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Sean
2024-06-03 10:33:01 -04:00
parent 0c05c72bcf
commit eee117780c
2 changed files with 31 additions and 25 deletions
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25
Sessions/CM20191031.txt
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@@ -1,23 +1,23 @@
CMSESSIONv1.00 CMSESSIONv1.00
LastUpdated=4/30/2024 8:53:45 PM LastUpdated=5/31/2024 11:04:02 AM
TradeDate=5/31/2024 TradeDate=6/28/2024
StartDate=10/31/2019 StartDate=10/31/2019
AnalysisDate=4/30/2024 AnalysisDate=5/31/2024
Cycle=55 Cycle=56
CashBalance=1584.66 CashBalance=2320.44
NonTradeableCash=11500.00 NonTradeableCash=11500
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 DayCount=90|AnalysisDate=4/30/2024|TradeDate=5/31/2024|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=9 TotalActivePositions=9
Slot=0|Symbol=BMA|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=15|PurchasePrice=53.71|Beta=4.52107563875548|BetaMonths=6|SharpeRatio=0.236890875163915|RiskAdjustedWeight=0.160650824833579|RiskAdjustedAllocation=837.622155124544|TargetBetaOverBeta=0.221186301646409|Score=0|CNNPrediction=True Slot=0|Symbol=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=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=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=SMTC|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=27|PurchasePrice=40.33|Beta=5.63851733463622|BetaMonths=6|SharpeRatio=0.133672111663119|RiskAdjustedWeight=0.168603993793168|RiskAdjustedAllocation=1084.86047954295|TargetBetaOverBeta=0.177351587421255|Score=0|CNNPrediction=True
Slot=1|Symbol=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=FSM|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=361|PurchasePrice=6.25|Beta=2.7082223787038|BetaMonths=6|SharpeRatio=-0.107612530156128|RiskAdjustedWeight=0.351033411867265|RiskAdjustedAllocation=2258.67885431638|TargetBetaOverBeta=0.369245896446147|Score=0|CNNPrediction=True
Slot=1|Symbol=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=1|Symbol=BBAR|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=273|PurchasePrice=11.29|Beta=1.97908112099929|BetaMonths=6|SharpeRatio=0.179703416824418|RiskAdjustedWeight=0.480362594339567|RiskAdjustedAllocation=3090.83066614068|TargetBetaOverBeta=0.505284997865614|Score=0|CNNPrediction=True
Slot=2|Symbol=VST|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=69.71|Beta=0.265510511863404|BetaMonths=6|SharpeRatio=0.390792865737289|RiskAdjustedWeight=0.789737411452973|RiskAdjustedAllocation=4571.52399663941|TargetBetaOverBeta=3.76632922358443|Score=0|CNNPrediction=True Slot=2|Symbol=VST|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=69.71|Beta=0.265510511863404|BetaMonths=6|SharpeRatio=0.390792865737289|RiskAdjustedWeight=0.789737411452973|RiskAdjustedAllocation=4571.52399663941|TargetBetaOverBeta=3.76632922358443|Score=0|CNNPrediction=True
Slot=2|Symbol=MOD|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=95.6|Beta=2.22447917030352|BetaMonths=6|SharpeRatio=0.425519461918717|RiskAdjustedWeight=0.0942618780844543|RiskAdjustedAllocation=545.650277398617|TargetBetaOverBeta=0.449543431716447|Score=0|CNNPrediction=False Slot=2|Symbol=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 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=128 TotalPositions=131
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=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=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 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
@@ -146,3 +146,6 @@ Symbol=FYBR|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|S
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=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=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 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
Symbol=APGE|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=35|PurchasePrice=34.85|Beta=2.51124287777816|BetaMonths=6|SharpeRatio=0.200388224068097|RiskAdjustedWeight=0.198192213681989|RiskAdjustedAllocation=1129.34997076668|TargetBetaOverBeta=0.398209193084803|CurrentPrice=46.49|Score=0|CNNPrediction=True
Symbol=HOV|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=4|PurchasePrice=156.72|Beta=4.31715015300693|BetaMonths=6|SharpeRatio=0.267787608525446|RiskAdjustedWeight=0.115286419837245|RiskAdjustedAllocation=656.931533556099|TargetBetaOverBeta=0.23163428756433|CurrentPrice=146.67|Score=0|CNNPrediction=True
Symbol=ANF|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=28|PurchasePrice=128.24|Beta=0.72497202467467|BetaMonths=6|SharpeRatio=0.448174766263438|RiskAdjustedWeight=0.686521366480766|RiskAdjustedAllocation=3911.97449567723|TargetBetaOverBeta=1.37936356985464|CurrentPrice=176.76|Score=0|CNNPrediction=True

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Sessions/MG20180131.txt
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@@ -1,22 +1,22 @@
SESSIONv1.00 SESSIONv1.00
LastUpdated=4/30/2024 8:35:41 PM LastUpdated=5/31/2024 10:26:47 AM
TradeDate=5/31/2024 TradeDate=6/28/2024
StartDate=1/1/2018 StartDate=1/1/2018
AnalysisDate=4/30/2024 AnalysisDate=5/31/2024
Cycle=76 Cycle=77
CashBalance=6205.00 CashBalance=5348.80
NonTradeableCash=0 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 Verbose=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=VCISY,BIREF,CSRA,LSXMK,KKPNY,CNNE,EDR,GBTC,YOKU,PNY,RFMD,ASAZY,PSDO|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=SCOREINDICATOR|IncludeTradeMasterForSymbolsHeld=True
TotalActivePositions=8 TotalActivePositions=8
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=GEO|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=159|PurchasePrice=14.83|CurrentPrice=14.86|Volume=1593201|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=2.78884462151395|Score=0.913285906162829|MaxDrawdown=-0.43357789516449|MaxUpside=-0.43357789516449|Velocity=0.887292817679558|PE=21.2|Beta=0.58|SharpeRatio=0
Slot=0|Symbol=EHC|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=28|PurchasePrice=82.83|CurrentPrice=83.38|Volume=764374|Return1D=0|ZacksRank=2-Buy|CumReturn252=0.302727207672433|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=EHC|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=28|PurchasePrice=82.83|CurrentPrice=83.38|Volume=764374|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-4.3824701195219|Score=0.656599907431004|MaxDrawdown=-0.316222310066223|MaxUpside=-0.316222310066223|Velocity=0.945802005012531|PE=23.21|Beta=0.95|SharpeRatio=0
Slot=0|Symbol=AGIO|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=73|PurchasePrice=32.53|CurrentPrice=32.5|Volume=660890|Return1D=0|ZacksRank=4-Sell|CumReturn252=0.340458903665422|IDIndicator=1.19521912350597|Score=-0.00212882615947602|MaxDrawdown=-0.426314294338226|MaxUpside=-0.426314294338226|Velocity=0.866851595006935|PE=0|Beta=0.85|SharpeRatio=0 Slot=0|Symbol=AGIO|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=73|PurchasePrice=32.53|CurrentPrice=32.5|Volume=660890|Return1D=0|ZacksRank=4-Sell|CumReturn252=0|IDIndicator=1.19521912350597|Score=-0.00212882615947602|MaxDrawdown=-0.426314294338226|MaxUpside=-0.426314294338226|Velocity=0.866851595006935|PE=0|Beta=0.85|SharpeRatio=0
Slot=1|Symbol=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=ASPN|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=93|PurchasePrice=30.69|CurrentPrice=29.92|Volume=1359814|Return1D=0|ZacksRank=3-Hold|CumReturn252=1.1858781108167|IDIndicator=-1.19521912350597|Score=2.00567363512918|MaxDrawdown=-0.692178726196289|MaxUpside=-0.692178726196289|Velocity=0.97949979499795|PE=0|Beta=2.21|SharpeRatio=0
Slot=1|Symbol=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=CXW|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=175|PurchasePrice=16.17|CurrentPrice=16.05|Volume=663529|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.595554947911296|IDIndicator=-9.56175298804781|Score=1.7835965367254|MaxDrawdown=-0.482929885387421|MaxUpside=-0.482929885387421|Velocity=0.928934010152284|PE=26.27|Beta=0.88|SharpeRatio=0
Slot=1|Symbol=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=1|Symbol=REVG|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=102|PurchasePrice=27.50|CurrentPrice=27.41|Volume=1044723|Return1D=0|ZacksRank=3-Hold|CumReturn252=0.719210341048893|IDIndicator=-8.76494023904382|Score=1.73339829543085|MaxDrawdown=-0.551380753517151|MaxUpside=-0.551380753517151|Velocity=0.977868375072802|PE=6.42|Beta=1.68|SharpeRatio=0
Slot=2|Symbol=FOR|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=56|PurchasePrice=40.33|CurrentPrice=40.19|Volume=348802|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-7.56972111553785|Score=2.20259179361791|MaxDrawdown=-0.59764164686203|MaxUpside=-0.59764164686203|Velocity=1|PE=9.84|Beta=1.69|SharpeRatio=0 Slot=2|Symbol=FOR|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=56|PurchasePrice=40.33|CurrentPrice=40.19|Volume=348802|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-7.56972111553785|Score=2.20259179361791|MaxDrawdown=-0.59764164686203|MaxUpside=-0.59764164686203|Velocity=1|PE=9.84|Beta=1.69|SharpeRatio=0
Slot=2|Symbol=HWKN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=29|PurchasePrice=77.09|CurrentPrice=76.8|Volume=135068|Return1D=0|ZacksRank=2-Buy|CumReturn252=0|IDIndicator=-2.78884462151394|Score=1.66732967536616|MaxDrawdown=-0.470844686031342|MaxUpside=-0.470844686031342|Velocity=1|PE=21.85|Beta=0.74|SharpeRatio=0 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=195 TotalPositions=198
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=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=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 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
@@ -209,6 +209,9 @@ Symbol=FDX|PurchaseDate=12/29/2023 12:00:00 AM|SellDate=3/28/2024 12:00:00 AM|Sh
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=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=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=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=MCK|PurchaseDate=1/31/2024 12:00:00 AM|SellDate=4/30/2024 12:00:00 AM|Shares=4|PurchasePrice=495|CurrentPrice=532.3|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 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
Symbol=ALPN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=5/23/2024 12:00:00 AM|Shares=57|PurchasePrice=39.31|CurrentPrice=65.00|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 Symbol=ALPN|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=5/23/2024 12:00:00 AM|Shares=57|PurchasePrice=39.31|CurrentPrice=65|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
Symbol=VIST|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=60|PurchasePrice=37.28|CurrentPrice=48.82|Volume=422913|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-4.38247011952191|Score=1.85894410201389|MaxDrawdown=-0.56520402431488|MaxUpside=-0.56520402431488|Velocity=1|PE=9.07|Beta=1.97|SharpeRatio=0
Symbol=AROC|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=121|PurchasePrice=18.42|CurrentPrice=20.55|Volume=1287670|Return1D=0|ZacksRank=1-Strong Buy|CumReturn252=0|IDIndicator=-9.56175298804781|Score=1.34769888279353|MaxDrawdown=-0.451250016689301|MaxUpside=-0.451250016689301|Velocity=0.92842535787321|PE=27.73|Beta=1.57|SharpeRatio=0
Symbol=SCS|PurchaseDate=2/29/2024 12:00:00 AM|SellDate=5/31/2024 12:00:00 AM|Shares=161|PurchasePrice=13.71|CurrentPrice=13.77|Volume=1263370|Return1D=0|ZacksRank=3-Hold|CumReturn252=0|IDIndicator=-9.9601593625498|Score=1.25542844744582|MaxDrawdown=-0.540042519569397|MaxUpside=-0.540042519569397|Velocity=0.87001287001287|PE=20.17|Beta=1.32|SharpeRatio=0