Sean/marketdata
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Monthly.

Browse Source
This commit is contained in:
Sean
2024-10-01 11:36:17 -04:00
parent 863aa8f99e
commit f37baaef19
1 changed files with 14 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

25
Sessions/CM20191031.txt
View File

@@ -1,12 +1,12 @@
CMSESSIONv1.00
LastUpdated=8/30/2024 9:54:56 AM
TradeDate=9/30/2024
LastUpdated=9/30/2024 8:59:50 PM
TradeDate=10/31/2024
StartDate=10/31/2019
AnalysisDate=8/30/2024
Cycle=59
CashBalance=1074.58
AnalysisDate=9/30/2024
Cycle=60
CashBalance=2302.79
NonTradeableCash=10500
DayCount=90|AnalysisDate=7/31/2024|TradeDate=8/30/2024|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=8/30/2024|TradeDate=9/30/2024|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=9
Slot=0|Symbol=AMSC|PurchaseDate=7/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=47|PurchasePrice=24.2|Beta=5.00459332358183|BetaMonths=6|SharpeRatio=0.272442781803184|RiskAdjustedWeight=0.0557244751334443|RiskAdjustedAllocation=392.897206942252|TargetBetaOverBeta=0.199816435690781|Score=0|CNNPrediction=False
Slot=0|Symbol=FTAI|PurchaseDate=7/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=40|PurchasePrice=111.4|Beta=0.321653767269051|BetaMonths=6|SharpeRatio=0.577907369917711|RiskAdjustedWeight=0.867014052347991|RiskAdjustedAllocation=6113.06609405392|TargetBetaOverBeta=3.10893296382113|Score=0|CNNPrediction=True
@@ -14,10 +14,10 @@ Slot=0|Symbol=CRUS|PurchaseDate=7/31/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00
Slot=1|Symbol=LTH|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=64|PurchasePrice=23.32|Beta=3.00864033946882|BetaMonths=6|SharpeRatio=-0.084158872989498|RiskAdjustedWeight=0.223178811342059|RiskAdjustedAllocation=1518.8274061069|TargetBetaOverBeta=0.332376052691147|Score=0|CNNPrediction=True
Slot=1|Symbol=TBBK|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=53|PurchasePrice=51.98|Beta=1.61551257077692|BetaMonths=6|SharpeRatio=-0.169880032509919|RiskAdjustedWeight=0.415635747356336|RiskAdjustedAllocation=2828.57929140499|TargetBetaOverBeta=0.618998587871767|Score=0|CNNPrediction=True
Slot=1|Symbol=CNK|PurchaseDate=8/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=89|PurchasePrice=27.45|Beta=1.859058250794|BetaMonths=6|SharpeRatio=-0.166940845843289|RiskAdjustedWeight=0.361185441301605|RiskAdjustedAllocation=2458.02163582145|TargetBetaOverBeta=0.537906759819335|Score=0|CNNPrediction=True
Slot=2|Symbol=CDE|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=405|PurchasePrice=5.63|Beta=0.202868624298197|BetaMonths=6|SharpeRatio=0.0637480288310196|RiskAdjustedWeight=0.329122653399832|RiskAdjustedAllocation=2278.464566938|TargetBetaOverBeta=4.92929847313451|Score=0|CNNPrediction=True
Slot=2|Symbol=CAVA|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=93.93|Beta=1.2888861831152|BetaMonths=6|SharpeRatio=0.192800290867822|RiskAdjustedWeight=0.0518033793792547|RiskAdjustedAllocation=358.626679579811|TargetBetaOverBeta=0.775863697741744|Score=0|CNNPrediction=True
Slot=2|Symbol=VST|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=87.455|Beta=0.107852475561729|BetaMonths=6|SharpeRatio=0.697295572310688|RiskAdjustedWeight=0.619073967220913|RiskAdjustedAllocation=4285.75208681552|TargetBetaOverBeta=9.27192440221415|Score=0|CNNPrediction=False
TotalPositions=140
Slot=2|Symbol=CNTA|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=197|PurchasePrice=16.00|Beta=1.88355979264406|BetaMonths=6|SharpeRatio=0.0645324159829315|RiskAdjustedWeight=0.403227534376758|RiskAdjustedAllocation=3157.01756082336|TargetBetaOverBeta=0.530909612694718|Score=0|CNNPrediction=True
Slot=2|Symbol=PHAT|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=73|PurchasePrice=18.01|Beta=4.48977133217193|BetaMonths=6|SharpeRatio=-0.0373209844639062|RiskAdjustedWeight=0.169162996252562|RiskAdjustedAllocation=1324.43968796992|TargetBetaOverBeta=0.222728492392117|Score=0|CNNPrediction=True
Slot=2|Symbol=TRUP|PurchaseDate=9/30/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=79|PurchasePrice=42.06|Beta=1.77616078558044|BetaMonths=6|SharpeRatio=-0.0133210734555605|RiskAdjustedWeight=0.42760946937068|RiskAdjustedAllocation=3347.91275120672|TargetBetaOverBeta=0.563012092215066|Score=0|CNNPrediction=True
TotalPositions=143
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
@@ -155,6 +155,9 @@ Symbol=BLBD|PurchaseDate=3/28/2024 12:00:00 AM|SellDate=6/28/2024 12:00:00 AM|Sh
Symbol=BMA|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=7/31/2024 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|CurrentPrice=52.95|Score=0|CNNPrediction=True
Symbol=VRT|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=7/31/2024 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|CurrentPrice=79.75|Score=0|CNNPrediction=True
Symbol=VITL|PurchaseDate=4/30/2024 12:00:00 AM|SellDate=7/31/2024 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|CurrentPrice=36.86|Score=0|CNNPrediction=True
Symbol=SMTC|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 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|CurrentPrice=42.80|Score=0|CNNPrediction=True
Symbol=SMTC|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 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|CurrentPrice=42.8|Score=0|CNNPrediction=True
Symbol=FSM|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 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|CurrentPrice=4.52|Score=0|CNNPrediction=True
Symbol=BBAR|PurchaseDate=5/31/2024 12:00:00 AM|SellDate=8/30/2024 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|CurrentPrice=10.26|Score=0|CNNPrediction=True
Symbol=CDE|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=9/30/2024 12:00:00 AM|Shares=405|PurchasePrice=5.63|Beta=0.202868624298197|BetaMonths=6|SharpeRatio=0.0637480288310196|RiskAdjustedWeight=0.329122653399832|RiskAdjustedAllocation=2278.464566938|TargetBetaOverBeta=4.92929847313451|CurrentPrice=7.07|Score=0|CNNPrediction=True
Symbol=CAVA|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=9/30/2024 12:00:00 AM|Shares=3|PurchasePrice=93.93|Beta=1.2888861831152|BetaMonths=6|SharpeRatio=0.192800290867822|RiskAdjustedWeight=0.0518033793792547|RiskAdjustedAllocation=358.626679579811|TargetBetaOverBeta=0.775863697741744|CurrentPrice=124.11|Score=0|CNNPrediction=True
Symbol=VST|PurchaseDate=6/28/2024 12:00:00 AM|SellDate=9/30/2024 12:00:00 AM|Shares=49|PurchasePrice=87.455|Beta=0.107852475561729|BetaMonths=6|SharpeRatio=0.697295572310688|RiskAdjustedWeight=0.619073967220913|RiskAdjustedAllocation=4285.75208681552|TargetBetaOverBeta=9.27192440221415|CurrentPrice=118.00|Score=0|CNNPrediction=False