From 4fbd68ef6fd35bccd5bf85e60f05ece50fa92d67 Mon Sep 17 00:00:00 2001 From: Sean Date: Fri, 26 Dec 2025 19:57:39 -0500 Subject: [PATCH] Daily --- Sessions/CMT20200817.TXT | 22 ++++++++++++---------- Sessions/MGSH20250331.TXT | 20 ++++++++++---------- 2 files changed, 22 insertions(+), 20 deletions(-) diff --git a/Sessions/CMT20200817.TXT b/Sessions/CMT20200817.TXT index 5acf570..50d9c13 100644 --- a/Sessions/CMT20200817.TXT +++ b/Sessions/CMT20200817.TXT @@ -1,16 +1,16 @@ CMTSESSIONv1.00 -LastUpdated=12/23/2025 7:45:13 PM -TradeDate=12/23/2025 +LastUpdated=12/26/2025 7:51:09 PM +TradeDate=12/26/2025 StartDate=1/1/0001 -AnalysisDate=12/23/2025 +AnalysisDate=12/26/2025 CashBalance=2596.76 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=12/23/2025|BetaMonths=6|TradeDate=12/23/2025|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=12/26/2025|BetaMonths=6|TradeDate=12/26/2025|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=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.88|Exposure=1373.76|MarketValue=1710.72|GainLoss=336.96|GainLossPcnt=0.245283018867925|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=9.60214291214943|TotalRiskExposure=165.1968|RMultiple=2.04R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=11/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54 -Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=209.57|Exposure=2208.91|MarketValue=2305.27|GainLoss=96.3600000000001|GainLossPcnt=0.0436233255315971|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=186.778498840332|TotalRiskExposure=264.3696|RMultiple=0.36R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=11/26/2025 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81 -Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=45.16|Exposure=1772.43|MarketValue=1851.56|GainLoss=79.1300000000001|GainLossPcnt=0.044644922507518|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=40.3568576288223|TotalRiskExposure=213.9708|RMultiple=0.37R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=11/25/2025 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23 +Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.98|Exposure=1373.76|MarketValue=1725.12|GainLoss=351.36|GainLossPcnt=0.255765199161426|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=9.60214291214943|TotalRiskExposure=165.1968|RMultiple=2.13R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=11/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54 +Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=211.22|Exposure=2208.91|MarketValue=2323.42|GainLoss=114.51|GainLossPcnt=0.0518400478063842|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=193.123001594543|TotalRiskExposure=264.3696|RMultiple=0.43R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=12/26/2025 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81 +Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=44.65|Exposure=1772.43|MarketValue=1830.65|GainLoss=58.22|GainLossPcnt=0.0328475595651168|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=40.9017861604691|TotalRiskExposure=213.9708|RMultiple=0.27R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=12/26/2025 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23 TotalPositions=132 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. @@ -198,7 +198,6 @@ Symbol=LITE|AnalysisDate=7/11/2025 12:00:00 AM|EPSSlope=0.625|ProfitMarginSlope= Symbol=THC|AnalysisDate=9/26/2025 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=0.327152252197266|PriceSlope=0.000955274874018335|Volatility=5.08288431167603|Volume=0|Violation=False|Slope=0.000955274874018335|Score=0.322936552181079|AnnualizedReturn=1.2721765700957|SharpeRatio=-0.209542335356885|RSquared=0.25384570017414|BetaMonths=6|Beta=1.46034995404185 Symbol=GSAT|AnalysisDate=11/12/2025 12:00:00 AM|EPSSlope=0.115000009536743|ProfitMarginSlope=1.31202697753906|PriceSlope=0.00171636000994749|Volatility=6.80252933502197|Volume=0|Violation=False|Slope=0.00171636000994749|Score=0.318381945542454|AnnualizedReturn=1.54114049347012|SharpeRatio=0.26987857374401|RSquared=0.206588527711427|BetaMonths=6|Beta=2.29067093580777 Symbol=NEM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.555000066757202|ProfitMarginSlope=2.33480262756348|PriceSlope=0.000949116837263114|Volatility=2.81270503997803|Volume=0|Violation=False|Slope=0.000949116837263114|Score=0.270670871739691|AnnualizedReturn=1.27020390536743|SharpeRatio=-0.219170970486165|RSquared=0.213092457514839|BetaMonths=6|Beta=0.0448949506010027 -Symbol=GHM|AnalysisDate=6/27/2025 12:00:00 AM|EPSSlope=0.140000015497208|ProfitMarginSlope=1.53962326049805|PriceSlope=0.00112143036621359|Volatility=2.1089026927948|Volume=0|Violation=False|Slope=0.00112143036621359|Score=0.26466033653975|AnnualizedReturn=1.32657502589761|SharpeRatio=0.0325116480214926|RSquared=0.199506497086866|BetaMonths=6|Beta=6.48735366617816 Symbol=AIR|AnalysisDate=9/29/2025 12:00:00 AM|EPSSlope=0.350000023841858|ProfitMarginSlope=0.581799507141113|PriceSlope=0.000698221037833735|Volatility=4.6066722869873|Volume=0|Violation=False|Slope=0.000698221037833735|Score=0.253698463892993|AnnualizedReturn=1.19238046711253|SharpeRatio=-0.225066718117313|RSquared=0.212766370206775|BetaMonths=6|Beta=2.52704300010446 Symbol=LVS|AnalysisDate=11/20/2025 12:00:00 AM|EPSSlope=0.120000004768372|ProfitMarginSlope=0.147016525268555|PriceSlope=0.00096485189417096|Volatility=2.16808557510376|Volume=0|Violation=False|Slope=0.00096485189417096|Score=0.241004703156408|AnnualizedReturn=1.27525056048546|SharpeRatio=-0.198411497252607|RSquared=0.188986157406323|BetaMonths=6|Beta=1.51109611853874 Symbol=HBM|AnalysisDate=9/3/2025 12:00:00 AM|EPSSlope=0.175000011920929|ProfitMarginSlope=0.490240097045898|PriceSlope=0.000729030817168273|Volatility=0.487358808517456|Volume=0|Violation=False|Slope=0.000729030817168273|Score=0.175331906747473|AnnualizedReturn=1.20167421779262|SharpeRatio=0.0685094425688964|RSquared=0.145906356441219|BetaMonths=6|Beta=2.69015248129092 @@ -208,7 +207,6 @@ Symbol=MCY|AnalysisDate=10/3/2025 12:00:00 AM|EPSSlope=0.934999942779541|ProfitM Symbol=AEIS|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.255000054836273|ProfitMarginSlope=0.685480117797852|PriceSlope=0.000407553772347607|Volatility=4.36408519744873|Volume=0|Violation=False|Slope=0.000407553772347607|Score=0.089923522582407|AnnualizedReturn=1.10816284620143|SharpeRatio=-0.252423993859365|RSquared=0.0811464875317267|BetaMonths=6|Beta=1.21692517250279 Symbol=VITL|AnalysisDate=8/22/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=1.38887023925781|PriceSlope=0.000455363083461419|Volatility=4.98714113235474|Volume=0|Violation=False|Slope=0.000455363083461419|Score=0.083100854866897|AnnualizedReturn=1.12159468333037|SharpeRatio=-0.244814541455398|RSquared=0.0740916982774419|BetaMonths=6|Beta=1.21500191244139 Symbol=CSIQ|AnalysisDate=10/31/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=7.77392435073853|PriceSlope=0.000623090718563301|Volatility=1.79284286499023|Volume=0|Violation=False|Slope=0.000623090718563301|Score=0.0807088026857748|AnnualizedReturn=1.1700176814875|SharpeRatio=-0.187760717880484|RSquared=0.0689808401725739|BetaMonths=6|Beta=1.33520035507038 -Symbol=SHAK|AnalysisDate=6/26/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=0.0578231811523438|PriceSlope=0.000527050220081543|Volatility=4.42557525634766|Volume=0|Violation=False|Slope=0.000527050220081543|Score=0.0668034970605287|AnnualizedReturn=1.14204059222832|SharpeRatio=-0.0299602367757716|RSquared=0.0584948534361493|BetaMonths=6|Beta=1.09880222832849 Symbol=DLTR|AnalysisDate=7/21/2025 12:00:00 AM|EPSSlope=0.114999771118164|ProfitMarginSlope=3.53860473632813|PriceSlope=0.000522116689386226|Volatility=3.65962529182434|Volume=0|Violation=False|Slope=0.000522116689386226|Score=0.0627413623115496|AnnualizedReturn=1.14062163280768|SharpeRatio=-0.41702164128367|RSquared=0.05500628824399|BetaMonths=6|Beta=0.268937239000931 Symbol=MUX|AnalysisDate=9/2/2025 12:00:00 AM|EPSSlope=0.155000001192093|ProfitMarginSlope=12.6074028015137|PriceSlope=0.000420282872695496|Volatility=0.892517030239105|Volume=0|Violation=False|Slope=0.000420282872695496|Score=0.0505830547931327|AnnualizedReturn=1.11172324440238|SharpeRatio=0.0664507478013526|RSquared=0.0454996826303873|BetaMonths=6|Beta=2.4677990769044 Symbol=SFTBY|AnalysisDate=8/7/2025 12:00:00 AM|EPSSlope=1.22000002861023|ProfitMarginSlope=0.558380126953125|PriceSlope=0.000366350110701213|Volatility=1.74778771400452|Volume=0|Violation=False|Slope=0.000366350110701213|Score=0.049223533570502|AnnualizedReturn=1.09671596490168|SharpeRatio=-0.0760058944445601|RSquared=0.0448826634660279|BetaMonths=6|Beta=2.88008663770941 @@ -247,7 +245,9 @@ Symbol=ESLT|AnalysisDate=12/16/2025 12:00:00 AM|EPSSlope=0.510000228881836|Profi Symbol=OUT|AnalysisDate=12/16/2025 12:00:00 AM|EPSSlope=0.0399999916553497|ProfitMarginSlope=3.64716529846191|PriceSlope=0.000749963937364879|Volatility=0.238967895507813|Volume=0|Violation=False|Slope=0.000749963937364879|Score=0.283810635234637|AnnualizedReturn=1.20802997411747|SharpeRatio=-0.151240160645891|RSquared=0.234936749348438|BetaMonths=6|Beta=0.41376872405496 Symbol=TEVA|AnalysisDate=12/18/2025 12:00:00 AM|EPSSlope=0.375|ProfitMarginSlope=1.58336067199707|PriceSlope=0.0011680154081977|Volatility=1.29923856258392|Volume=0|Violation=False|Slope=0.0011680154081977|Score=0.296505205797599|AnnualizedReturn=1.34224003053594|SharpeRatio=0.0787294448291176|RSquared=0.220903265475705|BetaMonths=6|Beta=2.23708838759105 Symbol=RYAAY|AnalysisDate=12/19/2025 12:00:00 AM|EPSSlope=0.470000028610229|ProfitMarginSlope=26.5670356750488|PriceSlope=0.00195208264031439|Volatility=2.64934849739075|Volume=0|Violation=False|Slope=0.00195208264031439|Score=1.361916443536|AnnualizedReturn=1.635461169378|SharpeRatio=0.00490348371458834|RSquared=0.832741534336744|BetaMonths=6|Beta=0.714877478179091 -TotalStopLimits=205 +Symbol=HMY|AnalysisDate=12/26/2025 12:00:00 AM|EPSSlope=0.169999986886978|ProfitMarginSlope=7.81999158859253|PriceSlope=0.00257081841206151|Volatility=0.850813686847687|Volume=0|Violation=False|Slope=0.00257081841206151|Score=1.39606586465639|AnnualizedReturn=1.91141965309587|SharpeRatio=0.216502849074546|RSquared=0.730381662862585|BetaMonths=6|Beta=2.28325345717754 +Symbol=FCX|AnalysisDate=12/26/2025 12:00:00 AM|EPSSlope=0.0499999523162842|ProfitMarginSlope=2.21549606323242|PriceSlope=0.000803735328042182|Volatility=2.63713192939758|Volume=0|Violation=False|Slope=0.000803735328042182|Score=0.45675542272719|AnnualizedReturn=1.22451065963303|SharpeRatio=-0.383733477937868|RSquared=0.373010572945175|BetaMonths=6|Beta=1.97953388064244 +TotalStopLimits=207 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|StopLimitId= 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|StopLimitId= Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639|StopLimitId= @@ -453,3 +453,5 @@ Symbol=NFLX|AnalysisDate=11/13/2025 12:00:00 AM|PreviousStop=100.62|NewStop=105. Symbol=FTI|AnalysisDate=11/25/2025 12:00:00 AM|PreviousStop=38.04|NewStop=40.3568576288223|CurrentPriceLow=44.22|CurrentPriceClose=45.03|PriceTrendIndicatorSlope=0.159624055027962|StopLimitId= Symbol=HWM|AnalysisDate=11/26/2025 12:00:00 AM|PreviousStop=176.71|NewStop=186.778498840332|CurrentPriceLow=204.2|CurrentPriceClose=204.63|PriceTrendIndicatorSlope=NaN|StopLimitId= Symbol=CX|AnalysisDate=11/28/2025 12:00:00 AM|PreviousStop=8.89542867302895|NewStop=9.60214291214943|CurrentPriceLow=10.45|CurrentPriceClose=10.79|PriceTrendIndicatorSlope=0.00737594859674573|StopLimitId= +Symbol=HWM|AnalysisDate=12/26/2025 12:00:00 AM|PreviousStop=186.778498840332|NewStop=193.123001594543|CurrentPriceLow=210.02|CurrentPriceClose=211.22|PriceTrendIndicatorSlope=0.584511399269104|StopLimitId= +Symbol=FTI|AnalysisDate=12/26/2025 12:00:00 AM|PreviousStop=40.3568576288223|NewStop=40.9017861604691|CurrentPriceLow=44.45|CurrentPriceClose=44.65|PriceTrendIndicatorSlope=NaN|StopLimitId= diff --git a/Sessions/MGSH20250331.TXT b/Sessions/MGSH20250331.TXT index 833c115..fa8b41a 100644 --- a/Sessions/MGSH20250331.TXT +++ b/Sessions/MGSH20250331.TXT @@ -1,21 +1,21 @@ MGSHSESSIONv2.00 -LastUpdated=12/23/2025 7:44:43 PM -TradeDate=12/24/2025 +LastUpdated=12/26/2025 7:50:31 PM +TradeDate=12/29/2025 StartDate=3/31/2025 -AnalysisDate=12/23/2025 +AnalysisDate=12/26/2025 Cycle=9 CashBalance=4126.55 NonTradeableCash=0 HedgeCashBalance=3000 Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=OSB,IBDRY,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=7 -Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=76.83|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.7250996015936|Score=0.970794577873616|Velocity=0.708823529411765|PE=33.97|Beta=1.35666771887916|InitialStopLimit=60.97|TrailingStopLimit=73.5799289083481|LastStopAdjustment=11/26/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324|Comment=Price changed on 10/1/2025 from $76.62 to $76.21 -Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=207.37|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.9282868525896|Score=1.45705377610136|Velocity=0.779428953080648|PE=23.64|Beta=0.628226122785001|InitialStopLimit=124.65|TrailingStopLimit=193.877000694275|LastStopAdjustment=12/1/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392|Comment=Price changed on 10/1/2025 from $156.96 to $155.81 -Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=14.12|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98 -Slot=1|Symbol=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=74.01|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.5537848605578|Score=0.602697377681549|Velocity=0.944803580308304|PE=22.43|Beta=-0.192317961128493|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment= -Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=70.71|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.3585657370518|Score=-0.0546472654561472|Velocity=0.878823529411765|PE=30.96|Beta=0.759120105784337|InitialStopLimit=47.5|TrailingStopLimit=60.362856965065|LastStopAdjustment=12/8/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968|Comment=Price changed on 9/2/2025 from $59.84 to $59.38 -Slot=2|Symbol=NEU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=761.43|CurrentPrice=708.14|Volume=47592|Return1D=0|CumReturn252=0|IDIndicator=-10.7569721115538|Score=1.32888913206578|Velocity=0.735010364152827|PE=16.57|Beta=0.634028454808648|InitialStopLimit=609.14|TrailingStopLimit=609.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=152.706|Comment=Price changed on 12/1/2025 from $763.53 to $761.43 -Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=82.34|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.47874375251707|Velocity=0.658599827139153|PE=31.63|Beta=0.0443025382529758|InitialStopLimit=65.96|TrailingStopLimit=65.96|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.49|Comment= +Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=76.37|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.7250996015936|Score=0.970794577873616|Velocity=0.708823529411765|PE=33.97|Beta=1.35666771887916|InitialStopLimit=60.97|TrailingStopLimit=73.5799289083481|LastStopAdjustment=11/26/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324|Comment=Price changed on 10/1/2025 from $76.62 to $76.21 +Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=208.29|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.9282868525896|Score=1.45705377610136|Velocity=0.779428953080648|PE=23.64|Beta=0.628226122785001|InitialStopLimit=124.65|TrailingStopLimit=193.877000694275|LastStopAdjustment=12/1/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392|Comment=Price changed on 10/1/2025 from $156.96 to $155.81 +Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=14.2|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98 +Slot=1|Symbol=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=74.42|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.5537848605578|Score=0.602697377681549|Velocity=0.944803580308304|PE=22.43|Beta=-0.192317961128493|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment= +Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=70.16|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.3585657370518|Score=-0.0546472654561472|Velocity=0.878823529411765|PE=30.96|Beta=0.759120105784337|InitialStopLimit=47.5|TrailingStopLimit=60.362856965065|LastStopAdjustment=12/8/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968|Comment=Price changed on 9/2/2025 from $59.84 to $59.38 +Slot=2|Symbol=NEU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=761.43|CurrentPrice=709.14|Volume=47592|Return1D=0|CumReturn252=0|IDIndicator=-10.7569721115538|Score=1.32888913206578|Velocity=0.735010364152827|PE=16.57|Beta=0.634028454808648|InitialStopLimit=609.14|TrailingStopLimit=609.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=152.706|Comment=Price changed on 12/1/2025 from $763.53 to $761.43 +Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=80.93|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.47874375251707|Velocity=0.658599827139153|PE=31.63|Beta=0.0443025382529758|InitialStopLimit=65.96|TrailingStopLimit=65.96|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.49|Comment= TotalPositions=14 Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.15|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=56.1565003347397|LastStopAdjustment=5/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Closed due to trailing stop. Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=42.6|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=42.7107857322693|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=Closed due to trailing stop.