From 3b74a5ec2c575f80432afe91875e622cb8d0b1e2 Mon Sep 17 00:00:00 2001 From: Sean Date: Fri, 14 Mar 2025 23:47:09 -0400 Subject: [PATCH] Daily --- Sessions/CMT20200817.txt | 19 ++++++++----------- Sessions/MGSH20180131_UAT.txt | 12 ++++++------ 2 files changed, 14 insertions(+), 17 deletions(-) diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index e3a8266..a9f226a 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,16 +1,16 @@ CMTSESSIONv1.00 -LastUpdated=3/12/2025 10:17:58 PM -TradeDate=3/12/2025 +LastUpdated=3/13/2025 11:43:47 PM +TradeDate=3/13/2025 StartDate=1/1/0001 -AnalysisDate=3/12/2025 +AnalysisDate=3/13/2025 CashBalance=4584.37 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/12/2025|BetaMonths=6|TradeDate=3/12/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|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=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False +SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/13/2025|BetaMonths=6|TradeDate=3/13/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|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=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False PricingExceptions=0 TotalActivePositions=3 -Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=212.48|Exposure=1024.5|MarketValue=1062.4|GainLoss=37.8999999999999|GainLossPcnt=0.0369936554416787|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.31R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90 -Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=140.21|Exposure=1076.18|MarketValue=981.47|GainLoss=-94.71|GainLossPcnt=-0.0880057239495252|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.73R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74 -Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=37.2|Exposure=3203.76|MarketValue=3124.8|GainLoss=-78.96|GainLossPcnt=-0.0246460409019402|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.7493906154784|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.9632|RMultiple=-0.20R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Price changed on 3/5/2025 from $38.29 to $38.14 +Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=208.23|Exposure=1024.5|MarketValue=1041.15|GainLoss=16.6499999999999|GainLossPcnt=0.016251830161054|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.14R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90 +Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=136|Exposure=1076.18|MarketValue=952|GainLoss=-124.18|GainLossPcnt=-0.115389618836998|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.96R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74 +Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=36.8|Exposure=3203.76|MarketValue=3091.2|GainLoss=-112.56|GainLossPcnt=-0.0351337178814894|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.7493906154784|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.9632|RMultiple=-0.29R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Price changed on 3/5/2025 from $38.29 to $38.14 TotalPositions=121 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. 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. @@ -133,7 +133,7 @@ Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=2/19/2025 12:00:00 AM|Sha Symbol=OSPN|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=2/20/2025 12:00:00 AM|Shares=102|PurchasePrice=20.26|CurrentPrice=17.82|Exposure=2066.52|MarketValue=1817.64|GainLoss=-248.88|GainLossPcnt=-0.120434353405726|PositionRiskDecimal=0.12|R=2.424|C=248.870071400525|P=102.669171369854|InitialStopLimit=17.83|TrailingStopLimit=17.83|TotalRiskExposure=247.248|RMultiple=-1.01R|Volatility=0.499441653490067|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=2/27/2025 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=46.09|Exposure=3163.2|MarketValue=2765.4|GainLoss=-397.8|GainLossPcnt=-0.125758725341426|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-1.06R|Volatility=3.85384011268616|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=3/4/2025 12:00:00 AM|Shares=7|PurchasePrice=96.13|CurrentPrice=87.42|Exposure=672.91|MarketValue=611.94|GainLoss=-60.9699999999999|GainLossPcnt=-0.0906064704046602|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=87.9439997005463|TotalRiskExposure=80.262|RMultiple=-0.76R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=2/13/2025 12:00:00 AM|Comment=Manual close. -TotalCandidates=57 +TotalCandidates=54 Symbol=COHR|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.504999935626984|ProfitMarginSlope=1.24851703643799|PriceSlope=0.00379734486441915|Volatility=4.41972017288208|Volume=0|Violation=False|Slope=0.00379734486441915|Score=2.22930534027649|AnnualizedReturn=2.6036932186655|SharpeRatio=0.0928810185310622|RSquared=0.856208912899156|BetaMonths=6|Beta=4.28765342477497 Symbol=DY|AnalysisDate=10/16/2024 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=1.94165134429932|PriceSlope=0.0033969090645739|Volatility=3.43753790855408|Volume=0|Violation=False|Slope=0.0033969090645739|Score=2.17204971866482|AnnualizedReturn=2.35377655817816|SharpeRatio=0.226838463949279|RSquared=0.92279350438684|BetaMonths=6|Beta=1.79626067805289 Symbol=HWKN|AnalysisDate=10/17/2024 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=2.50229263305664|PriceSlope=0.00336771027808584|Volatility=3.29880928993225|Volume=0|Violation=False|Slope=0.00336771027808584|Score=2.15814101893551|AnnualizedReturn=2.33652081110955|SharpeRatio=0.183292132708591|RSquared=0.92365580853126|BetaMonths=6|Beta=0.127933808926812 @@ -158,12 +158,10 @@ Symbol=VNET|AnalysisDate=12/30/2024 12:00:00 AM|EPSSlope=0.100000023841858|Profi Symbol=ROAD|AnalysisDate=9/17/2024 12:00:00 AM|EPSSlope=0.0850000381469727|ProfitMarginSlope=1.52011775970459|PriceSlope=0.00223699320967501|Volatility=4.16018533706665|Volume=0|Violation=False|Slope=0.00223699320967501|Score=1.59667188573907|AnnualizedReturn=1.75720115222911|SharpeRatio=-0.0363055676212657|RSquared=0.908644911661711|BetaMonths=6|Beta=1.21440691063387 Symbol=CSL|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=10.3500003814697|ProfitMarginSlope=0.997154235839844|PriceSlope=0.00231034460208699|Volatility=12.4938087463379|Volume=0|Violation=False|Slope=0.00231034460208699|Score=1.55601099953458|AnnualizedReturn=1.78998428364211|SharpeRatio=-0.261360091653628|RSquared=0.869287520429253|BetaMonths=6|Beta=0.792511183108233 Symbol=ISRG|AnalysisDate=11/12/2024 12:00:00 AM|EPSSlope=0.199999809265137|ProfitMarginSlope=0.768775939941406|PriceSlope=0.00196208423450363|Volatility=11.0168704986572|Volume=0|Violation=False|Slope=0.00196208423450363|Score=1.51649622848534|AnnualizedReturn=1.63958838748704|SharpeRatio=0.145066352938997|RSquared=0.924924962910747|BetaMonths=6|Beta=1.36087107311812 -Symbol=STRL|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.194999933242798|ProfitMarginSlope=0.231922149658203|PriceSlope=0.00265651868371395|Volatility=5.86393356323242|Volume=0|Violation=False|Slope=0.00265651868371395|Score=1.48388189492907|AnnualizedReturn=1.95314854380065|SharpeRatio=-0.101885261191533|RSquared=0.759738371993747|BetaMonths=6|Beta=3.91615309180556 Symbol=CMRE|AnalysisDate=9/26/2024 12:00:00 AM|EPSSlope=0.120000004768372|ProfitMarginSlope=2.01132297515869|PriceSlope=0.00227745489756778|Volatility=0.931788146495819|Volume=0|Violation=False|Slope=0.00227745489756778|Score=1.41939339055737|AnnualizedReturn=1.77520983738828|SharpeRatio=-0.184886810975821|RSquared=0.799563725179443|BetaMonths=6|Beta=1.99610177679652 Symbol=DXPE|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.170000076293945|ProfitMarginSlope=0.436066627502441|PriceSlope=0.00273843886927161|Volatility=1.92338371276855|Volume=0|Violation=False|Slope=0.00273843886927161|Score=1.36318663523894|AnnualizedReturn=1.99388818662756|SharpeRatio=0.252822200526356|RSquared=0.683682587810815|BetaMonths=6|Beta=4.56939298218947 Symbol=CALM|AnalysisDate=10/3/2024 12:00:00 AM|EPSSlope=0.0199999809265137|ProfitMarginSlope=5.83903789520264|PriceSlope=0.00171958582794262|Volatility=2.6510329246521|Volume=0|Violation=False|Slope=0.00171958582794262|Score=1.35685295233746|AnnualizedReturn=1.5423938053753|SharpeRatio=-0.0651466766446179|RSquared=0.879705914020644|BetaMonths=6|Beta=1.04450744460045 Symbol=PWR|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.070000171661377|ProfitMarginSlope=0.400714874267578|PriceSlope=0.0020439135204827|Volatility=12.0158624649048|Volume=0|Violation=False|Slope=0.0020439135204827|Score=1.3471124190579|AnnualizedReturn=1.67374931232057|SharpeRatio=-0.264369638108359|RSquared=0.804847182993131|BetaMonths=6|Beta=1.09005164776061 -Symbol=SVM|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.0350000038743019|ProfitMarginSlope=5.45402717590332|PriceSlope=0.00236671793121113|Volatility=0.248568251729012|Volume=0|Violation=False|Slope=0.00236671793121113|Score=1.31326206807003|AnnualizedReturn=1.81559442078785|SharpeRatio=-0.0750070756171431|RSquared=0.723323476341239|BetaMonths=6|Beta=1.46743441700114 Symbol=GILD|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=0.140000000596046|ProfitMarginSlope=1.17559432983398|PriceSlope=0.00184615920255908|Volatility=6.17145919799805|Volume=0|Violation=False|Slope=0.00184615920255908|Score=1.29889173876397|AnnualizedReturn=1.59238376859162|SharpeRatio=-0.332329823332815|RSquared=0.815690139766223|BetaMonths=6|Beta=0.441234377834799 Symbol=FFIV|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=0.641941070556641|PriceSlope=0.00207132422591469|Volatility=10.3247270584106|Volume=0|Violation=False|Slope=0.00207132422591469|Score=1.27098761207093|AnnualizedReturn=1.68535075429952|SharpeRatio=-0.018005180488292|RSquared=0.754138335197285|BetaMonths=6|Beta=0.648138503836924 Symbol=EXPGY|AnalysisDate=9/26/2024 12:00:00 AM|EPSSlope=0.229999989271164|ProfitMarginSlope=38.5062599182129|PriceSlope=0.00160359872751205|Volatility=1.54919338226318|Volume=0|Violation=False|Slope=0.00160359872751205|Score=1.19292073262825|AnnualizedReturn=1.49796403980017|SharpeRatio=-0.233849310717912|RSquared=0.79636139515565|BetaMonths=6|Beta=1.54471773995146 @@ -176,7 +174,6 @@ Symbol=YMM|AnalysisDate=2/10/2025 12:00:00 AM|EPSSlope=0.0349999964237213|Profit Symbol=SMG|AnalysisDate=9/24/2024 12:00:00 AM|EPSSlope=0.754999876022339|ProfitMarginSlope=7.14919424057007|PriceSlope=0.0014745469743868|Volatility=4.35350179672241|Volume=0|Violation=False|Slope=0.0014745469743868|Score=0.957124643304191|AnnualizedReturn=1.45003230797379|SharpeRatio=-0.239411816121048|RSquared=0.660071253613401|BetaMonths=6|Beta=0.201732084415122 Symbol=FLEX|AnalysisDate=11/22/2024 12:00:00 AM|EPSSlope=0.00999999046325684|ProfitMarginSlope=4.37839651107788|PriceSlope=0.00138026654939466|Volatility=1.70791220664978|Volume=0|Violation=False|Slope=0.00138026654939466|Score=0.943320326401415|AnnualizedReturn=1.41598750410425|SharpeRatio=-0.100475860902919|RSquared=0.666192550193553|BetaMonths=6|Beta=2.27651080171185 Symbol=AYI|AnalysisDate=11/5/2024 12:00:00 AM|EPSSlope=0.574999809265137|ProfitMarginSlope=0.438583374023438|PriceSlope=0.00146922865286444|Volatility=4.79285192489624|Volume=0|Violation=False|Slope=0.00146922865286444|Score=0.864879215941605|AnnualizedReturn=1.44809025166895|SharpeRatio=0.132171751849736|RSquared=0.597255050190977|BetaMonths=6|Beta=1.36221064649616 -Symbol=HL|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.0350000001490116|ProfitMarginSlope=8.33174705505371|PriceSlope=0.00164724525672731|Volatility=0.405298799276352|Volume=0|Violation=False|Slope=0.00164724525672731|Score=0.804064621347017|AnnualizedReturn=1.51453097670349|SharpeRatio=-0.114318580946312|RSquared=0.530900083072011|BetaMonths=6|Beta=0.525842969199416 Symbol=ESAB|AnalysisDate=10/18/2024 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=0.63981819152832|PriceSlope=0.00129712908246951|Volatility=3.85387873649597|Volume=0|Violation=False|Slope=0.00129712908246951|Score=0.722496172362344|AnnualizedReturn=1.38663025768378|SharpeRatio=-0.101850637993474|RSquared=0.521044574325961|BetaMonths=6|Beta=0.286712673426813 Symbol=AA|AnalysisDate=11/6/2024 12:00:00 AM|EPSSlope=0.659999966621399|ProfitMarginSlope=3.1422266960144|PriceSlope=0.00148765049151822|Volatility=1.29168581962585|Volume=0|Violation=False|Slope=0.00148765049151822|Score=0.64048408090798|AnnualizedReturn=1.45482835393824|SharpeRatio=0.0432325466564112|RSquared=0.440247180482964|BetaMonths=6|Beta=3.06107144503885 Symbol=GDYN|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=1.38591957092285|PriceSlope=0.00182115536676012|Volatility=1.21755516529083|Volume=0|Violation=False|Slope=0.00182115536676012|Score=0.634186508550066|AnnualizedReturn=1.58238175588329|SharpeRatio=0.0582727535453944|RSquared=0.400779714624593|BetaMonths=6|Beta=0.688236357556022 diff --git a/Sessions/MGSH20180131_UAT.txt b/Sessions/MGSH20180131_UAT.txt index 9079384..667a756 100644 --- a/Sessions/MGSH20180131_UAT.txt +++ b/Sessions/MGSH20180131_UAT.txt @@ -1,17 +1,17 @@ MGSHSESSIONv2.00 -LastUpdated=3/12/2025 10:17:44 PM -TradeDate=3/13/2025 +LastUpdated=3/13/2025 11:42:56 PM +TradeDate=3/14/2025 StartDate=1/31/2018 -AnalysisDate=3/12/2025 +AnalysisDate=3/13/2025 Cycle=84 CashBalance=11473.0030941138 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=3 -Slot=0|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=69.63|CurrentPrice=67.6|Volume=1124430|Return1D=0|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|Velocity=0.991884580703336|PE=0|Beta=-0.502918106638706|InitialStopLimit=55.704|TrailingStopLimit=55.704|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=13.926|Comment= -Slot=0|Symbol=MIRM|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=47.57|CurrentPrice=45.03|Volume=513068|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=1.38929629908187|Velocity=0.760862354892206|PE=0|Beta=0.777833183452453|InitialStopLimit=38.056|TrailingStopLimit=38.056|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.514|Comment= -Slot=0|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=27.41|CurrentPrice=25.72|Volume=61184300|Return1D=0|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|Velocity=1|PE=17.34|Beta=0.580345111358186|InitialStopLimit=21.928|TrailingStopLimit=21.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.482|Comment= +Slot=0|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=69.63|CurrentPrice=65.36|Volume=1124430|Return1D=0|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|Velocity=0.991884580703336|PE=0|Beta=-0.502918106638706|InitialStopLimit=55.704|TrailingStopLimit=55.704|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=13.926|Comment= +Slot=0|Symbol=MIRM|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=47.57|CurrentPrice=44.56|Volume=513068|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=1.38929629908187|Velocity=0.760862354892206|PE=0|Beta=0.777833183452453|InitialStopLimit=38.056|TrailingStopLimit=38.056|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.514|Comment= +Slot=0|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=27.41|CurrentPrice=26.09|Volume=61184300|Return1D=0|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|Velocity=1|PE=17.34|Beta=0.580345111358186|InitialStopLimit=21.928|TrailingStopLimit=21.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.482|Comment= 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.