From 97d66bde2d5bb7f15929a2e07cd0975641a9c0d9 Mon Sep 17 00:00:00 2001 From: Sean Date: Fri, 15 Nov 2024 22:12:26 -0500 Subject: [PATCH] Daily --- Sessions/CMT20200817.txt | 34 ++++++++++++++-------------------- 1 file changed, 14 insertions(+), 20 deletions(-) diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index 0eda49e..f0adb53 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,20 +1,19 @@ CMTSESSIONv1.00 -LastUpdated=11/12/2024 9:40:08 PM -TradeDate=11/12/2024 +LastUpdated=11/14/2024 9:31:48 PM +TradeDate=11/14/2024 StartDate=1/1/0001 -AnalysisDate=11/12/2024 -CashBalance=1828.51 +AnalysisDate=11/14/2024 +CashBalance=3121.72814119101 NonTradeableCash=3621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/12/2024|BetaMonths=6|TradeDate=11/12/2024|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 +SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/14/2024|BetaMonths=6|TradeDate=11/14/2024|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 PricingExceptions=0 -TotalActivePositions=6 -Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=146.07|Exposure=1861.86|MarketValue=3213.54|GainLoss=1351.68|GainLossPcnt=0.725983693725629|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=111.149999265671|TotalRiskExposure=219.6744|RMultiple=6.15R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63 -Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=187.23|Exposure=1919.84|MarketValue=2433.99|GainLoss=514.15|GainLossPcnt=0.267808775731311|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=2.24R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=11/8/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68 -Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=201.27|Exposure=933.12|MarketValue=1207.62|GainLoss=274.5|GainLossPcnt=0.294174382716049|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=2.44R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=10/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52 -Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=84.06|Exposure=1748.01|MarketValue=2773.98|GainLoss=1025.97|GainLossPcnt=0.586936001510289|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=5.03R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97 -Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=186|PurchasePrice=7.33|CurrentPrice=7.27|Exposure=1363.38|MarketValue=1352.22|GainLoss=-11.1600000000001|GainLossPcnt=-0.00818553888130974|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=-0.07R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=10/28/2024 12:00:00 AM|Comment=Price changed on 10/24/2024 from $7.38 to $7.33 -Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=154.57|Exposure=1234.35|MarketValue=1391.13|GainLoss=156.78|GainLossPcnt=0.127014218009478|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=132.039214677811|TotalRiskExposure=147.0852|RMultiple=1.07R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15 -TotalPositions=110 +TotalActivePositions=5 +Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=141.83|Exposure=1861.86|MarketValue=3120.26|GainLoss=1258.4|GainLossPcnt=0.675883256528418|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=111.149999265671|TotalRiskExposure=219.6744|RMultiple=5.73R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63 +Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=185.29|Exposure=1919.84|MarketValue=2408.77|GainLoss=488.93|GainLossPcnt=0.254672264355363|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=2.13R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=11/8/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68 +Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=167.96|Exposure=933.12|MarketValue=1007.76|GainLoss=74.6399999999999|GainLossPcnt=0.0799897119341562|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=0.66R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=10/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52 +Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=80.48|Exposure=1748.01|MarketValue=2655.84|GainLoss=907.83|GainLossPcnt=0.519350575797621|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=4.45R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97 +Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=153.21|Exposure=1234.35|MarketValue=1378.89|GainLoss=144.54|GainLossPcnt=0.117098067808968|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=132.039214677811|TotalRiskExposure=147.0852|RMultiple=0.98R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15 +TotalPositions=111 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. 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. 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. @@ -125,7 +124,8 @@ Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=9/5/2024 12:00:00 AM|Shar Symbol=PPC|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=10/3/2024 12:00:00 AM|Shares=37|PurchasePrice=45.44|CurrentPrice=43.8|Exposure=1681.28|MarketValue=1620.6|GainLoss=-60.6800000000001|GainLossPcnt=-0.0360915492957747|PositionRiskDecimal=0.12|R=5.544|C=207.801|P=37.4821428571429|InitialStopLimit=39.99|TrailingStopLimit=43.7971428728104|TotalRiskExposure=205.128|RMultiple=-0.30R|Volatility=0.899818062782288|Volume=0|LastStopAdjustment=10/2/2024 12:00:00 AM|Comment=Manual close. Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=10/23/2024 12:00:00 AM|Shares=9|PurchasePrice=96.04|CurrentPrice=98.75|Exposure=864.36|MarketValue=888.75|GainLoss=24.39|GainLossPcnt=0.0282174094127447|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=98.7737852478027|TotalRiskExposure=103.464|RMultiple=0.24R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Manual close. Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=10/25/2024 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=59.12|Exposure=1123.85|MarketValue=1123.28|GainLoss=-0.569999999999936|GainLossPcnt=-0.000507185122569681|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=59.1266425776482|TotalRiskExposure=134.862|RMultiple=0.00R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=10/11/2024 12:00:00 AM|Comment=Manual close. -TotalCandidates=73 +Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=11/14/2024 12:00:00 AM|Shares=186|PurchasePrice=7.33|CurrentPrice=6.95278570532799|Exposure=1363.38|MarketValue=1293.21814119101|GainLoss=-70.1618588089939|GainLossPcnt=-0.0514617045937258|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=-0.43R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=10/28/2024 12:00:00 AM|Comment=Closed due to trailing stop. +TotalCandidates=67 Symbol=FTAI|AnalysisDate=7/1/2024 12:00:00 AM|EPSSlope=0.0450000762939453|ProfitMarginSlope=0.136070251464844|PriceSlope=0.00454357233672931|Volatility=7.29171085357666|Volume=0|Violation=False|Slope=0.00454357233672931|Score=2.99080463200972|AnnualizedReturn=3.14237922779211|SharpeRatio=0.577907369917711|RSquared=0.95176438462875|BetaMonths=6|Beta=0.321653767269051 Symbol=CRWD|AnalysisDate=6/17/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=0.189945220947266|PriceSlope=0.00424878609614124|Volatility=30.9847888946533|Volume=0|Violation=False|Slope=0.00424878609614124|Score=2.68272700801428|AnnualizedReturn=2.91740375632298|SharpeRatio=0.0681199572892702|RSquared=0.919559729159848|BetaMonths=6|Beta=2.8953073196121 Symbol=APP|AnalysisDate=9/12/2024 12:00:00 AM|EPSSlope=0.334999918937683|ProfitMarginSlope=1.27166748046875|PriceSlope=0.00424988214689428|Volatility=5.22926759719849|Volume=0|Violation=False|Slope=0.00424988214689428|Score=2.5297667867204|AnnualizedReturn=2.9182096685075|SharpeRatio=0.119434574582844|RSquared=0.866890002463132|BetaMonths=6|Beta=3.8003385075952 @@ -154,10 +154,8 @@ Symbol=GWRE|AnalysisDate=7/15/2024 12:00:00 AM|EPSSlope=0.245000004768372|Profit Symbol=STX|AnalysisDate=6/13/2024 12:00:00 AM|EPSSlope=1.10500001907349|ProfitMarginSlope=7.71608257293701|PriceSlope=0.00203696197331611|Volatility=4.06121301651001|Volume=0|Violation=False|Slope=0.00203696197331611|Score=1.48765237740016|AnnualizedReturn=1.67081982187855|SharpeRatio=-0.250784500243747|RSquared=0.890372712796493|BetaMonths=6|Beta=1.60743681717391 Symbol=STRL|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.194999933242798|ProfitMarginSlope=0.231922149658203|PriceSlope=0.00265651868371395|Volatility=5.86393356323242|Volume=0|Violation=False|Slope=0.00265651868371395|Score=1.48388189492907|AnnualizedReturn=1.95314854380065|SharpeRatio=-0.101885261191533|RSquared=0.759738371993747|BetaMonths=6|Beta=3.91615309180556 Symbol=CMRE|AnalysisDate=9/26/2024 12:00:00 AM|EPSSlope=0.120000004768372|ProfitMarginSlope=2.01132297515869|PriceSlope=0.00227745489756778|Volatility=0.931788146495819|Volume=0|Violation=False|Slope=0.00227745489756778|Score=1.41939339055737|AnnualizedReturn=1.77520983738828|SharpeRatio=-0.184886810975821|RSquared=0.799563725179443|BetaMonths=6|Beta=1.99610177679652 -Symbol=GNK|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.185000002384186|ProfitMarginSlope=8.51007461547852|PriceSlope=0.00216254137961415|Volatility=0.576963543891907|Volume=0|Violation=False|Slope=0.00216254137961415|Score=1.40089568886383|AnnualizedReturn=1.72454013694223|SharpeRatio=-0.172418659641667|RSquared=0.812329999664579|BetaMonths=6|Beta=3.66482168335653 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=CALM|AnalysisDate=10/3/2024 12:00:00 AM|EPSSlope=0.0199999809265137|ProfitMarginSlope=5.83903789520264|PriceSlope=0.00171958582794262|Volatility=2.6510329246521|Volume=0|Violation=False|Slope=0.00171958582794262|Score=1.35685295233746|AnnualizedReturn=1.5423938053753|SharpeRatio=-0.0651466766446179|RSquared=0.879705914020644|BetaMonths=6|Beta=1.04450744460045 -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=PWR|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.070000171661377|ProfitMarginSlope=0.400714874267578|PriceSlope=0.0020439135204827|Volatility=12.0158624649048|Volume=0|Violation=False|Slope=0.0020439135204827|Score=1.3471124190579|AnnualizedReturn=1.67374931232057|SharpeRatio=-0.264369638108359|RSquared=0.804847182993131|BetaMonths=6|Beta=1.09005164776061 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 @@ -165,7 +163,6 @@ Symbol=SVM|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.0350000038743019|Profit 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=COKE|AnalysisDate=7/1/2024 12:00:00 AM|EPSSlope=1.68500137329102|ProfitMarginSlope=0.806644439697266|PriceSlope=0.00193168580580385|Volatility=36.4584541320801|Volume=0|Violation=False|Slope=0.00193168580580385|Score=1.25837478717809|AnnualizedReturn=1.62707646237805|SharpeRatio=-0.0249379563549009|RSquared=0.773396220936611|BetaMonths=6|Beta=0.881677312495256 Symbol=CVLT|AnalysisDate=6/6/2024 12:00:00 AM|EPSSlope=1.89499998092651|ProfitMarginSlope=0.650657653808594|PriceSlope=0.00203859675859899|Volatility=1.94935882091522|Volume=0|Violation=False|Slope=0.00203859675859899|Score=1.258011426846|AnnualizedReturn=1.67150828445747|SharpeRatio=-0.187588421936156|RSquared=0.752620515580825|BetaMonths=6|Beta=0.960680367335578 -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=IDCC|AnalysisDate=10/2/2024 12:00:00 AM|EPSSlope=1.5699999332428|ProfitMarginSlope=3.78422164916992|PriceSlope=0.00184290133365633|Volatility=3.26635074615479|Volume=0|Violation=False|Slope=0.00184290133365633|Score=1.21246912209533|AnnualizedReturn=1.59107698514317|SharpeRatio=0.0630644252421668|RSquared=0.762043027092262|BetaMonths=6|Beta=0.64921489521899 Symbol=ATMU|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.059999942779541|ProfitMarginSlope=2.03512287139893|PriceSlope=0.00197075252167002|Volatility=1.29760539531708|Volume=0|Violation=False|Slope=0.00197075252167002|Score=1.20148001747079|AnnualizedReturn=1.6431738326899|SharpeRatio=-0.203400035346686|RSquared=0.73119471206765|BetaMonths=6|Beta=0.423504254885144 Symbol=EXPGY|AnalysisDate=9/26/2024 12:00:00 AM|EPSSlope=0.229999989271164|ProfitMarginSlope=38.5062599182129|PriceSlope=0.00160359872751205|Volatility=1.54919338226318|Volume=0|Violation=False|Slope=0.00160359872751205|Score=1.19292073262825|AnnualizedReturn=1.49796403980017|SharpeRatio=-0.233849310717912|RSquared=0.79636139515565|BetaMonths=6|Beta=1.54471773995146 @@ -177,7 +174,6 @@ Symbol=UFPT|AnalysisDate=7/5/2024 12:00:00 AM|EPSSlope=0.184999942779541|ProfitM Symbol=SMG|AnalysisDate=9/24/2024 12:00:00 AM|EPSSlope=0.754999876022339|ProfitMarginSlope=7.14919424057007|PriceSlope=0.0014745469743868|Volatility=4.35350179672241|Volume=0|Violation=False|Slope=0.0014745469743868|Score=0.957124643304191|AnnualizedReturn=1.45003230797379|SharpeRatio=-0.239411816121048|RSquared=0.660071253613401|BetaMonths=6|Beta=0.201732084415122 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=TPB|AnalysisDate=7/11/2024 12:00:00 AM|EPSSlope=0.110000014305115|ProfitMarginSlope=1.36871528625488|PriceSlope=0.00147501631507765|Volatility=1.30976188182831|Volume=0|Violation=False|Slope=0.00147501631507765|Score=0.858287128860034|AnnualizedReturn=1.45020381902581|SharpeRatio=-0.282599614052671|RSquared=0.591838966081743|BetaMonths=6|Beta=0.735454893394854 -Symbol=BHE|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.01500004529953|ProfitMarginSlope=0.361406803131104|PriceSlope=0.00125979243758738|Volatility=4.18063116073608|Volume=0|Violation=False|Slope=0.00125979243758738|Score=0.817176855129987|AnnualizedReturn=1.37364486755113|SharpeRatio=-0.458393587663812|RSquared=0.594896741096416|BetaMonths=6|Beta=0.655931535844814 Symbol=HL|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.0350000001490116|ProfitMarginSlope=8.33174705505371|PriceSlope=0.00164724525672731|Volatility=0.405298799276352|Volume=0|Violation=False|Slope=0.00164724525672731|Score=0.804064621347017|AnnualizedReturn=1.51453097670349|SharpeRatio=-0.114318580946312|RSquared=0.530900083072011|BetaMonths=6|Beta=0.525842969199416 Symbol=HALO|AnalysisDate=8/19/2024 12:00:00 AM|EPSSlope=0.0799999237060547|ProfitMarginSlope=2.80733871459961|PriceSlope=0.00144837789136259|Volatility=2.6623477935791|Volume=0|Violation=False|Slope=0.00144837789136259|Score=0.736846608984558|AnnualizedReturn=1.44050137291375|SharpeRatio=-0.215130587812989|RSquared=0.511520934890964|BetaMonths=6|Beta=2.10111283249183 Symbol=LGND|AnalysisDate=7/10/2024 12:00:00 AM|EPSSlope=1.21000003814697|ProfitMarginSlope=0.649822235107422|PriceSlope=0.0013807515630549|Volatility=5.03138971328735|Volume=0|Violation=False|Slope=0.0013807515630549|Score=0.734249971950573|AnnualizedReturn=1.41616058154822|SharpeRatio=-0.304121140108465|RSquared=0.518479317612311|BetaMonths=6|Beta=2.06162606874675 @@ -191,9 +187,7 @@ Symbol=MNDY|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.220000013709068|Profit Symbol=FOUR|AnalysisDate=8/19/2024 12:00:00 AM|EPSSlope=0.0799999833106995|ProfitMarginSlope=0.178388595581055|PriceSlope=0.00110254849676736|Volatility=7.5161337852478|Volume=0|Violation=False|Slope=0.00110254849676736|Score=0.409114637777655|AnnualizedReturn=1.32027786889751|SharpeRatio=-0.209706716010644|RSquared=0.309870101904596|BetaMonths=6|Beta=3.0399321561951 Symbol=LMAT|AnalysisDate=6/18/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=1.78271865844727|PriceSlope=0.00100918902376437|Volatility=1.69400203227997|Volume=0|Violation=False|Slope=0.00100918902376437|Score=0.374594219374193|AnnualizedReturn=1.28957877492989|SharpeRatio=-0.354841377650474|RSquared=0.290477965872661|BetaMonths=6|Beta=1.09453047559328 Symbol=GNRC|AnalysisDate=7/15/2024 12:00:00 AM|EPSSlope=0.170000076293945|ProfitMarginSlope=0.239431381225586|PriceSlope=0.0009210947724645|Volatility=6.94810724258423|Volume=0|Violation=False|Slope=0.0009210947724645|Score=0.330941620757208|AnnualizedReturn=1.2612658792064|SharpeRatio=-0.442817913701947|RSquared=0.262388467184604|BetaMonths=6|Beta=0.243167105062818 -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=YOU|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.104999989271164|ProfitMarginSlope=1.32192420959473|PriceSlope=0.00104181135255763|Volatility=1.3143835067749|Volume=0|Violation=False|Slope=0.00104181135255763|Score=0.303928673366468|AnnualizedReturn=1.3002238745648|SharpeRatio=-0.0705320786946808|RSquared=0.233751032658277|BetaMonths=6|Beta=0.851937276155656 -Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|ProfitMarginSlope=0.519815444946289|PriceSlope=0.000978875307757038|Volatility=4.1880464553833|Volume=0|Violation=False|Slope=0.000978875307757038|Score=0.117573915699498|AnnualizedReturn=1.27976514106674|SharpeRatio=-0.15699734162945|RSquared=0.0918714785444894|BetaMonths=6|Beta=2.99590887075637 Symbol=DUOL|AnalysisDate=9/27/2024 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=0.159549713134766|PriceSlope=0.000499611476279446|Volatility=24.4930515289307|Volume=0|Violation=False|Slope=0.000499611476279446|Score=0.0844076398197534|AnnualizedReturn=1.13417111844635|SharpeRatio=-0.0465441871660018|RSquared=0.0744223146286601|BetaMonths=6|Beta=1.10385627757643 Symbol=AYI|AnalysisDate=11/5/2024 12:00:00 AM|EPSSlope=0.574999809265137|ProfitMarginSlope=0.438583374023438|PriceSlope=0.00146922865286444|Volatility=4.79285192489624|Volume=0|Violation=False|Slope=0.00146922865286444|Score=0.864879215941605|AnnualizedReturn=1.44809025166895|SharpeRatio=0.132171751849736|RSquared=0.597255050190977|BetaMonths=6|Beta=1.36221064649616 Symbol=AA|AnalysisDate=11/6/2024 12:00:00 AM|EPSSlope=0.659999966621399|ProfitMarginSlope=3.1422266960144|PriceSlope=0.00148765049151822|Volatility=1.29168581962585|Volume=0|Violation=False|Slope=0.00148765049151822|Score=0.64048408090798|AnnualizedReturn=1.45482835393824|SharpeRatio=0.0432325466564112|RSquared=0.440247180482964|BetaMonths=6|Beta=3.06107144503885