Monthly
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CMSESSIONv1.00
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LastUpdated=11/3/2025 10:34:49 AM
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TradeDate=11/28/2025
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LastUpdated=12/1/2025 11:37:50 AM
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TradeDate=12/31/2025
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StartDate=10/31/2019
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AnalysisDate=11/3/2025
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Cycle=73
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CashBalance=7724.24
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AnalysisDate=12/1/2025
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Cycle=74
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CashBalance=5373.38
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NonTradeableCash=13400.66
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DayCount=90|AnalysisDate=11/3/2025|TradeDate=11/28/2025|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
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DayCount=90|AnalysisDate=12/1/2025|TradeDate=12/31/2025|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
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TotalActivePositions=9
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Slot=0|Symbol=UEC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=143|PurchasePrice=15|Beta=1.29663058800792|BetaMonths=6|SharpeRatio=0.188824194390374|RiskAdjustedWeight=0.495623323564646|RiskAdjustedAllocation=5236.28519462667|TargetBetaOverBeta=0.771229685038012|Score=0|CNNPrediction=True
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Slot=0|Symbol=BTU|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=249|PurchasePrice=28.22|Beta=2.24716155457228|BetaMonths=6|SharpeRatio=-0.258581694820612|RiskAdjustedWeight=0.285978709522015|RiskAdjustedAllocation=3021.37936503557|TargetBetaOverBeta=0.445005833232288|Score=0|CNNPrediction=True
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Slot=0|Symbol=WDC|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=10|PurchasePrice=152.3|Beta=2.94251988947805|BetaMonths=6|SharpeRatio=0.169350251432453|RiskAdjustedWeight=0.218397966913338|RiskAdjustedAllocation=2307.38544033776|TargetBetaOverBeta=0.339844771678801|Score=0|CNNPrediction=True
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Slot=1|Symbol=PSIX|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=80.09|Beta=9.77790980730845|BetaMonths=6|SharpeRatio=0.543534267757194|RiskAdjustedWeight=0.24343472194419|RiskAdjustedAllocation=2029.59236451066|TargetBetaOverBeta=0.102271346300674|Score=0|CNNPrediction=True
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Slot=1|Symbol=CRDO|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=24|PurchasePrice=121.83|Beta=6.54002630753343|BetaMonths=6|SharpeRatio=0.437530713245566|RiskAdjustedWeight=0.363956143784264|RiskAdjustedAllocation=3034.41762350827|TargetBetaOverBeta=0.152904583709106|Score=0|CNNPrediction=True
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Slot=1|Symbol=HOOD|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=31|PurchasePrice=100.39|Beta=6.06272892645231|BetaMonths=6|SharpeRatio=0.53508482462141|RiskAdjustedWeight=0.392609134271546|RiskAdjustedAllocation=3273.30667864773|TargetBetaOverBeta=0.164942225214275|Score=0|CNNPrediction=True
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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
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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=False
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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
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Slot=2|Symbol=W|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=88.95|Beta=5.28510119328211|BetaMonths=6|SharpeRatio=0.154478123815169|RiskAdjustedWeight=0.128452282679219|RiskAdjustedAllocation=1175.70233464912|TargetBetaOverBeta=0.189211135875903|Score=0|CNNPrediction=True
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Slot=2|Symbol=KTOS|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=90.5|Beta=1.05918933914324|BetaMonths=6|SharpeRatio=0.434875464556956|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.47314334258|TargetBetaOverBeta=0.944118263887437|Score=0|CNNPrediction=True
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Slot=2|Symbol=BIL|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=91.46|Beta=1.05918933914324|BetaMonths=6|SharpeRatio=0.434875464556956|RiskAdjustedWeight=0.640946134349208|RiskAdjustedAllocation=5866.47314334258|TargetBetaOverBeta=0.944118263887437|Score=0|CNNPrediction=True
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TotalPositions=178
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TotalPositions=181
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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
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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
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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
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@@ -196,3 +196,6 @@ Symbol=GEV|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=9/30/2025 12:00:00 AM|Sha
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Symbol=IREN|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=143|PurchasePrice=15.25|Beta=5.44368355171707|BetaMonths=6|SharpeRatio=0.0382859748218089|RiskAdjustedWeight=0.271101219957124|RiskAdjustedAllocation=2315.56769406858|TargetBetaOverBeta=0.18369914240966|CurrentPrice=72.95|Score=0|CNNPrediction=True
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Symbol=AKBA|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=850|PurchasePrice=3.65|Beta=4.01809425807921|BetaMonths=6|SharpeRatio=0.464589916528222|RiskAdjustedWeight=0.367285871645158|RiskAdjustedAllocation=3137.11350691765|TargetBetaOverBeta=0.248874201492235|CurrentPrice=2.2|Score=0|CNNPrediction=True
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Symbol=EVEX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=475|PurchasePrice=6.25|Beta=4.08112989790698|BetaMonths=6|SharpeRatio=0.161873104016708|RiskAdjustedWeight=0.361612908397718|RiskAdjustedAllocation=3088.65879901377|TargetBetaOverBeta=0.245030181595752|CurrentPrice=4.33|Score=0|CNNPrediction=True
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Symbol=PSIX|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=24|PurchasePrice=80.09|Beta=9.77790980730845|BetaMonths=6|SharpeRatio=0.543534267757194|RiskAdjustedWeight=0.24343472194419|RiskAdjustedAllocation=2029.59236451066|TargetBetaOverBeta=0.102271346300674|CurrentPrice=55|Score=0|CNNPrediction=True
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Symbol=CRDO|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=24|PurchasePrice=121.83|Beta=6.54002630753343|BetaMonths=6|SharpeRatio=0.437530713245566|RiskAdjustedWeight=0.363956143784264|RiskAdjustedAllocation=3034.41762350827|TargetBetaOverBeta=0.152904583709106|CurrentPrice=172.02|Score=0|CNNPrediction=True
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Symbol=HOOD|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=31|PurchasePrice=100.39|Beta=6.06272892645231|BetaMonths=6|SharpeRatio=0.53508482462141|RiskAdjustedWeight=0.392609134271546|RiskAdjustedAllocation=3273.30667864773|TargetBetaOverBeta=0.164942225214275|CurrentPrice=123.5|Score=0|CNNPrediction=True
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@@ -1,16 +1,16 @@
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CMTSESSIONv1.00
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LastUpdated=11/26/2025 10:58:38 PM
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TradeDate=11/26/2025
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LastUpdated=12/1/2025 7:43:45 PM
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TradeDate=12/1/2025
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StartDate=1/1/0001
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AnalysisDate=11/26/2025
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AnalysisDate=12/1/2025
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CashBalance=2596.76
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NonTradeableCash=6456.42
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/26/2025|BetaMonths=6|TradeDate=11/26/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=12/1/2025|BetaMonths=6|TradeDate=12/1/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
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PricingExceptions=0
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TotalActivePositions=3
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Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.57|Exposure=1373.76|MarketValue=1522.08|GainLoss=148.32|GainLossPcnt=0.107966457023061|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=8.89542867302895|TotalRiskExposure=165.1968|RMultiple=0.90R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=10/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
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Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=204.63|Exposure=2208.91|MarketValue=2250.93|GainLoss=42.02|GainLossPcnt=0.0190229570240526|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=186.778498840332|TotalRiskExposure=264.3696|RMultiple=0.16R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=11/26/2025 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
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Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=45.24|Exposure=1772.43|MarketValue=1854.84|GainLoss=82.4100000000003|GainLossPcnt=0.046495489243581|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=40.3568576288223|TotalRiskExposure=213.9708|RMultiple=0.39R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=11/25/2025 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
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Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.6|Exposure=1373.76|MarketValue=1526.4|GainLoss=152.64|GainLossPcnt=0.111111111111111|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=9.60214291214943|TotalRiskExposure=165.1968|RMultiple=0.92R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=11/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
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Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=198.74|Exposure=2208.91|MarketValue=2186.14|GainLoss=-22.7699999999995|GainLossPcnt=-0.0103082515810963|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=186.778498840332|TotalRiskExposure=264.3696|RMultiple=-0.09R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=11/26/2025 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
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Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=45.64|Exposure=1772.43|MarketValue=1871.24|GainLoss=98.8100000000002|GainLossPcnt=0.0557483229238955|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=40.3568576288223|TotalRiskExposure=213.9708|RMultiple=0.46R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=11/25/2025 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
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TotalPositions=132
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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.
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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.
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@@ -144,12 +144,11 @@ Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=10/21/2025 12:00:00 AM|
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Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=209.01|Exposure=3721.9|MarketValue=2926.14|GainLoss=-795.760000000001|GainLossPcnt=-0.213804777129961|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.6987853437339|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-1.78R|Volatility=5.87448072433472|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
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Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=11/17/2025 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=175.62|Exposure=2390.4|MarketValue=2107.44|GainLoss=-282.96|GainLossPcnt=-0.118373493975903|PositionRiskDecimal=0.12|R=23.4012|C=290.298|P=12.4052612686529|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-1.01R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=10|PurchasePrice=114.35|CurrentPrice=105.51|Exposure=1143.5|MarketValue=1055.1|GainLoss=-88.3999999999999|GainLossPcnt=-0.0773065150852644|PositionRiskDecimal=0.12|R=148.962|C=201.1665|P=1.35045514963548|InitialStopLimit=100.62|TrailingStopLimit=105.51|TotalRiskExposure=1489.62|RMultiple=-0.06R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Manual close.
|
||||
TotalCandidates=84
|
||||
TotalCandidates=88
|
||||
Symbol=SSRM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.184999987483025|ProfitMarginSlope=3.61750793457031|PriceSlope=0.00440687912324964|Volatility=1.86721098423004|Volume=0|Violation=False|Slope=0.00440687912324964|Score=2.84133441481988|AnnualizedReturn=3.03597777512076|SharpeRatio=0.345003979721487|RSquared=0.93588775191441|BetaMonths=6|Beta=0.846801161374031
|
||||
Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=2.26086616516113|PriceSlope=0.00448679936177329|Volatility=1.03268754482269|Volume=0|Violation=False|Slope=0.00448679936177329|Score=2.66255318366838|AnnualizedReturn=3.09774193858814|SharpeRatio=0.335718769738377|RSquared=0.859514199843871|BetaMonths=6|Beta=0.824935419784389
|
||||
Symbol=EAT|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.744999885559082|ProfitMarginSlope=0.091644287109375|PriceSlope=0.00445367257323815|Volatility=4.43336915969849|Volume=0|Violation=False|Slope=0.00445367257323815|Score=2.56228134702085|AnnualizedReturn=3.07198977999701|SharpeRatio=0.252601761938228|RSquared=0.834078734149741|BetaMonths=6|Beta=4.06681858237996
|
||||
Symbol=RYCEY|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.0249999910593033|ProfitMarginSlope=2.86403560638428|PriceSlope=0.00377742185948191|Volatility=0.317665636539459|Volume=0|Violation=False|Slope=0.00377742185948191|Score=2.3960549250413|AnnualizedReturn=2.59065388368147|SharpeRatio=0.325355777751677|RSquared=0.924884231017524|BetaMonths=6|Beta=1.39611806037306
|
||||
Symbol=IDCC|AnalysisDate=5/30/2025 12:00:00 AM|EPSSlope=0.284999847412109|ProfitMarginSlope=6.47400665283203|PriceSlope=0.00284739263541751|Volatility=3.00555038452148|Volume=0|Violation=False|Slope=0.00284739263541751|Score=1.80687848043956|AnnualizedReturn=2.04939154981187|SharpeRatio=0.243384936918712|RSquared=0.881665819596759|BetaMonths=6|Beta=1.12977875867691
|
||||
Symbol=TTMI|AnalysisDate=9/23/2025 12:00:00 AM|EPSSlope=0.0699999928474426|ProfitMarginSlope=0.416337013244629|PriceSlope=0.00365635399457596|Volatility=3.10769009590149|Volume=0|Violation=False|Slope=0.00365635399457596|Score=1.73840687121807|AnnualizedReturn=2.5128088887714|SharpeRatio=0.319624993971795|RSquared=0.691818179642002|BetaMonths=6|Beta=4.40428456309766
|
||||
Symbol=SBSW|AnalysisDate=9/25/2025 12:00:00 AM|EPSSlope=0.144999995827675|ProfitMarginSlope=8.49569129943848|PriceSlope=0.00379709174022612|Volatility=0.753211140632629|Volume=0|Violation=False|Slope=0.00379709174022612|Score=1.72251869189193|AnnualizedReturn=2.60352714141071|SharpeRatio=0.241739220317797|RSquared=0.661609654262558|BetaMonths=6|Beta=1.87093907966492
|
||||
Symbol=ATGE|AnalysisDate=8/13/2025 12:00:00 AM|EPSSlope=0.330000162124634|ProfitMarginSlope=0.837547302246094|PriceSlope=0.00244670445344767|Volatility=4.95779800415039|Volume=0|Violation=False|Slope=0.00244670445344767|Score=1.62052890541241|AnnualizedReturn=1.85256195619552|SharpeRatio=-0.0588424665944899|RSquared=0.874750180415224|BetaMonths=6|Beta=1.55836534629932
|
||||
@@ -225,11 +224,16 @@ Symbol=TV|AnalysisDate=9/5/2025 12:00:00 AM|EPSSlope=0.0250000059604645|ProfitMa
|
||||
Symbol=IMOS|AnalysisDate=11/18/2025 12:00:00 AM|EPSSlope=0.0399999991059303|ProfitMarginSlope=1.49780511856079|PriceSlope=0.00022021307999562|Volatility=3.45910954475403|Volume=0|Violation=False|Slope=0.00022021307999562|Score=0.0232785327570433|AnnualizedReturn=1.05706235349833|SharpeRatio=-0.325433209217528|RSquared=0.0220219107037569|BetaMonths=6|Beta=2.37560627494608
|
||||
Symbol=CCJ|AnalysisDate=6/13/2025 12:00:00 AM|EPSSlope=0.0649999976158142|ProfitMarginSlope=5.4240665435791|PriceSlope=0.000277015580737503|Volatility=3.2751772403717|Volume=0|Violation=False|Slope=0.000277015580737503|Score=0.0230639944349942|AnnualizedReturn=1.07230220047114|SharpeRatio=-0.179232017095276|RSquared=0.021508856761518|BetaMonths=6|Beta=1.49560282686544
|
||||
Symbol=HL|AnalysisDate=8/29/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=5.97112083435059|PriceSlope=0.000112741516887054|Volatility=0.264708667993546|Volume=0|Violation=False|Slope=0.000112741516887054|Score=0.00468681348236116|AnnualizedReturn=1.02881830020441|SharpeRatio=-0.341675964720262|RSquared=0.00455553082738707|BetaMonths=6|Beta=0.630190379108049
|
||||
Symbol=CVAC|AnalysisDate=6/3/2025 12:00:00 AM|EPSSlope=0.129999995231628|ProfitMarginSlope=126.290649414063|PriceSlope=3.20342015701747E-05|Volatility=0.461500257253647|Volume=0|Violation=False|Slope=3.20342015701747E-05|Score=0.000279939224762051|AnnualizedReturn=1.00810529023833|SharpeRatio=-0.1436333308256|RSquared=0.000277688479043563|BetaMonths=6|Beta=0.832225031312619
|
||||
Symbol=IRMD|AnalysisDate=11/21/2025 12:00:00 AM|EPSSlope=0.0199999809265137|ProfitMarginSlope=0.859756469726563|PriceSlope=0.0017007269483326|Volatility=1.49323868751526|Volume=0|Violation=False|Slope=0.0017007269483326|Score=1.00958866945961|AnnualizedReturn=1.5350810653994|SharpeRatio=0.131721204689824|RSquared=0.657677755406961|BetaMonths=6|Beta=0.443438397302597
|
||||
Symbol=FTI|AnalysisDate=11/21/2025 12:00:00 AM|EPSSlope=0.0600000619888306|ProfitMarginSlope=0.997105598449707|PriceSlope=0.00151512058909537|Volatility=0.719519555568695|Volume=0|Violation=False|Slope=0.00151512058909537|Score=0.893034560876287|AnnualizedReturn=1.46493429033877|SharpeRatio=0.0408456480409023|RSquared=0.609607247755647|BetaMonths=6|Beta=2.43194338962535
|
||||
Symbol=COCO|AnalysisDate=11/24/2025 12:00:00 AM|EPSSlope=0.0399999618530273|ProfitMarginSlope=0.468318939208984|PriceSlope=0.000702689165827794|Volatility=3.09965920448303|Volume=0|Violation=False|Slope=0.000702689165827794|Score=0.301275890192158|AnnualizedReturn=1.19372380580228|SharpeRatio=-0.191321795593124|RSquared=0.252383247052426|BetaMonths=6|Beta=0.531335296723166
|
||||
TotalStopLimits=204
|
||||
Symbol=NGD|AnalysisDate=12/1/2025 12:00:00 AM|EPSSlope=0.0649999976158142|ProfitMarginSlope=16.1358108520508|PriceSlope=0.00469880317427498|Volatility=0.490881323814392|Volume=0|Violation=False|Slope=0.00469880317427498|Score=3.07711099470153|AnnualizedReturn=3.26773929890012|SharpeRatio=0.415782686113452|RSquared=0.9416635518437|BetaMonths=6|Beta=5.03973049873957
|
||||
Symbol=KGC|AnalysisDate=12/1/2025 12:00:00 AM|EPSSlope=0.0949999690055847|ProfitMarginSlope=3.43296813964844|PriceSlope=0.00436518477347363|Volatility=1.21210408210754|Volume=0|Violation=False|Slope=0.00436518477347363|Score=2.87202418101565|AnnualizedReturn=3.00424582441417|SharpeRatio=0.525586088639366|RSquared=0.955988407365333|BetaMonths=6|Beta=1.56817755159982
|
||||
Symbol=AG|AnalysisDate=12/1/2025 12:00:00 AM|EPSSlope=0.134999990463257|ProfitMarginSlope=4.38996124267578|PriceSlope=0.00377267298900399|Volatility=1.33181643486023|Volume=0|Violation=False|Slope=0.00377267298900399|Score=2.15057796695722|AnnualizedReturn=2.58755546271901|SharpeRatio=0.370732514921849|RSquared=0.831123428248136|BetaMonths=6|Beta=5.16826596416066
|
||||
Symbol=FSM|AnalysisDate=12/1/2025 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=6.33944129943848|PriceSlope=0.00300120319527242|Volatility=0.678142488002777|Volume=0|Violation=False|Slope=0.00300120319527242|Score=1.8919325367791|AnnualizedReturn=2.13038604526756|SharpeRatio=0.247623629601458|RSquared=0.888070282370578|BetaMonths=6|Beta=2.95339978231166
|
||||
Symbol=PAAS|AnalysisDate=12/1/2025 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=9.26645946502686|PriceSlope=0.00260061013326126|Volatility=2.98869395256042|Volume=0|Violation=False|Slope=0.00260061013326126|Score=1.67848839936708|AnnualizedReturn=1.92582366390929|SharpeRatio=0.267387650698467|RSquared=0.871569100963203|BetaMonths=6|Beta=3.30319351169543
|
||||
Symbol=MLCO|AnalysisDate=12/1/2025 12:00:00 AM|EPSSlope=0.0599999949336052|ProfitMarginSlope=0.790666580200195|PriceSlope=0.00245055411057635|Volatility=0.179802313446999|Volume=0|Violation=False|Slope=0.00245055411057635|Score=1.14415740436721|AnnualizedReturn=1.85436002376134|SharpeRatio=0.00448702834493407|RSquared=0.617009313027804|BetaMonths=6|Beta=3.46597847744274
|
||||
TotalStopLimits=205
|
||||
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951|StopLimitId=
|
||||
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135|StopLimitId=
|
||||
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|StopLimitId=
|
||||
@@ -434,3 +438,4 @@ Symbol=CX|AnalysisDate=10/28/2025 12:00:00 AM|PreviousStop=8.4|NewStop=8.8954286
|
||||
Symbol=NFLX|AnalysisDate=11/13/2025 12:00:00 AM|PreviousStop=100.62|NewStop=105.51|CurrentPriceLow=114.56|CurrentPriceClose=115.42|PriceTrendIndicatorSlope=NaN|StopLimitId=
|
||||
Symbol=FTI|AnalysisDate=11/25/2025 12:00:00 AM|PreviousStop=38.04|NewStop=40.3568576288223|CurrentPriceLow=44.22|CurrentPriceClose=45.03|PriceTrendIndicatorSlope=0.159624055027962|StopLimitId=
|
||||
Symbol=HWM|AnalysisDate=11/26/2025 12:00:00 AM|PreviousStop=176.71|NewStop=186.778498840332|CurrentPriceLow=204.2|CurrentPriceClose=204.63|PriceTrendIndicatorSlope=NaN|StopLimitId=
|
||||
Symbol=CX|AnalysisDate=11/28/2025 12:00:00 AM|PreviousStop=8.89542867302895|NewStop=9.60214291214943|CurrentPriceLow=10.45|CurrentPriceClose=10.79|PriceTrendIndicatorSlope=0.00737594859674573|StopLimitId=
|
||||
|
||||
@@ -1,23 +1,23 @@
|
||||
SESSIONv1.00
|
||||
LastUpdated=11/3/2025 10:56:47 AM
|
||||
TradeDate=11/28/2025
|
||||
LastUpdated=12/1/2025 11:20:54 AM
|
||||
TradeDate=12/31/2025
|
||||
StartDate=1/1/2018
|
||||
AnalysisDate=11/3/2025
|
||||
Cycle=94
|
||||
CashBalance=1321.16
|
||||
AnalysisDate=12/1/2025
|
||||
Cycle=95
|
||||
CashBalance=670.38
|
||||
NonTradeableCash=8221.84
|
||||
Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=ANTM,ETE,TGE,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|UseCalcBeta=True|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=ATAI|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=421|PurchasePrice=5.85|CurrentPrice=5.84|Volume=4451435|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.38247011952191|Score=2.00926038960802|MaxDrawdown=-0.780538320541382|MaxUpside=1.1074378490448|Velocity=0.837742504409171|PE=0.3|Beta=2.08|SharpeRatio=0
|
||||
Slot=0|Symbol=GH|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=26|PurchasePrice=94.07|CurrentPrice=93.02|Volume=3919282|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-3.18725099601593|Score=1.87048017006212|MaxDrawdown=-0.700385630130768|MaxUpside=0.393415093421936|Velocity=1|PE=0|Beta=2.03|SharpeRatio=0
|
||||
Slot=0|Symbol=WOR|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=43|PurchasePrice=55.65|CurrentPrice=56.09|Volume=121804|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=-1.99203187250995|Score=1.28685684129769|MaxDrawdown=-0.433150291442871|MaxUpside=0.218586325645447|Velocity=0.534509927513394|PE=26.76|Beta=1.03|SharpeRatio=0
|
||||
Slot=1|Symbol=IHS|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=307|PurchasePrice=7.12|CurrentPrice=7.25|Volume=398330|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=5.57768924302789|Score=1.58196784563705|MaxDrawdown=-0.590764343738556|MaxUpside=0.399224758148193|Velocity=0.953061224489796|PE=20.98|Beta=0.79|SharpeRatio=0
|
||||
Slot=1|Symbol=ALHC|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=136|PurchasePrice=16.36|CurrentPrice=16.36|Volume=1650197|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.7808764940239|Score=1.57313501345269|MaxDrawdown=-0.606167852878571|MaxUpside=0.443795680999756|Velocity=0.693251533742331|PE=0|Beta=0.89|SharpeRatio=0
|
||||
Slot=1|Symbol=UVV|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=55.56|CurrentPrice=55.95|Volume=224269|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=0.398406374501988|Score=0.601341776434126|MaxDrawdown=-0.287658631801605|MaxUpside=0.167505621910095|Velocity=0.354901960784314|PE=12.86|Beta=0.71|SharpeRatio=0
|
||||
Slot=1|Symbol=TRVI|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=188|PurchasePrice=13.07|CurrentPrice=13.19|Volume=1325673|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=2.39043824701196|Score=2.75368855301141|MaxDrawdown=-0.744615375995636|MaxUpside=0.345381498336792|Velocity=1|PE=0|Beta=-0.43|SharpeRatio=0
|
||||
Slot=1|Symbol=DRD|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=82|PurchasePrice=30.6|CurrentPrice=30.18|Volume=295934|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-8.76494023904382|Score=1.50229817076201|MaxDrawdown=-0.697993636131287|MaxUpside=0.451048970222473|Velocity=0.934228187919463|PE=19.65|Beta=0.49|SharpeRatio=0
|
||||
Slot=1|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=82.45|CurrentPrice=82.45|Volume=236813|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.47874375251707|MaxDrawdown=-0.37163895368576|MaxUpside=0.0953423976898193|Velocity=0.658599827139153|PE=31.63|Beta=0.3|SharpeRatio=0
|
||||
Slot=2|Symbol=ADPT|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=153|PurchasePrice=14.92|CurrentPrice=14.96|Volume=4717435|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=6.77290836653387|Score=2.55275487638757|MaxDrawdown=-0.671052634716034|MaxUpside=0.48512589931488|Velocity=1|PE=0|Beta=2.2|SharpeRatio=0
|
||||
Slot=2|Symbol=GRPN|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=98|PurchasePrice=23.33|CurrentPrice=23.35|Volume=1461188|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-6.37450199203187|Score=2.43259053720842|MaxDrawdown=-0.782713413238525|MaxUpside=0.934729099273682|Velocity=0.483860555196901|PE=31.44|Beta=0.3|SharpeRatio=0
|
||||
Slot=2|Symbol=KGC|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=92|PurchasePrice=25.17|CurrentPrice=24.85|Volume=28571335|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-12.7490039840637|Score=1.73485510666263|MaxDrawdown=-0.504878044128418|MaxUpside=0.190476179122925|Velocity=0.962484624846249|PE=18.75|Beta=0.39|SharpeRatio=0
|
||||
TotalPositions=246
|
||||
TotalPositions=249
|
||||
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
|
||||
@@ -264,3 +264,6 @@ Symbol=IMBBY|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=9/30/2025 12:00:00 AM|S
|
||||
Symbol=SFM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=13|PurchasePrice=154.51|CurrentPrice=78.83|Volume=4748102|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.96607587875655|MaxDrawdown=-0.57432234287262|MaxUpside=0.331299424171448|Velocity=0.723404255319149|PE=37.04|Beta=1.12|SharpeRatio=0
|
||||
Symbol=TVTX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=127|PurchasePrice=15.2|CurrentPrice=34.58|Volume=1119121|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=1.99203187250995|Score=1.77269236630398|MaxDrawdown=-0.712000012397766|MaxUpside=0.760563373565674|Velocity=0.451513279802347|PE=0|Beta=0.44|SharpeRatio=0
|
||||
Symbol=CPRX|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=10/31/2025 12:00:00 AM|Shares=92|PurchasePrice=20.99|CurrentPrice=21.27|Volume=1016922|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.39043824701195|Score=1.15548067027123|MaxDrawdown=-0.418414890766144|MaxUpside=0.225294351577759|Velocity=0.519784172661871|PE=14.93|Beta=0.85|SharpeRatio=0
|
||||
Symbol=IHS|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=307|PurchasePrice=7.12|CurrentPrice=7|Volume=398330|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=5.57768924302789|Score=1.58196784563705|MaxDrawdown=-0.590764343738556|MaxUpside=0.399224758148193|Velocity=0.953061224489796|PE=20.98|Beta=0.79|SharpeRatio=0
|
||||
Symbol=ALHC|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=136|PurchasePrice=16.36|CurrentPrice=19|Volume=1650197|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.7808764940239|Score=1.57313501345269|MaxDrawdown=-0.606167852878571|MaxUpside=0.443795680999756|Velocity=0.693251533742331|PE=0|Beta=0.89|SharpeRatio=0
|
||||
Symbol=UVV|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=11/28/2025 12:00:00 AM|Shares=39|PurchasePrice=55.56|CurrentPrice=52.72|Volume=224269|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=0.398406374501988|Score=0.601341776434126|MaxDrawdown=-0.287658631801605|MaxUpside=0.167505621910095|Velocity=0.354901960784314|PE=12.86|Beta=0.71|SharpeRatio=0
|
||||
|
||||
@@ -1,19 +1,21 @@
|
||||
MGSHSESSIONv2.00
|
||||
LastUpdated=11/26/2025 10:57:43 PM
|
||||
TradeDate=11/28/2025
|
||||
LastUpdated=12/1/2025 7:42:58 PM
|
||||
TradeDate=12/2/2025
|
||||
StartDate=3/31/2025
|
||||
AnalysisDate=11/26/2025
|
||||
Cycle=8
|
||||
CashBalance=5982.16428792477
|
||||
AnalysisDate=12/1/2025
|
||||
Cycle=9
|
||||
CashBalance=4231.33428792477
|
||||
NonTradeableCash=0
|
||||
HedgeCashBalance=2895.21571207523
|
||||
Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=OSB,IBDRY,GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24
|
||||
TotalActivePositions=5
|
||||
Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=78.69|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.7250996015936|Score=0.970794577873616|Velocity=0.708823529411765|PE=33.97|Beta=1.35666771887916|InitialStopLimit=60.97|TrailingStopLimit=73.5799289083481|LastStopAdjustment=11/26/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324|Comment=Price changed on 10/1/2025 from $76.62 to $76.21
|
||||
Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=213.14|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.9282868525896|Score=1.45705377610136|Velocity=0.779428953080648|PE=23.64|Beta=0.628226122785001|InitialStopLimit=124.65|TrailingStopLimit=171.104215564728|LastStopAdjustment=10/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
|
||||
Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=13.04|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98
|
||||
Slot=1|Symbol=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=81.25|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.5537848605578|Score=0.602697377681549|Velocity=0.944803580308304|PE=22.43|Beta=-0.192317961128493|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=
|
||||
Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=65.06|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.3585657370518|Score=-0.0546472654561472|Velocity=0.878823529411765|PE=30.96|Beta=0.759120105784337|InitialStopLimit=47.5|TrailingStopLimit=57.3008577227592|LastStopAdjustment=11/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
|
||||
TotalActivePositions=7
|
||||
Slot=0|Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=76.21|CurrentPrice=77.52|Volume=2447913|Return1D=0|CumReturn252=0|IDIndicator=-18.7250996015936|Score=0.970794577873616|Velocity=0.708823529411765|PE=33.97|Beta=1.35666771887916|InitialStopLimit=60.97|TrailingStopLimit=73.5799289083481|LastStopAdjustment=11/26/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=15.324|Comment=Price changed on 10/1/2025 from $76.62 to $76.21
|
||||
Slot=0|Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=208|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.9282868525896|Score=1.45705377610136|Velocity=0.779428953080648|PE=23.64|Beta=0.628226122785001|InitialStopLimit=124.65|TrailingStopLimit=193.877000694275|LastStopAdjustment=12/1/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392|Comment=Price changed on 10/1/2025 from $156.96 to $155.81
|
||||
Slot=1|Symbol=PSO|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=69|PurchasePrice=15.98|CurrentPrice=13.1|Volume=894303|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=1.15269564166514|Velocity=0.737122557726465|PE=19.2|Beta=0.0342052512015139|InitialStopLimit=12.78|TrailingStopLimit=12.78|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.25|Comment=Price changed on 5/1/2025 from $16.25 to $15.98
|
||||
Slot=1|Symbol=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=79.73|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.5537848605578|Score=0.602697377681549|Velocity=0.944803580308304|PE=22.43|Beta=-0.192317961128493|InitialStopLimit=64.936|TrailingStopLimit=64.936|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=
|
||||
Slot=2|Symbol=NYT|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=59.38|CurrentPrice=64.78|Volume=1582847|Return1D=0|CumReturn252=0|IDIndicator=-10.3585657370518|Score=-0.0546472654561472|Velocity=0.878823529411765|PE=30.96|Beta=0.759120105784337|InitialStopLimit=47.5|TrailingStopLimit=57.3008577227592|LastStopAdjustment=11/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968|Comment=Price changed on 9/2/2025 from $59.84 to $59.38
|
||||
Slot=2|Symbol=NEU|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=761.43|CurrentPrice=758.52|Volume=47592|Return1D=0|CumReturn252=0|IDIndicator=-10.7569721115538|Score=1.32888913206578|Velocity=0.735010364152827|PE=16.57|Beta=0.634028454808648|InitialStopLimit=609.14|TrailingStopLimit=609.14|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=152.706|Comment=Price changed on 12/1/2025 from $763.53 to $761.43
|
||||
Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=82.21|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.47874375251707|Velocity=0.658599827139153|PE=31.63|Beta=0.0443025382529758|InitialStopLimit=65.96|TrailingStopLimit=65.96|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.49|Comment=
|
||||
TotalPositions=14
|
||||
Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.15|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=56.1565003347397|LastStopAdjustment=5/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Closed due to trailing stop.
|
||||
Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=42.6|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=42.7107857322693|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=Closed due to trailing stop.
|
||||
@@ -29,7 +31,7 @@ Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=10/10/2025 12:00:00 AM|Sh
|
||||
Symbol=TRP|PurchaseDate=8/29/2025 12:00:00 AM|SellDate=10/24/2025 12:00:00 AM|Shares=16|PurchasePrice=51.58|CurrentPrice=50.53|Volume=2957055|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095617|Score=0.593938436858137|Velocity=1|PE=17.47|Beta=0.474760994489804|InitialStopLimit=41.26|TrailingStopLimit=50.535500023365|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.412|Comment=Manual close.
|
||||
Symbol=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=11/14/2025 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=17.49|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=17.5207857596874|LastStopAdjustment=10/31/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Manual close.
|
||||
Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.84|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=37.0849999964237|LastStopAdjustment=11/18/2025 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Manual close.
|
||||
TotalStopLimits=28
|
||||
TotalStopLimits=29
|
||||
Symbol=EXC|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=36.61|NewStop=42.7107857322693|CurrentPriceLow=42.6|CurrentPriceClose=46.9|PriceTrendIndicatorSlope=0.0870828032493591|StopLimitId=EXC20250331120000AM
|
||||
Symbol=SXT|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=59.18|NewStop=85.4177850723267|CurrentPriceLow=92.4|CurrentPriceClose=93.95|PriceTrendIndicatorSlope=0.931879639625549|StopLimitId=SXT20250331120000AM
|
||||
Symbol=MO|AnalysisDate=5/7/2025 12:00:00 AM|PreviousStop=47.93|NewStop=56.1565003347397|CurrentPriceLow=56.16|CurrentPriceClose=60.91|PriceTrendIndicatorSlope=0.217300787568092|StopLimitId=MO20250331120000AM
|
||||
@@ -58,5 +60,6 @@ Symbol=SH|AnalysisDate=11/14/2025 12:00:00 AM|PreviousStop=33.11|NewStop=36.6320
|
||||
Symbol=SH|AnalysisDate=11/17/2025 12:00:00 AM|PreviousStop=36.632095246315|NewStop=36.6949999582768|CurrentPriceLow=36.81|CurrentPriceClose=37.25|PriceTrendIndicatorSlope=0|StopLimitId=SH20250915120000AM
|
||||
Symbol=SH|AnalysisDate=11/18/2025 12:00:00 AM|PreviousStop=36.6949999582768|NewStop=37.0849999964237|CurrentPriceLow=37.29|CurrentPriceClose=37.56|PriceTrendIndicatorSlope=0|StopLimitId=SH20250915120000AM
|
||||
Symbol=USFD|AnalysisDate=11/26/2025 12:00:00 AM|PreviousStop=60.97|NewStop=73.5799289083481|CurrentPriceLow=78.16|CurrentPriceClose=78.69|PriceTrendIndicatorSlope=0.0801278650760651|StopLimitId=USFD20250930120000AM
|
||||
Symbol=CAH|AnalysisDate=12/1/2025 12:00:00 AM|PreviousStop=171.104215564728|NewStop=193.877000694275|CurrentPriceLow=207.88|CurrentPriceClose=208|PriceTrendIndicatorSlope=1.11586487293243|StopLimitId=CAH20250930120000AM
|
||||
TotalHedgePositions=0
|
||||
TotalPricingExceptions=0
|
||||
|
||||
Reference in New Issue
Block a user