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Sean
2025-05-01 11:31:08 -04:00
parent c9ec1a4ee8
commit 09ccf4b7f8
1 changed files with 1 additions and 1 deletions
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Sessions/CM20191031.txt
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@@ -8,7 +8,7 @@ CashBalance=14528.95
NonTradeableCash=13400.66
DayCount=90|AnalysisDate=5/1/2025|TradeDate=5/1/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=5
Slot=0|Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840003|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|Score=0|CNNPrediction=False
Slot=0|Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840001|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|Score=0|CNNPrediction=False
Slot=1|Symbol=AS|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=56|PurchasePrice=30.51|Beta=5.05161254864165|BetaMonths=6|SharpeRatio=0.22720363752712|RiskAdjustedWeight=0.192948394685856|RiskAdjustedAllocation=1701.62732860614|TargetBetaOverBeta=0.197956591161944|Score=0|CNNPrediction=True
Slot=1|Symbol=TPR|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=23|PurchasePrice=86.71|Beta=4.24984207478878|BetaMonths=6|SharpeRatio=0.120466159815884|RiskAdjustedWeight=0.229349823989348|RiskAdjustedAllocation=2022.65444574798|TargetBetaOverBeta=0.23530286123625|Score=0|CNNPrediction=False
Slot=1|Symbol=ICAGY|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=580|PurchasePrice=8.77|Beta=1.6872036115245|BetaMonths=6|SharpeRatio=0.328533198045101|RiskAdjustedWeight=0.577701781324797|RiskAdjustedAllocation=5094.79822564589|TargetBetaOverBeta=0.592696692426136|Score=0|CNNPrediction=True