Daily.
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CMTSESSIONv1.00
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LastUpdated=6/3/2024 9:51:10 PM
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TradeDate=6/3/2024
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LastUpdated=6/5/2024 11:01:38 AM
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TradeDate=6/4/2024
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StartDate=1/1/0001
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AnalysisDate=6/3/2024
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CashBalance=3203.73
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AnalysisDate=6/5/2024
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CashBalance=2605.68
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NonTradeableCash=4621.72
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/3/2024|BetaMonths=6|TradeDate=6/3/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|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=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/5/2024|BetaMonths=6|TradeDate=6/4/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|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=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
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PricingExceptions=0
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TotalActivePositions=6
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Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=82.92|Exposure=714|MarketValue=1160.88|GainLoss=446.88|GainLossPcnt=0.625882352941177|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=78.4481719017029|TotalRiskExposure=84.504|RMultiple=5.29R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/31/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=21.77|Exposure=538.2|MarketValue=653.1|GainLoss=114.9|GainLossPcnt=0.213489409141583|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=1.58R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=255.03|Exposure=933.68|MarketValue=1020.12|GainLoss=86.4400000000001|GainLossPcnt=0.0925798988946963|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.77R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=294.48|Exposure=1144|MarketValue=1177.92|GainLoss=33.9200000000001|GainLossPcnt=0.0296503496503497|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.24R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=15.73|Exposure=833.56|MarketValue=817.96|GainLoss=-15.6|GainLossPcnt=-0.0187149095446039|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.16R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
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Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=46.79|Exposure=2247.14|MarketValue=2292.71|GainLoss=45.5700000000002|GainLossPcnt=0.0202791103358047|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=0.17R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Price changed on 5/20/2024 from $45.98 to $45.86
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TotalPositions=98
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Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=21.1|Exposure=538.2|MarketValue=633|GainLoss=94.8|GainLossPcnt=0.176142697881828|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=1.30R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=252.38|Exposure=933.68|MarketValue=1009.52|GainLoss=75.84|GainLossPcnt=0.08122697283866|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.68R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
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Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=290.09|Exposure=1144|MarketValue=1160.36|GainLoss=16.3599999999999|GainLossPcnt=0.0143006993006992|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.12R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
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Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=15.21|Exposure=833.56|MarketValue=790.92|GainLoss=-42.64|GainLossPcnt=-0.0511540860885839|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.43R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
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Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=45.86|Exposure=2247.14|MarketValue=2247.14|GainLoss=0|GainLossPcnt=0|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=0.00R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Price changed on 5/20/2024 from $45.98 to $45.86
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Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=561.73|Exposure=1695.93|MarketValue=1685.19|GainLoss=-10.7399999999998|GainLossPcnt=-0.00633280854752247|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=497.47|TotalRiskExposure=202.2228|RMultiple=-0.05R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
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TotalPositions=99
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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.
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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.
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Symbol=POOL|PurchaseDate=9/1/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=2|PurchasePrice=332.21|CurrentPrice=288.44|Exposure=664.42|MarketValue=576.88|GainLoss=-87.54|GainLossPcnt=-0.131754011017128|PositionRiskDecimal=0.12|R=39.5904|C=80.0065|P=2.02085606611704|InitialStopLimit=290.3296|TrailingStopLimit=290.3296|TotalRiskExposure=79.1808|RMultiple=-1.11R|Volatility=4.28818368911743|Volume=259404|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
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@@ -113,7 +113,9 @@ Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=4/18/2024 12:00:00 AM|S
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Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=4/19/2024 12:00:00 AM|Shares=32|PurchasePrice=27.92|CurrentPrice=42.75|Exposure=893.44|MarketValue=1368|GainLoss=474.56|GainLossPcnt=0.531160458452722|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=42.71468542099|TotalRiskExposure=107.2128|RMultiple=4.43R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=4/10/2024 12:00:00 AM|Comment=Manual close.
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Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=5/8/2024 12:00:00 AM|Shares=4|PurchasePrice=169.22|CurrentPrice=151.37|Exposure=676.88|MarketValue=605.48|GainLoss=-71.4|GainLossPcnt=-0.105483985344522|PositionRiskDecimal=0.12|R=20.6532|C=102.358|P=4.95603586853369|InitialStopLimit=151.46|TrailingStopLimit=151.46|TotalRiskExposure=82.6128|RMultiple=-0.86R|Volatility=4.65934801101685|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
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Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=5/17/2024 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=36.07|Exposure=2085.16|MarketValue=2777.39|GainLoss=692.23|GainLossPcnt=0.331979320531758|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=2.78R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Manual close.
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TotalCandidates=89
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Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=6/4/2024 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=78.42|Exposure=714|MarketValue=1097.88|GainLoss=383.88|GainLossPcnt=0.53764705882353|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=78.4481719017029|TotalRiskExposure=84.504|RMultiple=4.54R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/31/2024 12:00:00 AM|Comment=Closed due to trailing stop.
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TotalCandidates=87
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Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252
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Symbol=XPO|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.650000035762787|ProfitMarginSlope=0.792221069335938|PriceSlope=0.00470998447682055|Volatility=13.2911081314087|Volume=0|Violation=False|Slope=0.00470998447682055|Score=2.94424897260559|AnnualizedReturn=3.27695975358198|SharpeRatio=0.11096060540031|RSquared=0.898469677385352|BetaMonths=6|Beta=1.06420729450165
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Symbol=STRL|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.145000100135803|ProfitMarginSlope=0.548023700714111|PriceSlope=0.00403803166043144|Volatility=5.82334184646606|Volume=0|Violation=False|Slope=0.00403803166043144|Score=2.36464416896168|AnnualizedReturn=2.76650275286998|SharpeRatio=0.0960673149066786|RSquared=0.854741303441172|BetaMonths=6|Beta=2.83705250051472
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Symbol=NVDA|AnalysisDate=1/10/2024 12:00:00 AM|EPSSlope=1.71500015258789|ProfitMarginSlope=4.66203308105469|PriceSlope=0.00399962884343909|Volatility=19.6822376251221|Volume=0|Violation=False|Slope=0.00399962884343909|Score=2.26638235958612|AnnualizedReturn=2.73985902554854|SharpeRatio=0.380241182115924|RSquared=0.8271894058974|BetaMonths=6|Beta=1.32283271801082
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@@ -121,7 +123,7 @@ Symbol=IESC|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.465000152587891|Profi
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Symbol=LLY|AnalysisDate=2/22/2024 12:00:00 AM|EPSSlope=0.190000057220459|ProfitMarginSlope=1.89461898803711|PriceSlope=0.00301157364528411|Volatility=34.7464294433594|Volume=0|Violation=False|Slope=0.00301157364528411|Score=1.96038312012648|AnnualizedReturn=2.13596077808923|SharpeRatio=0.0605736551264204|RSquared=0.917799212530567|BetaMonths=6|Beta=0.0119333172260655
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Symbol=SFM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.195000052452087|ProfitMarginSlope=0.919107437133789|PriceSlope=0.00294337634017097|Volatility=4.38531112670898|Volume=0|Violation=False|Slope=0.00294337634017097|Score=1.93265139032936|AnnualizedReturn=2.0995663800611|SharpeRatio=-0.00142135526680691|RSquared=0.920500255997205|BetaMonths=6|Beta=1.61279420301909
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Symbol=AMRX|AnalysisDate=12/8/2023 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=0.702550888061523|PriceSlope=0.00417040750358645|Volatility=0.206755563616753|Volume=0|Violation=False|Slope=0.00417040750358645|Score=1.87828160471157|AnnualizedReturn=2.86034626992634|SharpeRatio=0.0802405288171784|RSquared=0.656662315489493|BetaMonths=6|Beta=1.64713278387417
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Symbol=MANH|AnalysisDate=12/6/2023 12:00:00 AM|EPSSlope=0.165000081062317|ProfitMarginSlope=0.0758419036865234|PriceSlope=0.00249844579664015|Volatility=2.21681880950928|Volume=0|Violation=False|Slope=0.00249844579664015|Score=1.69374041109226|AnnualizedReturn=1.87687533971036|SharpeRatio=-0.0433678880024468|RSquared=0.902425630118641|BetaMonths=6|Beta=0.572040770717328
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Symbol=LMB|AnalysisDate=5/21/2024 12:00:00 AM|EPSSlope=0.180000066757202|ProfitMarginSlope=0.837970733642578|PriceSlope=0.00303973136288908|Volatility=2.44084787368774|Volume=0|Violation=False|Slope=0.00303973136288908|Score=1.74214054458443|AnnualizedReturn=2.15117091054207|SharpeRatio=0.258412990025846|RSquared=0.809856871923502|BetaMonths=6|Beta=4.36935340697275
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Symbol=PSN|AnalysisDate=3/1/2024 12:00:00 AM|EPSSlope=0.074999988079071|ProfitMarginSlope=1.66196250915527|PriceSlope=0.0022015132913277|Volatility=5.04698181152344|Volume=0|Violation=False|Slope=0.0022015132913277|Score=1.61721113296633|AnnualizedReturn=1.74156014999438|SharpeRatio=-0.0137289962209611|RSquared=0.928599068468326|BetaMonths=6|Beta=0.0218239744728337
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Symbol=FICO|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.585000038146973|ProfitMarginSlope=0.605533599853516|PriceSlope=0.00241031864783711|Volatility=96.2378005981445|Volume=0|Violation=False|Slope=0.00241031864783711|Score=1.60738953634386|AnnualizedReturn=1.83565304174338|SharpeRatio=-0.152899685489844|RSquared=0.875649972947648|BetaMonths=6|Beta=3.07185389737668
|
||||
Symbol=ELF|AnalysisDate=12/22/2023 12:00:00 AM|EPSSlope=0.180000066757202|ProfitMarginSlope=0.890480041503906|PriceSlope=0.00314930680277228|Volatility=9.68405628204346|Volume=0|Violation=False|Slope=0.00314930680277228|Score=1.59871373544819|AnnualizedReturn=2.21139892785266|SharpeRatio=0.16172845970472|RSquared=0.722942258546083|BetaMonths=6|Beta=2.45253996916873
|
||||
@@ -130,7 +132,6 @@ Symbol=LDOS|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.449999988079071|Profit
|
||||
Symbol=MEDP|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.175000190734863|ProfitMarginSlope=0.237223625183105|PriceSlope=0.00225067739314106|Volatility=41.6691055297852|Volume=0|Violation=False|Slope=0.00225067739314106|Score=1.53323688898183|AnnualizedReturn=1.76327116964554|SharpeRatio=-0.316153274598069|RSquared=0.869541177429927|BetaMonths=6|Beta=1.32396232328526
|
||||
Symbol=FIX|AnalysisDate=3/18/2024 12:00:00 AM|EPSSlope=0.505000114440918|ProfitMarginSlope=1.51067924499512|PriceSlope=0.00250581665991061|Volatility=8.55681324005127|Volume=0|Violation=False|Slope=0.00250581665991061|Score=1.51665599693396|AnnualizedReturn=1.88036479572454|SharpeRatio=0.140635814504806|RSquared=0.806575405146083|BetaMonths=6|Beta=0.886025755815523
|
||||
Symbol=ANET|AnalysisDate=12/8/2023 12:00:00 AM|EPSSlope=0.295000076293945|ProfitMarginSlope=1.45040702819824|PriceSlope=0.00225355321928034|Volatility=2.62224912643433|Volume=0|Violation=False|Slope=0.00225355321928034|Score=1.504074038628|AnnualizedReturn=1.76454948984694|SharpeRatio=-0.131296720296389|RSquared=0.852384162236483|BetaMonths=6|Beta=0.381395178878628
|
||||
Symbol=SNPS|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.0799999237060547|ProfitMarginSlope=0.106899261474609|PriceSlope=0.00193019467966363|Volatility=11.9729852676392|Volume=0|Violation=False|Slope=0.00193019467966363|Score=1.49372200992909|AnnualizedReturn=1.62646518082017|SharpeRatio=-0.153186503118447|RSquared=0.918385482544332|BetaMonths=6|Beta=0.0832684423681687
|
||||
Symbol=WDC|AnalysisDate=3/1/2024 12:00:00 AM|EPSSlope=0.240000009536743|ProfitMarginSlope=6.39190006256104|PriceSlope=0.00203436882293156|Volatility=2.62026214599609|Volume=0|Violation=False|Slope=0.00203436882293156|Score=1.44837444560885|AnnualizedReturn=1.6697283414044|SharpeRatio=-0.0709978257262368|RSquared=0.867431192064828|BetaMonths=6|Beta=1.40649936327287
|
||||
Symbol=PGTI|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.0699999928474426|ProfitMarginSlope=0.424097061157227|PriceSlope=0.00206934291782257|Volatility=0.689634144306183|Volume=0|Violation=False|Slope=0.00206934291782257|Score=1.43626962987798|AnnualizedReturn=1.68450948616521|SharpeRatio=-0.056807517146353|RSquared=0.852633743931982|BetaMonths=6|Beta=1.28415886682616
|
||||
Symbol=PCAR|AnalysisDate=3/21/2024 12:00:00 AM|EPSSlope=0.470000028610229|ProfitMarginSlope=0.233964920043945|PriceSlope=0.00180865112145922|Volatility=3.5858519077301|Volume=0|Violation=False|Slope=0.00180865112145922|Score=1.40538594024833|AnnualizedReturn=1.57740340817508|SharpeRatio=-0.204260243400671|RSquared=0.890948969023873|BetaMonths=6|Beta=0.948784487241462
|
||||
@@ -138,9 +139,13 @@ Symbol=GNK|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.185000002384186|ProfitM
|
||||
Symbol=SPXC|AnalysisDate=5/3/2024 12:00:00 AM|EPSSlope=0.60999995470047|ProfitMarginSlope=0.690557479858398|PriceSlope=0.00204561885513225|Volatility=3.51984167098999|Volume=0|Violation=False|Slope=0.00204561885513225|Score=1.38733062065372|AnnualizedReturn=1.67446875117646|SharpeRatio=0.0260832704889259|RSquared=0.828519863197804|BetaMonths=6|Beta=0.826208398626156
|
||||
Symbol=GDDY|AnalysisDate=4/5/2024 12:00:00 AM|EPSSlope=3.63000011444092|ProfitMarginSlope=0.251932144165039|PriceSlope=0.00232199106032101|Volatility=2.29647755622864|Volume=0|Violation=False|Slope=0.00232199106032101|Score=1.38612638313807|AnnualizedReturn=1.79524543862129|SharpeRatio=-0.0992132504319133|RSquared=0.772109681115575|BetaMonths=6|Beta=2.17391907422553
|
||||
Symbol=ETN|AnalysisDate=2/22/2024 12:00:00 AM|EPSSlope=0.275000333786011|ProfitMarginSlope=1.49309349060059|PriceSlope=0.00189315566217503|Volatility=4.61157941818237|Volume=0|Violation=False|Slope=0.00189315566217503|Score=1.38612519558705|AnnualizedReturn=1.61135465665921|SharpeRatio=-0.18392193629868|RSquared=0.860223532950143|BetaMonths=6|Beta=1.06183413594968
|
||||
Symbol=SB|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=6.00405120849609|PriceSlope=0.00218166496671627|Volatility=0.210886523127556|Volume=0|Violation=False|Slope=0.00218166496671627|Score=1.37792292142758|AnnualizedReturn=1.73287100180469|SharpeRatio=-0.225703113518945|RSquared=0.795167626437603|BetaMonths=6|Beta=3.45136780091007
|
||||
Symbol=APH|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.0800000429153442|ProfitMarginSlope=0.33296012878418|PriceSlope=0.00180044026567379|Volatility=4.03231000900269|Volume=0|Violation=False|Slope=0.00180044026567379|Score=1.35389984779626|AnnualizedReturn=1.57414292089481|SharpeRatio=-0.28034599541272|RSquared=0.860086990720412|BetaMonths=6|Beta=1.49159571221942
|
||||
Symbol=WAB|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.299999952316284|ProfitMarginSlope=0.790172576904297|PriceSlope=0.00188105395761849|Volatility=3.09684944152832|Volume=0|Violation=False|Slope=0.00188105395761849|Score=1.34201542739854|AnnualizedReturn=1.60644810726724|SharpeRatio=-0.13096952814657|RSquared=0.835392952519001|BetaMonths=6|Beta=1.37331041726406
|
||||
Symbol=EME|AnalysisDate=3/18/2024 12:00:00 AM|EPSSlope=0.914999961853027|ProfitMarginSlope=0.935566902160645|PriceSlope=0.00210253715627532|Volatility=13.2510557174683|Volume=0|Violation=False|Slope=0.00210253715627532|Score=1.32947941620408|AnnualizedReturn=1.69865941979582|SharpeRatio=0.0592154681194303|RSquared=0.782663905848698|BetaMonths=6|Beta=0.777277961306443
|
||||
Symbol=USLM|AnalysisDate=3/8/2024 12:00:00 AM|EPSSlope=0.539999961853027|ProfitMarginSlope=0.836313247680664|PriceSlope=0.00190692575933769|Volatility=13.2892723083496|Volume=0|Violation=False|Slope=0.00190692575933769|Score=1.32863307984894|AnnualizedReturn=1.616955873898|SharpeRatio=-0.189927401433293|RSquared=0.821687902123144|BetaMonths=6|Beta=1.51391993209927
|
||||
Symbol=QCOM|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.269999980926514|ProfitMarginSlope=0.613431930541992|PriceSlope=0.00209197858270233|Volatility=9.65721988677979|Volume=0|Violation=False|Slope=0.00209197858270233|Score=1.3228190995674|AnnualizedReturn=1.69414570146484|SharpeRatio=-0.256324472547996|RSquared=0.780817788236059|BetaMonths=6|Beta=1.87472396576329
|
||||
Symbol=NVMI|AnalysisDate=5/22/2024 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=1.31694984436035|PriceSlope=0.00236234564994447|Volatility=10.3984889984131|Volume=0|Violation=False|Slope=0.00236234564994447|Score=1.29790770924847|AnnualizedReturn=1.81359507349797|SharpeRatio=0.0456874911138376|RSquared=0.715654628872106|BetaMonths=6|Beta=4.88675928981202
|
||||
Symbol=ESAB|AnalysisDate=12/14/2023 12:00:00 AM|EPSSlope=0.0349999666213989|ProfitMarginSlope=0.250476837158203|PriceSlope=0.00162973715895437|Volatility=2.4698178768158|Volume=0|Violation=False|Slope=0.00162973715895437|Score=1.25966101728851|AnnualizedReturn=1.50786352383785|SharpeRatio=-0.100133068197843|RSquared=0.835394581389165|BetaMonths=6|Beta=1.70094773557852
|
||||
Symbol=HWM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.114999949932098|ProfitMarginSlope=0.31367015838623|PriceSlope=0.00194231090434206|Volatility=6.49257802963257|Volume=0|Violation=False|Slope=0.00194231090434206|Score=1.24289475715014|AnnualizedReturn=1.63143883758674|SharpeRatio=-0.208187083323765|RSquared=0.761839628011221|BetaMonths=6|Beta=2.43335478801686
|
||||
Symbol=ICLR|AnalysisDate=3/18/2024 12:00:00 AM|EPSSlope=0.589999914169312|ProfitMarginSlope=0.362802505493164|PriceSlope=0.00159352468860532|Volatility=5.87974739074707|Volume=0|Violation=False|Slope=0.00159352468860532|Score=1.16303101099545|AnnualizedReturn=1.49416604464448|SharpeRatio=-0.197420002988057|RSquared=0.778381368766937|BetaMonths=6|Beta=0.66217174446903
|
||||
@@ -151,6 +156,7 @@ Symbol=RDNT|AnalysisDate=12/14/2023 12:00:00 AM|EPSSlope=0.120000004768372|Profi
|
||||
Symbol=URI|AnalysisDate=2/28/2024 12:00:00 AM|EPSSlope=0.430000305175781|ProfitMarginSlope=0.901739120483398|PriceSlope=0.002022955917901|Volatility=13.156928062439|Volume=0|Violation=False|Slope=0.002022955917901|Score=1.10877428481026|AnnualizedReturn=1.66493301486544|SharpeRatio=-0.107636746436264|RSquared=0.665957293723235|BetaMonths=6|Beta=2.44302787711302
|
||||
Symbol=AMD|AnalysisDate=12/7/2023 12:00:00 AM|EPSSlope=0.0749999955296516|ProfitMarginSlope=1.64666175842285|PriceSlope=0.00207910648359061|Volatility=2.73382687568665|Volume=0|Violation=False|Slope=0.00207910648359061|Score=1.09735936961719|AnnualizedReturn=1.68865918749998|SharpeRatio=-0.0275721429225287|RSquared=0.649840641462894|BetaMonths=6|Beta=0.944397430142836
|
||||
Symbol=RAMP|AnalysisDate=12/22/2023 12:00:00 AM|EPSSlope=0.264999985694885|ProfitMarginSlope=1.73548889160156|PriceSlope=0.00162597659240206|Volatility=1.19441902637482|Volume=0|Violation=False|Slope=0.00162597659240206|Score=1.07675768584491|AnnualizedReturn=1.50643525457804|SharpeRatio=-0.127902261843201|RSquared=0.714771964193387|BetaMonths=6|Beta=1.86540403725401
|
||||
Symbol=PRMW|AnalysisDate=5/24/2024 12:00:00 AM|EPSSlope=0.0599999874830246|ProfitMarginSlope=1.15431976318359|PriceSlope=0.00157435496869543|Volatility=0.817748606204987|Volume=0|Violation=False|Slope=0.00157435496869543|Score=1.06331977144258|AnnualizedReturn=1.48696547915033|SharpeRatio=-0.345359143262464|RSquared=0.715093784188029|BetaMonths=6|Beta=0.963908694849124
|
||||
Symbol=STRA|AnalysisDate=4/25/2024 12:00:00 AM|EPSSlope=0.430000066757202|ProfitMarginSlope=2.66930389404297|PriceSlope=0.00152479506046695|Volatility=5.0346417427063|Volume=0|Violation=False|Slope=0.00152479506046695|Score=1.05337573121181|AnnualizedReturn=1.46851010857369|SharpeRatio=-0.433925175724424|RSquared=0.717309145549506|BetaMonths=6|Beta=0.803064075389593
|
||||
Symbol=CRM|AnalysisDate=1/18/2024 12:00:00 AM|EPSSlope=0.51500004529953|ProfitMarginSlope=0.526821136474609|PriceSlope=0.00148270018205294|Volatility=7.87914657592773|Volume=0|Violation=False|Slope=0.00148270018205294|Score=1.0387338711285|AnnualizedReturn=1.45301461912677|SharpeRatio=0.0513663331602581|RSquared=0.714881913406178|BetaMonths=6|Beta=2.0508840753371
|
||||
Symbol=PLUS|AnalysisDate=12/15/2023 12:00:00 AM|EPSSlope=0.0750000476837158|ProfitMarginSlope=1.29252243041992|PriceSlope=0.00164069295716807|Volatility=4.47330045700073|Volume=0|Violation=False|Slope=0.00164069295716807|Score=1.02744892394636|AnnualizedReturn=1.51203227768739|SharpeRatio=-0.279781857170612|RSquared=0.679515205533718|BetaMonths=6|Beta=1.18127132017602
|
||||
@@ -161,6 +167,7 @@ Symbol=BELFB|AnalysisDate=12/15/2023 12:00:00 AM|EPSSlope=0.144999980926514|Prof
|
||||
Symbol=AZEK|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.155000001192093|ProfitMarginSlope=6.05526351928711|PriceSlope=0.0016078297137117|Volatility=1.71989405155182|Volume=0|Violation=False|Slope=0.0016078297137117|Score=0.96882456089898|AnnualizedReturn=1.49956203357142|SharpeRatio=0.0171034927042976|RSquared=0.646071679069911|BetaMonths=6|Beta=3.08248142545168
|
||||
Symbol=SHOP|AnalysisDate=12/14/2023 12:00:00 AM|EPSSlope=0.33500000834465|ProfitMarginSlope=1.93716239929199|PriceSlope=0.00207908457713798|Volatility=1.65399944782257|Volume=0|Violation=False|Slope=0.00207908457713798|Score=0.959090673848454|AnnualizedReturn=1.68864986540747|SharpeRatio=0.056628912901861|RSquared=0.56796301796822|BetaMonths=6|Beta=3.22406120561901
|
||||
Symbol=TREX|AnalysisDate=12/19/2023 12:00:00 AM|EPSSlope=0.235000014305115|ProfitMarginSlope=1.76225471496582|PriceSlope=0.00166375303636979|Volatility=3.72914838790894|Volume=0|Violation=False|Slope=0.00166375303636979|Score=0.928687492447371|AnnualizedReturn=1.52084448857221|SharpeRatio=-0.0531042653229866|RSquared=0.610639351640243|BetaMonths=6|Beta=3.69000850904352
|
||||
Symbol=CAAP|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.350000023841858|ProfitMarginSlope=0.523788452148438|PriceSlope=0.00162714900838572|Volatility=0.510711193084717|Volume=0|Violation=False|Slope=0.00162714900838572|Score=0.922880207723667|AnnualizedReturn=1.50688039486312|SharpeRatio=-0.0845472940369628|RSquared=0.612444233045781|BetaMonths=6|Beta=4.52314251657663
|
||||
Symbol=HEES|AnalysisDate=3/25/2024 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=0.780900955200195|PriceSlope=0.0014143844920517|Volatility=2.3128137588501|Volume=0|Violation=False|Slope=0.0014143844920517|Score=0.87326764964893|AnnualizedReturn=1.42821425616953|SharpeRatio=-0.325452782283275|RSquared=0.611440227456509|BetaMonths=6|Beta=1.92038002530975
|
||||
Symbol=PSTG|AnalysisDate=2/9/2024 12:00:00 AM|EPSSlope=0.109999999403954|ProfitMarginSlope=1.1590461730957|PriceSlope=0.00186406335257296|Volatility=1.28643333911896|Volume=0|Violation=False|Slope=0.00186406335257296|Score=0.855915295996072|AnnualizedReturn=1.59958459090009|SharpeRatio=-0.106244824974337|RSquared=0.535085984739605|BetaMonths=6|Beta=0.380946010258454
|
||||
Symbol=BECN|AnalysisDate=4/4/2024 12:00:00 AM|EPSSlope=0.294999957084656|ProfitMarginSlope=0.167166709899902|PriceSlope=0.00137471320002796|Volatility=4.53235721588135|Volume=0|Violation=False|Slope=0.00137471320002796|Score=0.835201546765867|AnnualizedReturn=1.4140072947496|SharpeRatio=-0.0399407750606223|RSquared=0.590662827460004|BetaMonths=6|Beta=1.27127475196935
|
||||
@@ -169,6 +176,7 @@ Symbol=BHE|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.01500004529953|ProfitMa
|
||||
Symbol=FRPT|AnalysisDate=3/21/2024 12:00:00 AM|EPSSlope=0.185000032186508|ProfitMarginSlope=1.15147018432617|PriceSlope=0.00167281556209074|Volatility=1.78585720062256|Volume=0|Violation=False|Slope=0.00167281556209074|Score=0.763159565586275|AnnualizedReturn=1.52432169606687|SharpeRatio=0.0152287689596749|RSquared=0.500655188176758|BetaMonths=6|Beta=3.14163526026248
|
||||
Symbol=TEVA|AnalysisDate=2/26/2024 12:00:00 AM|EPSSlope=0.740000009536743|ProfitMarginSlope=3.93594932556152|PriceSlope=0.00134426338576597|Volatility=0.448272973299026|Volume=0|Violation=False|Slope=0.00134426338576597|Score=0.636468265347231|AnnualizedReturn=1.40319863970666|SharpeRatio=-0.286626985020246|RSquared=0.453583867128239|BetaMonths=6|Beta=0.799773787663302
|
||||
Symbol=ZEUS|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.159124374389648|PriceSlope=0.00119647791387009|Volatility=1.73479795455933|Volume=0|Violation=False|Slope=0.00119647791387009|Score=0.599340551928095|AnnualizedReturn=1.35190192498129|SharpeRatio=-0.0218175504906247|RSquared=0.443331384365318|BetaMonths=6|Beta=1.34831356661587
|
||||
Symbol=THC|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=10.0200004577637|ProfitMarginSlope=0.0119285583496094|PriceSlope=0.00175513400393941|Volatility=5.70442628860474|Volume=0|Violation=False|Slope=0.00175513400393941|Score=0.59863950616993|AnnualizedReturn=1.55627285799727|SharpeRatio=-0.0357705195684576|RSquared=0.384662305902002|BetaMonths=6|Beta=4.84387523021976
|
||||
Symbol=HY|AnalysisDate=5/8/2024 12:00:00 AM|EPSSlope=0.494999885559082|ProfitMarginSlope=1.13437271118164|PriceSlope=0.00139986218468655|Volatility=3.6428747177124|Volume=0|Violation=False|Slope=0.00139986218468655|Score=0.567785391675556|AnnualizedReturn=1.42299708489258|SharpeRatio=-0.287333977299929|RSquared=0.399006714562889|BetaMonths=6|Beta=0.92880337116679
|
||||
Symbol=REVG|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.0499999970197678|ProfitMarginSlope=0.935619354248047|PriceSlope=0.00112714083144672|Volatility=0.936000764369965|Volume=0|Violation=False|Slope=0.00112714083144672|Score=0.55621867368835|AnnualizedReturn=1.32848539097348|SharpeRatio=-0.293433163386969|RSquared=0.418686330664704|BetaMonths=6|Beta=0.779901048106458
|
||||
Symbol=NX|AnalysisDate=12/14/2023 12:00:00 AM|EPSSlope=0.600000023841858|ProfitMarginSlope=3.22920036315918|PriceSlope=0.0012156236089403|Volatility=1.23710608482361|Volume=0|Violation=False|Slope=0.0012156236089403|Score=0.552894723206573|AnnualizedReturn=1.35844022672908|SharpeRatio=-0.209648865500464|RSquared=0.40700703080463|BetaMonths=6|Beta=2.7069411277261
|
||||
@@ -176,6 +184,7 @@ Symbol=ITRI|AnalysisDate=5/3/2024 12:00:00 AM|EPSSlope=0.239999949932098|ProfitM
|
||||
Symbol=CENX|AnalysisDate=4/16/2024 12:00:00 AM|EPSSlope=0.759999990463257|ProfitMarginSlope=2.46399593353271|PriceSlope=0.00189971882066459|Volatility=1.01755428314209|Volume=0|Violation=False|Slope=0.00189971882066459|Score=0.52955234625557|AnnualizedReturn=1.61402190690562|SharpeRatio=0.00630298731532549|RSquared=0.328094893873417|BetaMonths=6|Beta=2.6224191990344
|
||||
Symbol=ERJ|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.259999990463257|ProfitMarginSlope=1.08230638504028|PriceSlope=0.00106923812949149|Volatility=1.28511679172516|Volume=0|Violation=False|Slope=0.00106923812949149|Score=0.508896575951028|AnnualizedReturn=1.30924156119663|SharpeRatio=0.00454981981354075|RSquared=0.388695708289235|BetaMonths=6|Beta=1.12933130707266
|
||||
Symbol=RYAAY|AnalysisDate=12/19/2023 12:00:00 AM|EPSSlope=1.21999979019165|ProfitMarginSlope=21.8258514404297|PriceSlope=0.000904757992554481|Volatility=4.73512697219849|Volume=0|Violation=False|Slope=0.000904757992554481|Score=0.508559823485461|AnnualizedReturn=1.25608408708825|SharpeRatio=-0.0758387373849646|RSquared=0.404877212213048|BetaMonths=6|Beta=0.537806032816142
|
||||
Symbol=MNDY|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.220000013709068|ProfitMarginSlope=0.220191955566406|PriceSlope=0.00117810059532791|Volatility=19.0555572509766|Volume=0|Violation=False|Slope=0.00117810059532791|Score=0.47679146483354|AnnualizedReturn=1.34565562796597|SharpeRatio=0.0118266294455479|RSquared=0.354319080546807|BetaMonths=6|Beta=5.99781706137741
|
||||
Symbol=DVA|AnalysisDate=3/5/2024 12:00:00 AM|EPSSlope=0.514999866485596|ProfitMarginSlope=0.271597862243652|PriceSlope=0.00107258475287879|Volatility=4.6066722869873|Volume=0|Violation=False|Slope=0.00107258475287879|Score=0.470362167259033|AnnualizedReturn=1.31034617460244|SharpeRatio=-0.0840636504701466|RSquared=0.358960232323143|BetaMonths=6|Beta=3.12139650224771
|
||||
Symbol=KRO|AnalysisDate=5/10/2024 12:00:00 AM|EPSSlope=0.0600000023841858|ProfitMarginSlope=1.97308254241943|PriceSlope=0.00120024931998847|Volatility=0.479305744171143|Volume=0|Violation=False|Slope=0.00120024931998847|Score=0.458255830885214|AnnualizedReturn=1.35318737566727|SharpeRatio=-0.182419343126205|RSquared=0.33864920640369|BetaMonths=6|Beta=2.66308947753423
|
||||
Symbol=PNTG|AnalysisDate=3/19/2024 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=0.256718635559082|PriceSlope=0.00115512164101161|Volatility=0.605867862701416|Volume=0|Violation=False|Slope=0.00115512164101161|Score=0.438485197035373|AnnualizedReturn=1.33788586253553|SharpeRatio=-0.266780637458695|RSquared=0.327744846787129|BetaMonths=6|Beta=2.32951359768655
|
||||
@@ -184,6 +193,7 @@ Symbol=STNE|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.0700000077486038|Prof
|
||||
Symbol=MLNK|AnalysisDate=12/21/2023 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.463153839111328|PriceSlope=0.00101203950635213|Volatility=1.54830455780029|Volume=0|Violation=False|Slope=0.00101203950635213|Score=0.421145038714849|AnnualizedReturn=1.29050544001644|SharpeRatio=-0.125294764101559|RSquared=0.326341157236412|BetaMonths=6|Beta=2.04679336686061
|
||||
Symbol=JELD|AnalysisDate=12/28/2023 12:00:00 AM|EPSSlope=0.449999988079071|ProfitMarginSlope=0.890069007873535|PriceSlope=0.00118595859135882|Volatility=0.89388632774353|Volume=0|Violation=False|Slope=0.00118595859135882|Score=0.402784242482121|AnnualizedReturn=1.34832295549438|SharpeRatio=-0.000322018835430665|RSquared=0.298729796775162|BetaMonths=6|Beta=4.32299053915821
|
||||
Symbol=ASML|AnalysisDate=3/7/2024 12:00:00 AM|EPSSlope=0.449999809265137|ProfitMarginSlope=0.0100250244140625|PriceSlope=0.00097196036378699|Volatility=38.5083808898926|Volume=0|Violation=False|Slope=0.00097196036378699|Score=0.380310758482767|AnnualizedReturn=1.2775370078952|SharpeRatio=-0.083178801726235|RSquared=0.297690600062808|BetaMonths=6|Beta=2.11992387098915
|
||||
Symbol=LPX|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.605000019073486|ProfitMarginSlope=0.081202507019043|PriceSlope=0.000934774454541428|Volatility=8.17436504364014|Volume=0|Violation=False|Slope=0.000934774454541428|Score=0.326970930107922|AnnualizedReturn=1.26562131859542|SharpeRatio=-0.225816702301543|RSquared=0.258348153040591|BetaMonths=6|Beta=1.69197602281854
|
||||
Symbol=VVI|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=11.447904586792|PriceSlope=0.00104963475437201|Volatility=0.765416979789734|Volume=0|Violation=False|Slope=0.00104963475437201|Score=0.315718939458451|AnnualizedReturn=1.30278979088462|SharpeRatio=-0.159694460327357|RSquared=0.242340661300447|BetaMonths=6|Beta=2.60992689224187
|
||||
Symbol=FSM|AnalysisDate=5/17/2024 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=2.1458740234375|PriceSlope=0.00114232675475854|Volatility=0.36778461933136|Volume=0|Violation=False|Slope=0.00114232675475854|Score=0.311411118815547|AnnualizedReturn=1.33357904896812|SharpeRatio=-0.107612530156128|RSquared=0.233515305340548|BetaMonths=6|Beta=2.7082223787038
|
||||
Symbol=CRAI|AnalysisDate=4/3/2024 12:00:00 AM|EPSSlope=0.214999914169312|ProfitMarginSlope=0.1236572265625|PriceSlope=0.000745453668438643|Volatility=3.84769558906555|Volume=0|Violation=False|Slope=0.000745453668438643|Score=0.292500990163113|AnnualizedReturn=1.20665772201403|SharpeRatio=-0.2391791833299|RSquared=0.24240593237567|BetaMonths=6|Beta=1.18630837170006
|
||||
@@ -192,17 +202,6 @@ Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|Profit
|
||||
Symbol=MUX|AnalysisDate=4/26/2024 12:00:00 AM|EPSSlope=1.79499983787537|ProfitMarginSlope=16.6654930114746|PriceSlope=0.000450635889337564|Volatility=0.42183917760849|Volume=0|Violation=False|Slope=0.000450635889337564|Score=0.0526349865145864|AnnualizedReturn=1.12025937589204|SharpeRatio=-0.129216812259056|RSquared=0.0469846427062254|BetaMonths=6|Beta=2.05925936443511
|
||||
Symbol=TGB|AnalysisDate=4/3/2024 12:00:00 AM|EPSSlope=0.0899999961256981|ProfitMarginSlope=12.9627561569214|PriceSlope=0.000189206722761466|Volatility=0.169696688652039|Volume=0|Violation=False|Slope=0.000189206722761466|Score=0.00944988229061901|AnnualizedReturn=1.04883507315961|SharpeRatio=-0.143638023784294|RSquared=0.00900988394881881|BetaMonths=6|Beta=2.34862441361982
|
||||
Symbol=SIGA|AnalysisDate=3/26/2024 12:00:00 AM|EPSSlope=0.514999985694885|ProfitMarginSlope=1.93044662475586|PriceSlope=2.45024138956762E-06|Volatility=1.61271977424622|Volume=0|Violation=False|Slope=2.45024138956762E-06|Score=2.42105155098967E-06|AnnualizedReturn=1.00061765149834|SharpeRatio=-0.619522729780235|RSquared=2.41955710791664E-06|BetaMonths=6|Beta=0.124166976785735
|
||||
Symbol=SB|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=6.00405120849609|PriceSlope=0.00218166496671627|Volatility=0.210886523127556|Volume=0|Violation=False|Slope=0.00218166496671627|Score=1.37792292142758|AnnualizedReturn=1.73287100180469|SharpeRatio=-0.225703113518945|RSquared=0.795167626437603|BetaMonths=6|Beta=3.45136780091007
|
||||
Symbol=WAB|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.299999952316284|ProfitMarginSlope=0.790172576904297|PriceSlope=0.00188105395761849|Volatility=3.09684944152832|Volume=0|Violation=False|Slope=0.00188105395761849|Score=1.34201542739854|AnnualizedReturn=1.60644810726724|SharpeRatio=-0.13096952814657|RSquared=0.835392952519001|BetaMonths=6|Beta=1.37331041726406
|
||||
Symbol=QCOM|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.269999980926514|ProfitMarginSlope=0.613431930541992|PriceSlope=0.00209197858270233|Volatility=9.65721988677979|Volume=0|Violation=False|Slope=0.00209197858270233|Score=1.3228190995674|AnnualizedReturn=1.69414570146484|SharpeRatio=-0.256324472547996|RSquared=0.780817788236059|BetaMonths=6|Beta=1.87472396576329
|
||||
Symbol=CAAP|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.350000023841858|ProfitMarginSlope=0.523788452148438|PriceSlope=0.00162714900838572|Volatility=0.510711193084717|Volume=0|Violation=False|Slope=0.00162714900838572|Score=0.922880207723667|AnnualizedReturn=1.50688039486312|SharpeRatio=-0.0845472940369628|RSquared=0.612444233045781|BetaMonths=6|Beta=4.52314251657663
|
||||
Symbol=THC|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=10.0200004577637|ProfitMarginSlope=0.0119285583496094|PriceSlope=0.00175513400393941|Volatility=5.70442628860474|Volume=0|Violation=False|Slope=0.00175513400393941|Score=0.59863950616993|AnnualizedReturn=1.55627285799727|SharpeRatio=-0.0357705195684576|RSquared=0.384662305902002|BetaMonths=6|Beta=4.84387523021976
|
||||
Symbol=MNDY|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.220000013709068|ProfitMarginSlope=0.220191955566406|PriceSlope=0.00117810059532791|Volatility=19.0555572509766|Volume=0|Violation=False|Slope=0.00117810059532791|Score=0.47679146483354|AnnualizedReturn=1.34565562796597|SharpeRatio=0.0118266294455479|RSquared=0.354319080546807|BetaMonths=6|Beta=5.99781706137741
|
||||
Symbol=LPX|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.605000019073486|ProfitMarginSlope=0.081202507019043|PriceSlope=0.000934774454541428|Volatility=8.17436504364014|Volume=0|Violation=False|Slope=0.000934774454541428|Score=0.326970930107922|AnnualizedReturn=1.26562131859542|SharpeRatio=-0.225816702301543|RSquared=0.258348153040591|BetaMonths=6|Beta=1.69197602281854
|
||||
Symbol=LMB|AnalysisDate=5/21/2024 12:00:00 AM|EPSSlope=0.180000066757202|ProfitMarginSlope=0.837970733642578|PriceSlope=0.00303973136288908|Volatility=2.44084787368774|Volume=0|Violation=False|Slope=0.00303973136288908|Score=1.74214054458443|AnnualizedReturn=2.15117091054207|SharpeRatio=0.258412990025846|RSquared=0.809856871923502|BetaMonths=6|Beta=4.36935340697275
|
||||
Symbol=NVMI|AnalysisDate=5/22/2024 12:00:00 AM|EPSSlope=0.0299999713897705|ProfitMarginSlope=1.31694984436035|PriceSlope=0.00236234564994447|Volatility=10.3984889984131|Volume=0|Violation=False|Slope=0.00236234564994447|Score=1.29790770924847|AnnualizedReturn=1.81359507349797|SharpeRatio=0.0456874911138376|RSquared=0.715654628872106|BetaMonths=6|Beta=4.88675928981202
|
||||
Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252
|
||||
Symbol=PRMW|AnalysisDate=5/24/2024 12:00:00 AM|EPSSlope=0.0599999874830246|ProfitMarginSlope=1.15431976318359|PriceSlope=0.00157435496869543|Volatility=0.817748606204987|Volume=0|Violation=False|Slope=0.00157435496869543|Score=1.06331977144258|AnnualizedReturn=1.48696547915033|SharpeRatio=-0.345359143262464|RSquared=0.715093784188029|BetaMonths=6|Beta=0.963908694849124
|
||||
TotalStopLimits=153
|
||||
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
|
||||
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
|
||||
|
||||
Reference in New Issue
Block a user