Sean/marketdata
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Monthly

Browse Source
This commit is contained in:
Sean
2024-10-01 10:24:20 -04:00
parent 855e47f8f2
commit 863aa8f99e
1 changed files with 15 additions and 12 deletions
Download Patch File Download Diff File Expand all files Collapse all files

27
Sessions/MG20180131.txt
View File

@@ -1,23 +1,23 @@
SESSIONv1.00
LastUpdated=8/30/2024 9:33:37 AM
TradeDate=9/30/2024
LastUpdated=9/30/2024 8:41:49 PM
TradeDate=10/31/2024
StartDate=1/1/2018
AnalysisDate=8/30/2024
Cycle=80
CashBalance=2806.87
AnalysisDate=9/30/2024
Cycle=81
CashBalance=1911.50
NonTradeableCash=0
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
TotalActivePositions=9
Slot=0|Symbol=IDYA|PurchaseDate=7/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=68|PurchasePrice=43.11|CurrentPrice=43.05|Volume=1064449|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-8.76494023904382|Score=1.76419319591291|MaxDrawdown=-0.55293869972229|MaxUpside=-0.55293869972229|Velocity=0.828137178487919|PE=0|Beta=0.87|SharpeRatio=0
Slot=0|Symbol=ASND|PurchaseDate=7/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=133.56|CurrentPrice=133.5|Volume=368361|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-1.19521912350598|Score=1.41873744957976|MaxDrawdown=-0.459849417209625|MaxUpside=-0.459849417209625|Velocity=0.664246575342466|PE=0|Beta=0.63|SharpeRatio=0
Slot=0|Symbol=TRMD|PurchaseDate=7/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=76|PurchasePrice=38.63|CurrentPrice=38.68|Volume=334069|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-8.36653386454183|Score=1.40327836725264|MaxDrawdown=-0.414583384990692|MaxUpside=-0.414583384990692|Velocity=0.928819444444445|PE=4.75|Beta=0.2|SharpeRatio=0
Slot=1|Symbol=DYN|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=63|PurchasePrice=25.25|CurrentPrice=46.09|Volume=613341|Return1D=0|ZacksRank=3-Hold|CumReturn252=1.57131032977486|IDIndicator=-6.37450199203187|Score=3.48963258851003|MaxDrawdown=-0.814201533794403|MaxUpside=-0.814201533794403|Velocity=0.961387112641417|PE=0|Beta=1.07|SharpeRatio=0
Slot=1|Symbol=RXST|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=51|PurchasePrice=56.30|CurrentPrice=56.39|Volume=426702|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.871426097437507|IDIndicator=-6.77290836653386|Score=2.03089892104971|MaxDrawdown=-0.674755036830902|MaxUpside=-0.674755036830902|Velocity=0.770125027418293|PE=0|Beta=1.17|SharpeRatio=0
Slot=1|Symbol=FIX|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=352.94|CurrentPrice=353.52|Volume=445678|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0.671562690462451|IDIndicator=-8.36653386454183|Score=2.01150521656269|MaxDrawdown=-0.561878979206085|MaxUpside=-0.561878979206085|Velocity=1|PE=28.33|Beta=1.14|SharpeRatio=0
Slot=2|Symbol=GCT|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=30.68|CurrentPrice=30.68|Volume=5211300|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-6.37450199203187|Score=6.08168973519586|MaxDrawdown=-0.88296639919281|MaxUpside=-0.88296639919281|Velocity=0.669678147939017|PE=12.1|Beta=1.83|SharpeRatio=0
Slot=2|Symbol=KAI|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=295.17|CurrentPrice=295.17|Volume=232967|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.76494023904382|Score=1.50188260094501|MaxDrawdown=-0.453056156635284|MaxUpside=-0.453056156635284|Velocity=0.705003291639236|PE=29.31|Beta=1.24|SharpeRatio=0
Slot=2|Symbol=GLP|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=46.24|CurrentPrice=46.24|Volume=48551|Return1D=0|ZacksRank=5-Strong Sell|CumReturn252=0|IDIndicator=-7.56972111553785|Score=1.41474665336446|MaxDrawdown=-0.427272737026215|MaxUpside=-0.427272737026215|Velocity=0.802649611694838|PE=17.55|Beta=1.38|SharpeRatio=0
TotalPositions=206
Slot=1|Symbol=DYN|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=63|PurchasePrice=25.25|CurrentPrice=46.09|Volume=613341|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-6.37450199203187|Score=3.48963258851003|MaxDrawdown=-0.814201533794403|MaxUpside=-0.814201533794403|Velocity=0.961387112641417|PE=0|Beta=1.07|SharpeRatio=0
Slot=1|Symbol=RXST|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=51|PurchasePrice=56.3|CurrentPrice=56.39|Volume=426702|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-6.77290836653386|Score=2.03089892104971|MaxDrawdown=-0.674755036830902|MaxUpside=-0.674755036830902|Velocity=0.770125027418293|PE=0|Beta=1.17|SharpeRatio=0
Slot=1|Symbol=FIX|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=352.94|CurrentPrice=353.52|Volume=445678|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-8.36653386454183|Score=2.01150521656269|MaxDrawdown=-0.561878979206085|MaxUpside=-0.561878979206085|Velocity=1|PE=28.33|Beta=1.14|SharpeRatio=0
Slot=2|Symbol=TPC|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=110|PurchasePrice=27.02|CurrentPrice=27.16|Volume=548536|Return1D=0|ZacksRank=2-Buy|CumReturn252=1.20119984366465|IDIndicator=-4.78087649402391|Score=2.97131993287929|MaxDrawdown=-0.736542820930481|MaxUpside=-0.736542820930481|Velocity=0.956720977596741|PE=8.37|Beta=1.49|SharpeRatio=0
Slot=2|Symbol=SKYW|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=35|PurchasePrice=84.62|CurrentPrice=85.02|Volume=287550|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.649169921714929|IDIndicator=-5.1792828685259|Score=2.23834474066843|MaxDrawdown=-0.574982881546021|MaxUpside=-0.574982881546021|Velocity=0.938763257954773|PE=18.57|Beta=1.95|SharpeRatio=0
Slot=2|Symbol=GFF|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=42|PurchasePrice=70|CurrentPrice=70|Volume=414042|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.574729613406816|IDIndicator=-16.3346613545817|Score=1.6029009438188|MaxDrawdown=-0.486012578010559|MaxUpside=-0.486012578010559|Velocity=0.83528770111808|PE=18.1|Beta=1.29|SharpeRatio=0
TotalPositions=209
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
@@ -224,3 +224,6 @@ Symbol=AGIO|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=7/31/2024 12:00:00 AM|Sh
Symbol=ASPN|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 12:00:00 AM|Shares=93|PurchasePrice=30.69|CurrentPrice=28.04|Volume=1359814|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-1.19521912350597|Score=2.00567363512918|MaxDrawdown=-0.692178726196289|MaxUpside=-0.692178726196289|Velocity=0.97949979499795|PE=0|Beta=2.21|SharpeRatio=0
Symbol=CXW|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 12:00:00 AM|Shares=175|PurchasePrice=16.17|CurrentPrice=13.64|Volume=663529|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.7835965367254|MaxDrawdown=-0.482929885387421|MaxUpside=-0.482929885387421|Velocity=0.928934010152284|PE=26.27|Beta=0.88|SharpeRatio=0
Symbol=REVG|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 12:00:00 AM|Shares=102|PurchasePrice=27.5|CurrentPrice=31.64|Volume=1044723|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.76494023904382|Score=1.73339829543085|MaxDrawdown=-0.551380753517151|MaxUpside=-0.551380753517151|Velocity=0.977868375072802|PE=6.42|Beta=1.68|SharpeRatio=0
Symbol=GCT|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=9/30/2024 12:00:00 AM|Shares=92|PurchasePrice=30.68|CurrentPrice=22.89|Volume=5211300|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-6.37450199203187|Score=6.08168973519586|MaxDrawdown=-0.88296639919281|MaxUpside=-0.88296639919281|Velocity=0.669678147939017|PE=12.1|Beta=1.83|SharpeRatio=0
Symbol=KAI|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=9/30/2024 12:00:00 AM|Shares=9|PurchasePrice=295.17|CurrentPrice=338.57|Volume=232967|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.76494023904382|Score=1.50188260094501|MaxDrawdown=-0.453056156635284|MaxUpside=-0.453056156635284|Velocity=0.705003291639236|PE=29.31|Beta=1.24|SharpeRatio=0
Symbol=GLP|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=9/30/2024 12:00:00 AM|Shares=61|PurchasePrice=46.24|CurrentPrice=46.32|Volume=48551|Return1D=0|ZacksRank=5-Strong Sell|CumReturn252=0|IDIndicator=-7.56972111553785|Score=1.41474665336446|MaxDrawdown=-0.427272737026215|MaxUpside=-0.427272737026215|Velocity=0.802649611694838|PE=17.55|Beta=1.38|SharpeRatio=0