From 2c059a944ba546bd8741d64fd71ff985f8925567 Mon Sep 17 00:00:00 2001 From: Sean Date: Fri, 28 Feb 2025 19:11:53 -0500 Subject: [PATCH] Daily. --- Sessions/MGSH20180131_UAT.txt | 16 ++++++++-------- 1 file changed, 8 insertions(+), 8 deletions(-) diff --git a/Sessions/MGSH20180131_UAT.txt b/Sessions/MGSH20180131_UAT.txt index ab52964..2eb15fd 100644 --- a/Sessions/MGSH20180131_UAT.txt +++ b/Sessions/MGSH20180131_UAT.txt @@ -1,17 +1,15 @@ MGSHSESSIONv2.00 -LastUpdated=2/25/2025 8:32:01 PM -TradeDate=2/26/2025 +LastUpdated=2/28/2025 10:47:45 AM +TradeDate=2/27/2025 StartDate=1/31/2018 -AnalysisDate=2/25/2025 +AnalysisDate=2/26/2025 Cycle=84 -CashBalance=11932.7530941138 +CashBalance=17147.1030941138 NonTradeableCash=0 HedgeCashBalance=3229.40000011921 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=SCOREINDICATOR|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=2 -Slot=2|Symbol=VRRM|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=118|PurchasePrice=24.18|CurrentPrice=26.16|Volume=1466200|Return1D=0|CumReturn252=0|IDIndicator=8.76494023904382|Score=1.09970004434016|Velocity=0.395131086142322|PE=39.87|Beta=0.407642279627168|InitialStopLimit=19.344|TrailingStopLimit=24.8418571257591|LastStopAdjustment=1/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.836|Comment= -Slot=2|Symbol=CEPU|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=197|PurchasePrice=14.49|CurrentPrice=12.44|Volume=91700|Return1D=0|CumReturn252=0|IDIndicator=-2.39043824701195|Score=0.420091608332812|Velocity=0.916976456009913|PE=5.85|Beta=0.577351144363739|InitialStopLimit=11.592|TrailingStopLimit=11.592|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.898|Comment= -TotalPositions=143 +TotalActivePositions=0 +TotalPositions=145 Symbol=RFP|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=2/1/2018 12:00:00 AM|Shares=96|PurchasePrice=11.5|CurrentPrice=9.2|Volume=479697|Return1D=0|CumReturn252=0|IDIndicator=-4.38247011952191|Score=0.285782605839817|Velocity=0.955974842767296|PE=0|Beta=1.09176962827039|InitialStopLimit=9.2|TrailingStopLimit=9.2|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.3|Comment=Closed due to trailing stop. Symbol=GSM|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=3/23/2018 12:00:00 AM|Shares=79|PurchasePrice=16.16|CurrentPrice=12.928|Volume=778501|Return1D=0|CumReturn252=0|IDIndicator=0.398406374501988|Score=1.32657996730131|Velocity=0.844036697247706|PE=0|Beta=1.69497884335029|InitialStopLimit=12.928|TrailingStopLimit=12.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.232|Comment=Closed due to trailing stop. Symbol=ZG|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=4/19/2018 12:00:00 AM|Shares=26|PurchasePrice=47.54|CurrentPrice=47.4175001335144|Volume=710348|Return1D=0|CumReturn252=0|IDIndicator=-7.56972111553785|Score=0.281848341166988|Velocity=0.772854739203589|PE=0|Beta=3.01775528537481|InitialStopLimit=38.032|TrailingStopLimit=47.4175001335144|LastStopAdjustment=4/2/2018 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.508|Comment=Closed due to trailing stop. @@ -155,6 +153,8 @@ Symbol=TRGP|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=12/17/2024 12:00:00 AM| Symbol=VNOM|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=12/17/2024 12:00:00 AM|Shares=58|PurchasePrice=51.9|CurrentPrice=49.5112141227722|Volume=672961|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=1.49237686206546|Velocity=0.96889400921659|PE=17.67|Beta=0.728532251821861|InitialStopLimit=41.52|TrailingStopLimit=49.5112141227722|LastStopAdjustment=12/2/2024 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.38|Comment=Closed due to trailing stop. Symbol=AER|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=12/18/2024 12:00:00 AM|Shares=32|PurchasePrice=93.55|CurrentPrice=92.4078572034836|Volume=2122474|Return1D=0|CumReturn252=0|IDIndicator=-9.16334661354581|Score=1.56712601620437|Velocity=0.867193108399139|PE=6.21|Beta=0.850182022592553|InitialStopLimit=74.84|TrailingStopLimit=92.4078572034836|LastStopAdjustment=12/2/2024 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=18.71|Comment=Closed due to trailing stop. Symbol=MOD|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/27/2025 12:00:00 AM|Shares=4|PurchasePrice=135.79|CurrentPrice=121.85757396698|Volume=233918|Return1D=0|CumReturn252=0|IDIndicator=-13.9442231075697|Score=2.58599210324902|Velocity=0.908416547788873|PE=39.44|Beta=2.20913744176161|InitialStopLimit=108.632|TrailingStopLimit=121.85757396698|LastStopAdjustment=1/22/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=27.158|Comment=Closed due to trailing stop. +Symbol=VRRM|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=118|PurchasePrice=24.18|CurrentPrice=24.84|Volume=1466200|Return1D=0|CumReturn252=0|IDIndicator=8.76494023904382|Score=1.09970004434016|Velocity=0.395131086142322|PE=39.87|Beta=0.407642279627168|InitialStopLimit=19.344|TrailingStopLimit=24.8418571257591|LastStopAdjustment=1/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.836|Comment=Manual close. +Symbol=CEPU|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=197|PurchasePrice=14.49|CurrentPrice=11.59|Volume=91700|Return1D=0|CumReturn252=0|IDIndicator=-2.39043824701195|Score=0.420091608332812|Velocity=0.916976456009913|PE=5.85|Beta=0.577351144363739|InitialStopLimit=11.592|TrailingStopLimit=11.592|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.898|Comment=Manual close. TotalStopLimits=290 Symbol=LOPE|AnalysisDate=3/2/2018 12:00:00 AM|PreviousStop=74.392|NewStop=88.6932136726379|CurrentPriceLow=95.47|CurrentPriceClose=97.45|PriceTrendIndicatorSlope=0.657300889492035|StopLimitId=LOPE20180131120000AM Symbol=LOPE|AnalysisDate=4/2/2018 12:00:00 AM|PreviousStop=88.6932136726379|NewStop=94.561856546402|CurrentPriceLow=103.29|CurrentPriceClose=103.97|PriceTrendIndicatorSlope=0.174142777919769|StopLimitId=LOPE20180131120000AM