Monthly
This commit is contained in:
@@ -1,23 +1,21 @@
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CMSESSIONv1.00
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LastUpdated=3/3/2025 10:29:54 AM
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TradeDate=3/31/2025
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LastUpdated=4/1/2025 9:50:26 AM
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TradeDate=4/30/2025
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StartDate=10/31/2019
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AnalysisDate=1/1/0001
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Cycle=65
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CashBalance=28.27
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Cycle=66
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CashBalance=6540.86
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NonTradeableCash=13400.66
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DayCount=90|AnalysisDate=3/3/2025|TradeDate=3/3/2025|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
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TotalActivePositions=9
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DayCount=90|AnalysisDate=4/1/2025|TradeDate=4/1/2025|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
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TotalActivePositions=7
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Slot=0|Symbol=SMWB|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=206|PurchasePrice=16.45|Beta=3.38499371733422|BetaMonths=6|SharpeRatio=0.278304196572116|RiskAdjustedWeight=0.297224436836141|RiskAdjustedAllocation=3342.31910911496|TargetBetaOverBeta=0.295421523200796|Score=0|CNNPrediction=True
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Slot=0|Symbol=SOFI|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=165|PurchasePrice=14.95|Beta=4.33452144655686|BetaMonths=6|SharpeRatio=0.0332380177160441|RiskAdjustedWeight=0.232113940081606|RiskAdjustedAllocation=2610.14493183955|TargetBetaOverBeta=0.230705975810629|Score=0|CNNPrediction=True
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Slot=0|Symbol=CRK|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=285|PurchasePrice=19.2|Beta=2.1376351968954|BetaMonths=6|SharpeRatio=0.195903755384412|RiskAdjustedWeight=0.470661623082253|RiskAdjustedAllocation=5292.63795904548|TargetBetaOverBeta=0.467806668533693|Score=0|CNNPrediction=True
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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
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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
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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
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Slot=2|Symbol=SKYW|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=101.515|Beta=1.47008822356994|BetaMonths=6|SharpeRatio=0.181746223074525|RiskAdjustedWeight=0.441643636138264|RiskAdjustedAllocation=3947.6978881673|TargetBetaOverBeta=0.680231284059683|Score=0|CNNPrediction=False
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Slot=2|Symbol=GDDY|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=200.324|Beta=2.04627334343487|BetaMonths=6|SharpeRatio=0.203919528981264|RiskAdjustedWeight=0.317286598383592|RiskAdjustedAllocation=2836.11385264149|TargetBetaOverBeta=0.488693264371709|Score=0|CNNPrediction=False
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Slot=2|Symbol=FIX|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=431.445|Beta=2.69322495591151|BetaMonths=6|SharpeRatio=0.200139586045609|RiskAdjustedWeight=0.241069765478144|RiskAdjustedAllocation=2154.83825919121|TargetBetaOverBeta=0.371302069589488|Score=0|CNNPrediction=False
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TotalPositions=158
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Slot=2|Symbol=IEFA|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=75.77|Beta=0.772923039287417|BetaMonths=6|SharpeRatio=-1.00360236221581|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.29378987191523|Score=0|CNNPrediction=False
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TotalPositions=161
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Symbol=CLDR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=124|PurchasePrice=8.56|Beta=0.482592987013072|BetaMonths=36|SharpeRatio=-0.248675615247893|RiskAdjustedWeight=0.632894313054559|RiskAdjustedAllocation=1054.82385509093|TargetBetaOverBeta=2.07213951903721|CurrentPrice=10.36|Score=0|CNNPrediction=False
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Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=181.92|Beta=1.3764249979282|BetaMonths=36|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.221901198728824|RiskAdjustedAllocation=369.835331214706|TargetBetaOverBeta=0.726519789676302|CurrentPrice=210.25|Score=0|CNNPrediction=False
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Symbol=VC|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=93.22|Beta=2.10344983651568|BetaMonths=36|SharpeRatio=-0.0621291508319681|RiskAdjustedWeight=0.145204488216617|RiskAdjustedAllocation=242.007480361029|TargetBetaOverBeta=0.475409483335472|CurrentPrice=80.34|Score=0|CNNPrediction=False
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@@ -176,3 +174,6 @@ Symbol=QFIN|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=2/3/2025 12:00:00 AM|Sh
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Symbol=UAL|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=53|PurchasePrice=97.24|Beta=0.478618874065434|BetaMonths=6|SharpeRatio=0.233151135976314|RiskAdjustedWeight=0.581751393741123|RiskAdjustedAllocation=5217.27642354833|TargetBetaOverBeta=2.08934510147063|CurrentPrice=93.81|Score=0|CNNPrediction=False
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Symbol=AS|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=39|PurchasePrice=26.33|Beta=2.42082650321074|BetaMonths=6|SharpeRatio=0.0073637393338266|RiskAdjustedWeight=0.115017411073897|RiskAdjustedAllocation=1031.50182973251|TargetBetaOverBeta=0.413082060475504|CurrentPrice=30.47|Score=0|CNNPrediction=True
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Symbol=GEV|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=8|PurchasePrice=335.73|Beta=0.918234012462068|BetaMonths=6|SharpeRatio=0.638142725834839|RiskAdjustedWeight=0.30323119518498|RiskAdjustedAllocation=2719.44508005249|TargetBetaOverBeta=1.08904700373567|CurrentPrice=334.7|Score=0|CNNPrediction=False
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Symbol=SKYW|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=3/31/2025 12:00:00 AM|Shares=39|PurchasePrice=101.515|Beta=1.47008822356994|BetaMonths=6|SharpeRatio=0.181746223074525|RiskAdjustedWeight=0.441643636138264|RiskAdjustedAllocation=3947.6978881673|TargetBetaOverBeta=0.680231284059683|CurrentPrice=86.6|Score=0|CNNPrediction=False
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Symbol=GDDY|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=3/31/2025 12:00:00 AM|Shares=14|PurchasePrice=200.324|Beta=2.04627334343487|BetaMonths=6|SharpeRatio=0.203919528981264|RiskAdjustedWeight=0.317286598383592|RiskAdjustedAllocation=2836.11385264149|TargetBetaOverBeta=0.488693264371709|CurrentPrice=179.85|Score=0|CNNPrediction=False
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Symbol=FIX|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=3/31/2025 12:00:00 AM|Shares=5|PurchasePrice=431.445|Beta=2.69322495591151|BetaMonths=6|SharpeRatio=0.200139586045609|RiskAdjustedWeight=0.241069765478144|RiskAdjustedAllocation=2154.83825919121|TargetBetaOverBeta=0.371302069589488|CurrentPrice=320.46|Score=0|CNNPrediction=False
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@@ -1,21 +1,23 @@
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SESSIONv1.00
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LastUpdated=3/3/2025 9:58:14 AM
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TradeDate=3/31/2025
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LastUpdated=4/1/2025 10:00:02 AM
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TradeDate=4/30/2025
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StartDate=1/1/2018
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AnalysisDate=1/1/0001
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Cycle=86
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CashBalance=289
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Cycle=87
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CashBalance=111.05
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NonTradeableCash=8221.84
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Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=TGE,VCISY,BIREF,CSRA,LSXMK,KKPNY,CNNE,EDR,GBTC,YOKU,PNY,RFMD,ASAZY,PSDO|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=SCOREINDICATOR|IncludeTradeMasterForSymbolsHeld=True
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TotalActivePositions=7
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TotalActivePositions=9
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Slot=0|Symbol=VST|PurchaseDate=1/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=157.5|CurrentPrice=168.03|Volume=12116000|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-21.1155378486056|Score=3.23198233800356|MaxDrawdown=-0.78746771812439|MaxUpside=-0.78746771812439|Velocity=0.878069106994038|PE=32.36|Beta=1.22|SharpeRatio=0
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Slot=0|Symbol=POWL|PurchaseDate=1/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=225.15|CurrentPrice=239.78|Volume=635075|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=-9.9601593625498|Score=2.12904433601194|MaxDrawdown=-0.781962156295776|MaxUpside=-0.781962156295776|Velocity=0.568276978290701|PE=21.28|Beta=0.86|SharpeRatio=0
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Slot=0|Symbol=PRIM|PurchaseDate=1/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=42|PurchasePrice=74.17|CurrentPrice=76.77|Volume=1092320|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-12.7490039840637|Score=2.08140965404384|MaxDrawdown=-0.638485372066498|MaxUpside=-0.638485372066498|Velocity=0.799523890494814|PE=28.14|Beta=1.15|SharpeRatio=0
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Slot=1|Symbol=TPB|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=29|PurchasePrice=70.69|CurrentPrice=70.3|Volume=194165|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-5.57768924302789|Score=2.43394590040634|MaxDrawdown=-0.655091881752014|MaxUpside=0.188713312149048|Velocity=0.978256324482542|PE=27.86|Beta=0.77|SharpeRatio=0
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Slot=1|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=29|PurchasePrice=69.85|CurrentPrice=69.63|Volume=1124430|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|MaxDrawdown=-0.755848586559296|MaxUpside=0.763066291809082|Velocity=0.991884580703336|PE=0|Beta=0.42|SharpeRatio=0
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Slot=1|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=74|PurchasePrice=27.25|CurrentPrice=27.41|Volume=61184300|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|MaxDrawdown=-0.326214373111725|MaxUpside=0.121193289756775|Velocity=1|PE=17.34|Beta=0.57|SharpeRatio=0
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Slot=2|Symbol=KGFHY|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=490|PurchasePrice=6.08|CurrentPrice=6.11|Volume=107206|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-2.39043824701195|Score=1.22730739802519|MaxDrawdown=-0.414662063121796|MaxUpside=-0.414662063121796|Velocity=0.25|PE=15.35|Beta=0.97|SharpeRatio=0
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TotalPositions=224
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Slot=2|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.91|CurrentPrice=60.02|Volume=17335180|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|MaxDrawdown=-0.311915516853333|MaxUpside=0.136390447616577|Velocity=0.967136150234742|PE=9|Beta=0.58|SharpeRatio=0
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Slot=2|Symbol=HURN|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=142.67|CurrentPrice=143.45|Volume=251319|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.78884462151395|Score=0.891226903818884|MaxDrawdown=-0.358138144016266|MaxUpside=0.259798169136047|Velocity=0.842480291085506|PE=23.5|Beta=0.37|SharpeRatio=0
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Slot=2|Symbol=DRD|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15.62|CurrentPrice=15.47|Volume=952360|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-3.98406374501992|Score=0.618963838914248|MaxDrawdown=-0.469879508018494|MaxUpside=0.451048970222473|Velocity=1|PE=12.85|Beta=0.94|SharpeRatio=0
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TotalPositions=225
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Symbol=LOPE|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=11|PurchasePrice=92.52|CurrentPrice=103.99|Volume=177499|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-13.1474103585657|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.919762641898865|PE=24.89|Beta=1.38|SharpeRatio=NaN
|
||||
Symbol=MRCY|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=23|PurchasePrice=47.69|CurrentPrice=32.08|Volume=481172|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-6.77290836653387|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.74313408723748|PE=56.5|Beta=0.44|SharpeRatio=NaN
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||||
Symbol=SHV|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=35|PurchasePrice=110.21|CurrentPrice=110.26|Volume=0|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=0|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0|PE=0|Beta=0|SharpeRatio=NaN
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@@ -240,3 +242,4 @@ Symbol=VRNA|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=1/31/2025 12:00:00 AM|S
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Symbol=RNA|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=68|PurchasePrice=42.19|CurrentPrice=29.9|Volume=451828|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.1553784860558|Score=11.5362229411165|MaxDrawdown=-0.898836731910706|MaxUpside=-0.898836731910706|Velocity=0.788755684167011|PE=0|Beta=0.96|SharpeRatio=0
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||||
Symbol=MOD|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=21|PurchasePrice=136.55|CurrentPrice=86|Volume=233918|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-13.9442231075697|Score=2.58599210324902|MaxDrawdown=-0.708046674728394|MaxUpside=-0.708046674728394|Velocity=0.908416547788873|PE=39.44|Beta=2.29|SharpeRatio=0
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Symbol=PLSE|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=138|PurchasePrice=21.38|CurrentPrice=18.42|Volume=123040|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=7.17131474103586|Score=2.49374919334366|MaxDrawdown=-0.823637187480927|MaxUpside=-0.823637187480927|Velocity=0.924871940808196|PE=0|Beta=1.73|SharpeRatio=0
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Symbol=KGFHY|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=3/31/2025 12:00:00 AM|Shares=490|PurchasePrice=6.08|CurrentPrice=6.68|Volume=107206|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-2.39043824701195|Score=1.22730739802519|MaxDrawdown=-0.414662063121796|MaxUpside=-0.414662063121796|Velocity=0.25|PE=15.35|Beta=0.97|SharpeRatio=0
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@@ -1,17 +1,17 @@
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MGSHSESSIONv2.00
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LastUpdated=3/31/2025 8:23:22 PM
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||||
LastUpdated=4/1/2025 10:09:17 AM
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TradeDate=4/1/2025
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||||
StartDate=3/31/2025
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AnalysisDate=3/31/2025
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||||
Cycle=0
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||||
CashBalance=6771.7
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CashBalance=6787.66
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NonTradeableCash=0
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HedgeCashBalance=3000
|
||||
Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24
|
||||
TotalActivePositions=3
|
||||
Slot=0|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=60.02|CurrentPrice=60.02|Volume=17335180|Return1D=0|CumReturn252=0.281850047394983|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=48.016|TrailingStopLimit=48.016|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=
|
||||
Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=46.08|CurrentPrice=46.08|Volume=14993121|Return1D=0|CumReturn252=0.156126966874581|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.864|TrailingStopLimit=36.864|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=74.43|CurrentPrice=74.43|Volume=362866|Return1D=0|CumReturn252=0.226250989086111|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.544|TrailingStopLimit=59.544|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=
|
||||
Slot=0|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=60.02|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=47.93|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=.Price changed on 4/1/2025 from $60.02 to $59.91
|
||||
Slot=0|Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=46.08|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=36.61|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=.Price changed on 4/1/2025 from $46.08 to $45.76
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=74.43|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=59.18|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=.Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
TotalPositions=0
|
||||
TotalStopLimits=0
|
||||
TotalHedgePositions=0
|
||||
|
||||
Reference in New Issue
Block a user