From ed0b2708a9de9847469500e655f47b3fa35057f0 Mon Sep 17 00:00:00 2001 From: Sean Date: Mon, 3 Mar 2025 19:34:28 -0500 Subject: [PATCH] Monthly --- Sessions/CM20191031.txt | 23 +++++++++++++---------- 1 file changed, 13 insertions(+), 10 deletions(-) diff --git a/Sessions/CM20191031.txt b/Sessions/CM20191031.txt index 7c2b1ef..d4c40aa 100644 --- a/Sessions/CM20191031.txt +++ b/Sessions/CM20191031.txt @@ -1,23 +1,23 @@ CMSESSIONv1.00 -LastUpdated=2/2/2025 2:41:32 PM +LastUpdated=3/3/2025 10:29:54 AM TradeDate=3/31/2025 StartDate=10/31/2019 -AnalysisDate=2/2/2025 -Cycle=64 -CashBalance=0 +AnalysisDate=1/1/0001 +Cycle=65 +CashBalance=28.27 NonTradeableCash=13400.66 -DayCount=90|AnalysisDate=1/2/2025|TradeDate=2/2/2025|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=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://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25 +DayCount=90|AnalysisDate=3/3/2025|TradeDate=3/3/2025|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=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://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25 TotalActivePositions=9 Slot=0|Symbol=SMWB|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=206|PurchasePrice=16.45|Beta=3.38499371733422|BetaMonths=6|SharpeRatio=0.278304196572116|RiskAdjustedWeight=0.297224436836141|RiskAdjustedAllocation=3342.31910911496|TargetBetaOverBeta=0.295421523200796|Score=0|CNNPrediction=True Slot=0|Symbol=SOFI|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=165|PurchasePrice=14.95|Beta=4.33452144655686|BetaMonths=6|SharpeRatio=0.0332380177160441|RiskAdjustedWeight=0.232113940081606|RiskAdjustedAllocation=2610.14493183955|TargetBetaOverBeta=0.230705975810629|Score=0|CNNPrediction=True -Slot=0|Symbol=CRK|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=285|PurchasePrice=19.20|Beta=2.1376351968954|BetaMonths=6|SharpeRatio=0.195903755384412|RiskAdjustedWeight=0.470661623082253|RiskAdjustedAllocation=5292.63795904548|TargetBetaOverBeta=0.467806668533693|Score=0|CNNPrediction=True -Slot=1|Symbol=UAL|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=53|PurchasePrice=97.24|Beta=0.478618874065434|BetaMonths=6|SharpeRatio=0.233151135976314|RiskAdjustedWeight=0.581751393741123|RiskAdjustedAllocation=5217.27642354833|TargetBetaOverBeta=2.08934510147063|Score=0|CNNPrediction=False -Slot=1|Symbol=AS|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=26.33|Beta=2.42082650321074|BetaMonths=6|SharpeRatio=0.0073637393338266|RiskAdjustedWeight=0.115017411073897|RiskAdjustedAllocation=1031.50182973251|TargetBetaOverBeta=0.413082060475504|Score=0|CNNPrediction=True -Slot=1|Symbol=GEV|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=335.73|Beta=0.918234012462068|BetaMonths=6|SharpeRatio=0.638142725834839|RiskAdjustedWeight=0.30323119518498|RiskAdjustedAllocation=2719.44508005249|TargetBetaOverBeta=1.08904700373567|Score=0|CNNPrediction=False +Slot=0|Symbol=CRK|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=285|PurchasePrice=19.2|Beta=2.1376351968954|BetaMonths=6|SharpeRatio=0.195903755384412|RiskAdjustedWeight=0.470661623082253|RiskAdjustedAllocation=5292.63795904548|TargetBetaOverBeta=0.467806668533693|Score=0|CNNPrediction=True +Slot=1|Symbol=AS|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=56|PurchasePrice=30.51|Beta=5.05161254864165|BetaMonths=6|SharpeRatio=0.22720363752712|RiskAdjustedWeight=0.192948394685856|RiskAdjustedAllocation=1701.62732860614|TargetBetaOverBeta=0.197956591161944|Score=0|CNNPrediction=True +Slot=1|Symbol=TPR|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=23|PurchasePrice=86.71|Beta=4.24984207478878|BetaMonths=6|SharpeRatio=0.120466159815884|RiskAdjustedWeight=0.229349823989348|RiskAdjustedAllocation=2022.65444574798|TargetBetaOverBeta=0.23530286123625|Score=0|CNNPrediction=False +Slot=1|Symbol=ICAGY|PurchaseDate=2/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=580|PurchasePrice=8.77|Beta=1.6872036115245|BetaMonths=6|SharpeRatio=0.328533198045101|RiskAdjustedWeight=0.577701781324797|RiskAdjustedAllocation=5094.79822564589|TargetBetaOverBeta=0.592696692426136|Score=0|CNNPrediction=True Slot=2|Symbol=SKYW|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=101.515|Beta=1.47008822356994|BetaMonths=6|SharpeRatio=0.181746223074525|RiskAdjustedWeight=0.441643636138264|RiskAdjustedAllocation=3947.6978881673|TargetBetaOverBeta=0.680231284059683|Score=0|CNNPrediction=False Slot=2|Symbol=GDDY|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=200.324|Beta=2.04627334343487|BetaMonths=6|SharpeRatio=0.203919528981264|RiskAdjustedWeight=0.317286598383592|RiskAdjustedAllocation=2836.11385264149|TargetBetaOverBeta=0.488693264371709|Score=0|CNNPrediction=False Slot=2|Symbol=FIX|PurchaseDate=1/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=431.445|Beta=2.69322495591151|BetaMonths=6|SharpeRatio=0.200139586045609|RiskAdjustedWeight=0.241069765478144|RiskAdjustedAllocation=2154.83825919121|TargetBetaOverBeta=0.371302069589488|Score=0|CNNPrediction=False -TotalPositions=155 +TotalPositions=158 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 @@ -173,3 +173,6 @@ Symbol=TRUP|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/2/2025 12:00:00 AM|Sha Symbol=RKLB|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=2/3/2025 12:00:00 AM|Shares=221|PurchasePrice=10.9|Beta=1.46662944644718|BetaMonths=6|SharpeRatio=0.166310149842241|RiskAdjustedWeight=0.292210742891693|RiskAdjustedAllocation=2367.01903154082|TargetBetaOverBeta=0.681835485045279|CurrentPrice=27.05|Score=0|CNNPrediction=False Symbol=APP|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=2/3/2025 12:00:00 AM|Shares=10|PurchasePrice=171.14|Beta=2.01784453825157|BetaMonths=6|SharpeRatio=0.347239062634371|RiskAdjustedWeight=0.212387461952101|RiskAdjustedAllocation=1720.41985700577|TargetBetaOverBeta=0.495578316883858|CurrentPrice=353.51|Score=0|CNNPrediction=False Symbol=QFIN|PurchaseDate=10/31/2024 12:00:00 AM|SellDate=2/3/2025 12:00:00 AM|Shares=122|PurchasePrice=33.01|Beta=0.865085440310184|BetaMonths=6|SharpeRatio=0.149212030518092|RiskAdjustedWeight=0.495401795156206|RiskAdjustedAllocation=4012.94444478674|TargetBetaOverBeta=1.15595518477509|CurrentPrice=38.94|Score=0|CNNPrediction=True +Symbol=UAL|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=53|PurchasePrice=97.24|Beta=0.478618874065434|BetaMonths=6|SharpeRatio=0.233151135976314|RiskAdjustedWeight=0.581751393741123|RiskAdjustedAllocation=5217.27642354833|TargetBetaOverBeta=2.08934510147063|CurrentPrice=93.81|Score=0|CNNPrediction=False +Symbol=AS|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=39|PurchasePrice=26.33|Beta=2.42082650321074|BetaMonths=6|SharpeRatio=0.0073637393338266|RiskAdjustedWeight=0.115017411073897|RiskAdjustedAllocation=1031.50182973251|TargetBetaOverBeta=0.413082060475504|CurrentPrice=30.47|Score=0|CNNPrediction=True +Symbol=GEV|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=2/28/2025 12:00:00 AM|Shares=8|PurchasePrice=335.73|Beta=0.918234012462068|BetaMonths=6|SharpeRatio=0.638142725834839|RiskAdjustedWeight=0.30323119518498|RiskAdjustedAllocation=2719.44508005249|TargetBetaOverBeta=1.08904700373567|CurrentPrice=334.7|Score=0|CNNPrediction=False