From 9dae9fb9d4ace567cc7021a0969c282c3ee16b5b Mon Sep 17 00:00:00 2001 From: Sean Date: Wed, 31 Jul 2024 20:15:36 -0400 Subject: [PATCH] Monthly --- Sessions/CM20191031.txt | 23 +++++++++++++---------- Sessions/CMT20200817.txt | 23 ++++++++++++----------- Sessions/MG20180131.txt | 27 +++++++++++++++------------ 3 files changed, 40 insertions(+), 33 deletions(-) diff --git a/Sessions/CM20191031.txt b/Sessions/CM20191031.txt index fc502ea..f087a7f 100644 --- a/Sessions/CM20191031.txt +++ b/Sessions/CM20191031.txt @@ -1,12 +1,12 @@ CMSESSIONv1.00 -LastUpdated=5/31/2024 11:04:02 AM -TradeDate=6/28/2024 +LastUpdated=6/28/2024 1:51:12 PM +TradeDate=7/31/2024 StartDate=10/31/2019 -AnalysisDate=5/31/2024 -Cycle=56 -CashBalance=2320.44 +AnalysisDate=6/28/2024 +Cycle=57 +CashBalance=2442.56 NonTradeableCash=11500 -DayCount=90|AnalysisDate=4/30/2024|TradeDate=5/31/2024|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=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=5/31/2024|TradeDate=6/28/2024|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=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 TotalActivePositions=9 Slot=0|Symbol=BMA|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=53.71|Beta=4.52107563875548|BetaMonths=6|SharpeRatio=0.236890875163915|RiskAdjustedWeight=0.160650824833579|RiskAdjustedAllocation=837.622155124544|TargetBetaOverBeta=0.221186301646409|Score=0|CNNPrediction=True Slot=0|Symbol=VRT|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=92.13|Beta=1.50152294743484|BetaMonths=6|SharpeRatio=0.714599737286645|RiskAdjustedWeight=0.483718568365462|RiskAdjustedAllocation=2522.07475515773|TargetBetaOverBeta=0.665990487663457|Score=0|CNNPrediction=True @@ -14,10 +14,10 @@ Slot=0|Symbol=VITL|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 Slot=1|Symbol=SMTC|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=40.33|Beta=5.63851733463622|BetaMonths=6|SharpeRatio=0.133672111663119|RiskAdjustedWeight=0.168603993793168|RiskAdjustedAllocation=1084.86047954295|TargetBetaOverBeta=0.177351587421255|Score=0|CNNPrediction=True Slot=1|Symbol=FSM|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=361|PurchasePrice=6.25|Beta=2.7082223787038|BetaMonths=6|SharpeRatio=-0.107612530156128|RiskAdjustedWeight=0.351033411867265|RiskAdjustedAllocation=2258.67885431638|TargetBetaOverBeta=0.369245896446147|Score=0|CNNPrediction=True Slot=1|Symbol=BBAR|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=273|PurchasePrice=11.29|Beta=1.97908112099929|BetaMonths=6|SharpeRatio=0.179703416824418|RiskAdjustedWeight=0.480362594339567|RiskAdjustedAllocation=3090.83066614068|TargetBetaOverBeta=0.505284997865614|Score=0|CNNPrediction=True -Slot=2|Symbol=VST|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=69.71|Beta=0.265510511863404|BetaMonths=6|SharpeRatio=0.390792865737289|RiskAdjustedWeight=0.789737411452973|RiskAdjustedAllocation=4571.52399663941|TargetBetaOverBeta=3.76632922358443|Score=0|CNNPrediction=True -Slot=2|Symbol=MOD|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=95.6|Beta=2.22447917030352|BetaMonths=6|SharpeRatio=0.425519461918717|RiskAdjustedWeight=0.0942618780844543|RiskAdjustedAllocation=545.650277398617|TargetBetaOverBeta=0.449543431716447|Score=0|CNNPrediction=False -Slot=2|Symbol=BLBD|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=28|PurchasePrice=38.57|Beta=1.80760603548383|BetaMonths=6|SharpeRatio=-0.0193544954323513|RiskAdjustedWeight=0.116000710462573|RiskAdjustedAllocation=671.489059295312|TargetBetaOverBeta=0.553217891714074|Score=0|CNNPrediction=True -TotalPositions=131 +Slot=2|Symbol=CDE|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=405|PurchasePrice=5.63|Beta=0.202868624298197|BetaMonths=6|SharpeRatio=0.0637480288310196|RiskAdjustedWeight=0.329122653399832|RiskAdjustedAllocation=2278.464566938|TargetBetaOverBeta=4.92929847313451|Score=0|CNNPrediction=True +Slot=2|Symbol=CAVA|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=93.93|Beta=1.2888861831152|BetaMonths=6|SharpeRatio=0.192800290867822|RiskAdjustedWeight=0.0518033793792547|RiskAdjustedAllocation=358.626679579811|TargetBetaOverBeta=0.775863697741744|Score=0|CNNPrediction=True +Slot=2|Symbol=VST|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=87.455|Beta=0.107852475561729|BetaMonths=6|SharpeRatio=0.697295572310688|RiskAdjustedWeight=0.619073967220913|RiskAdjustedAllocation=4285.75208681552|TargetBetaOverBeta=9.27192440221415|Score=0|CNNPrediction=False +TotalPositions=134 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 @@ -149,3 +149,6 @@ Symbol=STNE|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Sh Symbol=APGE|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=35|PurchasePrice=34.85|Beta=2.51124287777816|BetaMonths=6|SharpeRatio=0.200388224068097|RiskAdjustedWeight=0.198192213681989|RiskAdjustedAllocation=1129.34997076668|TargetBetaOverBeta=0.398209193084803|CurrentPrice=46.49|Score=0|CNNPrediction=True Symbol=HOV|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=4|PurchasePrice=156.72|Beta=4.31715015300693|BetaMonths=6|SharpeRatio=0.267787608525446|RiskAdjustedWeight=0.115286419837245|RiskAdjustedAllocation=656.931533556099|TargetBetaOverBeta=0.23163428756433|CurrentPrice=146.67|Score=0|CNNPrediction=True Symbol=ANF|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=28|PurchasePrice=128.24|Beta=0.72497202467467|BetaMonths=6|SharpeRatio=0.448174766263438|RiskAdjustedWeight=0.686521366480766|RiskAdjustedAllocation=3911.97449567723|TargetBetaOverBeta=1.37936356985464|CurrentPrice=176.76|Score=0|CNNPrediction=True +Symbol=VST|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=6/28/2024 12:00:00 AM|Shares=52|PurchasePrice=69.71|Beta=0.265510511863404|BetaMonths=6|SharpeRatio=0.390792865737289|RiskAdjustedWeight=0.789737411452973|RiskAdjustedAllocation=4571.52399663941|TargetBetaOverBeta=3.76632922358443|CurrentPrice=87.608|Score=0|CNNPrediction=True +Symbol=MOD|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=6/28/2024 12:00:00 AM|Shares=9|PurchasePrice=95.6|Beta=2.22447917030352|BetaMonths=6|SharpeRatio=0.425519461918717|RiskAdjustedWeight=0.0942618780844543|RiskAdjustedAllocation=545.650277398617|TargetBetaOverBeta=0.449543431716447|CurrentPrice=101.22|Score=0|CNNPrediction=False +Symbol=BLBD|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=6/28/2024 12:00:00 AM|Shares=28|PurchasePrice=38.57|Beta=1.80760603548383|BetaMonths=6|SharpeRatio=-0.0193544954323513|RiskAdjustedWeight=0.116000710462573|RiskAdjustedAllocation=671.489059295312|TargetBetaOverBeta=0.553217891714074|CurrentPrice=53.67|Score=0|CNNPrediction=True diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index e781674..f63add7 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,19 +1,19 @@ CMTSESSIONv1.00 -LastUpdated=7/29/2024 9:56:58 PM -TradeDate=7/29/2024 +LastUpdated=7/31/2024 8:48:06 AM +TradeDate=7/30/2024 StartDate=1/1/0001 -AnalysisDate=7/29/2024 +AnalysisDate=7/31/2024 CashBalance=2563.38 NonTradeableCash=4621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=7/29/2024|BetaMonths=6|TradeDate=7/29/2024|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=7/31/2024|BetaMonths=6|TradeDate=7/30/2024|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=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=22.57|Exposure=538.2|MarketValue=677.1|GainLoss=138.9|GainLossPcnt=0.258082497212932|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.6699286651611|TotalRiskExposure=72.648|RMultiple=1.91R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=7/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94 -Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=299.74|Exposure=933.68|MarketValue=1198.96|GainLoss=265.28|GainLossPcnt=0.284123040013709|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=269.998358821869|TotalRiskExposure=112.3104|RMultiple=2.36R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=7/24/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42 -Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=322.06|Exposure=1144|MarketValue=1288.24|GainLoss=144.24|GainLossPcnt=0.126083916083916|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=309.682215805054|TotalRiskExposure=141.0336|RMultiple=1.02R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=6/28/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00 -Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=17.08|Exposure=833.56|MarketValue=888.16|GainLoss=54.5999999999998|GainLossPcnt=0.0655021834061133|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.8027858674526|TotalRiskExposure=99.528|RMultiple=0.55R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=7/16/2024 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03 -Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=17|PurchasePrice=111.54|CurrentPrice=110.46|Exposure=1896.18|MarketValue=1877.82|GainLoss=-18.3600000000001|GainLossPcnt=-0.00968262506724052|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=97.66|TotalRiskExposure=226.3992|RMultiple=-0.08R|Volatility=13.2911081314087|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 7/19/2024 from $110.98 to $111.54 -Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=84.66|Exposure=1861.86|MarketValue=1862.52|GainLoss=0.660000000000082|GainLossPcnt=0.000354484225452011|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=74.47|TotalRiskExposure=219.6744|RMultiple=0.00R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63 +Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=22.39|Exposure=538.2|MarketValue=671.7|GainLoss=133.5|GainLossPcnt=0.248049052396878|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.6699286651611|TotalRiskExposure=72.648|RMultiple=1.84R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=7/10/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94 +Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=299.65|Exposure=933.68|MarketValue=1198.6|GainLoss=264.92|GainLossPcnt=0.283737468940108|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=269.998358821869|TotalRiskExposure=112.3104|RMultiple=2.36R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=7/24/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42 +Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=317.51|Exposure=1144|MarketValue=1270.04|GainLoss=126.04|GainLossPcnt=0.110174825174825|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=309.682215805054|TotalRiskExposure=141.0336|RMultiple=0.89R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=6/28/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00 +Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=17.25|Exposure=833.56|MarketValue=897|GainLoss=63.4399999999999|GainLossPcnt=0.0761072988147223|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.8027858674526|TotalRiskExposure=99.528|RMultiple=0.64R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=7/16/2024 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03 +Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=17|PurchasePrice=111.54|CurrentPrice=112.43|Exposure=1896.18|MarketValue=1911.31|GainLoss=15.1300000000001|GainLossPcnt=0.00797920028689265|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=97.66|TotalRiskExposure=226.3992|RMultiple=0.07R|Volatility=13.2911081314087|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 7/19/2024 from $110.98 to $111.54 +Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=95.88|Exposure=1861.86|MarketValue=2109.36|GainLoss=247.5|GainLossPcnt=0.132931584544488|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=89.0117860126495|TotalRiskExposure=219.6744|RMultiple=1.13R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=7/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63 TotalPositions=102 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. @@ -193,7 +193,7 @@ Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|Profit Symbol=MUX|AnalysisDate=4/26/2024 12:00:00 AM|EPSSlope=1.79499983787537|ProfitMarginSlope=16.6654930114746|PriceSlope=0.000450635889337564|Volatility=0.42183917760849|Volume=0|Violation=False|Slope=0.000450635889337564|Score=0.0526349865145864|AnnualizedReturn=1.12025937589204|SharpeRatio=-0.129216812259056|RSquared=0.0469846427062254|BetaMonths=6|Beta=2.05925936443511 Symbol=TGB|AnalysisDate=4/3/2024 12:00:00 AM|EPSSlope=0.0899999961256981|ProfitMarginSlope=12.9627561569214|PriceSlope=0.000189206722761466|Volatility=0.169696688652039|Volume=0|Violation=False|Slope=0.000189206722761466|Score=0.00944988229061901|AnnualizedReturn=1.04883507315961|SharpeRatio=-0.143638023784294|RSquared=0.00900988394881881|BetaMonths=6|Beta=2.34862441361982 Symbol=SIGA|AnalysisDate=3/26/2024 12:00:00 AM|EPSSlope=0.514999985694885|ProfitMarginSlope=1.93044662475586|PriceSlope=2.45024138956762E-06|Volatility=1.61271977424622|Volume=0|Violation=False|Slope=2.45024138956762E-06|Score=2.42105155098967E-06|AnnualizedReturn=1.00061765149834|SharpeRatio=-0.619522729780235|RSquared=2.41955710791664E-06|BetaMonths=6|Beta=0.124166976785735 -TotalStopLimits=162 +TotalStopLimits=163 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 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 Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639 @@ -356,3 +356,4 @@ Symbol=KTOS|AnalysisDate=7/10/2024 12:00:00 AM|PreviousStop=18.3692856907845|New Symbol=SNPS|AnalysisDate=7/10/2024 12:00:00 AM|PreviousStop=525.242422332764|NewStop=560.918435211182|CurrentPriceLow=603.12|CurrentPriceClose=619.56|PriceTrendIndicatorSlope=1.25399947166443 Symbol=TILE|AnalysisDate=7/16/2024 12:00:00 AM|PreviousStop=14.11|NewStop=14.8027858674526|CurrentPriceLow=16.15|CurrentPriceClose=16.69|PriceTrendIndicatorSlope=0.0403608903288841 Symbol=CSWI|AnalysisDate=7/24/2024 12:00:00 AM|PreviousStop=247.688002071381|NewStop=269.998358821869|CurrentPriceLow=289.1|CurrentPriceClose=289.46|PriceTrendIndicatorSlope=1.76682710647583 +Symbol=SFM|AnalysisDate=7/30/2024 12:00:00 AM|PreviousStop=74.47|NewStop=89.0117860126495|CurrentPriceLow=95.03|CurrentPriceClose=95.88|PriceTrendIndicatorSlope=0.286045163869858 diff --git a/Sessions/MG20180131.txt b/Sessions/MG20180131.txt index f5d831d..587551a 100644 --- a/Sessions/MG20180131.txt +++ b/Sessions/MG20180131.txt @@ -1,22 +1,23 @@ SESSIONv1.00 -LastUpdated=5/31/2024 10:26:47 AM -TradeDate=6/28/2024 +LastUpdated=6/30/2024 1:32:41 PM +TradeDate=7/31/2024 StartDate=1/1/2018 -AnalysisDate=5/31/2024 -Cycle=77 -CashBalance=5348.80 +AnalysisDate=6/28/2024 +Cycle=78 +CashBalance=1492.45 NonTradeableCash=0 Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=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=8 +TotalActivePositions=9 Slot=0|Symbol=GEO|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=159|PurchasePrice=14.83|CurrentPrice=14.86|Volume=1593201|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=2.78884462151395|Score=0.913285906162829|MaxDrawdown=-0.43357789516449|MaxUpside=-0.43357789516449|Velocity=0.887292817679558|PE=21.2|Beta=0.58|SharpeRatio=0 Slot=0|Symbol=EHC|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=28|PurchasePrice=82.83|CurrentPrice=83.38|Volume=764374|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-4.3824701195219|Score=0.656599907431004|MaxDrawdown=-0.316222310066223|MaxUpside=-0.316222310066223|Velocity=0.945802005012531|PE=23.21|Beta=0.95|SharpeRatio=0 Slot=0|Symbol=AGIO|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=73|PurchasePrice=32.53|CurrentPrice=32.5|Volume=660890|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=1.19521912350597|Score=-0.00212882615947602|MaxDrawdown=-0.426314294338226|MaxUpside=-0.426314294338226|Velocity=0.866851595006935|PE=0|Beta=0.85|SharpeRatio=0 -Slot=1|Symbol=ASPN|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=93|PurchasePrice=30.69|CurrentPrice=29.92|Volume=1359814|Return1D=0|ZacksRank=3-Hold|CumReturn252=1.1858781108167|IDIndicator=-1.19521912350597|Score=2.00567363512918|MaxDrawdown=-0.692178726196289|MaxUpside=-0.692178726196289|Velocity=0.97949979499795|PE=0|Beta=2.21|SharpeRatio=0 -Slot=1|Symbol=CXW|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=175|PurchasePrice=16.17|CurrentPrice=16.05|Volume=663529|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.595554947911296|IDIndicator=-9.56175298804781|Score=1.7835965367254|MaxDrawdown=-0.482929885387421|MaxUpside=-0.482929885387421|Velocity=0.928934010152284|PE=26.27|Beta=0.88|SharpeRatio=0 -Slot=1|Symbol=REVG|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=102|PurchasePrice=27.50|CurrentPrice=27.41|Volume=1044723|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.719210341048893|IDIndicator=-8.76494023904382|Score=1.73339829543085|MaxDrawdown=-0.551380753517151|MaxUpside=-0.551380753517151|Velocity=0.977868375072802|PE=6.42|Beta=1.68|SharpeRatio=0 -Slot=2|Symbol=FOR|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=56|PurchasePrice=40.33|CurrentPrice=40.19|Volume=348802|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-7.56972111553785|Score=2.20259179361791|MaxDrawdown=-0.59764164686203|MaxUpside=-0.59764164686203|Velocity=1|PE=9.84|Beta=1.69|SharpeRatio=0 -Slot=2|Symbol=HWKN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=29|PurchasePrice=77.09|CurrentPrice=76.8|Volume=135068|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.78884462151394|Score=1.66732967536616|MaxDrawdown=-0.470844686031342|MaxUpside=-0.470844686031342|Velocity=1|PE=21.85|Beta=0.74|SharpeRatio=0 -TotalPositions=198 +Slot=1|Symbol=ASPN|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=93|PurchasePrice=30.69|CurrentPrice=29.92|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 +Slot=1|Symbol=CXW|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=175|PurchasePrice=16.17|CurrentPrice=16.05|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 +Slot=1|Symbol=REVG|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=102|PurchasePrice=27.5|CurrentPrice=27.41|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 +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=2.36718187120277|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=0.42391571420012|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=0.490041374199791|IDIndicator=-7.56972111553785|Score=1.41474665336446|MaxDrawdown=-0.427272737026215|MaxUpside=-0.427272737026215|Velocity=0.802649611694838|PE=17.55|Beta=1.38|SharpeRatio=0 +TotalPositions=200 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 @@ -215,3 +216,5 @@ Symbol=ALPN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=5/23/2024 12:00:00 AM|Sh Symbol=VIST|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=60|PurchasePrice=37.28|CurrentPrice=48.82|Volume=422913|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.38247011952191|Score=1.85894410201389|MaxDrawdown=-0.56520402431488|MaxUpside=-0.56520402431488|Velocity=1|PE=9.07|Beta=1.97|SharpeRatio=0 Symbol=AROC|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=121|PurchasePrice=18.42|CurrentPrice=20.55|Volume=1287670|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.34769888279353|MaxDrawdown=-0.451250016689301|MaxUpside=-0.451250016689301|Velocity=0.92842535787321|PE=27.73|Beta=1.57|SharpeRatio=0 Symbol=SCS|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=161|PurchasePrice=13.71|CurrentPrice=13.77|Volume=1263370|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.9601593625498|Score=1.25542844744582|MaxDrawdown=-0.540042519569397|MaxUpside=-0.540042519569397|Velocity=0.87001287001287|PE=20.17|Beta=1.32|SharpeRatio=0 +Symbol=FOR|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=6/28/2024 12:00:00 AM|Shares=56|PurchasePrice=40.33|CurrentPrice=32.19|Volume=348802|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-7.56972111553785|Score=2.20259179361791|MaxDrawdown=-0.59764164686203|MaxUpside=-0.59764164686203|Velocity=1|PE=9.84|Beta=1.69|SharpeRatio=0 +Symbol=HWKN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=6/28/2024 12:00:00 AM|Shares=29|PurchasePrice=77.09|CurrentPrice=91.06|Volume=135068|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.78884462151394|Score=1.66732967536616|MaxDrawdown=-0.470844686031342|MaxUpside=-0.470844686031342|Velocity=1|PE=21.85|Beta=0.74|SharpeRatio=0