diff --git a/Sessions/CM20191031.txt b/Sessions/CM20191031.txt index ebd9cec..acc0f23 100644 --- a/Sessions/CM20191031.txt +++ b/Sessions/CM20191031.txt @@ -1,23 +1,23 @@ CMSESSIONv1.00 -LastUpdated=3/28/2024 08:29:04 PM -TradeDate=4/30/2024 +LastUpdated=4/30/2024 8:53:45 PM +TradeDate=5/31/2024 StartDate=10/31/2019 -AnalysisDate=3/28/2024 -Cycle=54 -CashBalance=611.66 +AnalysisDate=4/30/2024 +Cycle=55 +CashBalance=84.66 NonTradeableCash=13000 -DayCount=90|AnalysisDate=2/29/2024|TradeDate=3/28/2024|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 +DayCount=90|AnalysisDate=3/28/2024|TradeDate=4/30/2024|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=XMTR|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=45|PurchasePrice=33.02|Beta=5.95345795642039|BetaMonths=6|SharpeRatio=-0.0114701539947201|RiskAdjustedWeight=0.254869237854026|RiskAdjustedAllocation=1459.45856628764|TargetBetaOverBeta=0.167969608136994|Score=0|CNNPrediction=True -Slot=0|Symbol=INBX|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=63|PurchasePrice=38.72|Beta=3.57736495274364|BetaMonths=6|SharpeRatio=0.061325537368154|RiskAdjustedWeight=0.424153898747491|RiskAdjustedAllocation=2428.83388424409|TargetBetaOverBeta=0.27953536002332|Score=0|CNNPrediction=True -Slot=0|Symbol=STNE|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=106|PurchasePrice=17.1|Beta=4.72729802354978|BetaMonths=6|SharpeRatio=0.133817753955506|RiskAdjustedWeight=0.320976863398482|RiskAdjustedAllocation=1838.01088280161|TargetBetaOverBeta=0.211537329573541|Score=0|CNNPrediction=True +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 +Slot=0|Symbol=VITL|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=26.77|Beta=2.04232851900617|BetaMonths=6|SharpeRatio=-0.0464604771263937|RiskAdjustedWeight=0.355630606800959|RiskAdjustedAllocation=1854.23308971772|TargetBetaOverBeta=0.489637191418457|Score=0|CNNPrediction=True Slot=1|Symbol=APGE|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=1/1/0001 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|Score=0|CNNPrediction=True Slot=1|Symbol=HOV|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=1/1/0001 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|Score=0|CNNPrediction=True Slot=1|Symbol=ANF|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=1/1/0001 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|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=95.60|Beta=2.22447917030352|BetaMonths=6|SharpeRatio=0.425519461918717|RiskAdjustedWeight=0.0942618780844543|RiskAdjustedAllocation=545.650277398617|TargetBetaOverBeta=0.449543431716447|Score=0|CNNPrediction=False +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=125 +TotalPositions=128 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 @@ -143,3 +143,6 @@ Symbol=LPG|PurchaseDate=11/30/2023 12:00:00 AM|SellDate=2/29/2024 12:00:00 AM|Sh Symbol=COIN|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Shares=7|PurchasePrice=173.32|Beta=3.58723532873586|BetaMonths=6|SharpeRatio=0.237194146482187|RiskAdjustedWeight=0.228934604026057|RiskAdjustedAllocation=1312.25620273874|TargetBetaOverBeta=0.278766210844717|CurrentPrice=261.87|Score=0|CNNPrediction=True Symbol=SNAP|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Shares=111|PurchasePrice=16.53|Beta=2.4932293044091|BetaMonths=6|SharpeRatio=-0.0859620534199488|RiskAdjustedWeight=0.329388996864474|RiskAdjustedAllocation=1888.06212188046|TargetBetaOverBeta=0.401086253170364|CurrentPrice=11.48|Score=0|CNNPrediction=True Symbol=FYBR|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Shares=99|PurchasePrice=25|Beta=1.85937555456496|BetaMonths=6|SharpeRatio=-0.259485769749209|RiskAdjustedWeight=0.441676399109469|RiskAdjustedAllocation=2531.69500871413|TargetBetaOverBeta=0.537814965645264|CurrentPrice=24.59|Score=0|CNNPrediction=True +Symbol=XMTR|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=45|PurchasePrice=33.02|Beta=5.95345795642039|BetaMonths=6|SharpeRatio=-0.0114701539947201|RiskAdjustedWeight=0.254869237854026|RiskAdjustedAllocation=1459.45856628764|TargetBetaOverBeta=0.167969608136994|CurrentPrice=17.91|Score=0|CNNPrediction=True +Symbol=INBX|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=63|PurchasePrice=38.72|Beta=3.57736495274364|BetaMonths=6|SharpeRatio=0.061325537368154|RiskAdjustedWeight=0.424153898747491|RiskAdjustedAllocation=2428.83388424409|TargetBetaOverBeta=0.27953536002332|CurrentPrice=34.22|Score=0|CNNPrediction=True +Symbol=STNE|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=106|PurchasePrice=17.1|Beta=4.72729802354978|BetaMonths=6|SharpeRatio=0.133817753955506|RiskAdjustedWeight=0.320976863398482|RiskAdjustedAllocation=1838.01088280161|TargetBetaOverBeta=0.211537329573541|CurrentPrice=15.58|Score=0|CNNPrediction=True diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index f99fa92..5ca962b 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,19 +1,19 @@ CMTSESSIONv1.00 -LastUpdated=4/29/2024 9:44:57 PM -TradeDate=4/29/2024 +LastUpdated=4/30/2024 9:05:35 PM +TradeDate=4/30/2024 StartDate=1/1/0001 -AnalysisDate=4/29/2024 +AnalysisDate=4/30/2024 CashBalance=1401.56 NonTradeableCash=6121.73 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/29/2024|BetaMonths=6|TradeDate=4/29/2024|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=4/30/2024|BetaMonths=6|TradeDate=4/30/2024|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=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=38.48|Exposure=2085.16|MarketValue=2962.96|GainLoss=877.8|GainLossPcnt=0.420974889217134|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=3.53R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08 -Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=72.59|Exposure=714|MarketValue=1016.26|GainLoss=302.26|GainLossPcnt=0.423333333333333|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=61.4372853422165|TotalRiskExposure=84.504|RMultiple=3.58R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00 -Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=18.66|Exposure=538.2|MarketValue=559.8|GainLoss=21.5999999999999|GainLossPcnt=0.0401337792642139|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3562140703201|TotalRiskExposure=72.648|RMultiple=0.30R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=4/9/2024 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=239.98|Exposure=933.68|MarketValue=959.92|GainLoss=26.24|GainLossPcnt=0.0281038471424899|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=219.058930263519|TotalRiskExposure=112.3104|RMultiple=0.23R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=4/23/2024 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=293.41|Exposure=1144|MarketValue=1173.64|GainLoss=29.6400000000001|GainLossPcnt=0.025909090909091|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=268.947429733276|TotalRiskExposure=141.0336|RMultiple=0.21R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=4/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00 -Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=169.22|CurrentPrice=168.27|Exposure=676.88|MarketValue=673.08|GainLoss=-3.79999999999995|GainLossPcnt=-0.00561399361777561|PositionRiskDecimal=0.12|R=20.6532|C=102.358|P=4.95603586853369|InitialStopLimit=151.46|TrailingStopLimit=151.46|TotalRiskExposure=82.6128|RMultiple=-0.05R|Volatility=4.65934801101685|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 4/25/2024 from $172.11 to $169.22 +Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=38.57|Exposure=2085.16|MarketValue=2969.89|GainLoss=884.73|GainLossPcnt=0.424298375184638|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=3.56R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08 +Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=70.21|Exposure=714|MarketValue=982.94|GainLoss=268.94|GainLossPcnt=0.376666666666667|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=61.4372853422165|TotalRiskExposure=84.504|RMultiple=3.18R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00 +Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=17.82|Exposure=538.2|MarketValue=534.6|GainLoss=-3.60000000000002|GainLossPcnt=-0.00668896321070238|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3562140703201|TotalRiskExposure=72.648|RMultiple=-0.05R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=4/9/2024 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=237.62|Exposure=933.68|MarketValue=950.48|GainLoss=16.8000000000001|GainLossPcnt=0.0179933167680577|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=219.058930263519|TotalRiskExposure=112.3104|RMultiple=0.15R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=4/23/2024 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=290.89|Exposure=1144|MarketValue=1163.56|GainLoss=19.5599999999999|GainLossPcnt=0.017097902097902|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=268.947429733276|TotalRiskExposure=141.0336|RMultiple=0.14R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=4/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00 +Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=169.22|CurrentPrice=163.91|Exposure=676.88|MarketValue=655.64|GainLoss=-21.24|GainLossPcnt=-0.031379269589883|PositionRiskDecimal=0.12|R=20.6532|C=102.358|P=4.95603586853369|InitialStopLimit=151.46|TrailingStopLimit=151.46|TotalRiskExposure=82.6128|RMultiple=-0.26R|Volatility=4.65934801101685|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 4/25/2024 from $172.11 to $169.22 TotalPositions=96 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. diff --git a/Sessions/MG20180131.txt b/Sessions/MG20180131.txt index 441a348..1aaeaa0 100644 --- a/Sessions/MG20180131.txt +++ b/Sessions/MG20180131.txt @@ -1,23 +1,23 @@ SESSIONv1.00 -LastUpdated=3/28/2024 08:12:27 PM -TradeDate=4/30/2024 +LastUpdated=4/30/2024 8:35:41 PM +TradeDate=5/31/2024 StartDate=1/1/2018 -AnalysisDate=3/28/2024 -Cycle=75 -CashBalance=788.15 +AnalysisDate=4/30/2024 +Cycle=76 +CashBalance=875.37 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=9 -Slot=0|Symbol=MOD|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=32|PurchasePrice=70|CurrentPrice=69.09|Volume=2719440|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-14.7410358565737|Score=2.36446984641306|MaxDrawdown=-0.623842597007751|MaxUpside=-0.623842597007751|Velocity=0.818218788125254|PE=16.72|Beta=2.23|SharpeRatio=0 -Slot=0|Symbol=MCK|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=495|CurrentPrice=499.89|Volume=1058880|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-5.57768924302788|Score=0.956984467673665|MaxDrawdown=-0.2874596118927|MaxUpside=-0.2874596118927|Velocity=1|PE=19.31|Beta=0.44|SharpeRatio=0 -Slot=0|Symbol=MOH|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=354.67|CurrentPrice=356.44|Volume=505449|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.16334661354582|Score=0.253646465858676|MaxDrawdown=-0.291006982326508|MaxUpside=-0.291006982326508|Velocity=0.776260009420631|PE=23.99|Beta=0.45|SharpeRatio=0 +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=0.372081542620435|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=0.302727207672433|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=0.340458903665422|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=VIST|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=37.28|CurrentPrice=36.8|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 Slot=1|Symbol=AROC|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=121|PurchasePrice=18.42|CurrentPrice=18.27|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 Slot=1|Symbol=SCS|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=161|PurchasePrice=13.71|CurrentPrice=13.74|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 -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=0.810464863810921|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=ALPN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=57|PurchasePrice=39.31|CurrentPrice=39.64|Volume=1461950|Return1D=0|ZacksRank=3-Hold|CumReturn252=1.41198971611448|IDIndicator=-4.78087649402391|Score=2.04598754927192|MaxDrawdown=-0.742953777313232|MaxUpside=-0.742953777313232|Velocity=0.922361151497528|PE=0|Beta=1.13|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=0.596761523687746|IDIndicator=-2.78884462151394|Score=1.66732967536616|MaxDrawdown=-0.470844686031342|MaxUpside=-0.470844686031342|Velocity=1|PE=21.85|Beta=0.74|SharpeRatio=0 -TotalPositions=191 +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=ALPN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=57|PurchasePrice=39.31|CurrentPrice=39.64|Volume=1461950|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.78087649402391|Score=2.04598754927192|MaxDrawdown=-0.742953777313232|MaxUpside=-0.742953777313232|Velocity=0.922361151497528|PE=0|Beta=1.13|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=194 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 @@ -209,3 +209,6 @@ Symbol=GPI|PurchaseDate=11/30/2023 12:00:00 AM|SellDate=2/29/2024 12:00:00 AM|Sh Symbol=FDX|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Shares=8|PurchasePrice=251.75|CurrentPrice=284.25|Volume=1937300|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=2.78884462151395|Score=1.37370779593964|MaxDrawdown=-0.427449584007263|MaxUpside=-0.427449584007263|Velocity=0.746986907136044|PE=17.15|Beta=1.24|SharpeRatio=0 Symbol=VIPS|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Shares=120|PurchasePrice=17.36|CurrentPrice=16.88|Volume=3163920|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.38247011952191|Score=0.594548288381858|MaxDrawdown=-0.629845976829529|MaxUpside=-0.629845976829529|Velocity=0.877128953771289|PE=9.24|Beta=0.51|SharpeRatio=0 Symbol=BASE|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Shares=94|PurchasePrice=22.26|CurrentPrice=26.31|Volume=180300|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-11.1553784860558|Score=0.54564923272807|MaxDrawdown=-0.525865912437439|MaxUpside=-0.525865912437439|Velocity=0.866666666666667|PE=0|Beta=0.68|SharpeRatio=0 +Symbol=MOD|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=32|PurchasePrice=70|CurrentPrice=92.54|Volume=2719440|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-14.7410358565737|Score=2.36446984641306|MaxDrawdown=-0.623842597007751|MaxUpside=-0.623842597007751|Velocity=0.818218788125254|PE=16.72|Beta=2.23|SharpeRatio=0 +Symbol=MCK|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=4|PurchasePrice=495|CurrentPrice=532.30|Volume=1058880|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-5.57768924302788|Score=0.956984467673665|MaxDrawdown=-0.2874596118927|MaxUpside=-0.2874596118927|Velocity=1|PE=19.31|Beta=0.44|SharpeRatio=0 +Symbol=MOH|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=6|PurchasePrice=354.67|CurrentPrice=341.44|Volume=505449|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.16334661354582|Score=0.253646465858676|MaxDrawdown=-0.291006982326508|MaxUpside=-0.291006982326508|Velocity=0.776260009420631|PE=23.99|Beta=0.45|SharpeRatio=0