Daily
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CMTSESSIONv1.00
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LastUpdated=6/11/2024 9:37:46 AM
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TradeDate=6/10/2024
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LastUpdated=6/11/2024 10:05:07 PM
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TradeDate=6/11/2024
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StartDate=1/1/0001
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AnalysisDate=6/11/2024
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CashBalance=2981.59
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NonTradeableCash=4621.72
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/11/2024|BetaMonths=6|TradeDate=6/10/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/11/2024|BetaMonths=6|TradeDate=6/11/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
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PricingExceptions=0
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TotalActivePositions=6
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.46|Exposure=538.2|MarketValue=613.8|GainLoss=75.6|GainLossPcnt=0.140468227424749|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=1.04R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=253.64|Exposure=933.68|MarketValue=1014.56|GainLoss=80.88|GainLossPcnt=0.0866249678690772|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.72R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=309.05|Exposure=1144|MarketValue=1236.2|GainLoss=92.2|GainLossPcnt=0.0805944055944056|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.65R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=15.11|Exposure=833.56|MarketValue=785.72|GainLoss=-47.84|GainLossPcnt=-0.0573923892701186|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.48R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=576.18|Exposure=1695.93|MarketValue=1728.54|GainLoss=32.6100000000001|GainLossPcnt=0.019228387964126|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.16R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=865|Exposure=1760|MarketValue=1730|GainLoss=-30|GainLossPcnt=-0.0170454545454545|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=774.4|TotalRiskExposure=207.6|RMultiple=-0.14R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.24|Exposure=538.2|MarketValue=607.2|GainLoss=68.9999999999999|GainLossPcnt=0.128205128205128|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=0.95R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=259.06|Exposure=933.68|MarketValue=1036.24|GainLoss=102.56|GainLossPcnt=0.109844914745952|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.91R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=312.95|Exposure=1144|MarketValue=1251.8|GainLoss=107.8|GainLossPcnt=0.0942307692307692|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.76R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=14.51|Exposure=833.56|MarketValue=754.52|GainLoss=-79.0400000000001|GainLossPcnt=-0.0948222083593264|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.79R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=579.91|Exposure=1695.93|MarketValue=1739.73|GainLoss=43.8000000000002|GainLossPcnt=0.0258265376519079|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.22R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=865.82|Exposure=1760|MarketValue=1731.64|GainLoss=-28.3599999999999|GainLossPcnt=-0.0161136363636363|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=774.4|TotalRiskExposure=207.6|RMultiple=-0.14R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
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TotalPositions=100
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Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.0201216240386335|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.9000913775541|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
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Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.8099999999999|GainLossPcnt=-0.0192582781456953|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.01624147857723|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.8928|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
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@@ -115,7 +115,7 @@ Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=5/8/2024 12:00:00 AM|Sha
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Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=5/17/2024 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=36.07|Exposure=2085.16|MarketValue=2777.39|GainLoss=692.23|GainLossPcnt=0.331979320531758|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=2.78R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Manual close.
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Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=6/4/2024 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=78.42|Exposure=714|MarketValue=1097.88|GainLoss=383.88|GainLossPcnt=0.53764705882353|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=78.4481719017029|TotalRiskExposure=84.504|RMultiple=4.54R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/31/2024 12:00:00 AM|Comment=Closed due to trailing stop.
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Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=6/10/2024 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=43.59|Exposure=2247.14|MarketValue=2135.91|GainLoss=-111.23|GainLossPcnt=-0.0494984736153509|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=-0.41R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Manual close.
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TotalCandidates=84
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TotalCandidates=82
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Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252
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Symbol=XPO|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.650000035762787|ProfitMarginSlope=0.792221069335938|PriceSlope=0.00470998447682055|Volatility=13.2911081314087|Volume=0|Violation=False|Slope=0.00470998447682055|Score=2.94424897260559|AnnualizedReturn=3.27695975358198|SharpeRatio=0.11096060540031|RSquared=0.898469677385352|BetaMonths=6|Beta=1.06420729450165
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Symbol=STRL|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.145000100135803|ProfitMarginSlope=0.548023700714111|PriceSlope=0.00403803166043144|Volatility=5.82334184646606|Volume=0|Violation=False|Slope=0.00403803166043144|Score=2.36464416896168|AnnualizedReturn=2.76650275286998|SharpeRatio=0.0960673149066786|RSquared=0.854741303441172|BetaMonths=6|Beta=2.83705250051472
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@@ -131,7 +131,6 @@ Symbol=LDOS|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.449999988079071|Profit
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Symbol=MEDP|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.175000190734863|ProfitMarginSlope=0.237223625183105|PriceSlope=0.00225067739314106|Volatility=41.6691055297852|Volume=0|Violation=False|Slope=0.00225067739314106|Score=1.53323688898183|AnnualizedReturn=1.76327116964554|SharpeRatio=-0.316153274598069|RSquared=0.869541177429927|BetaMonths=6|Beta=1.32396232328526
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Symbol=FIX|AnalysisDate=3/18/2024 12:00:00 AM|EPSSlope=0.505000114440918|ProfitMarginSlope=1.51067924499512|PriceSlope=0.00250581665991061|Volatility=8.55681324005127|Volume=0|Violation=False|Slope=0.00250581665991061|Score=1.51665599693396|AnnualizedReturn=1.88036479572454|SharpeRatio=0.140635814504806|RSquared=0.806575405146083|BetaMonths=6|Beta=0.886025755815523
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Symbol=WDC|AnalysisDate=3/1/2024 12:00:00 AM|EPSSlope=0.240000009536743|ProfitMarginSlope=6.39190006256104|PriceSlope=0.00203436882293156|Volatility=2.62026214599609|Volume=0|Violation=False|Slope=0.00203436882293156|Score=1.44837444560885|AnnualizedReturn=1.6697283414044|SharpeRatio=-0.0709978257262368|RSquared=0.867431192064828|BetaMonths=6|Beta=1.40649936327287
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Symbol=PGTI|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.0699999928474426|ProfitMarginSlope=0.424097061157227|PriceSlope=0.00206934291782257|Volatility=0.689634144306183|Volume=0|Violation=False|Slope=0.00206934291782257|Score=1.43626962987798|AnnualizedReturn=1.68450948616521|SharpeRatio=-0.056807517146353|RSquared=0.852633743931982|BetaMonths=6|Beta=1.28415886682616
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Symbol=PCAR|AnalysisDate=3/21/2024 12:00:00 AM|EPSSlope=0.470000028610229|ProfitMarginSlope=0.233964920043945|PriceSlope=0.00180865112145922|Volatility=3.5858519077301|Volume=0|Violation=False|Slope=0.00180865112145922|Score=1.40538594024833|AnnualizedReturn=1.57740340817508|SharpeRatio=-0.204260243400671|RSquared=0.890948969023873|BetaMonths=6|Beta=0.948784487241462
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Symbol=GNK|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.185000002384186|ProfitMarginSlope=8.51007461547852|PriceSlope=0.00216254137961415|Volatility=0.576963543891907|Volume=0|Violation=False|Slope=0.00216254137961415|Score=1.40089568886383|AnnualizedReturn=1.72454013694223|SharpeRatio=-0.172418659641667|RSquared=0.812329999664579|BetaMonths=6|Beta=3.66482168335653
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Symbol=SPXC|AnalysisDate=5/3/2024 12:00:00 AM|EPSSlope=0.60999995470047|ProfitMarginSlope=0.690557479858398|PriceSlope=0.00204561885513225|Volatility=3.51984167098999|Volume=0|Violation=False|Slope=0.00204561885513225|Score=1.38733062065372|AnnualizedReturn=1.67446875117646|SharpeRatio=0.0260832704889259|RSquared=0.828519863197804|BetaMonths=6|Beta=0.826208398626156
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@@ -176,11 +175,9 @@ Symbol=TEVA|AnalysisDate=2/26/2024 12:00:00 AM|EPSSlope=0.740000009536743|Profit
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Symbol=ZEUS|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.159124374389648|PriceSlope=0.00119647791387009|Volatility=1.73479795455933|Volume=0|Violation=False|Slope=0.00119647791387009|Score=0.599340551928095|AnnualizedReturn=1.35190192498129|SharpeRatio=-0.0218175504906247|RSquared=0.443331384365318|BetaMonths=6|Beta=1.34831356661587
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Symbol=THC|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=10.0200004577637|ProfitMarginSlope=0.0119285583496094|PriceSlope=0.00175513400393941|Volatility=5.70442628860474|Volume=0|Violation=False|Slope=0.00175513400393941|Score=0.59863950616993|AnnualizedReturn=1.55627285799727|SharpeRatio=-0.0357705195684576|RSquared=0.384662305902002|BetaMonths=6|Beta=4.84387523021976
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Symbol=HY|AnalysisDate=5/8/2024 12:00:00 AM|EPSSlope=0.494999885559082|ProfitMarginSlope=1.13437271118164|PriceSlope=0.00139986218468655|Volatility=3.6428747177124|Volume=0|Violation=False|Slope=0.00139986218468655|Score=0.567785391675556|AnnualizedReturn=1.42299708489258|SharpeRatio=-0.287333977299929|RSquared=0.399006714562889|BetaMonths=6|Beta=0.92880337116679
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Symbol=REVG|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.0499999970197678|ProfitMarginSlope=0.935619354248047|PriceSlope=0.00112714083144672|Volatility=0.936000764369965|Volume=0|Violation=False|Slope=0.00112714083144672|Score=0.55621867368835|AnnualizedReturn=1.32848539097348|SharpeRatio=-0.293433163386969|RSquared=0.418686330664704|BetaMonths=6|Beta=0.779901048106458
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Symbol=NX|AnalysisDate=12/14/2023 12:00:00 AM|EPSSlope=0.600000023841858|ProfitMarginSlope=3.22920036315918|PriceSlope=0.0012156236089403|Volatility=1.23710608482361|Volume=0|Violation=False|Slope=0.0012156236089403|Score=0.552894723206573|AnnualizedReturn=1.35844022672908|SharpeRatio=-0.209648865500464|RSquared=0.40700703080463|BetaMonths=6|Beta=2.7069411277261
|
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Symbol=ITRI|AnalysisDate=5/3/2024 12:00:00 AM|EPSSlope=0.239999949932098|ProfitMarginSlope=0.938743591308594|PriceSlope=0.00121942702772852|Volatility=4.58199119567871|Volume=0|Violation=False|Slope=0.00121942702772852|Score=0.538544238593676|AnnualizedReturn=1.35974286359749|SharpeRatio=-0.00186800095502442|RSquared=0.396063294767984|BetaMonths=6|Beta=3.18323116772003
|
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Symbol=CENX|AnalysisDate=4/16/2024 12:00:00 AM|EPSSlope=0.759999990463257|ProfitMarginSlope=2.46399593353271|PriceSlope=0.00189971882066459|Volatility=1.01755428314209|Volume=0|Violation=False|Slope=0.00189971882066459|Score=0.52955234625557|AnnualizedReturn=1.61402190690562|SharpeRatio=0.00630298731532549|RSquared=0.328094893873417|BetaMonths=6|Beta=2.6224191990344
|
||||
Symbol=ERJ|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.259999990463257|ProfitMarginSlope=1.08230638504028|PriceSlope=0.00106923812949149|Volatility=1.28511679172516|Volume=0|Violation=False|Slope=0.00106923812949149|Score=0.508896575951028|AnnualizedReturn=1.30924156119663|SharpeRatio=0.00454981981354075|RSquared=0.388695708289235|BetaMonths=6|Beta=1.12933130707266
|
||||
Symbol=RYAAY|AnalysisDate=12/19/2023 12:00:00 AM|EPSSlope=1.21999979019165|ProfitMarginSlope=21.8258514404297|PriceSlope=0.000904757992554481|Volatility=4.73512697219849|Volume=0|Violation=False|Slope=0.000904757992554481|Score=0.508559823485461|AnnualizedReturn=1.25608408708825|SharpeRatio=-0.0758387373849646|RSquared=0.404877212213048|BetaMonths=6|Beta=0.537806032816142
|
||||
Symbol=MNDY|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.220000013709068|ProfitMarginSlope=0.220191955566406|PriceSlope=0.00117810059532791|Volatility=19.0555572509766|Volume=0|Violation=False|Slope=0.00117810059532791|Score=0.47679146483354|AnnualizedReturn=1.34565562796597|SharpeRatio=0.0118266294455479|RSquared=0.354319080546807|BetaMonths=6|Beta=5.99781706137741
|
||||
Symbol=DVA|AnalysisDate=3/5/2024 12:00:00 AM|EPSSlope=0.514999866485596|ProfitMarginSlope=0.271597862243652|PriceSlope=0.00107258475287879|Volatility=4.6066722869873|Volume=0|Violation=False|Slope=0.00107258475287879|Score=0.470362167259033|AnnualizedReturn=1.31034617460244|SharpeRatio=-0.0840636504701466|RSquared=0.358960232323143|BetaMonths=6|Beta=3.12139650224771
|
||||
@@ -200,6 +197,7 @@ Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|Profit
|
||||
Symbol=MUX|AnalysisDate=4/26/2024 12:00:00 AM|EPSSlope=1.79499983787537|ProfitMarginSlope=16.6654930114746|PriceSlope=0.000450635889337564|Volatility=0.42183917760849|Volume=0|Violation=False|Slope=0.000450635889337564|Score=0.0526349865145864|AnnualizedReturn=1.12025937589204|SharpeRatio=-0.129216812259056|RSquared=0.0469846427062254|BetaMonths=6|Beta=2.05925936443511
|
||||
Symbol=TGB|AnalysisDate=4/3/2024 12:00:00 AM|EPSSlope=0.0899999961256981|ProfitMarginSlope=12.9627561569214|PriceSlope=0.000189206722761466|Volatility=0.169696688652039|Volume=0|Violation=False|Slope=0.000189206722761466|Score=0.00944988229061901|AnnualizedReturn=1.04883507315961|SharpeRatio=-0.143638023784294|RSquared=0.00900988394881881|BetaMonths=6|Beta=2.34862441361982
|
||||
Symbol=SIGA|AnalysisDate=3/26/2024 12:00:00 AM|EPSSlope=0.514999985694885|ProfitMarginSlope=1.93044662475586|PriceSlope=2.45024138956762E-06|Volatility=1.61271977424622|Volume=0|Violation=False|Slope=2.45024138956762E-06|Score=2.42105155098967E-06|AnnualizedReturn=1.00061765149834|SharpeRatio=-0.619522729780235|RSquared=2.41955710791664E-06|BetaMonths=6|Beta=0.124166976785735
|
||||
Symbol=LLY|AnalysisDate=6/11/2024 12:00:00 AM|EPSSlope=0.5|ProfitMarginSlope=0.248218536376953|PriceSlope=0.00247454809485255|Volatility=21.228910446167|Volume=0|Violation=False|Slope=0.00247454809485255|Score=1.70294330370168|AnnualizedReturn=1.86560634814171|SharpeRatio=0.0336269096498685|RSquared=0.91280955674167|BetaMonths=6|Beta=0.683345916938687
|
||||
TotalStopLimits=155
|
||||
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951
|
||||
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135
|
||||
|
||||
Reference in New Issue
Block a user