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Sean
2025-06-02 13:06:27 -04:00
parent 863f7cc703
commit 57cd3ab450
3 changed files with 32 additions and 26 deletions
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25
Sessions/CM20191031.TXT
View File

@@ -1,19 +1,19 @@
CMSESSIONv1.00
LastUpdated=5/1/2025 11:20:12 AM
TradeDate=5/30/2025
LastUpdated=6/2/2025 12:41:47 PM
TradeDate=6/30/2025
StartDate=10/31/2019
AnalysisDate=1/1/0001
Cycle=67
CashBalance=14528.95
AnalysisDate=5/30/2025
Cycle=68
CashBalance=15565.82
NonTradeableCash=13400.66
DayCount=90|AnalysisDate=5/1/2025|TradeDate=5/1/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
DayCount=90|AnalysisDate=6/2/2025|TradeDate=6/2/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=IPCC,YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=5
Slot=0|Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840001|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|Score=0|CNNPrediction=False
Slot=1|Symbol=AS|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=56|PurchasePrice=30.51|Beta=5.05161254864165|BetaMonths=6|SharpeRatio=0.22720363752712|RiskAdjustedWeight=0.192948394685856|RiskAdjustedAllocation=1701.62732860614|TargetBetaOverBeta=0.197956591161944|Score=0|CNNPrediction=True
Slot=1|Symbol=TPR|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=23|PurchasePrice=86.71|Beta=4.24984207478878|BetaMonths=6|SharpeRatio=0.120466159815884|RiskAdjustedWeight=0.229349823989348|RiskAdjustedAllocation=2022.65444574798|TargetBetaOverBeta=0.23530286123625|Score=0|CNNPrediction=False
Slot=1|Symbol=ICAGY|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=580|PurchasePrice=8.77|Beta=1.6872036115245|BetaMonths=6|SharpeRatio=0.328533198045101|RiskAdjustedWeight=0.577701781324797|RiskAdjustedAllocation=5094.79822564589|TargetBetaOverBeta=0.592696692426136|Score=0|CNNPrediction=True
Slot=0|Symbol=IEFA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=78.92|Beta=0.254140184840003|BetaMonths=6|SharpeRatio=-1.05606617528163|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=3.93483620321423|Score=0|CNNPrediction=False
Slot=1|Symbol=RNMBY|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=419.47|Beta=0.789494773969127|BetaMonths=6|SharpeRatio=0.367131287912072|RiskAdjustedWeight=0.450116030717742|RiskAdjustedAllocation=3806.2306685126|TargetBetaOverBeta=1.26663283022454|Score=0|CNNPrediction=True
Slot=1|Symbol=PLMR|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=171.47|Beta=1.16532346298088|BetaMonths=6|SharpeRatio=0.127815268647332|RiskAdjustedWeight=0.304949025073578|RiskAdjustedAllocation=2578.68250041493|TargetBetaOverBeta=0.858130838146875|Score=0|CNNPrediction=False
Slot=1|Symbol=KEP|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=187|PurchasePrice=11.05|Beta=1.45085159277485|BetaMonths=6|SharpeRatio=-0.221563698975632|RiskAdjustedWeight=0.244934944208681|RiskAdjustedAllocation=2071.19683107247|TargetBetaOverBeta=0.689250371974594|Score=0|CNNPrediction=True
Slot=2|Symbol=IEFA|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=75.77|Beta=0.772923039287417|BetaMonths=6|SharpeRatio=-1.00360236221581|RiskAdjustedWeight=1|RiskAdjustedAllocation=1000|TargetBetaOverBeta=1.29378987191523|Score=0|CNNPrediction=False
TotalPositions=164
TotalPositions=167
Symbol=CLDR|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=124|PurchasePrice=8.56|Beta=0.482592987013072|BetaMonths=36|SharpeRatio=-0.248675615247893|RiskAdjustedWeight=0.632894313054559|RiskAdjustedAllocation=1054.82385509093|TargetBetaOverBeta=2.07213951903721|CurrentPrice=10.36|Score=0|CNNPrediction=False
Symbol=RH|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=181.92|Beta=1.3764249979282|BetaMonths=36|SharpeRatio=0.124651578968104|RiskAdjustedWeight=0.221901198728824|RiskAdjustedAllocation=369.835331214706|TargetBetaOverBeta=0.726519789676302|CurrentPrice=210.25|Score=0|CNNPrediction=False
Symbol=VC|PurchaseDate=10/31/2019 12:00:00 AM|SellDate=1/31/2020 12:00:00 AM|Shares=2|PurchasePrice=93.22|Beta=2.10344983651568|BetaMonths=36|SharpeRatio=-0.0621291508319681|RiskAdjustedWeight=0.145204488216617|RiskAdjustedAllocation=242.007480361029|TargetBetaOverBeta=0.475409483335472|CurrentPrice=80.34|Score=0|CNNPrediction=False
@@ -178,3 +178,6 @@ Symbol=FIX|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=3/31/2025 12:00:00 AM|Shar
Symbol=SMWB|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=4/30/2025 12:00:00 AM|Shares=206|PurchasePrice=16.45|Beta=3.38499371733422|BetaMonths=6|SharpeRatio=0.278304196572116|RiskAdjustedWeight=0.297224436836141|RiskAdjustedAllocation=3342.31910911496|TargetBetaOverBeta=0.295421523200796|CurrentPrice=7.63|Score=0|CNNPrediction=True
Symbol=SOFI|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=4/30/2025 12:00:00 AM|Shares=165|PurchasePrice=14.95|Beta=4.33452144655686|BetaMonths=6|SharpeRatio=0.0332380177160441|RiskAdjustedWeight=0.232113940081606|RiskAdjustedAllocation=2610.14493183955|TargetBetaOverBeta=0.230705975810629|CurrentPrice=12.81|Score=0|CNNPrediction=True
Symbol=CRK|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=4/30/2025 12:00:00 AM|Shares=285|PurchasePrice=19.2|Beta=2.1376351968954|BetaMonths=6|SharpeRatio=0.195903755384412|RiskAdjustedWeight=0.470661623082253|RiskAdjustedAllocation=5292.63795904548|TargetBetaOverBeta=0.467806668533693|CurrentPrice=18.42|Score=0|CNNPrediction=True
Symbol=AS|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=56|PurchasePrice=30.51|Beta=5.05161254864165|BetaMonths=6|SharpeRatio=0.22720363752712|RiskAdjustedWeight=0.192948394685856|RiskAdjustedAllocation=1701.62732860614|TargetBetaOverBeta=0.197956591161944|CurrentPrice=36.58|Score=0|CNNPrediction=True
Symbol=TPR|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=23|PurchasePrice=86.71|Beta=4.24984207478878|BetaMonths=6|SharpeRatio=0.120466159815884|RiskAdjustedWeight=0.229349823989348|RiskAdjustedAllocation=2022.65444574798|TargetBetaOverBeta=0.23530286123625|CurrentPrice=78.65|Score=0|CNNPrediction=False
Symbol=ICAGY|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=580|PurchasePrice=8.77|Beta=1.6872036115245|BetaMonths=6|SharpeRatio=0.328533198045101|RiskAdjustedWeight=0.577701781324797|RiskAdjustedAllocation=5094.79822564589|TargetBetaOverBeta=0.592696692426136|CurrentPrice=8.92|Score=0|CNNPrediction=True

23
Sessions/MG20180131.TXT
View File

@@ -1,23 +1,23 @@
SESSIONv1.00
LastUpdated=5/1/2025 10:13:56 AM
TradeDate=5/30/2025
LastUpdated=6/2/2025 11:08:41 AM
TradeDate=6/30/2025
StartDate=1/1/2018
AnalysisDate=1/1/0001
Cycle=88
CashBalance=2128.63
AnalysisDate=5/30/2025
Cycle=89
CashBalance=2871.1
NonTradeableCash=8221.84
Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=TGE,VCISY,BIREF,CSRA,LSXMK,KKPNY,CNNE,EDR,GBTC,YOKU,PNY,RFMD,ASAZY,PSDO|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=SCOREINDICATOR|IncludeTradeMasterForSymbolsHeld=True
Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=TGE,VCISY,BIREF,CSRA,LSXMK,KKPNY,CNNE,EDR,GBTC,YOKU,PNY,RFMD,ASAZY,PSDO|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseCalcBeta=True|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
TotalActivePositions=9
Slot=0|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=116|PurchasePrice=15.98|CurrentPrice=16.25|Volume=894303|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|MaxDrawdown=-0.316917717456818|MaxUpside=0.11620020866394|Velocity=0.737122557726465|PE=19.2|Beta=0.61|SharpeRatio=0
Slot=0|Symbol=IDA|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=119.8|CurrentPrice=118.09|Volume=518598|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454183|Score=1.07472950038161|MaxDrawdown=-0.268241405487061|MaxUpside=0.126728534698486|Velocity=0.94109904573873|PE=21.5|Beta=0.56|SharpeRatio=0
Slot=0|Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=126|PurchasePrice=15|CurrentPrice=14.98|Volume=78408|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|MaxDrawdown=-0.296074509620667|MaxUpside=0.133792042732239|Velocity=1|PE=12.79|Beta=0.32|SharpeRatio=0
Slot=1|Symbol=TPB|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=29|PurchasePrice=70.69|CurrentPrice=70.3|Volume=194165|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-5.57768924302789|Score=2.43394590040634|MaxDrawdown=-0.655091881752014|MaxUpside=0.188713312149048|Velocity=0.978256324482542|PE=27.86|Beta=0.77|SharpeRatio=0
Slot=1|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=29|PurchasePrice=69.85|CurrentPrice=69.63|Volume=1124430|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|MaxDrawdown=-0.755848586559296|MaxUpside=0.763066291809082|Velocity=0.991884580703336|PE=0|Beta=0.42|SharpeRatio=0
Slot=1|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=74|PurchasePrice=27.25|CurrentPrice=27.41|Volume=61184300|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|MaxDrawdown=-0.326214373111725|MaxUpside=0.121193289756775|Velocity=1|PE=17.34|Beta=0.57|SharpeRatio=0
Slot=1|Symbol=MD|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=139|PurchasePrice=14.08|CurrentPrice=14.15|Volume=968608|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250995|Score=1.62539849908971|MaxDrawdown=-0.607080698013306|MaxUpside=0.481536149978638|Velocity=0.705103969754253|PE=8.44|Beta=0.29|SharpeRatio=0
Slot=1|Symbol=DORM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=128.48|CurrentPrice=129.31|Volume=226872|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.77290836653386|Score=1.29056261668071|MaxDrawdown=-0.388993918895721|MaxUpside=0.18491792678833|Velocity=0.725521958243341|PE=18.4|Beta=0.9|SharpeRatio=0
Slot=1|Symbol=PRIM|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=72.04|CurrentPrice=72.11|Volume=696997|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=0.796812749003983|Score=1.19417510965361|MaxDrawdown=-0.525440812110901|MaxUpside=0.554566025733948|Velocity=0.586961477091407|PE=20.37|Beta=1.51|SharpeRatio=0
Slot=2|Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.91|CurrentPrice=60.02|Volume=17335180|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|MaxDrawdown=-0.311915516853333|MaxUpside=0.136390447616577|Velocity=0.967136150234742|PE=9|Beta=0.58|SharpeRatio=0
Slot=2|Symbol=HURN|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=142.67|CurrentPrice=143.45|Volume=251319|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.78884462151395|Score=0.891226903818884|MaxDrawdown=-0.358138144016266|MaxUpside=0.259798169136047|Velocity=0.842480291085506|PE=23.5|Beta=0.37|SharpeRatio=0
Slot=2|Symbol=DRD|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15.62|CurrentPrice=15.47|Volume=952360|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-3.98406374501992|Score=0.618963838914248|MaxDrawdown=-0.469879508018494|MaxUpside=0.451048970222473|Velocity=1|PE=12.85|Beta=0.94|SharpeRatio=0
TotalPositions=228
TotalPositions=231
Symbol=LOPE|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=11|PurchasePrice=92.52|CurrentPrice=103.99|Volume=177499|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-13.1474103585657|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.919762641898865|PE=24.89|Beta=1.38|SharpeRatio=NaN
Symbol=MRCY|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=4/30/2018 12:00:00 AM|Shares=23|PurchasePrice=47.69|CurrentPrice=32.08|Volume=481172|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=-6.77290836653387|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0.74313408723748|PE=56.5|Beta=0.44|SharpeRatio=NaN
Symbol=SHV|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=5/31/2018 12:00:00 AM|Shares=35|PurchasePrice=110.21|CurrentPrice=110.26|Volume=0|Return1D=0|ZacksRank=|CumReturn252=0|IDIndicator=0|Score=NaN|MaxDrawdown=0|MaxUpside=0|Velocity=0|PE=0|Beta=0|SharpeRatio=NaN
@@ -246,3 +246,6 @@ Symbol=KGFHY|PurchaseDate=12/31/2024 12:00:00 AM|SellDate=3/31/2025 12:00:00 AM|
Symbol=VST|PurchaseDate=1/31/2025 12:00:00 AM|SellDate=4/30/2025 12:00:00 AM|Shares=19|PurchasePrice=157.5|CurrentPrice=137.67|Volume=12116000|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-21.1155378486056|Score=3.23198233800356|MaxDrawdown=-0.78746771812439|MaxUpside=-0.78746771812439|Velocity=0.878069106994038|PE=32.36|Beta=1.22|SharpeRatio=0
Symbol=POWL|PurchaseDate=1/31/2025 12:00:00 AM|SellDate=4/30/2025 12:00:00 AM|Shares=13|PurchasePrice=225.15|CurrentPrice=186.55|Volume=635075|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=-9.9601593625498|Score=2.12904433601194|MaxDrawdown=-0.781962156295776|MaxUpside=-0.781962156295776|Velocity=0.568276978290701|PE=21.28|Beta=0.86|SharpeRatio=0
Symbol=PRIM|PurchaseDate=1/31/2025 12:00:00 AM|SellDate=4/30/2025 12:00:00 AM|Shares=42|PurchasePrice=74.17|CurrentPrice=62.79|Volume=1092320|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-12.7490039840637|Score=2.08140965404384|MaxDrawdown=-0.638485372066498|MaxUpside=-0.638485372066498|Velocity=0.799523890494814|PE=28.14|Beta=1.15|SharpeRatio=0
Symbol=TPB|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=29|PurchasePrice=70.69|CurrentPrice=73.94|Volume=194165|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-5.57768924302789|Score=2.43394590040634|MaxDrawdown=-0.655091881752014|MaxUpside=0.188713312149048|Velocity=0.978256324482542|PE=27.86|Beta=0.77|SharpeRatio=0
Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=29|PurchasePrice=69.85|CurrentPrice=82.07|Volume=1124430|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|MaxDrawdown=-0.755848586559296|MaxUpside=0.763066291809082|Velocity=0.991884580703336|PE=0|Beta=0.42|SharpeRatio=0
Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=5/30/2025 12:00:00 AM|Shares=74|PurchasePrice=27.25|CurrentPrice=27.67|Volume=61184300|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|MaxDrawdown=-0.326214373111725|MaxUpside=0.121193289756775|Velocity=1|PE=17.34|Beta=0.57|SharpeRatio=0

10
Sessions/MGSH20250331.TXT
View File

@@ -1,10 +1,10 @@
MGSHSESSIONv2.00
LastUpdated=5/31/2025 8:50:33 AM
LastUpdated=6/2/2025 10:37:14 AM
TradeDate=6/2/2025
StartDate=3/31/2025
AnalysisDate=5/31/2025
Cycle=3
CashBalance=106.23
CashBalance=106.12
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
@@ -13,9 +13,9 @@ Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00
Slot=1|Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=178.12|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=143.25|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Price changed on 5/1/2025 from $182.71 to $179.06
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=15.95|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=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=15.9|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=14.58|LastStopAdjustment=5/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.86|CurrentPrice=28.86|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=0.855436777863499|Velocity=0.64871382636656|PE=19.45|Beta=0.548575877250374|InitialStopLimit=23.088|TrailingStopLimit=23.088|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=
Slot=2|Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=155.9|CurrentPrice=155.9|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.57768924302788|Score=1.11522978554358|Velocity=0.931148590947908|PE=24.22|Beta=1.11332610399226|InitialStopLimit=124.72|TrailingStopLimit=124.72|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.18|Comment=
Slot=2|Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=97|PurchasePrice=18.35|CurrentPrice=18.35|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=0.875136449074377|Velocity=0.614870509607352|PE=25.43|Beta=2.34322557152301|InitialStopLimit=14.68|TrailingStopLimit=14.68|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.67|Comment=
Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=28.86|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=0.855436777863499|Velocity=0.64871382636656|PE=19.45|Beta=0.548575877250374|InitialStopLimit=23.05|TrailingStopLimit=23.05|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
Slot=2|Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=155.9|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.57768924302788|Score=1.11522978554358|Velocity=0.931148590947908|PE=24.22|Beta=1.11332610399226|InitialStopLimit=125.23|TrailingStopLimit=125.23|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.18|Comment=Price changed on 6/2/2025 from $155.90 to $156.54
Slot=2|Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=18.35|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=0.875136449074377|Velocity=0.614870509607352|PE=25.43|Beta=2.34322557152301|InitialStopLimit=14.65|TrailingStopLimit=14.65|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.67|Comment=Price changed on 6/2/2025 from $18.35 to $18.31
TotalPositions=2
Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.16|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.