43 lines
11 KiB
Plaintext
43 lines
11 KiB
Plaintext
MGSHSESSIONv2.00
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LastUpdated=8/18/2025 8:10:35 PM
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TradeDate=8/19/2025
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StartDate=3/31/2025
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AnalysisDate=8/18/2025
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Cycle=5
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CashBalance=3960.78428792477
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NonTradeableCash=0
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HedgeCashBalance=2956.83571207523
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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
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TotalActivePositions=6
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Slot=0|Symbol=SXT|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=73.98|CurrentPrice=116.19|Volume=362866|Return1D=0|CumReturn252=0|IDIndicator=-7.17131474103586|Score=0.447832358242973|Velocity=0.447678018575852|PE=24.93|Beta=0.640557790575348|InitialStopLimit=59.18|TrailingStopLimit=105.207143697739|LastStopAdjustment=8/6/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=14.886|Comment=Price changed on 4/1/2025 from $74.43 to $73.98
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Slot=0|Symbol=T|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=29.02|CurrentPrice=28.92|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=23.22|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.788|Comment=Price changed on 7/1/2025 from $28.94 to $29.02
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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=14.53|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
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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=16.98|Volume=78408|Return1D=0|CumReturn252=0|IDIndicator=-11.1553784860558|Score=1.03524480157762|Velocity=1|PE=12.79|Beta=0.388852470354317|InitialStopLimit=12|TrailingStopLimit=15.9513570857048|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.996|Comment=Price changed on 5/1/2025 from $14.98 to $15.00
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Slot=1|Symbol=CALM|PurchaseDate=7/31/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=110.11|CurrentPrice=108.9|Volume=857309|Return1D=0|CumReturn252=0|IDIndicator=-17.1314741035857|Score=1.06303209289298|Velocity=0.866204506065858|PE=5.04|Beta=0.515182266585663|InitialStopLimit=88.09|TrailingStopLimit=88.09|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=22.228|Comment=Price changed on 8/1/2025 from $111.14 to $110.11
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Slot=2|Symbol=DBX|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=61|PurchasePrice=28.81|CurrentPrice=27.9|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=23.05|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=5.772|Comment=Price changed on 6/2/2025 from $28.86 to $28.81
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TotalPositions=7
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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.
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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.
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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.
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Symbol=NRG|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 12:00:00 AM|Shares=11|PurchasePrice=156.54|CurrentPrice=144.91|Volume=3799318|Return1D=0|CumReturn252=0|IDIndicator=-5.57768924302788|Score=1.11522978554358|Velocity=0.931148590947908|PE=24.22|Beta=1.11332610399226|InitialStopLimit=125.23|TrailingStopLimit=144.982356967926|LastStopAdjustment=6/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.18|Comment=Manual close.
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Symbol=OPRA|PurchaseDate=5/30/2025 12:00:00 AM|SellDate=7/16/2025 12:00:00 AM|Shares=97|PurchasePrice=18.31|CurrentPrice=18.02|Volume=415071|Return1D=0|CumReturn252=0|IDIndicator=-4.3824701195219|Score=0.875136449074377|Velocity=0.614870509607352|PE=25.43|Beta=2.34322557152301|InitialStopLimit=14.65|TrailingStopLimit=18.0022854924202|LastStopAdjustment=7/2/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=3.67|Comment=Manual close.
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Symbol=SH|PurchaseDate=6/27/2025 12:00:00 AM|SellDate=8/4/2025 12:00:00 AM|Shares=75|PurchasePrice=39.71|CurrentPrice=39.28|Volume=0|Return1D=0|CumReturn252=0|IDIndicator=0|Score=0|Velocity=0|PE=0|Beta=0|InitialStopLimit=34.94|TrailingStopLimit=39.2944761610031|LastStopAdjustment=8/1/2025 12:00:00 AM|PositionRiskPercentDecimal=0.12|R=4.7844|Comment=Closed due to trailing stop.
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Symbol=DOLE|PurchaseDate=6/30/2025 12:00:00 AM|SellDate=8/11/2025 12:00:00 AM|Shares=2|PurchasePrice=13.93|CurrentPrice=13.65|Volume=621748|Return1D=0|CumReturn252=0|IDIndicator=-15.5378486055777|Score=0.086718072882986|Velocity=0.380038387715931|PE=14.2|Beta=0.0238993499516457|InitialStopLimit=11.14|TrailingStopLimit=13.6864286160469|LastStopAdjustment=7/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=2.798|Comment=Manual close.
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TotalStopLimits=14
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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
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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
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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
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Symbol=TSCDY|AnalysisDate=5/30/2025 12:00:00 AM|PreviousStop=12|NewStop=14.5803570830822|CurrentPriceLow=15.79|CurrentPriceClose=15.9|PriceTrendIndicatorSlope=0.045563917607069|StopLimitId=TSCDY20250430120000AM
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Symbol=RGLD|AnalysisDate=6/2/2025 12:00:00 AM|PreviousStop=143.25|NewStop=162.603214492798|CurrentPriceLow=179.99|CurrentPriceClose=186.71|PriceTrendIndicatorSlope=0.137105643749237|StopLimitId=RGLD20250430120000AM
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Symbol=SXT|AnalysisDate=6/6/2025 12:00:00 AM|PreviousStop=85.4177850723267|NewStop=88.1877851390839|CurrentPriceLow=95.99|CurrentPriceClose=96|PriceTrendIndicatorSlope=0.087323471903801|StopLimitId=SXT20250331120000AM
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Symbol=TSCDY|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=14.58|NewStop=15.6631428396702|CurrentPriceLow=16.51|CurrentPriceClose=16.74|PriceTrendIndicatorSlope=0.042556393891573|StopLimitId=TSCDY20250430120000AM
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Symbol=NRG|AnalysisDate=6/30/2025 12:00:00 AM|PreviousStop=125.23|NewStop=144.982356967926|CurrentPriceLow=160.19|CurrentPriceClose=160.58|PriceTrendIndicatorSlope=0.0827894434332848|StopLimitId=NRG20250530120000AM
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Symbol=OPRA|AnalysisDate=7/2/2025 12:00:00 AM|PreviousStop=14.65|NewStop=18.0022854924202|CurrentPriceLow=19.95|CurrentPriceClose=20.08|PriceTrendIndicatorSlope=0.0121353641152382|StopLimitId=OPRA20250530120000AM
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Symbol=SXT|AnalysisDate=7/7/2025 12:00:00 AM|PreviousStop=88.1877851390839|NewStop=100.199285082817|CurrentPriceLow=106.18|CurrentPriceClose=107.23|PriceTrendIndicatorSlope=0.451481312513351|StopLimitId=SXT20250331120000AM
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Symbol=DOLE|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=11.14|NewStop=13.6864286160469|CurrentPriceLow=14.51|CurrentPriceClose=14.61|PriceTrendIndicatorSlope=0.0211954805999994|StopLimitId=DOLE20250630120000AM
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Symbol=TSCDY|AnalysisDate=7/30/2025 12:00:00 AM|PreviousStop=15.6631428396702|NewStop=15.9513570857048|CurrentPriceLow=16.77|CurrentPriceClose=16.83|PriceTrendIndicatorSlope=0.0479022674262524|StopLimitId=TSCDY20250430120000AM
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Symbol=SH|AnalysisDate=8/1/2025 12:00:00 AM|PreviousStop=34.94|NewStop=39.2944761610031|CurrentPriceLow=39.42|CurrentPriceClose=39.7|PriceTrendIndicatorSlope=0|StopLimitId=SH20250627120000AM
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Symbol=SXT|AnalysisDate=8/6/2025 12:00:00 AM|PreviousStop=100.199285082817|NewStop=105.207143697739|CurrentPriceLow=113.16|CurrentPriceClose=115.01|PriceTrendIndicatorSlope=0.276391088962555|StopLimitId=SXT20250331120000AM
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TotalHedgePositions=0
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TotalPricingExceptions=0
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