Daily
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CMTSESSIONv1.00
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LastUpdated=8/4/2025 9:57:38 PM
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TradeDate=8/4/2025
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LastUpdated=8/18/2025 8:09:26 PM
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TradeDate=8/18/2025
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StartDate=1/1/0001
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AnalysisDate=8/4/2025
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AnalysisDate=8/18/2025
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CashBalance=9361.48
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NonTradeableCash=6456.42
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/4/2025|BetaMonths=6|TradeDate=8/4/2025|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
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/18/2025|BetaMonths=6|TradeDate=8/18/2025|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
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PricingExceptions=0
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TotalActivePositions=0
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TotalPositions=128
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@@ -137,14 +137,12 @@ Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/11/2025 12:00:00 AM|Sh
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Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=7/25/2025 12:00:00 AM|Shares=159|PurchasePrice=12.63|CurrentPrice=11.62|Exposure=2008.17|MarketValue=1847.58|GainLoss=-160.59|GainLossPcnt=-0.0799683293745052|PositionRiskDecimal=0.12|R=1.5144|C=241.419|P=159.415610142631|InitialStopLimit=11.11|TrailingStopLimit=11.11|TotalRiskExposure=240.7896|RMultiple=-0.67R|Volatility=0.436734020709991|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
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Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/29/2025 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=637.19|Exposure=3245|MarketValue=3185.95|GainLoss=-59.0499999999997|GainLossPcnt=-0.0181972265023112|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.95230839555081|InitialStopLimit=571.12|TrailingStopLimit=637.615498352051|TotalRiskExposure=393.78|RMultiple=-0.15R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=7/3/2025 12:00:00 AM|Comment=Manual close.
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Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=251.29|Exposure=1368|MarketValue=1507.74|GainLoss=139.74|GainLossPcnt=0.102149122807018|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.66071890633086|InitialStopLimit=200.64|TrailingStopLimit=251.054641914368|TotalRiskExposure=166.9536|RMultiple=0.84R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=7/28/2025 12:00:00 AM|Comment=Manual close.
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TotalCandidates=58
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TotalCandidates=62
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Symbol=PLTR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0200000032782555|ProfitMarginSlope=0.320865631103516|PriceSlope=0.0074299551536233|Volatility=6.51536655426025|Volume=0|Violation=False|Slope=0.0074299551536233|Score=6.11409388477527|AnnualizedReturn=6.50355336268116|SharpeRatio=0.660606053256107|RSquared=0.940115894160154|BetaMonths=6|Beta=4.90935542401113
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Symbol=EAT|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.744999885559082|ProfitMarginSlope=0.091644287109375|PriceSlope=0.00445367257323815|Volatility=4.43336915969849|Volume=0|Violation=False|Slope=0.00445367257323815|Score=2.56228134702085|AnnualizedReturn=3.07198977999701|SharpeRatio=0.252601761938228|RSquared=0.834078734149741|BetaMonths=6|Beta=4.06681858237996
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Symbol=SGHC|AnalysisDate=5/2/2025 12:00:00 AM|EPSSlope=0.115000002086163|ProfitMarginSlope=2.35873985290527|PriceSlope=0.00427395862449113|Volatility=0.425111591815948|Volume=0|Violation=False|Slope=0.00427395862449113|Score=2.38568534788174|AnnualizedReturn=2.93596906241377|SharpeRatio=0.238211829209307|RSquared=0.812571691719524|BetaMonths=6|Beta=8.59348873312929
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Symbol=SFM|AnalysisDate=4/23/2025 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=0.0641002655029297|PriceSlope=0.00360615256358645|Volatility=6.23221302032471|Volume=0|Violation=False|Slope=0.00360615256358645|Score=2.22037511737051|AnnualizedReturn=2.48122017696957|SharpeRatio=0.344471769797401|RSquared=0.894872264049683|BetaMonths=6|Beta=3.3634006102018
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Symbol=PBI|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.529999971389771|ProfitMarginSlope=8.23810863494873|PriceSlope=0.00328707853229042|Volatility=0.761549234390259|Volume=0|Violation=False|Slope=0.00328707853229042|Score=1.99265117484619|AnnualizedReturn=2.28952366673464|SharpeRatio=0.235874736612309|RSquared=0.870334386055131|BetaMonths=6|Beta=1.93760551933142
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Symbol=SE|AnalysisDate=5/14/2025 12:00:00 AM|EPSSlope=0.28999999165535|ProfitMarginSlope=1.4859447479248|PriceSlope=0.00320175994587183|Volatility=9.89877319335938|Volume=0|Violation=False|Slope=0.00320175994587183|Score=1.97077145609689|AnnualizedReturn=2.24082366610097|SharpeRatio=0.264805434509748|RSquared=0.879485291908771|BetaMonths=6|Beta=2.05085007281311
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Symbol=HWM|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.100000023841858|ProfitMarginSlope=0.146227836608887|PriceSlope=0.00289697492464429|Volatility=2.93906354904175|Volume=0|Violation=False|Slope=0.00289697492464429|Score=1.95446634946965|AnnualizedReturn=2.07515880028122|SharpeRatio=0.257254647152215|RSquared=0.941839414508801|BetaMonths=6|Beta=1.80514220525624
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Symbol=TPR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=0.405666351318359|PriceSlope=0.00325783230568174|Volatility=5.51863718032837|Volume=0|Violation=False|Slope=0.00325783230568174|Score=1.82698653899432|AnnualizedReturn=2.27271179314813|SharpeRatio=0.102547010759166|RSquared=0.803879552393049|BetaMonths=6|Beta=3.86683594969366
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Symbol=IDCC|AnalysisDate=5/30/2025 12:00:00 AM|EPSSlope=0.284999847412109|ProfitMarginSlope=6.47400665283203|PriceSlope=0.00284739263541751|Volatility=3.00555038452148|Volume=0|Violation=False|Slope=0.00284739263541751|Score=1.80687848043956|AnnualizedReturn=2.04939154981187|SharpeRatio=0.243384936918712|RSquared=0.881665819596759|BetaMonths=6|Beta=1.12977875867691
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Symbol=NFLX|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.664999961853027|ProfitMarginSlope=1.0953197479248|PriceSlope=0.00240050950296441|Volatility=19.877721786499|Volume=0|Violation=False|Slope=0.00240050950296441|Score=1.6180709428454|AnnualizedReturn=1.83112108630266|SharpeRatio=0.245246589807048|RSquared=0.883650434124245|BetaMonths=6|Beta=2.36750966590708
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@@ -160,7 +158,6 @@ Symbol=NGD|AnalysisDate=3/31/2025 12:00:00 AM|EPSSlope=0.0499999970197678|Profit
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Symbol=CAE|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.729999959468842|ProfitMarginSlope=2.51131534576416|PriceSlope=0.00193669038964963|Volatility=1.25273513793945|Volume=0|Violation=False|Slope=0.00193669038964963|Score=1.32374274409558|AnnualizedReturn=1.62912975269067|SharpeRatio=-0.0200703091336783|RSquared=0.812545926381425|BetaMonths=6|Beta=0.0235897622583691
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Symbol=LINC|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=3.23651123046875|PriceSlope=0.00206919170623891|Volatility=1.68286395072937|Volume=0|Violation=False|Slope=0.00206919170623891|Score=1.31120872360738|AnnualizedReturn=1.68444529861664|SharpeRatio=0.0208921901765995|RSquared=0.778421670732921|BetaMonths=6|Beta=2.73454525066217
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Symbol=GILD|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=0.140000000596046|ProfitMarginSlope=1.17559432983398|PriceSlope=0.00184615920255908|Volatility=6.17145919799805|Volume=0|Violation=False|Slope=0.00184615920255908|Score=1.29889173876397|AnnualizedReturn=1.59238376859162|SharpeRatio=-0.332329823332815|RSquared=0.815690139766223|BetaMonths=6|Beta=0.441234377834799
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Symbol=FFIV|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=0.641941070556641|PriceSlope=0.00207132422591469|Volatility=10.3247270584106|Volume=0|Violation=False|Slope=0.00207132422591469|Score=1.27098761207093|AnnualizedReturn=1.68535075429952|SharpeRatio=-0.018005180488292|RSquared=0.754138335197285|BetaMonths=6|Beta=0.648138503836924
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Symbol=OLO|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.0149999996647239|ProfitMarginSlope=0.317811965942383|PriceSlope=0.00245639789329168|Volatility=0.417428612709045|Volume=0|Violation=False|Slope=0.00245639789329168|Score=1.23360969647557|AnnualizedReturn=1.85709282769422|SharpeRatio=0.175750842333947|RSquared=0.664269269731242|BetaMonths=6|Beta=1.78470570068805
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Symbol=OMAB|AnalysisDate=7/7/2025 12:00:00 AM|EPSSlope=0.605000019073486|ProfitMarginSlope=0.731782913208008|PriceSlope=0.00183097634815152|Volatility=3.0482234954834|Volume=0|Violation=False|Slope=0.00183097634815152|Score=1.1898885885241|AnnualizedReturn=1.58630282250914|SharpeRatio=-0.0384755995419756|RSquared=0.750101791183847|BetaMonths=6|Beta=0.667313316321258
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Symbol=CSV|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.445000052452087|ProfitMarginSlope=0.0478572845458984|PriceSlope=0.00166060088825421|Volatility=1.07321286201477|Volume=0|Violation=False|Slope=0.00166060088825421|Score=1.18291002015429|AnnualizedReturn=1.51963689862865|SharpeRatio=0.0742330983073361|RSquared=0.778416226416829|BetaMonths=6|Beta=1.29420141320002
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@@ -170,7 +167,6 @@ Symbol=DASH|AnalysisDate=2/19/2025 12:00:00 AM|EPSSlope=0.360000014305115|Profit
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Symbol=ETE|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.0599999725818634|ProfitMarginSlope=0.283024787902832|PriceSlope=0.00154705787680915|Volatility=0.376126796007156|Volume=0|Violation=False|Slope=0.00154705787680915|Score=0.974280952346169|AnnualizedReturn=1.47677194134635|SharpeRatio=-0.23152907928246|RSquared=0.659736906605857|BetaMonths=6|Beta=0.370655782507195
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Symbol=REVG|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.0450000166893005|ProfitMarginSlope=1.01637315750122|PriceSlope=0.00147268131182337|Volatility=3.73369479179382|Volume=0|Violation=False|Slope=0.00147268131182337|Score=0.966757867330918|AnnualizedReturn=1.4493507399147|SharpeRatio=-0.105194599543893|RSquared=0.667028235958822|BetaMonths=6|Beta=1.36124972469056
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Symbol=ICL|AnalysisDate=5/6/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.498262405395508|PriceSlope=0.00169772416676094|Volatility=0.186816707253456|Volume=0|Violation=False|Slope=0.00169772416676094|Score=0.889691843928056|AnnualizedReturn=1.53391990746963|SharpeRatio=-0.0765494161412745|RSquared=0.580011928651281|BetaMonths=6|Beta=1.32550016566106
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Symbol=FINMY|AnalysisDate=2/18/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=2.26086616516113|PriceSlope=0.000927945831124419|Volatility=0.804262280464172|Volume=0|Violation=False|Slope=0.000927945831124419|Score=0.603127428955689|AnnualizedReturn=1.26344529365249|SharpeRatio=0.116679338102526|RSquared=0.477367268678576|BetaMonths=6|Beta=1.26022875036336
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Symbol=AU|AnalysisDate=4/21/2025 12:00:00 AM|EPSSlope=1.125|ProfitMarginSlope=8.06171703338623|PriceSlope=0.001274421203666|Volatility=4.25166273117065|Volume=0|Violation=False|Slope=0.001274421203666|Score=0.569136606971912|AnnualizedReturn=1.37871808470351|SharpeRatio=0.0617424647385181|RSquared=0.412801292219435|BetaMonths=6|Beta=0.0104350850906374
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Symbol=RSI|AnalysisDate=7/8/2025 12:00:00 AM|EPSSlope=0.0299999993294477|ProfitMarginSlope=0.0563240051269531|PriceSlope=0.0013540516922163|Volatility=0.526952147483826|Volume=0|Violation=False|Slope=0.0013540516922163|Score=0.531052064079502|AnnualizedReturn=1.40666411646491|SharpeRatio=0.0303259112497261|RSquared=0.377525848469135|BetaMonths=6|Beta=1.95486021002899
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Symbol=KEP|AnalysisDate=6/24/2025 12:00:00 AM|EPSSlope=0.460000038146973|ProfitMarginSlope=1.33461666107178|PriceSlope=0.0010863691914348|Volatility=0.594446659088135|Volume=0|Violation=False|Slope=0.0010863691914348|Score=0.482849267496464|AnnualizedReturn=1.31490581072797|SharpeRatio=-0.0360949234809906|RSquared=0.367212056983112|BetaMonths=6|Beta=1.32940129525425
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@@ -196,6 +192,14 @@ Symbol=IMPUY|AnalysisDate=7/21/2025 12:00:00 AM|EPSSlope=0.0449999570846558|Prof
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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
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Symbol=CCL|AnalysisDate=7/23/2025 12:00:00 AM|EPSSlope=0.170000016689301|ProfitMarginSlope=1.56732368469238|PriceSlope=0.00144268203857677|Volatility=0.547382831573486|Volume=0|Violation=False|Slope=0.00144268203857677|Score=0.439610559883339|AnnualizedReturn=1.43843522538892|SharpeRatio=0.0455258868911427|RSquared=0.305617209676214|BetaMonths=6|Beta=3.97168576733213
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Symbol=RL|AnalysisDate=7/25/2025 12:00:00 AM|EPSSlope=0.319999694824219|ProfitMarginSlope=0.848907470703125|PriceSlope=0.00200435300111638|Volatility=3.98807740211487|Volume=0|Violation=False|Slope=0.00200435300111638|Score=1.18521831928954|AnnualizedReturn=1.65714618340361|SharpeRatio=-0.0117741750908352|RSquared=0.715216515694003|BetaMonths=6|Beta=2.69363483957841
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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
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Symbol=ATGE|AnalysisDate=8/13/2025 12:00:00 AM|EPSSlope=0.330000162124634|ProfitMarginSlope=0.837547302246094|PriceSlope=0.00244670445344767|Volatility=4.95779800415039|Volume=0|Violation=False|Slope=0.00244670445344767|Score=1.62052890541241|AnnualizedReturn=1.85256195619552|SharpeRatio=-0.0588424665944899|RSquared=0.874750180415224|BetaMonths=6|Beta=1.55836534629932
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Symbol=SSRM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.184999987483025|ProfitMarginSlope=3.61750793457031|PriceSlope=0.00440687912324964|Volatility=1.86721098423004|Volume=0|Violation=False|Slope=0.00440687912324964|Score=2.84133441481988|AnnualizedReturn=3.03597777512076|SharpeRatio=0.345003979721487|RSquared=0.93588775191441|BetaMonths=6|Beta=0.846801161374031
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Symbol=CDE|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.0549999922513962|ProfitMarginSlope=1.70627403259277|PriceSlope=0.00156982419650581|Volatility=1.33139395713806|Volume=0|Violation=False|Slope=0.00156982419650581|Score=0.512376867486171|AnnualizedReturn=1.48526869832469|SharpeRatio=0.0240603337095858|RSquared=0.344972507711303|BetaMonths=6|Beta=4.97663474667711
|
||||
Symbol=BWMN|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.234999999403954|ProfitMarginSlope=0.247465133666992|PriceSlope=0.00109646580832027|Volatility=2.20200133323669|Volume=0|Violation=False|Slope=0.00109646580832027|Score=0.382553489223451|AnnualizedReturn=1.31825564774876|SharpeRatio=-0.190352207920069|RSquared=0.290196738300916|BetaMonths=6|Beta=1.75607466508586
|
||||
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=TRS|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.070000022649765|ProfitMarginSlope=3.68940925598145|PriceSlope=0.000604198628431209|Volatility=1.34689903259277|Volume=0|Violation=False|Slope=0.000604198628431209|Score=0.155784038627906|AnnualizedReturn=1.16446069182752|SharpeRatio=-0.0969117647343392|RSquared=0.133782135988992|BetaMonths=6|Beta=0.724352698967601
|
||||
Symbol=VSEC|AnalysisDate=8/18/2025 12:00:00 AM|EPSSlope=0.479999989271164|ProfitMarginSlope=0.627522468566895|PriceSlope=0.00197968074908862|Volatility=7.79957246780396|Volume=0|Violation=False|Slope=0.00197968074908862|Score=1.23555493984458|AnnualizedReturn=1.64687499344999|SharpeRatio=0.0848111495425649|RSquared=0.750242091694071|BetaMonths=6|Beta=0.00511743208922735
|
||||
TotalStopLimits=200
|
||||
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=
|
||||
|
||||
@@ -1,29 +1,29 @@
|
||||
MGSHSESSIONv2.00
|
||||
LastUpdated=8/4/2025 9:58:33 PM
|
||||
TradeDate=8/5/2025
|
||||
LastUpdated=8/18/2025 8:10:35 PM
|
||||
TradeDate=8/19/2025
|
||||
StartDate=3/31/2025
|
||||
AnalysisDate=8/4/2025
|
||||
AnalysisDate=8/18/2025
|
||||
Cycle=5
|
||||
CashBalance=3933.48428792477
|
||||
CashBalance=3960.78428792477
|
||||
NonTradeableCash=0
|
||||
HedgeCashBalance=2956.83571207523
|
||||
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=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=113.4|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=100.199285082817|LastStopAdjustment=7/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=27.68|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.3266932270916|Score=1.55737134856804|Velocity=0.963060686015831|PE=17.31|Beta=0.133111237293337|InitialStopLimit=23.22|TrailingStopLimit=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
|
||||
Slot=0|Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=13.93|CurrentPrice=14.09|Volume=621748|Return1D=0|CumReturn252=0|IDIndicator=-15.5378486055777|Score=0.086718072882986|Velocity=0.380038387715931|PE=14.2|Beta=0.0238993499516457|InitialStopLimit=11.14|TrailingStopLimit=13.6864286160469|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.798|Comment=Price changed on 7/1/2025 from $13.99 to $13.92.Price changed on 7/1/2025 from $13.92 to $13.93
|
||||
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=14.97|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=16.99|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.9513570857048|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=103.61|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.1314741035857|Score=1.06303209289298|Velocity=0.866204506065858|PE=5.04|Beta=0.515182266585663|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11
|
||||
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=26.68|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
|
||||
TotalPositions=6
|
||||
TotalActivePositions=6
|
||||
Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=116.19|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=105.207143697739|LastStopAdjustment=8/6/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
|
||||
Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=28.92|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.3266932270916|Score=1.55737134856804|Velocity=0.963060686015831|PE=17.31|Beta=0.133111237293337|InitialStopLimit=23.22|TrailingStopLimit=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
|
||||
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=14.53|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=16.98|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.9513570857048|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
|
||||
Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=108.9|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.1314741035857|Score=1.06303209289298|Velocity=0.866204506065858|PE=5.04|Beta=0.515182266585663|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11
|
||||
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=27.9|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
|
||||
TotalPositions=7
|
||||
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.
|
||||
Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/7/2025 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=162|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=162.603214492798|LastStopAdjustment=6/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Manual close.
|
||||
Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=144.91|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=144.982356967926|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.18|Comment=Manual close.
|
||||
Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=18.02|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=18.0022854924202|LastStopAdjustment=7/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.67|Comment=Manual close.
|
||||
Symbol=SH|PurchaseDate=6/27/2025 12:00:00 AM|SellDate=8/4/2025 12:00:00 AM|Shares=75|PurchasePrice=39.71|CurrentPrice=39.28|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=34.94|TrailingStopLimit=39.2944761610031|LastStopAdjustment=8/1/2025 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.7844|Comment=Closed due to trailing stop.
|
||||
TotalStopLimits=13
|
||||
Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=8/11/2025 12:00:00 AM|Shares=2|PurchasePrice=13.93|CurrentPrice=13.65|Volume=621748|Return1D=0|CumReturn252=0|IDIndicator=-15.5378486055777|Score=0.086718072882986|Velocity=0.380038387715931|PE=14.2|Beta=0.0238993499516457|InitialStopLimit=11.14|TrailingStopLimit=13.6864286160469|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.798|Comment=Manual close.
|
||||
TotalStopLimits=14
|
||||
Symbol=EXC|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=36.61|NewStop=42.7107857322693|CurrentPriceLow=42.6|CurrentPriceClose=46.9|PriceTrendIndicatorSlope=0.0870828032493591|StopLimitId=EXC20250331120000AM
|
||||
Symbol=SXT|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=59.18|NewStop=85.4177850723267|CurrentPriceLow=92.4|CurrentPriceClose=93.95|PriceTrendIndicatorSlope=0.931879639625549|StopLimitId=SXT20250331120000AM
|
||||
Symbol=MO|AnalysisDate=5/7/2025 12:00:00 AM|PreviousStop=47.93|NewStop=56.1565003347397|CurrentPriceLow=56.16|CurrentPriceClose=60.91|PriceTrendIndicatorSlope=0.217300787568092|StopLimitId=MO20250331120000AM
|
||||
@@ -37,5 +37,6 @@ Symbol=SXT|AnalysisDate=7/7/2025 12:00:00 AM|PreviousStop=88.1877851390839|NewSt
|
||||
Symbol=DOLE|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=11.14|NewStop=13.6864286160469|CurrentPriceLow=14.51|CurrentPriceClose=14.61|PriceTrendIndicatorSlope=0.0211954805999994|StopLimitId=DOLE20250630120000AM
|
||||
Symbol=TSCDY|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=15.6631428396702|NewStop=15.9513570857048|CurrentPriceLow=16.77|CurrentPriceClose=16.83|PriceTrendIndicatorSlope=0.0479022674262524|StopLimitId=TSCDY20250430120000AM
|
||||
Symbol=SH|AnalysisDate=8/1/2025 12:00:00 AM|PreviousStop=34.94|NewStop=39.2944761610031|CurrentPriceLow=39.42|CurrentPriceClose=39.7|PriceTrendIndicatorSlope=0|StopLimitId=SH20250627120000AM
|
||||
Symbol=SXT|AnalysisDate=8/6/2025 12:00:00 AM|PreviousStop=100.199285082817|NewStop=105.207143697739|CurrentPriceLow=113.16|CurrentPriceClose=115.01|PriceTrendIndicatorSlope=0.276391088962555|StopLimitId=SXT20250331120000AM
|
||||
TotalHedgePositions=0
|
||||
TotalPricingExceptions=0
|
||||
|
||||
Reference in New Issue
Block a user