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stock-filter · 3 years

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Stock daily Filter Report for 2021/05/06 05-40-08

*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 22 Communication Services 14 Consumer Cyclical 30 Consumer Defensive 19 Energy 13 Financial Services 53 Healthcare 29 Industrials 41 Real Estate 15 Technology 12 Utilities 8 unknown 5 **************************************** big_industry_downtrending_count tickers industry Basic Materials 2 Communication Services 19 Consumer Cyclical 10 Consumer Defensive 2 Energy 1 Financial Services 6 Healthcare 12 Industrials 3 Real Estate 1 Technology 24 Utilities 4 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 22 SHOP 1 0.00 big-cap Short NaN -1.0 1.397400e+09 -5.0 Technology 67 TWLO 2 -1.84 big-cap Short NaN -2.0 7.517409e+08 -5.0 Communication Services 93 DOCU 1 0.00 big-cap Short NaN -1.0 7.140221e+08 -5.0 Technology 177 EXAS 2 -4.63 big-cap Short NaN -2.0 2.658467e+08 -5.0 Healthcare 320 ZNGA 2 -0.49 big-cap Short NaN -2.0 2.118331e+08 -4.0 Communication Services 329 FSLR 2 0.77 big-cap Short NaN -2.0 1.766009e+08 -4.0 Technology 182 PAYC 1 0.00 big-cap Short NaN -1.0 1.554784e+08 -4.0 Technology 298 IPGP 2 0.08 big-cap Short NaN -2.0 1.292036e+08 -4.0 Technology 290 CREE 4 -5.44 big-cap Short NaN -5.0 8.962712e+07 -5.0 Technology 209 ZI 1 0.00 big-cap Short NaN -1.0 8.166567e+07 -3.0 Technology Mean Return: -1.925 Mean Day/Week: 3.0 Accuracy:0.6666666666666666 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 22 SHOP 1 0.00 big-cap Short NaN -1.0 1.397400e+09 -5.0 Technology 67 TWLO 2 -1.84 big-cap Short NaN -2.0 7.517409e+08 -5.0 Communication Services 93 DOCU 1 0.00 big-cap Short NaN -1.0 7.140221e+08 -5.0 Technology 177 EXAS 2 -4.63 big-cap Short NaN -2.0 2.658467e+08 -5.0 Healthcare 320 ZNGA 2 -0.49 big-cap Short NaN -2.0 2.118331e+08 -4.0 Communication Services 329 FSLR 2 0.77 big-cap Short NaN -2.0 1.766009e+08 -4.0 Technology 182 PAYC 1 0.00 big-cap Short NaN -1.0 1.554784e+08 -4.0 Technology 298 IPGP 2 0.08 big-cap Short NaN -2.0 1.292036e+08 -4.0 Technology 185 PCG 1 0.00 big-cap Short NaN -11.0 1.164947e+08 -1.0 Utilities 235 CTXS 3 -3.42 big-cap Short NaN -12.0 1.069875e+08 -5.0 Technology 290 CREE 4 -5.44 big-cap Short NaN -5.0 8.962712e+07 -5.0 Technology 209 ZI 1 0.00 big-cap Short NaN -1.0 8.166567e+07 -3.0 Technology Mean Return: -2.138571428571429 Mean Day/Week: 3.142857142857143 Accuracy:0.7142857142857143 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 1 FB 5 -4.47 big-cap Long NaN 5.0 4.598047e+09 39.0 Communication Services 3 JNJ 1 0.00 big-cap Long NaN 2.0 1.186352e+09 13.0 Healthcare 7 VZ 2 0.15 big-cap Long NaN 2.0 9.025688e+08 28.0 Communication Services 12 ORCL 1 0.00 big-cap Long NaN 1.0 8.431269e+08 52.0 Technology 59 FDX 5 3.61 big-cap Long NaN 5.0 7.565513e+08 35.0 Industrials 38 GS 1 0.00 big-cap Long NaN 1.0 6.963684e+08 78.0 Financial Services 36 SCHW 5 -0.99 big-cap Long NaN 5.0 5.928125e+08 78.0 Financial Services 251 NUE 2 3.54 big-cap Long NaN 2.0 4.633314e+08 57.0 Basic Materials 57 USB 5 0.63 big-cap Long NaN 5.0 3.939171e+08 65.0 Financial Services 37 AXP 4 1.97 big-cap Long NaN 4.0 3.422554e+08 78.0 Financial Services 64 PNC 5 2.88 big-cap Long NaN 5.0 3.409055e+08 78.0 Financial Services 47 BP 1 0.00 big-cap Long NaN 1.0 3.227167e+08 78.0 Energy 140 KMI 5 1.30 big-cap Long NaN 5.0 3.095191e+08 78.0 Energy 199 SYF 3 2.53 big-cap Long NaN 3.0 2.884359e+08 78.0 unknown 87 AON 4 1.16 big-cap Long NaN 4.0 2.858307e+08 78.0 Financial Services 148 SPG 5 -1.95 big-cap Long NaN 5.0 2.837015e+08 78.0 Real Estate 96 GD 2 -0.68 big-cap Long NaN 2.0 2.645830e+08 66.0 unknown 115 LHX 2 0.59 big-cap Long NaN 2.0 2.533599e+08 43.0 Industrials 233 HES 3 5.18 big-cap Long NaN 3.0 2.433580e+08 78.0 Energy 246 EXPD 1 0.00 big-cap Long NaN 1.0 2.010828e+08 47.0 Industrials 321 WRK 4 4.57 big-cap Long NaN 4.0 1.961232e+08 47.0 Consumer Cyclical 166 WMB 3 0.62 big-cap Long NaN 3.0 1.899224e+08 78.0 Energy 75 DD 1 0.00 big-cap Long NaN 2.0 1.895379e+08 16.0 Basic Materials 241 CFG 3 3.92 big-cap Long NaN 3.0 1.894946e+08 78.0 Financial Services 118 TROW 1 0.00 big-cap Long NaN 1.0 1.866179e+08 78.0 Financial Services 277 BEN 1 0.00 big-cap Long NaN 1.0 1.825787e+08 78.0 Financial Services 117 BK 5 2.72 big-cap Long NaN 5.0 1.713947e+08 47.0 Financial Services 231 KEY 5 2.99 big-cap Long NaN 5.0 1.645914e+08 78.0 Financial Services 138 AFL 3 1.57 big-cap Long NaN 3.0 1.634374e+08 78.0 Financial Services 137 PAYX 2 -0.40 big-cap Long NaN 2.0 1.608385e+08 42.0 Industrials 149 HSY 4 2.46 big-cap Long NaN 4.0 1.584742e+08 42.0 Consumer Defensive 284 SJM 1 0.00 big-cap Long NaN 1.0 1.553492e+08 38.0 Consumer Defensive 53 ENB 5 3.52 big-cap Long NaN 5.0 1.526021e+08 78.0 Energy 197 FITB 3 2.66 big-cap Long NaN 3.0 1.438244e+08 78.0 Financial Services 162 WLTW 5 5.99 big-cap Long NaN 5.0 1.374684e+08 78.0 Financial Services 334 BWA 1 0.00 big-cap Long NaN 1.0 1.340254e+08 78.0 Consumer Cyclical 240 LNG 4 4.43 big-cap Long NaN 4.0 1.334434e+08 78.0 Energy 261 CE 3 4.76 big-cap Long NaN 3.0 1.167580e+08 53.0 Basic Materials 217 QSR 4 0.63 big-cap Long NaN 4.0 1.078619e+08 47.0 Consumer Cyclical 198 CHD 1 0.00 big-cap Long NaN 1.0 1.063979e+08 29.0 Consumer Defensive 330 MHK 3 1.50 big-cap Long NaN 3.0 1.045341e+08 78.0 Consumer Cyclical 211 KMX 1 0.00 big-cap Long NaN 1.0 1.033856e+08 78.0 Consumer Cyclical 225 MTB 1 0.00 big-cap Long NaN 1.0 1.023377e+08 78.0 Financial Services 224 AMCR 2 -1.21 big-cap Long NaN 2.0 1.007795e+08 43.0 Consumer Cyclical 85 BMO 5 0.05 big-cap Long NaN 5.0 9.983165e+07 78.0 Financial Services 91 EPD 2 0.60 big-cap Long NaN 5.0 9.950272e+07 47.0 Energy 34 TD 5 0.11 big-cap Long NaN 5.0 9.503607e+07 78.0 Financial Services 267 CINF 3 2.41 big-cap Long NaN 3.0 9.382309e+07 78.0 Financial Services 194 CBRE 5 -0.22 big-cap Long NaN 5.0 8.876672e+07 78.0 Real Estate 275 EMN 5 5.45 big-cap Long NaN 5.0 8.824761e+07 78.0 Basic Materials 29 RY 5 0.73 big-cap Long NaN 5.0 8.363284e+07 78.0 Financial Services 214 MLM 2 0.27 big-cap Long NaN 2.0 8.040322e+07 78.0 Basic Materials 272 PFG 1 0.00 big-cap Long NaN 1.0 7.450422e+07 78.0 Financial Services 170 MPLX 3 4.82 big-cap Long NaN 3.0 7.135994e+07 78.0 Energy 90 VOD 2 2.17 big-cap Long NaN 2.0 6.830997e+07 78.0 Communication Services 335 CBOE 3 2.68 big-cap Long NaN 3.0 6.536605e+07 56.0 Financial Services 332 NWL 1 0.00 big-cap Long NaN 1.0 5.460570e+07 78.0 Consumer Defensive 283 HAS 5 1.00 big-cap Long NaN 5.0 5.108132e+07 18.0 Consumer Cyclical 268 LBTYK 5 -1.24 big-cap Long NaN 5.0 4.633431e+07 41.0 unknown 114 CM 5 1.41 big-cap Long NaN 5.0 3.398488e+07 78.0 Financial Services 263 IMO 5 10.09 big-cap Long NaN 5.0 3.310597e+07 78.0 Energy 269 LBTYA 5 -0.92 big-cap Long NaN 5.0 3.213781e+07 40.0 Communication Services 133 LYG 5 0.84 big-cap Long NaN 5.0 1.051046e+07 78.0 Financial Services 70 WBK 1 0.00 big-cap Long NaN 1.0 1.381886e+06 78.0 Financial Services Mean Return: 1.8006250000000001 Mean Day/Week: 4.1875 Accuracy:0.8125 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 22 SHOP 1 0.00 big-cap Short NaN -1.0 1.397400e+09 -5.0 Technology 77 ROKU 3 -9.51 big-cap Short NaN -3.0 1.125226e+09 -44.0 Communication Services 42 SNAP 2 -3.07 big-cap Short NaN -2.0 9.527254e+08 -13.0 Communication Services 58 PLTR 2 -2.26 big-cap Short NaN -2.0 8.015099e+08 -51.0 Technology 67 TWLO 2 -1.84 big-cap Short NaN -2.0 7.517409e+08 -5.0 Communication Services 93 DOCU 1 0.00 big-cap Short NaN -1.0 7.140221e+08 -5.0 Technology 123 RNG 1 0.00 big-cap Short NaN -1.0 6.361389e+08 -45.0 Technology 112 TDOC 2 -0.87 big-cap Short NaN -2.0 5.731887e+08 -45.0 Healthcare 174 ENPH 3 -7.03 big-cap Short NaN -3.0 4.308479e+08 -46.0 Technology 243 SEDG 2 0.30 big-cap Short NaN -2.0 3.722937e+08 -6.0 Technology 61 SPOT 4 -5.07 big-cap Short NaN -4.0 3.563489e+08 -49.0 Communication Services 271 RUN 2 -3.59 big-cap Short NaN -2.0 3.400046e+08 -53.0 Technology 159 SPLK 5 -9.17 big-cap Short NaN -5.0 3.052558e+08 -137.0 Technology 295 FSLY 2 -2.07 big-cap Short NaN -2.0 2.979306e+08 -54.0 Technology 316 BYND 2 -2.59 big-cap Short NaN -2.0 2.968156e+08 -40.0 Consumer Defensive 177 EXAS 2 -4.63 big-cap Short NaN -2.0 2.658467e+08 -5.0 Healthcare 56 ILMN 4 -3.72 big-cap Short NaN -4.0 2.405580e+08 -29.0 Healthcare 119 XPEV 4 -6.53 big-cap Short NaN -4.0 2.174352e+08 -65.0 Consumer Cyclical 320 ZNGA 2 -0.49 big-cap Short NaN -2.0 2.118331e+08 -4.0 Communication Services 100 CHWY 1 0.00 big-cap Short NaN -1.0 1.943255e+08 -45.0 Consumer Cyclical 179 TTWO 3 -1.66 big-cap Short NaN -3.0 1.790184e+08 -51.0 Communication Services 329 FSLR 2 0.77 big-cap Short NaN -2.0 1.766009e+08 -4.0 Technology 10 NVS 4 1.49 big-cap Short NaN -4.0 1.681671e+08 -7.0 Healthcare 297 CHGG 2 3.41 big-cap Short NaN -2.0 1.609977e+08 -45.0 Consumer Defensive 160 ZS 1 0.00 big-cap Short NaN -1.0 1.596535e+08 -45.0 Technology 182 PAYC 1 0.00 big-cap Short NaN -1.0 1.554784e+08 -4.0 Technology 188 MDB 1 0.00 big-cap Short NaN -1.0 1.382903e+08 -44.0 Technology 145 DDOG 2 -1.44 big-cap Short NaN -2.0 1.341180e+08 -51.0 Technology 298 IPGP 2 0.08 big-cap Short NaN -2.0 1.292036e+08 -4.0 Technology 279 ESTC 1 0.00 big-cap Short NaN -1.0 1.253292e+08 -46.0 Technology 50 BEKE 3 -4.11 big-cap Short NaN -3.0 1.123758e+08 -45.0 Real Estate 264 MASI 2 -0.96 big-cap Short NaN -2.0 9.923663e+07 -52.0 Healthcare 290 CREE 4 -5.44 big-cap Short NaN -5.0 8.962712e+07 -5.0 Technology 209 ZI 1 0.00 big-cap Short NaN -1.0 8.166567e+07 -3.0 Technology 220 ALNY 2 0.84 big-cap Short NaN -2.0 7.088983e+07 -45.0 Healthcare 289 QGEN 3 0.92 big-cap Short NaN -5.0 6.085857e+07 -49.0 Healthcare 304 KC 1 0.00 big-cap Short NaN -1.0 5.192290e+07 -35.0 Technology 249 ARGX 1 0.00 big-cap Short NaN -1.0 3.306639e+07 -34.0 Healthcare 226 PAGS 2 -0.37 big-cap Short NaN -2.0 3.193102e+07 -42.0 Technology 285 ERIE 4 -1.20 big-cap Short NaN -4.0 9.147912e+06 -44.0 Financial Services Mean Return: -2.407241379310345 Mean Day/Week: 3.0689655172413794 Accuracy:0.7586206896551724 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 11 PFE 17 7.42 big-cap Long NaN 40.0 2.867801e+09 28.0 Healthcare 0 GOOG 22 5.93 big-cap Long NaN 22.0 2.357796e+09 78.0 Communication Services 157 BNTX 17 30.43 big-cap Long NaN 24.0 1.544288e+09 26.0 Healthcare 39 CVS 6 9.80 big-cap Long NaN 15.0 1.114269e+09 30.0 Healthcare 4 UNH 19 9.33 big-cap Long NaN 43.0 1.071358e+09 39.0 Healthcare 9 T 10 2.15 big-cap Long NaN 10.0 8.418365e+08 32.0 Communication Services 26 WFC 14 4.88 big-cap Long NaN 14.0 8.184074e+08 78.0 Financial Services 23 UPS 7 10.13 big-cap Long NaN 29.0 7.433832e+08 28.0 Industrials 33 IBM 12 5.12 big-cap Long NaN 12.0 6.647132e+08 40.0 Technology 18 COST 13 1.06 big-cap Long NaN 31.0 6.243364e+08 21.0 Consumer Defensive 253 CZR 7 1.55 big-cap Long NaN 7.0 6.235288e+08 78.0 Consumer Cyclical 41 VALE 14 6.20 big-cap Long NaN 22.0 5.403776e+08 23.0 Basic Materials 32 BLK 19 5.27 big-cap Long NaN 36.0 4.643868e+08 28.0 Financial Services 49 ANTM 15 4.42 big-cap Long NaN 47.0 4.620835e+08 44.0 Healthcare 19 MCD 29 4.80 big-cap Long NaN 40.0 4.586704e+08 38.0 Consumer Cyclical 44 MDLZ 6 0.44 big-cap Long NaN 40.0 4.502136e+08 35.0 Consumer Defensive 281 NUAN 16 0.76 big-cap Long NaN 20.0 4.371473e+08 18.0 Technology 89 COF 6 6.28 big-cap Long NaN 6.0 4.321466e+08 78.0 Financial Services 16 ACN 35 9.60 big-cap Long NaN 38.0 4.193659e+08 39.0 Technology 30 CHTR 8 3.23 big-cap Long NaN 14.0 4.060119e+08 15.0 Communication Services 24 AZN 9 2.72 big-cap Long NaN 37.0 3.869778e+08 15.0 Healthcare 35 RTX 8 3.82 big-cap Long NaN 8.0 3.722492e+08 78.0 Industrials 27 PM 19 4.76 big-cap Long NaN 19.0 3.597115e+08 65.0 Consumer Defensive 51 CCI 28 5.71 big-cap Long NaN 36.0 3.204238e+08 38.0 Real Estate 69 APD 9 0.80 big-cap Long NaN 43.0 3.188941e+08 33.0 Basic Materials 141 ORLY 29 12.11 big-cap Long NaN 53.0 3.086533e+08 40.0 Consumer Cyclical 97 CTSH 8 2.41 big-cap Long NaN 38.0 3.058382e+08 28.0 Technology 81 HUM 17 9.96 big-cap Long NaN 47.0 3.055973e+08 21.0 Healthcare 14 DHR 10 0.67 big-cap Long NaN 28.0 3.055405e+08 18.0 Healthcare 256 DPZ 13 8.29 big-cap Long NaN 36.0 3.051454e+08 22.0 Consumer Cyclical 158 SWK 42 13.58 big-cap Long NaN 47.0 3.012583e+08 47.0 Industrials 45 SPGI 42 13.72 big-cap Long NaN 66.0 2.943445e+08 47.0 Financial Services 55 CSX 11 -1.44 big-cap Long NaN 52.0 2.876787e+08 42.0 Industrials 143 PRU 16 6.94 big-cap Long NaN 16.0 2.875772e+08 78.0 Financial Services 273 IT 10 17.60 big-cap Long NaN 10.0 2.870702e+08 78.0 Technology 66 NSC 11 2.35 big-cap Long NaN 11.0 2.773260e+08 78.0 Industrials 109 ROST 20 1.16 big-cap Long NaN 20.0 2.762100e+08 29.0 Consumer Cyclical 72 HCA 14 5.50 big-cap Long NaN 14.0 2.669189e+08 78.0 Healthcare 128 ALXN 14 3.79 big-cap Long NaN 15.0 2.652309e+08 15.0 Healthcare 127 TT 9 1.96 big-cap Long NaN 9.0 2.601502e+08 64.0 Industrials 129 ALL 29 10.65 big-cap Long NaN 45.0 2.507641e+08 47.0 Financial Services 60 SHW 22 9.19 big-cap Long NaN 38.0 2.457165e+08 32.0 Basic Materials 124 IQV 24 15.97 big-cap Long NaN 24.0 2.445984e+08 78.0 Healthcare 48 ZTS 11 2.20 big-cap Long NaN 31.0 2.439002e+08 18.0 Healthcare 80 PGR 23 7.32 big-cap Long NaN 45.0 2.300842e+08 30.0 Financial Services 210 KSU 12 -0.29 big-cap Long NaN 37.0 2.267440e+08 43.0 Industrials 65 ITW 11 3.85 big-cap Long NaN 11.0 2.200348e+08 43.0 Industrials 154 ADM 8 9.98 big-cap Long NaN 8.0 2.164310e+08 78.0 Consumer Defensive 168 DFS 8 9.18 big-cap Long NaN 8.0 2.140404e+08 78.0 Financial Services 306 XRAY 27 8.69 big-cap Long NaN 45.0 2.091527e+08 47.0 Healthcare 192 EFX 14 24.06 big-cap Long NaN 33.0 2.082464e+08 25.0 Industrials 280 CRL 22 13.53 big-cap Long NaN 22.0 2.064383e+08 78.0 Healthcare 258 ALLY 7 5.09 big-cap Long NaN 7.0 2.033501e+08 78.0 Financial Services 266 VICI 14 4.21 big-cap Long NaN 21.0 2.020189e+08 66.0 Real Estate 242 DISH 11 11.73 big-cap Long NaN 11.0 2.000681e+08 43.0 Communication Services 147 VFC 11 1.83 big-cap Long NaN 26.0 1.944281e+08 23.0 Consumer Cyclical 216 DGX 6 3.69 big-cap Long NaN 37.0 1.940871e+08 30.0 Healthcare 155 DHI 40 22.43 big-cap Long NaN 40.0 1.905383e+08 74.0 Consumer Cyclical 108 PSA 31 12.46 big-cap Long NaN 71.0 1.903270e+08 64.0 Real Estate 163 FAST 14 7.59 big-cap Long NaN 36.0 1.902251e+08 29.0 Industrials 78 BSX 16 8.47 big-cap Long NaN 16.0 1.888362e+08 65.0 unknown 307 PPD 25 20.83 big-cap Long NaN 37.0 1.885784e+08 40.0 Healthcare 103 DLR 12 -0.40 big-cap Long NaN 32.0 1.835467e+08 28.0 Real Estate 68 ECL 6 2.63 big-cap Long NaN 27.0 1.834801e+08 24.0 Basic Materials 83 BX 28 18.18 big-cap Long NaN 28.0 1.828006e+08 78.0 Financial Services 73 MMC 39 15.82 big-cap Long NaN 61.0 1.825749e+08 43.0 Financial Services 183 LH 28 8.95 big-cap Long NaN 28.0 1.790294e+08 78.0 Healthcare 236 TSCO 14 7.36 big-cap Long NaN 14.0 1.736877e+08 78.0 Consumer Cyclical 325 ICLR 9 1.96 big-cap Long NaN 28.0 1.714178e+08 15.0 Healthcare 311 CNP 22 4.47 big-cap Long NaN 40.0 1.699548e+08 38.0 Utilities 164 AME 28 7.35 big-cap Long NaN 29.0 1.683645e+08 43.0 Industrials 105 ROP 11 4.72 big-cap Long NaN 37.0 1.672514e+08 24.0 Industrials 126 XEL 18 4.16 big-cap Long NaN 41.0 1.661236e+08 31.0 Utilities 86 WM 36 14.39 big-cap Long NaN 45.0 1.658198e+08 43.0 Industrials 337 AAP 19 9.88 big-cap Long NaN 53.0 1.652585e+08 46.0 Consumer Cyclical 202 VMC 16 8.71 big-cap Long NaN 16.0 1.639325e+08 78.0 Basic Materials 146 SBAC 15 2.01 big-cap Long NaN 38.0 1.627843e+08 32.0 Real Estate 173 SIVB 9 3.10 big-cap Long NaN 9.0 1.607195e+08 78.0 Financial Services 222 ET 6 4.10 big-cap Long NaN 6.0 1.589384e+08 66.0 Energy 276 OMC 9 2.40 big-cap Long NaN 9.0 1.564479e+08 78.0 Communication Services 130 PPG 15 15.58 big-cap Long NaN 43.0 1.561173e+08 42.0 Basic Materials 156 OTIS 35 13.39 big-cap Long NaN 47.0 1.559455e+08 40.0 Industrials 116 SYY 10 0.82 big-cap Long NaN 10.0 1.553896e+08 78.0 Consumer Defensive 340 MOS 8 0.50 big-cap Long NaN 8.0 1.543207e+08 78.0 Basic Materials 151 RSG 29 10.39 big-cap Long NaN 44.0 1.506957e+08 34.0 Industrials 144 YUM 35 8.86 big-cap Long NaN 37.0 1.489662e+08 37.0 Consumer Cyclical 120 INFO 37 11.87 big-cap Long NaN 41.0 1.475885e+08 47.0 Industrials 259 POOL 14 14.76 big-cap Long NaN 39.0 1.427731e+08 22.0 Consumer Cyclical 101 STZ 11 -0.23 big-cap Long NaN 13.0 1.378721e+08 16.0 Consumer Defensive 165 WCN 30 15.48 big-cap Long NaN 46.0 1.332933e+08 41.0 Industrials 229 FE 12 4.37 big-cap Long NaN 12.0 1.325453e+08 78.0 Utilities 287 AVY 23 12.47 big-cap Long NaN 23.0 1.309622e+08 78.0 Industrials 205 GWW 15 13.14 big-cap Long NaN 50.0 1.289679e+08 35.0 Industrials 303 PHM 11 14.15 big-cap Long NaN 40.0 1.258866e+08 66.0 Consumer Cyclical 150 BLL 12 0.69 big-cap Long NaN 29.0 1.220422e+08 19.0 Consumer Cyclical 204 EPAM 26 18.72 big-cap Long NaN 26.0 1.212664e+08 41.0 Technology 218 APO 10 7.28 big-cap Long NaN 15.0 1.205084e+08 16.0 Financial Services 186 NDAQ 33 11.74 big-cap Long NaN 33.0 1.176364e+08 78.0 Financial Services 181 KKR 23 12.96 big-cap Long NaN 23.0 1.172683e+08 78.0 Financial Services 153 MTD 13 1.36 big-cap Long NaN 29.0 1.120393e+08 22.0 Healthcare 265 FMC 7 2.68 big-cap Long NaN 38.0 1.108698e+08 16.0 Basic Materials 104 TEL 9 0.05 big-cap Long NaN 9.0 1.066253e+08 30.0 Technology 274 GPC 9 7.41 big-cap Long NaN 9.0 1.055609e+08 54.0 Consumer Cyclical 125 MSCI 22 8.48 big-cap Long NaN 28.0 1.032089e+08 25.0 Financial Services 328 XPO 24 12.76 big-cap Long NaN 24.0 1.019712e+08 29.0 Industrials 207 IP 29 11.29 big-cap Long NaN 49.0 1.015765e+08 47.0 Consumer Cyclical 102 TRI 24 6.85 big-cap Long NaN 24.0 1.012403e+08 51.0 Industrials 175 AMP 23 9.44 big-cap Long NaN 23.0 1.006507e+08 78.0 Financial Services 228 DOV 39 12.22 big-cap Long NaN 49.0 1.004564e+08 47.0 Industrials 319 LKQ 7 6.51 big-cap Long NaN 7.0 9.851725e+07 66.0 Consumer Cyclical 310 NLY 6 1.90 big-cap Long NaN 6.0 9.401462e+07 38.0 Real Estate 176 ODFL 43 18.64 big-cap Long NaN 62.0 9.381317e+07 63.0 Industrials 248 DRE 19 4.96 big-cap Long NaN 36.0 9.224968e+07 40.0 Real Estate 245 EXR 32 13.13 big-cap Long NaN 74.0 9.132836e+07 66.0 Real Estate 212 NTRS 7 5.51 big-cap Long NaN 7.0 9.089599e+07 66.0 Financial Services 227 INVH 28 6.07 big-cap Long NaN 37.0 8.867900e+07 40.0 Real Estate 187 VRSN 10 2.86 big-cap Long NaN 31.0 8.780160e+07 24.0 Technology 314 ELS 20 4.62 big-cap Long NaN 36.0 8.554712e+07 38.0 Real Estate 342 PWR 23 5.90 big-cap Long NaN 23.0 8.552223e+07 78.0 Industrials 191 WST 14 4.69 big-cap Long NaN 31.0 8.451921e+07 21.0 Healthcare 221 TRU 12 10.13 big-cap Long NaN 36.0 8.208520e+07 24.0 Industrials 299 FBHS 25 13.08 big-cap Long NaN 39.0 7.809357e+07 29.0 Consumer Cyclical 234 CMS 25 4.86 big-cap Long NaN 42.0 7.726803e+07 32.0 Utilities 190 AJG 29 16.75 big-cap Long NaN 52.0 7.716302e+07 43.0 Financial Services 219 XYL 21 10.40 big-cap Long NaN 38.0 7.567032e+07 29.0 Industrials 323 UHS 20 11.66 big-cap Long NaN 40.0 7.218965e+07 24.0 Healthcare 121 LBRDK 13 4.18 big-cap Long NaN 13.0 6.834703e+07 15.0 Communication Services 254 TW 23 6.63 big-cap Long NaN 23.0 6.781289e+07 66.0 Financial Services 169 FRC 8 3.09 big-cap Long NaN 8.0 6.580281e+07 78.0 Financial Services 331 TXT 26 17.45 big-cap Long NaN 26.0 6.467133e+07 78.0 Industrials 300 EVRG 37 7.27 big-cap Long NaN 44.0 6.363235e+07 44.0 Utilities 178 FNV 19 6.44 big-cap Long NaN 39.0 6.118459e+07 25.0 Basic Materials 239 SUI 13 2.21 big-cap Long NaN 32.0 5.768105e+07 38.0 Real Estate 301 BRO 18 10.65 big-cap Long NaN 24.0 5.558681e+07 24.0 Financial Services 296 CCK 24 10.00 big-cap Long NaN 24.0 5.465552e+07 41.0 Consumer Cyclical 305 WPC 14 2.92 big-cap Long NaN 36.0 5.384584e+07 29.0 Real Estate 317 TREX 8 -1.08 big-cap Long NaN 19.0 5.316300e+07 19.0 Industrials 107 TRP 24 7.09 big-cap Long NaN 43.0 5.225274e+07 45.0 Energy 339 CPT 37 7.76 big-cap Long NaN 37.0 5.084136e+07 66.0 Real Estate 292 L 21 7.22 big-cap Long NaN 21.0 5.052296e+07 78.0 Financial Services 232 NVR 8 4.26 big-cap Long NaN 24.0 5.013345e+07 75.0 Consumer Cyclical 313 CG 17 14.04 big-cap Long NaN 17.0 4.878560e+07 78.0 Financial Services 260 MAS 28 8.93 big-cap Long NaN 40.0 4.693571e+07 40.0 Industrials 25 BUD 13 3.70 big-cap Long NaN 35.0 4.691216e+07 19.0 Consumer Defensive 322 RPM 14 4.08 big-cap Long NaN 41.0 4.206219e+07 37.0 Basic Materials 318 FNF 26 11.52 big-cap Long NaN 26.0 3.807771e+07 41.0 Financial Services 113 BCE 6 2.41 big-cap Long NaN 6.0 3.562277e+07 43.0 Communication Services 343 WLK 9 8.90 big-cap Long NaN 15.0 3.513745e+07 43.0 Basic Materials 288 MOH 19 8.88 big-cap Long NaN 40.0 3.483617e+07 40.0 Healthcare 196 CCEP 15 2.23 big-cap Long NaN 15.0 3.247457e+07 78.0 Consumer Defensive 71 EQNR 6 0.01 big-cap Long NaN 6.0 2.693949e+07 17.0 Energy 309 GGG 12 2.07 big-cap Long NaN 30.0 2.589046e+07 24.0 Industrials 247 HEI 10 -0.38 big-cap Long NaN 22.0 2.557905e+07 20.0 Industrials 336 MORN 6 3.05 big-cap Long NaN 11.0 2.270658e+07 11.0 Financial Services 161 SLF 8 2.61 big-cap Long NaN 8.0 2.153511e+07 78.0 Financial Services 338 TTC 28 11.17 big-cap Long NaN 28.0 1.893207e+07 78.0 Industrials 215 PKX 32 24.85 big-cap Long NaN 46.0 1.200805e+07 47.0 Basic Materials 200 GIB 6 3.29 big-cap Long NaN 6.0 1.054621e+07 41.0 Technology 122 LBRDA 8 2.45 big-cap Long NaN 14.0 8.259376e+06 15.0 Communication Services 184 FMS 6 1.24 big-cap Long NaN 40.0 7.582820e+06 13.0 Healthcare 255 SHG 9 3.17 big-cap Long NaN 45.0 1.594811e+06 43.0 Financial Services 238 VAR 13 0.21 big-cap Long NaN 13.0 0.000000e+00 64.0 Healthcare Mean Return: 7.366234567901234 Mean Day/Week: 17.623456790123456 Accuracy:0.9629629629629629 *******************Part 1.8 Big Cap Short Maintainance********************* big_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 95 PTON 10 -19.23 big-cap Short NaN -10.0 6.975055e+09 -52.0 Consumer Cyclical 43 BIDU 8 -10.01 big-cap Short NaN -47.0 1.138337e+09 -30.0 Communication Services 52 ATVI 11 -3.27 big-cap Short NaN -11.0 1.132402e+09 -13.0 Communication Services 132 Z 6 -17.35 big-cap Short NaN -14.0 8.668003e+08 -34.0 Communication Services 237 PENN 7 -1.27 big-cap Short NaN -34.0 4.091009e+08 -24.0 Consumer Cyclical 142 PCAR 7 -0.00 big-cap Short NaN -34.0 2.892760e+08 -17.0 Industrials 213 DISCA 7 -6.03 big-cap Short NaN -29.0 1.870397e+08 -23.0 Communication Services 131 ZG 6 -18.33 big-cap Short NaN -49.0 1.635476e+08 -34.0 Communication Services 223 IQ 27 -13.24 big-cap Short NaN -30.0 1.392401e+08 -29.0 Communication Services 152 LI 20 -20.38 big-cap Short NaN -20.0 1.318736e+08 -71.0 Consumer Cyclical 333 NRG 12 -7.03 big-cap Short NaN -35.0 1.205851e+08 -35.0 Utilities 293 SPCE 23 -36.58 big-cap Short NaN -51.0 1.102691e+08 -43.0 Industrials 76 SCCO 11 0.98 big-cap Short NaN -11.0 9.042764e+07 -13.0 Basic Materials 94 LU 7 -15.74 big-cap Short NaN -52.0 6.501553e+07 -38.0 Financial Services 302 BAP 16 -21.19 big-cap Short NaN -52.0 3.906010e+07 -48.0 Financial Services 294 BEP 12 -6.42 big-cap Short NaN -12.0 1.078003e+07 -51.0 Utilities 189 TLK 7 2.88 big-cap Short NaN -78.0 3.982055e+06 -27.0 Communication Services Mean Return: -11.306470588235294 Mean Day/Week: 11.588235294117647 Accuracy:0.8235294117647058 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 13 Communication Services 1 Consumer Cyclical 30 Consumer Defensive 3 Energy 4 Financial Services 18 Healthcare 6 Industrials 23 Real Estate 13 Technology 5 Utilities 4 **************************************** small_industry_downtrending_count tickers industry Communication Services 5 Consumer Cyclical 4 Consumer Defensive 2 Financial Services 3 Healthcare 16 Industrials 4 Real Estate 2 Technology 27 Utilities 4 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 425 LITE 2 -3.05 small-cap Short NaN -3.0 1.126170e+08 -4.0 Technology 438 RCM 1 0.00 small-cap Short NaN -1.0 8.364574e+07 -3.0 Healthcare 502 CRUS 3 4.30 small-cap Short NaN -4.0 8.326592e+07 -4.0 Technology 387 OHI 1 0.00 small-cap Short NaN -1.0 7.603088e+07 -2.0 Real Estate 522 QRTEA 2 2.43 small-cap Short NaN -5.0 4.185003e+07 -4.0 Consumer Cyclical 485 SLAB 2 -0.33 small-cap Short NaN -5.0 3.200790e+07 -5.0 Technology 509 NATI 2 0.61 small-cap Short NaN -4.0 2.029071e+07 -4.0 Technology Mean Return: 0.792 Mean Day/Week: 2.6 Accuracy:0.4 *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 425 LITE 2 -3.05 small-cap Short NaN -3.0 1.126170e+08 -4.0 Technology 363 BHC 1 0.00 small-cap Short NaN -35.0 8.457198e+07 -2.0 Healthcare 438 RCM 1 0.00 small-cap Short NaN -1.0 8.364574e+07 -3.0 Healthcare 502 CRUS 3 4.30 small-cap Short NaN -4.0 8.326592e+07 -4.0 Technology 387 OHI 1 0.00 small-cap Short NaN -1.0 7.603088e+07 -2.0 Real Estate 364 AZPN 4 -1.78 small-cap Short NaN -16.0 5.548363e+07 -5.0 Technology 522 QRTEA 2 2.43 small-cap Short NaN -5.0 4.185003e+07 -4.0 Consumer Cyclical 359 DOX 1 0.00 small-cap Short NaN -32.0 3.522240e+07 -4.0 Technology 485 SLAB 2 -0.33 small-cap Short NaN -5.0 3.200790e+07 -5.0 Technology 509 NATI 2 0.61 small-cap Short NaN -4.0 2.029071e+07 -4.0 Technology Mean Return: 0.36333333333333334 Mean Day/Week: 3.1666666666666665 Accuracy:0.5 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 419 CLF 2 -0.79 small-cap Long NaN 2.0 6.847468e+08 26.0 Basic Materials 415 UAA 5 4.72 small-cap Long NaN 5.0 3.462019e+08 78.0 Consumer Cyclical 418 RL 5 1.18 small-cap Long NaN 5.0 1.333722e+08 78.0 Consumer Cyclical 476 DKS 1 0.00 small-cap Long NaN 1.0 1.271014e+08 78.0 Consumer Cyclical 352 IPG 4 2.78 small-cap Long NaN 4.0 1.000013e+08 78.0 Communication Services 519 HBI 2 1.86 small-cap Long NaN 2.0 8.018238e+07 78.0 Consumer Cyclical 395 CMA 3 3.55 small-cap Long NaN 3.0 7.826074e+07 78.0 Financial Services 514 TXRH 5 1.08 small-cap Long NaN 5.0 7.709510e+07 66.0 Consumer Cyclical 368 AOS 1 0.00 small-cap Long NaN 1.0 7.454341e+07 66.0 Industrials 444 BERY 2 0.62 small-cap Long NaN 2.0 7.316668e+07 62.0 Consumer Cyclical 487 HUN 3 5.04 small-cap Long NaN 3.0 7.033958e+07 29.0 Basic Materials 469 CPRI 4 6.54 small-cap Long NaN 4.0 6.953042e+07 78.0 Consumer Cyclical 413 RS 5 4.69 small-cap Long NaN 5.0 6.016279e+07 78.0 Basic Materials 375 LPLA 4 -0.18 small-cap Long NaN 4.0 5.349088e+07 78.0 Financial Services 378 OC 2 0.89 small-cap Long NaN 2.0 4.710663e+07 43.0 Industrials 388 LAMR 3 -0.72 small-cap Long NaN 3.0 4.692055e+07 78.0 Real Estate 465 OSK 1 0.00 small-cap Long NaN 1.0 4.368113e+07 78.0 Industrials 409 JLL 2 -1.61 small-cap Long NaN 2.0 4.353084e+07 78.0 Real Estate 381 HUBB 1 0.00 small-cap Long NaN 1.0 2.585478e+07 62.0 Industrials 480 WES 5 0.33 small-cap Long NaN 5.0 2.234814e+07 78.0 Energy 510 FFIN 1 0.00 small-cap Long NaN 3.0 1.997794e+07 78.0 Financial Services 372 VEDL 4 4.94 small-cap Long NaN 4.0 1.699423e+07 78.0 Basic Materials 436 ICL 3 2.22 small-cap Long NaN 3.0 3.045535e+06 78.0 Basic Materials Mean Return: 2.063333333333333 Mean Day/Week: 3.7777777777777777 Accuracy:0.7777777777777778 *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 511 UPWK 5 -12.81 small-cap Short NaN -5.0 2.665689e+08 -30.0 Industrials 468 CYBR 1 0.00 small-cap Short NaN -1.0 2.407937e+08 -7.0 Technology 367 IIVI 4 -3.80 small-cap Short NaN -4.0 1.934926e+08 -45.0 Technology 349 NVTA 3 -5.03 small-cap Short NaN -3.0 1.555097e+08 -56.0 Healthcare 345 BLDP 2 -4.12 small-cap Short NaN -2.0 1.491923e+08 -45.0 Industrials 400 FVRR 4 -12.11 small-cap Short NaN -4.0 1.158935e+08 -34.0 Communication Services 425 LITE 2 -3.05 small-cap Short NaN -3.0 1.126170e+08 -4.0 Technology 438 RCM 1 0.00 small-cap Short NaN -1.0 8.364574e+07 -3.0 Healthcare 502 CRUS 3 4.30 small-cap Short NaN -4.0 8.326592e+07 -4.0 Technology 479 NEO 1 0.00 small-cap Short NaN -1.0 7.695405e+07 -7.0 Healthcare 387 OHI 1 0.00 small-cap Short NaN -1.0 7.603088e+07 -2.0 Real Estate 513 SDC 1 0.00 small-cap Short NaN -1.0 6.731642e+07 -55.0 Healthcare 450 NCNO 3 -7.12 small-cap Short NaN -3.0 6.310292e+07 -51.0 Technology 376 TWST 2 -3.29 small-cap Short NaN -2.0 5.202911e+07 -49.0 Healthcare 463 SDGR 1 0.00 small-cap Short NaN -1.0 4.759220e+07 -44.0 Healthcare 507 QLYS 2 -0.53 small-cap Short NaN -2.0 4.701766e+07 -58.0 Technology 522 QRTEA 2 2.43 small-cap Short NaN -5.0 4.185003e+07 -4.0 Consumer Cyclical 525 SAIL 2 1.40 small-cap Short NaN -2.0 3.905330e+07 -37.0 Technology 500 VRNS 3 -5.77 small-cap Short NaN -3.0 3.349617e+07 -35.0 Technology 458 ORA 1 0.00 small-cap Short NaN -1.0 3.261429e+07 -49.0 Utilities 485 SLAB 2 -0.33 small-cap Short NaN -5.0 3.200790e+07 -5.0 Technology 486 HELE 5 2.55 small-cap Short NaN -5.0 3.174876e+07 -39.0 Consumer Defensive 529 POWI 2 3.07 small-cap Short NaN -2.0 2.649256e+07 -44.0 Technology 424 API 5 -10.83 small-cap Short NaN -5.0 2.522411e+07 -35.0 Technology 524 TENB 1 0.00 small-cap Short NaN -1.0 2.477352e+07 -56.0 Technology 509 NATI 2 0.61 small-cap Short NaN -4.0 2.029071e+07 -4.0 Technology 421 SHC 2 -5.22 small-cap Short NaN -2.0 1.901642e+07 -34.0 Healthcare 353 BEPC 5 -5.57 small-cap Short NaN -5.0 1.744761e+07 -60.0 Utilities 501 ALGM 5 -0.20 small-cap Short NaN -5.0 1.707413e+07 -49.0 Technology 440 DCT 4 -1.89 small-cap Short NaN -4.0 1.678044e+07 -34.0 Technology 477 FIZZ 5 -3.45 small-cap Short NaN -5.0 1.629945e+07 -39.0 Consumer Defensive 503 ASAN 1 0.00 small-cap Short NaN -1.0 1.622681e+07 -38.0 Technology 517 APPF 1 0.00 small-cap Short NaN -1.0 1.469201e+07 -49.0 Technology Mean Return: -3.076521739130435 Mean Day/Week: 3.652173913043478 Accuracy:0.7391304347826086 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 416 PFPT 8 -0.43 small-cap Long NaN 21.0 5.592948e+08 18.0 Technology 406 VER 24 16.40 small-cap Long NaN 24.0 1.966713e+08 51.0 Real Estate 422 STLD 7 8.83 small-cap Long NaN 7.0 1.568426e+08 64.0 Basic Materials 411 MIDD 10 0.15 small-cap Long NaN 10.0 1.418902e+08 53.0 Industrials 475 HOG 14 20.63 small-cap Long NaN 26.0 1.350307e+08 26.0 Consumer Cyclical 373 TPR 6 1.92 small-cap Long NaN 6.0 1.240870e+08 78.0 Consumer Cyclical 417 GPS 22 11.69 small-cap Long NaN 22.0 1.192001e+08 53.0 Consumer Cyclical 348 RH 28 17.16 small-cap Long NaN 32.0 1.181656e+08 34.0 Consumer Cyclical 354 HSIC 11 9.11 small-cap Long NaN 37.0 1.168118e+08 19.0 Healthcare 449 SEE 19 20.41 small-cap Long NaN 42.0 1.165848e+08 42.0 Consumer Cyclical 370 SBNY 6 1.83 small-cap Long NaN 6.0 1.149717e+08 78.0 Financial Services 383 AGNC 7 2.81 small-cap Long NaN 29.0 1.073684e+08 78.0 Real Estate 454 AN 11 9.11 small-cap Long NaN 16.0 1.058484e+08 78.0 Consumer Cyclical 489 MTZ 7 4.47 small-cap Long NaN 7.0 1.030274e+08 78.0 Industrials 360 BG 11 8.54 small-cap Long NaN 11.0 9.628335e+07 78.0 Consumer Defensive 455 AXTA 18 10.05 small-cap Long NaN 46.0 8.337593e+07 29.0 Basic Materials 402 AIZ 24 11.45 small-cap Long NaN 42.0 8.315946e+07 40.0 Financial Services 430 KIM 8 0.01 small-cap Long NaN 8.0 8.141332e+07 78.0 Real Estate 386 RE 24 8.53 small-cap Long NaN 27.0 7.928847e+07 58.0 Financial Services 512 LEG 16 15.83 small-cap Long NaN 16.0 7.874341e+07 48.0 Consumer Cyclical 399 REG 10 1.35 small-cap Long NaN 10.0 7.680794e+07 78.0 Real Estate 494 YETI 18 3.10 small-cap Long NaN 23.0 7.565199e+07 24.0 Consumer Cyclical 358 WSO 28 14.32 small-cap Long NaN 36.0 7.420710e+07 40.0 Industrials 459 DXC 9 5.95 small-cap Long NaN 26.0 7.285256e+07 29.0 Technology 397 PRAH 35 14.26 small-cap Long NaN 50.0 7.232780e+07 78.0 Healthcare 384 NI 33 9.51 small-cap Long NaN 39.0 7.220447e+07 38.0 Utilities 462 TRGP 7 7.55 small-cap Long NaN 7.0 7.094069e+07 78.0 Energy 472 LSI 23 6.84 small-cap Long NaN 23.0 7.020864e+07 78.0 Real Estate 407 FHN 6 2.03 small-cap Long NaN 6.0 6.722621e+07 78.0 Financial Services 347 AMH 28 7.04 small-cap Long NaN 37.0 6.649026e+07 41.0 Real Estate 420 G 23 7.20 small-cap Long NaN 41.0 6.485960e+07 41.0 Technology 493 PVH 7 5.27 small-cap Long NaN 7.0 6.408097e+07 78.0 Consumer Cyclical 452 FRT 9 0.11 small-cap Long NaN 9.0 6.300611e+07 78.0 Real Estate 461 TOL 11 9.97 small-cap Long NaN 24.0 6.271978e+07 75.0 Consumer Cyclical 355 GLPI 14 1.79 small-cap Long NaN 22.0 6.178212e+07 26.0 Real Estate 518 THC 8 14.03 small-cap Long NaN 8.0 5.785751e+07 78.0 Healthcare 366 PNR 19 8.51 small-cap Long NaN 47.0 5.784745e+07 62.0 Industrials 403 ATH 15 12.19 small-cap Long NaN 15.0 5.630062e+07 78.0 Financial Services 446 ITT 9 2.12 small-cap Long NaN 9.0 5.466359e+07 78.0 Industrials 441 BC 15 9.35 small-cap Long NaN 15.0 5.160988e+07 78.0 Consumer Cyclical 451 VRT 7 -0.78 small-cap Long NaN 21.0 5.065024e+07 24.0 Industrials 531 COTY 8 -0.15 small-cap Long NaN 8.0 5.046196e+07 78.0 Consumer Defensive 515 SKX 37 17.57 small-cap Long NaN 52.0 4.929497e+07 43.0 Consumer Cyclical 434 CUBE 27 8.65 small-cap Long NaN 27.0 4.759719e+07 78.0 Real Estate 350 MMP 13 5.35 small-cap Long NaN 20.0 4.696721e+07 24.0 Energy 473 OGE 6 0.67 small-cap Long NaN 42.0 4.567154e+07 29.0 Utilities 369 CX 14 10.36 small-cap Long NaN 14.0 4.262205e+07 78.0 Basic Materials 471 POST 29 8.12 small-cap Long NaN 44.0 4.181643e+07 47.0 Consumer Defensive 351 FND 14 0.15 small-cap Long NaN 23.0 4.152280e+07 22.0 Consumer Cyclical 356 GL 17 4.59 small-cap Long NaN 17.0 3.387291e+07 43.0 Financial Services 498 ACC 11 -1.53 small-cap Long NaN 13.0 3.093249e+07 32.0 Real Estate 508 ORI 23 14.03 small-cap Long NaN 43.0 3.059528e+07 78.0 Financial Services 393 SID 14 9.68 small-cap Long NaN 22.0 3.056015e+07 26.0 Basic Materials 526 MAN 21 17.16 small-cap Long NaN 21.0 3.029308e+07 78.0 Industrials 528 BRX 8 0.49 small-cap Long NaN 8.0 2.996584e+07 78.0 Real Estate 405 RHI 18 8.72 small-cap Long NaN 18.0 2.861911e+07 78.0 Industrials 408 CSL 37 19.41 small-cap Long NaN 41.0 2.813501e+07 42.0 Industrials 499 JHG 11 10.04 small-cap Long NaN 39.0 2.775567e+07 24.0 Financial Services 488 FAF 14 5.90 small-cap Long NaN 27.0 2.773696e+07 42.0 Financial Services 496 CFR 6 4.89 small-cap Long NaN 6.0 2.701064e+07 78.0 Financial Services 429 WAL 8 0.33 small-cap Long NaN 8.0 2.682261e+07 78.0 Financial Services 394 Y 21 4.81 small-cap Long NaN 21.0 2.588733e+07 60.0 Financial Services 516 MDU 15 4.48 small-cap Long NaN 15.0 2.546472e+07 78.0 Basic Materials 404 LEVI 18 14.27 small-cap Long NaN 18.0 2.473758e+07 78.0 Consumer Cyclical 379 ATR 22 5.80 small-cap Long NaN 38.0 2.308182e+07 42.0 Consumer Cyclical 481 SRCL 6 9.32 small-cap Long NaN 24.0 2.237036e+07 18.0 Industrials 437 LECO 11 4.76 small-cap Long NaN 11.0 2.165192e+07 40.0 Industrials 456 TFII 7 7.90 small-cap Long NaN 7.0 2.053244e+07 78.0 Industrials 412 DCI 6 1.92 small-cap Long NaN 14.0 2.044831e+07 15.0 Industrials 433 SC 23 23.33 small-cap Long NaN 23.0 1.999658e+07 66.0 Financial Services 505 PRI 15 5.12 small-cap Long NaN 18.0 1.845718e+07 78.0 Financial Services 495 SON 9 3.81 small-cap Long NaN 9.0 1.772674e+07 47.0 Consumer Cyclical 530 GIL 22 9.03 small-cap Long NaN 22.0 1.426456e+07 49.0 Consumer Cyclical 504 IART 14 2.07 small-cap Long NaN 17.0 1.212102e+07 28.0 Healthcare 453 CAE 8 -0.24 small-cap Long NaN 8.0 3.965821e+06 51.0 Industrials 365 EBR 10 4.35 small-cap Long NaN 51.0 2.788135e+06 25.0 Utilities 398 ACH 8 10.47 small-cap Long NaN 11.0 1.204193e+06 61.0 Basic Materials Mean Return: 7.478441558441557 Mean Day/Week: 15.142857142857142 Accuracy:0.935064935064935 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 443 MSTR 14 -9.45 small-cap Short NaN -50.0 3.035952e+08 -31.0 Technology 391 NYT 21 -12.19 small-cap Short NaN -44.0 1.827462e+08 -40.0 Communication Services 431 FCEL 7 -21.12 small-cap Short NaN -54.0 1.396386e+08 -36.0 Industrials 410 YY 6 -10.74 small-cap Short NaN -44.0 1.275113e+08 -28.0 Communication Services 371 SFIX 16 -15.17 small-cap Short NaN -61.0 1.061149e+08 -42.0 Consumer Cyclical 506 JMIA 29 -26.19 small-cap Short NaN -54.0 1.004481e+08 -36.0 Consumer Cyclical 460 PSTG 7 -12.72 small-cap Short NaN -50.0 9.171839e+07 -34.0 Technology 497 HAE 13 -17.56 small-cap Short NaN -13.0 6.102101e+07 -44.0 Healthcare 523 IRTC 18 -5.85 small-cap Short NaN -18.0 5.478290e+07 -67.0 Healthcare 396 EXPI 16 -18.01 small-cap Short NaN -49.0 4.566693e+07 -31.0 Real Estate 474 CD 18 -2.24 small-cap Short NaN -44.0 4.173677e+07 -47.0 Technology 521 VNET 6 -12.51 small-cap Short NaN -56.0 4.042867e+07 -44.0 Technology 448 IRDM 12 2.83 small-cap Short NaN -12.0 4.039299e+07 -46.0 Communication Services 478 EBS 24 -26.06 small-cap Short NaN -52.0 3.969298e+07 -45.0 Healthcare 374 SMAR 7 -10.97 small-cap Short NaN -12.0 3.050007e+07 -45.0 Technology 470 AVIR 15 -73.68 small-cap Short NaN -49.0 2.567615e+07 -29.0 Healthcare 380 CIB 9 -7.99 small-cap Short NaN -9.0 5.050471e+06 -54.0 Financial Services 426 AVAL 13 -12.33 small-cap Short NaN -82.0 2.026140e+06 -49.0 Financial Services Mean Return: -16.21944444444445 Mean Day/Week: 13.944444444444445 Accuracy:0.9444444444444444 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 26 Communication Services 4 Consumer Cyclical 36 Consumer Defensive 6 Energy 13 Financial Services 62 Healthcare 11 Industrials 44 Real Estate 20 Technology 6 Utilities 1 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 13 Communication Services 14 Consumer Cyclical 17 Consumer Defensive 6 Energy 4 Financial Services 5 Healthcare 71 Industrials 14 Real Estate 8 Technology 51 Utilities 1 unknown 1 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 936 CYH 1 0.00 penny-cap Long NaN 1.0 3.282692e+07 4.0 Healthcare 878 FFG 3 0.08 penny-cap Long NaN 3.0 3.298456e+06 3.0 Financial Services Mean Return: 0.08 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 721 DCPH 1 0.00 penny-cap Short NaN -1.0 6.582252e+07 -3.0 Healthcare 752 EPAY 1 0.00 penny-cap Short NaN -1.0 6.465143e+07 -2.0 Technology 616 EGHT 3 -4.36 penny-cap Short NaN -3.0 5.141286e+07 -5.0 Technology 607 HL 2 0.00 penny-cap Short NaN -4.0 3.517108e+07 -2.0 Basic Materials 550 ACIW 2 -1.59 penny-cap Short NaN -4.0 2.853921e+07 -5.0 Technology 811 ADUS 1 0.00 penny-cap Short NaN -2.0 2.402928e+07 -5.0 Healthcare 656 FORM 4 -3.74 penny-cap Short NaN -5.0 1.772903e+07 -5.0 Technology 802 PBI 4 -1.34 penny-cap Short NaN -4.0 1.567068e+07 -5.0 Industrials 708 CDE 4 7.82 penny-cap Short NaN -5.0 1.388870e+07 -5.0 Basic Materials 560 JAMF 1 0.00 penny-cap Short NaN -3.0 1.340219e+07 -3.0 Technology 910 MODN 1 0.00 penny-cap Short NaN -1.0 6.000501e+06 -5.0 Technology 816 SPNS 1 0.00 penny-cap Short NaN -2.0 5.117410e+06 -2.0 Technology Mean Return: -0.535 Mean Day/Week: 4.166666666666667 Accuracy:0.6666666666666666 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 936 CYH 1 0.00 penny-cap Long NaN 1.0 3.282692e+07 4.0 Healthcare 878 FFG 3 0.08 penny-cap Long NaN 3.0 3.298456e+06 3.0 Financial Services Mean Return: 0.08 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 721 DCPH 1 0.00 penny-cap Short NaN -1.0 6.582252e+07 -3.0 Healthcare 752 EPAY 1 0.00 penny-cap Short NaN -1.0 6.465143e+07 -2.0 Technology 616 EGHT 3 -4.36 penny-cap Short NaN -3.0 5.141286e+07 -5.0 Technology 607 HL 2 0.00 penny-cap Short NaN -4.0 3.517108e+07 -2.0 Basic Materials 550 ACIW 2 -1.59 penny-cap Short NaN -4.0 2.853921e+07 -5.0 Technology 811 ADUS 1 0.00 penny-cap Short NaN -2.0 2.402928e+07 -5.0 Healthcare 654 BLKB 1 0.00 penny-cap Short NaN -49.0 2.338351e+07 -5.0 Technology 788 INFN 1 0.00 penny-cap Short NaN -13.0 2.237401e+07 -5.0 Technology 656 FORM 4 -3.74 penny-cap Short NaN -5.0 1.772903e+07 -5.0 Technology 802 PBI 4 -1.34 penny-cap Short NaN -4.0 1.567068e+07 -5.0 Industrials 708 CDE 4 7.82 penny-cap Short NaN -5.0 1.388870e+07 -5.0 Basic Materials 560 JAMF 1 0.00 penny-cap Short NaN -3.0 1.340219e+07 -3.0 Technology 910 MODN 1 0.00 penny-cap Short NaN -1.0 6.000501e+06 -5.0 Technology 895 FARO 4 -5.17 penny-cap Short NaN -33.0 5.123033e+06 -5.0 Technology 816 SPNS 1 0.00 penny-cap Short NaN -2.0 5.117410e+06 -2.0 Technology 921 RMR 1 0.00 penny-cap Short NaN -36.0 1.500195e+06 -2.0 Real Estate Mean Return: -1.197142857142857 Mean Day/Week: 4.571428571428571 Accuracy:0.7142857142857143 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 596 X 2 -3.42 penny-cap Long NaN 2.0 8.629314e+08 29.0 Basic Materials 545 EQT 2 1.36 penny-cap Long NaN 5.0 8.180129e+07 8.0 Energy 565 XEC 1 0.00 penny-cap Long NaN 1.0 6.795765e+07 78.0 Energy 649 ADS 1 0.00 penny-cap Long NaN 1.0 6.522876e+07 64.0 Financial Services 823 MNR 1 0.00 penny-cap Long NaN 1.0 5.805221e+07 78.0 Real Estate 585 OLN 5 5.97 penny-cap Long NaN 5.0 5.740963e+07 78.0 Basic Materials 920 CRTO 5 -0.99 penny-cap Long NaN 5.0 5.717006e+07 78.0 Communication Services 569 CLH 1 0.00 penny-cap Long NaN 1.0 4.964807e+07 78.0 Industrials 533 BPOP 1 0.00 penny-cap Long NaN 1.0 4.651519e+07 78.0 Financial Services 646 R 3 6.76 penny-cap Long NaN 3.0 4.548537e+07 78.0 Industrials 800 MTDR 2 6.25 penny-cap Long NaN 2.0 4.158262e+07 78.0 Energy 729 TEX 2 2.32 penny-cap Long NaN 2.0 3.802413e+07 78.0 Industrials 799 BLMN 4 -4.36 penny-cap Long NaN 4.0 3.690629e+07 78.0 Consumer Cyclical 670 PDCO 2 -0.93 penny-cap Long NaN 3.0 3.579271e+07 9.0 Healthcare 694 NGVT 5 10.54 penny-cap Long NaN 5.0 3.454046e+07 11.0 Basic Materials 914 ARCB 1 0.00 penny-cap Long NaN 1.0 3.406033e+07 78.0 Industrials 936 CYH 1 0.00 penny-cap Long NaN 1.0 3.282692e+07 4.0 Healthcare 575 GPK 1 0.00 penny-cap Long NaN 1.0 3.259036e+07 42.0 Consumer Cyclical 727 FLR 2 1.25 penny-cap Long NaN 2.0 3.075632e+07 43.0 Industrials 544 FLS 2 -0.43 penny-cap Long NaN 2.0 2.981113e+07 78.0 Industrials 755 ATKR 3 3.32 penny-cap Long NaN 3.0 2.961576e+07 78.0 Industrials 744 WGO 2 -1.30 penny-cap Long NaN 2.0 2.902071e+07 9.0 Consumer Cyclical 587 THG 3 -0.90 penny-cap Long NaN 3.0 2.871585e+07 47.0 Financial Services 801 PRFT 5 2.59 penny-cap Long NaN 5.0 2.741469e+07 78.0 Technology 730 MIC 2 1.71 penny-cap Long NaN 2.0 2.735635e+07 21.0 Industrials 652 UMPQ 5 0.58 penny-cap Long NaN 5.0 2.604712e+07 78.0 Financial Services 704 CCOI 5 6.62 penny-cap Long NaN 5.0 2.562000e+07 41.0 Communication Services 673 SAFM 1 0.00 penny-cap Long NaN 1.0 2.350715e+07 65.0 Consumer Defensive 959 PLCE 3 -2.61 penny-cap Long NaN 3.0 2.317590e+07 7.0 Consumer Cyclical 657 FELE 3 2.06 penny-cap Long NaN 3.0 2.286578e+07 78.0 Industrials 715 ATRC 5 1.36 penny-cap Long NaN 5.0 2.255123e+07 78.0 Healthcare 693 APLE 5 -1.52 penny-cap Long NaN 5.0 2.225716e+07 78.0 Real Estate 838 CCS 5 4.52 penny-cap Long NaN 5.0 2.209571e+07 78.0 Consumer Cyclical 534 PAG 3 0.29 penny-cap Long NaN 3.0 2.044565e+07 78.0 Consumer Cyclical 832 TWO 4 0.65 penny-cap Long NaN 4.0 2.025492e+07 59.0 Real Estate 790 DDS 1 0.00 penny-cap Long NaN 1.0 1.998041e+07 9.0 Consumer Cyclical 563 MSM 3 0.56 penny-cap Long NaN 3.0 1.831613e+07 43.0 Industrials 617 AVNT 2 3.04 penny-cap Long NaN 2.0 1.683953e+07 78.0 Basic Materials 719 GPI 5 1.08 penny-cap Long NaN 5.0 1.630392e+07 78.0 Consumer Cyclical 777 FWRD 2 0.61 penny-cap Long NaN 2.0 1.550677e+07 78.0 Industrials 713 EXLS 1 0.00 penny-cap Long NaN 1.0 1.516708e+07 45.0 Technology 772 FIX 3 0.07 penny-cap Long NaN 3.0 1.481494e+07 78.0 Industrials 759 SITC 2 -3.81 penny-cap Long NaN 2.0 1.402707e+07 71.0 Real Estate 797 BDN 5 -2.02 penny-cap Long NaN 5.0 1.358210e+07 52.0 Real Estate 861 DLX 1 0.00 penny-cap Long NaN 1.0 1.327229e+07 78.0 Communication Services 933 FDP 1 0.00 penny-cap Long NaN 1.0 1.245219e+07 48.0 Consumer Defensive 714 WD 5 0.50 penny-cap Long NaN 5.0 1.216260e+07 78.0 Financial Services 699 AIT 2 0.80 penny-cap Long NaN 2.0 1.198949e+07 64.0 Industrials 584 VMI 1 0.00 penny-cap Long NaN 1.0 1.154050e+07 78.0 Industrials 632 BCPC 2 -0.73 penny-cap Long NaN 3.0 1.102102e+07 52.0 Basic Materials 880 KRG 4 0.72 penny-cap Long NaN 4.0 1.048369e+07 78.0 Real Estate 899 CASH 4 1.62 penny-cap Long NaN 4.0 8.894361e+06 78.0 Financial Services 570 ROLL 2 0.31 penny-cap Long NaN 2.0 8.428277e+06 78.0 Industrials 916 NXE 1 0.00 penny-cap Long NaN 1.0 8.239744e+06 6.0 Energy 624 CIGI 5 7.56 penny-cap Long NaN 5.0 7.635173e+06 78.0 Real Estate 865 HNI 5 2.29 penny-cap Long NaN 5.0 7.417472e+06 47.0 Industrials 841 SASR 2 -0.13 penny-cap Long NaN 2.0 6.936154e+06 78.0 Financial Services 875 GWB 1 0.00 penny-cap Long NaN 1.0 6.269523e+06 78.0 Financial Services 748 GEF 5 4.59 penny-cap Long NaN 5.0 6.215117e+06 47.0 Consumer Cyclical 945 OXM 1 0.00 penny-cap Long NaN 1.0 6.120862e+06 78.0 Consumer Cyclical 659 CWK 3 -1.63 penny-cap Long NaN 3.0 5.034721e+06 43.0 Real Estate 862 EVV 4 0.86 penny-cap Long NaN 4.0 4.763761e+06 21.0 Financial Services 873 PFS 2 -0.24 penny-cap Long NaN 2.0 4.375761e+06 78.0 Financial Services 905 PGTI 3 -1.59 penny-cap Long NaN 3.0 4.197137e+06 78.0 Industrials 886 CODI 4 4.49 penny-cap Long NaN 4.0 3.512876e+06 78.0 Industrials 878 FFG 3 0.08 penny-cap Long NaN 3.0 3.298456e+06 3.0 Financial Services 964 BRKL 2 0.30 penny-cap Long NaN 2.0 2.845256e+06 78.0 Financial Services 909 EPAC 1 0.00 penny-cap Long NaN 1.0 2.783671e+06 55.0 Industrials 952 SBSI 2 0.34 penny-cap Long NaN 2.0 2.588177e+06 78.0 Financial Services 866 RTLR 4 -1.41 penny-cap Long NaN 4.0 1.636985e+06 17.0 Energy 828 EVT 3 1.11 penny-cap Long NaN 3.0 1.294458e+06 78.0 Financial Services 962 AWF 2 0.41 penny-cap Long NaN 2.0 9.525901e+05 33.0 Financial Services 609 ESGRO 1 0.00 penny-cap Long NaN 1.0 4.712370e+04 31.0 Financial Services Mean Return: 1.1383333333333334 Mean Day/Week: 3.6666666666666665 Accuracy:0.6851851851851852 *******************Part 3.6 Penny Cap Short Entry MACD********************* penny_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 592 CCXI 2 3.23 penny-cap Short NaN -2.0 1.768261e+08 -44.0 Healthcare 732 NNDM 4 -6.54 penny-cap Short NaN -4.0 8.607800e+07 -45.0 Technology 721 DCPH 1 0.00 penny-cap Short NaN -1.0 6.582252e+07 -3.0 Healthcare 752 EPAY 1 0.00 penny-cap Short NaN -1.0 6.465143e+07 -2.0 Technology 574 LPSN 2 2.10 penny-cap Short NaN -2.0 6.141990e+07 -45.0 Technology 553 HASI 2 -2.34 penny-cap Short NaN -2.0 5.638540e+07 -54.0 Real Estate 655 CSIQ 4 -5.42 penny-cap Short NaN -4.0 5.448612e+07 -45.0 Technology 750 TPIC 1 0.00 penny-cap Short NaN -1.0 5.333141e+07 -48.0 Industrials 616 EGHT 3 -4.36 penny-cap Short NaN -3.0 5.141286e+07 -5.0 Technology 536 WK 3 -0.43 penny-cap Short NaN -3.0 4.812410e+07 -34.0 Technology 549 EVBG 1 0.00 penny-cap Short NaN -1.0 4.746412e+07 -43.0 Technology 785 ARCE 3 -0.52 penny-cap Short NaN -3.0 4.009588e+07 -61.0 Consumer Defensive 712 MAXR 2 -3.89 penny-cap Short NaN -2.0 3.942851e+07 -36.0 Technology 543 ALRM 2 -1.94 penny-cap Short NaN -2.0 3.679130e+07 -6.0 Technology 607 HL 2 0.00 penny-cap Short NaN -4.0 3.517108e+07 -2.0 Basic Materials 566 NOVA 2 -1.83 penny-cap Short NaN -2.0 3.515775e+07 -46.0 Technology 725 SSYS 3 -6.83 penny-cap Short NaN -3.0 3.507738e+07 -44.0 Technology 856 TUP 3 4.04 penny-cap Short NaN -3.0 3.033943e+07 -58.0 Consumer Cyclical 540 SMTC 3 -4.30 penny-cap Short NaN -3.0 2.936059e+07 -7.0 Technology 756 SITM 2 6.52 penny-cap Short NaN -2.0 2.860099e+07 -49.0 Technology 550 ACIW 2 -1.59 penny-cap Short NaN -4.0 2.853921e+07 -5.0 Technology 558 ARNA 1 0.00 penny-cap Short NaN -1.0 2.816591e+07 -34.0 Healthcare 611 INSM 1 0.00 penny-cap Short NaN -1.0 2.681533e+07 -37.0 Healthcare 843 SLP 2 -4.22 penny-cap Short NaN -2.0 2.677452e+07 -36.0 Healthcare 743 LAC 3 -2.12 penny-cap Short NaN -3.0 2.490716e+07 -45.0 Basic Materials 891 VERI 3 -12.42 penny-cap Short NaN -3.0 2.479752e+07 -43.0 Technology 722 IPOE 2 -3.90 penny-cap Short NaN -2.0 2.417199e+07 -36.0 Financial Services 811 ADUS 1 0.00 penny-cap Short NaN -2.0 2.402928e+07 -5.0 Healthcare 937 KPTI 1 0.00 penny-cap Short NaN -1.0 2.352558e+07 -59.0 Healthcare 658 MOMO 2 -0.91 penny-cap Short NaN -2.0 2.331728e+07 -32.0 Communication Services 622 ITRI 2 -0.13 penny-cap Short NaN -2.0 2.247050e+07 -41.0 Technology 583 PD 1 0.00 penny-cap Short NaN -1.0 2.235187e+07 -45.0 Technology 754 QTRX 2 0.88 penny-cap Short NaN -2.0 2.057618e+07 -42.0 Healthcare 795 PRO 3 -3.03 penny-cap Short NaN -3.0 2.011460e+07 -6.0 Technology 683 PHR 2 0.74 penny-cap Short NaN -2.0 1.840920e+07 -37.0 Healthcare 627 OPCH 1 0.00 penny-cap Short NaN -1.0 1.832757e+07 -7.0 Healthcare 656 FORM 4 -3.74 penny-cap Short NaN -5.0 1.772903e+07 -5.0 Technology 577 MTSI 5 -7.03 penny-cap Short NaN -5.0 1.666439e+07 -7.0 Technology 802 PBI 4 -1.34 penny-cap Short NaN -4.0 1.567068e+07 -5.0 Industrials 780 SGMO 1 0.00 penny-cap Short NaN -1.0 1.551994e+07 -59.0 Healthcare 634 SEER 2 -4.09 penny-cap Short NaN -2.0 1.426342e+07 -104.0 Healthcare 897 GNOG 1 0.00 penny-cap Short NaN -1.0 1.410959e+07 -101.0 Consumer Cyclical 819 CSTL 1 0.00 penny-cap Short NaN -1.0 1.393267e+07 -43.0 Healthcare 552 RLAY 1 0.00 penny-cap Short NaN -1.0 1.389791e+07 -62.0 Healthcare 708 CDE 4 7.82 penny-cap Short NaN -5.0 1.388870e+07 -5.0 Basic Materials 746 MSGE 2 0.33 penny-cap Short NaN -2.0 1.378834e+07 -32.0 Communication Services 915 ADVM 5 -4.36 penny-cap Short NaN -5.0 1.356264e+07 -46.0 Healthcare 560 JAMF 1 0.00 penny-cap Short NaN -3.0 1.340219e+07 -3.0 Technology 637 NIU 1 0.00 penny-cap Short NaN -1.0 1.277496e+07 -31.0 Consumer Cyclical 532 ALLO 4 -7.30 penny-cap Short NaN -5.0 1.257647e+07 -6.0 Healthcare 625 GOEV 2 -1.05 penny-cap Short NaN -2.0 1.172458e+07 -61.0 Consumer Cyclical 630 SPSC 2 -0.62 penny-cap Short NaN -2.0 1.010115e+07 -7.0 Technology 769 KURA 2 -0.20 penny-cap Short NaN -2.0 9.996388e+06 -73.0 Healthcare 837 QURE 1 0.00 penny-cap Short NaN -1.0 9.675419e+06 -137.0 Healthcare 747 TTGT 1 0.00 penny-cap Short NaN -1.0 9.657268e+06 -31.0 Communication Services 669 IGMS 2 -2.27 penny-cap Short NaN -2.0 9.502122e+06 -31.0 Healthcare 877 SOL 2 -3.47 penny-cap Short NaN -2.0 8.543720e+06 -46.0 Technology 763 YEXT 3 -4.74 penny-cap Short NaN -3.0 8.514958e+06 -44.0 Technology 896 SY 1 0.00 penny-cap Short NaN -1.0 7.915540e+06 -35.0 Healthcare 775 EGO 4 7.83 penny-cap Short NaN -4.0 7.763764e+06 -55.0 Basic Materials 731 RCUS 1 0.00 penny-cap Short NaN -1.0 7.410935e+06 -30.0 Healthcare 648 CORT 2 -2.48 penny-cap Short NaN -2.0 7.188044e+06 -46.0 Healthcare 868 VCRA 4 -0.36 penny-cap Short NaN -4.0 7.033698e+06 -38.0 Technology 542 VERX 2 -4.50 penny-cap Short NaN -2.0 6.847717e+06 -45.0 Technology 910 MODN 1 0.00 penny-cap Short NaN -1.0 6.000501e+06 -5.0 Technology 821 PGEN 1 0.00 penny-cap Short NaN -1.0 5.926533e+06 -36.0 Healthcare 816 SPNS 1 0.00 penny-cap Short NaN -2.0 5.117410e+06 -2.0 Technology 935 QNST 1 0.00 penny-cap Short NaN -1.0 4.894410e+06 -33.0 Communication Services 600 VVNT 5 -12.64 penny-cap Short NaN -5.0 4.814829e+06 -67.0 Industrials 946 PHAT 2 -2.89 penny-cap Short NaN -2.0 4.622039e+06 -27.0 Healthcare 908 GRVY 3 -1.83 penny-cap Short NaN -3.0 4.522536e+06 -63.0 Communication Services 758 AVNS 4 -1.35 penny-cap Short NaN -4.0 4.439597e+06 -34.0 Healthcare 556 HCM 1 0.00 penny-cap Short NaN -1.0 4.051917e+06 -52.0 Healthcare 738 EQX 1 0.00 penny-cap Short NaN -1.0 3.944619e+06 -60.0 Basic Materials 597 DAO 1 0.00 penny-cap Short NaN -1.0 3.659951e+06 -34.0 Communication Services 901 PCVX 2 3.12 penny-cap Short NaN -2.0 3.516866e+06 -137.0 Healthcare 911 NKTX 2 -4.63 penny-cap Short NaN -2.0 3.443338e+06 -51.0 Healthcare 907 CLLS 1 0.00 penny-cap Short NaN -1.0 3.294373e+06 -55.0 Healthcare 804 AZRE 4 -4.95 penny-cap Short NaN -4.0 3.152094e+06 -56.0 Utilities 887 NXGN 1 0.00 penny-cap Short NaN -1.0 2.981010e+06 -51.0 Healthcare Mean Return: -2.077450980392157 Mean Day/Week: 3.3529411764705883 Accuracy:0.7843137254901961 *******************Part 3.7 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 638 AA 9 16.06 penny-cap Long NaN 14.0 3.054901e+08 53.0 Basic Materials 535 CROX 7 8.65 penny-cap Long NaN 7.0 1.669848e+08 78.0 Consumer Cyclical 606 GRA 14 5.53 penny-cap Long NaN 22.0 1.198931e+08 29.0 Basic Materials 682 CAR 9 1.17 penny-cap Long NaN 9.0 1.091126e+08 78.0 Industrials 703 LGIH 46 38.62 penny-cap Long NaN 46.0 7.971412e+07 48.0 Consumer Cyclical 671 CWH 16 12.32 penny-cap Long NaN 16.0 7.931890e+07 78.0 Consumer Cyclical 626 STL 6 4.71 penny-cap Long NaN 6.0 7.918965e+07 78.0 Financial Services 567 CC 9 12.31 penny-cap Long NaN 28.0 6.950275e+07 28.0 Basic Materials 599 CRI 8 8.47 penny-cap Long NaN 26.0 6.267056e+07 18.0 Consumer Cyclical 859 AAWW 14 6.88 penny-cap Long NaN 26.0 5.766814e+07 55.0 Industrials 559 NCR 23 17.79 penny-cap Long NaN 23.0 5.252048e+07 29.0 Technology 827 UFS 8 21.75 penny-cap Long NaN 8.0 5.196872e+07 78.0 Basic Materials 564 VVV 14 16.54 penny-cap Long NaN 14.0 5.172204e+07 78.0 Energy 610 AWI 13 6.20 penny-cap Long NaN 13.0 5.155654e+07 78.0 Industrials 663 CNMD 6 3.73 penny-cap Long NaN 6.0 4.608141e+07 78.0 Healthcare 538 ESNT 19 4.27 penny-cap Long NaN 27.0 4.387859e+07 26.0 Financial Services 705 RRR 6 -2.18 penny-cap Long NaN 6.0 4.267641e+07 78.0 Consumer Cyclical 784 WBT 11 -2.77 penny-cap Long NaN 11.0 4.180933e+07 78.0 Industrials 589 MTG 27 12.22 penny-cap Long NaN 27.0 4.171010e+07 29.0 Financial Services 676 MTH 6 14.63 penny-cap Long NaN 43.0 4.164621e+07 29.0 Consumer Cyclical 960 SBLK 11 14.88 penny-cap Long NaN 11.0 3.975155e+07 78.0 Industrials 591 WCC 6 2.13 penny-cap Long NaN 6.0 3.877756e+07 78.0 Industrials 640 UFPI 9 6.88 penny-cap Long NaN 64.0 3.479770e+07 66.0 Basic Materials 555 AYI 29 33.92 penny-cap Long NaN 41.0 3.444253e+07 78.0 Industrials 576 RYN 14 0.32 penny-cap Long NaN 20.0 3.363250e+07 24.0 Real Estate 689 WRI 15 3.26 penny-cap Long NaN 15.0 3.329093e+07 78.0 Real Estate 718 HGV 13 4.19 penny-cap Long NaN 13.0 3.241796e+07 78.0 Consumer Cyclical 651 IBP 14 5.43 penny-cap Long NaN 22.0 3.166105e+07 24.0 Industrials 554 SRC 22 5.46 penny-cap Long NaN 22.0 3.150490e+07 78.0 Real Estate 551 WEN 14 0.82 penny-cap Long NaN 42.0 3.118947e+07 22.0 Consumer Cyclical 620 PACW 6 1.68 penny-cap Long NaN 6.0 2.976868e+07 78.0 Financial Services 770 OI 9 15.88 penny-cap Long NaN 28.0 2.914449e+07 29.0 Consumer Cyclical 858 DEN 7 3.50 penny-cap Long NaN 7.0 2.864703e+07 78.0 Energy 749 ATI 8 -2.38 penny-cap Long NaN 8.0 2.755058e+07 78.0 Industrials 876 MHO 6 7.67 penny-cap Long NaN 6.0 2.730571e+07 77.0 Consumer Cyclical 613 SGMS 7 -1.56 penny-cap Long NaN 15.0 2.486098e+07 11.0 Consumer Cyclical 612 NVT 8 3.84 penny-cap Long NaN 8.0 2.403379e+07 78.0 Industrials 761 JACK 7 1.23 penny-cap Long NaN 7.0 2.321757e+07 78.0 Consumer Cyclical 684 LXP 24 4.85 penny-cap Long NaN 28.0 2.302237e+07 43.0 Real Estate 762 NAVI 40 25.80 penny-cap Long NaN 47.0 1.966039e+07 78.0 Financial Services 766 KTB 20 16.37 penny-cap Long NaN 20.0 1.965734e+07 47.0 Consumer Cyclical 723 NSA 21 9.47 penny-cap Long NaN 21.0 1.927750e+07 78.0 Real Estate 870 KALU 6 10.47 penny-cap Long NaN 6.0 1.919317e+07 78.0 Basic Materials 641 AB 7 5.08 penny-cap Long NaN 7.0 1.820733e+07 78.0 Financial Services 557 CW 22 3.46 penny-cap Long NaN 22.0 1.809879e+07 43.0 Industrials 844 GNW 6 -2.26 penny-cap Long NaN 41.0 1.809094e+07 14.0 Financial Services 677 HWC 7 3.96 penny-cap Long NaN 7.0 1.806095e+07 78.0 Financial Services 925 EVRI 6 -0.84 penny-cap Long NaN 7.0 1.797642e+07 11.0 Consumer Cyclical 602 AXS 16 9.03 penny-cap Long NaN 18.0 1.687121e+07 42.0 Financial Services 697 SHOO 11 7.46 penny-cap Long NaN 11.0 1.657277e+07 43.0 Consumer Cyclical 826 LZB 6 -2.05 penny-cap Long NaN 6.0 1.608988e+07 29.0 Consumer Cyclical 679 EBC 9 4.45 penny-cap Long NaN 9.0 1.555061e+07 78.0 Financial Services 724 TPH 9 8.63 penny-cap Long NaN 26.0 1.541906e+07 29.0 Consumer Cyclical 774 CMP 9 2.51 penny-cap Long NaN 14.0 1.500364e+07 24.0 Basic Materials 688 AGO 9 7.25 penny-cap Long NaN 9.0 1.435138e+07 78.0 Financial Services 854 CEQP 11 3.74 penny-cap Long NaN 11.0 1.372984e+07 78.0 Energy 815 ABR 8 2.71 penny-cap Long NaN 8.0 1.342515e+07 78.0 Real Estate 665 SUN 20 10.28 penny-cap Long NaN 20.0 1.318835e+07 78.0 Energy 586 SSD 7 1.08 penny-cap Long NaN 7.0 1.296813e+07 65.0 Industrials 736 FCFS 9 0.63 penny-cap Long NaN 17.0 1.260226e+07 44.0 Financial Services 767 SGRY 8 1.89 penny-cap Long NaN 8.0 1.253715e+07 78.0 Healthcare 830 VRTS 7 5.42 penny-cap Long NaN 7.0 1.247686e+07 78.0 Financial Services 537 HHC 15 0.62 penny-cap Long NaN 15.0 1.247625e+07 78.0 Real Estate 771 FBP 6 3.44 penny-cap Long NaN 6.0 1.231631e+07 78.0 Financial Services 734 WWW 9 5.04 penny-cap Long NaN 9.0 1.177275e+07 65.0 Consumer Cyclical 628 SEM 11 2.91 penny-cap Long NaN 11.0 1.091450e+07 48.0 Healthcare 707 FUL 29 11.11 penny-cap Long NaN 29.0 1.075890e+07 66.0 Basic Materials 661 UNVR 9 3.39 penny-cap Long NaN 28.0 1.069303e+07 43.0 Basic Materials 778 RPAI 8 -0.27 penny-cap Long NaN 8.0 1.048327e+07 78.0 Real Estate 833 BOOT 19 6.86 penny-cap Long NaN 19.0 1.023633e+07 78.0 Consumer Cyclical 678 MMSI 15 3.81 penny-cap Long NaN 24.0 1.016923e+07 27.0 Healthcare 912 WIRE 7 4.91 penny-cap Long NaN 7.0 9.699896e+06 78.0 Industrials 939 INGN 17 10.77 penny-cap Long NaN 19.0 9.680104e+06 27.0 Healthcare 739 ENBL 6 4.61 penny-cap Long NaN 6.0 9.055213e+06 65.0 Energy 900 GIII 6 3.00 penny-cap Long NaN 6.0 9.053144e+06 78.0 Consumer Cyclical 829 MFA 9 2.11 penny-cap Long NaN 9.0 8.375503e+06 48.0 Real Estate 822 HTGC 21 4.12 penny-cap Long NaN 21.0 8.312463e+06 78.0 Financial Services 696 UTZ 9 8.66 penny-cap Long NaN 9.0 8.273642e+06 78.0 Consumer Defensive 794 MWA 8 1.23 penny-cap Long NaN 8.0 8.051833e+06 78.0 Industrials 776 FSS 11 1.15 penny-cap Long NaN 11.0 7.543127e+06 78.0 Industrials 740 AIN 6 -0.26 penny-cap Long NaN 6.0 7.492113e+06 78.0 Consumer Cyclical 781 MLI 18 3.73 penny-cap Long NaN 18.0 6.496395e+06 78.0 Industrials 711 SCL 6 3.58 penny-cap Long NaN 9.0 6.479840e+06 43.0 Basic Materials 906 STC 20 6.78 penny-cap Long NaN 23.0 6.436246e+06 41.0 Financial Services 700 SMPL 6 -2.11 penny-cap Long NaN 15.0 5.981758e+06 29.0 Consumer Defensive 735 SPXC 9 -1.88 penny-cap Long NaN 9.0 5.866227e+06 42.0 Industrials 850 HHR 8 8.30 penny-cap Long NaN 8.0 5.754055e+06 78.0 Industrials 835 UE 8 -0.16 penny-cap Long NaN 8.0 5.534021e+06 78.0 Real Estate 918 VLRS 7 0.62 penny-cap Long NaN 7.0 5.299395e+06 78.0 Industrials 930 ARKO 6 0.64 penny-cap Long NaN 6.0 4.965137e+06 45.0 Consumer Cyclical 929 GTY 21 5.43 penny-cap Long NaN 23.0 4.007188e+06 43.0 Real Estate 783 GDV 22 4.54 penny-cap Long NaN 22.0 3.622529e+06 78.0 Financial Services 888 BWMX 6 7.38 penny-cap Long NaN 11.0 3.319870e+06 11.0 Consumer Cyclical 717 EXG 24 4.14 penny-cap Long NaN 24.0 3.229093e+06 78.0 Financial Services 813 CRVL 15 4.57 penny-cap Long NaN 17.0 2.979027e+06 22.0 Financial Services 879 HYT 7 0.68 penny-cap Long NaN 24.0 2.672482e+06 27.0 Financial Services 831 KRO 22 14.20 penny-cap Long NaN 28.0 2.556539e+06 28.0 Basic Materials 950 RNP 33 8.44 penny-cap Long NaN 33.0 2.199745e+06 78.0 Financial Services 808 ETY 6 1.50 penny-cap Long NaN 23.0 2.129073e+06 41.0 Financial Services 796 JPS 19 2.47 penny-cap Long NaN 27.0 2.069669e+06 28.0 Financial Services 956 ETW 28 6.66 penny-cap Long NaN 37.0 1.817513e+06 43.0 Financial Services 845 BDJ 43 11.78 penny-cap Long NaN 47.0 1.664304e+06 78.0 Financial Services 867 FPF 7 1.13 penny-cap Long NaN 28.0 1.609683e+06 29.0 Financial Services 742 NZF 10 1.33 penny-cap Long NaN 23.0 1.264374e+06 21.0 Financial Services 881 ETG 23 6.07 penny-cap Long NaN 23.0 1.067114e+06 78.0 Financial Services 944 BIF 47 13.03 penny-cap Long NaN 59.0 6.818514e+05 78.0 Financial Services 709 CIXX 20 8.61 penny-cap Long NaN 20.0 2.677596e+05 66.0 Financial Services 792 BUR 13 17.15 penny-cap Long NaN 26.0 2.413734e+05 24.0 Financial Services 765 IBA 13 -0.62 penny-cap Long NaN 24.0 1.867465e+05 17.0 Consumer Defensive Mean Return: 6.134311926605504 Mean Day/Week: 13.412844036697248 Accuracy:0.8807339449541285 *******************Part 3.8 Penny Cap Short Maintainance********************* penny_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 582 FSR 10 -18.63 penny-cap Short NaN -34.0 1.125922e+08 -27.0 Consumer Cyclical 621 BBBY 18 -17.72 penny-cap Short NaN -30.0 8.271298e+07 -41.0 Consumer Cyclical 539 AG 10 -7.29 penny-cap Short NaN -45.0 5.845130e+07 -36.0 Basic Materials 608 PTCT 35 -29.54 penny-cap Short NaN -75.0 4.782388e+07 -60.0 Healthcare 623 DNMR 7 -25.44 penny-cap Short NaN -52.0 3.428484e+07 -30.0 Basic Materials 662 NNOX 22 -39.84 penny-cap Short NaN -56.0 3.259566e+07 -52.0 Healthcare 643 INO 9 -4.63 penny-cap Short NaN -9.0 3.184476e+07 -46.0 Healthcare 672 PCRX 14 -1.63 penny-cap Short NaN -48.0 2.675775e+07 -24.0 Healthcare 604 AHCO 16 -0.34 penny-cap Short NaN -17.0 2.449901e+07 -17.0 Healthcare 636 VCYT 6 -14.50 penny-cap Short NaN -14.0 2.403540e+07 -36.0 Healthcare 593 AJRD 7 -1.49 penny-cap Short NaN -8.0 2.384713e+07 -44.0 Industrials 680 RVMD 6 -10.86 penny-cap Short NaN -30.0 2.293439e+07 -21.0 Healthcare 890 RAD 6 -0.61 penny-cap Short NaN -29.0 2.280146e+07 -31.0 Healthcare 578 WDFC 18 -9.38 penny-cap Short NaN -51.0 2.215149e+07 -19.0 Basic Materials 690 LGND 6 -11.47 penny-cap Short NaN -54.0 2.201500e+07 -31.0 Healthcare 562 NEU 12 -9.64 penny-cap Short NaN -32.0 2.160664e+07 -54.0 Basic Materials 666 AMRN 22 -29.06 penny-cap Short NaN -52.0 1.870035e+07 -34.0 Healthcare 943 GEO 21 -7.93 penny-cap Short NaN -21.0 1.778386e+07 -31.0 Real Estate 955 GTHX 11 -12.99 penny-cap Short NaN -13.0 1.575936e+07 -36.0 Healthcare 594 OPK 6 -1.84 penny-cap Short NaN -52.0 1.568056e+07 -40.0 Healthcare 883 MAXN 30 -57.15 penny-cap Short NaN -54.0 1.527493e+07 -35.0 Technology 791 ENDP 21 -18.03 penny-cap Short NaN -47.0 1.462107e+07 -28.0 Healthcare 787 PQG 6 2.29 penny-cap Short NaN -32.0 1.427777e+07 -7.0 Basic Materials 834 FSM 7 1.87 penny-cap Short NaN -7.0 1.390397e+07 -48.0 Basic Materials 588 YALA 6 -9.79 penny-cap Short NaN -51.0 1.371675e+07 -31.0 Technology 702 CSOD 9 -3.56 penny-cap Short NaN -42.0 1.228366e+07 -30.0 Technology 710 KRTX 12 -0.14 penny-cap Short NaN -42.0 1.117047e+07 -22.0 Healthcare 857 PAYA 13 -4.41 penny-cap Short NaN -34.0 1.115510e+07 -54.0 Technology 773 ATGE 6 -8.53 penny-cap Short NaN -56.0 9.636469e+06 -19.0 Consumer Defensive 745 NTCT 11 -6.91 penny-cap Short NaN -56.0 8.850721e+06 -31.0 Technology 675 VNE 6 0.58 penny-cap Short NaN -6.0 8.794600e+06 -22.0 Consumer Cyclical 855 CNST 32 -26.00 penny-cap Short NaN -50.0 7.984971e+06 -50.0 Healthcare 931 NVEE 6 -8.57 penny-cap Short NaN -45.0 7.530182e+06 -20.0 Industrials 938 OSUR 18 -10.19 penny-cap Short NaN -18.0 6.723689e+06 -53.0 Healthcare 601 AAON 14 -8.54 penny-cap Short NaN -52.0 6.621783e+06 -31.0 Industrials 913 PRCH 13 -0.09 penny-cap Short NaN -49.0 6.514646e+06 -31.0 Technology 874 STKL 7 -4.95 penny-cap Short NaN -51.0 6.278104e+06 -13.0 Consumer Defensive 932 EOSE 24 -38.26 penny-cap Short NaN -71.0 5.482567e+06 -50.0 Industrials 902 OMER 6 -0.36 penny-cap Short NaN -49.0 4.879688e+06 -27.0 Healthcare 926 ATRI 6 -5.98 penny-cap Short NaN -6.0 4.825995e+06 -10.0 Healthcare 686 BVN 9 -3.17 penny-cap Short NaN -9.0 4.779898e+06 -137.0 Basic Materials 825 OLMA 8 -32.89 penny-cap Short NaN -8.0 3.801754e+06 -34.0 Healthcare 853 SBTX 7 -18.68 penny-cap Short NaN -30.0 3.681979e+06 -27.0 Healthcare 860 KNTE 13 -9.72 penny-cap Short NaN -31.0 3.653821e+06 -105.0 Healthcare 951 RBBN 7 -21.42 penny-cap Short NaN -48.0 3.386561e+06 -31.0 Communication Services 928 RMAX 12 2.70 penny-cap Short NaN -34.0 2.719045e+06 -17.0 Real Estate 840 PNTG 6 -7.30 penny-cap Short NaN -78.0 2.283382e+06 -52.0 Healthcare 924 LXRX 6 -9.76 penny-cap Short NaN -56.0 2.050744e+06 -31.0 Healthcare 934 MESO 7 -1.77 penny-cap Short NaN -7.0 1.499589e+06 -137.0 Healthcare 927 SCWX 6 -1.66 penny-cap Short NaN -49.0 9.806796e+05 -35.0 Technology 698 TEO 17 -8.18 penny-cap Short NaN -17.0 8.961084e+05 -137.0 Communication Services 737 CANG 23 -28.64 penny-cap Short NaN -53.0 6.574670e+05 -38.0 Communication Services 633 IFS 12 -6.69 penny-cap Short NaN -12.0 3.446074e+05 -44.0 Financial Services 851 HLG 31 -14.53 penny-cap Short NaN -31.0 1.744600e+05 -70.0 Consumer Defensive 922 BROG 15 -10.78 penny-cap Short NaN -26.0 5.004000e+03 -15.0 Energy Mean Return: -11.527999999999999 Mean Day/Week: 12.618181818181819 Accuracy:0.9272727272727272 ************************************** ************************************** ************************************** Error: []

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