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Sean
2025-03-31 19:25:57 -04:00
parent c4a8146669
commit 8c6b822de1
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Sessions/MGSH20180131_UAT.txt
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MGSHSESSIONv2.00
LastUpdated=3/27/2025 7:59:24 PM
TradeDate=3/28/2025
LastUpdated=3/29/2025 11:30:34 PM
TradeDate=3/31/2025
StartDate=1/31/2018
AnalysisDate=3/27/2025
AnalysisDate=3/29/2025
Cycle=84
CashBalance=11473.0030941138
NonTradeableCash=0
HedgeCashBalance=3229.40000011921
Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=SCOREINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24
TotalActivePositions=3
Slot=0|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=69.63|CurrentPrice=64.51|Volume=1124430|Return1D=0|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|Velocity=0.991884580703336|PE=0|Beta=-0.502918106638706|InitialStopLimit=55.704|TrailingStopLimit=55.704|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=13.926|Comment=
Slot=0|Symbol=MIRM|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=47.57|CurrentPrice=46.08|Volume=513068|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=1.38929629908187|Velocity=0.760862354892206|PE=0|Beta=0.777833183452453|InitialStopLimit=38.056|TrailingStopLimit=38.056|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.514|Comment=
Slot=0|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=27.41|CurrentPrice=28.2|Volume=61184300|Return1D=0|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|Velocity=1|PE=17.34|Beta=0.580345111358186|InitialStopLimit=21.928|TrailingStopLimit=21.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.482|Comment=
Slot=0|Symbol=VRNA|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=69.63|CurrentPrice=62.7|Volume=1124430|Return1D=0|CumReturn252=0|IDIndicator=1.99203187250996|Score=2.09625721550647|Velocity=0.991884580703336|PE=0|Beta=-0.502918106638706|InitialStopLimit=55.704|TrailingStopLimit=55.704|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=13.926|Comment=
Slot=0|Symbol=MIRM|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=47.57|CurrentPrice=45.99|Volume=513068|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=1.38929629908187|Velocity=0.760862354892206|PE=0|Beta=0.777833183452453|InitialStopLimit=38.056|TrailingStopLimit=38.056|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.514|Comment=
Slot=0|Symbol=T|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=27.41|CurrentPrice=28.18|Volume=61184300|Return1D=0|CumReturn252=0|IDIndicator=-8.36653386454184|Score=1.3006010157327|Velocity=1|PE=17.34|Beta=0.580345111358186|InitialStopLimit=21.928|TrailingStopLimit=21.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.482|Comment=
TotalPositions=145
Symbol=RFP|PurchaseDate=1/31/2018 12:00:00 AM|SellDate=2/1/2018 12:00:00 AM|Shares=96|PurchasePrice=11.5|CurrentPrice=9.2|Volume=479697|Return1D=0|CumReturn252=0|IDIndicator=-4.38247011952191|Score=0.285782605839817|Velocity=0.955974842767296|PE=0|Beta=1.09176962827039|InitialStopLimit=9.2|TrailingStopLimit=9.2|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.3|Comment=Closed due to trailing stop.
Symbol=GSM|PurchaseDate=2/28/2018 12:00:00 AM|SellDate=3/23/2018 12:00:00 AM|Shares=79|PurchasePrice=16.16|CurrentPrice=12.928|Volume=778501|Return1D=0|CumReturn252=0|IDIndicator=0.398406374501988|Score=1.32657996730131|Velocity=0.844036697247706|PE=0|Beta=1.69497884335029|InitialStopLimit=12.928|TrailingStopLimit=12.928|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.232|Comment=Closed due to trailing stop.