diff --git a/Sessions/CM20191031.TXT b/Sessions/CM20191031.TXT index 959cd8d..7d963c3 100644 --- a/Sessions/CM20191031.TXT +++ b/Sessions/CM20191031.TXT @@ -1,23 +1,22 @@ CMSESSIONv1.00 -LastUpdated=2/2/2026 10:48:05 AM +LastUpdated=2/18/2026 9:54:28 AM TradeDate=2/27/2026 StartDate=10/31/2019 -AnalysisDate=2/2/2026 +AnalysisDate=2/18/2026 Cycle=76 -CashBalance=1871.45 +CashBalance=4068.42 NonTradeableCash=13400.66 -DayCount=90|AnalysisDate=2/2/2026|TradeDate=2/27/2026|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=SFTBY,IPCC,YPF,ALGT,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://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25 -TotalActivePositions=9 +DayCount=90|AnalysisDate=2/18/2026|TradeDate=2/27/2026|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=SFTBY,IPCC,YPF,ALGT,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://Euporie:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25 +TotalActivePositions=8 Slot=0|Symbol=AA|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=106|PurchasePrice=56.81|Beta=1.38742001868201|BetaMonths=6|SharpeRatio=0.042662472208833|RiskAdjustedWeight=0.487240585470048|RiskAdjustedAllocation=6029.38948346953|TargetBetaOverBeta=0.720762268480138|Score=0|CNNPrediction=True Slot=0|Symbol=TGB|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=221|PurchasePrice=7.34|Beta=4.95425362268808|BetaMonths=6|SharpeRatio=0.463380326422422|RiskAdjustedWeight=0.136449886033226|RiskAdjustedAllocation=1688.50775654428|TargetBetaOverBeta=0.201846751530944|Score=0|CNNPrediction=True Slot=0|Symbol=BORR|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=995|PurchasePrice=4.54|Beta=1.79641303502463|BetaMonths=6|SharpeRatio=-0.0951973473446902|RiskAdjustedWeight=0.376309528496725|RiskAdjustedAllocation=4656.66609331953|TargetBetaOverBeta=0.556664854074771|Score=0|CNNPrediction=True Slot=1|Symbol=MU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=232.72|Beta=8.49114666107215|BetaMonths=6|SharpeRatio=0.247081001353389|RiskAdjustedWeight=0.14264664163143|RiskAdjustedAllocation=1664.32208341382|TargetBetaOverBeta=0.117769724150982|Score=0|CNNPrediction=True Slot=1|Symbol=TTI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=490|PurchasePrice=7.72|Beta=3.71100734182263|BetaMonths=6|SharpeRatio=0.248087502251472|RiskAdjustedWeight=0.326389425628832|RiskAdjustedAllocation=3808.13121608837|TargetBetaOverBeta=0.26946861266754|Score=0|CNNPrediction=True Slot=1|Symbol=NESR|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=444|PurchasePrice=14|Beta=2.28119742249155|BetaMonths=6|SharpeRatio=-0.00800623634647377|RiskAdjustedWeight=0.530963932739738|RiskAdjustedAllocation=6194.99336716448|TargetBetaOverBeta=0.438366267706802|Score=0|CNNPrediction=True -Slot=2|Symbol=RAPT|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=38|PurchasePrice=33.93|Beta=28.6944470511615|BetaMonths=6|SharpeRatio=0.353702556914886|RiskAdjustedWeight=0.0470862209044434|RiskAdjustedAllocation=532.873977205238|TargetBetaOverBeta=0.034849948431382|Score=0|CNNPrediction=True Slot=2|Symbol=HL|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=379|PurchasePrice=19.65|Beta=1.71757923481307|BetaMonths=6|SharpeRatio=0.383963559078681|RiskAdjustedWeight=0.786637987463148|RiskAdjustedAllocation=8902.36899348732|TargetBetaOverBeta=0.582214770492865|Score=0|CNNPrediction=True Slot=2|Symbol=SPHR|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=94.69|Beta=8.12573531791566|BetaMonths=6|SharpeRatio=0.196920851690333|RiskAdjustedWeight=0.166275791632408|RiskAdjustedAllocation=1881.74036264077|TargetBetaOverBeta=0.123065785541303|Score=0|CNNPrediction=True -TotalPositions=187 +TotalPositions=188 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 @@ -205,3 +204,4 @@ Symbol=BIL|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=12/31/2025 12:00:00 AM|Sh Symbol=UEC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 12:00:00 AM|Shares=143|PurchasePrice=15|Beta=1.29663058800792|BetaMonths=6|SharpeRatio=0.188824194390374|RiskAdjustedWeight=0.104687628773719|RiskAdjustedAllocation=1106.03003237578|TargetBetaOverBeta=0.771229685038012|CurrentPrice=17.41|Score=0|CNNPrediction=True Symbol=BTU|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 12:00:00 AM|Shares=249|PurchasePrice=28.22|Beta=0.159849444660176|BetaMonths=6|SharpeRatio=-0.0527083016848311|RiskAdjustedWeight=0.849181440339659|RiskAdjustedAllocation=8971.64437626051|TargetBetaOverBeta=6.2558866070877|CurrentPrice=34.75|Score=0|CNNPrediction=True Symbol=WDC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/30/2026 12:00:00 AM|Shares=10|PurchasePrice=152.3|Beta=2.94251988947805|BetaMonths=6|SharpeRatio=0.169350251432453|RiskAdjustedWeight=0.046130930886622|RiskAdjustedAllocation=487.375591363706|TargetBetaOverBeta=0.339844771678801|CurrentPrice=243.52|Score=0|CNNPrediction=True +Symbol=RAPT|PurchaseDate=12/31/2025 12:00:00 AM|SellDate=2/18/2026 12:00:00 AM|Shares=38|PurchasePrice=33.93|Beta=28.6944470511615|BetaMonths=6|SharpeRatio=0.353702556914886|RiskAdjustedWeight=0.0470862209044434|RiskAdjustedAllocation=532.873977205238|TargetBetaOverBeta=0.034849948431382|CurrentPrice=57.815|Score=0|CNNPrediction=True