diff --git a/Sessions/CMT20200817.TXT b/Sessions/CMT20200817.TXT index 15c310c..2ae41b0 100644 --- a/Sessions/CMT20200817.TXT +++ b/Sessions/CMT20200817.TXT @@ -1,17 +1,17 @@ CMTSESSIONv1.00 -LastUpdated=10/31/2025 8:59:34 PM -TradeDate=10/31/2025 +LastUpdated=11/14/2025 8:13:14 PM +TradeDate=11/14/2025 StartDate=1/1/0001 -AnalysisDate=10/31/2025 -CashBalance=2879.82 +AnalysisDate=11/14/2025 +CashBalance=3415.56 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/31/2025|BetaMonths=6|TradeDate=10/31/2025|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 +SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/14/2025|BetaMonths=6|TradeDate=11/14/2025|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 PricingExceptions=0 TotalActivePositions=3 -Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=254.37|Exposure=3721.9|MarketValue=3561.18|GainLoss=-160.72|GainLossPcnt=-0.0431822456272335|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.6987853437339|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-0.36R|Volatility=5.87448072433472|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/21/2025 from $265.37 to $265.85 -Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.15|Exposure=1373.76|MarketValue=1461.6|GainLoss=87.8400000000004|GainLossPcnt=0.0639412997903567|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=8.89542867302895|TotalRiskExposure=165.1968|RMultiple=0.53R|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 -Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=1143.51|CurrentPrice=1118.86|Exposure=1143.51|MarketValue=1118.86|GainLoss=-24.6500000000001|GainLossPcnt=-0.0215564358860002|PositionRiskDecimal=0.12|R=148.962|C=201.1665|P=1.35045514963548|InitialStopLimit=1006.29|TrailingStopLimit=1006.29|TotalRiskExposure=148.962|RMultiple=-0.17R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/22/2025 from $1,241.35 to $1,143.51 -TotalPositions=129 +Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.11|Exposure=1373.76|MarketValue=1455.84|GainLoss=82.0800000000002|GainLossPcnt=0.0597484276729561|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=8.89542867302895|TotalRiskExposure=165.1968|RMultiple=0.50R|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 +Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=1143.51|CurrentPrice=1112.17|Exposure=1143.51|MarketValue=1112.17|GainLoss=-31.3399999999999|GainLossPcnt=-0.0274068438404561|PositionRiskDecimal=0.12|R=148.962|C=201.1665|P=1.35045514963548|InitialStopLimit=1006.29|TrailingStopLimit=1055.1595148468|TotalRiskExposure=148.962|RMultiple=-0.21R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Price changed on 10/22/2025 from $1,241.35 to $1,143.51 +Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=179.99|Exposure=2390.4|MarketValue=2159.88|GainLoss=-230.52|GainLossPcnt=-0.0964357429718874|PositionRiskDecimal=0.12|R=23.4012|C=290.298|P=12.4052612686529|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-0.82R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 11/7/2025 from $195.01 to $199.20 +TotalPositions=130 Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.0201216240386335|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.9000913775541|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close. Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.8099999999999|GainLossPcnt=-0.0192582781456953|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.01624147857723|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.8928|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close. Symbol=POOL|PurchaseDate=9/1/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=2|PurchasePrice=332.21|CurrentPrice=288.44|Exposure=664.42|MarketValue=576.88|GainLoss=-87.54|GainLossPcnt=-0.131754011017128|PositionRiskDecimal=0.12|R=39.5904|C=80.0065|P=2.02085606611704|InitialStopLimit=290.3296|TrailingStopLimit=290.3296|TotalRiskExposure=79.1808|RMultiple=-1.11R|Volatility=4.28818368911743|Volume=259404|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. @@ -141,28 +141,23 @@ Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=7/25/2025 12:00:00 AM|Sha Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/29/2025 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=637.19|Exposure=3245|MarketValue=3185.95|GainLoss=-59.0499999999997|GainLossPcnt=-0.0181972265023112|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.95230839555081|InitialStopLimit=571.12|TrailingStopLimit=637.615498352051|TotalRiskExposure=393.78|RMultiple=-0.15R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=7/3/2025 12:00:00 AM|Comment=Manual close. Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=251.29|Exposure=1368|MarketValue=1507.74|GainLoss=139.74|GainLossPcnt=0.102149122807018|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.66071890633086|InitialStopLimit=200.64|TrailingStopLimit=251.054641914368|TotalRiskExposure=166.9536|RMultiple=0.84R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=7/28/2025 12:00:00 AM|Comment=Manual close. Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=10/21/2025 12:00:00 AM|Shares=59|PurchasePrice=39.53|CurrentPrice=35.42|Exposure=2332.27|MarketValue=2089.78|GainLoss=-242.49|GainLossPcnt=-0.103971667088287|PositionRiskDecimal=0.12|R=4.7256|C=282.315|P=59.7416201117318|InitialStopLimit=34.79|TrailingStopLimit=34.79|TotalRiskExposure=278.8104|RMultiple=-0.87R|Volatility=1.00611960887909|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. -TotalCandidates=86 -Symbol=PLTR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0200000032782555|ProfitMarginSlope=0.320865631103516|PriceSlope=0.0074299551536233|Volatility=6.51536655426025|Volume=0|Violation=False|Slope=0.0074299551536233|Score=6.11409388477527|AnnualizedReturn=6.50355336268116|SharpeRatio=0.660606053256107|RSquared=0.940115894160154|BetaMonths=6|Beta=4.90935542401113 +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. +TotalCandidates=80 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=SE|AnalysisDate=5/14/2025 12:00:00 AM|EPSSlope=0.28999999165535|ProfitMarginSlope=1.4859447479248|PriceSlope=0.00320175994587183|Volatility=9.89877319335938|Volume=0|Violation=False|Slope=0.00320175994587183|Score=1.97077145609689|AnnualizedReturn=2.24082366610097|SharpeRatio=0.264805434509748|RSquared=0.879485291908771|BetaMonths=6|Beta=2.05085007281311 Symbol=HWM|AnalysisDate=9/30/2025 12:00:00 AM|EPSSlope=0.175000071525574|ProfitMarginSlope=0.838461875915527|PriceSlope=0.00277929777414644|Volatility=3.68232583999634|Volume=0|Violation=False|Slope=0.00277929777414644|Score=1.83002489524364|AnnualizedReturn=2.01452420121142|SharpeRatio=0.171672694811833|RSquared=0.908415443280932|BetaMonths=6|Beta=0.934131665257494 -Symbol=TPR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=0.405666351318359|PriceSlope=0.00325783230568174|Volatility=5.51863718032837|Volume=0|Violation=False|Slope=0.00325783230568174|Score=1.82698653899432|AnnualizedReturn=2.27271179314813|SharpeRatio=0.102547010759166|RSquared=0.803879552393049|BetaMonths=6|Beta=3.86683594969366 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 Symbol=NTES|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.204999923706055|ProfitMarginSlope=1.94379615783691|PriceSlope=0.00231223761471691|Volatility=7.26750755310059|Volume=0|Violation=False|Slope=0.00231223761471691|Score=1.55371831188788|AnnualizedReturn=1.79083837998442|SharpeRatio=0.0978165524611287|RSquared=0.867592703648334|BetaMonths=6|Beta=1.22658293677365 -Symbol=DCTH|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.235000014305115|ProfitMarginSlope=2.74007415771484|PriceSlope=0.00289806804056986|Volatility=1.60950720310211|Volume=0|Violation=False|Slope=0.00289806804056986|Score=1.53595950559322|AnnualizedReturn=2.07573051308244|SharpeRatio=0.232098868621469|RSquared=0.739960941901043|BetaMonths=6|Beta=3.47543764744628 Symbol=CRS|AnalysisDate=7/14/2025 12:00:00 AM|EPSSlope=0.879999876022339|ProfitMarginSlope=1.52617645263672|PriceSlope=0.00253849207504266|Volatility=5.83013486862183|Volume=0|Violation=False|Slope=0.00253849207504266|Score=1.52787759251135|AnnualizedReturn=1.89591202589274|SharpeRatio=0.31744703467914|RSquared=0.80588000479184|BetaMonths=6|Beta=2.6341381714389 -Symbol=HCI|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.775000095367432|ProfitMarginSlope=17.5993537902832|PriceSlope=0.0020990923213118|Volatility=8.70686626434326|Volume=0|Violation=False|Slope=0.0020990923213118|Score=1.46769266658398|AnnualizedReturn=1.69718545611832|SharpeRatio=-0.217865338320187|RSquared=0.864780369931272|BetaMonths=6|Beta=0.745294393652595 Symbol=PM|AnalysisDate=5/27/2025 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=0.638805389404297|PriceSlope=0.00201484047447723|Volatility=4.83193731307983|Volume=0|Violation=False|Slope=0.00201484047447723|Score=1.45600437618999|AnnualizedReturn=1.66153155344025|SharpeRatio=0.103445724955506|RSquared=0.876302573475233|BetaMonths=6|Beta=0.0294649030168314 Symbol=ESE|AnalysisDate=6/9/2025 12:00:00 AM|EPSSlope=0.149999856948853|ProfitMarginSlope=0.515233993530273|PriceSlope=0.00199463771898693|Volatility=2.03949117660522|Volume=0|Violation=False|Slope=0.00199463771898693|Score=1.42584052074299|AnnualizedReturn=1.65309403580433|SharpeRatio=0.038099277219324|RSquared=0.862528380032069|BetaMonths=6|Beta=1.30009911595234 Symbol=JBL|AnalysisDate=7/15/2025 12:00:00 AM|EPSSlope=0.484999895095825|ProfitMarginSlope=0.0174851417541504|PriceSlope=0.00236110998007969|Volatility=3.94063091278076|Volume=0|Violation=False|Slope=0.00236110998007969|Score=1.34624660139381|AnnualizedReturn=1.81303042821029|SharpeRatio=0.188092337250612|RSquared=0.742539441394121|BetaMonths=6|Beta=1.935157205792 Symbol=CAE|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.729999959468842|ProfitMarginSlope=2.51131534576416|PriceSlope=0.00193669038964963|Volatility=1.25273513793945|Volume=0|Violation=False|Slope=0.00193669038964963|Score=1.32374274409558|AnnualizedReturn=1.62912975269067|SharpeRatio=-0.0200703091336783|RSquared=0.812545926381425|BetaMonths=6|Beta=0.0235897622583691 -Symbol=LINC|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=3.23651123046875|PriceSlope=0.00206919170623891|Volatility=1.68286395072937|Volume=0|Violation=False|Slope=0.00206919170623891|Score=1.31120872360738|AnnualizedReturn=1.68444529861664|SharpeRatio=0.0208921901765995|RSquared=0.778421670732921|BetaMonths=6|Beta=2.73454525066217 Symbol=SANM|AnalysisDate=10/6/2025 12:00:00 AM|EPSSlope=0.174999952316284|ProfitMarginSlope=0.24951171875|PriceSlope=0.00208239218708193|Volatility=6.52257966995239|Volume=0|Violation=False|Slope=0.00208239218708193|Score=1.2404476041886|AnnualizedReturn=1.6900579717286|SharpeRatio=0.133157857131703|RSquared=0.733967488061884|BetaMonths=6|Beta=1.12080932540038 Symbol=VSEC|AnalysisDate=8/18/2025 12:00:00 AM|EPSSlope=0.479999989271164|ProfitMarginSlope=0.627522468566895|PriceSlope=0.00197968074908862|Volatility=7.79957246780396|Volume=0|Violation=False|Slope=0.00197968074908862|Score=1.23555493984458|AnnualizedReturn=1.64687499344999|SharpeRatio=0.0848111495425649|RSquared=0.750242091694071|BetaMonths=6|Beta=0.00511743208922735 Symbol=OLO|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.0149999996647239|ProfitMarginSlope=0.317811965942383|PriceSlope=0.00245639789329168|Volatility=0.417428612709045|Volume=0|Violation=False|Slope=0.00245639789329168|Score=1.23360969647557|AnnualizedReturn=1.85709282769422|SharpeRatio=0.175750842333947|RSquared=0.664269269731242|BetaMonths=6|Beta=1.78470570068805 @@ -172,6 +167,7 @@ Symbol=BVN|AnalysisDate=9/22/2025 12:00:00 AM|EPSSlope=0.0400000214576721|Profit Symbol=RL|AnalysisDate=7/25/2025 12:00:00 AM|EPSSlope=0.319999694824219|ProfitMarginSlope=0.848907470703125|PriceSlope=0.00200435300111638|Volatility=3.98807740211487|Volume=0|Violation=False|Slope=0.00200435300111638|Score=1.18521831928954|AnnualizedReturn=1.65714618340361|SharpeRatio=-0.0117741750908352|RSquared=0.715216515694003|BetaMonths=6|Beta=2.69363483957841 Symbol=CSV|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.445000052452087|ProfitMarginSlope=0.0478572845458984|PriceSlope=0.00166060088825421|Volatility=1.07321286201477|Volume=0|Violation=False|Slope=0.00166060088825421|Score=1.18291002015429|AnnualizedReturn=1.51963689862865|SharpeRatio=0.0742330983073361|RSquared=0.778416226416829|BetaMonths=6|Beta=1.29420141320002 Symbol=LMB|AnalysisDate=5/20/2025 12:00:00 AM|EPSSlope=0.289999961853027|ProfitMarginSlope=0.309512138366699|PriceSlope=0.00240961269239876|Volatility=10.8339195251465|Volume=0|Violation=False|Slope=0.00240961269239876|Score=1.15308705452777|AnnualizedReturn=1.83532650669923|SharpeRatio=0.213521412082728|RSquared=0.628273525347572|BetaMonths=6|Beta=4.23002631623842 +Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.0999999046325684|ProfitMarginSlope=0.0680141448974609|PriceSlope=0.00254868146461796|Volatility=18.239673614502|Volume=0|Violation=False|Slope=0.00254868146461796|Score=1.12395010145193|AnnualizedReturn=1.90078646425663|SharpeRatio=0.156706951792266|RSquared=0.591307925738777|BetaMonths=6|Beta=1.07114601199124 Symbol=GWRE|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.299999982118607|ProfitMarginSlope=0.999286651611328|PriceSlope=0.00180147648052493|Volatility=20.8434066772461|Volume=0|Violation=False|Slope=0.00180147648052493|Score=1.11896177641405|AnnualizedReturn=1.57455402443609|SharpeRatio=0.157749923553836|RSquared=0.71065314943055|BetaMonths=6|Beta=2.69095705903276 Symbol=BBW|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.150000095367432|ProfitMarginSlope=0.480964660644531|PriceSlope=0.00200401683880659|Volatility=7.05817651748657|Volume=0|Violation=False|Slope=0.00200401683880659|Score=1.00361947154793|AnnualizedReturn=1.65700580768719|SharpeRatio=0.109950367761114|RSquared=0.605682531039984|BetaMonths=6|Beta=3.21592857727695 Symbol=ETE|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.0599999725818634|ProfitMarginSlope=0.283024787902832|PriceSlope=0.00154705787680915|Volatility=0.376126796007156|Volume=0|Violation=False|Slope=0.00154705787680915|Score=0.974280952346169|AnnualizedReturn=1.47677194134635|SharpeRatio=-0.23152907928246|RSquared=0.659736906605857|BetaMonths=6|Beta=0.370655782507195 @@ -180,7 +176,6 @@ Symbol=CMCL|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.310000002384186|Profit Symbol=AVGO|AnalysisDate=7/21/2025 12:00:00 AM|EPSSlope=0.295000076293945|ProfitMarginSlope=1.9544677734375|PriceSlope=0.00195644953318808|Volatility=6.20138216018677|Volume=0|Violation=False|Slope=0.00195644953318808|Score=0.947596178203096|AnnualizedReturn=1.6372619147166|SharpeRatio=-0.187849048493231|RSquared=0.578768839417559|BetaMonths=6|Beta=1.35716679808854 Symbol=CALX|AnalysisDate=8/28/2025 12:00:00 AM|EPSSlope=0.0549999922513962|ProfitMarginSlope=0.674154281616211|PriceSlope=0.00191887831304489|Volatility=1.38379228115082|Volume=0|Violation=False|Slope=0.00191887831304489|Score=0.942723347895125|AnnualizedReturn=1.62183355759321|SharpeRatio=-0.0880265822610902|RSquared=0.581270096109071|BetaMonths=6|Beta=1.94156325892171 Symbol=LRCX|AnalysisDate=10/6/2025 12:00:00 AM|EPSSlope=0.284999966621399|ProfitMarginSlope=1.35325241088867|PriceSlope=0.00181712466160022|Volatility=9.07101631164551|Volume=0|Violation=False|Slope=0.00181712466160022|Score=0.897874285800376|AnnualizedReturn=1.58077528709117|SharpeRatio=-0.161869015355145|RSquared=0.567996155514667|BetaMonths=6|Beta=2.15038218212012 -Symbol=ICL|AnalysisDate=5/6/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=0.498262405395508|PriceSlope=0.00169772416676094|Volatility=0.186816707253456|Volume=0|Violation=False|Slope=0.00169772416676094|Score=0.889691843928056|AnnualizedReturn=1.53391990746963|SharpeRatio=-0.0765494161412745|RSquared=0.580011928651281|BetaMonths=6|Beta=1.32550016566106 Symbol=IMPUY|AnalysisDate=7/21/2025 12:00:00 AM|EPSSlope=0.0449999570846558|ProfitMarginSlope=0.0340935587882996|PriceSlope=0.00205664458353309|Volatility=0.379878968000412|Volume=0|Violation=False|Slope=0.00205664458353309|Score=0.885240427220981|AnnualizedReturn=1.67912770448366|SharpeRatio=0.145735567374146|RSquared=0.527202561697471|BetaMonths=6|Beta=1.9394136537049 Symbol=NUS|AnalysisDate=9/18/2025 12:00:00 AM|EPSSlope=1.40000009536743|ProfitMarginSlope=3.08309936523438|PriceSlope=0.00180318893081017|Volatility=0.283407717943192|Volume=0|Violation=False|Slope=0.00180318893081017|Score=0.733289064603337|AnnualizedReturn=1.57523365013054|SharpeRatio=0.0233491292890774|RSquared=0.465511300207795|BetaMonths=6|Beta=2.68947703492498 Symbol=BABA|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.559999942779541|ProfitMarginSlope=1.83212661743164|PriceSlope=0.00173546054089249|Volatility=9.1524133682251|Volume=0|Violation=False|Slope=0.00173546054089249|Score=0.723559729300678|AnnualizedReturn=1.54857639848517|SharpeRatio=0.0724524474377248|RSquared=0.46724186808508|BetaMonths=6|Beta=0.156172797273782 @@ -202,7 +197,6 @@ Symbol=CCL|AnalysisDate=7/23/2025 12:00:00 AM|EPSSlope=0.170000016689301|ProfitM Symbol=IESC|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.460000038146973|ProfitMarginSlope=0.509306907653809|PriceSlope=0.0016107877381501|Volatility=12.34388256073|Volume=0|Violation=False|Slope=0.0016107877381501|Score=0.438565165463022|AnnualizedReturn=1.50068025706179|SharpeRatio=0.204356944229934|RSquared=0.292244242835376|BetaMonths=6|Beta=4.06336852489208 Symbol=CGAU|AnalysisDate=9/25/2025 12:00:00 AM|EPSSlope=0.0750000029802322|ProfitMarginSlope=7.88293075561523|PriceSlope=0.0009970382360156|Volatility=0.387202262878418|Volume=0|Violation=False|Slope=0.0009970382360156|Score=0.429807798377358|AnnualizedReturn=1.28563612591224|SharpeRatio=-0.153030522888472|RSquared=0.334315277639216|BetaMonths=6|Beta=0.89521003942289 Symbol=BTG|AnalysisDate=9/2/2025 12:00:00 AM|EPSSlope=0.0600000023841858|ProfitMarginSlope=7.98205184936523|PriceSlope=0.00108754638880565|Volatility=0.141802281141281|Volume=0|Violation=False|Slope=0.00108754638880565|Score=0.403083945684378|AnnualizedReturn=1.31529594031496|SharpeRatio=0.0341477983681376|RSquared=0.30645874690973|BetaMonths=6|Beta=0.468022424186877 -Symbol=SSYS|AnalysisDate=5/16/2025 12:00:00 AM|EPSSlope=0.0950000286102295|ProfitMarginSlope=1.74751853942871|PriceSlope=0.00107441958176774|Volatility=0.752377212047577|Volume=0|Violation=False|Slope=0.00107441958176774|Score=0.386110369220218|AnnualizedReturn=1.31095218847097|SharpeRatio=-0.231303879010371|RSquared=0.294526659794175|BetaMonths=6|Beta=4.59429266018819 Symbol=BWMN|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.234999999403954|ProfitMarginSlope=0.247465133666992|PriceSlope=0.00109646580832027|Volatility=2.20200133323669|Volume=0|Violation=False|Slope=0.00109646580832027|Score=0.382553489223451|AnnualizedReturn=1.31825564774876|SharpeRatio=-0.190352207920069|RSquared=0.290196738300916|BetaMonths=6|Beta=1.75607466508586 Symbol=LITE|AnalysisDate=7/11/2025 12:00:00 AM|EPSSlope=0.625|ProfitMarginSlope=2.84369087219238|PriceSlope=0.00140892117272666|Volatility=1.78018188476563|Volume=0|Violation=False|Slope=0.00140892117272666|Score=0.336778833239153|AnnualizedReturn=1.42624930589131|SharpeRatio=0.100809469490959|RSquared=0.23612900763425|BetaMonths=6|Beta=2.8194262670602 Symbol=EYE|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=0.928518295288086|PriceSlope=0.00127765525253652|Volatility=0.910790145397186|Volume=0|Violation=False|Slope=0.00127765525253652|Score=0.328817067750475|AnnualizedReturn=1.3798421707948|SharpeRatio=3.06726473033825E-06|RSquared=0.238300491686722|BetaMonths=6|Beta=0.326311834861038 @@ -218,6 +212,7 @@ Symbol=BILI|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.135000005364418|Profit Symbol=MCY|AnalysisDate=10/3/2025 12:00:00 AM|EPSSlope=0.934999942779541|ProfitMarginSlope=2.7081880569458|PriceSlope=0.000598694193818475|Volatility=2.73796057701111|Volume=0|Violation=False|Slope=0.000598694193818475|Score=0.0983982079050049|AnnualizedReturn=1.16284656774647|SharpeRatio=-0.0693450586498807|RSquared=0.0846183930315889|BetaMonths=6|Beta=1.50736316396258 Symbol=AEIS|AnalysisDate=7/10/2025 12:00:00 AM|EPSSlope=0.255000054836273|ProfitMarginSlope=0.685480117797852|PriceSlope=0.000407553772347607|Volatility=4.36408519744873|Volume=0|Violation=False|Slope=0.000407553772347607|Score=0.089923522582407|AnnualizedReturn=1.10816284620143|SharpeRatio=-0.252423993859365|RSquared=0.0811464875317267|BetaMonths=6|Beta=1.21692517250279 Symbol=VITL|AnalysisDate=8/22/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=1.38887023925781|PriceSlope=0.000455363083461419|Volatility=4.98714113235474|Volume=0|Violation=False|Slope=0.000455363083461419|Score=0.083100854866897|AnnualizedReturn=1.12159468333037|SharpeRatio=-0.244814541455398|RSquared=0.0740916982774419|BetaMonths=6|Beta=1.21500191244139 +Symbol=CSIQ|AnalysisDate=10/31/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=7.77392435073853|PriceSlope=0.000623090718563301|Volatility=1.79284286499023|Volume=0|Violation=False|Slope=0.000623090718563301|Score=0.0807088026857748|AnnualizedReturn=1.1700176814875|SharpeRatio=-0.187760717880484|RSquared=0.0689808401725739|BetaMonths=6|Beta=1.33520035507038 Symbol=SHAK|AnalysisDate=6/26/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=0.0578231811523438|PriceSlope=0.000527050220081543|Volatility=4.42557525634766|Volume=0|Violation=False|Slope=0.000527050220081543|Score=0.0668034970605287|AnnualizedReturn=1.14204059222832|SharpeRatio=-0.0299602367757716|RSquared=0.0584948534361493|BetaMonths=6|Beta=1.09880222832849 Symbol=DLTR|AnalysisDate=7/21/2025 12:00:00 AM|EPSSlope=0.114999771118164|ProfitMarginSlope=3.53860473632813|PriceSlope=0.000522116689386226|Volatility=3.65962529182434|Volume=0|Violation=False|Slope=0.000522116689386226|Score=0.0627413623115496|AnnualizedReturn=1.14062163280768|SharpeRatio=-0.41702164128367|RSquared=0.05500628824399|BetaMonths=6|Beta=0.268937239000931 Symbol=MUX|AnalysisDate=9/2/2025 12:00:00 AM|EPSSlope=0.155000001192093|ProfitMarginSlope=12.6074028015137|PriceSlope=0.000420282872695496|Volatility=0.892517030239105|Volume=0|Violation=False|Slope=0.000420282872695496|Score=0.0505830547931327|AnnualizedReturn=1.11172324440238|SharpeRatio=0.0664507478013526|RSquared=0.0454996826303873|BetaMonths=6|Beta=2.4677990769044 @@ -227,8 +222,8 @@ Symbol=CCJ|AnalysisDate=6/13/2025 12:00:00 AM|EPSSlope=0.0649999976158142|Profit 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=TME|AnalysisDate=5/23/2025 12:00:00 AM|EPSSlope=0.160000026226044|ProfitMarginSlope=1.53966426849365|PriceSlope=9.66105066583609E-05|Volatility=1.36247682571411|Volume=0|Violation=False|Slope=9.66105066583609E-05|Score=0.0029574234582565|AnnualizedReturn=1.02464462758364|SharpeRatio=-0.21644488901528|RSquared=0.00288629187002211|BetaMonths=6|Beta=0.0742834541727598 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=CSIQ|AnalysisDate=10/31/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=7.77392435073853|PriceSlope=0.000623090718563301|Volatility=1.79284286499023|Volume=0|Violation=False|Slope=0.000623090718563301|Score=0.0807088026857748|AnnualizedReturn=1.1700176814875|SharpeRatio=-0.187760717880484|RSquared=0.0689808401725739|BetaMonths=6|Beta=1.33520035507038 -TotalStopLimits=201 +Symbol=GSAT|AnalysisDate=11/12/2025 12:00:00 AM|EPSSlope=0.115000009536743|ProfitMarginSlope=1.31202697753906|PriceSlope=0.00171636000994749|Volatility=6.80252933502197|Volume=0|Violation=False|Slope=0.00171636000994749|Score=0.318381945542454|AnnualizedReturn=1.54114049347012|SharpeRatio=0.26987857374401|RSquared=0.206588527711427|BetaMonths=6|Beta=2.29067093580777 +TotalStopLimits=202 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= @@ -430,3 +425,4 @@ Symbol=CRS|AnalysisDate=6/27/2025 12:00:00 AM|PreviousStop=204.890714645386|NewS Symbol=SPOT|AnalysisDate=7/3/2025 12:00:00 AM|PreviousStop=578.598007583618|NewStop=637.615498352051|CurrentPriceLow=704.55|CurrentPriceClose=725.05|PriceTrendIndicatorSlope=2.31975197792053|StopLimitId= Symbol=CRS|AnalysisDate=7/28/2025 12:00:00 AM|PreviousStop=247.728217029572|NewStop=251.054641914368|CurrentPriceLow=274.2|CurrentPriceClose=276.31|PriceTrendIndicatorSlope=0.107195794582367|StopLimitId= Symbol=CX|AnalysisDate=10/28/2025 12:00:00 AM|PreviousStop=8.4|NewStop=8.89542867302895|CurrentPriceLow=9.61|CurrentPriceClose=10.29|PriceTrendIndicatorSlope=0.0311203170567751|StopLimitId= +Symbol=NFLX|AnalysisDate=11/13/2025 12:00:00 AM|PreviousStop=1006.29|NewStop=1055.1595148468|CurrentPriceLow=1145.69|CurrentPriceClose=1154.23|PriceTrendIndicatorSlope=NaN|StopLimitId= diff --git a/Sessions/MGSH20250331.TXT b/Sessions/MGSH20250331.TXT index ac2eea8..e46e284 100644 --- a/Sessions/MGSH20250331.TXT +++ b/Sessions/MGSH20250331.TXT @@ -1,21 +1,20 @@ MGSHSESSIONv2.00 -LastUpdated=10/31/2025 9:54:00 PM -TradeDate=11/3/2025 +LastUpdated=11/14/2025 8:12:22 PM +TradeDate=11/17/2025 StartDate=3/31/2025 -AnalysisDate=10/31/2025 +AnalysisDate=11/14/2025 Cycle=8 -CashBalance=4670.41428792477 +CashBalance=5982.16428792477 NonTradeableCash=0 HedgeCashBalance=21.6957120752298 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=6 -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=72.62|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=60.97|LastStopAdjustment=1/1/0001 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=190.77|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=13.91|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=TSCDY|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=75|PurchasePrice=15|CurrentPrice=18.24|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=Price changed on 5/1/2025 from $14.98 to $15.00 -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=81.17|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=56.99|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=47.5|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=11.968|Comment=Price changed on 9/2/2025 from $59.84 to $59.38 -TotalPositions=12 +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=71.74|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=60.97|LastStopAdjustment=1/1/0001 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=205.37|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=13.2|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=80.58|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=63.94|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 +TotalPositions=13 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. Symbol=RGLD|PurchaseDate=4/30/2025 12:00:00 AM|SellDate=7/7/2025 12:00:00 AM|Shares=6|PurchasePrice=179.06|CurrentPrice=162|Volume=872755|Return1D=0|CumReturn252=0|IDIndicator=-12.3505976095618|Score=0.879340632979787|Velocity=0.8398891966759|PE=36.94|Beta=0.672718546494456|InitialStopLimit=143.25|TrailingStopLimit=162.603214492798|LastStopAdjustment=6/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=36.542|Comment=Manual close. @@ -28,7 +27,8 @@ Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=9/16/2025 12:00:00 AM|Sh Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=10/1/2025 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=27.65|Volume=42587809|Return1D=0|CumReturn252=0|IDIndicator=-18.3266932270916|Score=1.55737134856804|Velocity=0.963060686015831|PE=17.31|Beta=0.133111237293337|InitialStopLimit=23.22|TrailingStopLimit=27.6498571848869|LastStopAdjustment=8/21/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Manual close. Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=10/10/2025 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=28.66|Volume=3236382|Return1D=0|CumReturn252=0|IDIndicator=-11.9521912350598|Score=0.855436777863499|Velocity=0.64871382636656|PE=19.45|Beta=0.548575877250374|InitialStopLimit=23.05|TrailingStopLimit=28.6692857289314|LastStopAdjustment=9/29/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Manual close. 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. -TotalStopLimits=23 +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. +TotalStopLimits=25 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 @@ -52,6 +52,8 @@ Symbol=DBX|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=27.0440715312958|NewS Symbol=TRP|AnalysisDate=9/29/2025 12:00:00 AM|PreviousStop=41.26|NewStop=50.535500023365|CurrentPriceLow=52.66|CurrentPriceClose=53.46|PriceTrendIndicatorSlope=0.102909818291664|StopLimitId=TRP20250829120000AM Symbol=CAH|AnalysisDate=10/30/2025 12:00:00 AM|PreviousStop=124.65|NewStop=171.104215564728|CurrentPriceLow=181.44|CurrentPriceClose=189.84|PriceTrendIndicatorSlope=0.774360835552216|StopLimitId=CAH20250930120000AM Symbol=TSCDY|AnalysisDate=10/31/2025 12:00:00 AM|PreviousStop=17.3746427768469|NewStop=17.5207857596874|CurrentPriceLow=18.23|CurrentPriceClose=18.24|PriceTrendIndicatorSlope=0.00346616725437343|StopLimitId=TSCDY20250430120000AM +Symbol=NYT|AnalysisDate=11/7/2025 12:00:00 AM|PreviousStop=47.5|NewStop=57.3008577227592|CurrentPriceLow=60.25|CurrentPriceClose=61.35|PriceTrendIndicatorSlope=0.205218091607094|StopLimitId=NYT20250829120000AM +Symbol=SH|AnalysisDate=11/14/2025 12:00:00 AM|PreviousStop=33.11|NewStop=36.632095246315|CurrentPriceLow=36.69|CurrentPriceClose=36.89|PriceTrendIndicatorSlope=0|StopLimitId=SH20250915120000AM TotalHedgePositions=1 -Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.27|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=33.11|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63 +Symbol=SH|PurchaseDate=9/15/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=78|PurchasePrice=37.63|CurrentPrice=36.89|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=33.11|TrailingStopLimit=36.632095246315|LastStopAdjustment=11/14/2025 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.5192|Comment=Price changed on 9/16/2025 from $37.66 to $37.63 TotalPricingExceptions=0