DeepLearning/Documents/CMMomentumRunData/CM10-31-2015_OI_10_1_MPBW_65_USEOVTRUE.CSV

1	Restoring session from 'C:\8\CM10-31-2015_OI_10_1_MPBW_65_USEOVTRUE.TXT'
2	SessionFile:C:\8\CM10-31-2015_OI_10_1_MPBW_65_USEOVTRUE.TXT Last Updated:8/7/2021 06:40:01 PM
3	DayCount	90
4	AnalysisDate	8/7/2021 00:00
5	TradeDate	8/7/2021 21:22
6	DailyReturnLimit	0.15
7	MovingAverageConstraintDays	100
8	FallbackCandidateBestOf	SHV	NEAR	BIL	GSY	AGG	ACWX	GSY	SCHF	IXUS	DBEF	IEFA
9	Benchmark	SPY
10	BenchmarkMovingAverageDays	200
11	HoldingPeriod	3
12	MaxPositions	3
13	NoTradeSymbols	GBTC	YOKU	PNY	RFMD	ASAZY
14	InitialCash	10000
15	TargetBeta	1
16	BetaMonths	6
17	MarketCapLowerLimit	1000000000
18	UseMaxBeta	FALSE
19	MaxBeta	10
20	FallbackMaxAlloc	1000
21	UseOverExtendedIndicator	TRUE
22	UseOverExtendedIndicatorDays	10
23	UseOverExtendedIndicatorViolationThreshhold	1
24	UseOverExtendedIndicatorMarginPercent	1
25	UseMaxPositionBucketWeight	TRUE
26	UseMaxPositionBucketWeightMaxWeight	0.65
27	************** A L L P O S I T I O N S *************
28	Symbol	Shares	Purchase Date	Purchase Price	Sell Date	Sell Price	Exposure	Beta	BetaMonths	SharpeRatio	RiskAdjustedWeight	RiskAdjustedAllocation	TargetBetaOverBeta	Market Value	Gain Loss	Gain Loss(%)
29	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%
30	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%
31	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%
32	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%
33	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%
34	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%
35	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%
36	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%
37	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%
38	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%
39	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%
40	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%
41	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%
42	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%
43	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%
44	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%
45	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%
46	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%
47	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%
48	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%
49	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%
50	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%
51	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%
52	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%
53	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%
54	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%
55	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%
56	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%
57	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%
58	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%
59	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%
60	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%
61	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%
62	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%
63	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%
64	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%
65	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%
66	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%
67	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%
68	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%
69	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%
70	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%
71	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%
72	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%
73	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%
74	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%
75	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%
76	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%
77	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%
78	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%
79	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%
80	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%
81	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%
82	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%
83	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%
84	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%
85	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%
86	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%
87	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%
88	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%
89	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%
90	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%
91	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%
92	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%
93	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%
94	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%
95	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%
96	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%
97	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%
98	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%
99	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%
100	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%
101	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%
102	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%
103	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%
104	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%
105	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%
106	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%
107	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%
108	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%
109	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%
110	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%
111	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%
112	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%
113	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%
114	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%
115	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%
116	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%
117	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%
118	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%
119	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%
120	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%
121	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%
122	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%
123	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%
124	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%
125	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%
126	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%
127	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%
128	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%
129	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%
130	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%
131	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%
132	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%
133	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%
134	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%
135	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%
136	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%
137	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%
138	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%
139	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%
140	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%
141	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%
142	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%
143	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%
144	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%
145	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%
146	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%
147	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%
148	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%
149	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%
150	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%
151	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%
152	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%
153	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%
154	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%
155	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%
156	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%
157	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%
158	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%
159	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%
160	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%
161	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%
162	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%
163	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%
164	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%
165	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%
166	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%
167	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%
168	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%
169	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%
170	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%
171	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%
172	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%
173	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%
174	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%
175	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%
176	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%
177	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%
178	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%
179	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%
180	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%
181	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%
182	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%
183	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%
184	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%
185	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%
186	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%
187	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%
188	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%
189	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%
190	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%
191	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%
192	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%
193	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%
194	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%
195	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%
196	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%
197	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%
198	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%
199	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%
200	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%
201	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%
202	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%
203	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%
204	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%
205	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%
206	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%
207	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%
208	****************************************************************************************************************************
209	************** T O P G A I N E R S *************
210	Symbol	Shares	Purchase Date	Purchase Price	Sell Date	Sell Price	Exposure	Beta	BetaMonths	SharpeRatio	RiskAdjustedWeight	RiskAdjustedAllocation	TargetBetaOverBeta	Market Value	Gain Loss	Gain Loss(%)
211	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%
212	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%
213	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%
214	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%
215	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%
216	************** T O P L O S E R S *************
217	Symbol	Shares	Purchase Date	Purchase Price	Sell Date	Sell Price	Exposure	Beta	BetaMonths	SharpeRatio	RiskAdjustedWeight	RiskAdjustedAllocation	TargetBetaOverBeta	Market Value	Gain Loss	Gain Loss(%)
218	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%
219	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%
220	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%
221	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%
222	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%
223	************** A C T I V E P O S I T I O N S *************
224	******************* B U Y S F O R 07-30-2021 *****************
225	Symbol	Shares	Purchase Date	Purchase Price	Sell Date	Sell Price	Exposure	Beta	BetaMonths	SharpeRatio	RiskAdjustedWeight	RiskAdjustedAllocation	TargetBetaOverBeta	Market Value	Gain Loss	Gain Loss(%)
226	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
227	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
228	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
229	****************************************************************************************************************************
230	******************* B U Y S F O R 05-28-2021 *****************
231	Symbol	Shares	Purchase Date	Purchase Price	Sell Date	Sell Price	Exposure	Beta	BetaMonths	SharpeRatio	RiskAdjustedWeight	RiskAdjustedAllocation	TargetBetaOverBeta	Market Value	Gain Loss	Gain Loss(%)
232	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
233	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
234	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
235	****************************************************************************************************************************
236	******************* B U Y S F O R 06-30-2021 *****************
237	Symbol	Shares	Purchase Date	Purchase Price	Sell Date	Sell Price	Exposure	Beta	BetaMonths	SharpeRatio	RiskAdjustedWeight	RiskAdjustedAllocation	TargetBetaOverBeta	Market Value	Gain Loss	Gain Loss(%)
238	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
239	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
240	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
241	****************************************************************************************************************************
242	EXPOSURE	GAIN/LOSS	GAIN/LOSS(%)	AVAILABLE CASH	TOTAL ACCOUNT
243	$33,551.24	N/A	N/A	$2,786.40	N/A
244	StartDate:10-31-2015
245	TradeDate:08-31-2021
246	AnalysisDate:
247	Next Slot:70
248	Cannot price APLP on 08-06-2021
249	Total Gain/Loss N/A
250	[LocalPriceCache:Dispose]Thread state is 'Running'. Joining main thread...
251	[LocalPriceCache:ThreadProc]Thread ended.
252	[LocalPriceCache:Dispose] End
253	[GBPriceCache:ThreadProc]Thread ended.
254	[GBPriceCache:Dispose]Thread state is 'Running'. Joining main thread...
255	[GBPriceCache:Dispose] End.