PurchaseDate=6/29/2018 12:00:00 AM|SellDate=9/28/2018 12:00:00 AM|Shares=19|PurchasePrice=52.72|Beta=8.97210460697302|BetaMonths=6|SharpeRatio=0.340853033850052|RiskAdjustedWeight=0.14169262763821|RiskAdjustedAllocation=1022.36993007826|TargetBetaOverBeta=0.111456569423278|CurrentPrice=53.04
|
||||
Symbol=W|PurchaseDate=7/31/2018 12:00:00 AM|SellDate=10/31/2018 12:00:00 AM|Shares=9|PurchasePrice=108.82|Beta=4.54340149016495|BetaMonths=6|SharpeRatio=0.173402453850732|RiskAdjustedWeight=0.129026725705834|RiskAdjustedAllocation=1009.1188819235|TargetBetaOverBeta=0.220099412778001|CurrentPrice=110.29
|
||||
Symbol=TRHC|PurchaseDate=7/31/2018 12:00:00 AM|SellDate=10/31/2018 12:00:00 AM|Shares=43|PurchasePrice=58.24|Beta=1.80486423671455|BetaMonths=6|SharpeRatio=0.70611129125533|RiskAdjustedWeight=0.324800173840281|RiskAdjustedAllocation=2540.26432493933|TargetBetaOverBeta=0.554058294057803|CurrentPrice=73.88
|
||||
Symbol=FRPT|PurchaseDate=7/31/2018 12:00:00 AM|SellDate=10/31/2018 12:00:00 AM|Shares=147|PurchasePrice=29|Beta=1.07332312293634|BetaMonths=6|SharpeRatio=0.241079210214984|RiskAdjustedWeight=0.546173100453885|RiskAdjustedAllocation=4271.62345980384|TargetBetaOverBeta=0.931685881567751|CurrentPrice=38.1
|
||||
Symbol=IRDM|PurchaseDate=8/31/2018 12:00:00 AM|SellDate=11/30/2018 12:00:00 AM|Shares=56|PurchasePrice=20.25|Beta=2.7543717540798|BetaMonths=6|SharpeRatio=0.309855257920133|RiskAdjustedWeight=0.149149132598776|RiskAdjustedAllocation=1139.37110480061|TargetBetaOverBeta=0.363059197989084|CurrentPrice=23.88
|
||||
Symbol=TDOC|PurchaseDate=8/31/2018 12:00:00 AM|SellDate=11/30/2018 12:00:00 AM|Shares=53|PurchasePrice=77.55|Beta=0.753141234113228|BetaMonths=6|SharpeRatio=0.446970433469962|RiskAdjustedWeight=0.54546496642064|RiskAdjustedAllocation=4166.88324358257|TargetBetaOverBeta=1.32777220885725|CurrentPrice=62.45
|
||||
Symbol=ULH|PurchaseDate=8/31/2018 12:00:00 AM|SellDate=11/30/2018 12:00:00 AM|Shares=63|PurchasePrice=36.6|Beta=1.34522306582088|BetaMonths=6|SharpeRatio=0.5291975100402|RiskAdjustedWeight=0.305385900980584|RiskAdjustedAllocation=2332.88565161682|TargetBetaOverBeta=0.743371137031303|CurrentPrice=23.37
|
||||
Symbol=AMD|PurchaseDate=9/28/2018 12:00:00 AM|SellDate=12/31/2018 12:00:00 AM|Shares=41|PurchasePrice=30.89|Beta=4.89289545574936|BetaMonths=6|SharpeRatio=0.295159017245418|RiskAdjustedWeight=0.0219168416325139|RiskAdjustedAllocation=171.879031583774|TargetBetaOverBeta=0.2043779616883|CurrentPrice=18.46
|
||||
Symbol=CORE|PurchaseDate=9/28/2018 12:00:00 AM|SellDate=12/31/2018 12:00:00 AM|Shares=148|PurchasePrice=33.96|Beta=0.115575878986042|BetaMonths=6|SharpeRatio=0.089736468936025|RiskAdjustedWeight=0.92784771155456|RiskAdjustedAllocation=7276.48485092997|TargetBetaOverBeta=8.65232441901454|CurrentPrice=26.82
|
||||
Symbol=AVAV|PurchaseDate=9/28/2018 12:00:00 AM|SellDate=12/31/2018 12:00:00 AM|Shares=12|PurchasePrice=112.17|Beta=2.13468420471007|BetaMonths=6|SharpeRatio=0.275754645685315|RiskAdjustedWeight=0.0502354468129259|RiskAdjustedAllocation=393.962784152924|TargetBetaOverBeta=0.468453365511185|CurrentPrice=67.95
|
||||
Symbol=BIL|PurchaseDate=10/31/2018 12:00:00 AM|SellDate=1/31/2019 12:00:00 AM|Shares=10|PurchasePrice=91.59|Beta=0.00190209160952704|BetaMonths=6|SharpeRatio=-159.399802055736|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=525.737033374882|CurrentPrice=91.62
|
||||
Symbol=BIL|PurchaseDate=11/30/2018 12:00:00 AM|SellDate=2/28/2019 12:00:00 AM|Shares=10|PurchasePrice=91.61|Beta=0.00698090851160997|BetaMonths=6|SharpeRatio=-151.034203760973|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=143.247830613579|CurrentPrice=91.61
|
||||
Symbol=SHV|PurchaseDate=12/31/2018 12:00:00 AM|SellDate=3/29/2019 12:00:00 AM|Shares=9|PurchasePrice=110.3|Beta=0.01|BetaMonths=6|SharpeRatio=-117.559422791248|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=110.57
|
||||
Symbol=AGG|PurchaseDate=1/31/2019 12:00:00 AM|SellDate=4/30/2019 12:00:00 AM|Shares=9|PurchasePrice=107.46|Beta=0.100432199790164|BetaMonths=6|SharpeRatio=-2.95706076852888|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=9.95696601378173|CurrentPrice=108.59
|
||||
Symbol=MRTX|PurchaseDate=2/28/2019 12:00:00 AM|SellDate=5/31/2019 12:00:00 AM|Shares=33|PurchasePrice=72.8|Beta=0.44202277066161|BetaMonths=6|SharpeRatio=0.369648134458184|RiskAdjustedWeight=0.333893661867138|RiskAdjustedAllocation=2451.13897028074|TargetBetaOverBeta=2.26232688986412|CurrentPrice=67.79
|
||||
Symbol=EHTH|PurchaseDate=2/28/2019 12:00:00 AM|SellDate=5/31/2019 12:00:00 AM|Shares=30|PurchasePrice=53.41|Beta=0.657820981789217|BetaMonths=6|SharpeRatio=0.550587097652345|RiskAdjustedWeight=0.224359826777545|RiskAdjustedAllocation=1647.04268929401|TargetBetaOverBeta=1.52017042277989|CurrentPrice=70.56
|
||||
Symbol=CHGG|PurchaseDate=2/28/2019 12:00:00 AM|SellDate=5/31/2019 12:00:00 AM|Shares=81|PurchasePrice=39.63|Beta=0.33410247218942|BetaMonths=6|SharpeRatio=0.366149126129137|RiskAdjustedWeight=0.441746511355317|RiskAdjustedAllocation=3242.89500709192|TargetBetaOverBeta=2.99309368603848|CurrentPrice=37.46
|
||||
Symbol=IMPUY|PurchaseDate=3/29/2019 12:00:00 AM|SellDate=6/28/2019 12:00:00 AM|Shares=1112|PurchasePrice=4.22|Beta=0.578099099852056|BetaMonths=6|SharpeRatio=0.158321624947335|RiskAdjustedWeight=0.639677864953854|RiskAdjustedAllocation=4696.4423876665|TargetBetaOverBeta=1.7298072255361|CurrentPrice=4.88
|
||||
Symbol=PTLA|PurchaseDate=3/29/2019 12:00:00 AM|SellDate=6/28/2019 12:00:00 AM|Shares=33|PurchasePrice=34.7|Beta=2.33974686187398|BetaMonths=6|SharpeRatio=-0.000822096607181388|RiskAdjustedWeight=0.158050088217204|RiskAdjustedAllocation=1160.38583534738|TargetBetaOverBeta=0.427396662559926|CurrentPrice=27.13
|
||||
Symbol=RPD|PurchaseDate=3/29/2019 12:00:00 AM|SellDate=6/28/2019 12:00:00 AM|Shares=29|PurchasePrice=50.61|Beta=1.82821701625355|BetaMonths=6|SharpeRatio=0.233225750575839|RiskAdjustedWeight=0.202272046828943|RiskAdjustedAllocation=1485.05844365279|TargetBetaOverBeta=0.546981015442706|CurrentPrice=57.84
|
||||
Symbol=CVNA|PurchaseDate=4/30/2019 12:00:00 AM|SellDate=7/31/2019 12:00:00 AM|Shares=35|PurchasePrice=71.56|Beta=2.33563844219431|BetaMonths=6|SharpeRatio=0.331302702998163|RiskAdjustedWeight=0.341138930617928|RiskAdjustedAllocation=2505.75982715948|TargetBetaOverBeta=0.42814845908278|CurrentPrice=63.56
|
||||
Symbol=ETE|PurchaseDate=4/30/2019 12:00:00 AM|SellDate=7/31/2019 12:00:00 AM|Shares=895|PurchasePrice=1.95|Beta=3.35021327760159|BetaMonths=6|SharpeRatio=-0.155781003523178|RiskAdjustedWeight=0.237828799081921|RiskAdjustedAllocation=1746.91832855779|TargetBetaOverBeta=0.298488459432021|CurrentPrice=1.25
|
||||
Symbol=BOLD|PurchaseDate=4/30/2019 12:00:00 AM|SellDate=7/31/2019 12:00:00 AM|Shares=81|PurchasePrice=37.79|Beta=1.89243736569711|BetaMonths=6|SharpeRatio=0.063207974313692|RiskAdjustedWeight=0.421032270300152|RiskAdjustedAllocation=3092.5985109494|TargetBetaOverBeta=0.528419073796736|CurrentPrice=38.92
|
||||
Symbol=DBEF|PurchaseDate=5/31/2019 12:00:00 AM|SellDate=8/30/2019 12:00:00 AM|Shares=32|PurchasePrice=30.78|Beta=0.880330523091711|BetaMonths=6|SharpeRatio=-0.51773970927814|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.13593698476796|CurrentPrice=31.19
|
||||
Symbol=SHOP|PurchaseDate=6/28/2019 12:00:00 AM|SellDate=9/30/2019 12:00:00 AM|Shares=3|PurchasePrice=300.15|Beta=1.90210558529646|BetaMonths=6|SharpeRatio=0.264089011974012|RiskAdjustedWeight=0.134636860894129|RiskAdjustedAllocation=1027.86312380895|TargetBetaOverBeta=0.525733170508588|CurrentPrice=311.66
|
||||
Symbol=EIDX|PurchaseDate=6/28/2019 12:00:00 AM|SellDate=9/30/2019 12:00:00 AM|Shares=154|PurchasePrice=31.08|Beta=0.37149840770092|BetaMonths=6|SharpeRatio=0.178874802314652|RiskAdjustedWeight=0.68935295491139|RiskAdjustedAllocation=5262.75253995504|TargetBetaOverBeta=2.69180157780128|CurrentPrice=35.97
|
||||
Symbol=OKTA|PurchaseDate=6/28/2019 12:00:00 AM|SellDate=9/30/2019 12:00:00 AM|Shares=11|PurchasePrice=123.51|Beta=1.45499265434855|BetaMonths=6|SharpeRatio=0.284770795312813|RiskAdjustedWeight=0.176010184194481|RiskAdjustedAllocation=1343.72100290268|TargetBetaOverBeta=0.687288693184319|CurrentPrice=98.46
|
||||
Symbol=GSHD|PurchaseDate=7/31/2019 12:00:00 AM|SellDate=10/31/2019 12:00:00 AM|Shares=74|PurchasePrice=45.01|Beta=0.388299753771226|BetaMonths=6|SharpeRatio=0.306193076268863|RiskAdjustedWeight=0.453984264427046|RiskAdjustedAllocation=3342.54086401173|TargetBetaOverBeta=2.57532998743329|CurrentPrice=51.18
|
||||
Symbol=PRO|PurchaseDate=7/31/2019 12:00:00 AM|SellDate=10/31/2019 12:00:00 AM|Shares=16|PurchasePrice=72.36|Beta=1.06396653764836|BetaMonths=6|SharpeRatio=0.267830917174267|RiskAdjustedWeight=0.1656837615238|RiskAdjustedAllocation=1219.87651729605|TargetBetaOverBeta=0.939879182864397|CurrentPrice=51.24
|
||||
Symbol=ARWR|PurchaseDate=7/31/2019 12:00:00 AM|SellDate=10/31/2019 12:00:00 AM|Shares=96|PurchasePrice=29.06|Beta=0.463495025717324|BetaMonths=6|SharpeRatio=0.219367293888701|RiskAdjustedWeight=0.380331974049154|RiskAdjustedAllocation=2800.26261869223|TargetBetaOverBeta=2.15752045764107|CurrentPrice=40.05
|
||||
Symbol=NVCR|PurchaseDate=8/30/2019 12:00:00 AM|SellDate=11/29/2019 12:00:00 AM|Shares=12|PurchasePrice=90.86|Beta=1.48113497483487|BetaMonths=6|SharpeRatio=0.342695291890646|RiskAdjustedWeight=0.0509441435792179|RiskAdjustedAllocation=375.308222769089|TargetBetaOverBeta=0.675157914025687|CurrentPrice=92.18
|
||||
Symbol=NG|PurchaseDate=8/30/2019 12:00:00 AM|SellDate=11/29/2019 12:00:00 AM|Shares=195|PurchasePrice=7.44|Beta=0.791788722364554|BetaMonths=6|SharpeRatio=0.178562719103383|RiskAdjustedWeight=0.095297079494709|RiskAdjustedAllocation=702.058667148428|TargetBetaOverBeta=1.26296317660809|CurrentPrice=6.96
|
||||
Symbol=AG|PurchaseDate=8/30/2019 12:00:00 AM|SellDate=11/29/2019 12:00:00 AM|Shares=439|PurchasePrice=10.88|Beta=0.0883799439109282|BetaMonths=6|SharpeRatio=0.160478068507354|RiskAdjustedWeight=0.853758776926073|RiskAdjustedAllocation=6289.68644341582|TargetBetaOverBeta=11.3147842796532|CurrentPrice=10.76
|
||||
Symbol=AUY|PurchaseDate=9/30/2019 12:00:00 AM|SellDate=12/31/2019 12:00:00 AM|Shares=1295|PurchasePrice=3.18|Beta=0.361674038450374|BetaMonths=6|SharpeRatio=0.124610502685409|RiskAdjustedWeight=0.546344310908718|RiskAdjustedAllocation=4118.19772381367|TargetBetaOverBeta=2.76492060166827|CurrentPrice=3.95
|
||||
Symbol=BIOS|PurchaseDate=9/30/2019 12:00:00 AM|SellDate=12/31/2019 12:00:00 AM|Shares=733|PurchasePrice=3.2|Beta=0.634596038010164|BetaMonths=6|SharpeRatio=0.0901230965079618|RiskAdjustedWeight=0.311376909837527|RiskAdjustedAllocation=2347.07611251266|TargetBetaOverBeta=1.5758056150738|CurrentPrice=3.73
|
||||
Symbol=SAIA|PurchaseDate=9/30/2019 12:00:00 AM|SellDate=12/31/2019 12:00:00 AM|Shares=11|PurchasePrice=93.7|Beta=1.38881254356509|BetaMonths=6|SharpeRatio=-0.0727458687754378|RiskAdjustedWeight=0.142278779253755|RiskAdjustedAllocation=1072.459497007|TargetBetaOverBeta=0.720039579591495|CurrentPrice=93.12
|
||||
Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=5|PurchasePrice=181.7|Beta=3.18012786272021|BetaMonths=6|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.0910506328121206|RiskAdjustedAllocation=721.93743254621|TargetBetaOverBeta=0.314452765161657|CurrentPrice=208.75
|
||||
Symbol=COOP|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=133|PurchasePrice=12.8|Beta=1.78729169103837|BetaMonths=6|SharpeRatio=-0.236331899811565|RiskAdjustedWeight=0.162006378576017|RiskAdjustedAllocation=1284.54317551662|TargetBetaOverBeta=0.559505762273771|CurrentPrice=12.38
|
||||
Symbol=CMPR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=37|PurchasePrice=132.12|Beta=0.387650274169175|BetaMonths=6|SharpeRatio=-0.108043119174667|RiskAdjustedWeight=0.746942988611862|RiskAdjustedAllocation=5922.48605860384|TargetBetaOverBeta=2.57964476393892|CurrentPrice=119.63
|
||||
Symbol=ADT|PurchaseDate=11/29/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=371|PurchasePrice=9.24|Beta=1.24788039598348|BetaMonths=6|SharpeRatio=-0.00243705539161302|RiskAdjustedWeight=0.434952562657308|RiskAdjustedAllocation=3429.8126334667|TargetBetaOverBeta=0.801358850750977|CurrentPrice=6.39
|
||||
Symbol=ZYME|PurchaseDate=11/29/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=75|PurchasePrice=43.59|Beta=1.306547602306|BetaMonths=6|SharpeRatio=0.628896278157567|RiskAdjustedWeight=0.415422120988831|RiskAdjustedAllocation=3275.80559609582|TargetBetaOverBeta=0.765375864021364|CurrentPrice=40.93
|
||||
Symbol=VC|PurchaseDate=11/29/2019 12:00:00 AM|SellDate=2/28/2020 12:00:00 AM|Shares=12|PurchasePrice=93.53|Beta=3.62751965609346|BetaMonths=6|SharpeRatio=0.0547648151724222|RiskAdjustedWeight=0.149625316353861|RiskAdjustedAllocation=1179.86843710415|TargetBetaOverBeta=0.275670456621844|CurrentPrice=65.04
|
||||
Symbol=KPTI|PurchaseDate=12/31/2019 12:00:00 AM|SellDate=3/31/2020 12:00:00 AM|Shares=280|PurchasePrice=19.17|Beta=0.142235912033261|BetaMonths=6|SharpeRatio=0.216888274209793|RiskAdjustedWeight=0.712542422077052|RiskAdjustedAllocation=5946.33752241429|TargetBetaOverBeta=7.03057326173824|CurrentPrice=19.21
|
||||
Symbol=ICPT|PurchaseDate=12/31/2019 12:00:00 AM|SellDate=3/31/2020 12:00:00 AM|Shares=12|PurchasePrice=123.92|Beta=0.644401913299885|BetaMonths=6|SharpeRatio=0.0122077541289321|RiskAdjustedWeight=0.157276257526184|RiskAdjustedAllocation=1312.50811535781|TargetBetaOverBeta=1.55182655321296|CurrentPrice=62.96
|
||||
Symbol=SBGL|PurchaseDate=12/31/2019 12:00:00 AM|SellDate=3/31/2020 12:00:00 AM|Shares=137|PurchasePrice=9.93|Beta=0.77852276315549|BetaMonths=6|SharpeRatio=0.752705274824818|RiskAdjustedWeight=0.130181320396764|RiskAdjustedAllocation=1086.39436222789|TargetBetaOverBeta=1.2844839577289|CurrentPrice=9.93
|
||||
Symbol=ARVN|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=4/30/2020 12:00:00 AM|Shares=55|PurchasePrice=48.46|Beta=1.36706417886512|BetaMonths=6|SharpeRatio=0.415899481031743|RiskAdjustedWeight=0.329720222848232|RiskAdjustedAllocation=2709.528686491|TargetBetaOverBeta=0.731494552677225|CurrentPrice=52.5
|
||||
Symbol=RCKT|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=4/30/2020 12:00:00 AM|Shares=212|PurchasePrice=20.48|Beta=0.850674835656512|BetaMonths=6|SharpeRatio=0.199602826235355|RiskAdjustedWeight=0.529871916753452|RiskAdjustedAllocation=4354.30725542817|TargetBetaOverBeta=1.1755373006047|CurrentPrice=14.8
|
||||
Symbol=CWH|PurchaseDate=1/31/2020 12:00:00 AM|SellDate=4/30/2020 12:00:00 AM|Shares=74|PurchasePrice=15.57|Beta=3.21028113685755|BetaMonths=6|SharpeRatio=0.0585527970801754|RiskAdjustedWeight=0.140407860398316|RiskAdjustedAllocation=1153.82405808083|TargetBetaOverBeta=0.311499198160218|CurrentPrice=8.87
|
||||
Symbol=AGG|PurchaseDate=2/28/2020 12:00:00 AM|SellDate=5/29/2020 12:00:00 AM|Shares=8|PurchasePrice=116.22|Beta=0.01|BetaMonths=6|SharpeRatio=-1.11626528319447|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=117.65
|
||||
Symbol=AGG|PurchaseDate=3/31/2020 12:00:00 AM|SellDate=6/30/2020 12:00:00 AM|Shares=8|PurchasePrice=115.37|Beta=0.01|BetaMonths=6|SharpeRatio=-0.48227358567296|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=118.21
|
||||
Symbol=AGG|PurchaseDate=4/30/2020 12:00:00 AM|SellDate=7/31/2020 12:00:00 AM|Shares=8|PurchasePrice=117.1|Beta=0.01|BetaMonths=6|SharpeRatio=0.408096323488125|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=100|CurrentPrice=119.56
|
||||
Symbol=PDD|PurchaseDate=5/29/2020 12:00:00 AM|SellDate=8/31/2020 12:00:00 AM|Shares=13|PurchasePrice=66.87|Beta=0.592119958294781|BetaMonths=6|SharpeRatio=0.37045931413845|RiskAdjustedWeight=0.12717255187831|RiskAdjustedAllocation=884.595738433779|TargetBetaOverBeta=1.68884697431894|CurrentPrice=88.94
|
||||
Symbol=DOCU|PurchaseDate=5/29/2020 12:00:00 AM|SellDate=8/31/2020 12:00:00 AM|Shares=30|PurchasePrice=139.74|Beta=0.123596476860325|BetaMonths=6|SharpeRatio=0.543726041003307|RiskAdjustedWeight=0.609252043644601|RiskAdjustedAllocation=4237.87801282617|TargetBetaOverBeta=8.09084551115552|CurrentPrice=223
|
||||
Symbol=NEM|PurchaseDate=5/29/2020 12:00:00 AM|SellDate=8/31/2020 12:00:00 AM|Shares=31|PurchasePrice=58.47|Beta=0.285692082172148|BetaMonths=6|SharpeRatio=0.62828683963016|RiskAdjustedWeight=0.26357540447709|RiskAdjustedAllocation=1833.39624874005|TargetBetaOverBeta=3.50027201453009|CurrentPrice=67.28
|
||||
Symbol=SE|PurchaseDate=6/30/2020 12:00:00 AM|SellDate=9/30/2020 12:00:00 AM|Shares=25|PurchasePrice=107.24|Beta=1.0585339857993|BetaMonths=6|SharpeRatio=0.587688792526311|RiskAdjustedWeight=0.39062010584202|RiskAdjustedAllocation=2720.06097189157|TargetBetaOverBeta=0.944702780841652|CurrentPrice=154.04
|
||||
Symbol=BAND|PurchaseDate=6/30/2020 12:00:00 AM|SellDate=9/30/2020 12:00:00 AM|Shares=20|PurchasePrice=127|Beta=1.12915862602086|BetaMonths=6|SharpeRatio=0.290742247738523|RiskAdjustedWeight=0.366188282179105|RiskAdjustedAllocation=2549.93135228487|TargetBetaOverBeta=0.885615162436462|CurrentPrice=174.57
|
||||
Symbol=IRBT|PurchaseDate=6/30/2020 12:00:00 AM|SellDate=9/30/2020 12:00:00 AM|Shares=20|PurchasePrice=83.9|Beta=1.70024226660505|BetaMonths=6|SharpeRatio=0.0212061729895536|RiskAdjustedWeight=0.243191611978875|RiskAdjustedAllocation=1693.45100915688|TargetBetaOverBeta=0.588151476787331|CurrentPrice=75.9
|
||||
Symbol=VIVO|PurchaseDate=7/31/2020 12:00:00 AM|SellDate=10/30/2020 12:00:00 AM|Shares=122|PurchasePrice=24.49|Beta=1.57596329427316|BetaMonths=6|SharpeRatio=0.329031945306156|RiskAdjustedWeight=0.430010291175094|RiskAdjustedAllocation=2997.17316285804|TargetBetaOverBeta=0.634532545036972|CurrentPrice=17.15
|
||||
Symbol=WIX|PurchaseDate=7/31/2020 12:00:00 AM|SellDate=10/30/2020 12:00:00 AM|Shares=6|PurchasePrice=290.48|Beta=2.46418353610687|BetaMonths=6|SharpeRatio=0.291316452759911|RiskAdjustedWeight=0.275012159249436|RiskAdjustedAllocation=1916.83566667577|TargetBetaOverBeta=0.405813927959232|CurrentPrice=247.32
|
||||
Symbol=TSLA|PurchaseDate=7/31/2020 12:00:00 AM|SellDate=10/30/2020 12:00:00 AM|Shares=7|PurchasePrice=286.15|Beta=2.29739665281977|BetaMonths=6|SharpeRatio=0.597474981585934|RiskAdjustedWeight=0.29497754957547|RiskAdjustedAllocation=2055.99450379952|TargetBetaOverBeta=0.435275292480567|CurrentPrice=388.04
|
||||
Symbol=EXPI|PurchaseDate=8/31/2020 12:00:00 AM|SellDate=11/30/2020 12:00:00 AM|Shares=66|PurchasePrice=44.48|Beta=1.28140929752368|BetaMonths=6|SharpeRatio=0.346810248695856|RiskAdjustedWeight=0.371284827583647|RiskAdjustedAllocation=2966.29720970139|TargetBetaOverBeta=0.780390779068401|CurrentPrice=53.33
|
||||
Symbol=SITM|PurchaseDate=8/31/2020 12:00:00 AM|SellDate=11/30/2020 12:00:00 AM|Shares=51|PurchasePrice=65.88|Beta=1.12186060805188|BetaMonths=6|SharpeRatio=0.713645197291197|RiskAdjustedWeight=0.424088185894449|RiskAdjustedAllocation=3388.15784817551|TargetBetaOverBeta=0.891376337508196|CurrentPrice=86.97
|
||||
Symbol=SQ|PurchaseDate=8/31/2020 12:00:00 AM|SellDate=11/30/2020 12:00:00 AM|Shares=10|PurchasePrice=159.56|Beta=2.3250492917963|BetaMonths=6|SharpeRatio=0.293067448528471|RiskAdjustedWeight=0.204626986521904|RiskAdjustedAllocation=1634.82160878976|TargetBetaOverBeta=0.430098408463166|CurrentPrice=210.96
|
||||
Symbol=FDX|PurchaseDate=9/30/2020 12:00:00 AM|SellDate=12/31/2020 12:00:00 AM|Shares=15|PurchasePrice=251.52|Beta=0.792394748719395|BetaMonths=6|SharpeRatio=0.277711471029414|RiskAdjustedWeight=0.465073851046054|RiskAdjustedAllocation=4019.66895025295|TargetBetaOverBeta=1.26199725782651|CurrentPrice=259.62
|
||||
Symbol=PTON|PurchaseDate=9/30/2020 12:00:00 AM|SellDate=12/31/2020 12:00:00 AM|Shares=33|PurchasePrice=99.24|Beta=0.960103755685657|BetaMonths=6|SharpeRatio=0.677297990502301|RiskAdjustedWeight=0.383835679376569|RiskAdjustedAllocation=3317.52120425377|TargetBetaOverBeta=1.0415540967089|CurrentPrice=151.72
|
||||
Symbol=COOP|PurchaseDate=9/30/2020 12:00:00 AM|SellDate=12/31/2020 12:00:00 AM|Shares=58|PurchasePrice=22.32|Beta=2.43908221588304|BetaMonths=6|SharpeRatio=0.405322242914595|RiskAdjustedWeight=0.151090469577378|RiskAdjustedAllocation=1305.88651215994|TargetBetaOverBeta=0.409990279740514|CurrentPrice=31.03
|
||||
Symbol=LOB|PurchaseDate=10/30/2020 12:00:00 AM|SellDate=1/29/2021 12:00:00 AM|Shares=51|PurchasePrice=37.28|Beta=1.76271949009601|BetaMonths=6|SharpeRatio=0.261690023433568|RiskAdjustedWeight=0.223701065830143|RiskAdjustedAllocation=1900.56574663334|TargetBetaOverBeta=0.567305238081603|CurrentPrice=39.88
|
||||
Symbol=SIG|PurchaseDate=10/30/2020 12:00:00 AM|SellDate=1/29/2021 12:00:00 AM|Shares=45|PurchasePrice=22.28|Beta=3.45283148180455|BetaMonths=6|SharpeRatio=0.236974039332085|RiskAdjustedWeight=0.114202569911683|RiskAdjustedAllocation=970.265795320127|TargetBetaOverBeta=0.289617377873702|CurrentPrice=40.62
|
||||
Symbol=NVCR|PurchaseDate=10/30/2020 12:00:00 AM|SellDate=1/29/2021 12:00:00 AM|Shares=44|PurchasePrice=122.1|Beta=0.595566219633076|BetaMonths=6|SharpeRatio=0.285210185112945|RiskAdjustedWeight=0.662096364258173|RiskAdjustedAllocation=5625.1751247132|TargetBetaOverBeta=1.67907441193708|CurrentPrice=160.96
|
||||
Symbol=KOD|PurchaseDate=11/30/2020 12:00:00 AM|SellDate=2/26/2021 12:00:00 AM|Shares=27|PurchasePrice=136.67|Beta=0.543084518278248|BetaMonths=6|SharpeRatio=0.430651615285413|RiskAdjustedWeight=0.403617616963596|RiskAdjustedAllocation=3721.58449044603|TargetBetaOverBeta=1.84133402139748|CurrentPrice=129.01
|
||||
Symbol=KURA|PurchaseDate=11/30/2020 12:00:00 AM|SellDate=2/26/2021 12:00:00 AM|Shares=31|PurchasePrice=36.3|Beta=1.75384829420678|BetaMonths=6|SharpeRatio=0.354119873048018|RiskAdjustedWeight=0.124981436422599|RiskAdjustedAllocation=1152.40008323513|TargetBetaOverBeta=0.570174742766035|CurrentPrice=28
|
||||
Symbol=KTB|PurchaseDate=11/30/2020 12:00:00 AM|SellDate=2/26/2021 12:00:00 AM|Shares=104|PurchasePrice=41.67|Beta=0.464993718514671|BetaMonths=6|SharpeRatio=0.105019880449056|RiskAdjustedWeight=0.471400946613805|RiskAdjustedAllocation=4346.58542631885|TargetBetaOverBeta=2.1505666854905|CurrentPrice=42.25
|
||||
Symbol=NTLA|PurchaseDate=12/31/2020 12:00:00 AM|SellDate=3/31/2021 12:00:00 AM|Shares=28|PurchasePrice=54.4|Beta=2.16495487291471|BetaMonths=6|SharpeRatio=0.351786783724837|RiskAdjustedWeight=0.154689778190515|RiskAdjustedAllocation=1547.94090664275|TargetBetaOverBeta=0.461903392311215|CurrentPrice=80.26
|
||||
Symbol=DNLI|PurchaseDate=12/31/2020 12:00:00 AM|SellDate=3/31/2021 12:00:00 AM|Shares=65|PurchasePrice=83.76|Beta=0.611275222317191|BetaMonths=6|SharpeRatio=0.604679326554638|RiskAdjustedWeight=0.547865146266101|RiskAdjustedAllocation=5482.345899964|TargetBetaOverBeta=1.63592431607035|CurrentPrice=57.1
|
||||
Symbol=FTCH|PurchaseDate=12/31/2020 12:00:00 AM|SellDate=3/31/2021 12:00:00 AM|Shares=46|PurchasePrice=63.81|Beta=1.12591001371211|BetaMonths=6|SharpeRatio=0.594913402779187|RiskAdjustedWeight=0.297445075543384|RiskAdjustedAllocation=2976.45652672658|TargetBetaOverBeta=0.888170446857481|CurrentPrice=53.02
|
||||
Symbol=CLF|PurchaseDate=1/29/2021 12:00:00 AM|SellDate=4/30/2021 12:00:00 AM|Shares=197|PurchasePrice=15.34|Beta=1.83700944028101|BetaMonths=6|SharpeRatio=0.334862534005938|RiskAdjustedWeight=0.278560735063517|RiskAdjustedAllocation=3035.19498364473|TargetBetaOverBeta=0.54436301636372|CurrentPrice=17.86
|
||||
Symbol=CPRI|PurchaseDate=1/29/2021 12:00:00 AM|SellDate=4/30/2021 12:00:00 AM|Shares=78|PurchasePrice=41.66|Beta=1.69839052748579|BetaMonths=6|SharpeRatio=0.197682789493627|RiskAdjustedWeight=0.301296251787757|RiskAdjustedAllocation=3282.92094651688|TargetBetaOverBeta=0.588792732776454|CurrentPrice=55.08
|
||||
Symbol=ENPH|PurchaseDate=1/29/2021 12:00:00 AM|SellDate=4/30/2021 12:00:00 AM|Shares=25|PurchasePrice=182.35|Beta=1.21796313157338|BetaMonths=6|SharpeRatio=0.717003551959054|RiskAdjustedWeight=0.420143013148726|RiskAdjustedAllocation=4577.87406983839|TargetBetaOverBeta=0.821042915074274|CurrentPrice=139.25
|
||||
Symbol=VCEL|PurchaseDate=2/26/2021 12:00:00 AM|SellDate=5/28/2021 12:00:00 AM|Shares=51|PurchasePrice=48.28|Beta=0.485490313673639|BetaMonths=6|SharpeRatio=0.420624611250524|RiskAdjustedWeight=0.181364354557284|RiskAdjustedAllocation=1951.73255148921|TargetBetaOverBeta=2.05977332983873|CurrentPrice=56.5
|
||||
Symbol=DISCA|PurchaseDate=2/26/2021 12:00:00 AM|SellDate=5/28/2021 12:00:00 AM|Shares=23|PurchasePrice=53.03|Beta=1.32321237247945|BetaMonths=6|SharpeRatio=0.252420350259996|RiskAdjustedWeight=0.0665430880292047|RiskAdjustedAllocation=716.096122086603|TargetBetaOverBeta=0.755736585296727|CurrentPrice=32.11
|
||||
Symbol=UIS|PurchaseDate=2/26/2021 12:00:00 AM|SellDate=5/28/2021 12:00:00 AM|Shares=283|PurchasePrice=24.55|Beta=0.117074203853371|BetaMonths=6|SharpeRatio=0.423718315332291|RiskAdjustedWeight=0.752092557413512|RiskAdjustedAllocation=8093.56132642419|TargetBetaOverBeta=8.54159129070348|CurrentPrice=25.71
|
||||
Symbol=MTDR|PurchaseDate=3/31/2021 12:00:00 AM|SellDate=6/30/2021 12:00:00 AM|Shares=116|PurchasePrice=23.45|Beta=3.61056305875793|BetaMonths=6|SharpeRatio=0.345860650075314|RiskAdjustedWeight=0.293235416714928|RiskAdjustedAllocation=2732.71363074142|TargetBetaOverBeta=0.276965111459377|CurrentPrice=36.01
|
||||
Symbol=CPG|PurchaseDate=3/31/2021 12:00:00 AM|SellDate=6/30/2021 12:00:00 AM|Shares=781|PurchasePrice=4.17|Beta=3.02685625446674|BetaMonths=6|SharpeRatio=0.300907997220037|RiskAdjustedWeight=0.349783694401747|RiskAdjustedAllocation=3259.69720919487|TargetBetaOverBeta=0.330375781315779|CurrentPrice=4.53
|
||||
Symbol=SIG|PurchaseDate=3/31/2021 12:00:00 AM|SellDate=6/30/2021 12:00:00 AM|Shares=57|PurchasePrice=57.98|Beta=2.96583093403761|BetaMonths=6|SharpeRatio=0.424611880308395|RiskAdjustedWeight=0.356980888883325|RiskAdjustedAllocation=3326.7691600637|TargetBetaOverBeta=0.337173636070558|CurrentPrice=80.79
|
||||
Symbol=DAC|PurchaseDate=4/30/2021 12:00:00 AM|SellDate=7/30/2021 12:00:00 AM|Shares=123|PurchasePrice=54.29|Beta=0.115116978600592|BetaMonths=6|SharpeRatio=0.979160421829961|RiskAdjustedWeight=0.881843413746603|RiskAdjustedAllocation=9184.31390930754|TargetBetaOverBeta=8.68681589941292|CurrentPrice=67.39
|
||||
Symbol=CAR|PurchaseDate=4/30/2021 12:00:00 AM|SellDate=7/30/2021 12:00:00 AM|Shares=17|PurchasePrice=89.61|Beta=2.47507436724936|BetaMonths=6|SharpeRatio=0.714611968507021|RiskAdjustedWeight=0.0410149895827809|RiskAdjustedAllocation=427.167151722337|TargetBetaOverBeta=0.404028264052257|CurrentPrice=82.77
|
||||
Symbol=BAK|PurchaseDate=4/30/2021 12:00:00 AM|SellDate=7/30/2021 12:00:00 AM|Shares=104|PurchasePrice=19.36|Beta=1.31595862376037|BetaMonths=6|SharpeRatio=0.525503565051607|RiskAdjustedWeight=0.0771415966706156|RiskAdjustedAllocation=803.42227230345|TargetBetaOverBeta=0.759902311474267|CurrentPrice=22.18
|
||||
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Reference in New Issue
Block a user