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#rOP 184
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Reading One Piece pt 184: Deep Breath In The Aftermatch
Chapter 431
Thoughts:
- Luffy was on the Shounen Jump’s cover page that week! He looks great but he’s kinda too small for that coat, he has to grow into it
- They made it to Water Seven without incidents! I didn’t EXPECT any but… Straw Hats
- Zoro is looking at his destroyed sword, the one that was a family heirloom of the sword shop guy. What was its name again? Uh, give me a second… Yubashiri. Did they really have to do it to us
- Just know that I’m sad. This is sad. I guess Zoro will get a way better sword now but come on, family heirloom, destroyed by some nobody? I don’t like it :(
- Wow, Aqua Laguna really made a number on Water Seven this year
- Look at Paulie, helping civilians fix their homes and stuff :D while yelling at everybody :D we got a manager right there
- Frankys are rebuilding too (can someone tell me what did Franky spent those stolen 200M on?  They still didn’t say)
- Aww, big sea horses are alright!
- Meanwhile everyone at Dock 1 wants to see pirates :D Straw hats are celebrities once again :D
- I like aftermatch chapters. It’s like taking a deep breath on sunny day and everything is good
- Ah, they like Straw Hats cause they saved Iceberg. That was mostly Chopper’s work, they could thank him actually
- Even the giants from Enies Lobby found job already! They help with heavy stuff!
- Usopp is with them :) Giants say they will help for a bit and then go back to Elbaf
- “You can go with us!” “… …I…” oh right. We still got That Mess to solve
- On the other news, Straw Hats don’t have a ship right now. What do
- “Iceberg House Site” so he has a home after all! Good. Well, what did I expect, he’s a mayor of a big important city, he’s rich as heck, he can afford a summer house or whatever
- Oh, Franky-Iceberg combo. Yeah, blueprints are gone for good
- “I’ll make this island float on the sea” I see Iceberg has big plans for the future :D well, Aqua Laguna will continue to be a problem, they can as well try and do something about it :D
- FRANKY GOT HIS 200M BERI PURCHASE
- Finally, Straw Hats’ home. They got it nice here
- Oh, they all just woke up after 2 days. Well, it was a big battle
- Lol
- Is Luffy wearing a Galley-ga Company T-shirt? Wow, that’s a great marketing
- Ah, they’re waiting for a log pose to set. They can’t leave even if they wanted
- Nami is depressed cause they got no money. Is there anyone who CAN’T relate to that (Aqua Laguna took their remaining 100M. And orange trees :( )
- Spoke too soon, we have them back :D
- :D
- Franky got news
- Uh. Tree talk
- ?
- !!!!!
- Franky will make them a ship!
- (I’m not super surprised but it’s great news!)
- “Will you guys sail with the ship that I made!?” well, duh. When will we give Franky his nakamaship tho? I’m waiting for this to happen since Foxy Pirates and that’s a LOT of time in The Recap World
- That’s so sweet :)
- Oh look, marines. Who would have thought they’ll show up :/
- Admiral Garp? He cornered King Roger when he was around? Wait, he has a dog motif. Isn’t he the guy training Coby and Helmeppo, you know, from the fpos/cs
- “Pirates are here!” “No, they aren’t” It’s like Alabasta all over again :D
- Now they made a hole in Straw Hats home! Rude!
- Don’t punch our Captain, man
- (somehow I don’t think that guy will cause problems? How did that vibe even get here)
- ?
- “I’ve heard you’ve been doing reckless things, Luffy!” !
- “Grandpa!?” !!!!!!!!
GRANDPA!?
rOP 183  rOP 185
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cardest · 3 years
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Norway playlist
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The trolls have gathered around to see the Mother North dance at midnight in the Trollheimen fjellområde as they listen to this epic NORWAY pllaylist I put together! Takk!
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Are you ready? Have you your wits? This is the it.... NORWAY PLAYLIST songs are right here to listen to: https://www.youtube.com/playlist?list=PL-iHPcxymC1_gH0U66TKasbEjdbkPxeW7 001 Folket Bortafor Nordavinden - Ur Is Ka Ha So 002 Satyricon - Commando 003 Arcturus -  Fall of Man 004 Dimmu Borgir The Serpentine Offering 005 Borknagar -  The Eye Of Oden 006 NORDJEVEL - Sunset Glow 007 WArduna - Fehu 008 Z-off - Hurra For Norge Norsk punkrock 009 Shakma - Night of the coven 010 Duivelspack - Yggdrasill 011 Enslaved - Path To Vanir 012 Kalenda Maya- Villemann Magnhild 013 Mental As Anything - Beserk Warriors 014 Chontaraz - Rondamauh 015 Manes -  Menn På Helveg Hastar 016 Norske Gutter - Hvem Faen Tror Du Du Er 017 Iron Maiden - Invasion 018 Solefald - Oslo Melancholy 019 Immortal - Sons of Northern Darkness 020 Slegest - Blodets Varme Gjennom Meg 021 Old Man's Child - The Millenium King 022 Covenant - Bizarre cosmic industries 023 In The Woods - I Am Your Flesh 024 Satyricon -  Ageless Northern Spirit 025 Golden Core - Rúnir Skal Rísta 026 Inferno - Metal Attack 027 Nordvegen - Ullensvang 028 Arcturus -  Ad absurdum 029 Ánne Máddji Heatta - Madji  at Dawn Light 030 Eldrim - Heimkomst 031 Hedvig Mollestad Trio - Approaching / On Arrival 032 Sirenia -  The End Of It All 033 Byrdi - Solsnu (feat. Kjell Braaten) 034 Bard Spec - Fire Tongue 035 Eirik Jarl - Norse song 036 The Open Mind - Thor, The Thunder God 037 Seidrblot - Skeggöld 038 Black Moon Circle - The Machine On The Hill 039 Sigmund Eiks - Knepphallingen (Hardingfele) 040 Satyricon -  Now, diabolical 041 Amberian Dawn - Valkyries 042 Gåte - Huldra 043 Enslaved -  Waruun 044 An Danzza - Rúnatal (Canción Rúnica de Odín) 045 Burzum -  Belus' Død 046 Abbath - Harvest Pyre 047 Aura Noir - Abbadon 048 Beatles - Norwegian Wood 049 INCULTER - COMMANDER 050 KAUNAN - Halteguten 051 Mortiis - Across The World Of Wonders 052 Skuggsa - Kvervandi 053 Covenant - Planetarium 054 Kampfar - Daimon 055 Adrian von Ziegler - Vinterns Drm 056 Blind Guardian - Valkyries 057 Ulver - The Argument, Plate 2 058 BigBang - Girl In Oslo 059 Gorgoroth - Bergtrollets Hevn 060 Emperor - Curse You All Men! 061 Tom Trussel - Oslo City Blues 062 Vazelina Bilopphøggers - Borghild 063 Dosdfall - Hemlig Vrede 064 Dimmu Borgir - Progenies of the Great Apocalypse 065 Kryst The Conqueror -  Valhalla 066 The Dogs - Oslo 067 Enslaved - Eld 068 Solefald - Loki Trickster God 069 Dunbarrow - You Knew I Was a Snake 070 A-ha - Take On Me 071 Ulver - Høyfjeldsbilde 072 Mayhem - Freezing Moon 073 Skambankt - Balladen Om Deg 074 Djerv - Headstone 075 Arcturus -  Raudt og svart 076 Øystein Sunde - Bleieskiftarbeider 077 Wardruna - Helvegen (The Way To Hel) 078 Ihsahn - Unhealer 079 Kampfar - Dominans 080 TNT - Seven Seas 081  NRK  Til Dovre faller - 1814 082 skuggsa - Rop Fra Rynda - Mlt Fra Minne 083 Iskald - Innhøstinga 084 Kvelertak -  Rogaland 085 Svarttjern - Hellig Jord 086 Renaissance - Northern Lights 087 Fred Åkerström - Oslo 088 Concrete Steps - Big Fish 089 Trevor Morris -  Northern Lights / Entry to Kattegat 090 KaadaPatton - L'absent 091 Adrian von Ziegler - Einherjer 092 Enthroned - Skjeldenland 093 Jokke og valentinerne - her kommer vintern 094 Styx - Man Of Miracles 095 Residents -  Arctic Hysteria 096 Martine Kraft - Himmelfot 097 Red Harvest -  Anatomy of the Unknown 098 Audrey Horne - Out of the City 099 Darkthrone -  Arctic Thunder 100 Trevor Morris - If I Had A Heart 101 Immortal - The Rise of Darkness 102 Sepulcher - Corporeal 103 Mysticum - LSD (from Planet Satan) 104 Empyrium - Under Dreamskies 105 Slagmaur - Norwegian Giant 106 Aeternus - Fyrndeheimen 107 Thorns - Existence 108 Solefald -  Crater of the Valkyries 109 Tristania - Libre 110 Trevor Morris -  North Sea Storm 111 Arcturus -  The Chaos Path 112 MAYHEM - A Grand Declaration Of War 113 Manegarm -  Odin Owns Ye All 114 Kampfar - Hymn 115 Dimmu Borgir -  Gateways 116 Dødheimsgard -  The Snuff Dreams Are Made Of 117 Satyricon -  The pentagram burns 118 Enslaved - Midgards Eldar 119 Folque - No har Jonsoknatta kome 120 Nekromantheon - Rise Vulcan Spectre 121 Iron Maiden -  Invaders 122 Tsjuder - Throne of the Goat 123 Einherjer - Naar aftensolen rinner 124 Mork - Holdere Av Fortet 125 Nidinger - Baldrs Draumar 126 Arcturus - Du Nordavind 127 Green Carnation - Into Deep 128 Darkthrone -  Too Old Too Cold 129 Pagans Mind - Through Osiris Eyes 130 Kvelertak - Blodtørst 131 Tristania - Year Of The Rat 132 Ulver - I Troldskog Faren Vild 133 Cirith Ungol - The troll 134 Eliwagar - Huldresagn 135 Vårsøg - Fram kom ein skreddar 136 Amethystium - Solace 137 Audrey Horne -  Bridges and Anchors 138 Gayte - Til Deg 139 Nanci Griffith - St. Olavs Gate 140 Folque - Liti Kari 141 Hin Onde - 24th of September 1155 142 Trevor Morris -  Ragnar's Sail 143 Enslaved - Ruun 144 Purple Hill Witch - Astral Booze 145 Thulsa Doom - Machine of Oslo 146 Svarttjern - Code Human 147 Leaves' Eyes -  Vinland Saga 148 Darvaza - A New Sun 149 LUMSK - DUNKER 150 Solefald - Tittentattenteksti 151 Raga Rockers    - Fritt liv 152 Isengard - Landet og Havet 153 In The Woods... - Pure 154 Communic - Conspiracy 155 Dimmu Borgir - Vredesbyrd 156 Arcturus -  The Arcturian Sign 157 Gorgoroth - Carving A Giant 158 Panopticon -  Norwegian Nights 159 Asmegin - Blodhevn 160 DumDum Boys - Lunch I Det Grønne 161 Taake - Nordbundet 162 Gehennah - Deadlights 163 Trønder Thunder - Tordenskjold 164 Årabrot - Maldorors Love 165 Misotheist - Blood Of Rats 166 Windir - 1184 167 BLOOD RED THRONE - InStructed InSanity 168 Deathhammer - Chained to Hell 169 Satyricon - Die By My Hand 170 Myrkskog - Bleeding Wrists 171 Ring Van Mobius - End of Greatness 172 Valkyrja - Crowned Serpent 173 Kjøtt - Hvit Hud / Svart Skinn 174 The 3rd And The Mortal - Why So Lonely 175 Voluspaa - Ferden Går Videre 176 Abyssic - Transition Consent 177 Myrkraverk - Nær Døden 178 Romantic Noise - Sagitario 179 Shining -  The One Inside 180 The Devil and the Almighty Blues - Distance 181 Manowar - Thor (The Powerhead) 182 Djevel - Det Svartner Paa Likbleik Hud 183 Øresus - Angst 184 Turbonegro - City Of Satan 185 Gåte - Sjå Attende 186 Immortal - Where Mountains Rise 187 Cor Scorpii - Fotefar 188 Cadaver - Hypertrophyan 189 Hugsjá - Ni Døtre av Hav 190 Kalandra - Brave New World 191 Borknagar -  Up North 192 Ved Buens Ende - You That May Wither 193 Alestorm - The Sunkn Norwegian 194 Brød & Sirkus - Frykt 195 Burzum -  Jeg Faller 196 Djevel - Et Menniskes Hele Korpus Og Legeme 197 Helheim - Ymr 198 Leaves' Eyes -  Farewell Proud Men 199 Sylvaine - Mørklagt 200 Enslaved -  Convoys To Nothingness 201 Gaahls Wyrd - Ghosts Invited 202 Hagalaz' Runedance -  When The Trees Were Silenced 203 Dismal Euphony - Et Vintereventyr 204 In Vain -  Image of Time 205 Khonsu - The Malady 206 Arctic Sleep -  Pine Mountain 207 Flametal -  I Am A Viking 208 Dimmu Borgir - The Sacrilegious Scorn 209 Trevor Morris - Vikings Attack 210 Wongraven - Tiden Er En Stenlagt Grav 211 Endstille - World Aflame 212 TYR - Eric the Red 213 Synthetic Gentlemen - Kick 214 OBLITERATION - Detestation Rite 215 Judas Priest - Halls Of Valhalla 216 Urarv - Red Circle 217 Old Man's Child - Doommaker 218 Abbath -  Winter Bane 219 A-ha - The Sun Always Shines On TV 220 Eldrim - Attergangar 221 Nan Madol - Tidal Waves 222 Vreid - Lifehunger 223 Acârash - Cadaver Dei 224 Triosphere -  The Sentinel 225 Vargvrede - Song of Betrayal 226 Vemod - Å Stige Blant Stjerner 227 Emperor - Inno A Satana 228 Eivør - Í Tokuni 229 Arcturus -  For to end yet again 230 Enslaved - The River's Mouth 231 Nidinger - Ash Yggdrasil 232 Covenant - Planetary black elements 233 Khold -  Forrykt 234 The Wretched End - Tyrant Of The Mountain 235 Voluspaa - Av Sin Klokskap 236 Solefald - Jernlov 237 Vredehammer - Viperous 238 Hellish Outcast - Partition of Lust 239 An Danzza - Rnatalins Rune Song 240 Green Carnation - The Quiet Offspring 241 1349 -  Nathicana 242 Sirenia -  Spor 2 243 TAAKE - Nattestid Ser Porten Vid 1 244 Virus - Black Flux 245 Blood Red Throne - Requiem Mass 246 Edvard Grieg - March of the Trolls (Orchestral Version) 247 Tidfall - Prophecy Horizon 248 Limbonic Art - A Void Of Lifeless Dreams 249 Lindy-Fay Hella - Three Standing Stones 250 Borknagar -  Winter Thrice 251 Panopticon - Håkans Song 252 ULVER - Nowhere (Sweet Sixteen) 253 Vondur -  Panzer Legions Of Vondur 254 JORN - Traveller 255 Disiplin - Liberation 256 Beyond Dawn - When Beauty Dies 257 Ruphus - Inner Voice 258 Leaves' Eyes -  Norwegian Lovesong 259  The 3rd  & the Mortal - Death-Hymn 260 STORM - Noregsgard 261 Satyricon - Hvite Krists Død 262 R. Stevie Moore –  Norway 263 Lucifer Was - In Anadi's Bower 264 Susane Sundfor  - White Foxes 265 Kjeld - Betsjoend 266 Kari Rueslåtten - Sørgekåpe 267 Green Carnation - Sentinels 268 Agenda - Suffer 269 Mortiis -  Tribute to Euronymous Unreleased Outro 270 Sirius - Sidereal Mirror 271 Insidious Disease - Betrayer 272 Gehenna - Through The Veils Of Darkness 273 The Deviant - Atomic Revolt 274 Varde - Halvdan Svarte 275 Carpathian Forest - He's Turning Blue 276  Ragnarok TV show - Outro 277 Sâver - How They Envisioned Life 278 Dold Vorde Ens Navn - Drukkenskapens Kirkegard 279 MANES - Young Skeleton 280 Nattefrost - Nekronaut 281 Cadaver Inc. - Primal 282 Ida Maria - I Eat Boys Like You For Breakfast 283 ragnarok - En Verden Av Stein 284 Mari Boine - Chasing Myself Into Reality 285 Death By Unga Bunga - Don't Go Looking For My Heart 286 Hexvessel - The Tunnel At The End Of The Light 287 Urgehal - The Iron Children 288 Darkthrone - Soulside Journey 289 Theatre of Tragedy - Der Tanz der Schatten 290 Wardruna -  Kvitravn 291 Einherjer - Dragons of the North 292 Thale OST - Thale theme 293 Hedvig Mollestad Trio  -Bewitched, Dwarfed and Defeathered 294 Motorpsycho - Spin, Spin, Spin 295 Susperia - Vainglory 296 MYRKUR - Jeg er Guden, I er Tjenerne (Live at the Mausoleum) 297 ICS Vortex  - Odin's Tree 298 1349 - Beyond The Apocalypse 299 PRISTINE - You Are The One 300 Tristania - Beyond the Veil 333 Immortal - Where Dark And Light Don't Differ 444 Folket Bortafor Nordavinden - Odin 666 Satyricon -  Mother North  Songs are right here at this link: https://www.youtube.com/playlist?list=PL-iHPcxymC1_gH0U66TKasbEjdbkPxeW7 Have I missed a song or band? Let me know. Takk!
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hzaidan · 3 years
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24 Works, July 7th. is Félicien Rops' day, his story, illustrated with footnotes #184
24 Works, July 7th. is Félicien Rops’ day, his story, illustrated with footnotes #184
Félicien Rops (1833–1898)Detail; Les Deux AmiesWatercolorFélicien Rops Museum. Province of Namur Félicien Victor Joseph Rops (7 July 1833–23 August 1898) was a Belgian artist associated with Symbolism and the Parisian Fin-de Siecle. He was a painter, illustrator, caricaturist and a prolific and innovative print maker, particularly in intaglio (etching and aquatint)… Please follow link for full…
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stock-filter · 3 years
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Stock daily Filter Report for 2021/07/08 05-40-12
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 18 Consumer Cyclical 13 Consumer Defensive 4 Energy 2 Financial Services 9 Healthcare 31 Industrials 12 Real Estate 6 Technology 52 Utilities 3 **************************************** big_industry_downtrending_count tickers industry Basic Materials 8 Communication Services 8 Consumer Cyclical 13 Consumer Defensive 10 Energy 1 Financial Services 22 Healthcare 8 Industrials 9 Real Estate 2 Technology 4 Utilities 8 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 115 AWK 1 0.0 big-cap Long NaN 1.0 1.413273e+08 3.0 Utilities Mean Return: nan Mean Day/Week: inf 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 10 PDD 1 0.0 big-cap Short NaN -1.0 8.504009e+08 -5.0 Consumer Cyclical Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 115 AWK 1 0.0 big-cap Long NaN 1.0 1.413273e+08 3.0 Utilities Mean Return: nan Mean Day/Week: inf 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 10 PDD 1 0.00 big-cap Short NaN -1.0 8.504009e+08 -5.0 Consumer Cyclical 76 STZ 2 -1.04 big-cap Short NaN -39.0 2.445756e+08 -3.0 Consumer Defensive Mean Return: -1.04 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 3 GOOGL 2 0.23 big-cap Long NaN 2.0 3.036378e+09 77.0 Communication Services 8 CMCSA 2 0.88 big-cap Long NaN 2.0 7.426283e+08 9.0 Communication Services 27 AMT 3 1.93 big-cap Long NaN 3.0 4.680756e+08 74.0 Real Estate 20 BMY 2 0.74 big-cap Long NaN 2.0 4.649235e+08 20.0 Healthcare 91 JCI 4 0.77 big-cap Long NaN 4.0 3.232801e+08 77.0 Industrials 33 GILD 5 -0.72 big-cap Long NaN 5.0 3.153007e+08 44.0 Healthcare 135 ANET 1 0.00 big-cap Long NaN 1.0 2.298231e+08 64.0 Technology 43 ADP 1 0.00 big-cap Long NaN 1.0 2.173194e+08 77.0 Industrials 111 SBAC 2 1.41 big-cap Long NaN 2.0 1.963169e+08 75.0 Real Estate 203 IT 3 1.31 big-cap Long NaN 3.0 1.688201e+08 77.0 Technology 115 AWK 1 0.00 big-cap Long NaN 1.0 1.413273e+08 3.0 Utilities 161 ALB 4 -1.15 big-cap Long NaN 4.0 1.217255e+08 42.0 Basic Materials 177 BR 1 0.00 big-cap Long NaN 3.0 9.177683e+07 9.0 Technology 144 GRMN 3 0.57 big-cap Long NaN 3.0 7.758592e+07 77.0 Technology 167 TRU 2 1.06 big-cap Long NaN 2.0 6.013670e+07 67.0 Industrials 18 NVO 1 0.00 big-cap Long NaN 1.0 5.979819e+07 56.0 Healthcare 217 OSH 1 0.00 big-cap Long NaN 1.0 3.199691e+07 12.0 Healthcare 188 BIP 4 -0.69 big-cap Long NaN 4.0 1.984324e+07 7.0 Utilities 244 RDY 1 0.00 big-cap Long NaN 1.0 1.859484e+07 58.0 Healthcare 59 RELX 2 0.69 big-cap Long NaN 2.0 1.180848e+07 66.0 Communication Services Mean Return: 0.5407692307692309 Mean Day/Week: 3.4615384615384617 Accuracy:0.7692307692307693 *******************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 10 PDD 1 0.00 big-cap Short NaN -1.0 8.504009e+08 -5.0 Consumer Cyclical 42 BEKE 2 -7.61 big-cap Short NaN -2.0 4.365734e+08 -136.0 Real Estate 123 BBY 1 0.00 big-cap Short NaN -1.0 2.222004e+08 -20.0 Consumer Cyclical 223 KC 2 -1.99 big-cap Short NaN -2.0 6.071088e+07 -136.0 Technology 69 LU 3 -2.87 big-cap Short NaN -4.0 3.065707e+07 -136.0 Financial Services 212 YSG 1 0.00 big-cap Short NaN -1.0 1.289004e+07 -136.0 Consumer Cyclical 239 BCH 2 0.70 big-cap Short NaN -2.0 1.652749e+06 -42.0 Financial Services Mean Return: -2.9425000000000003 Mean Day/Week: 3.0 Accuracy:0.75 *******************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 6 NVDA 30 27.01 big-cap Long NaN 30.0 8.387002e+09 64.0 Technology 1 MSFT 18 8.28 big-cap Long NaN 19.0 6.225574e+09 77.0 Technology 4 FB 9 2.23 big-cap Long NaN 9.0 4.926883e+09 77.0 Communication Services 26 AMD 6 1.35 big-cap Long NaN 30.0 4.650501e+09 14.0 Technology 21 SHOP 16 14.47 big-cap Long NaN 33.0 2.510731e+09 34.0 Technology 7 PYPL 14 6.70 big-cap Long NaN 28.0 1.972162e+09 33.0 Financial Services 55 ROKU 11 4.22 big-cap Long NaN 32.0 1.416142e+09 14.0 Communication Services 9 ADBE 19 12.49 big-cap Long NaN 23.0 1.216333e+09 67.0 Technology 32 SNAP 13 3.45 big-cap Long NaN 30.0 1.127114e+09 31.0 Communication Services 49 MRNA 12 6.97 big-cap Long NaN 29.0 1.082567e+09 59.0 Healthcare 11 CRM 27 4.41 big-cap Long NaN 30.0 1.063722e+09 33.0 Technology 60 CRWD 15 13.88 big-cap Long NaN 32.0 9.223594e+08 33.0 Technology 65 DOCU 15 13.58 big-cap Long NaN 27.0 8.846687e+08 23.0 Technology 5 V 11 1.75 big-cap Long NaN 11.0 8.622096e+08 75.0 Financial Services 19 COST 8 2.57 big-cap Long NaN 8.0 8.251267e+08 64.0 Consumer Defensive 25 ZM 13 5.34 big-cap Long NaN 35.0 7.899979e+08 23.0 Communication Services 70 PTON 7 -2.68 big-cap Long NaN 35.0 7.854215e+08 14.0 Consumer Cyclical 14 LLY 9 1.24 big-cap Long NaN 44.0 7.285926e+08 34.0 Healthcare 88 TTD 8 2.30 big-cap Long NaN 27.0 7.069985e+08 11.0 Technology 13 MRK 18 3.86 big-cap Long NaN 18.0 6.461290e+08 19.0 Healthcare 16 ACN 8 4.99 big-cap Long NaN 8.0 5.796738e+08 77.0 Technology 40 ZTS 19 8.15 big-cap Long NaN 19.0 5.127571e+08 61.0 Healthcare 15 DHR 9 4.15 big-cap Long NaN 12.0 5.095228e+08 61.0 Healthcare 29 TGT 12 5.76 big-cap Long NaN 33.0 5.038875e+08 76.0 Consumer Defensive 138 ENPH 8 3.98 big-cap Long NaN 32.0 4.822315e+08 15.0 Technology 30 ISRG 17 9.03 big-cap Long NaN 17.0 4.691767e+08 62.0 Healthcare 120 LI 14 4.68 big-cap Long NaN 36.0 4.554165e+08 28.0 Consumer Cyclical 28 INTU 35 19.51 big-cap Long NaN 35.0 4.432913e+08 40.0 Technology 24 CHTR 9 4.28 big-cap Long NaN 9.0 4.308797e+08 58.0 Communication Services 81 EBAY 12 8.55 big-cap Long NaN 25.0 4.217288e+08 44.0 Consumer Cyclical 54 REGN 20 11.78 big-cap Long NaN 23.0 4.107382e+08 52.0 Healthcare 90 DXCM 8 3.95 big-cap Long NaN 25.0 4.104345e+08 25.0 Healthcare 22 AZN 7 -0.50 big-cap Long NaN 7.0 3.822148e+08 58.0 Healthcare 105 XLNX 6 -1.32 big-cap Long NaN 30.0 3.756844e+08 11.0 Technology 89 A 19 4.58 big-cap Long NaN 27.0 3.303484e+08 66.0 Healthcare 181 GNRC 16 18.09 big-cap Long NaN 27.0 3.208548e+08 29.0 Industrials 68 LULU 17 11.38 big-cap Long NaN 29.0 3.121821e+08 57.0 Consumer Cyclical 78 PSA 23 7.28 big-cap Long NaN 23.0 3.097922e+08 77.0 Real Estate 93 MRVL 15 4.83 big-cap Long NaN 31.0 3.063310e+08 33.0 Technology 46 ILMN 18 4.46 big-cap Long NaN 32.0 2.969829e+08 28.0 Healthcare 37 SPGI 17 5.71 big-cap Long NaN 17.0 2.947554e+08 77.0 Financial Services 131 NET 22 23.82 big-cap Long NaN 30.0 2.893582e+08 35.0 Technology 64 CVNA 10 0.81 big-cap Long NaN 28.0 2.833307e+08 18.0 Consumer Cyclical 75 IDXX 30 18.26 big-cap Long NaN 30.0 2.761535e+08 38.0 Healthcare 87 APTV 9 -0.66 big-cap Long NaN 28.0 2.718117e+08 28.0 Consumer Cyclical 133 FTNT 28 16.09 big-cap Long NaN 28.0 2.671649e+08 77.0 Technology 57 EW 31 12.46 big-cap Long NaN 31.0 2.663597e+08 62.0 Healthcare 107 ORLY 6 3.52 big-cap Long NaN 8.0 2.579987e+08 77.0 Consumer Cyclical 51 DASH 12 6.95 big-cap Long NaN 34.0 2.490669e+08 19.0 Communication Services 83 MTCH 10 -2.34 big-cap Long NaN 19.0 2.253147e+08 14.0 Communication Services 184 ULTA 11 1.66 big-cap Long NaN 11.0 2.244035e+08 29.0 Consumer Cyclical 232 BILL 13 6.18 big-cap Long NaN 27.0 2.179794e+08 22.0 Technology 189 EXR 24 11.67 big-cap Long NaN 24.0 2.145630e+08 77.0 Real Estate 53 TEAM 15 8.22 big-cap Long NaN 30.0 2.122391e+08 23.0 Technology 192 DPZ 20 7.99 big-cap Long NaN 20.0 2.066044e+08 65.0 Consumer Cyclical 130 WELL 24 10.28 big-cap Long NaN 25.0 2.039531e+08 77.0 Real Estate 104 CARR 7 1.99 big-cap Long NaN 7.0 1.990241e+08 77.0 Industrials 71 VEEV 20 11.34 big-cap Long NaN 29.0 1.973193e+08 29.0 Healthcare 77 ROP 9 4.31 big-cap Long NaN 9.0 1.969979e+08 67.0 Industrials 106 PAYX 9 5.20 big-cap Long NaN 9.0 1.935525e+08 77.0 Industrials 119 ROK 12 4.13 big-cap Long NaN 24.0 1.874491e+08 32.0 Industrials 129 CPRT 12 5.25 big-cap Long NaN 12.0 1.799250e+08 63.0 Industrials 114 RMD 20 17.68 big-cap Long NaN 31.0 1.772092e+08 46.0 Healthcare 58 MCO 17 8.13 big-cap Long NaN 17.0 1.763471e+08 77.0 Financial Services 235 FSLR 7 -1.53 big-cap Long NaN 30.0 1.732452e+08 10.0 Technology 164 HUBS 14 6.75 big-cap Long NaN 17.0 1.700945e+08 23.0 Technology 94 TROW 8 4.10 big-cap Long NaN 8.0 1.697389e+08 77.0 Financial Services 110 DDOG 14 5.47 big-cap Long NaN 34.0 1.526938e+08 33.0 Technology 80 SNPS 10 4.07 big-cap Long NaN 31.0 1.522545e+08 33.0 Technology 162 APO 8 2.78 big-cap Long NaN 8.0 1.478602e+08 58.0 Financial Services 122 MTD 17 6.14 big-cap Long NaN 17.0 1.450287e+08 65.0 Healthcare 241 AAP 6 2.03 big-cap Long NaN 8.0 1.432779e+08 77.0 Consumer Cyclical 179 WAT 20 10.93 big-cap Long NaN 20.0 1.398470e+08 72.0 Healthcare 102 MSCI 17 12.57 big-cap Long NaN 17.0 1.356062e+08 68.0 Financial Services 97 INFO 16 5.29 big-cap Long NaN 16.0 1.353610e+08 77.0 Industrials 193 POOL 8 3.19 big-cap Long NaN 8.0 1.334585e+08 65.0 Consumer Cyclical 146 WST 13 5.66 big-cap Long NaN 13.0 1.302540e+08 64.0 Healthcare 219 CABO 13 3.27 big-cap Long NaN 33.0 1.234734e+08 14.0 Communication Services 149 ZBRA 7 3.67 big-cap Long NaN 7.0 1.228612e+08 34.0 Technology 127 KEYS 9 1.73 big-cap Long NaN 25.0 1.225073e+08 33.0 Technology 142 KKR 10 0.06 big-cap Long NaN 10.0 1.176383e+08 77.0 Financial Services 145 YNDX 10 3.68 big-cap Long NaN 49.0 1.174322e+08 31.0 Communication Services 103 CTAS 12 7.21 big-cap Long NaN 15.0 1.164427e+08 71.0 Industrials 206 CRL 19 7.78 big-cap Long NaN 19.0 1.163469e+08 77.0 Healthcare 185 BPY 7 -0.72 big-cap Long NaN 7.0 1.112345e+08 77.0 Real Estate 99 LBRDK 9 5.28 big-cap Long NaN 9.0 1.053335e+08 58.0 Communication Services 207 BKI 8 4.34 big-cap Long NaN 67.0 1.046839e+08 18.0 Technology 113 MSI 12 6.06 big-cap Long NaN 41.0 1.030843e+08 77.0 Technology 220 DT 10 5.91 big-cap Long NaN 29.0 1.025638e+08 22.0 Technology 209 TECH 19 6.38 big-cap Long NaN 19.0 1.013383e+08 77.0 Healthcare 172 AVTR 19 6.67 big-cap Long NaN 19.0 9.649130e+07 67.0 Basic Materials 199 IFF 11 0.33 big-cap Long NaN 19.0 8.684385e+07 38.0 Basic Materials 210 AVLR 11 3.41 big-cap Long NaN 29.0 8.469607e+07 18.0 Technology 143 VRSN 10 2.87 big-cap Long NaN 10.0 7.605276e+07 67.0 Technology 175 PKI 19 6.00 big-cap Long NaN 19.0 7.536903e+07 44.0 Healthcare 39 INFY 21 8.44 big-cap Long NaN 32.0 6.951884e+07 29.0 Technology 225 CG 10 4.31 big-cap Long NaN 10.0 6.374826e+07 77.0 Financial Services 165 ALNY 20 9.61 big-cap Long NaN 35.0 6.166088e+07 28.0 Healthcare 205 ESTC 13 3.63 big-cap Long NaN 32.0 5.567562e+07 24.0 Technology 174 PAGS 12 3.19 big-cap Long NaN 33.0 4.803255e+07 27.0 Technology 198 CDAY 7 -0.16 big-cap Long NaN 14.0 3.971503e+07 14.0 Technology 233 AXON 10 5.87 big-cap Long NaN 26.0 3.481056e+07 22.0 Industrials 236 PEGA 9 -0.49 big-cap Long NaN 22.0 1.962446e+07 22.0 Technology 215 OTEX 9 2.25 big-cap Long NaN 25.0 1.651609e+07 22.0 Technology 100 LBRDA 8 2.76 big-cap Long NaN 8.0 1.570532e+07 58.0 Communication Services 141 RCI 10 1.75 big-cap Long NaN 10.0 9.711365e+06 65.0 Communication Services 134 EC 10 9.37 big-cap Long NaN 25.0 8.502079e+06 22.0 Energy 153 CQP 6 3.53 big-cap Long NaN 23.0 5.192716e+06 20.0 Energy Mean Return: 6.065925925925926 Mean Day/Week: 13.675925925925926 Accuracy:0.9166666666666666 *******************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 132 DAL 18 -8.72 big-cap Short NaN -18.0 5.037903e+08 -26.0 Industrials 128 LUV 14 -7.71 big-cap Short NaN -59.0 4.644246e+08 -24.0 Industrials 66 MET 12 -1.33 big-cap Short NaN -39.0 4.568518e+08 -14.0 Financial Services 73 WBA 9 -8.96 big-cap Short NaN -58.0 3.497407e+08 -15.0 Healthcare 86 LVS 24 -10.68 big-cap Short NaN -24.0 2.520518e+08 -45.0 Consumer Cyclical 48 SO 9 1.19 big-cap Short NaN -38.0 1.851535e+08 -15.0 Utilities 150 FLT 22 -5.80 big-cap Short NaN -43.0 1.775638e+08 -40.0 Technology 44 CB 12 1.88 big-cap Short NaN -20.0 1.483648e+08 -14.0 Financial Services 173 MTB 11 -3.77 big-cap Short NaN -30.0 1.364127e+08 -14.0 Financial Services 108 PCAR 13 -0.17 big-cap Short NaN -17.0 1.328094e+08 -22.0 Industrials 136 ED 6 1.79 big-cap Short NaN -35.0 1.323917e+08 -13.0 Utilities 52 D 10 1.50 big-cap Short NaN -42.0 1.235338e+08 -15.0 Utilities 41 CNI 14 0.10 big-cap Short NaN -14.0 1.115108e+08 -40.0 Industrials 139 TSN 9 -1.19 big-cap Short NaN -50.0 1.112338e+08 -16.0 Consumer Defensive 197 FMC 6 -3.09 big-cap Short NaN -34.0 1.068888e+08 -13.0 Basic Materials 216 MPW 13 2.51 big-cap Short NaN -13.0 9.410510e+07 -46.0 Real Estate 147 ABC 6 0.54 big-cap Short NaN -44.0 9.323486e+07 -15.0 Healthcare 117 PEG 6 2.27 big-cap Short NaN -44.0 9.210341e+07 -13.0 Utilities 183 HPE 13 0.01 big-cap Short NaN -65.0 8.735600e+07 -15.0 Technology 158 AEE 6 2.98 big-cap Short NaN -40.0 8.380695e+07 -13.0 Utilities 148 PPL 13 2.03 big-cap Short NaN -15.0 8.286001e+07 -15.0 Utilities 224 CHRW 11 -2.10 big-cap Short NaN -14.0 7.866004e+07 -15.0 Industrials 62 VOD 11 -6.99 big-cap Short NaN -34.0 7.800714e+07 -35.0 Communication Services 95 MFC 18 -5.18 big-cap Short NaN -70.0 7.026888e+07 -34.0 Financial Services 159 QSR 7 0.23 big-cap Short NaN -24.0 6.096194e+07 -14.0 Consumer Cyclical 194 ABCL 22 -30.85 big-cap Short NaN -25.0 5.860149e+07 -29.0 Healthcare 213 SMG 24 -8.34 big-cap Short NaN -57.0 5.693523e+07 -34.0 Basic Materials 196 ATHM 34 -31.16 big-cap Short NaN -34.0 4.827380e+07 -136.0 Communication Services 56 PHG 17 -13.04 big-cap Short NaN -50.0 4.675473e+07 -28.0 Healthcare 222 PLTK 19 -12.42 big-cap Short NaN -19.0 3.924527e+07 -24.0 Communication Services 245 AQN 12 0.82 big-cap Short NaN -12.0 2.479836e+07 -136.0 Utilities 109 ORAN 12 -6.13 big-cap Short NaN -28.0 9.905511e+06 -24.0 Communication Services 137 CAJ 6 -0.78 big-cap Short NaN -46.0 6.723534e+06 -17.0 Technology 72 PUK 12 -5.90 big-cap Short NaN -63.0 6.091644e+06 -15.0 Financial Services 234 CNA 7 -0.63 big-cap Short NaN -73.0 5.820915e+06 -13.0 Financial Services 160 DISCB 9 -11.10 big-cap Short NaN -61.0 6.381646e+05 -38.0 Communication Services 211 ZNH 22 -9.77 big-cap Short NaN -22.0 3.846271e+05 -47.0 Industrials 240 CEA 11 -6.13 big-cap Short NaN -21.0 4.691211e+04 -50.0 Industrials Mean Return: -4.844473684210525 Mean Day/Week: 13.157894736842104 Accuracy:0.6578947368421053 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 2 Consumer Defensive 2 Financial Services 4 Healthcare 11 Industrials 4 Real Estate 5 Technology 12 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 2 Consumer Cyclical 12 Consumer Defensive 5 Financial Services 20 Healthcare 5 Industrials 11 Real Estate 4 Technology 4 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 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 2.3 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 354 PNFP 2 -0.29 small-cap Short NaN -73.0 2.759551e+07 -3.0 Financial Services Mean Return: -0.29 Mean Day/Week: 2.0 Accuracy:1.0 *******************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 329 LSI 2 1.03 small-cap Long NaN 2.0 9.310152e+07 77.0 Real Estate 306 CUBE 1 0.00 small-cap Long NaN 1.0 8.970776e+07 77.0 Real Estate 340 TPX 4 -2.27 small-cap Long NaN 4.0 4.666279e+07 8.0 Consumer Cyclical 279 STOR 2 -0.36 small-cap Long NaN 2.0 4.357478e+07 8.0 Real Estate 298 ARCC 3 0.00 small-cap Long NaN 3.0 3.288478e+07 29.0 Financial Services 271 AGNCM 5 0.92 small-cap Long NaN 5.0 1.513663e+05 12.0 Real Estate Mean Return: -0.13599999999999998 Mean Day/Week: 3.4 Accuracy:0.4 *******************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 312 KSS 2 -3.92 small-cap Short NaN -2.0 1.351550e+08 -33.0 Consumer Cyclical 283 BLDR 5 0.90 small-cap Short NaN -5.0 1.120707e+08 -27.0 Industrials 319 PLNT 3 -2.14 small-cap Short NaN -3.0 7.845036e+07 -28.0 Consumer Cyclical 291 YY 4 -7.29 small-cap Short NaN -4.0 7.754547e+07 -72.0 Communication Services 296 MLCO 1 0.00 small-cap Short NaN -1.0 7.153496e+07 -48.0 Consumer Cyclical 318 AZEK 2 0.08 small-cap Short NaN -2.0 6.704033e+07 -28.0 Industrials 266 ARMK 2 -1.29 small-cap Short NaN -2.0 2.327148e+07 -7.0 Consumer Cyclical 303 ALLK 2 -1.40 small-cap Short NaN -2.0 2.104975e+07 -136.0 Healthcare 364 TNET 1 0.00 small-cap Short NaN -1.0 1.291928e+07 -41.0 Industrials 305 ANGI 3 -1.96 small-cap Short NaN -3.0 6.742713e+06 -53.0 Communication Services 326 ESLT 5 -0.02 small-cap Short NaN -5.0 4.443781e+06 -31.0 Industrials 363 ENIC 1 0.00 small-cap Short NaN -1.0 2.019581e+06 -136.0 Utilities Mean Return: -1.8933333333333333 Mean Day/Week: 3.4444444444444446 Accuracy:0.7777777777777778 *******************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 350 BIGC 11 9.34 small-cap Long NaN 31.0 3.960449e+08 22.0 Technology 253 NTRA 9 -2.56 small-cap Long NaN 23.0 2.031572e+08 23.0 Healthcare 246 VST 8 5.60 small-cap Long NaN 33.0 1.867554e+08 21.0 Utilities 256 DBX 20 6.96 small-cap Long NaN 32.0 1.584479e+08 37.0 Technology 339 ASAN 23 56.06 small-cap Long NaN 33.0 1.331060e+08 34.0 Technology 277 DECK 8 2.61 small-cap Long NaN 11.0 1.165992e+08 12.0 Consumer Cyclical 268 SMAR 13 6.59 small-cap Long NaN 31.0 1.028315e+08 18.0 Technology 286 FVRR 9 -2.06 small-cap Long NaN 29.0 9.756933e+07 14.0 Communication Services 345 UPWK 11 3.98 small-cap Long NaN 29.0 6.760952e+07 23.0 Industrials 287 SYNH 7 3.98 small-cap Long NaN 7.0 6.341734e+07 21.0 Healthcare 288 ATH 6 1.56 small-cap Long NaN 6.0 6.302249e+07 77.0 Financial Services 315 VRT 37 15.06 small-cap Long NaN 37.0 5.493410e+07 67.0 Industrials 280 LSPD 14 7.26 small-cap Long NaN 31.0 4.980732e+07 33.0 Technology 337 VRNS 7 0.34 small-cap Long NaN 28.0 4.434852e+07 17.0 Technology 359 OMCL 10 1.66 small-cap Long NaN 22.0 3.794028e+07 35.0 Healthcare 265 BRKR 19 8.19 small-cap Long NaN 20.0 3.713024e+07 77.0 Healthcare 330 GMED 9 9.17 small-cap Long NaN 11.0 3.620138e+07 63.0 Healthcare 336 TNDM 9 3.64 small-cap Long NaN 26.0 3.384105e+07 19.0 Healthcare 314 ARES 9 6.91 small-cap Long NaN 28.0 3.227077e+07 23.0 Financial Services 249 FWONK 9 2.72 small-cap Long NaN 12.0 2.790761e+07 10.0 Communication Services 278 DNLI 25 18.84 small-cap Long NaN 59.0 2.526811e+07 31.0 Healthcare 300 MANH 29 9.03 small-cap Long NaN 29.0 2.353458e+07 50.0 Technology 259 KOF 27 7.13 small-cap Long NaN 41.0 9.457249e+06 65.0 Consumer Defensive 250 FWONA 9 3.59 small-cap Long NaN 10.0 3.276782e+06 12.0 Communication Services 352 DSGX 9 3.50 small-cap Long NaN 23.0 2.366280e+06 23.0 Technology 310 PBCTP 14 2.99 small-cap Long NaN 35.0 1.373439e+06 37.0 Financial Services 313 JSM 27 2.50 small-cap Long NaN 30.0 3.199107e+05 46.0 unknown Mean Return: 7.207037037037037 Mean Day/Week: 14.37037037037037 Accuracy:0.9259259259259259 *******************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 328 ALK 14 -8.14 small-cap Short NaN -60.0 1.271235e+08 -25.0 Industrials 297 RL 7 -3.19 small-cap Short NaN -33.0 1.035966e+08 -19.0 Consumer Cyclical 258 WU 15 -3.90 small-cap Short NaN -46.0 1.022253e+08 -33.0 Financial Services 349 HBI 12 -5.23 small-cap Short NaN -40.0 7.743727e+07 -27.0 Consumer Cyclical 335 PBCT 9 -4.75 small-cap Short NaN -32.0 7.282169e+07 -14.0 Financial Services 316 PFGC 9 -6.05 small-cap Short NaN -15.0 7.103030e+07 -41.0 Consumer Defensive 262 KGC 8 1.27 small-cap Short NaN -20.0 6.875988e+07 -14.0 Basic Materials 248 AU 6 6.24 small-cap Short NaN -23.0 6.790228e+07 -17.0 Basic Materials 351 VAC 15 -7.99 small-cap Short NaN -73.0 6.582269e+07 -35.0 Consumer Cyclical 308 EXEL 7 -0.19 small-cap Short NaN -34.0 6.265147e+07 -30.0 Healthcare 361 AER 8 -7.85 small-cap Short NaN -60.0 5.115426e+07 -20.0 Industrials 357 BTG 8 -1.88 small-cap Short NaN -24.0 4.981618e+07 -14.0 Basic Materials 293 RS 7 1.42 small-cap Short NaN -34.0 4.873970e+07 -14.0 Basic Materials 321 HTA 7 -0.70 small-cap Short NaN -10.0 4.495896e+07 -15.0 Real Estate 294 PAAS 12 -1.92 small-cap Short NaN -24.0 4.477713e+07 -18.0 Basic Materials 252 GL 13 2.92 small-cap Short NaN -33.0 4.413243e+07 -14.0 Financial Services 344 PSTH 8 -3.56 small-cap Short NaN -22.0 4.412815e+07 -136.0 Financial Services 301 RGA 14 -2.45 small-cap Short NaN -55.0 3.843993e+07 -22.0 Financial Services 343 SNV 12 -4.72 small-cap Short NaN -40.0 3.689986e+07 -14.0 Financial Services 324 CDK 12 -2.00 small-cap Short NaN -16.0 3.353105e+07 -18.0 Technology 309 CASY 18 -6.74 small-cap Short NaN -47.0 3.338822e+07 -20.0 Consumer Defensive 272 ATR 11 -0.42 small-cap Short NaN -35.0 3.100409e+07 -17.0 Consumer Cyclical 322 PB 7 -2.90 small-cap Short NaN -14.0 2.646706e+07 -14.0 Financial Services 282 NLSN 9 -2.76 small-cap Short NaN -30.0 2.628918e+07 -14.0 Industrials 333 TKR 12 -2.29 small-cap Short NaN -32.0 2.486735e+07 -16.0 Industrials 355 BWXT 15 -7.35 small-cap Short NaN -51.0 1.909776e+07 -34.0 Industrials 348 MDU 11 1.13 small-cap Short NaN -39.0 1.904616e+07 -14.0 Basic Materials 289 NFE 8 -7.51 small-cap Short NaN -8.0 1.683777e+07 -136.0 Utilities 342 PRI 7 -3.43 small-cap Short NaN -20.0 1.455663e+07 -14.0 Financial Services 311 GLPG 10 -3.38 small-cap Short NaN -10.0 1.183789e+07 -17.0 Healthcare 353 BOKF 7 -5.53 small-cap Short NaN -20.0 1.175372e+07 -7.0 Financial Services 247 BSAC 8 -9.34 small-cap Short NaN -8.0 1.097463e+07 -42.0 Financial Services 275 AEG 13 -3.29 small-cap Short NaN -31.0 9.973423e+06 -36.0 Financial Services 254 MNSO 11 -16.21 small-cap Short NaN -11.0 9.140457e+06 -30.0 Consumer Cyclical Mean Return: -3.6085294117647058 Mean Day/Week: 10.294117647058824 Accuracy:0.8529411764705882 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 4 Consumer Cyclical 11 Consumer Defensive 3 Energy 4 Financial Services 37 Healthcare 27 Industrials 16 Real Estate 10 Technology 32 Utilities 2 unknown 6 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 20 Communication Services 8 Consumer Cyclical 38 Consumer Defensive 15 Energy 6 Financial Services 86 Healthcare 34 Industrials 46 Real Estate 10 Technology 20 Utilities 11 unknown 4 *******************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 610 SHEN 3 -2.41 penny-cap Long NaN 3.0 6.116809e+07 5.0 Communication Services 773 NMFC 2 -0.89 penny-cap Long NaN 2.0 4.504497e+06 5.0 Financial Services Mean Return: -1.6500000000000001 Mean Day/Week: 2.5 Accuracy:0.0 *******************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 576 OM 1 0.00 penny-cap Short NaN -2.0 2.828697e+07 -5.0 Healthcare 406 GOCO 3 -2.20 penny-cap Short NaN -3.0 1.298989e+07 -5.0 Financial Services 769 CERS 1 0.00 penny-cap Short NaN -1.0 8.142006e+06 -3.0 Healthcare 605 MFGP 3 -4.81 penny-cap Short NaN -4.0 6.191008e+06 -4.0 Technology Mean Return: -3.505 Mean Day/Week: 4.0 Accuracy:1.0 *******************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 610 SHEN 3 -2.41 penny-cap Long NaN 3.0 6.116809e+07 5.0 Communication Services 773 NMFC 2 -0.89 penny-cap Long NaN 2.0 4.504497e+06 5.0 Financial Services Mean Return: -1.6500000000000001 Mean Day/Week: 2.5 Accuracy:0.0 *******************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 576 OM 1 0.00 penny-cap Short NaN -2.0 2.828697e+07 -5.0 Healthcare 450 UMBF 2 -0.34 penny-cap Short NaN -72.0 2.111981e+07 -2.0 Financial Services 406 GOCO 3 -2.20 penny-cap Short NaN -3.0 1.298989e+07 -5.0 Financial Services 717 GWB 1 0.00 penny-cap Short NaN -40.0 1.106132e+07 -3.0 Financial Services 769 CERS 1 0.00 penny-cap Short NaN -1.0 8.142006e+06 -3.0 Healthcare 605 MFGP 3 -4.81 penny-cap Short NaN -4.0 6.191008e+06 -4.0 Technology Mean Return: -2.4499999999999997 Mean Day/Week: 3.6666666666666665 Accuracy:1.0 *******************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 610 SHEN 3 -2.41 penny-cap Long NaN 3.0 6.116809e+07 5.0 Communication Services 534 KYMR 4 -6.85 penny-cap Long NaN 4.0 3.130641e+07 29.0 Healthcare 454 ALKS 3 0.75 penny-cap Long NaN 3.0 2.892457e+07 52.0 Healthcare 709 TSLX 3 2.01 penny-cap Long NaN 3.0 1.933050e+07 29.0 Financial Services 412 WTS 5 0.03 penny-cap Long NaN 5.0 1.689504e+07 53.0 Industrials 666 CCCC 1 0.00 penny-cap Long NaN 1.0 1.340942e+07 25.0 Healthcare 632 DEA 1 0.00 penny-cap Long NaN 1.0 8.378806e+06 9.0 Real Estate 773 NMFC 2 -0.89 penny-cap Long NaN 2.0 4.504497e+06 5.0 Financial Services 751 NMZ 5 1.04 penny-cap Long NaN 5.0 3.155733e+06 64.0 Financial Services 731 BXMX 3 -0.55 penny-cap Long NaN 3.0 2.150730e+06 77.0 Financial Services 559 NUV 3 -0.77 penny-cap Long NaN 3.0 2.024907e+06 37.0 Financial Services 429 ESGRO 3 -0.35 penny-cap Long NaN 3.0 5.913285e+05 9.0 Financial Services 643 NSS 4 -0.15 penny-cap Long NaN 4.0 5.447360e+05 77.0 unknown Mean Return: -0.7400000000000001 Mean Day/Week: 3.6363636363636362 Accuracy:0.36363636363636365 *******************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 401 TRIP 2 -2.21 penny-cap Short NaN -2.0 7.022489e+07 -49.0 Consumer Cyclical 405 DOYU 2 -0.90 penny-cap Short NaN -2.0 4.605631e+07 -74.0 Communication Services 456 IRBT 3 -2.13 penny-cap Short NaN -3.0 3.640444e+07 -136.0 Technology 529 NUVA 3 0.20 penny-cap Short NaN -3.0 3.459089e+07 -6.0 Healthcare 576 OM 1 0.00 penny-cap Short NaN -2.0 2.828697e+07 -5.0 Healthcare 672 BALY 1 0.00 penny-cap Short NaN -1.0 2.506207e+07 -56.0 Consumer Cyclical 492 PCRX 2 -1.56 penny-cap Short NaN -2.0 2.430339e+07 -67.0 Healthcare 473 TRTN 1 0.00 penny-cap Short NaN -1.0 2.208495e+07 -48.0 Industrials 733 GNOG 2 -7.66 penny-cap Short NaN -2.0 1.876755e+07 -136.0 Consumer Cyclical 510 AVAV 4 -2.40 penny-cap Short NaN -5.0 1.709780e+07 -8.0 Industrials 455 SLQT 1 0.00 penny-cap Short NaN -1.0 1.707821e+07 -41.0 Financial Services 419 RSI 1 0.00 penny-cap Short NaN -1.0 1.588752e+07 -136.0 Consumer Cyclical 802 WPRT 1 0.00 penny-cap Short NaN -1.0 1.506239e+07 -74.0 Consumer Cyclical 486 AMRN 1 0.00 penny-cap Short NaN -1.0 1.370352e+07 -136.0 Healthcare 406 GOCO 3 -2.20 penny-cap Short NaN -3.0 1.298989e+07 -5.0 Financial Services 698 MASS 3 -2.55 penny-cap Short NaN -3.0 1.109120e+07 -136.0 Healthcare 592 THRM 2 -1.66 penny-cap Short NaN -2.0 1.085126e+07 -17.0 Consumer Cyclical 625 CALM 2 0.37 penny-cap Short NaN -2.0 1.073592e+07 -55.0 Consumer Defensive 399 NEU 1 0.00 penny-cap Short NaN -1.0 1.040462e+07 -136.0 Basic Materials 769 CERS 1 0.00 penny-cap Short NaN -1.0 8.142006e+06 -3.0 Healthcare 706 NRIX 3 -7.91 penny-cap Short NaN -3.0 8.107440e+06 -136.0 Healthcare 678 ATSG 2 -1.30 penny-cap Short NaN -2.0 8.094297e+06 -54.0 Industrials 813 VITL 4 0.61 penny-cap Short NaN -4.0 7.822979e+06 -76.0 Consumer Defensive 785 TCMD 2 -1.66 penny-cap Short NaN -2.0 6.821210e+06 -7.0 Healthcare 605 MFGP 3 -4.81 penny-cap Short NaN -4.0 6.191008e+06 -4.0 Technology 656 ALG 1 0.00 penny-cap Short NaN -1.0 5.884320e+06 -25.0 Industrials 665 ICLK 1 0.00 penny-cap Short NaN -1.0 5.548864e+06 -74.0 Communication Services 708 MRSN 2 0.00 penny-cap Short NaN -2.0 5.313368e+06 -136.0 Healthcare 686 LKFN 1 0.00 penny-cap Short NaN -1.0 5.071069e+06 -50.0 Financial Services 647 FMTX 3 -2.92 penny-cap Short NaN -5.0 4.424297e+06 -20.0 Healthcare 675 ARQT 2 -2.20 penny-cap Short NaN -2.0 3.873791e+06 -40.0 Healthcare 567 ALVR 1 0.00 penny-cap Short NaN -1.0 3.108629e+06 -136.0 Healthcare 649 CLBK 2 0.65 penny-cap Short NaN -2.0 3.045979e+06 -25.0 Financial Services 772 JOUT 2 -0.58 penny-cap Short NaN -2.0 2.648402e+06 -35.0 Consumer Cyclical 759 ATRI 1 0.00 penny-cap Short NaN -1.0 2.458572e+06 -53.0 Healthcare 638 SPNS 5 0.39 penny-cap Short NaN -5.0 1.927410e+06 -45.0 Technology 434 MOR 5 -1.94 penny-cap Short NaN -5.0 1.117870e+06 -136.0 Healthcare Mean Return: -1.9291304347826084 Mean Day/Week: 3.347826086956522 Accuracy:0.7391304347826086 *******************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 507 JKS 8 37.38 penny-cap Long NaN 34.0 4.588714e+08 10.0 Technology 413 NTLA 10 66.52 penny-cap Long NaN 26.0 4.092060e+08 31.0 Healthcare 597 RIG 10 5.87 penny-cap Long NaN 10.0 1.409823e+08 26.0 Energy 369 CROX 9 -0.21 penny-cap Long NaN 9.0 9.511519e+07 77.0 Consumer Cyclical 420 CELH 9 -4.13 penny-cap Long NaN 10.0 8.057658e+07 33.0 Consumer Defensive 546 RVLV 15 15.41 penny-cap Long NaN 28.0 7.159957e+07 38.0 Consumer Cyclical 443 SYNA 9 2.68 penny-cap Long NaN 23.0 6.559629e+07 23.0 Technology 661 IRWD 11 -2.05 penny-cap Long NaN 11.0 6.362037e+07 61.0 Healthcare 384 RPD 15 9.50 penny-cap Long NaN 33.0 6.215725e+07 37.0 Technology 552 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 66.0 Real Estate 394 JOBS 26 6.29 penny-cap Long NaN 65.0 5.758655e+07 45.0 Industrials 382 IIPR 7 2.97 penny-cap Long NaN 30.0 5.696160e+07 22.0 Real Estate 388 JCOM 19 11.29 penny-cap Long NaN 22.0 5.032561e+07 77.0 Technology 370 WK 15 15.44 penny-cap Long NaN 31.0 4.712893e+07 23.0 Technology 451 APLS 29 28.58 penny-cap Long NaN 59.0 4.473001e+07 36.0 Healthcare 756 RAVN 12 -0.56 penny-cap Long NaN 12.0 4.221503e+07 54.0 Industrials 608 DOMO 24 22.50 penny-cap Long NaN 32.0 3.770337e+07 33.0 Technology 441 OPCH 20 6.09 penny-cap Long NaN 29.0 3.734981e+07 22.0 Healthcare 461 SPT 24 31.56 penny-cap Long NaN 30.0 3.623230e+07 32.0 Technology 400 TRUP 21 20.81 penny-cap Long NaN 59.0 3.614376e+07 29.0 Financial Services 542 NSA 26 12.48 penny-cap Long NaN 26.0 3.517239e+07 77.0 Real Estate 720 PACK 11 0.59 penny-cap Long NaN 12.0 3.514453e+07 36.0 Consumer Cyclical 501 PHR 10 9.09 penny-cap Long NaN 29.0 3.490676e+07 21.0 Healthcare 616 DDS 12 11.69 penny-cap Long NaN 37.0 3.484323e+07 52.0 Consumer Cyclical 495 FRHC 15 9.64 penny-cap Long NaN 27.0 3.297124e+07 26.0 Financial Services 467 KTOS 6 -3.69 penny-cap Long NaN 24.0 3.053336e+07 9.0 Industrials 514 MIME 40 17.14 penny-cap Long NaN 67.0 2.995684e+07 42.0 Technology 554 MXL 10 4.61 penny-cap Long NaN 29.0 2.960982e+07 31.0 Technology 660 BOOT 10 -3.28 penny-cap Long NaN 10.0 2.796167e+07 77.0 Consumer Cyclical 577 MGY 12 2.83 penny-cap Long NaN 28.0 2.620590e+07 29.0 Energy 463 PZZA 17 3.15 penny-cap Long NaN 21.0 2.255367e+07 43.0 Consumer Cyclical 520 SMPL 7 2.12 penny-cap Long NaN 17.0 2.241178e+07 72.0 Consumer Defensive 411 KRNT 17 1.49 penny-cap Long NaN 31.0 2.225810e+07 29.0 Industrials 770 STAR 8 1.32 penny-cap Long NaN 18.0 2.205423e+07 20.0 Real Estate 816 CDMO 25 20.30 penny-cap Long NaN 25.0 2.156381e+07 77.0 Healthcare 368 GSHD 7 -2.73 penny-cap Long NaN 26.0 2.063679e+07 16.0 Financial Services 623 PRFT 61 27.04 penny-cap Long NaN 61.0 2.011220e+07 77.0 Technology 385 HLI 12 5.89 penny-cap Long NaN 39.0 1.992325e+07 39.0 Financial Services 685 CNST 19 0.95 penny-cap Long NaN 51.0 1.984187e+07 25.0 Healthcare 440 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 755 CRTO 8 2.62 penny-cap Long NaN 8.0 1.930592e+07 77.0 Communication Services 573 RMBS 14 3.89 penny-cap Long NaN 28.0 1.914285e+07 17.0 Technology 396 HCM 9 18.29 penny-cap Long NaN 9.0 1.912233e+07 10.0 Healthcare 732 BLFS 13 12.82 penny-cap Long NaN 33.0 1.895051e+07 16.0 Healthcare 631 TBIO 6 9.67 penny-cap Long NaN 25.0 1.863330e+07 11.0 Healthcare 752 VLRS 15 13.36 penny-cap Long NaN 15.0 1.811516e+07 77.0 Industrials 515 AMRC 24 13.85 penny-cap Long NaN 65.0 1.800896e+07 29.0 Industrials 392 HASI 6 0.84 penny-cap Long NaN 30.0 1.770772e+07 14.0 Real Estate 367 DAVA 35 27.11 penny-cap Long NaN 51.0 1.666022e+07 54.0 Technology 740 QADA 7 -0.39 penny-cap Long NaN 7.0 1.590147e+07 28.0 Technology 758 EVRI 12 3.98 penny-cap Long NaN 51.0 1.582872e+07 54.0 Consumer Cyclical 433 GOOS 6 -3.08 penny-cap Long NaN 10.0 1.393547e+07 9.0 Consumer Cyclical 606 SKY 13 4.89 penny-cap Long NaN 29.0 1.386960e+07 29.0 Consumer Cyclical 535 ATRC 9 3.64 penny-cap Long NaN 9.0 1.343731e+07 77.0 Healthcare 674 SYKE 12 -0.78 penny-cap Long NaN 13.0 1.343565e+07 13.0 Technology 425 SIGI 9 1.45 penny-cap Long NaN 9.0 1.332369e+07 12.0 Financial Services 655 ZUO 11 1.37 penny-cap Long NaN 17.0 1.296969e+07 17.0 Technology 477 CNS 41 15.70 penny-cap Long NaN 84.0 1.242378e+07 52.0 Financial Services 767 LNTH 14 12.77 penny-cap Long NaN 26.0 1.207244e+07 28.0 Healthcare 505 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 63.0 Financial Services 431 VICR 9 8.02 penny-cap Long NaN 31.0 1.134694e+07 26.0 Technology 722 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 683 BSIG 11 1.63 penny-cap Long NaN 11.0 9.495389e+06 68.0 Financial Services 448 WNS 15 5.57 penny-cap Long NaN 32.0 9.477305e+06 33.0 Industrials 748 PRCH 6 2.06 penny-cap Long NaN 37.0 8.972799e+06 26.0 Technology 403 ALTR 9 -1.40 penny-cap Long NaN 9.0 8.661484e+06 13.0 Technology 783 ZUMZ 9 0.69 penny-cap Long NaN 10.0 8.056395e+06 12.0 Consumer Cyclical 744 INVA 12 1.17 penny-cap Long NaN 12.0 7.818925e+06 41.0 Healthcare 611 CVA 20 2.23 penny-cap Long NaN 20.0 7.805682e+06 47.0 Industrials 421 INOV 20 4.82 penny-cap Long NaN 20.0 6.900728e+06 77.0 Healthcare 644 CSII 12 1.33 penny-cap Long NaN 32.0 6.887880e+06 21.0 Healthcare 651 HSKA 20 12.47 penny-cap Long NaN 20.0 6.862987e+06 37.0 Healthcare 703 VCRA 7 1.43 penny-cap Long NaN 26.0 6.844974e+06 13.0 Technology 734 LASR 7 -1.25 penny-cap Long NaN 31.0 6.834323e+06 12.0 Technology 482 SOGO 7 2.81 penny-cap Long NaN 7.0 6.393488e+06 62.0 Communication Services 636 HLIO 8 3.77 penny-cap Long NaN 11.0 6.255645e+06 26.0 Industrials 488 CCU 8 6.30 penny-cap Long NaN 16.0 5.768695e+06 11.0 Consumer Defensive 511 BSTZ 15 6.16 penny-cap Long NaN 27.0 5.570316e+06 32.0 unknown 633 CRVL 11 8.37 penny-cap Long NaN 11.0 5.555535e+06 65.0 Financial Services 588 VRRM 16 4.00 penny-cap Long NaN 16.0 5.532555e+06 24.0 Industrials 600 EVA 10 1.51 penny-cap Long NaN 11.0 5.490971e+06 12.0 Basic Materials 693 EVV 23 3.13 penny-cap Long NaN 35.0 5.290038e+06 37.0 Financial Services 781 MDXG 6 -2.11 penny-cap Long NaN 27.0 5.041546e+06 18.0 Healthcare 408 NEA 9 1.16 penny-cap Long NaN 30.0 4.870779e+06 64.0 Financial Services 427 MSP 11 1.94 penny-cap Long NaN 11.0 4.141102e+06 37.0 Technology 478 NAD 33 4.13 penny-cap Long NaN 33.0 4.025670e+06 64.0 Financial Services 704 MLAB 8 1.03 penny-cap Long NaN 59.0 3.923717e+06 26.0 Technology 724 HYT 7 -0.31 penny-cap Long NaN 30.0 3.814973e+06 37.0 Financial Services 753 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 680 BBN 21 3.07 penny-cap Long NaN 71.0 3.578820e+06 35.0 Financial Services 811 SPH 6 3.04 penny-cap Long NaN 37.0 3.243839e+06 21.0 Utilities 648 DCBO 12 13.89 penny-cap Long NaN 67.0 2.966008e+06 52.0 Technology 561 NZF 13 1.81 penny-cap Long NaN 27.0 2.726892e+06 64.0 Financial Services 735 NFJ 11 3.14 penny-cap Long NaN 23.0 2.177481e+06 68.0 Financial Services 765 FAX 11 1.15 penny-cap Long NaN 63.0 2.092567e+06 31.0 Financial Services 711 BTZ 10 2.79 penny-cap Long NaN 69.0 2.077513e+06 47.0 Financial Services 580 NAC 6 0.57 penny-cap Long NaN 6.0 2.034119e+06 64.0 Financial Services 791 HQH 10 2.13 penny-cap Long NaN 29.0 2.021043e+06 22.0 Financial Services 621 ADX 7 1.01 penny-cap Long NaN 7.0 2.016785e+06 77.0 Financial Services 730 USAC 6 0.63 penny-cap Long NaN 17.0 1.980762e+06 38.0 Energy 794 EOS 8 1.86 penny-cap Long NaN 20.0 1.978639e+06 33.0 Financial Services 788 CHY 9 0.80 penny-cap Long NaN 26.0 1.687084e+06 65.0 Financial Services 688 VCTR 11 4.94 penny-cap Long NaN 11.0 1.527401e+06 77.0 Financial Services 754 NRK 25 2.26 penny-cap Long NaN 25.0 4.297347e+05 61.0 Financial Services 745 QADB 7 -0.62 penny-cap Long NaN 22.0 1.173233e+05 27.0 Technology Mean Return: 6.560952380952381 Mean Day/Week: 13.80952380952381 Accuracy:0.8571428571428571 *******************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 372 NYCB 19 -4.68 penny-cap Short NaN -19.0 1.334982e+08 -45.0 Financial Services 539 SAVE 23 -19.16 penny-cap Short NaN -23.0 1.280830e+08 -41.0 Industrials 397 JBLU 16 -10.94 penny-cap Short NaN -61.0 1.063288e+08 -25.0 Industrials 445 SABR 7 -0.90 penny-cap Short NaN -8.0 9.145210e+07 -11.0 Technology 393 HFC 14 -7.61 penny-cap Short NaN -14.0 8.951360e+07 -45.0 Energy 423 PK 7 -7.04 penny-cap Short NaN -7.0 7.449850e+07 -8.0 Real Estate 462 ADS 11 -1.46 penny-cap Short NaN -35.0 7.412658e+07 -14.0 Financial Services 668 PLAY 18 -13.87 penny-cap Short NaN -18.0 6.448081e+07 -41.0 Consumer Cyclical 547 FLR 15 -10.48 penny-cap Short NaN -38.0 6.222325e+07 -38.0 Industrials 596 CAKE 14 -6.54 penny-cap Short NaN -40.0 6.154034e+07 -19.0 Consumer Cyclical 778 CVM 6 -31.75 penny-cap Short NaN -7.0 5.939462e+07 -7.0 Healthcare 415 KBH 11 -5.73 penny-cap Short NaN -54.0 5.067133e+07 -20.0 Consumer Cyclical 657 EB 16 -16.98 penny-cap Short NaN -71.0 4.670704e+07 -40.0 Technology 544 EAF 6 -1.25 penny-cap Short NaN -26.0 4.315839e+07 -14.0 Industrials 378 AUY 6 1.71 penny-cap Short NaN -18.0 4.198260e+07 -14.0 Basic Materials 471 CBRL 20 -7.60 penny-cap Short NaN -58.0 4.121897e+07 -41.0 Consumer Cyclical 566 FBC 6 0.78 penny-cap Short NaN -19.0 3.941321e+07 -15.0 Financial Services 617 ENDP 11 -18.74 penny-cap Short NaN -11.0 3.828162e+07 -71.0 Healthcare 571 ATI 7 3.89 penny-cap Short NaN -19.0 3.484262e+07 -14.0 Industrials 508 ISBC 7 -5.21 penny-cap Short NaN -73.0 3.342376e+07 -14.0 Financial Services 497 ALGT 25 -15.29 penny-cap Short NaN -74.0 3.106773e+07 -46.0 Industrials 512 COLB 14 -11.61 penny-cap Short NaN -75.0 3.005041e+07 -60.0 Financial Services 398 IDA 6 1.70 penny-cap Short NaN -39.0 2.986315e+07 -13.0 Utilities 437 AVT 12 -0.66 penny-cap Short NaN -46.0 2.889966e+07 -14.0 Technology 506 BXS 18 -11.81 penny-cap Short NaN -18.0 2.685256e+07 -55.0 Financial Services 453 EQC 6 0.88 penny-cap Short NaN -11.0 2.663068e+07 -11.0 Real Estate 410 VLY 7 -2.83 penny-cap Short NaN -70.0 2.626633e+07 -14.0 Financial Services 543 ABM 17 -10.15 penny-cap Short NaN -55.0 2.570632e+07 -27.0 Industrials 428 POR 9 -0.57 penny-cap Short NaN -48.0 2.406084e+07 -14.0 Utilities 414 HAIN 10 -0.90 penny-cap Short NaN -10.0 2.390211e+07 -56.0 Consumer Defensive 598 TSE 14 -0.91 penny-cap Short NaN -34.0 2.386053e+07 -35.0 Basic Materials 635 MDGL 11 -4.50 penny-cap Short NaN -33.0 2.336193e+07 -29.0 Healthcare 662 FSM 14 -11.13 penny-cap Short NaN -14.0 2.197013e+07 -24.0 Basic Materials 524 ASB 11 -6.78 penny-cap Short NaN -30.0 2.169158e+07 -14.0 Financial Services 509 DAN 12 -4.17 penny-cap Short NaN -20.0 2.116138e+07 -14.0 Consumer Cyclical 558 THS 28 -7.70 penny-cap Short NaN -30.0 2.095571e+07 -45.0 Consumer Defensive 374 SAGE 16 -6.81 penny-cap Short NaN -16.0 2.094768e+07 -17.0 Healthcare 522 ONB 14 -7.29 penny-cap Short NaN -72.0 2.083769e+07 -47.0 Financial Services 525 NWE 13 -0.25 penny-cap Short NaN -50.0 2.077946e+07 -30.0 Utilities 389 AL 19 -10.01 penny-cap Short NaN -19.0 2.055539e+07 -42.0 Industrials 615 BCC 11 0.15 penny-cap Short NaN -36.0 2.053144e+07 -17.0 Basic Materials 452 MDC 17 -1.96 penny-cap Short NaN -55.0 2.052934e+07 -26.0 Consumer Cyclical 607 SKYW 23 -12.86 penny-cap Short NaN -74.0 1.908692e+07 -47.0 Industrials 575 FULT 13 0.41 penny-cap Short NaN -73.0 1.886523e+07 -30.0 Financial Services 564 FUN 7 0.67 penny-cap Short NaN -7.0 1.828865e+07 -41.0 Consumer Cyclical 379 MMS 6 -0.16 penny-cap Short NaN -51.0 1.796557e+07 -7.0 Industrials 480 TRN 12 -3.66 penny-cap Short NaN -13.0 1.779841e+07 -14.0 Industrials 523 HMY 8 2.15 penny-cap Short NaN -23.0 1.728011e+07 -17.0 Basic Materials 476 FNB 7 -4.48 penny-cap Short NaN -73.0 1.721933e+07 -14.0 Financial Services 541 AVA 13 -1.41 penny-cap Short NaN -57.0 1.663224e+07 -26.0 Utilities 407 UBSI 7 -5.18 penny-cap Short NaN -30.0 1.586365e+07 -14.0 Financial Services 551 IBOC 12 -10.00 penny-cap Short NaN -34.0 1.539686e+07 -14.0 Financial Services 483 BOH 7 -2.78 penny-cap Short NaN -39.0 1.526595e+07 -41.0 Financial Services 447 HOMB 13 -2.07 penny-cap Short NaN -73.0 1.480371e+07 -20.0 Financial Services 517 UTZ 17 -4.55 penny-cap Short NaN -39.0 1.461875e+07 -38.0 Consumer Defensive 540 UCBI 7 -3.40 penny-cap Short NaN -30.0 1.429298e+07 -14.0 Financial Services 489 PDCO 9 -3.75 penny-cap Short NaN -10.0 1.414339e+07 -10.0 Healthcare 569 MSGE 7 -0.50 penny-cap Short NaN -14.0 1.394761e+07 -75.0 Communication Services 574 IOSP 14 -5.14 penny-cap Short NaN -19.0 1.362245e+07 -20.0 Basic Materials 699 CYTK 6 -6.06 penny-cap Short NaN -6.0 1.284589e+07 -27.0 Healthcare 536 AUB 11 -4.71 penny-cap Short NaN -25.0 1.278439e+07 -14.0 Financial Services 484 AGI 6 5.47 penny-cap Short NaN -21.0 1.277298e+07 -14.0 Basic Materials 553 WWW 14 -4.86 penny-cap Short NaN -39.0 1.274926e+07 -34.0 Consumer Cyclical 619 MTOR 15 -5.71 penny-cap Short NaN -15.0 1.271998e+07 -68.0 Consumer Cyclical 601 CMP 14 -4.66 penny-cap Short NaN -32.0 1.256572e+07 -17.0 Basic Materials 612 FMBI 21 -10.29 penny-cap Short NaN -70.0 1.204175e+07 -35.0 Financial Services 695 PRIM 14 -5.45 penny-cap Short NaN -14.0 1.192907e+07 -53.0 Industrials 459 NJR 6 1.60 penny-cap Short NaN -39.0 1.192800e+07 -11.0 Utilities 380 FTDR 6 -2.18 penny-cap Short NaN -21.0 1.187990e+07 -53.0 Consumer Cyclical 481 SR 11 1.52 penny-cap Short NaN -11.0 1.179107e+07 -11.0 Utilities 799 BJRI 19 -9.15 penny-cap Short NaN -75.0 1.157547e+07 -35.0 Consumer Cyclical 432 PSB 8 0.96 penny-cap Short NaN -15.0 1.103996e+07 -15.0 Real Estate 653 CVI 13 -4.31 penny-cap Short NaN -17.0 1.089405e+07 -66.0 Energy 381 ESGR 8 0.27 penny-cap Short NaN -69.0 1.049382e+07 -26.0 Financial Services 671 PATK 14 -1.98 penny-cap Short NaN -39.0 9.972076e+06 -24.0 Consumer Cyclical 654 LZB 15 -2.95 penny-cap Short NaN -39.0 9.760570e+06 -35.0 Consumer Cyclical 479 GATX 11 -3.99 penny-cap Short NaN -34.0 9.581133e+06 -14.0 Industrials 705 HOPE 13 -3.25 penny-cap Short NaN -70.0 9.413268e+06 -14.0 Financial Services 557 EQX 10 -5.19 penny-cap Short NaN -15.0 9.396215e+06 -14.0 Basic Materials 550 FIBK 20 -9.29 penny-cap Short NaN -74.0 9.391666e+06 -41.0 Financial Services 681 BV 13 1.80 penny-cap Short NaN -47.0 9.326887e+06 -20.0 Industrials 532 CVBF 13 -3.02 penny-cap Short NaN -14.0 9.312522e+06 -14.0 Financial Services 527 CATY 7 -5.67 penny-cap Short NaN -19.0 9.226171e+06 -7.0 Financial Services 663 NWBI 13 0.37 penny-cap Short NaN -13.0 9.110317e+06 -14.0 Financial Services 784 ACRS 21 -7.19 penny-cap Short NaN -60.0 9.056139e+06 -42.0 Healthcare 812 ENTA 7 -4.10 penny-cap Short NaN -42.0 8.891413e+06 -36.0 Healthcare 692 CGEM 13 3.70 penny-cap Short NaN -13.0 8.804253e+06 -124.0 Healthcare 652 SBCF 13 -2.37 penny-cap Short NaN -35.0 8.709068e+06 -14.0 Financial Services 563 RUSHA 14 -4.21 penny-cap Short NaN -55.0 8.704361e+06 -25.0 Consumer Cyclical 696 TBK 13 -2.12 penny-cap Short NaN -52.0 8.478999e+06 -35.0 Financial Services 789 AMSF 12 -1.60 penny-cap Short NaN -33.0 8.401349e+06 -23.0 Financial Services 613 BANF 19 -8.23 penny-cap Short NaN -35.0 8.394247e+06 -31.0 Financial Services 533 SCL 11 -3.51 penny-cap Short NaN -31.0 8.375138e+06 -14.0 Basic Materials 583 AVNS 7 -2.40 penny-cap Short NaN -7.0 8.236448e+06 -136.0 Healthcare 764 PLUS 26 -7.30 penny-cap Short NaN -40.0 8.212635e+06 -34.0 Technology 537 XNCR 7 -3.74 penny-cap Short NaN -7.0 7.601818e+06 -136.0 Healthcare 750 TBPH 8 -9.48 penny-cap Short NaN -8.0 7.448825e+06 -38.0 Healthcare 641 FBK 21 -10.98 penny-cap Short NaN -73.0 7.378468e+06 -50.0 Financial Services 738 EHTH 6 -7.13 penny-cap Short NaN -46.0 7.244602e+06 -24.0 Financial Services 700 NWN 7 -1.58 penny-cap Short NaN -51.0 7.217620e+06 -13.0 Utilities 595 PVG 9 -1.23 penny-cap Short NaN -24.0 7.116775e+06 -21.0 Basic Materials 741 HURN 7 -4.04 penny-cap Short NaN -32.0 6.859041e+06 -17.0 Industrials 687 AMWD 8 -4.67 penny-cap Short NaN -47.0 6.723473e+06 -39.0 Consumer Cyclical 485 NG 8 5.82 penny-cap Short NaN -20.0 6.689454e+06 -15.0 Basic Materials 593 FRME 19 -8.07 penny-cap Short NaN -72.0 6.618244e+06 -31.0 Financial Services 694 NBTB 14 -8.07 penny-cap Short NaN -30.0 6.577094e+06 -30.0 Financial Services 555 MANU 6 -1.77 penny-cap Short NaN -6.0 6.567624e+06 -46.0 Consumer Cyclical 810 PRA 14 -8.04 penny-cap Short NaN -72.0 6.381546e+06 -41.0 Financial Services 504 BVN 6 -0.62 penny-cap Short NaN -18.0 5.717183e+06 -16.0 Basic Materials 646 CFFN 30 -6.61 penny-cap Short NaN -30.0 5.666427e+06 -65.0 Financial Services 639 TRMK 14 -5.35 penny-cap Short NaN -69.0 5.648301e+06 -30.0 Financial Services 629 HTLF 6 -3.58 penny-cap Short NaN -20.0 5.601914e+06 -8.0 Financial Services 729 NXGN 7 -0.14 penny-cap Short NaN -11.0 5.476125e+06 -136.0 Healthcare 723 CVGW 20 -9.80 penny-cap Short NaN -50.0 5.286017e+06 -47.0 Consumer Defensive 614 PRK 14 -8.03 penny-cap Short NaN -20.0 5.275379e+06 -47.0 Financial Services 779 SAFT 13 -2.63 penny-cap Short NaN -30.0 5.210656e+06 -26.0 Financial Services 797 NBHC 13 -1.56 penny-cap Short NaN -73.0 4.877302e+06 -31.0 Financial Services 682 WABC 19 -6.79 penny-cap Short NaN -74.0 4.806169e+06 -31.0 Financial Services 493 ADV 7 -4.78 penny-cap Short NaN -41.0 4.707873e+06 -15.0 Communication Services 790 ORIC 23 -3.16 penny-cap Short NaN -23.0 4.573412e+06 -136.0 Healthcare 684 HTLD 34 -6.59 penny-cap Short NaN -54.0 4.408062e+06 -40.0 Industrials 548 MEOH 14 -0.39 penny-cap Short NaN -32.0 4.337223e+06 -41.0 Basic Materials 801 AKRO 6 -5.90 penny-cap Short NaN -6.0 4.108537e+06 -11.0 Healthcare 775 OCFC 14 -7.39 penny-cap Short NaN -69.0 3.744564e+06 -43.0 Financial Services 727 KROS 9 -8.55 penny-cap Short NaN -9.0 3.638647e+06 -47.0 Healthcare 777 CHCO 7 -2.76 penny-cap Short NaN -71.0 3.454615e+06 -50.0 Financial Services 677 NTB 13 -1.16 penny-cap Short NaN -40.0 3.426176e+06 -31.0 Financial Services 768 TCBK 13 -3.45 penny-cap Short NaN -19.0 3.203457e+06 -14.0 Financial Services 712 TRS 8 -3.93 penny-cap Short NaN -19.0 2.964814e+06 -13.0 Industrials 807 MATW 14 -7.05 penny-cap Short NaN -73.0 2.368581e+06 -31.0 Industrials 659 KRO 12 -5.22 penny-cap Short NaN -38.0 2.079267e+06 -22.0 Basic Materials 793 FOR 18 -4.51 penny-cap Short NaN -43.0 2.017541e+06 -32.0 Real Estate 796 PFC 7 -6.46 penny-cap Short NaN -74.0 1.696843e+06 -49.0 Financial Services 713 WMK 6 0.07 penny-cap Short NaN -6.0 1.612390e+06 -55.0 Consumer Defensive 446 IFS 8 -5.23 penny-cap Short NaN -19.0 1.297286e+06 -22.0 Financial Services 578 CENT 7 -7.70 penny-cap Short NaN -58.0 1.205450e+06 -20.0 Consumer Defensive 562 RUSHB 14 -6.23 penny-cap Short NaN -58.0 7.862662e+05 -25.0 Consumer Cyclical 726 NEXA 15 4.06 penny-cap Short NaN -19.0 7.413513e+05 -20.0 Basic Materials 584 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -121.0 unknown 689 MNTK 12 -18.30 penny-cap Short NaN -12.0 3.908661e+05 -115.0 Utilities 502 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -125.0 unknown 670 SBLKZ 9 0.08 penny-cap Short NaN -9.0 2.905885e+05 -29.0 unknown 624 ITCB 7 -10.38 penny-cap Short NaN -50.0 1.032444e+05 -42.0 Financial Services 586 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 503 HKIB 13 -7.54 penny-cap Short NaN -54.0 3.135000e+04 -33.0 Financial Services 500 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -125.0 Financial Services 658 PRTC 13 -3.81 penny-cap Short NaN -13.0 0.000000e+00 -39.0 Healthcare Mean Return: -4.677278911564627 Mean Day/Week: 12.34013605442177 Accuracy:0.8435374149659864 ************************************** ************************************** ************************************** Error: []
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reasongamez · 3 years
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ASUS GeForce RTX 3060 TUF Gaming Graphics Card With 12 GB GDDR6 Memory Pictured
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ASUS’s GeForce RTX 3060 TUF Gaming graphics card that features 12 GB GDDR6 memory has been leaked by Videocardz. The graphics card is one of the several custom models for NVIDIA’s GeForce RTX 3060 graphics card which is aiming a launch this quarter.
ASUS GeForce RTX 3060 12 GB GDDR6 Graphics Card Pictured, TUF Gaming Design With Triple-Fan Cooling
According to Videocardz, the NVIDIA GeForce RTX 3060 was reportedly going to be offered in two flavors, a 6 GB and a 12 GB model, but based on new information, it looks like the 6 GB model may not get to see the light of day, at least that is what’s rumored right now. The 12 GB variant on the other hand will be coming to market around February though we might see an announcement at CES 2021.
Coming to the specifications, the brand new Ampere graphics card will feature 12 GB of GDDR6 memory which is more than the GeForce RTX 3060 Ti, GeForce RTX 3070, and GeForce RTX 3080 cards. ASUS will be offering the graphics card in several custom flavors including its ROG STRIX design but right now, we have the TUF Gaming GeForce RTX 3060 (ASUS TUF-RTX3060-O12G-Gaming) leaked out. As for the specific Ampere GPU, the card is said to be based on the GA106-300 GPU which should offer 3584 cores in 28 SM units.
The card itself features a 2.7 slot design and a large aluminum shroud with three massive fans that come with 0dB technology. The heatsink underneath the card is a massive aluminum fin array with several copper heat pipes running through it. The card makes use of a custom PCB design but the cooler and the backplate extend beyond it. Based on previous implementations, ASUS might go for either a single 8-pin or a dual 8-pin connector configuration for this graphics card. Display outputs include a dual HDMI and 3 DisplayPort outputs.
In terms of performance, the ASUS GeForce RTX 3060 TUF Gaming graphics card should end up somewhere between the GeForce RTX 2070 SUPER and the GeForce RTX 2080 which is decent if it is priced right. A price of around $349 US should be expected but it is likely it would end up at around $379 US due to the larger 12 GB VRAM pool on the card.
NVIDIA GeForce RTX 30 Series ‘Ampere’ Graphics Card Specifications:
Graphics Card Name NVIDIA GeForce RTX 3050 NVIDIA GeForce RTX 3050 Ti NVIDIA GeForce RTX 3060 Ti NVIDIA GeForce RTX 3060 Ultra NVIDIA GeForce RTX 3070 NVIDIA GeForce RTX 3070 Ti? NVIDIA GeForce RTX 3080 NVIDIA GeForce RTX 3080 Ti? NVIDIA GeForce RTX 3090 GPU Name Ampere GA107 Ampere GA106? Ampere GA104-200 Ampere GA104-250? Ampere GA104-300 Ampere GA102-150 Ampere GA102-200 Ampere GA102-250 Ampere GA102-300 Process Node Samsung 8nm Samsung 8nm Samsung 8nm Samsung 8nm Samsung 8nm Samsung 8nm Samsung 8nm Samsung 8nm Samsung 8nm Die Size TBA TBA 395.2mm2 TBA 395.2mm2 628.4mm2 628.4mm2 628.4mm2 628.4mm2 Transistors TBA TBA 17.4 Billion TBA 17.4 Billion 28 Billion 28 Billion 28 Billion 28 Billion CUDA Cores 2304 3584 4864 3840 5888 7424 8704 10496 10496 TMUs / ROPs TBA TBA 152 / 80 TBA 184 / 96 232 / 80 272 / 96 328 / 112 328 / 112 Tensor / RT Cores TBA TBA 152 / 38 TBA 184 / 46 232 / 58 272 / 68 328 / 82 328 / 82 Base Clock TBA TBA 1410 MHz TBA 1500 MHz TBA 1440 MHz TBA 1400 MHz Boost Clock TBA TBA 1665 MHz TBA 1730 MHz TBA 1710 MHz TBA 1700 MHz FP32 Compute TBA TBA 16.2 TFLOPs TBA 20 TFLOPs TBA 30 TFLOPs TBA 36 TFLOPs RT TFLOPs TBA TBA 32.4 TFLOPs TBA 40 TFLOPs TBA 58 TFLOPs TBA 69 TFLOPs Tensor-TOPs TBA TBA TBA TBA 163 TOPs TBA 238 TOPs TBA 285 TOPs Memory Capacity 4 GB GDDR6? 6 GB GDDR6? 8 GB GDDR6 12 GB GDDR6 8 GB GDDR6 10 GB GDDR6X? 10 GB GDDR6X 20 GB GDDR6X 24 GB GDDR6X Memory Bus 128-bit 192-bit? 256-bit 192-bit 256-bit 320-bit 320-bit 320-bit 384-bit Memory Speed TBA TBA 14 Gbps TBA 14 Gbps TBA 19 Gbps 19 Gbps 19.5 Gbps Bandwidth TBA TBA 448 Gbps TBA 448 Gbps TBA 760 Gbps 760 Gbps 936 Gbps TGP 90W? TBA 180W? TBA 220W 320W? 320W 320W 350W Price (MSRP / FE) $149? $199? $399 US? $299? $499 US $599 US? $699 US $899 US? $1499 US Launch (Availability) 2021? 2021? November 2020? 2021? 29th October Q4 2020? 17th September January 2021? 24th September
This content was originally published here.
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worldbulltech-blog · 5 years
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Con NVIDIA GFORCE 2080 SUPER troviamo 48 Streaming Multiprocessors (SM), e a cascata abbiamo anche un aumento del numero di Tensor core, RT core e Texture Unit. Si passa rispettivamente da 368 a 384, da 46 a 48 e infine da 184 a 192. Le ROP rimangono 64. Per quanto riguarda le frequenze della GPU, la nuova RTX 2080 SUPER sale sensibilmente per quanto riguarda la frequenza base – almeno nel confronto tra Founders Edition – con un clock di 1650 MHz contro i 1515 MHz della RTX 2080 FE. La frequenza di boost guadagna invece 15 MHz, passando da 1800 a 1815 MHz. Veniamo alla memoria: bus e capacità non cambiano, ma Nvidia ha spinto gli 8 GB di memoria GDDR6 di questa soluzione a 7751 MHz, ossia 15,5 Gbps. Tutte queste caratteristiche dovrebbero costituire un prodotto che secondo Nvidia è in grado di raggiungere 11 TOPs (Tera Operations Per Second) con calcoli FP32 e INT32, mentre la potenza di calcolo delle unità Tensor raggiunge 89 TFLOPs. Numeri che, sempre secondo l’azienda, porteranno la RTX 2080 SUPER a comportarsi meglio di una Titan XP. Quanto alle altre caratteristiche, abbiamo un TDP di 250 watt che richiede quindi un doppio connettore di alimentazione (6 pin, 8 pin). - - - - #gaming #gamer #game #videogames #games #ps4 #playstation #fortnite #xbox #xboxone #pc #play #gamergirl #photooftheday #twitch #instagood #instagaming #instagamer #playstation4 #instagame #gamers #videogame #geek #photography #pcgaming #onlinegaming #gameplay #sony #online #console https://www.instagram.com/p/BzfPV3voRpF/?igshid=1q7uw1gjiufeb
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overcluster · 6 years
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Se filtra la Gigabyte GeForce RTX 2080 Gaming OC blanca
Se filtra la Gigabyte GeForce RTX 2080 Gaming OC blanca
Se ha filtrado un modelo especial de la GeForce RTX 2080. Se trata de la Gigabyte GeForce RTX 2080 Gaming OC White, una RTX 2080 Gaming OC pero en blanco y un poquito más cara.
Este CPU viene con el chip Turing TU104-400 con 2944 CUDA Cores, 184 TMUs y 64 ROPs. Utiliza el sistema de refrigeración WindForce 3X con tres ventiladores de 100mm y un denso radiador de aluminio con varios heatpipes de…
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Reading One Piece pt 185: MONKEY FAMILY DRAMA GET POPCORN
Chapter 432
Thoughts:
- Ok, here we got nice list of ranks in the World Government. First go World Leaders and we have a food chain of officers. Handy :) (why are there Petty Officers as an official title???)
- So, according to the chart, Grandpa Garp The Vice-Admiral is fourth in the chain of command (Aokiji is 2nd or 3rd depending if he’s a Fleet or Land Admiral but I think Fleet so 2nd)
- You know what, I think I see the resemblance between Garp and Luffy :D It’s all in that jaw structure tho eyes and nose are a little similar too. Yeah, that tracks. Welcome to the family, Grandpa (lol)
- “Hero of the Marines”, huh? Big names in your family tree, Luffy. On the wrong side of the conflict too I may add but eh, details
- …dude, what
- Well, that explains how Luffy got so strong in the first place but Tough Love MUCH??? I was also under an impression Luffy was raised in a barn, what’s up with that
- “I trained you to be a strong marine!” “I always said I wanna be a pirate!” YESSSS FAMILY DRAMA
- Lol, Garp just called Shanks a Bad Influence :D I mean, I guess :D but it’s still hilarious
- AGHFJKSGADSKHS THEY FELL ASLEEP WHILE FIGHTING I LOVE MONKEY FAMILY
- That scolding is hilarious :D
- LORE ABOUT SHANKS EVERYBODY QUIET
- Four Emperors. Holy shit, I finally know what an Emperor is
- (I recognize Shanks and Whitebeard but who are the other two? Also shit, will Luffy have to fight Shanks for the title of The Pirate King? I mean, as I understand it, right now you can become a Pirate King only by finding One Piece so Technically fights for the title aren’t necessary buuut you also need to be strong enough to, you know, keep One Piece for yourself (nobody even knows what One Piece is, lol, maybe possibly probably assumed to be weapons tho) AND strong enough for Pirate World to accept you and your position. I’m sorry but fights seem inevitable. Thought I don’t think Shanks would have a problem with Luffy as a Pirate King per se so we may avoid THAT disaster. But Straw Hats will fight Whitebeard and the other two for sure)
- Ok, before we go further, what was Shanks doing in any proximity of the grandson of Vice-Admiral, like what. What are the odds
- “The “Marine Headquarters” and “Shichibukai” exist in order to counterbalance these four! Their power is so influential that should these “three powers” become unbalanced, the peace of the world would crumble.” Ok, 1) Thank you, Grandpa Garp, I understand One Piece politics now (not like after Five Elders explained it, Grandpa is clearly superior in that aspect) and 2) MORE POWER TO THE PEOPLE if 4 guys are so popular and influential they can crumble your government THEN THEY SHOULD (it’s yet to be determined if Emperors fight for the people. I know at least Shanks isn’t AGAINST people but is he WITH them? It’s not like he printed and handed out papers with his political agenda on them)
- (…Damn, that election messed me up. I’m from EUROPE)
- (And again, what a weak-ass power balance it is. Elder Stars and World Leaders are OLD. Whitebeard is SUPER SICK. IT WILL ALL FALL APART ANYWAY CAUSE THEY WILL DIE FROM NATURAL CAUSES. That system has NO future and NEEDS TO BE CHANGED. THE WAR IS COMING NO MATTER WHAT YOU PREACH GRANDPA GARP BECAUSE THE SYSTEM IS FLAWED)
- “I don’t really understand, but I’m happy to hear they’re fine. I miss them…” oh Luffy :D
- Lol, what a chain of events :D Zoro got lost while trying to get back to Straw Hats to warn them about marines and some guys tried to mug him so Zoro beat them up. After that, they had to show him a way back to his house. “And now they’re like “Sorry for almost mugging you” and he’s like “Don’t worry about it, thanks for the guidance!”. I love Zoro :D
Now, will he cause a commotion or what
- Huh?
- Looks like we got a fight here :D a friendly fight, clearly, go deck each other boys :D
- That marine (:D) can use Soru! (The thing Cp9 could do. It was for being faster I think but I won’t remember so whatever)
- “Chief Petty Officer! Petty Officer!” WHY ARE THOSE REAL RANKS IT’S TOO FUNNY
- “Long time no see” “Who are you?” lol
- It’s Coby!!! (from 2nd to like 7th chapter if you don’t remember) :D but yeah, he looks TOTALLY different. He looks like a teenager, not a child. Nice glow-up, keep it up, kiddo. (How old are you by the way because I kinda feel creepy right now)
- Luffy and Zoro can’t believe their eyes :D
- Why is Helmeppo looking kinda cool now? Still like an asshole but with a fashion sense? THAT HAIR WHAT’S WITH THE HAIR
- Ok, no, I’m not looking at them by myself, have a screenshot
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- As marines go, they’re second only to Hina-san, like what’s up with that
- Lol, Zoro doesn’t remember Helmeppo
- “I’m the guy who almost drove you to the death penalty!!! Roronoa Zoro!!!” Nope, doesn’t ring a bell :D
- “I’m the idiot son who rode my father’s coat tails!” NOW THEY REMEMBER :D
- “Ok guys, enough. Go fix up that wall” Grandpa put the hole in, he will put the hole out :D with assistance :D
- Yeah, Luffy and him are super related :D
- “By the way, Luffy, I heard you met your dad” WHAT! WAS THAT BLACKBEARD GOD PLEASE NO NOOOOOOOO
- “I have a dad?” everyone has a dad, Luffy, come on. And you’re a shounen protagonist, you have like a Turbo Dad x20 Deluxe Edition
- (PLEASE NOT BLACKBEARD)  
- (at least we know it’s definitely NOT Shanks now. I mean, I knew that, but I finally got to the part in canon where it’s said loud and clear)
- “Oh what, he didn’t introduce himself…? I heard he saw you off at Logue Town!” …give me a minute
- …it’s either Smoker. Or Dragon The Cult Guy. And it’s NOT Smoker.
- Oh Luffy. I’m so sorry
- (AT LEAST IT’S NOT BLACKBEARD)  
- “Your father’s name is “Monkey D. Dragon”, The Revolutionary” why did they draw him like that, Cult Guy doesn’t deserve it
- (Monkey? Is he Garp’s son? Or did he took his wife’s name? Will I ever finish that chapter?)
- …What’s with marines reaction. Like chill guys
- “What’s up with this family!?” yeah, Vice-Admiral, Revolutionary, Future Pirate King… they don’t do things in halves, that Monkey Family
- Lol, Everyone’s panicking except Luffy and Zoro :D these two really don’t know anything :D just like me :D
- Ok Robin, hit us with knowledge
- Revolutionary Army, got it
- Ah. Ok.
- “Ack!!! Maybe I shouldn’t have said anything!!! Then nevermind about what I just said.” AHDJJDKJKAGDFSSGASDGFHSHK
*busy wheezing* GRANDPA FOR THE WIN
rOP 184  rOP 186
Dragon/Monkey family meta
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Reading One Piece pt 183: Goodbye Merry
Chapter 430
Thoughts:
- First things first, today is 11.11.! It’s not only a national holiday where I live, it’s also a birthday of our favorite Marimo! When did that manga came out, 1997? That would make Zoro 23 in normal years :D Ok, I’ll stop before I sound too crazy. Happy birthday, green guy!
- Fpos/cs: “A hole with signs of inhabitants” looks like a normal hole to me. How long do you think did Enel wander around these moon rocks? Eh, he looks like he likes it
- On the sea
- Lol, Luffy and Chopper are wondering where Usopp went :D there’s only Sogeking here :D (Chopper can hold Luffy? Does Luffy really have bird bones. It’s cute)
- “They’re calling you!” Sanji is so funny :D but Sogeking can’t unmask himself like that :D
- LOL
- “I wonder how they don’t recognize him as Usopp” so do I, Zoro, so do I
- Guys, at this point I think it’s obvious that Merry have sailed by herself (or itself, I guess) like come on
- “Ships can’t talk” YOU MORONS
- Oh look! It’s a Galley-ga ship! With Iceberg on it!
- What’s with that face
- “What a bunch of outrageous guys… They really managed to get everything back from the World Government!” Yeah, they’re badasses
- OH FUCK MERRY
- ;_; you poor girl ;_;
- Oh no, Luffy’s calling all shipwrights on Galley-ga ship to help Merry BUT THEY CAN’T HELP HER
- “She saved us now too!” “Then let her sleep already…!” oh, that’s why the serious face
- Oh fuck
- Iceberg and Merry talked in Water 7, so he helped her as much as he could
- “Thank you” Merryyyyyyyy ;_;
- I WON’T cry in this chapter but damn I have feelings
- And that’s the story of how they all sailed into Aqua Laguna for Straw Hats. Damn
- “I’ve never seen such an amazing pirate ship. It lived a very admirable life.” ;_;
- …Luffy and Straw Hats will let her go now
- They will burn her cause “the bottom of the ocean is dark and lonely”. Right now, right here, on the open ocean
- FUCK I’M CRYING
- GOODBYE MERRY
- No, not the memories, have mercy on me
- Damn, they lived through a lot with that ship
- “I’m sorry” Merry, NO
- Everyone hears her now
- “I wanted to carry you just a little bit futher…”  
- “I’m sorry. I wanted to… go on more adventures with you…” Merry, you stupid, stupid ship, don’t apologize for that! You’re a real Straw Hat like that, huh. Damn it
- “IT’S US WHO HAVE TO APOLOGIZE!” yells Luffy and starts to recall all the damages they did to Merry as a group. Luffy is right, Merry. Listen to your captain
- “But I was happy.” Damn it, when will the tears stop. Goddammit
- “Thank you for taking a good care of me until now. I was… really happy.” WE ALL WERE
- (GOD DAMMIT even scanlators put a gallery of Merrys on the last page ;_;)
GOODBYE MERRY! GOODBYE!
rOP 182  rOP 184
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One Piece Index: Enies Lobby - Post Enies Lobby Arcs
One Piece manga
rOP: 140 - 194
Chapters: 375 - 441
Enies Lobby
Reading One Piece pt 140: Enies Lobby, At Last (375)
Reading One Piece pt 141: Straw Hat, Planning? Ridiculous (376)
Reading One Piece pt 142: That’s A Lot Of Denial Here (377-378)
Reading One Piece pt 143: Douriki (379)
Reading One Piece pt 144: Flying Train (380)
Reading One Piece pt 145: Charging Forward (381)
Reading One Piece pt 146: Robin Gets Beat Up (382)
Reading One Piece pt 147: 170 Countries (383)
Reading One Piece pt 148: 50 Years (384)
Reading One Piece pt 149: Devil Fruits (385)
Reading One Piece pt 150: “Gear… Second” (386-387)
Reading One Piece pt 151: “He’s Here” (388)
Reading One Piece pt 152: Robin Needs Therapy, Like 20 Years Ago (389)
Reading One Piece pt 153: Your Nakama Loves You Robin (390)
Reading One Piece pt 154: Tree of Ohara (391)
Reading One Piece pt 155: Robin Gains A Big FrienD. (392)
Reading One Piece pt 156: Tragedy In The Making (393)
Reading One Piece pt 157: Too Much Real World For Me (394)
Reading One Piece pt 158: “Mom?” (395)
Reading One Piece pt 159: Saul The Deserter (396)
Reading One Piece pt 160: Kill Mother, Spare The Cub (397)
Reading One Piece, pt 161: Declaration Of War (398)
Reading One Piece 162: Blueprints (399)
Reading One Piece pt 163: 4/10 Done, We’re Getting There Folks (400)
Reading One Piece pt 164: Fighting (401-403)
Reading One Piece pt 165: Coca-Cola (404)
Reading One Piece pt 166: Chopper Says Pick A God And Pray (405-408)
Reading One Piece pt 167: Spandam Dooms Us All (409)
Reading One Piece pt 168: Nami Takes Kalifa To Town (410-412)
Reading One Piece pt 169: Actually Nothing Big Happens (413)
Reading One Piece pt 170: Diable Jambe (414-415)
Reading One Piece pt 171: Ashura (416-417)
Reading One Piece pt 172: Save Robin!!! (418)
Reading One Piece pt 173: ALL HAIL SOGEKING (419)
Reading One Piece pt 174: Buster Call In Enies Lobby (420)
Reading One Piece pt 175: Giant Fist (421)
Reading One Piece pt 176: “Fire!” (422)
Reading One Piece pt 177: Hit Him With An Elephant (423)
Reading One Piece pt 178: Mermaid Of The Land (424)
Reading One Piece pt 179: Everything Happens So Much (425-426)
Reading One Piece pt 180: Friendship (427)
Reading One Piece pt 181: One More Nakama (428)
Reading One Piece pt 182: Daring Escape (429)
Reading One Piece pt 183: Goodbye Merry (430)
Post Enies Lobby
Reading One Piece pt 184: Deep Breath In The Aftermatch (431)
Reading One Piece pt 185: MONKEY FAMILY DRAMA GET POPCORN (432)
Reading One Piece pt 186: Everyone Crashes Barbeque Party (433)
Reading One Piece pt 187: Meeting Of Heroes (434)
Reading One Piece pt 188: New Bounties (435)
Reading One Piece pt 189: *Blasts Benny Hill Theme At Full Volume* (436)
Reading One Piece pt 190: Our Newest Nakama (437)
Reading One Piece pt 191: How To Apologize (438)
Reading One Piece pt 192: Flying Away (439)
Reading One Piece pt 193: Down The Memory Lane (440)
Reading One Piece pt 194: Duel on Banaro Island (441)
One Piece Index
Water 7 Arc <  > Thriller Bark Arc
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stock-filter · 3 years
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Stock daily Filter Report for 2021/06/30 05-40-09
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 14 Consumer Cyclical 14 Consumer Defensive 5 Energy 6 Financial Services 15 Healthcare 33 Industrials 10 Real Estate 6 Technology 46 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 8 Consumer Cyclical 12 Consumer Defensive 10 Financial Services 13 Healthcare 9 Industrials 15 Real Estate 2 Technology 7 Utilities 13 *******************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 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 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 240 FSLR 2 -0.04 big-cap Long NaN 24.0 1.842479e+08 5.0 Technology Mean Return: -0.04 Mean Day/Week: 2.0 Accuracy:0.0 *******************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 227 IHG 1 0.0 big-cap Short NaN -6.0 9.558800e+06 -5.0 Consumer Cyclical Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 4 2.60 big-cap Long NaN 4.0 7.505080e+09 77.0 Communication Services 19 CHTR 4 0.84 big-cap Long NaN 4.0 8.060950e+08 53.0 Communication Services 14 ACN 3 0.60 big-cap Long NaN 3.0 6.108471e+08 77.0 Technology 15 COST 4 1.70 big-cap Long NaN 4.0 5.986201e+08 59.0 Consumer Defensive 29 VALE 1 0.00 big-cap Long NaN 1.0 4.716900e+08 61.0 Basic Materials 23 AMT 1 0.00 big-cap Long NaN 1.0 4.424839e+08 69.0 Real Estate 109 CARR 2 1.73 big-cap Long NaN 2.0 4.371612e+08 77.0 Industrials 17 AZN 3 1.40 big-cap Long NaN 3.0 2.780196e+08 53.0 Healthcare 82 ROP 4 1.30 big-cap Long NaN 4.0 2.108675e+08 62.0 Industrials 171 APO 3 1.35 big-cap Long NaN 3.0 1.806330e+08 53.0 Financial Services 159 ZBRA 2 1.69 big-cap Long NaN 2.0 1.757285e+08 29.0 Technology 194 POOL 2 1.86 big-cap Long NaN 2.0 1.728200e+08 60.0 Consumer Cyclical 56 BAM 3 0.48 big-cap Long NaN 3.0 1.707812e+08 78.0 Financial Services 112 ORLY 1 0.00 big-cap Long NaN 3.0 1.685825e+08 78.0 Consumer Cyclical 111 PAYX 3 1.82 big-cap Long NaN 3.0 1.585622e+08 78.0 Industrials 153 VRSN 5 1.54 big-cap Long NaN 5.0 1.296796e+08 62.0 Technology 187 ULTA 5 0.82 big-cap Long NaN 5.0 1.276397e+08 24.0 Consumer Cyclical 245 AAP 1 0.00 big-cap Long NaN 3.0 1.173296e+08 78.0 Consumer Cyclical 151 KKR 5 1.72 big-cap Long NaN 5.0 1.167400e+08 78.0 Financial Services 97 TROW 3 0.55 big-cap Long NaN 3.0 1.134923e+08 78.0 Financial Services 139 MXIM 2 0.34 big-cap Long NaN 2.0 1.088069e+08 29.0 Technology 188 BPY 2 0.42 big-cap Long NaN 2.0 1.001354e+08 78.0 Real Estate 103 LBRDK 4 2.39 big-cap Long NaN 4.0 9.083118e+07 53.0 Communication Services 202 ZLAB 1 0.00 big-cap Long NaN 1.0 5.876202e+07 33.0 Healthcare 114 BGNE 2 -0.26 big-cap Long NaN 2.0 3.977407e+07 7.0 Healthcare 229 CG 5 1.19 big-cap Long NaN 5.0 3.409933e+07 78.0 Financial Services 218 OSH 3 -5.15 big-cap Long NaN 3.0 3.215406e+07 7.0 Healthcare 150 RCI 5 0.74 big-cap Long NaN 5.0 1.396022e+07 60.0 Communication Services 104 LBRDA 3 -0.21 big-cap Long NaN 3.0 8.119754e+06 53.0 Communication Services Mean Return: 0.8941666666666666 Mean Day/Week: 3.5833333333333335 Accuracy:0.875 *******************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 205 IEP 2 -0.32 big-cap Short NaN -3.0 1.371032e+07 -9.0 Industrials Mean Return: -0.32 Mean Day/Week: 2.0 Accuracy:1.0 *******************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 3 NVDA 25 25.27 big-cap Long NaN 25.0 7.313220e+09 59.0 Technology 0 MSFT 13 5.15 big-cap Long NaN 14.0 4.950835e+09 78.0 Technology 215 SPCE 10 36.32 big-cap Long NaN 27.0 3.443358e+09 20.0 Industrials 49 MRNA 7 12.35 big-cap Long NaN 24.0 2.669073e+09 54.0 Healthcare 16 SHOP 11 11.85 big-cap Long NaN 28.0 1.554403e+09 29.0 Technology 2 V 6 0.03 big-cap Long NaN 6.0 1.492167e+09 70.0 Financial Services 11 XOM 7 0.10 big-cap Long NaN 16.0 1.217655e+09 21.0 Energy 4 PYPL 9 5.19 big-cap Long NaN 23.0 1.175186e+09 28.0 Financial Services 61 ROKU 6 8.91 big-cap Long NaN 26.0 1.174118e+09 9.0 Communication Services 20 ZM 8 5.46 big-cap Long NaN 30.0 1.004292e+09 18.0 Communication Services 7 CRM 22 3.33 big-cap Long NaN 25.0 9.320746e+08 28.0 Technology 18 SE 6 2.32 big-cap Long NaN 25.0 8.870831e+08 28.0 Communication Services 35 SPGI 12 3.64 big-cap Long NaN 12.0 7.013429e+08 78.0 Financial Services 30 SNAP 8 6.95 big-cap Long NaN 25.0 6.802831e+08 26.0 Communication Services 6 ADBE 14 9.95 big-cap Long NaN 18.0 6.680798e+08 62.0 Technology 50 DASH 7 6.20 big-cap Long NaN 29.0 6.560890e+08 14.0 Communication Services 67 CRWD 10 9.77 big-cap Long NaN 27.0 5.900917e+08 28.0 Technology 100 XPEV 9 1.06 big-cap Long NaN 28.0 5.897812e+08 21.0 Consumer Cyclical 71 DOCU 10 11.95 big-cap Long NaN 22.0 5.627788e+08 18.0 Technology 33 SNOW 7 -0.99 big-cap Long NaN 30.0 5.486369e+08 23.0 Technology 9 MRK 13 2.11 big-cap Long NaN 13.0 5.095309e+08 14.0 Healthcare 166 OXY 7 6.22 big-cap Long NaN 21.0 4.837153e+08 21.0 Energy 101 INFO 11 2.97 big-cap Long NaN 11.0 4.565919e+08 78.0 Industrials 85 EBAY 7 9.12 big-cap Long NaN 20.0 4.530196e+08 39.0 Consumer Cyclical 125 LI 9 11.03 big-cap Long NaN 30.0 4.409898e+08 23.0 Consumer Cyclical 57 TEAM 10 6.30 big-cap Long NaN 24.0 4.396824e+08 18.0 Technology 26 TGT 7 3.42 big-cap Long NaN 28.0 4.375241e+08 71.0 Consumer Defensive 60 REGN 15 4.64 big-cap Long NaN 18.0 3.912356e+08 47.0 Healthcare 41 PBR 32 22.82 big-cap Long NaN 70.0 3.865253e+08 36.0 Energy 28 ISRG 12 5.39 big-cap Long NaN 12.0 3.751897e+08 57.0 Healthcare 24 INTU 30 16.54 big-cap Long NaN 30.0 3.488984e+08 35.0 Technology 96 MRVL 10 8.41 big-cap Long NaN 26.0 3.218075e+08 28.0 Technology 154 MDB 9 2.92 big-cap Long NaN 27.0 2.498501e+08 18.0 Technology 66 BX 27 8.78 big-cap Long NaN 27.0 2.420752e+08 78.0 Financial Services 73 LULU 12 8.35 big-cap Long NaN 23.0 2.374450e+08 52.0 Consumer Cyclical 141 FTNT 18 9.41 big-cap Long NaN 18.0 2.303135e+08 78.0 Technology 45 ILMN 13 5.65 big-cap Long NaN 27.0 2.170633e+08 23.0 Healthcare 136 KR 9 -0.79 big-cap Long NaN 18.0 2.148764e+08 47.0 Consumer Defensive 80 IDXX 25 13.88 big-cap Long NaN 25.0 2.135078e+08 33.0 Healthcare 124 ROK 7 1.18 big-cap Long NaN 19.0 2.119497e+08 27.0 Industrials 63 EW 26 8.37 big-cap Long NaN 26.0 2.048344e+08 57.0 Healthcare 184 GNRC 11 12.72 big-cap Long NaN 21.0 2.041019e+08 24.0 Industrials 129 ZS 10 4.28 big-cap Long NaN 24.0 2.036320e+08 24.0 Technology 192 DPZ 15 4.84 big-cap Long NaN 15.0 2.035018e+08 60.0 Consumer Cyclical 161 EPAM 16 6.06 big-cap Long NaN 16.0 1.909509e+08 78.0 Technology 133 CPRT 7 1.21 big-cap Long NaN 7.0 1.887544e+08 58.0 Industrials 236 BILL 8 4.42 big-cap Long NaN 22.0 1.846424e+08 17.0 Technology 107 MSCI 12 10.05 big-cap Long NaN 12.0 1.805209e+08 63.0 Financial Services 102 PANW 8 1.09 big-cap Long NaN 26.0 1.797634e+08 28.0 Technology 172 HUBS 9 4.56 big-cap Long NaN 12.0 1.783725e+08 18.0 Technology 75 VEEV 15 9.77 big-cap Long NaN 24.0 1.776193e+08 24.0 Healthcare 137 NET 17 23.05 big-cap Long NaN 25.0 1.769467e+08 30.0 Technology 65 MCO 12 5.30 big-cap Long NaN 12.0 1.596425e+08 78.0 Financial Services 38 ZTS 14 3.22 big-cap Long NaN 14.0 1.561560e+08 56.0 Healthcare 134 WELL 19 8.53 big-cap Long NaN 20.0 1.382462e+08 78.0 Real Estate 83 PSA 18 5.71 big-cap Long NaN 18.0 1.278273e+08 78.0 Real Estate 117 SBAC 21 6.42 big-cap Long NaN 21.0 1.262582e+08 70.0 Real Estate 173 ALNY 15 5.59 big-cap Long NaN 29.0 1.239626e+08 23.0 Healthcare 181 WAT 15 5.19 big-cap Long NaN 15.0 1.230049e+08 67.0 Healthcare 116 DDOG 9 5.28 big-cap Long NaN 29.0 1.215054e+08 28.0 Technology 207 CRL 14 4.71 big-cap Long NaN 14.0 1.178524e+08 78.0 Healthcare 126 MTD 12 3.40 big-cap Long NaN 12.0 1.153816e+08 60.0 Healthcare 108 CTAS 7 5.35 big-cap Long NaN 10.0 1.153359e+08 66.0 Industrials 175 AVTR 14 6.67 big-cap Long NaN 14.0 1.148249e+08 62.0 Basic Materials 156 WST 8 2.19 big-cap Long NaN 8.0 1.146791e+08 59.0 Healthcare 152 NDAQ 18 4.24 big-cap Long NaN 18.0 1.140753e+08 78.0 Financial Services 93 A 14 3.99 big-cap Long NaN 22.0 1.139764e+08 61.0 Healthcare 119 MSI 7 2.68 big-cap Long NaN 36.0 1.097509e+08 78.0 Technology 120 RMD 15 15.33 big-cap Long NaN 26.0 1.037487e+08 41.0 Healthcare 37 INFY 16 9.69 big-cap Long NaN 27.0 1.016811e+08 24.0 Technology 203 IFF 6 0.29 big-cap Long NaN 14.0 9.876622e+07 33.0 Basic Materials 179 HZNP 7 1.07 big-cap Long NaN 7.0 9.409050e+07 32.0 Healthcare 189 EXR 18 7.29 big-cap Long NaN 18.0 9.133080e+07 78.0 Real Estate 178 PKI 14 6.50 big-cap Long NaN 14.0 8.527502e+07 39.0 Healthcare 177 PAGS 7 3.67 big-cap Long NaN 28.0 8.220918e+07 22.0 Technology 182 NVCR 22 9.46 big-cap Long NaN 22.0 8.081147e+07 55.0 Healthcare 206 ESTC 8 3.42 big-cap Long NaN 27.0 8.080516e+07 19.0 Technology 211 AVLR 6 3.05 big-cap Long NaN 24.0 7.771890e+07 13.0 Technology 122 SGEN 15 2.05 big-cap Long NaN 61.0 7.212150e+07 31.0 Healthcare 162 INCY 7 -0.25 big-cap Long NaN 27.0 6.120676e+07 38.0 Healthcare 209 TECH 14 2.85 big-cap Long NaN 14.0 5.125071e+07 78.0 Healthcare 221 CABO 8 0.08 big-cap Long NaN 28.0 5.062819e+07 9.0 Communication Services 190 BMRN 14 -0.17 big-cap Long NaN 28.0 4.933137e+07 28.0 Healthcare 243 CBOE 7 1.68 big-cap Long NaN 15.0 4.691031e+07 78.0 Financial Services 246 DADA 6 3.97 big-cap Long NaN 47.0 2.602125e+07 16.0 Consumer Cyclical 135 XP 13 1.00 big-cap Long NaN 16.0 2.455843e+07 22.0 Financial Services 191 ARGX 8 -1.89 big-cap Long NaN 28.0 1.832203e+07 14.0 Healthcare 21 PTR 16 12.31 big-cap Long NaN 39.0 1.199850e+07 40.0 Energy 220 NTCO 33 20.64 big-cap Long NaN 58.0 1.059796e+07 39.0 Consumer Defensive Mean Return: 6.562808988764045 Mean Day/Week: 12.595505617977528 Accuracy:0.9438202247191011 *******************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 31 BKNG 13 -5.79 big-cap Short NaN -40.0 1.122060e+09 -21.0 Consumer Cyclical 5 VZ 6 -0.94 big-cap Short NaN -30.0 8.338960e+08 -17.0 Communication Services 25 CAT 9 2.73 big-cap Short NaN -29.0 7.292563e+08 -14.0 Industrials 52 VRTX 13 2.04 big-cap Short NaN -13.0 5.191184e+08 -13.0 Healthcare 40 FISV 19 -5.76 big-cap Short NaN -45.0 4.609719e+08 -36.0 Technology 51 NSC 6 -0.75 big-cap Short NaN -30.0 4.298929e+08 -10.0 Industrials 132 LUV 9 -4.82 big-cap Short NaN -54.0 4.261009e+08 -19.0 Industrials 140 DAL 12 -6.73 big-cap Short NaN -12.0 4.051583e+08 -21.0 Industrials 69 TAL 39 -64.54 big-cap Short NaN -39.0 3.364501e+08 -137.0 Consumer Defensive 72 MET 7 -0.29 big-cap Short NaN -34.0 2.780393e+08 -9.0 Financial Services 89 MAR 6 -4.58 big-cap Short NaN -9.0 2.604278e+08 -36.0 Consumer Cyclical 44 TFC 8 4.69 big-cap Short NaN -20.0 2.565063e+08 -9.0 Financial Services 163 VIPS 20 -15.93 big-cap Short NaN -67.0 2.538501e+08 -63.0 Consumer Cyclical 59 GPN 10 -2.29 big-cap Short NaN -40.0 2.458802e+08 -39.0 Industrials 36 MO 6 -0.96 big-cap Short NaN -51.0 2.303724e+08 -12.0 Consumer Defensive 90 LVS 19 -10.13 big-cap Short NaN -19.0 2.219120e+08 -40.0 Consumer Cyclical 160 FLT 17 -7.05 big-cap Short NaN -37.0 1.936131e+08 -35.0 Technology 53 ECL 7 -0.81 big-cap Short NaN -33.0 1.805532e+08 -17.0 Basic Materials 42 CB 7 -0.37 big-cap Short NaN -15.0 1.794149e+08 -9.0 Financial Services 183 CMS 8 1.29 big-cap Short NaN -34.0 1.744615e+08 -16.0 Utilities 121 EDU 10 1.22 big-cap Short NaN -36.0 1.609556e+08 -75.0 Consumer Defensive 105 CMI 9 0.99 big-cap Short NaN -69.0 1.542657e+08 -30.0 Industrials 95 SYY 8 1.36 big-cap Short NaN -31.0 1.357390e+08 -15.0 Consumer Defensive 128 GLW 9 3.88 big-cap Short NaN -44.0 1.305215e+08 -17.0 Technology 186 CAH 6 1.27 big-cap Short NaN -8.0 1.171232e+08 -26.0 Healthcare 180 CAG 6 0.65 big-cap Short NaN -15.0 1.168789e+08 -11.0 Consumer Defensive 238 DAR 9 -0.15 big-cap Short NaN -10.0 1.123183e+08 -11.0 Consumer Defensive 127 WEC 6 -1.24 big-cap Short NaN -34.0 1.070663e+08 -12.0 Utilities 158 PPL 8 0.62 big-cap Short NaN -10.0 1.060321e+08 -10.0 Utilities 106 TRV 8 3.30 big-cap Short NaN -30.0 1.048271e+08 -9.0 Financial Services 195 MAS 6 -0.52 big-cap Short NaN -34.0 1.021567e+08 -20.0 Industrials 143 WY 6 0.04 big-cap Short NaN -34.0 9.844143e+07 -19.0 Real Estate 113 PCAR 8 1.30 big-cap Short NaN -12.0 9.814555e+07 -17.0 Industrials 39 CNI 9 0.31 big-cap Short NaN -9.0 9.729767e+07 -35.0 Industrials 176 MTB 6 -0.80 big-cap Short NaN -25.0 9.539174e+07 -9.0 Financial Services 210 HAS 9 2.34 big-cap Short NaN -34.0 8.431311e+07 -12.0 Consumer Cyclical 228 WHR 6 1.00 big-cap Short NaN -32.0 7.722634e+07 -14.0 Consumer Cyclical 174 CVAC 9 16.23 big-cap Short NaN -15.0 7.377931e+07 -14.0 Healthcare 198 ATHM 29 -23.57 big-cap Short NaN -29.0 6.950226e+07 -137.0 Communication Services 185 HPE 8 0.60 big-cap Short NaN -58.0 6.916828e+07 -10.0 Technology 217 MPW 8 2.04 big-cap Short NaN -8.0 6.862886e+07 -41.0 Real Estate 247 SNA 7 -0.57 big-cap Short NaN -29.0 6.687873e+07 -10.0 Industrials 226 CHRW 6 -0.83 big-cap Short NaN -9.0 6.587670e+07 -10.0 Industrials 212 PKG 6 -0.17 big-cap Short NaN -25.0 6.413070e+07 -10.0 Consumer Cyclical 193 CPB 15 -0.60 big-cap Short NaN -16.0 6.299117e+07 -17.0 Consumer Defensive 78 ERIC 8 1.18 big-cap Short NaN -41.0 5.675098e+07 -20.0 Technology 68 VOD 6 -4.95 big-cap Short NaN -29.0 4.947852e+07 -30.0 Communication Services 214 SMG 19 -4.83 big-cap Short NaN -52.0 4.828107e+07 -29.0 Basic Materials 197 ABCL 17 -19.94 big-cap Short NaN -19.0 4.750726e+07 -24.0 Healthcare 98 MFC 13 -3.76 big-cap Short NaN -64.0 4.526651e+07 -29.0 Financial Services 248 AQN 7 -1.08 big-cap Short NaN -7.0 4.239440e+07 -11.0 Utilities 62 PHG 12 -8.03 big-cap Short NaN -45.0 4.234122e+07 -23.0 Healthcare 235 RPM 6 -1.59 big-cap Short NaN -30.0 3.862272e+07 -12.0 Basic Materials 231 WRB 8 2.88 big-cap Short NaN -44.0 2.884841e+07 -20.0 Financial Services 223 SBSW 9 1.97 big-cap Short NaN -14.0 2.681398e+07 -13.0 Basic Materials 130 SLF 7 1.71 big-cap Short NaN -33.0 1.951083e+07 -11.0 Financial Services 225 PLTK 14 -5.46 big-cap Short NaN -14.0 1.928995e+07 -19.0 Communication Services 115 ORAN 7 -3.75 big-cap Short NaN -23.0 7.234393e+06 -19.0 Communication Services 76 PUK 7 -3.23 big-cap Short NaN -58.0 6.252255e+06 -10.0 Financial Services 213 ZNH 17 -7.27 big-cap Short NaN -17.0 6.101014e+05 -42.0 Industrials 244 CEA 6 -1.71 big-cap Short NaN -15.0 1.614753e+05 -45.0 Industrials Mean Return: -2.7893442622950824 Mean Day/Week: 10.180327868852459 Accuracy:0.6065573770491803 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 4 Consumer Cyclical 3 Consumer Defensive 1 Energy 2 Financial Services 6 Healthcare 9 Industrials 2 Real Estate 3 Technology 14 Utilities 2 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 1 Consumer Cyclical 10 Consumer Defensive 5 Energy 1 Financial Services 17 Healthcare 5 Industrials 14 Real Estate 1 Technology 2 Utilities 1 *******************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 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 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 252 FWONK 4 1.59 small-cap Long NaN 13.0 3.953808e+07 5.0 Communication Services Mean Return: 1.59 Mean Day/Week: 4.0 Accuracy:1.0 *******************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 351 NXST 1 0.00 small-cap Short NaN -67.0 6.070998e+07 -1.0 Communication Services 353 BOKF 2 -0.74 small-cap Short NaN -15.0 7.911092e+06 -2.0 Financial Services Mean Return: -0.74 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 327 DKS 1 0.00 small-cap Long NaN 1.0 2.034629e+08 78.0 Consumer Cyclical 288 ATH 1 0.00 small-cap Long NaN 1.0 9.419811e+07 78.0 Financial Services 287 SYNH 2 1.39 small-cap Long NaN 2.0 5.883477e+07 16.0 Healthcare 318 OMF 4 -1.37 small-cap Long NaN 4.0 5.185733e+07 67.0 Financial Services 314 CACC 1 0.00 small-cap Long NaN 4.0 3.983908e+07 46.0 Financial Services 315 HQY 5 -0.51 small-cap Long NaN 5.0 1.987805e+07 31.0 Healthcare 329 GMED 4 2.95 small-cap Long NaN 5.0 1.717222e+07 58.0 Healthcare 254 FWONA 4 1.72 small-cap Long NaN 5.0 3.652316e+06 7.0 Communication Services Mean Return: 0.836 Mean Day/Week: 4.4 Accuracy:0.6 *******************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 320 HTA 2 -1.31 small-cap Short NaN -5.0 7.494006e+07 -8.0 Real Estate 273 WEX 1 0.00 small-cap Short NaN -1.0 7.336993e+07 -43.0 Technology 309 H 1 0.00 small-cap Short NaN -1.0 3.617092e+07 -6.0 Consumer Cyclical 312 RBA 2 0.27 small-cap Short NaN -2.0 2.293831e+07 -17.0 Industrials 289 NFE 3 1.30 small-cap Short NaN -3.0 1.011462e+07 -137.0 Utilities 307 GLPG 4 1.97 small-cap Short NaN -4.0 7.991471e+06 -12.0 Healthcare 250 BSAC 3 -2.43 small-cap Short NaN -3.0 7.202457e+06 -37.0 Financial Services Mean Return: -0.040000000000000036 Mean Day/Week: 3.2 Accuracy:0.4 *******************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 337 FUBO 8 9.46 small-cap Long NaN 34.0 2.826397e+08 20.0 Communication Services 338 ASAN 18 50.64 small-cap Long NaN 28.0 1.771136e+08 29.0 Technology 264 FANG 20 7.52 small-cap Long NaN 20.0 1.582118e+08 23.0 Energy 342 UPWK 6 8.74 small-cap Long NaN 24.0 1.064137e+08 18.0 Industrials 298 CLR 7 1.88 small-cap Long NaN 39.0 9.674684e+07 46.0 Energy 258 DBX 15 4.70 small-cap Long NaN 27.0 9.192688e+07 32.0 Technology 281 LSPD 9 9.79 small-cap Long NaN 26.0 6.319864e+07 28.0 Technology 322 NTNX 23 21.82 small-cap Long NaN 60.0 6.140925e+07 28.0 Technology 296 MANH 24 8.12 small-cap Long NaN 24.0 5.779918e+07 45.0 Technology 349 BIGC 6 1.24 small-cap Long NaN 26.0 4.714394e+07 17.0 Technology 253 GWRE 7 3.75 small-cap Long NaN 24.0 4.395646e+07 18.0 Technology 280 DNLI 20 19.65 small-cap Long NaN 53.0 4.320779e+07 26.0 Healthcare 313 VRT 32 15.54 small-cap Long NaN 32.0 4.297392e+07 62.0 Industrials 270 SMAR 8 4.97 small-cap Long NaN 26.0 4.255569e+07 13.0 Technology 326 LSI 33 11.42 small-cap Long NaN 61.0 4.152988e+07 78.0 Real Estate 324 MDLA 6 5.35 small-cap Long NaN 25.0 3.262020e+07 13.0 Technology 268 BRKR 14 4.02 small-cap Long NaN 15.0 2.817010e+07 78.0 Healthcare 302 CUBE 21 5.25 small-cap Long NaN 21.0 2.627428e+07 78.0 Real Estate 263 KOF 22 6.25 small-cap Long NaN 36.0 4.328354e+06 60.0 Consumer Defensive 331 FSV 16 2.73 small-cap Long NaN 16.0 2.566489e+06 78.0 Real Estate 310 JSM 22 1.74 small-cap Long NaN 25.0 5.533696e+05 41.0 unknown 306 PBCTP 9 0.28 small-cap Long NaN 29.0 3.960862e+05 32.0 Financial Services Mean Return: 9.311818181818182 Mean Day/Week: 15.727272727272727 Accuracy:1.0 *******************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 325 ALK 9 -3.97 small-cap Short NaN -55.0 2.049466e+08 -20.0 Industrials 260 BG 7 -0.79 small-cap Short NaN -28.0 1.086180e+08 -11.0 Consumer Defensive 261 WU 10 -4.56 small-cap Short NaN -41.0 8.210980e+07 -28.0 Financial Services 299 RGA 9 -2.13 small-cap Short NaN -48.0 6.945226e+07 -17.0 Financial Services 301 WAL 8 3.74 small-cap Short NaN -35.0 6.372076e+07 -14.0 Financial Services 291 PAAS 7 -1.86 small-cap Short NaN -19.0 6.267796e+07 -13.0 Basic Materials 300 VOYA 8 2.36 small-cap Short NaN -35.0 5.590894e+07 -15.0 Financial Services 305 CASY 13 -6.95 small-cap Short NaN -43.0 5.482691e+07 -15.0 Consumer Defensive 350 VAC 10 -5.07 small-cap Short NaN -68.0 4.855361e+07 -30.0 Consumer Cyclical 340 SNV 7 -1.69 small-cap Short NaN -35.0 4.584787e+07 -9.0 Financial Services 308 KNX 7 0.71 small-cap Short NaN -48.0 4.341941e+07 -14.0 Industrials 348 HBI 7 -0.51 small-cap Short NaN -35.0 3.892097e+07 -22.0 Consumer Cyclical 345 LSTR 17 -1.13 small-cap Short NaN -34.0 3.859565e+07 -20.0 Industrials 323 CDK 7 -1.99 small-cap Short NaN -11.0 3.686820e+07 -13.0 Technology 255 GL 8 3.22 small-cap Short NaN -28.0 3.593699e+07 -9.0 Financial Services 346 MDU 6 0.05 small-cap Short NaN -34.0 3.390819e+07 -9.0 Basic Materials 332 TKR 7 -2.92 small-cap Short NaN -27.0 3.278900e+07 -11.0 Industrials 355 RBC 17 -4.00 small-cap Short NaN -65.0 2.135893e+07 -31.0 Industrials 272 ATR 6 -0.95 small-cap Short NaN -30.0 2.131246e+07 -12.0 Consumer Cyclical 257 MNSO 6 -4.96 small-cap Short NaN -6.0 1.892225e+07 -25.0 Consumer Cyclical 262 GFL 10 -0.05 small-cap Short NaN -10.0 1.797263e+07 -29.0 Industrials 354 BWXT 10 -8.24 small-cap Short NaN -45.0 1.494691e+07 -29.0 Industrials 328 FIZZ 8 4.45 small-cap Short NaN -8.0 1.454463e+07 -19.0 Consumer Defensive 274 CIB 6 -1.18 small-cap Short NaN -6.0 5.674693e+06 -137.0 Financial Services 276 AEG 8 -1.35 small-cap Short NaN -26.0 5.471520e+06 -31.0 Financial Services Mean Return: -1.5907999999999998 Mean Day/Week: 8.72 Accuracy:0.76 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 5 Consumer Cyclical 21 Consumer Defensive 4 Energy 12 Financial Services 40 Healthcare 42 Industrials 16 Real Estate 13 Technology 53 Utilities 3 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 21 Communication Services 4 Consumer Cyclical 32 Consumer Defensive 6 Energy 5 Financial Services 58 Healthcare 23 Industrials 44 Real Estate 6 Technology 9 Utilities 11 unknown 4 *******************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 390 HCM 4 5.09 penny-cap Long NaN 4.0 4.298619e+07 5.0 Healthcare 436 GOOS 1 0.00 penny-cap Long NaN 4.0 2.253297e+07 4.0 Consumer Cyclical Mean Return: 5.09 Mean Day/Week: 5.0 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 763 CVM 1 0.00 penny-cap Short NaN -2.0 8.458375e+07 -2.0 Healthcare 719 RAD 2 -1.86 penny-cap Short NaN -4.0 5.384816e+07 -4.0 Healthcare 426 PK 2 -1.07 penny-cap Short NaN -2.0 3.090331e+07 -3.0 Real Estate 484 PDCO 4 -3.37 penny-cap Short NaN -5.0 2.845387e+07 -5.0 Healthcare 439 VC 1 0.00 penny-cap Short NaN -2.0 1.632054e+07 -2.0 Consumer Cyclical Mean Return: -2.1 Mean Day/Week: 3.3333333333333335 Accuracy:1.0 *******************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 506 JKS 3 31.82 penny-cap Long NaN 28.0 3.438096e+08 5.0 Technology 465 KTOS 1 0.00 penny-cap Long NaN 19.0 3.190521e+08 4.0 Industrials 422 EDIT 2 4.80 penny-cap Long NaN 32.0 1.253103e+08 5.0 Healthcare 390 HCM 4 5.09 penny-cap Long NaN 4.0 4.298619e+07 5.0 Healthcare 436 GOOS 1 0.00 penny-cap Long NaN 4.0 2.253297e+07 4.0 Consumer Cyclical 646 CPK 2 -0.12 penny-cap Long NaN 12.0 1.034112e+07 4.0 Utilities Mean Return: 10.3975 Mean Day/Week: 3.25 Accuracy:0.75 *******************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 763 CVM 1 0.00 penny-cap Short NaN -2.0 8.458375e+07 -2.0 Healthcare 373 MMS 1 0.00 penny-cap Short NaN -46.0 5.837677e+07 -2.0 Industrials 719 RAD 2 -1.86 penny-cap Short NaN -4.0 5.384816e+07 -4.0 Healthcare 426 PK 2 -1.07 penny-cap Short NaN -2.0 3.090331e+07 -3.0 Real Estate 484 PDCO 4 -3.37 penny-cap Short NaN -5.0 2.845387e+07 -5.0 Healthcare 531 FUL 2 -1.07 penny-cap Short NaN -34.0 1.755418e+07 -5.0 Basic Materials 439 VC 1 0.00 penny-cap Short NaN -2.0 1.632054e+07 -2.0 Consumer Cyclical 528 CATY 2 -1.13 penny-cap Short NaN -14.0 1.030076e+07 -2.0 Financial Services 634 HTLF 1 0.00 penny-cap Short NaN -15.0 6.589021e+06 -3.0 Financial Services 677 SASR 1 0.00 penny-cap Short NaN -29.0 4.138804e+06 -2.0 Financial Services Mean Return: -1.7 Mean Day/Week: 3.4 Accuracy:1.0 *******************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 438 AEO 3 -1.17 penny-cap Long NaN 4.0 1.086882e+08 78.0 Consumer Cyclical 364 CROX 4 2.23 penny-cap Long NaN 4.0 9.930762e+07 78.0 Consumer Cyclical 699 ANF 3 -0.96 penny-cap Long NaN 3.0 7.555446e+07 78.0 Consumer Cyclical 419 CELH 4 1.82 penny-cap Long NaN 5.0 7.045134e+07 28.0 Consumer Defensive 620 AR 5 3.93 penny-cap Long NaN 5.0 6.106751e+07 78.0 Energy 537 URBN 3 -3.20 penny-cap Long NaN 5.0 5.973454e+07 6.0 Consumer Cyclical 743 CRTO 3 4.29 penny-cap Long NaN 3.0 4.907146e+07 78.0 Communication Services 558 RRC 4 0.47 penny-cap Long NaN 4.0 4.708074e+07 41.0 Energy 727 QADA 2 -0.06 penny-cap Long NaN 2.0 4.348042e+07 23.0 Technology 390 HCM 4 5.09 penny-cap Long NaN 4.0 4.298619e+07 5.0 Healthcare 638 VSTO 5 3.54 penny-cap Long NaN 5.0 4.106145e+07 41.0 Consumer Cyclical 399 ALTR 4 2.09 penny-cap Long NaN 4.0 3.322440e+07 8.0 Technology 665 BOOT 5 -2.13 penny-cap Long NaN 5.0 3.022440e+07 78.0 Consumer Cyclical 428 SIGI 4 2.58 penny-cap Long NaN 4.0 2.302314e+07 7.0 Financial Services 436 GOOS 1 0.00 penny-cap Long NaN 4.0 2.253297e+07 4.0 Consumer Cyclical 442 VIAV 2 -0.95 penny-cap Long NaN 2.0 1.742416e+07 33.0 Technology 615 CALX 3 -0.02 penny-cap Long NaN 3.0 1.672616e+07 32.0 Technology 519 ONTO 2 -0.15 penny-cap Long NaN 2.0 1.332124e+07 28.0 Technology 371 DRVN 3 -1.56 penny-cap Long NaN 3.0 1.212437e+07 34.0 Consumer Cyclical 536 ATRC 4 0.95 penny-cap Long NaN 4.0 1.003542e+07 78.0 Healthcare 748 ESTA 5 5.69 penny-cap Long NaN 5.0 7.757226e+06 78.0 Healthcare 769 ZUMZ 4 2.00 penny-cap Long NaN 5.0 6.749708e+06 7.0 Consumer Cyclical 690 USA 3 -1.31 penny-cap Long NaN 3.0 6.332782e+06 78.0 Financial Services 599 NVMI 2 0.13 penny-cap Long NaN 2.0 6.025118e+06 30.0 Technology 447 NVG 1 0.00 penny-cap Long NaN 1.0 5.159193e+06 60.0 Financial Services 627 ADX 2 0.05 penny-cap Long NaN 2.0 3.183415e+06 78.0 Financial Services 478 SOGO 2 0.00 penny-cap Long NaN 2.0 2.350645e+06 57.0 Communication Services 637 BSM 3 -0.84 penny-cap Long NaN 3.0 2.075610e+06 57.0 Energy 587 NAC 1 0.00 penny-cap Long NaN 1.0 1.660619e+06 59.0 Financial Services 456 SLMBP 1 0.00 penny-cap Long NaN 1.0 7.143705e+05 78.0 Financial Services 759 AFINP 2 0.15 penny-cap Long NaN 5.0 2.637195e+05 7.0 Real Estate Mean Return: 0.8392592592592593 Mean Day/Week: 3.4814814814814814 Accuracy:0.5555555555555556 *******************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 763 CVM 1 0.00 penny-cap Short NaN -2.0 8.458375e+07 -2.0 Healthcare 448 SABR 2 -0.65 penny-cap Short NaN -3.0 6.771513e+07 -6.0 Technology 719 RAD 2 -1.86 penny-cap Short NaN -4.0 5.384816e+07 -4.0 Healthcare 426 PK 2 -1.07 penny-cap Short NaN -2.0 3.090331e+07 -3.0 Real Estate 484 PDCO 4 -3.37 penny-cap Short NaN -5.0 2.845387e+07 -5.0 Healthcare 700 CYTK 1 0.00 penny-cap Short NaN -1.0 1.975552e+07 -22.0 Healthcare 414 HAIN 5 0.47 penny-cap Short NaN -5.0 1.715033e+07 -51.0 Consumer Defensive 439 VC 1 0.00 penny-cap Short NaN -2.0 1.632054e+07 -2.0 Consumer Cyclical 576 FUN 2 -0.11 penny-cap Short NaN -2.0 1.314284e+07 -36.0 Consumer Cyclical 612 INT 2 -1.45 penny-cap Short NaN -2.0 9.755242e+06 -9.0 Energy 739 TBPH 3 -3.74 penny-cap Short NaN -3.0 9.422873e+06 -33.0 Healthcare 540 XNCR 2 -2.42 penny-cap Short NaN -2.0 8.546351e+06 -72.0 Healthcare 785 AKRO 1 0.00 penny-cap Short NaN -1.0 7.947808e+06 -6.0 Healthcare 672 HMN 5 -2.20 penny-cap Short NaN -5.0 7.793232e+06 -48.0 Financial Services 589 AVNS 2 -1.36 penny-cap Short NaN -2.0 7.562280e+06 -72.0 Healthcare 732 AMTI 1 0.00 penny-cap Short NaN -1.0 5.864671e+06 -40.0 Healthcare 715 KROS 4 -3.53 penny-cap Short NaN -4.0 5.337439e+06 -42.0 Healthcare 707 WMK 1 0.00 penny-cap Short NaN -1.0 4.122638e+06 -50.0 Consumer Defensive 564 MANU 1 0.00 penny-cap Short NaN -1.0 2.017561e+06 -41.0 Consumer Cyclical 752 FDMT 3 3.99 penny-cap Short NaN -3.0 1.747342e+06 -72.0 Healthcare 673 SBLKZ 4 0.00 penny-cap Short NaN -4.0 9.662672e+05 -24.0 unknown 503 TARO 1 0.00 penny-cap Short NaN -1.0 9.434648e+05 -8.0 Healthcare 745 BROG 1 0.00 penny-cap Short NaN -1.0 1.420565e+04 -53.0 Energy Mean Return: -1.2357142857142855 Mean Day/Week: 3.642857142857143 Accuracy:0.7857142857142857 *******************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 389 AMC 13 15.92 penny-cap Long NaN 32.0 3.522059e+09 35.0 Communication Services 602 RIG 6 10.88 penny-cap Long NaN 6.0 2.584886e+08 21.0 Energy 532 QFIN 18 16.40 penny-cap Long NaN 26.0 1.819719e+08 26.0 unknown 367 DDD 6 4.27 penny-cap Long NaN 32.0 1.287900e+08 24.0 Technology 517 BOX 10 2.00 penny-cap Long NaN 31.0 1.123899e+08 36.0 Technology 608 ASO 7 1.37 penny-cap Long NaN 22.0 9.450598e+07 78.0 Consumer Cyclical 418 SWAV 29 18.81 penny-cap Long NaN 29.0 8.386511e+07 64.0 Healthcare 388 JOBS 21 7.55 penny-cap Long NaN 60.0 8.332613e+07 40.0 Industrials 552 RVLV 10 21.31 penny-cap Long NaN 23.0 8.166662e+07 33.0 Consumer Cyclical 595 MAC 7 3.31 penny-cap Long NaN 49.0 7.813627e+07 38.0 Real Estate 424 CDNA 17 8.55 penny-cap Long NaN 26.0 7.056059e+07 28.0 Healthcare 794 SM 7 6.91 penny-cap Long NaN 23.0 6.550063e+07 78.0 Energy 462 SPT 19 33.58 penny-cap Long NaN 25.0 6.061309e+07 27.0 Technology 561 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 72.0 Real Estate 404 OVV 7 3.51 penny-cap Long NaN 23.0 5.839518e+07 24.0 Energy 363 STAA 24 11.97 penny-cap Long NaN 24.0 5.777844e+07 63.0 Healthcare 609 SKY 8 6.60 penny-cap Long NaN 24.0 4.777202e+07 24.0 Consumer Cyclical 383 JCOM 14 8.40 penny-cap Long NaN 17.0 4.631630e+07 78.0 Technology 513 AMRC 19 17.60 penny-cap Long NaN 58.0 4.553735e+07 24.0 Industrials 746 RAVN 7 -0.43 penny-cap Long NaN 7.0 4.482630e+07 49.0 Industrials 624 DDS 7 9.72 penny-cap Long NaN 32.0 4.454758e+07 47.0 Consumer Cyclical 437 RETA 6 4.68 penny-cap Long NaN 29.0 4.326383e+07 26.0 Healthcare 588 SIG 13 2.37 penny-cap Long NaN 13.0 4.226087e+07 16.0 Consumer Cyclical 365 WK 10 6.86 penny-cap Long NaN 26.0 3.590552e+07 18.0 Technology 688 DEN 28 20.44 penny-cap Long NaN 28.0 3.500513e+07 78.0 Energy 515 ACCD 15 4.73 penny-cap Long NaN 26.0 3.496224e+07 30.0 Healthcare 379 RPD 10 4.02 penny-cap Long NaN 27.0 3.476848e+07 32.0 Technology 400 LPSN 8 5.13 penny-cap Long NaN 28.0 3.422438e+07 18.0 Technology 647 GSAT 6 -4.90 penny-cap Long NaN 7.0 3.352698e+07 15.0 Communication Services 453 APLS 24 21.74 penny-cap Long NaN 53.0 3.314990e+07 31.0 Healthcare 380 HLI 7 3.99 penny-cap Long NaN 34.0 3.199376e+07 34.0 Financial Services 629 MTDR 7 5.05 penny-cap Long NaN 7.0 3.146353e+07 78.0 Energy 413 IMAB 6 2.28 penny-cap Long NaN 6.0 3.062603e+07 48.0 Healthcare 444 OPCH 15 4.91 penny-cap Long NaN 24.0 3.052909e+07 17.0 Healthcare 596 SGRY 46 30.24 penny-cap Long NaN 46.0 2.791834e+07 78.0 Healthcare 678 SYKE 7 -0.86 penny-cap Long NaN 8.0 2.751669e+07 8.0 Technology 490 FRHC 10 4.04 penny-cap Long NaN 22.0 2.623039e+07 21.0 Financial Services 580 RMBS 9 7.02 penny-cap Long NaN 23.0 2.384567e+07 12.0 Technology 396 TRUP 16 19.29 penny-cap Long NaN 53.0 2.354364e+07 24.0 Financial Services 538 AXSM 14 3.45 penny-cap Long NaN 46.0 2.284855e+07 22.0 Healthcare 613 INMD 8 5.02 penny-cap Long NaN 18.0 2.249997e+07 32.0 Healthcare 583 MGY 7 4.22 penny-cap Long NaN 23.0 2.126495e+07 24.0 Energy 611 DOMO 19 24.17 penny-cap Long NaN 26.0 2.076678e+07 28.0 Technology 756 LNTH 9 10.40 penny-cap Long NaN 21.0 1.997768e+07 23.0 Healthcare 443 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 749 EVRI 7 5.65 penny-cap Long NaN 46.0 1.924781e+07 49.0 Consumer Cyclical 488 CYRX 6 0.09 penny-cap Long NaN 23.0 1.903990e+07 23.0 Industrials 535 MDRX 7 3.96 penny-cap Long NaN 54.0 1.865951e+07 35.0 Healthcare 753 RGR 8 7.18 penny-cap Long NaN 36.0 1.860924e+07 38.0 Industrials 795 CDMO 19 3.28 penny-cap Long NaN 19.0 1.817066e+07 78.0 Healthcare 489 CVLT 7 0.47 penny-cap Long NaN 26.0 1.785537e+07 78.0 Technology 471 AQUA 7 2.74 penny-cap Long NaN 27.0 1.769141e+07 57.0 Industrials 656 DRNA 18 15.82 penny-cap Long NaN 26.0 1.735902e+07 32.0 Healthcare 360 DAVA 30 24.77 penny-cap Long NaN 46.0 1.722734e+07 49.0 Technology 546 NSA 20 8.33 penny-cap Long NaN 20.0 1.706402e+07 78.0 Real Estate 661 ZUO 6 6.14 penny-cap Long NaN 12.0 1.705074e+07 12.0 Technology 630 PRFT 56 24.60 penny-cap Long NaN 56.0 1.701561e+07 78.0 Technology 464 PZZA 12 2.83 penny-cap Long NaN 16.0 1.700077e+07 38.0 Consumer Cyclical 511 MIME 35 15.76 penny-cap Long NaN 56.0 1.695205e+07 37.0 Technology 408 KRNT 12 3.14 penny-cap Long NaN 26.0 1.674712e+07 24.0 Industrials 529 FHI 7 0.31 penny-cap Long NaN 10.0 1.674350e+07 40.0 Financial Services 621 FTAI 14 6.22 penny-cap Long NaN 24.0 1.645128e+07 17.0 Industrials 666 IRWD 6 1.24 penny-cap Long NaN 6.0 1.555271e+07 56.0 Healthcare 761 CRK 16 8.09 penny-cap Long NaN 41.0 1.461631e+07 22.0 Energy 657 HSKA 15 10.53 penny-cap Long NaN 15.0 1.430923e+07 32.0 Healthcare 586 SITM 10 9.12 penny-cap Long NaN 26.0 1.348903e+07 17.0 Technology 649 ACMR 9 -0.44 penny-cap Long NaN 23.0 1.289489e+07 13.0 Technology 740 VLRS 10 -0.04 penny-cap Long NaN 10.0 1.260431e+07 78.0 Industrials 526 CSOD 10 4.55 penny-cap Long NaN 29.0 1.183036e+07 20.0 Technology 452 WNS 10 4.17 penny-cap Long NaN 27.0 1.182868e+07 28.0 Industrials 504 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 69.0 Financial Services 421 INOV 15 5.07 penny-cap Long NaN 15.0 1.161413e+07 78.0 Healthcare 766 FINV 13 14.57 penny-cap Long NaN 28.0 1.127033e+07 30.0 Financial Services 655 PMT 12 1.83 penny-cap Long NaN 17.0 1.065463e+07 18.0 Real Estate 614 CVA 15 1.10 penny-cap Long NaN 15.0 1.033409e+07 42.0 Industrials 711 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 687 CNST 14 0.62 penny-cap Long NaN 32.0 9.612151e+06 20.0 Healthcare 744 GLNG 7 1.39 penny-cap Long NaN 32.0 9.023184e+06 32.0 Energy 622 INFN 6 0.27 penny-cap Long NaN 25.0 8.987249e+06 24.0 Technology 695 EVV 18 2.15 penny-cap Long NaN 30.0 8.626840e+06 32.0 Financial Services 567 MODV 15 6.75 penny-cap Long NaN 43.0 8.351932e+06 16.0 Healthcare 468 BLKB 10 1.59 penny-cap Long NaN 23.0 7.962613e+06 24.0 Technology 720 BLFS 8 2.96 penny-cap Long NaN 28.0 7.865800e+06 11.0 Healthcare 600 PBH 36 11.00 penny-cap Long NaN 36.0 7.540995e+06 41.0 Healthcare 685 BSIG 6 -0.88 penny-cap Long NaN 6.0 7.107714e+06 63.0 Financial Services 717 RDWR 18 6.76 penny-cap Long NaN 27.0 5.933307e+06 37.0 Technology 473 CNS 36 16.64 penny-cap Long NaN 80.0 5.887891e+06 47.0 Financial Services 509 BSTZ 10 4.32 penny-cap Long NaN 22.0 5.660592e+06 27.0 unknown 593 VRRM 11 3.52 penny-cap Long NaN 11.0 5.658421e+06 19.0 Industrials 616 ARCE 9 0.77 penny-cap Long NaN 23.0 5.446482e+06 20.0 Consumer Defensive 730 INVA 7 -0.87 penny-cap Long NaN 7.0 5.142285e+06 36.0 Healthcare 431 MSP 6 4.06 penny-cap Long NaN 6.0 5.030990e+06 32.0 Technology 486 NOAH 9 4.28 penny-cap Long NaN 32.0 4.868346e+06 13.0 Financial Services 709 PACK 6 1.36 penny-cap Long NaN 6.0 4.825065e+06 31.0 Consumer Cyclical 474 NAD 28 3.57 penny-cap Long NaN 28.0 4.577232e+06 59.0 Financial Services 734 NYMTO 12 1.27 penny-cap Long NaN 12.0 4.514891e+06 78.0 Real Estate 768 CRTX 19 19.31 penny-cap Long NaN 26.0 4.487038e+06 26.0 Healthcare 651 CSII 7 1.24 penny-cap Long NaN 27.0 4.341035e+06 16.0 Healthcare 741 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 682 BBN 16 1.67 penny-cap Long NaN 65.0 3.627654e+06 30.0 Financial Services 723 NFJ 6 2.28 penny-cap Long NaN 18.0 3.321016e+06 63.0 Financial Services 423 SAFE 13 2.37 penny-cap Long NaN 27.0 3.244156e+06 17.0 Real Estate 782 AUDC 19 7.77 penny-cap Long NaN 58.0 3.135274e+06 39.0 Technology 721 INBX 8 1.20 penny-cap Long NaN 59.0 2.762678e+06 19.0 Healthcare 640 CRVL 6 3.69 penny-cap Long NaN 6.0 2.644539e+06 60.0 Financial Services 572 NZF 8 0.88 penny-cap Long NaN 22.0 2.323118e+06 59.0 Financial Services 755 FAX 6 0.92 penny-cap Long NaN 58.0 2.265199e+06 26.0 Financial Services 792 AWF 19 3.26 penny-cap Long NaN 25.0 1.968178e+06 32.0 Financial Services 691 VCTR 6 2.29 penny-cap Long NaN 6.0 1.788634e+06 78.0 Financial Services 750 SCWX 19 22.59 penny-cap Long NaN 31.0 1.715762e+06 21.0 Technology 654 DCBO 7 5.49 penny-cap Long NaN 61.0 1.572597e+06 47.0 Technology 742 NRK 20 1.62 penny-cap Long NaN 20.0 1.253931e+06 56.0 Financial Services 729 NYMTP 12 1.56 penny-cap Long NaN 15.0 5.955871e+05 17.0 Real Estate 733 NYMTN 15 3.57 penny-cap Long NaN 20.0 5.291969e+05 31.0 Real Estate 429 WTFCM 9 1.24 penny-cap Long NaN 19.0 3.973942e+05 62.0 Financial Services 527 TDA 7 0.16 penny-cap Long NaN 20.0 2.111033e+05 32.0 unknown Mean Return: 6.633103448275862 Mean Day/Week: 13.172413793103448 Accuracy:0.9396551724137931 *******************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 391 JBLU 11 -7.69 penny-cap Short NaN -56.0 1.289450e+08 -20.0 Industrials 543 SAVE 18 -13.89 penny-cap Short NaN -18.0 1.177102e+08 -36.0 Industrials 463 ADS 6 -2.57 penny-cap Short NaN -29.0 1.111233e+08 -9.0 Financial Services 416 KBH 6 -5.63 penny-cap Short NaN -49.0 9.814082e+07 -15.0 Consumer Cyclical 387 HFC 9 -3.39 penny-cap Short NaN -9.0 6.437534e+07 -40.0 Energy 366 NYCB 14 -6.00 penny-cap Short NaN -14.0 5.420010e+07 -40.0 Financial Services 369 SAGE 11 -3.80 penny-cap Short NaN -11.0 5.016811e+07 -12.0 Healthcare 553 FLR 10 -3.24 penny-cap Short NaN -33.0 4.802665e+07 -33.0 Industrials 469 CBRL 15 -7.81 penny-cap Short NaN -53.0 4.207123e+07 -36.0 Consumer Cyclical 671 PLAY 13 -7.06 penny-cap Short NaN -62.0 4.009412e+07 -36.0 Consumer Cyclical 458 TMHC 14 -5.00 penny-cap Short NaN -42.0 3.975641e+07 -20.0 Consumer Cyclical 568 THS 23 -8.59 penny-cap Short NaN -25.0 3.579797e+07 -40.0 Consumer Defensive 601 CAKE 9 -2.85 penny-cap Short NaN -35.0 3.443311e+07 -14.0 Consumer Cyclical 524 ASB 6 -3.25 penny-cap Short NaN -25.0 3.425294e+07 -9.0 Financial Services 491 ALGT 20 -14.74 penny-cap Short NaN -69.0 2.911164e+07 -41.0 Industrials 441 AVT 7 2.39 penny-cap Short NaN -42.0 2.799648e+07 -9.0 Technology 477 SR 6 1.65 penny-cap Short NaN -6.0 2.678820e+07 -6.0 Utilities 628 BLMN 9 2.33 penny-cap Short NaN -35.0 2.601276e+07 -13.0 Consumer Cyclical 476 TRN 7 -3.87 penny-cap Short NaN -8.0 2.583745e+07 -9.0 Industrials 467 LCII 7 0.24 penny-cap Short NaN -13.0 2.412271e+07 -14.0 Consumer Cyclical 454 MDC 12 -2.83 penny-cap Short NaN -50.0 2.385596e+07 -21.0 Consumer Cyclical 514 WOR 11 -2.45 penny-cap Short NaN -34.0 2.252849e+07 -30.0 Industrials 502 ABG 14 -6.67 penny-cap Short NaN -44.0 2.244147e+07 -20.0 Consumer Cyclical 549 ABM 12 -7.91 penny-cap Short NaN -50.0 2.237333e+07 -22.0 Industrials 667 FSM 9 -10.45 penny-cap Short NaN -10.0 2.226906e+07 -19.0 Basic Materials 378 ALSN 9 -0.15 penny-cap Short NaN -25.0 2.225870e+07 -17.0 Consumer Cyclical 562 WWW 9 -0.04 penny-cap Short NaN -34.0 2.185672e+07 -29.0 Consumer Cyclical 623 BCC 6 0.35 penny-cap Short NaN -32.0 2.122333e+07 -12.0 Basic Materials 411 VMI 8 4.81 penny-cap Short NaN -29.0 2.041716e+07 -14.0 Industrials 505 BXS 13 -6.02 penny-cap Short NaN -13.0 1.952992e+07 -50.0 Financial Services 384 AL 14 -8.64 penny-cap Short NaN -14.0 1.786036e+07 -37.0 Industrials 402 RXT 11 -2.87 penny-cap Short NaN -46.0 1.784948e+07 -35.0 Technology 607 CMP 9 -4.56 penny-cap Short NaN -27.0 1.753179e+07 -12.0 Basic Materials 430 OGS 6 0.38 penny-cap Short NaN -6.0 1.722340e+07 -8.0 Utilities 642 MDGL 6 -4.98 penny-cap Short NaN -28.0 1.707405e+07 -24.0 Healthcare 492 CNO 8 3.67 penny-cap Short NaN -25.0 1.699051e+07 -14.0 Financial Services 433 SNDR 9 2.25 penny-cap Short NaN -29.0 1.604898e+07 -25.0 Industrials 508 DAN 7 0.42 penny-cap Short NaN -15.0 1.562482e+07 -9.0 Consumer Cyclical 545 AVA 8 -0.97 penny-cap Short NaN -52.0 1.479742e+07 -21.0 Utilities 738 ARCB 9 5.65 penny-cap Short NaN -29.0 1.458741e+07 -18.0 Industrials 510 COLB 9 -4.26 penny-cap Short NaN -70.0 1.419666e+07 -55.0 Financial Services 516 UTZ 12 -6.53 penny-cap Short NaN -34.0 1.415554e+07 -33.0 Consumer Defensive 427 AXS 8 4.32 penny-cap Short NaN -29.0 1.375090e+07 -15.0 Financial Services 659 CVI 8 3.45 penny-cap Short NaN -12.0 1.370396e+07 -61.0 Energy 582 FULT 8 2.56 penny-cap Short NaN -65.0 1.273253e+07 -9.0 Financial Services 603 TSE 9 2.44 penny-cap Short NaN -29.0 1.265631e+07 -30.0 Basic Materials 466 PCH 6 -0.58 penny-cap Short NaN -34.0 1.237798e+07 -16.0 Real Estate 525 NWE 8 -2.58 penny-cap Short NaN -45.0 1.217534e+07 -25.0 Utilities 522 ONB 9 -3.16 penny-cap Short NaN -67.0 1.149784e+07 -42.0 Financial Services 610 SKYW 18 -11.32 penny-cap Short NaN -18.0 1.149445e+07 -42.0 Industrials 362 PAG 8 2.39 penny-cap Short NaN -35.0 1.144577e+07 -18.0 Consumer Cyclical 475 GATX 6 -4.34 penny-cap Short NaN -29.0 1.102173e+07 -9.0 Industrials 636 ADUS 15 -4.81 penny-cap Short NaN -15.0 1.039211e+07 -43.0 Healthcare 625 ENDP 6 0.33 penny-cap Short NaN -6.0 1.034775e+07 -66.0 Healthcare 681 ATSG 8 1.84 penny-cap Short NaN -8.0 1.026330e+07 -49.0 Industrials 662 EB 11 -5.38 penny-cap Short NaN -66.0 1.008778e+07 -35.0 Technology 660 LZB 10 -0.20 penny-cap Short NaN -34.0 1.001710e+07 -30.0 Consumer Cyclical 539 AUB 6 -2.89 penny-cap Short NaN -20.0 9.727835e+06 -9.0 Financial Services 770 ACRS 16 -7.68 penny-cap Short NaN -55.0 9.454748e+06 -37.0 Healthcare 626 MTOR 10 -5.13 penny-cap Short NaN -10.0 9.447792e+06 -63.0 Consumer Cyclical 574 RUSHA 9 -4.51 penny-cap Short NaN -50.0 8.876999e+06 -20.0 Consumer Cyclical 551 DOOR 9 0.98 penny-cap Short NaN -40.0 8.602950e+06 -20.0 Industrials 451 HOMB 8 2.71 penny-cap Short NaN -68.0 8.421505e+06 -15.0 Financial Services 697 PRIM 9 -3.60 penny-cap Short NaN -9.0 8.232951e+06 -48.0 Industrials 694 CGEM 8 2.65 penny-cap Short NaN -8.0 8.204464e+06 -119.0 Healthcare 617 FMBI 16 -6.44 penny-cap Short NaN -65.0 8.166723e+06 -30.0 Financial Services 704 HOPE 8 1.17 penny-cap Short NaN -64.0 8.133653e+06 -9.0 Financial Services 518 AIT 7 2.19 penny-cap Short NaN -29.0 7.940187e+06 -10.0 Industrials 675 PATK 9 -1.85 penny-cap Short NaN -34.0 7.846942e+06 -19.0 Consumer Cyclical 559 GCMG 17 -9.80 penny-cap Short NaN -33.0 7.745811e+06 -35.0 Financial Services 786 KRA 14 -7.02 penny-cap Short NaN -42.0 7.632304e+06 -43.0 Basic Materials 668 NWBI 8 1.17 penny-cap Short NaN -8.0 7.592169e+06 -9.0 Financial Services 783 BJRI 14 -6.68 penny-cap Short NaN -70.0 7.119815e+06 -30.0 Consumer Cyclical 650 FBK 16 -7.42 penny-cap Short NaN -68.0 6.838526e+06 -45.0 Financial Services 788 MATW 9 -1.15 penny-cap Short NaN -68.0 6.663243e+06 -26.0 Industrials 556 FIBK 15 -8.73 penny-cap Short NaN -69.0 6.585482e+06 -36.0 Financial Services 674 HBM 6 2.79 penny-cap Short NaN -28.0 5.697857e+06 -12.0 Basic Materials 534 SCL 6 -2.94 penny-cap Short NaN -26.0 5.573996e+06 -9.0 Basic Materials 708 AROC 9 -1.66 penny-cap Short NaN -9.0 5.172816e+06 -9.0 Energy 565 SPXC 6 0.33 penny-cap Short NaN -30.0 5.148126e+06 -9.0 Industrials 712 CVGW 15 -6.94 penny-cap Short NaN -45.0 5.133305e+06 -42.0 Consumer Defensive 581 IOSP 9 -3.96 penny-cap Short NaN -14.0 5.115960e+06 -15.0 Basic Materials 571 FLOW 7 1.36 penny-cap Short NaN -30.0 5.071132e+06 -10.0 Industrials 554 MEOH 9 0.00 penny-cap Short NaN -27.0 5.011398e+06 -36.0 Basic Materials 774 ORIC 18 -9.39 penny-cap Short NaN -18.0 4.993563e+06 -137.0 Healthcare 754 PLUS 21 -5.82 penny-cap Short NaN -68.0 4.877289e+06 -29.0 Technology 790 PRA 9 -4.54 penny-cap Short NaN -67.0 4.830371e+06 -36.0 Financial Services 658 SBCF 8 1.21 penny-cap Short NaN -30.0 4.778726e+06 -9.0 Financial Services 594 SANM 6 1.71 penny-cap Short NaN -56.0 4.732779e+06 -12.0 Technology 648 TRMK 9 -1.92 penny-cap Short NaN -63.0 4.685991e+06 -25.0 Financial Services 560 IBOC 7 -4.12 penny-cap Short NaN -29.0 4.465651e+06 -9.0 Financial Services 533 CVBF 8 0.00 penny-cap Short NaN -9.0 4.391240e+06 -9.0 Financial Services 692 MNTK 7 -18.16 penny-cap Short NaN -7.0 4.206433e+06 -110.0 Utilities 765 CMCO 9 -0.46 penny-cap Short NaN -69.0 4.038759e+06 -25.0 Industrials 760 OCFC 9 -2.64 penny-cap Short NaN -64.0 3.804433e+06 -38.0 Financial Services 618 BANF 14 -4.25 penny-cap Short NaN -30.0 3.769244e+06 -26.0 Financial Services 773 AMSF 7 -0.74 penny-cap Short NaN -28.0 3.637694e+06 -18.0 Financial Services 764 SAFT 8 0.14 penny-cap Short NaN -25.0 3.508679e+06 -21.0 Financial Services 686 HTLD 29 -6.87 penny-cap Short NaN -49.0 3.502418e+06 -35.0 Industrials 698 TBK 8 2.69 penny-cap Short NaN -47.0 3.414495e+06 -30.0 Financial Services 597 FRME 14 -3.91 penny-cap Short NaN -67.0 3.392359e+06 -26.0 Financial Services 696 NBTB 9 -4.41 penny-cap Short NaN -25.0 3.214533e+06 -25.0 Financial Services 757 TCBK 8 -0.30 penny-cap Short NaN -14.0 3.194130e+06 -9.0 Financial Services 779 CLS 8 3.13 penny-cap Short NaN -12.0 3.108921e+06 -13.0 Technology 776 SXI 7 1.86 penny-cap Short NaN -27.0 2.801911e+06 -9.0 Industrials 735 SWM 22 -4.06 penny-cap Short NaN -60.0 2.681227e+06 -35.0 Basic Materials 653 CFFN 25 -3.02 penny-cap Short NaN -25.0 2.666285e+06 -60.0 Financial Services 680 NTB 8 -1.21 penny-cap Short NaN -35.0 2.578881e+06 -26.0 Financial Services 684 WABC 14 -5.01 penny-cap Short NaN -69.0 2.543693e+06 -26.0 Financial Services 751 RMAX 15 -4.72 penny-cap Short NaN -72.0 2.283498e+06 -55.0 Real Estate 781 NBHC 8 -0.45 penny-cap Short NaN -68.0 2.239198e+06 -26.0 Financial Services 777 FOR 13 -4.07 penny-cap Short NaN -39.0 1.995088e+06 -27.0 Real Estate 619 PRK 9 -3.57 penny-cap Short NaN -15.0 1.870598e+06 -42.0 Financial Services 683 BV 8 2.18 penny-cap Short NaN -46.0 1.734046e+06 -15.0 Industrials 664 KRO 7 -3.77 penny-cap Short NaN -33.0 1.731832e+06 -17.0 Basic Materials 590 UZC 13 0.04 penny-cap Short NaN -40.0 6.440420e+05 -127.0 unknown 573 RUSHB 9 -5.13 penny-cap Short NaN -52.0 5.499276e+05 -20.0 Consumer Cyclical 714 NEXA 10 -1.71 penny-cap Short NaN -14.0 5.136210e+05 -15.0 Basic Materials 498 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -131.0 unknown 591 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 500 HKIB 8 -5.85 penny-cap Short NaN -49.0 3.737600e+04 -28.0 Financial Services 663 PRTC 9 -5.22 penny-cap Short NaN -9.0 3.672320e+03 -35.0 Healthcare 495 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -131.0 Financial Services Mean Return: -2.726178861788618 Mean Day/Week: 10.447154471544716 Accuracy:0.6910569105691057 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stock-filter · 3 years
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Stock daily Filter Report for 2021/06/29 05-42-08
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 16 Consumer Cyclical 12 Consumer Defensive 5 Energy 5 Financial Services 16 Healthcare 33 Industrials 10 Real Estate 8 Technology 43 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 7 Consumer Cyclical 11 Consumer Defensive 10 Financial Services 11 Healthcare 7 Industrials 15 Real Estate 3 Technology 7 Utilities 8 *******************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 90 CSGP 1 0.0 big-cap Short NaN -1.0 2.832346e+08 -1.0 Real Estate Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 87 TTD 2 5.09 big-cap Long NaN 21.0 6.820300e+08 5.0 Technology 229 FSLR 1 0.00 big-cap Long NaN 23.0 3.564769e+08 4.0 Technology Mean Return: 5.09 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 90 CSGP 1 0.0 big-cap Short NaN -1.0 2.832346e+08 -1.0 Real Estate Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 2 FB 3 3.65 big-cap Long NaN 3.0 9.615580e+09 76.0 Communication Services 3 V 5 -0.77 big-cap Long NaN 5.0 2.154072e+09 69.0 Financial Services 20 CHTR 3 1.38 big-cap Long NaN 3.0 7.296441e+08 52.0 Communication Services 16 COST 3 1.14 big-cap Long NaN 3.0 6.426898e+08 58.0 Consumer Defensive 15 ACN 2 -0.26 big-cap Long NaN 2.0 4.881012e+08 76.0 Technology 18 AZN 2 1.21 big-cap Long NaN 2.0 3.485771e+08 52.0 Healthcare 60 BSX 3 -0.85 big-cap Long NaN 5.0 2.930144e+08 78.0 unknown 105 CARR 1 0.00 big-cap Long NaN 1.0 2.918437e+08 76.0 Industrials 177 ULTA 5 2.27 big-cap Long NaN 5.0 2.284534e+08 23.0 Consumer Cyclical 78 ROP 3 1.39 big-cap Long NaN 3.0 2.223092e+08 61.0 Industrials 160 APO 2 -0.08 big-cap Long NaN 2.0 2.169911e+08 52.0 Financial Services 106 PAYX 2 1.23 big-cap Long NaN 2.0 2.103835e+08 78.0 Industrials 149 ZBRA 1 0.00 big-cap Long NaN 1.0 2.004496e+08 28.0 Technology 52 BAM 2 -0.42 big-cap Long NaN 2.0 1.718506e+08 78.0 Financial Services 93 TROW 2 0.27 big-cap Long NaN 2.0 1.705786e+08 78.0 Financial Services 144 VRSN 4 1.06 big-cap Long NaN 4.0 1.196989e+08 61.0 Technology 178 BPY 1 0.00 big-cap Long NaN 1.0 1.126146e+08 78.0 Real Estate 132 MXIM 1 0.00 big-cap Long NaN 1.0 1.112180e+08 28.0 Technology 99 LBRDK 3 2.65 big-cap Long NaN 3.0 1.052276e+08 52.0 Communication Services 142 KKR 4 1.95 big-cap Long NaN 4.0 1.014016e+08 78.0 Financial Services 184 POOL 1 0.00 big-cap Long NaN 1.0 1.009661e+08 59.0 Consumer Cyclical 217 CG 4 1.21 big-cap Long NaN 4.0 5.127604e+07 78.0 Financial Services 108 BGNE 1 0.00 big-cap Long NaN 1.0 3.344207e+07 6.0 Healthcare 207 OSH 2 -1.97 big-cap Long NaN 2.0 2.693897e+07 6.0 Healthcare 191 LBTYA 2 -1.65 big-cap Long NaN 2.0 1.849002e+07 77.0 Communication Services 141 RCI 4 0.38 big-cap Long NaN 4.0 1.470883e+07 59.0 Communication Services 100 LBRDA 2 0.16 big-cap Long NaN 2.0 5.226199e+06 52.0 Communication Services Mean Return: 0.6642857142857143 Mean Day/Week: 3.238095238095238 Accuracy:0.6666666666666666 *******************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 90 CSGP 1 0.0 big-cap Short NaN -1.0 2.832346e+08 -1.0 Real Estate 193 IEP 1 0.0 big-cap Short NaN -2.0 1.292201e+07 -8.0 Industrials Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 4 NVDA 24 25.06 big-cap Long NaN 24.0 9.706377e+09 58.0 Technology 204 SPCE 9 50.58 big-cap Long NaN 26.0 5.993241e+09 19.0 Industrials 0 MSFT 12 4.16 big-cap Long NaN 13.0 4.996111e+09 78.0 Technology 1 GOOG 16 2.83 big-cap Long NaN 16.0 3.470826e+09 78.0 Communication Services 17 SHOP 10 12.65 big-cap Long NaN 27.0 1.653635e+09 28.0 Technology 5 PYPL 8 5.50 big-cap Long NaN 22.0 1.476213e+09 27.0 Financial Services 45 MRNA 6 7.18 big-cap Long NaN 23.0 1.372646e+09 53.0 Healthcare 21 ZM 7 3.95 big-cap Long NaN 29.0 1.329511e+09 17.0 Communication Services 8 CRM 21 2.82 big-cap Long NaN 24.0 1.024040e+09 27.0 Technology 12 XOM 6 0.72 big-cap Long NaN 15.0 1.009383e+09 20.0 Energy 7 ADBE 13 9.62 big-cap Long NaN 17.0 9.662214e+08 61.0 Technology 28 SNAP 7 4.91 big-cap Long NaN 24.0 8.478362e+08 25.0 Communication Services 56 REGN 14 4.04 big-cap Long NaN 17.0 8.185105e+08 46.0 Healthcare 63 CRWD 9 8.97 big-cap Long NaN 26.0 8.055296e+08 27.0 Technology 31 SNOW 6 -0.23 big-cap Long NaN 29.0 7.305747e+08 22.0 Technology 96 XPEV 8 3.25 big-cap Long NaN 27.0 7.203149e+08 20.0 Consumer Cyclical 118 LI 8 9.43 big-cap Long NaN 30.0 7.092321e+08 22.0 Consumer Cyclical 10 MRK 12 1.66 big-cap Long NaN 12.0 6.759858e+08 13.0 Healthcare 92 MRVL 9 8.13 big-cap Long NaN 25.0 5.393454e+08 27.0 Technology 156 OXY 6 6.03 big-cap Long NaN 20.0 5.381549e+08 20.0 Energy 59 EW 25 7.38 big-cap Long NaN 25.0 5.013671e+08 56.0 Healthcare 25 TGT 6 3.17 big-cap Long NaN 27.0 4.939953e+08 70.0 Consumer Defensive 67 DOCU 9 11.84 big-cap Long NaN 21.0 4.895975e+08 17.0 Technology 23 INTU 29 15.64 big-cap Long NaN 29.0 4.551048e+08 34.0 Technology 69 LULU 11 7.57 big-cap Long NaN 23.0 4.388144e+08 51.0 Consumer Cyclical 32 SPGI 11 3.69 big-cap Long NaN 11.0 4.347176e+08 78.0 Financial Services 53 TEAM 9 5.95 big-cap Long NaN 23.0 4.000049e+08 17.0 Technology 174 GNRC 10 12.42 big-cap Long NaN 20.0 3.917516e+08 23.0 Industrials 98 PANW 7 1.83 big-cap Long NaN 25.0 3.891425e+08 27.0 Technology 27 ISRG 11 4.48 big-cap Long NaN 11.0 3.783454e+08 56.0 Healthcare 81 EBAY 6 6.69 big-cap Long NaN 19.0 3.724012e+08 38.0 Consumer Cyclical 122 ZS 9 4.20 big-cap Long NaN 23.0 3.452385e+08 23.0 Technology 162 ALNY 14 5.79 big-cap Long NaN 28.0 3.437365e+08 22.0 Healthcare 38 PBR 31 21.30 big-cap Long NaN 70.0 3.311794e+08 35.0 Energy 46 DASH 6 1.47 big-cap Long NaN 28.0 3.268517e+08 13.0 Communication Services 42 ILMN 12 6.13 big-cap Long NaN 26.0 2.845039e+08 22.0 Healthcare 62 BX 25 8.55 big-cap Long NaN 25.0 2.643367e+08 78.0 Financial Services 130 NET 16 21.58 big-cap Long NaN 24.0 2.527390e+08 29.0 Technology 35 ZTS 13 2.73 big-cap Long NaN 13.0 2.488252e+08 55.0 Healthcare 117 ROK 6 1.05 big-cap Long NaN 18.0 2.350620e+08 26.0 Industrials 129 KR 8 0.50 big-cap Long NaN 17.0 2.335656e+08 46.0 Consumer Defensive 88 A 13 3.40 big-cap Long NaN 21.0 2.301482e+08 60.0 Healthcare 161 HUBS 8 4.23 big-cap Long NaN 11.0 2.235590e+08 17.0 Technology 76 IDXX 24 13.06 big-cap Long NaN 24.0 2.217824e+08 32.0 Healthcare 182 DPZ 14 4.86 big-cap Long NaN 14.0 2.075085e+08 59.0 Consumer Cyclical 71 VEEV 14 9.34 big-cap Long NaN 23.0 2.045919e+08 23.0 Healthcare 103 MSCI 11 8.61 big-cap Long NaN 11.0 2.028554e+08 62.0 Financial Services 225 BILL 7 4.54 big-cap Long NaN 21.0 2.013190e+08 16.0 Technology 145 MDB 8 4.34 big-cap Long NaN 26.0 1.942094e+08 17.0 Technology 134 FTNT 17 10.95 big-cap Long NaN 17.0 1.874984e+08 78.0 Technology 111 SBAC 20 6.67 big-cap Long NaN 20.0 1.784411e+08 69.0 Real Estate 143 NDAQ 17 4.38 big-cap Long NaN 17.0 1.737058e+08 78.0 Financial Services 97 INFO 10 3.20 big-cap Long NaN 10.0 1.564203e+08 78.0 Industrials 110 DDOG 8 4.56 big-cap Long NaN 28.0 1.536507e+08 27.0 Technology 116 SGEN 14 3.60 big-cap Long NaN 59.0 1.413356e+08 30.0 Healthcare 104 CTAS 6 4.58 big-cap Long NaN 9.0 1.391159e+08 65.0 Industrials 61 MCO 11 5.14 big-cap Long NaN 11.0 1.385776e+08 78.0 Financial Services 79 PSA 17 6.05 big-cap Long NaN 17.0 1.365957e+08 78.0 Real Estate 127 WELL 18 7.98 big-cap Long NaN 19.0 1.352891e+08 78.0 Real Estate 9 NVS 19 3.84 big-cap Long NaN 36.0 1.327767e+08 37.0 Healthcare 114 RMD 14 15.66 big-cap Long NaN 25.0 1.300929e+08 40.0 Healthcare 126 CPRT 6 1.44 big-cap Long NaN 6.0 1.195983e+08 57.0 Industrials 168 HZNP 6 2.10 big-cap Long NaN 6.0 1.172845e+08 31.0 Healthcare 113 MSI 6 1.79 big-cap Long NaN 35.0 1.149210e+08 78.0 Technology 171 NVCR 21 8.98 big-cap Long NaN 21.0 1.066266e+08 54.0 Healthcare 195 CRL 13 3.18 big-cap Long NaN 13.0 1.037074e+08 78.0 Healthcare 170 WAT 14 4.84 big-cap Long NaN 14.0 1.014231e+08 66.0 Healthcare 151 EPAM 15 6.41 big-cap Long NaN 15.0 1.003614e+08 78.0 Technology 119 MTD 11 2.24 big-cap Long NaN 11.0 9.966539e+07 59.0 Healthcare 147 WST 7 3.07 big-cap Long NaN 7.0 9.956620e+07 58.0 Healthcare 34 INFY 15 8.94 big-cap Long NaN 26.0 9.939786e+07 23.0 Technology 179 EXR 17 7.87 big-cap Long NaN 17.0 9.196123e+07 78.0 Real Estate 194 ESTC 7 3.26 big-cap Long NaN 26.0 9.106849e+07 18.0 Technology 164 AVTR 13 6.95 big-cap Long NaN 13.0 8.424954e+07 61.0 Basic Materials 152 INCY 6 0.82 big-cap Long NaN 26.0 8.284625e+07 37.0 Healthcare 210 CABO 7 0.47 big-cap Long NaN 27.0 8.008778e+07 8.0 Communication Services 167 PKI 13 5.87 big-cap Long NaN 13.0 7.855401e+07 38.0 Healthcare 197 TECH 13 2.22 big-cap Long NaN 13.0 7.114830e+07 78.0 Healthcare 166 PAGS 6 2.17 big-cap Long NaN 27.0 7.110611e+07 21.0 Technology 234 CPT 24 7.40 big-cap Long NaN 24.0 5.746547e+07 78.0 Real Estate 218 ELS 25 7.17 big-cap Long NaN 25.0 4.903988e+07 74.0 Real Estate 232 CBOE 6 1.21 big-cap Long NaN 14.0 4.831784e+07 78.0 Financial Services 181 ARGX 7 -0.91 big-cap Long NaN 27.0 4.428509e+07 13.0 Healthcare 180 BMRN 13 0.98 big-cap Long NaN 27.0 4.384577e+07 27.0 Healthcare 128 XP 12 1.87 big-cap Long NaN 15.0 1.940721e+07 21.0 Financial Services 22 PTR 15 15.61 big-cap Long NaN 38.0 1.679473e+07 39.0 Energy 209 NTCO 32 22.63 big-cap Long NaN 57.0 1.059541e+07 38.0 Consumer Defensive 203 JHX 12 0.53 big-cap Long NaN 12.0 8.443872e+05 65.0 Basic Materials 173 BPYPP 8 -0.26 big-cap Long NaN 23.0 8.431452e+05 32.0 Real Estate Mean Return: 6.55123595505618 Mean Day/Week: 12.415730337078651 Accuracy:0.9662921348314607 *******************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 29 BKNG 12 -4.33 big-cap Short NaN -39.0 1.349346e+09 -20.0 Consumer Cyclical 133 DAL 11 -6.15 big-cap Short NaN -11.0 7.442836e+08 -20.0 Industrials 24 CAT 8 3.27 big-cap Short NaN -28.0 6.709271e+08 -13.0 Industrials 48 VRTX 12 2.57 big-cap Short NaN -12.0 5.523671e+08 -12.0 Healthcare 125 LUV 8 -4.24 big-cap Short NaN -53.0 4.372966e+08 -18.0 Industrials 37 FISV 18 -4.34 big-cap Short NaN -44.0 3.862133e+08 -35.0 Technology 65 TAL 38 -68.29 big-cap Short NaN -38.0 3.673144e+08 -77.0 Consumer Defensive 85 LVS 18 -9.76 big-cap Short NaN -18.0 3.446807e+08 -39.0 Consumer Cyclical 41 TFC 7 4.53 big-cap Short NaN -19.0 3.156945e+08 -8.0 Financial Services 68 MET 6 0.16 big-cap Short NaN -33.0 2.818578e+08 -8.0 Financial Services 49 ECL 6 -0.74 big-cap Short NaN -32.0 2.779594e+08 -16.0 Basic Materials 55 GPN 9 -1.17 big-cap Short NaN -39.0 2.450587e+08 -38.0 Industrials 91 SYY 7 2.07 big-cap Short NaN -29.0 2.422953e+08 -14.0 Consumer Defensive 39 CB 6 -0.02 big-cap Short NaN -14.0 2.164471e+08 -8.0 Financial Services 172 CMS 7 3.22 big-cap Short NaN -33.0 2.065995e+08 -15.0 Utilities 101 CMI 8 1.68 big-cap Short NaN -68.0 1.953681e+08 -29.0 Industrials 153 VIPS 19 -20.64 big-cap Short NaN -66.0 1.857705e+08 -62.0 Consumer Cyclical 115 EDU 9 -1.86 big-cap Short NaN -35.0 1.767228e+08 -74.0 Consumer Defensive 150 FLT 16 -6.45 big-cap Short NaN -36.0 1.678929e+08 -34.0 Technology 112 CTVA 13 -0.42 big-cap Short NaN -38.0 1.557323e+08 -28.0 Basic Materials 236 SNA 6 -0.65 big-cap Short NaN -28.0 1.324322e+08 -9.0 Industrials 102 TRV 7 3.25 big-cap Short NaN -29.0 1.305105e+08 -8.0 Financial Services 107 PCAR 7 1.83 big-cap Short NaN -11.0 1.267114e+08 -16.0 Industrials 121 GLW 8 4.22 big-cap Short NaN -43.0 1.099984e+08 -16.0 Technology 227 DAR 8 0.43 big-cap Short NaN -9.0 1.062275e+08 -10.0 Consumer Defensive 188 ATHM 28 -25.82 big-cap Short NaN -28.0 1.058003e+08 -137.0 Communication Services 36 CNI 8 -0.40 big-cap Short NaN -8.0 9.087080e+07 -34.0 Industrials 148 PPL 7 2.32 big-cap Short NaN -9.0 8.630917e+07 -9.0 Utilities 94 MFC 12 -3.31 big-cap Short NaN -63.0 8.286302e+07 -28.0 Financial Services 175 HPE 7 0.60 big-cap Short NaN -57.0 7.615246e+07 -9.0 Technology 198 HAS 8 1.93 big-cap Short NaN -33.0 7.517604e+07 -11.0 Consumer Cyclical 206 MPW 7 3.07 big-cap Short NaN -7.0 7.434142e+07 -40.0 Real Estate 183 CPB 14 -0.10 big-cap Short NaN -15.0 7.235933e+07 -16.0 Consumer Defensive 202 SMG 18 -5.09 big-cap Short NaN -51.0 6.239214e+07 -28.0 Basic Materials 187 ABCL 16 -25.34 big-cap Short NaN -18.0 5.559131e+07 -23.0 Healthcare 163 CVAC 8 10.18 big-cap Short NaN -14.0 5.127539e+07 -13.0 Healthcare 220 WRB 7 2.85 big-cap Short NaN -43.0 4.821206e+07 -19.0 Financial Services 237 AQN 6 1.45 big-cap Short NaN -6.0 4.234311e+07 -10.0 Utilities 74 ERIC 7 1.02 big-cap Short NaN -40.0 4.080760e+07 -19.0 Technology 213 PLTK 13 -4.44 big-cap Short NaN -13.0 3.410526e+07 -18.0 Communication Services 214 KC 10 0.55 big-cap Short NaN -10.0 3.331318e+07 -72.0 Technology 123 SLF 6 1.31 big-cap Short NaN -32.0 2.609399e+07 -10.0 Financial Services 211 SBSW 8 2.15 big-cap Short NaN -13.0 2.580832e+07 -12.0 Basic Materials 58 PHG 11 -7.87 big-cap Short NaN -44.0 2.382220e+07 -22.0 Healthcare 109 ORAN 6 -3.58 big-cap Short NaN -21.0 1.545802e+07 -18.0 Communication Services 72 PUK 6 -3.35 big-cap Short NaN -57.0 5.693834e+06 -9.0 Financial Services 201 ZNH 16 -4.71 big-cap Short NaN -16.0 6.331309e+05 -41.0 Industrials Mean Return: -3.3704255319148944 Mean Day/Week: 10.702127659574469 Accuracy:0.5319148936170213 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 4 Consumer Cyclical 2 Consumer Defensive 1 Energy 3 Financial Services 5 Healthcare 12 Industrials 3 Real Estate 6 Technology 13 Utilities 2 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 5 Consumer Cyclical 11 Consumer Defensive 5 Energy 1 Financial Services 18 Healthcare 4 Industrials 11 Real Estate 1 Technology 1 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 347 ASR 3 -1.42 small-cap Long NaN 3.0 5.341946e+06 4.0 Industrials Mean Return: -1.42 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_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 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 240 FWONK 3 2.72 small-cap Long NaN 12.0 5.558746e+07 4.0 Communication Services 347 ASR 3 -1.42 small-cap Long NaN 3.0 5.341946e+06 4.0 Industrials Mean Return: 0.6500000000000001 Mean Day/Week: 3.0 Accuracy:0.5 *******************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 341 BOKF 1 0.0 small-cap Short NaN -14.0 9.705624e+06 -1.0 Financial Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 264 DECK 2 0.45 small-cap Long NaN 5.0 2.198352e+08 6.0 Consumer Cyclical 332 STWD 1 0.00 small-cap Long NaN 1.0 6.710221e+07 78.0 Real Estate 302 OMF 3 -1.18 small-cap Long NaN 3.0 5.501049e+07 66.0 Financial Services 273 SYNH 1 0.00 small-cap Long NaN 1.0 4.766800e+07 15.0 Healthcare 312 GMED 3 2.58 small-cap Long NaN 4.0 2.820948e+07 57.0 Healthcare 299 HQY 4 -1.77 small-cap Long NaN 4.0 2.776941e+07 30.0 Healthcare 347 ASR 3 -1.42 small-cap Long NaN 3.0 5.341946e+06 4.0 Industrials 242 FWONA 3 2.67 small-cap Long NaN 4.0 3.954008e+06 6.0 Communication Services 317 WF 2 -1.94 small-cap Long NaN 2.0 2.309731e+05 76.0 Financial Services Mean Return: -0.08714285714285709 Mean Day/Week: 3.142857142857143 Accuracy:0.42857142857142855 *******************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 304 HTA 1 0.00 small-cap Short NaN -4.0 5.630543e+07 -7.0 Real Estate 296 RBA 1 0.00 small-cap Short NaN -1.0 3.311359e+07 -16.0 Industrials 245 MNSO 5 -1.88 small-cap Short NaN -5.0 2.156035e+07 -24.0 Consumer Cyclical 274 NFE 2 0.62 small-cap Short NaN -2.0 1.586432e+07 -137.0 Utilities 292 GLPG 3 4.13 small-cap Short NaN -3.0 1.116350e+07 -11.0 Healthcare 260 CIB 5 0.69 small-cap Short NaN -5.0 6.400030e+06 -137.0 Financial Services 239 BSAC 2 -2.64 small-cap Short NaN -2.0 5.200187e+06 -36.0 Financial Services Mean Return: 0.18400000000000008 Mean Day/Week: 3.8 Accuracy:0.4 *******************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 323 FUBO 7 15.02 small-cap Long NaN 33.0 3.210627e+08 19.0 Communication Services 320 MRO 6 -0.21 small-cap Long NaN 22.0 2.425497e+08 26.0 Energy 251 FANG 19 7.35 small-cap Long NaN 19.0 2.018197e+08 22.0 Energy 324 ASAN 17 46.96 small-cap Long NaN 27.0 1.425815e+08 28.0 Technology 246 DBX 14 4.24 small-cap Long NaN 25.0 1.058667e+08 31.0 Technology 283 CLR 6 0.65 small-cap Long NaN 38.0 1.038639e+08 45.0 Energy 306 NTNX 22 21.46 small-cap Long NaN 59.0 8.297995e+07 27.0 Technology 268 ARWR 14 5.72 small-cap Long NaN 51.0 6.333282e+07 27.0 Healthcare 257 SMAR 7 5.02 small-cap Long NaN 25.0 5.483517e+07 12.0 Technology 297 REXR 17 4.19 small-cap Long NaN 17.0 5.081124e+07 75.0 Real Estate 267 LSPD 8 10.76 small-cap Long NaN 25.0 4.514041e+07 27.0 Technology 287 CUBE 20 5.69 small-cap Long NaN 20.0 4.500931e+07 78.0 Real Estate 298 VRT 31 15.17 small-cap Long NaN 31.0 4.137066e+07 61.0 Industrials 241 GWRE 6 3.47 small-cap Long NaN 23.0 4.073486e+07 17.0 Technology 310 LSI 23 9.52 small-cap Long NaN 23.0 4.040193e+07 78.0 Real Estate 255 BRKR 13 3.71 small-cap Long NaN 14.0 3.758522e+07 78.0 Healthcare 265 DNLI 19 17.22 small-cap Long NaN 52.0 3.456803e+07 25.0 Healthcare 281 MANH 23 7.34 small-cap Long NaN 23.0 2.395824e+07 44.0 Technology 329 MPLN 29 16.68 small-cap Long NaN 57.0 1.636288e+07 32.0 Healthcare 250 KOF 21 5.69 small-cap Long NaN 35.0 6.038479e+06 59.0 Consumer Defensive 314 FSV 15 2.79 small-cap Long NaN 15.0 4.243092e+06 78.0 Real Estate 294 JSM 21 1.70 small-cap Long NaN 24.0 9.080461e+05 40.0 unknown 291 PBCTP 8 0.70 small-cap Long NaN 28.0 4.176829e+05 31.0 Financial Services Mean Return: 9.166956521739133 Mean Day/Week: 15.91304347826087 Accuracy:0.9565217391304348 *******************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 309 ALK 8 -1.82 small-cap Short NaN -54.0 1.232307e+08 -19.0 Industrials 285 VOYA 7 2.93 small-cap Short NaN -34.0 1.163636e+08 -14.0 Financial Services 247 BG 6 -1.03 small-cap Short NaN -27.0 9.296003e+07 -10.0 Consumer Defensive 286 WAL 7 3.67 small-cap Short NaN -34.0 8.149394e+07 -13.0 Financial Services 293 KNX 6 0.21 small-cap Short NaN -47.0 7.333894e+07 -13.0 Industrials 248 WU 9 -5.31 small-cap Short NaN -40.0 6.918430e+07 -27.0 Financial Services 339 VAC 9 -5.26 small-cap Short NaN -67.0 6.858930e+07 -29.0 Consumer Cyclical 284 RGA 8 0.13 small-cap Short NaN -47.0 6.667538e+07 -16.0 Financial Services 337 HBI 6 0.14 small-cap Short NaN -34.0 4.647239e+07 -21.0 Consumer Cyclical 290 CASY 12 -5.12 small-cap Short NaN -41.0 4.635771e+07 -14.0 Consumer Defensive 276 PAAS 6 -1.96 small-cap Short NaN -18.0 4.238484e+07 -12.0 Basic Materials 243 GL 7 4.29 small-cap Short NaN -27.0 4.132313e+07 -8.0 Financial Services 327 SNV 6 -0.69 small-cap Short NaN -34.0 3.628729e+07 -8.0 Financial Services 316 TKR 6 -2.03 small-cap Short NaN -26.0 3.445956e+07 -10.0 Industrials 307 CDK 6 -1.93 small-cap Short NaN -10.0 3.412052e+07 -12.0 Technology 249 GFL 9 -1.48 small-cap Short NaN -9.0 3.346065e+07 -28.0 Industrials 334 LSTR 16 -1.42 small-cap Short NaN -33.0 3.303440e+07 -19.0 Industrials 343 RBC 16 -3.92 small-cap Short NaN -64.0 2.791991e+07 -30.0 Industrials 303 MAT 8 1.90 small-cap Short NaN -33.0 2.386113e+07 -16.0 Consumer Cyclical 311 FIZZ 7 3.48 small-cap Short NaN -7.0 1.548715e+07 -18.0 Consumer Defensive 342 BWXT 9 -7.07 small-cap Short NaN -44.0 1.400610e+07 -28.0 Industrials 261 AEG 7 -0.38 small-cap Short NaN -25.0 5.545861e+06 -30.0 Financial Services Mean Return: -1.0304545454545455 Mean Day/Week: 8.227272727272727 Accuracy:0.6363636363636364 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 6 Consumer Cyclical 22 Consumer Defensive 4 Energy 12 Financial Services 41 Healthcare 57 Industrials 19 Real Estate 15 Technology 55 Utilities 1 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 19 Communication Services 4 Consumer Cyclical 25 Consumer Defensive 5 Energy 4 Financial Services 56 Healthcare 20 Industrials 45 Real Estate 6 Technology 10 Utilities 8 unknown 3 *******************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 524 URBN 2 -3.37 penny-cap Long NaN 4.0 6.414709e+07 5.0 Consumer Cyclical 474 TDC 2 -0.80 penny-cap Long NaN 2.0 3.305490e+07 5.0 Technology 375 HCM 3 5.90 penny-cap Long NaN 3.0 2.251217e+07 4.0 Healthcare Mean Return: 0.5766666666666668 Mean Day/Week: 2.3333333333333335 Accuracy:0.3333333333333333 *******************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 436 SABR 1 0.00 penny-cap Short NaN -2.0 1.613210e+08 -5.0 Technology 711 RAD 1 0.00 penny-cap Short NaN -3.0 7.872086e+07 -3.0 Healthcare 471 PDCO 3 -2.68 penny-cap Short NaN -4.0 6.923694e+07 -4.0 Healthcare 414 PK 1 0.00 penny-cap Short NaN -1.0 5.964639e+07 -2.0 Real Estate 463 SR 5 2.53 penny-cap Short NaN -5.0 1.821468e+07 -5.0 Utilities Mean Return: -0.07500000000000018 Mean Day/Week: 5.5 Accuracy:0.5 *******************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 492 JKS 2 22.91 penny-cap Long NaN 27.0 4.439577e+08 4.0 Technology 409 EDIT 1 0.00 penny-cap Long NaN 46.0 3.273930e+08 4.0 Healthcare 524 URBN 2 -3.37 penny-cap Long NaN 4.0 6.414709e+07 5.0 Consumer Cyclical 534 SSYS 1 0.00 penny-cap Long NaN 29.0 6.294242e+07 5.0 Technology 649 VXRT 1 0.00 penny-cap Long NaN 19.0 5.521189e+07 3.0 Healthcare 474 TDC 2 -0.80 penny-cap Long NaN 2.0 3.305490e+07 5.0 Technology 375 HCM 3 5.90 penny-cap Long NaN 3.0 2.251217e+07 4.0 Healthcare 635 CPK 1 0.00 penny-cap Long NaN 11.0 7.876349e+06 3.0 Utilities 470 CCU 2 -1.43 penny-cap Long NaN 10.0 1.252206e+06 5.0 Consumer Defensive Mean Return: 4.642 Mean Day/Week: 3.0 Accuracy:0.4 *******************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 436 SABR 1 0.00 penny-cap Short NaN -2.0 1.613210e+08 -5.0 Technology 711 RAD 1 0.00 penny-cap Short NaN -3.0 7.872086e+07 -3.0 Healthcare 471 PDCO 3 -2.68 penny-cap Short NaN -4.0 6.923694e+07 -4.0 Healthcare 414 PK 1 0.00 penny-cap Short NaN -1.0 5.964639e+07 -2.0 Real Estate 517 FUL 1 0.00 penny-cap Short NaN -33.0 3.321857e+07 -4.0 Basic Materials 463 SR 5 2.53 penny-cap Short NaN -5.0 1.821468e+07 -5.0 Utilities 515 CATY 1 0.00 penny-cap Short NaN -13.0 1.549464e+07 -1.0 Financial Services Mean Return: -0.07500000000000018 Mean Day/Week: 6.5 Accuracy:0.5 *******************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 370 M 1 0.00 penny-cap Long NaN 1.0 2.104740e+08 31.0 Consumer Cyclical 426 AEO 2 -2.45 penny-cap Long NaN 3.0 1.626171e+08 78.0 Consumer Cyclical 587 RIG 5 3.24 penny-cap Long NaN 5.0 1.486131e+08 20.0 Energy 718 QADA 1 0.00 penny-cap Long NaN 1.0 1.140766e+08 22.0 Technology 542 RRC 3 1.15 penny-cap Long NaN 3.0 1.092816e+08 40.0 Energy 353 CROX 3 2.58 penny-cap Long NaN 3.0 1.017724e+08 78.0 Consumer Cyclical 608 AR 4 2.62 penny-cap Long NaN 4.0 8.357870e+07 78.0 Energy 693 ANF 2 -1.79 penny-cap Long NaN 2.0 6.855003e+07 78.0 Consumer Cyclical 405 CELH 3 0.79 penny-cap Long NaN 4.0 6.759017e+07 27.0 Consumer Defensive 524 URBN 2 -3.37 penny-cap Long NaN 4.0 6.414709e+07 5.0 Consumer Cyclical 434 SEM 3 -1.91 penny-cap Long NaN 3.0 3.939030e+07 78.0 Healthcare 627 VSTO 5 2.62 penny-cap Long NaN 5.0 3.831794e+07 40.0 Consumer Cyclical 658 BOOT 4 -0.03 penny-cap Long NaN 4.0 3.661990e+07 78.0 Consumer Cyclical 474 TDC 2 -0.80 penny-cap Long NaN 2.0 3.305490e+07 5.0 Technology 416 SIGI 3 0.81 penny-cap Long NaN 3.0 2.662270e+07 6.0 Financial Services 430 VIAV 1 0.00 penny-cap Long NaN 1.0 2.642205e+07 32.0 Technology 659 IRWD 5 4.22 penny-cap Long NaN 5.0 2.315004e+07 55.0 Healthcare 375 HCM 3 5.90 penny-cap Long NaN 3.0 2.251217e+07 4.0 Healthcare 737 CRTO 2 1.84 penny-cap Long NaN 2.0 2.229928e+07 78.0 Communication Services 603 CALX 2 2.02 penny-cap Long NaN 2.0 1.931605e+07 31.0 Technology 399 IMAB 5 1.02 penny-cap Long NaN 5.0 1.586441e+07 47.0 Healthcare 523 ATRC 3 1.61 penny-cap Long NaN 3.0 1.389952e+07 78.0 Healthcare 505 ONTO 1 0.00 penny-cap Long NaN 1.0 1.305279e+07 27.0 Technology 359 DRVN 2 -3.44 penny-cap Long NaN 2.0 1.299919e+07 33.0 Consumer Cyclical 686 USA 2 -0.76 penny-cap Long NaN 2.0 1.202163e+07 78.0 Financial Services 741 ESTA 4 3.33 penny-cap Long NaN 4.0 1.141988e+07 78.0 Healthcare 385 ALTR 3 -0.70 penny-cap Long NaN 3.0 1.115045e+07 7.0 Technology 584 NVMI 1 0.00 penny-cap Long NaN 1.0 9.925589e+06 29.0 Technology 763 ZUMZ 3 1.23 penny-cap Long NaN 4.0 9.619030e+06 6.0 Consumer Cyclical 656 PIPR 2 -3.48 penny-cap Long NaN 2.0 9.113834e+06 78.0 Financial Services 419 MSP 5 3.59 penny-cap Long NaN 5.0 8.905229e+06 31.0 Technology 757 INGN 3 -2.03 penny-cap Long NaN 5.0 7.828172e+06 64.0 Healthcare 427 SEB 3 3.82 penny-cap Long NaN 3.0 7.743575e+06 12.0 Industrials 467 DNP 2 -0.38 penny-cap Long NaN 2.0 7.369441e+06 30.0 Financial Services 632 HLIO 2 2.31 penny-cap Long NaN 5.0 6.151895e+06 20.0 Industrials 629 CRVL 5 3.07 penny-cap Long NaN 5.0 5.314572e+06 59.0 Financial Services 617 ADX 1 0.00 penny-cap Long NaN 1.0 3.888775e+06 78.0 Financial Services 464 SOGO 1 0.00 penny-cap Long NaN 1.0 3.667298e+06 56.0 Communication Services 626 BSM 2 -1.50 penny-cap Long NaN 2.0 3.408400e+06 56.0 Energy 733 NMZ 1 0.00 penny-cap Long NaN 1.0 3.284978e+06 58.0 Financial Services 687 VCTR 5 1.35 penny-cap Long NaN 5.0 2.026043e+06 78.0 Financial Services 593 EVA 4 -0.88 penny-cap Long NaN 5.0 1.816619e+06 6.0 Basic Materials 753 AFINP 1 0.00 penny-cap Long NaN 5.0 2.290478e+05 6.0 Real Estate Mean Return: 0.7529411764705882 Mean Day/Week: 3.4411764705882355 Accuracy:0.5882352941176471 *******************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 436 SABR 1 0.00 penny-cap Short NaN -2.0 1.613210e+08 -5.0 Technology 472 GBT 1 0.00 penny-cap Short NaN -5.0 9.936286e+07 -137.0 Healthcare 711 RAD 1 0.00 penny-cap Short NaN -3.0 7.872086e+07 -3.0 Healthcare 471 PDCO 3 -2.68 penny-cap Short NaN -4.0 6.923694e+07 -4.0 Healthcare 414 PK 1 0.00 penny-cap Short NaN -1.0 5.964639e+07 -2.0 Real Estate 561 FUN 1 0.00 penny-cap Short NaN -1.0 3.485277e+07 -35.0 Consumer Cyclical 400 HAIN 4 1.85 penny-cap Short NaN -4.0 3.273623e+07 -50.0 Consumer Defensive 418 OGS 5 1.64 penny-cap Short NaN -5.0 1.952978e+07 -7.0 Utilities 463 SR 5 2.53 penny-cap Short NaN -5.0 1.821468e+07 -5.0 Utilities 486 UNIT 4 0.31 penny-cap Short NaN -4.0 1.570121e+07 -137.0 Real Estate 614 ENDP 5 3.77 penny-cap Short NaN -5.0 1.379324e+07 -65.0 Healthcare 573 AVNS 1 0.00 penny-cap Short NaN -1.0 1.200519e+07 -71.0 Healthcare 600 INT 1 0.00 penny-cap Short NaN -1.0 1.076775e+07 -8.0 Energy 527 XNCR 1 0.00 penny-cap Short NaN -1.0 8.723057e+06 -71.0 Healthcare 732 TBPH 2 0.83 penny-cap Short NaN -2.0 7.223137e+06 -32.0 Healthcare 667 HMN 4 -1.74 penny-cap Short NaN -4.0 7.153362e+06 -47.0 Financial Services 707 KROS 3 -1.00 penny-cap Short NaN -3.0 4.864996e+06 -41.0 Healthcare 708 NXGN 1 0.00 penny-cap Short NaN -5.0 4.235872e+06 -137.0 Healthcare 745 FDMT 2 5.04 penny-cap Short NaN -2.0 2.822474e+06 -71.0 Healthcare 668 SBLKZ 3 0.00 penny-cap Short NaN -3.0 3.779623e+05 -23.0 unknown Mean Return: 0.9590909090909091 Mean Day/Week: 4.454545454545454 Accuracy:0.2727272727272727 *******************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 374 AMC 12 18.81 penny-cap Long NaN 31.0 5.727956e+09 34.0 Communication Services 503 BOX 9 3.42 penny-cap Long NaN 30.0 1.621818e+08 35.0 Technology 352 STAA 23 13.55 penny-cap Long NaN 23.0 1.357492e+08 62.0 Healthcare 580 MAC 6 4.01 penny-cap Long NaN 48.0 1.236140e+08 37.0 Real Estate 411 CDNA 16 8.98 penny-cap Long NaN 25.0 1.053944e+08 27.0 Healthcare 788 SM 6 8.62 penny-cap Long NaN 22.0 9.603205e+07 78.0 Energy 518 QFIN 17 14.41 penny-cap Long NaN 25.0 8.559714e+07 25.0 unknown 537 RVLV 9 21.52 penny-cap Long NaN 22.0 7.827012e+07 32.0 Consumer Cyclical 596 ASO 6 1.42 penny-cap Long NaN 21.0 7.778825e+07 78.0 Consumer Cyclical 390 OVV 6 4.17 penny-cap Long NaN 22.0 7.428692e+07 23.0 Energy 404 SWAV 28 23.33 penny-cap Long NaN 28.0 6.693397e+07 63.0 Healthcare 432 OPCH 14 4.50 penny-cap Long NaN 24.0 6.693065e+07 16.0 Healthcare 685 DEN 27 21.67 penny-cap Long NaN 27.0 6.637683e+07 78.0 Energy 373 JOBS 20 8.12 penny-cap Long NaN 59.0 6.344767e+07 39.0 Industrials 620 MTDR 6 2.54 penny-cap Long NaN 6.0 6.255962e+07 78.0 Energy 545 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 73.0 Real Estate 572 SIG 12 4.62 penny-cap Long NaN 12.0 5.946029e+07 15.0 Consumer Cyclical 479 FRHC 9 4.37 penny-cap Long NaN 21.0 5.840816e+07 20.0 Financial Services 613 DDS 6 13.54 penny-cap Long NaN 31.0 5.731283e+07 46.0 Consumer Cyclical 784 SBLK 9 -5.55 penny-cap Long NaN 9.0 4.572867e+07 78.0 Industrials 368 JCOM 13 8.09 penny-cap Long NaN 16.0 4.542767e+07 78.0 Technology 546 CIM 30 12.77 penny-cap Long NaN 30.0 4.393987e+07 78.0 Real Estate 533 NSA 19 8.43 penny-cap Long NaN 19.0 3.481164e+07 78.0 Real Estate 440 APLS 23 22.55 penny-cap Long NaN 52.0 3.418698e+07 30.0 Healthcare 447 SPT 18 32.71 penny-cap Long NaN 24.0 3.398980e+07 26.0 Technology 383 NAV 20 0.29 penny-cap Long NaN 57.0 3.390486e+07 61.0 Industrials 567 MGY 6 4.54 penny-cap Long NaN 22.0 3.340650e+07 23.0 Energy 497 MIME 34 16.39 penny-cap Long NaN 55.0 2.934976e+07 36.0 Technology 601 INMD 7 6.34 penny-cap Long NaN 17.0 2.916121e+07 31.0 Healthcare 581 SGRY 45 31.21 penny-cap Long NaN 45.0 2.777345e+07 78.0 Healthcare 739 RAVN 6 0.18 penny-cap Long NaN 6.0 2.760791e+07 48.0 Industrials 366 HLI 6 4.38 penny-cap Long NaN 33.0 2.648984e+07 33.0 Financial Services 646 DRNA 17 17.35 penny-cap Long NaN 25.0 2.636311e+07 31.0 Healthcare 501 ACCD 14 2.79 penny-cap Long NaN 25.0 2.625795e+07 29.0 Healthcare 394 KRNT 11 3.22 penny-cap Long NaN 25.0 2.620514e+07 23.0 Industrials 449 PZZA 11 2.59 penny-cap Long NaN 15.0 2.564634e+07 37.0 Consumer Cyclical 386 LPSN 7 5.38 penny-cap Long NaN 27.0 2.563958e+07 17.0 Technology 621 PRFT 55 25.57 penny-cap Long NaN 55.0 2.539519e+07 78.0 Technology 756 CRK 15 7.94 penny-cap Long NaN 40.0 2.527573e+07 21.0 Energy 459 VG 18 5.25 penny-cap Long NaN 28.0 2.525230e+07 32.0 Communication Services 724 ERJ 24 18.45 penny-cap Long NaN 24.0 2.378064e+07 78.0 Industrials 742 EVRI 6 3.77 penny-cap Long NaN 45.0 2.279352e+07 48.0 Consumer Cyclical 477 CVLT 6 2.23 penny-cap Long NaN 25.0 2.269033e+07 78.0 Technology 525 AXSM 13 7.31 penny-cap Long NaN 45.0 2.258375e+07 21.0 Healthcare 652 MFA 6 -0.58 penny-cap Long NaN 16.0 2.164924e+07 78.0 Real Estate 516 FHI 6 0.43 penny-cap Long NaN 9.0 2.132570e+07 39.0 Financial Services 684 CNST 13 0.65 penny-cap Long NaN 31.0 2.120892e+07 19.0 Healthcare 365 RPD 9 5.78 penny-cap Long NaN 26.0 2.063404e+07 31.0 Technology 647 HSKA 14 8.29 penny-cap Long NaN 14.0 2.020247e+07 31.0 Healthcare 431 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 688 LX 10 3.34 penny-cap Long NaN 25.0 1.919397e+07 17.0 Financial Services 789 CDMO 19 12.10 penny-cap Long NaN 19.0 1.848215e+07 78.0 Healthcare 380 TRUP 15 17.33 penny-cap Long NaN 52.0 1.835526e+07 23.0 Financial Services 354 WK 9 7.96 penny-cap Long NaN 25.0 1.814814e+07 17.0 Technology 673 SYKE 6 -0.76 penny-cap Long NaN 7.0 1.786933e+07 7.0 Technology 599 DOMO 18 23.51 penny-cap Long NaN 25.0 1.779829e+07 27.0 Technology 522 MDRX 6 4.49 penny-cap Long NaN 53.0 1.738042e+07 34.0 Healthcare 455 AQUA 6 2.86 penny-cap Long NaN 26.0 1.715389e+07 56.0 Industrials 750 LNTH 8 9.15 penny-cap Long NaN 20.0 1.668646e+07 22.0 Healthcare 597 SKY 7 4.20 penny-cap Long NaN 23.0 1.654613e+07 23.0 Consumer Cyclical 439 WNS 9 4.16 penny-cap Long NaN 26.0 1.627088e+07 27.0 Industrials 452 BLKB 9 3.10 penny-cap Long NaN 23.0 1.596758e+07 23.0 Technology 512 CSOD 9 4.04 penny-cap Long NaN 28.0 1.562320e+07 19.0 Technology 602 CVA 14 0.93 penny-cap Long NaN 14.0 1.547654e+07 41.0 Industrials 747 RGR 7 6.73 penny-cap Long NaN 35.0 1.404746e+07 37.0 Industrials 521 EXLS 38 9.62 penny-cap Long NaN 38.0 1.370128e+07 78.0 Technology 645 PMT 11 2.83 penny-cap Long NaN 16.0 1.367287e+07 17.0 Real Estate 349 DAVA 29 23.10 penny-cap Long NaN 45.0 1.335722e+07 48.0 Technology 638 ACMR 8 0.37 penny-cap Long NaN 22.0 1.334786e+07 12.0 Technology 640 RVNC 14 2.05 penny-cap Long NaN 14.0 1.332435e+07 48.0 Healthcare 564 RMBS 8 5.27 penny-cap Long NaN 22.0 1.299055e+07 11.0 Technology 499 AMRC 18 16.58 penny-cap Long NaN 57.0 1.221928e+07 23.0 Industrials 618 INSG 7 3.24 penny-cap Long NaN 48.0 1.205060e+07 16.0 Technology 738 GLNG 6 0.79 penny-cap Long NaN 31.0 1.204996e+07 31.0 Energy 550 HCSG 14 4.27 penny-cap Long NaN 14.0 1.178862e+07 36.0 Healthcare 403 SWTX 6 -0.67 penny-cap Long NaN 48.0 1.178681e+07 26.0 Healthcare 490 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 70.0 Financial Services 571 SITM 9 9.37 penny-cap Long NaN 25.0 1.172278e+07 16.0 Technology 408 INOV 14 3.88 penny-cap Long NaN 14.0 1.164683e+07 78.0 Healthcare 641 CSII 6 1.70 penny-cap Long NaN 26.0 1.074786e+07 15.0 Healthcare 604 ARCE 8 2.96 penny-cap Long NaN 22.0 1.049872e+07 19.0 Consumer Defensive 703 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 585 PBH 35 11.30 penny-cap Long NaN 35.0 9.788666e+06 40.0 Healthcare 734 VLRS 9 0.54 penny-cap Long NaN 9.0 9.472697e+06 78.0 Industrials 671 SUPN 11 0.76 penny-cap Long NaN 11.0 9.392521e+06 54.0 Healthcare 577 VRRM 10 3.39 penny-cap Long NaN 10.0 9.281592e+06 18.0 Industrials 552 MODV 14 7.70 penny-cap Long NaN 42.0 8.993448e+06 15.0 Healthcare 762 CRTX 18 18.06 penny-cap Long NaN 29.0 8.847629e+06 25.0 Healthcare 610 FTAI 13 7.13 penny-cap Long NaN 23.0 8.533496e+06 16.0 Industrials 781 CMRE 19 7.65 penny-cap Long NaN 19.0 8.521548e+06 78.0 Industrials 761 FINV 12 15.61 penny-cap Long NaN 27.0 8.520730e+06 29.0 Financial Services 712 BLFS 7 5.05 penny-cap Long NaN 27.0 8.378165e+06 10.0 Healthcare 661 EBIX 12 -3.70 penny-cap Long NaN 20.0 8.139041e+06 15.0 Technology 458 CNS 35 16.17 penny-cap Long NaN 78.0 7.836958e+06 46.0 Financial Services 722 INVA 6 -0.05 penny-cap Long NaN 6.0 7.311869e+06 35.0 Healthcare 410 SAFE 12 3.06 penny-cap Long NaN 26.0 7.004315e+06 16.0 Real Estate 713 INBX 7 -1.60 penny-cap Long NaN 34.0 6.686774e+06 18.0 Healthcare 682 BSIG 6 -1.08 penny-cap Long NaN 6.0 6.576918e+06 62.0 Financial Services 460 NAD 27 3.06 penny-cap Long NaN 27.0 6.210440e+06 58.0 Financial Services 664 ZYME 14 -1.90 penny-cap Long NaN 47.0 5.694560e+06 20.0 Healthcare 690 EVV 17 2.23 penny-cap Long NaN 29.0 5.412581e+06 31.0 Financial Services 709 RDWR 17 6.83 penny-cap Long NaN 26.0 5.136695e+06 36.0 Technology 697 MMI 6 -1.11 penny-cap Long NaN 57.0 4.381419e+06 32.0 Real Estate 473 NOAH 8 4.91 penny-cap Long NaN 31.0 4.377495e+06 12.0 Financial Services 495 BSTZ 9 5.09 penny-cap Long NaN 21.0 3.941411e+06 26.0 unknown 735 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 728 NYMTO 11 2.01 penny-cap Long NaN 11.0 3.189816e+06 78.0 Real Estate 679 BBN 15 1.59 penny-cap Long NaN 64.0 3.134216e+06 29.0 Financial Services 777 AUDC 18 6.80 penny-cap Long NaN 57.0 3.056427e+06 38.0 Technology 743 SCWX 18 24.75 penny-cap Long NaN 30.0 2.915247e+06 20.0 Technology 786 AWF 18 3.42 penny-cap Long NaN 24.0 1.984668e+06 31.0 Financial Services 644 DCBO 6 4.38 penny-cap Long NaN 60.0 1.741363e+06 46.0 Technology 557 NZF 7 0.76 penny-cap Long NaN 21.0 1.322379e+06 58.0 Financial Services 736 NRK 19 1.41 penny-cap Long NaN 19.0 8.899695e+05 55.0 Financial Services 407 ESGRP 11 0.28 penny-cap Long NaN 17.0 3.692296e+05 62.0 Financial Services 726 NYMTN 14 3.87 penny-cap Long NaN 19.0 3.459963e+05 30.0 Real Estate 721 NYMTP 11 1.23 penny-cap Long NaN 14.0 3.376303e+05 16.0 Real Estate 514 TDA 6 0.16 penny-cap Long NaN 19.0 1.741667e+05 31.0 unknown 417 WTFCM 8 0.40 penny-cap Long NaN 18.0 1.170711e+05 61.0 Financial Services Mean Return: 6.85890756302521 Mean Day/Week: 13.554621848739496 Accuracy:0.9159663865546218 *******************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 376 JBLU 10 -6.39 penny-cap Short NaN -55.0 1.642084e+08 -19.0 Industrials 529 SAVE 17 -11.66 penny-cap Short NaN -17.0 1.632385e+08 -35.0 Industrials 372 HFC 8 -2.84 penny-cap Short NaN -8.0 8.553724e+07 -39.0 Energy 666 PLAY 12 -5.64 penny-cap Short NaN -61.0 7.484695e+07 -35.0 Consumer Cyclical 358 SAGE 10 -2.37 penny-cap Short NaN -10.0 6.357088e+07 -11.0 Healthcare 355 NYCB 13 -4.66 penny-cap Short NaN -13.0 5.747157e+07 -39.0 Financial Services 480 ALGT 19 -14.40 penny-cap Short NaN -68.0 5.300532e+07 -40.0 Industrials 453 CBRL 14 -6.00 penny-cap Short NaN -52.0 5.191087e+07 -35.0 Consumer Cyclical 586 CAKE 8 -1.01 penny-cap Short NaN -34.0 5.082935e+07 -13.0 Consumer Cyclical 619 BLMN 8 3.92 penny-cap Short NaN -34.0 4.227405e+07 -12.0 Consumer Cyclical 538 FLR 9 -0.08 penny-cap Short NaN -32.0 4.146664e+07 -32.0 Industrials 444 TMHC 13 -4.96 penny-cap Short NaN -41.0 3.995936e+07 -19.0 Consumer Cyclical 489 ABG 13 -4.86 penny-cap Short NaN -43.0 3.844446e+07 -19.0 Consumer Cyclical 364 ALSN 8 0.60 penny-cap Short NaN -24.0 3.327662e+07 -16.0 Consumer Cyclical 502 UTZ 11 -7.71 penny-cap Short NaN -33.0 3.133690e+07 -32.0 Consumer Defensive 462 TRN 6 -2.02 penny-cap Short NaN -7.0 3.054461e+07 -8.0 Industrials 547 WWW 8 0.02 penny-cap Short NaN -33.0 3.052428e+07 -28.0 Consumer Cyclical 478 ENR 16 -1.83 penny-cap Short NaN -38.0 2.995870e+07 -21.0 Industrials 429 AVT 6 2.09 penny-cap Short NaN -41.0 2.939753e+07 -8.0 Technology 451 LCII 6 -0.13 penny-cap Short NaN -12.0 2.904873e+07 -13.0 Consumer Cyclical 441 MDC 11 -3.38 penny-cap Short NaN -49.0 2.852427e+07 -20.0 Consumer Cyclical 469 TCBI 8 -2.46 penny-cap Short NaN -8.0 2.842592e+07 -59.0 Financial Services 553 THS 22 -7.57 penny-cap Short NaN -24.0 2.441724e+07 -39.0 Consumer Defensive 397 VMI 7 5.27 penny-cap Short NaN -28.0 2.319021e+07 -13.0 Industrials 500 WOR 10 -3.59 penny-cap Short NaN -33.0 2.305712e+07 -29.0 Industrials 351 PAG 7 2.33 penny-cap Short NaN -34.0 2.263111e+07 -17.0 Consumer Cyclical 369 AL 13 -6.55 penny-cap Short NaN -13.0 2.158255e+07 -36.0 Industrials 508 ONB 8 -2.38 penny-cap Short NaN -66.0 2.120085e+07 -41.0 Financial Services 660 FSM 8 -7.92 penny-cap Short NaN -9.0 2.101696e+07 -18.0 Basic Materials 536 DOOR 8 0.98 penny-cap Short NaN -39.0 2.099982e+07 -19.0 Industrials 491 BXS 12 -5.98 penny-cap Short NaN -12.0 2.085713e+07 -49.0 Financial Services 650 CVI 7 6.61 penny-cap Short NaN -11.0 2.081260e+07 -60.0 Energy 481 CNO 7 4.56 penny-cap Short NaN -24.0 2.057093e+07 -13.0 Financial Services 589 TSE 8 1.46 penny-cap Short NaN -28.0 2.052735e+07 -29.0 Basic Materials 456 VSH 16 -5.12 penny-cap Short NaN -41.0 2.044072e+07 -35.0 Technology 496 COLB 8 -3.66 penny-cap Short NaN -69.0 1.986880e+07 -54.0 Financial Services 421 SNDR 8 1.42 penny-cap Short NaN -28.0 1.919854e+07 -24.0 Industrials 651 LZB 9 0.81 penny-cap Short NaN -33.0 1.859092e+07 -29.0 Consumer Cyclical 598 SKYW 17 -9.61 penny-cap Short NaN -17.0 1.820870e+07 -41.0 Industrials 605 FMBI 15 -5.44 penny-cap Short NaN -64.0 1.759863e+07 -29.0 Financial Services 654 EB 10 -4.66 penny-cap Short NaN -10.0 1.669237e+07 -34.0 Technology 778 BJRI 13 -5.88 penny-cap Short NaN -69.0 1.611357e+07 -29.0 Consumer Cyclical 535 ABM 11 -6.78 penny-cap Short NaN -49.0 1.527128e+07 -21.0 Industrials 764 ACRS 15 -3.54 penny-cap Short NaN -54.0 1.521996e+07 -36.0 Healthcare 731 ARCB 8 4.12 penny-cap Short NaN -28.0 1.490826e+07 -17.0 Industrials 566 FULT 7 3.62 penny-cap Short NaN -64.0 1.425955e+07 -8.0 Financial Services 511 NWE 7 -0.53 penny-cap Short NaN -44.0 1.408963e+07 -24.0 Utilities 594 CMP 8 -5.40 penny-cap Short NaN -26.0 1.395100e+07 -11.0 Basic Materials 494 DAN 6 0.80 penny-cap Short NaN -14.0 1.384551e+07 -8.0 Consumer Cyclical 559 RUSHA 8 -4.46 penny-cap Short NaN -49.0 1.360957e+07 -19.0 Consumer Cyclical 413 AAON 18 -4.23 penny-cap Short NaN -18.0 1.331119e+07 -68.0 Industrials 504 AIT 6 1.49 penny-cap Short NaN -28.0 1.292238e+07 -9.0 Industrials 438 HOMB 7 3.87 penny-cap Short NaN -67.0 1.268239e+07 -14.0 Financial Services 696 HOPE 7 1.94 penny-cap Short NaN -63.0 1.209505e+07 -8.0 Financial Services 532 AVA 7 0.41 penny-cap Short NaN -51.0 1.194317e+07 -20.0 Utilities 670 PATK 8 -2.17 penny-cap Short NaN -33.0 1.132382e+07 -18.0 Consumer Cyclical 387 RXT 10 -3.79 penny-cap Short NaN -45.0 1.110177e+07 -34.0 Technology 760 CMCO 8 0.00 penny-cap Short NaN -68.0 9.898049e+06 -24.0 Industrials 513 CWT 6 -1.27 penny-cap Short NaN -6.0 9.670515e+06 -7.0 Utilities 543 GCMG 16 -7.91 penny-cap Short NaN -32.0 9.516059e+06 -34.0 Financial Services 692 TBK 7 3.76 penny-cap Short NaN -46.0 9.462226e+06 -29.0 Financial Services 625 ADUS 14 -6.42 penny-cap Short NaN -14.0 9.435762e+06 -42.0 Healthcare 700 AROC 8 -3.28 penny-cap Short NaN -8.0 9.364533e+06 -8.0 Energy 616 MTOR 9 -5.97 penny-cap Short NaN -9.0 9.227025e+06 -62.0 Consumer Cyclical 780 KRA 13 -6.32 penny-cap Short NaN -41.0 9.076175e+06 -42.0 Basic Materials 720 PGTI 14 -1.90 penny-cap Short NaN -34.0 8.945938e+06 -28.0 Industrials 639 FBK 15 -6.58 penny-cap Short NaN -67.0 8.932593e+06 -44.0 Financial Services 689 CGEM 7 3.22 penny-cap Short NaN -7.0 8.678345e+06 -118.0 Healthcare 519 CVBF 7 1.58 penny-cap Short NaN -8.0 8.649385e+06 -8.0 Financial Services 678 ATSG 7 1.58 penny-cap Short NaN -7.0 8.600105e+06 -48.0 Industrials 565 IOSP 8 -2.67 penny-cap Short NaN -13.0 8.314157e+06 -14.0 Basic Materials 544 IBOC 6 -3.11 penny-cap Short NaN -28.0 8.146512e+06 -8.0 Financial Services 662 NWBI 7 0.36 penny-cap Short NaN -7.0 8.053580e+06 -8.0 Financial Services 541 FIBK 14 -7.58 penny-cap Short NaN -68.0 7.544099e+06 -35.0 Financial Services 556 FLOW 6 1.13 penny-cap Short NaN -29.0 6.737537e+06 -9.0 Industrials 675 LNN 7 4.31 penny-cap Short NaN -70.0 6.639539e+06 -14.0 Industrials 582 FRME 13 -3.29 penny-cap Short NaN -64.0 6.373129e+06 -25.0 Financial Services 637 TRMK 8 -1.22 penny-cap Short NaN -62.0 6.357547e+06 -24.0 Financial Services 606 BANF 13 -3.08 penny-cap Short NaN -29.0 6.315372e+06 -25.0 Financial Services 755 OCFC 8 -2.54 penny-cap Short NaN -63.0 6.228500e+06 -37.0 Financial Services 648 SBCF 7 1.65 penny-cap Short NaN -29.0 5.915000e+06 -8.0 Financial Services 704 CVGW 14 -7.00 penny-cap Short NaN -44.0 5.416558e+06 -41.0 Consumer Defensive 681 WABC 13 -4.51 penny-cap Short NaN -68.0 5.053252e+06 -25.0 Financial Services 539 MEOH 8 -2.53 penny-cap Short NaN -26.0 4.957823e+06 -35.0 Basic Materials 725 EPAC 6 -0.73 penny-cap Short NaN -29.0 4.860421e+06 -8.0 Industrials 677 NTB 7 0.07 penny-cap Short NaN -34.0 4.825856e+06 -25.0 Financial Services 748 PLUS 20 -5.93 penny-cap Short NaN -34.0 4.825187e+06 -28.0 Technology 691 NBTB 8 -4.57 penny-cap Short NaN -24.0 4.660380e+06 -24.0 Financial Services 744 RMAX 14 -4.48 penny-cap Short NaN -71.0 4.596564e+06 -54.0 Real Estate 785 PRA 8 -5.14 penny-cap Short NaN -66.0 4.560257e+06 -35.0 Financial Services 729 SWM 21 -4.31 penny-cap Short NaN -68.0 4.535637e+06 -34.0 Basic Materials 607 PRK 8 -3.07 penny-cap Short NaN -14.0 4.157478e+06 -41.0 Financial Services 783 MATW 8 -3.84 penny-cap Short NaN -66.0 3.932883e+06 -25.0 Industrials 643 CFFN 24 -1.69 penny-cap Short NaN -24.0 3.855379e+06 -59.0 Financial Services 775 NBHC 7 0.15 penny-cap Short NaN -67.0 3.826443e+06 -25.0 Financial Services 767 AMSF 6 -1.09 penny-cap Short NaN -27.0 3.732837e+06 -17.0 Financial Services 751 TCBK 7 0.12 penny-cap Short NaN -13.0 3.713376e+06 -8.0 Financial Services 683 HTLD 28 -6.47 penny-cap Short NaN -48.0 3.642924e+06 -34.0 Industrials 768 ORIC 17 -5.67 penny-cap Short NaN -17.0 3.595535e+06 -137.0 Healthcare 759 SAFT 7 -0.47 penny-cap Short NaN -24.0 3.453870e+06 -20.0 Financial Services 770 SXI 6 1.19 penny-cap Short NaN -26.0 3.351159e+06 -8.0 Industrials 771 FOR 12 -4.02 penny-cap Short NaN -38.0 3.042928e+06 -26.0 Real Estate 773 CLS 7 4.12 penny-cap Short NaN -11.0 2.823887e+06 -12.0 Technology 657 KRO 6 -2.80 penny-cap Short NaN -32.0 2.382791e+06 -16.0 Basic Materials 680 BV 7 2.85 penny-cap Short NaN -45.0 2.270818e+06 -14.0 Industrials 424 MOR 8 0.08 penny-cap Short NaN -8.0 1.682636e+06 -137.0 Healthcare 574 UZC 13 0.04 penny-cap Short NaN -39.0 6.440420e+05 -128.0 unknown 558 RUSHB 8 -3.91 penny-cap Short NaN -51.0 5.382367e+05 -19.0 Consumer Cyclical 488 HKIB 7 -8.42 penny-cap Short NaN -48.0 6.882720e+04 -27.0 Financial Services 575 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 655 PRTC 8 -5.22 penny-cap Short NaN -8.0 3.222944e+04 -34.0 Healthcare 484 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -132.0 Financial Services Mean Return: -2.308571428571429 Mean Day/Week: 10.25 Accuracy:0.6785714285714286 ************************************** ************************************** ************************************** Error: []
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stock-filter · 3 years
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Stock daily Filter Report for 2021/06/23 05-40-10
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 11 Consumer Cyclical 8 Consumer Defensive 4 Energy 7 Financial Services 12 Healthcare 30 Industrials 10 Real Estate 13 Technology 30 Utilities 1 **************************************** big_industry_downtrending_count tickers industry Basic Materials 8 Communication Services 7 Consumer Cyclical 10 Consumer Defensive 10 Financial Services 17 Healthcare 8 Industrials 21 Real Estate 2 Technology 15 Utilities 7 *******************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 84 MCHP 1 0.00 big-cap Short NaN -3.0 2.413424e+08 -5.0 Technology 143 PPL 3 1.38 big-cap Short NaN -5.0 1.298297e+08 -5.0 Utilities 214 CHRW 1 0.00 big-cap Short NaN -4.0 8.212556e+07 -5.0 Industrials Mean Return: 1.38 Mean Day/Week: 5.0 Accuracy:0.0 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 58 ROKU 1 0.0 big-cap Long NaN 21.0 2.669178e+09 4.0 Communication Services 209 CABO 3 -1.3 big-cap Long NaN 23.0 9.226798e+07 4.0 Communication Services Mean Return: -1.3 Mean Day/Week: 4.0 Accuracy:0.0 *******************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 70 MET 2 -0.69 big-cap Short NaN -28.0 5.160878e+08 -4.0 Financial Services 18 HON 1 0.00 big-cap Short NaN -10.0 4.375798e+08 -5.0 Industrials 50 NSC 1 0.00 big-cap Short NaN -25.0 3.356620e+08 -5.0 Industrials 46 TFC 3 2.94 big-cap Short NaN -15.0 2.497931e+08 -4.0 Financial Services 84 MCHP 1 0.00 big-cap Short NaN -3.0 2.413424e+08 -5.0 Technology 140 FTV 4 0.14 big-cap Short NaN -9.0 2.017856e+08 -5.0 Technology 45 CB 2 0.18 big-cap Short NaN -10.0 1.934076e+08 -4.0 Financial Services 173 HPE 3 1.12 big-cap Short NaN -53.0 1.315243e+08 -5.0 Technology 143 PPL 3 1.38 big-cap Short NaN -5.0 1.298297e+08 -5.0 Utilities 232 SNA 2 -0.34 big-cap Short NaN -24.0 1.133313e+08 -5.0 Industrials 16 BBL 1 0.00 big-cap Short NaN -24.0 1.037512e+08 -4.0 Basic Materials 118 SWK 1 0.00 big-cap Short NaN -25.0 1.033385e+08 -5.0 Industrials 96 TRV 3 2.45 big-cap Short NaN -25.0 9.981361e+07 -4.0 Financial Services 146 VMC 1 0.00 big-cap Short NaN -22.0 9.735711e+07 -5.0 Basic Materials 214 CHRW 1 0.00 big-cap Short NaN -4.0 8.212556e+07 -5.0 Industrials 222 ZNGA 1 0.00 big-cap Short NaN -6.0 8.084781e+07 -3.0 Communication Services 197 ACGL 2 0.29 big-cap Short NaN -39.0 7.493515e+07 -4.0 Financial Services 162 MTB 1 0.00 big-cap Short NaN -20.0 7.387515e+07 -4.0 Financial Services 200 PKG 1 0.00 big-cap Short NaN -20.0 4.611963e+07 -5.0 Consumer Cyclical 75 PUK 2 -1.96 big-cap Short NaN -54.0 1.228487e+07 -5.0 Financial Services Mean Return: 0.5510000000000002 Mean Day/Week: 3.6 Accuracy:0.3 *******************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 3 V 1 0.00 big-cap Long NaN 1.0 1.715170e+09 65.0 Financial Services 7 CMCSA 1 0.00 big-cap Long NaN 1.0 7.332077e+08 21.0 Communication Services 98 CTAS 2 3.23 big-cap Long NaN 5.0 2.136088e+08 61.0 Industrials 176 ULTA 1 0.00 big-cap Long NaN 1.0 1.444841e+08 19.0 Consumer Cyclical 165 HZNP 2 -0.55 big-cap Long NaN 2.0 1.395035e+08 27.0 Healthcare 79 ROP 1 0.00 big-cap Long NaN 1.0 1.141870e+08 57.0 Industrials 126 CPRT 2 -0.14 big-cap Long NaN 2.0 1.131789e+08 53.0 Industrials 141 WST 3 2.20 big-cap Long NaN 3.0 8.812158e+07 54.0 Healthcare 183 TW 1 0.00 big-cap Long NaN 1.0 8.485327e+07 78.0 Financial Services Mean Return: 1.185 Mean Day/Week: 3.5 Accuracy:0.5 *******************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 5 DIS 3 0.63 big-cap Short NaN -3.0 1.347215e+09 -42.0 Communication Services 35 BDX 1 0.00 big-cap Short NaN -1.0 3.434238e+08 -20.0 Healthcare 84 MCHP 1 0.00 big-cap Short NaN -3.0 2.413424e+08 -5.0 Technology 85 MAR 1 0.00 big-cap Short NaN -4.0 2.278969e+08 -31.0 Consumer Cyclical 68 KLAC 3 1.36 big-cap Short NaN -3.0 2.029389e+08 -6.0 Technology 144 QRVO 3 1.19 big-cap Short NaN -3.0 1.400692e+08 -6.0 Technology 225 DAR 4 -3.76 big-cap Short NaN -5.0 1.360085e+08 -6.0 Consumer Defensive 206 MPW 3 2.71 big-cap Short NaN -3.0 1.347047e+08 -36.0 Real Estate 174 CAH 1 0.00 big-cap Short NaN -3.0 1.331901e+08 -21.0 Healthcare 143 PPL 3 1.38 big-cap Short NaN -5.0 1.298297e+08 -5.0 Utilities 107 ES 3 0.38 big-cap Short NaN -3.0 1.124773e+08 -20.0 Utilities 39 CNI 4 -0.40 big-cap Short NaN -4.0 1.115499e+08 -30.0 Industrials 142 EIX 2 -0.78 big-cap Short NaN -2.0 1.103288e+08 -20.0 Utilities 214 CHRW 1 0.00 big-cap Short NaN -4.0 8.212556e+07 -5.0 Industrials 202 CREE 2 0.64 big-cap Short NaN -2.0 7.012431e+07 -38.0 Technology 233 AQN 2 0.99 big-cap Short NaN -2.0 5.615285e+07 -6.0 Utilities 172 NMR 4 -2.26 big-cap Short NaN -4.0 1.718910e+06 -60.0 Financial Services Mean Return: 0.17333333333333334 Mean Day/Week: 3.4166666666666665 Accuracy:0.3333333333333333 *******************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 4 NVDA 20 19.27 big-cap Long NaN 20.0 1.089099e+10 54.0 Technology 0 MSFT 8 2.94 big-cap Long NaN 9.0 5.584938e+09 78.0 Technology 17 SHOP 6 13.53 big-cap Long NaN 23.0 3.262863e+09 24.0 Technology 2 GOOG 12 2.97 big-cap Long NaN 12.0 2.584437e+09 78.0 Communication Services 9 ADBE 9 7.36 big-cap Long NaN 13.0 1.333956e+09 57.0 Technology 10 CRM 17 2.21 big-cap Long NaN 20.0 1.078370e+09 23.0 Technology 12 MRK 8 0.77 big-cap Long NaN 8.0 8.311517e+08 9.0 Healthcare 74 BIIB 12 -5.28 big-cap Long NaN 12.0 6.550738e+08 36.0 Healthcare 24 INTU 25 13.68 big-cap Long NaN 25.0 6.312259e+08 30.0 Technology 34 SPGI 7 1.95 big-cap Long NaN 7.0 4.987275e+08 78.0 Financial Services 43 EQIX 28 14.56 big-cap Long NaN 65.0 4.645908e+08 48.0 Real Estate 130 NET 12 18.24 big-cap Long NaN 20.0 4.185886e+08 25.0 Technology 29 ISRG 7 3.32 big-cap Long NaN 7.0 3.896594e+08 52.0 Healthcare 44 PBR 27 20.76 big-cap Long NaN 65.0 3.692490e+08 31.0 Energy 65 BX 21 7.68 big-cap Long NaN 21.0 3.587968e+08 78.0 Financial Services 13 LLY 12 -0.26 big-cap Long NaN 34.0 3.357048e+08 24.0 Healthcare 171 GNRC 6 9.19 big-cap Long NaN 16.0 3.305435e+08 19.0 Industrials 72 LULU 7 6.27 big-cap Long NaN 19.0 3.251931e+08 47.0 Consumer Cyclical 56 REGN 10 2.37 big-cap Long NaN 13.0 3.226923e+08 42.0 Healthcare 127 WELL 14 7.07 big-cap Long NaN 15.0 3.218685e+08 78.0 Real Estate 23 AMT 16 3.62 big-cap Long NaN 16.0 2.961992e+08 64.0 Real Estate 19 AZN 10 0.53 big-cap Long NaN 70.0 2.833032e+08 48.0 Healthcare 60 EW 21 9.25 big-cap Long NaN 21.0 2.575084e+08 52.0 Healthcare 38 ZTS 9 2.48 big-cap Long NaN 9.0 2.532168e+08 51.0 Healthcare 63 ITUB 31 19.40 big-cap Long NaN 71.0 2.427536e+08 43.0 Financial Services 78 IDXX 20 9.78 big-cap Long NaN 20.0 2.421263e+08 28.0 Healthcare 215 BSY 15 10.73 big-cap Long NaN 22.0 2.242313e+08 58.0 Technology 15 TMUS 19 4.39 big-cap Long NaN 75.0 2.202333e+08 57.0 Communication Services 97 MSCI 7 6.27 big-cap Long NaN 7.0 2.179130e+08 58.0 Financial Services 92 INFO 7 1.76 big-cap Long NaN 7.0 2.121211e+08 78.0 Industrials 47 ILMN 8 2.77 big-cap Long NaN 22.0 2.090715e+08 18.0 Healthcare 184 DPZ 10 4.04 big-cap Long NaN 10.0 2.061782e+08 55.0 Consumer Cyclical 73 VEEV 10 7.25 big-cap Long NaN 19.0 2.016657e+08 19.0 Healthcare 87 A 9 2.51 big-cap Long NaN 17.0 1.991589e+08 56.0 Healthcare 134 ANET 28 13.96 big-cap Long NaN 61.0 1.981179e+08 54.0 Technology 133 FTNT 13 8.81 big-cap Long NaN 13.0 1.900942e+08 78.0 Technology 61 MCO 7 3.40 big-cap Long NaN 7.0 1.802440e+08 76.0 Financial Services 168 NVCR 16 10.37 big-cap Long NaN 16.0 1.662023e+08 50.0 Healthcare 131 WORK 17 0.58 big-cap Long NaN 22.0 1.385381e+08 25.0 Technology 80 PSA 13 5.36 big-cap Long NaN 13.0 1.363088e+08 78.0 Real Estate 115 MTD 7 1.87 big-cap Long NaN 7.0 1.305607e+08 55.0 Healthcare 105 SBAC 17 7.48 big-cap Long NaN 17.0 1.198906e+08 65.0 Real Estate 138 NDAQ 13 5.28 big-cap Long NaN 13.0 1.190408e+08 78.0 Financial Services 11 NVS 15 4.74 big-cap Long NaN 32.0 1.179916e+08 33.0 Healthcare 159 ALNY 10 9.62 big-cap Long NaN 24.0 1.170034e+08 18.0 Healthcare 167 WAT 10 5.28 big-cap Long NaN 10.0 1.164318e+08 62.0 Healthcare 37 INFY 11 6.39 big-cap Long NaN 22.0 1.161695e+08 19.0 Technology 147 EPAM 11 6.04 big-cap Long NaN 11.0 1.158028e+08 74.0 Technology 164 PKI 9 4.75 big-cap Long NaN 9.0 1.142478e+08 34.0 Healthcare 109 RMD 10 13.18 big-cap Long NaN 21.0 1.104486e+08 36.0 Healthcare 194 CRL 9 2.61 big-cap Long NaN 9.0 1.015484e+08 78.0 Healthcare 180 BMRN 9 -3.03 big-cap Long NaN 23.0 9.626563e+07 23.0 Healthcare 112 SGEN 10 2.05 big-cap Long NaN 55.0 9.551314e+07 26.0 Healthcare 161 AVTR 9 5.25 big-cap Long NaN 9.0 9.287483e+07 57.0 Basic Materials 207 CVE 16 11.43 big-cap Long NaN 16.0 8.994455e+07 18.0 Energy 218 ELS 21 7.18 big-cap Long NaN 21.0 7.220190e+07 71.0 Real Estate 230 CPT 21 8.09 big-cap Long NaN 21.0 6.910935e+07 78.0 Real Estate 196 TECH 9 1.49 big-cap Long NaN 9.0 6.421665e+07 78.0 Healthcare 177 MAA 15 2.31 big-cap Long NaN 15.0 6.034115e+07 78.0 Real Estate 217 BAH 21 3.78 big-cap Long NaN 21.0 5.587773e+07 40.0 Industrials 178 EXR 14 6.48 big-cap Long NaN 14.0 5.228668e+07 78.0 Real Estate 128 XP 8 3.36 big-cap Long NaN 11.0 2.541750e+07 17.0 Financial Services 123 GMAB 26 12.77 big-cap Long NaN 57.0 2.259208e+07 34.0 Healthcare 22 PTR 11 11.43 big-cap Long NaN 34.0 1.806820e+07 35.0 Energy 137 FMS 13 0.89 big-cap Long NaN 73.0 1.761432e+07 44.0 Healthcare 190 VIV 9 -0.14 big-cap Long NaN 38.0 1.490636e+07 18.0 Communication Services 208 NTCO 28 21.56 big-cap Long NaN 53.0 1.476710e+07 34.0 Consumer Defensive 150 FITBI 6 1.59 big-cap Long NaN 6.0 1.249205e+06 10.0 Financial Services 204 JHX 8 1.95 big-cap Long NaN 8.0 6.818195e+05 61.0 Basic Materials Mean Return: 6.399130434782609 Mean Day/Week: 13.478260869565217 Accuracy:0.9420289855072463 *******************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 27 DE 7 2.01 big-cap Short NaN -61.0 5.554124e+08 -17.0 Industrials 31 BKNG 8 -2.32 big-cap Short NaN -35.0 4.810646e+08 -16.0 Consumer Cyclical 40 FISV 14 -4.19 big-cap Short NaN -40.0 3.861228e+08 -31.0 Technology 145 FLT 12 -3.80 big-cap Short NaN -33.0 3.733825e+08 -30.0 Technology 132 DAL 7 -1.11 big-cap Short NaN -7.0 3.511649e+08 -16.0 Industrials 86 LVS 14 -5.59 big-cap Short NaN -14.0 3.376561e+08 -35.0 Consumer Cyclical 51 VRTX 8 -2.12 big-cap Short NaN -8.0 3.283103e+08 -8.0 Healthcare 149 VIPS 15 -29.81 big-cap Short NaN -62.0 3.127868e+08 -58.0 Consumer Cyclical 67 TAL 33 -78.34 big-cap Short NaN -33.0 2.463679e+08 -73.0 Consumer Defensive 94 PH 7 -2.49 big-cap Short NaN -48.0 2.251504e+08 -14.0 Industrials 124 CLX 20 -2.26 big-cap Short NaN -39.0 2.223947e+08 -30.0 Consumer Defensive 77 CTSH 9 -2.29 big-cap Short NaN -33.0 2.175653e+08 -33.0 Technology 192 HBAN 9 -4.53 big-cap Short NaN -13.0 2.012528e+08 -30.0 Financial Services 179 ON 13 -3.51 big-cap Short NaN -13.0 1.885507e+08 -16.0 Technology 203 SMG 14 -2.24 big-cap Short NaN -48.0 1.346103e+08 -24.0 Basic Materials 211 SAM 8 -2.35 big-cap Short NaN -39.0 1.344607e+08 -25.0 Consumer Defensive 106 CTVA 9 -2.38 big-cap Short NaN -34.0 9.642664e+07 -24.0 Basic Materials 185 CPB 10 -0.70 big-cap Short NaN -11.0 9.092702e+07 -12.0 Consumer Defensive 90 MFC 8 -4.53 big-cap Short NaN -58.0 6.317559e+07 -24.0 Financial Services 156 IR 9 -1.48 big-cap Short NaN -37.0 6.257695e+07 -14.0 Industrials 189 ATHM 24 -27.82 big-cap Short NaN -24.0 4.406119e+07 -75.0 Communication Services 116 IBKR 12 -4.07 big-cap Short NaN -66.0 4.046967e+07 -39.0 Financial Services 188 ABCL 12 -16.54 big-cap Short NaN -14.0 3.233343e+07 -19.0 Healthcare 213 KC 7 -3.84 big-cap Short NaN -7.0 3.077924e+07 -68.0 Technology 59 PHG 7 -6.76 big-cap Short NaN -40.0 2.721612e+07 -18.0 Healthcare 212 PLTK 9 -7.68 big-cap Short NaN -9.0 2.138666e+07 -14.0 Communication Services 195 HBANO 9 0.00 big-cap Short NaN -38.0 1.182445e+06 -38.0 Financial Services 201 ZNH 12 -2.96 big-cap Short NaN -12.0 3.052122e+05 -37.0 Industrials 157 DISCB 7 -1.61 big-cap Short NaN -51.0 6.999750e+04 -28.0 Communication Services Mean Return: -7.769310344827587 Mean Day/Week: 11.482758620689655 Accuracy:0.9310344827586207 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 2 Consumer Cyclical 1 Consumer Defensive 1 Energy 5 Financial Services 1 Healthcare 9 Industrials 3 Real Estate 9 Technology 12 Utilities 1 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 4 Communication Services 2 Consumer Cyclical 16 Consumer Defensive 5 Energy 1 Financial Services 20 Healthcare 4 Industrials 17 Real Estate 1 Technology 6 *******************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 257 ST 3 1.63 small-cap Short NaN -4.0 2.984041e+07 -5.0 Technology 309 PB 4 -0.46 small-cap Short NaN -4.0 1.637048e+07 -4.0 Financial Services Mean Return: 0.585 Mean Day/Week: 3.5 Accuracy:0.5 *******************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 283 ZION 3 5.00 small-cap Short NaN -21.0 6.570259e+07 -4.0 Financial Services 286 WWD 1 0.00 small-cap Short NaN -9.0 5.253802e+07 -5.0 Industrials 331 SNV 2 -0.74 small-cap Short NaN -29.0 4.732051e+07 -4.0 Financial Services 238 GL 3 3.06 small-cap Short NaN -22.0 4.621540e+07 -4.0 Financial Services 328 TPX 2 -0.13 small-cap Short NaN -60.0 4.483055e+07 -5.0 Consumer Cyclical 340 MDU 1 0.00 small-cap Short NaN -29.0 3.393102e+07 -4.0 Basic Materials 257 ST 3 1.63 small-cap Short NaN -4.0 2.984041e+07 -5.0 Technology 347 PNFP 3 3.86 small-cap Short NaN -63.0 2.076874e+07 -4.0 Financial Services 301 ITT 1 0.00 small-cap Short NaN -29.0 1.696412e+07 -4.0 Industrials 309 PB 4 -0.46 small-cap Short NaN -4.0 1.637048e+07 -4.0 Financial Services 345 BOKF 3 4.31 small-cap Short NaN -10.0 1.175910e+07 -4.0 Financial Services Mean Return: 2.0662499999999997 Mean Day/Week: 3.25 Accuracy:0.375 *******************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 305 HQY 1 0.0 small-cap Long NaN 1.0 2.828546e+07 26.0 Healthcare Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 306 PFGC 5 1.60 small-cap Short NaN -5.0 1.096047e+08 -31.0 Consumer Defensive 266 OHI 3 2.21 small-cap Short NaN -3.0 9.880130e+07 -6.0 Real Estate 282 COG 4 1.02 small-cap Short NaN -4.0 9.096709e+07 -53.0 Energy 249 BHC 4 -1.92 small-cap Short NaN -5.0 3.636297e+07 -6.0 Healthcare 246 GFL 5 -1.91 small-cap Short NaN -5.0 3.445918e+07 -24.0 Industrials 257 ST 3 1.63 small-cap Short NaN -4.0 2.984041e+07 -5.0 Technology 316 FIZZ 3 1.32 small-cap Short NaN -3.0 2.005946e+07 -14.0 Consumer Defensive 312 LFUS 4 -2.56 small-cap Short NaN -4.0 1.717680e+07 -16.0 Technology 309 PB 4 -0.46 small-cap Short NaN -4.0 1.637048e+07 -4.0 Financial Services 239 MNSO 1 0.00 small-cap Short NaN -1.0 8.527296e+06 -20.0 Consumer Cyclical 292 ANGI 2 -2.20 small-cap Short NaN -2.0 7.925231e+06 -43.0 Communication Services 235 BSAC 3 1.60 small-cap Short NaN -3.0 6.970192e+06 -32.0 Financial Services 260 CIB 1 0.00 small-cap Short NaN -1.0 6.325595e+06 -137.0 Financial Services Mean Return: 0.029999999999999947 Mean Day/Week: 3.8181818181818183 Accuracy:0.45454545454545453 *******************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 310 NTNX 18 20.57 small-cap Long NaN 53.0 3.252751e+08 23.0 Technology 327 ASAN 13 37.48 small-cap Long NaN 23.0 2.682155e+08 24.0 Technology 248 FANG 15 5.98 small-cap Long NaN 15.0 1.805938e+08 18.0 Energy 240 DBX 10 1.72 small-cap Long NaN 21.0 1.680375e+08 27.0 Technology 307 TRGP 19 19.46 small-cap Long NaN 41.0 8.853782e+07 78.0 Energy 270 ARWR 10 8.58 small-cap Long NaN 47.0 6.424728e+07 23.0 Healthcare 253 BRKR 9 -0.00 small-cap Long NaN 10.0 5.636932e+07 78.0 Healthcare 267 DNLI 15 8.91 small-cap Long NaN 47.0 5.350862e+07 21.0 Healthcare 302 REXR 13 4.16 small-cap Long NaN 13.0 4.976945e+07 71.0 Real Estate 303 VRT 27 14.39 small-cap Long NaN 27.0 4.226818e+07 57.0 Industrials 244 MRVI 14 11.39 small-cap Long NaN 14.0 4.216716e+07 78.0 Healthcare 284 MANH 19 6.30 small-cap Long NaN 19.0 4.002714e+07 40.0 Technology 293 CUBE 16 4.92 small-cap Long NaN 16.0 3.931039e+07 78.0 Real Estate 315 LSI 19 9.06 small-cap Long NaN 19.0 3.478299e+07 78.0 Real Estate 323 COR 12 -0.06 small-cap Long NaN 17.0 3.087667e+07 32.0 Real Estate 332 MPLN 25 18.55 small-cap Long NaN 53.0 2.642303e+07 28.0 Healthcare 271 MCFE 13 4.36 small-cap Long NaN 18.0 2.570712e+07 78.0 Technology 275 MBT 25 2.02 small-cap Long NaN 47.0 1.220926e+07 33.0 Communication Services 247 KOF 17 5.02 small-cap Long NaN 31.0 8.787548e+06 55.0 Consumer Defensive 320 FSV 11 3.21 small-cap Long NaN 11.0 3.963233e+06 78.0 Real Estate 300 JSM 17 1.62 small-cap Long NaN 20.0 4.528440e+05 36.0 unknown 258 AGNCM 7 -0.85 small-cap Long NaN 10.0 2.219271e+05 25.0 Real Estate Mean Return: 8.490454545454547 Mean Day/Week: 15.636363636363637 Accuracy:0.8636363636363636 *******************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 276 YY 44 -31.17 small-cap Short NaN -77.0 1.118854e+08 -62.0 Communication Services 295 BLD 14 -3.68 small-cap Short NaN -32.0 1.073233e+08 -22.0 Industrials 334 BPMC 16 -6.93 small-cap Short NaN -16.0 9.738432e+07 -37.0 Healthcare 273 IAA 8 0.94 small-cap Short NaN -30.0 7.865898e+07 -18.0 Industrials 251 LAD 14 -3.72 small-cap Short NaN -64.0 7.496004e+07 -34.0 Consumer Cyclical 296 CASY 8 -4.19 small-cap Short NaN -37.0 7.242821e+07 -10.0 Consumer Defensive 304 THO 16 -13.17 small-cap Short NaN -31.0 6.902066e+07 -26.0 Consumer Cyclical 262 AGCO 11 -8.40 small-cap Short NaN -38.0 6.343012e+07 -17.0 Industrials 351 RAMP 6 3.56 small-cap Short NaN -6.0 5.338212e+07 -137.0 Technology 274 RNR 24 -8.93 small-cap Short NaN -37.0 4.394313e+07 -31.0 Financial Services 268 GNTX 12 -4.81 small-cap Short NaN -65.0 3.446783e+07 -31.0 Consumer Cyclical 339 VRNT 6 -1.83 small-cap Short NaN -79.0 3.253505e+07 -39.0 Technology 338 LSTR 12 -1.76 small-cap Short NaN -29.0 2.887717e+07 -15.0 Industrials 319 COLM 7 -1.27 small-cap Short NaN -36.0 2.539495e+07 -25.0 Consumer Cyclical 350 RBC 12 -6.70 small-cap Short NaN -60.0 1.948031e+07 -26.0 Industrials 243 UHAL 18 -5.54 small-cap Short NaN -60.0 1.741599e+07 -24.0 Industrials 354 TNET 17 -3.97 small-cap Short NaN -38.0 8.411440e+06 -31.0 Industrials 352 ABCM 6 2.34 small-cap Short NaN -24.0 5.330853e+05 -14.0 Healthcare Mean Return: -5.512777777777777 Mean Day/Week: 13.944444444444445 Accuracy:0.8333333333333334 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 4 Consumer Cyclical 14 Consumer Defensive 7 Energy 19 Financial Services 34 Healthcare 37 Industrials 21 Real Estate 21 Technology 36 Utilities 2 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 14 Communication Services 4 Consumer Cyclical 40 Consumer Defensive 7 Energy 4 Financial Services 61 Healthcare 22 Industrials 49 Real Estate 9 Technology 19 Utilities 7 unknown 2 *******************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 676 SYKE 2 -0.19 penny-cap Long NaN 3.0 4.309322e+07 3.0 Technology Mean Return: -0.19 Mean Day/Week: 2.0 Accuracy:0.0 *******************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 475 SR 1 0.00 penny-cap Short NaN -1.0 6.689404e+07 -1.0 Utilities 385 XRX 2 -1.56 penny-cap Short NaN -2.0 4.867711e+07 -4.0 Technology 513 CNX 3 4.61 penny-cap Short NaN -3.0 4.149960e+07 -4.0 Energy 421 PK 1 0.00 penny-cap Short NaN -3.0 3.284488e+07 -4.0 Real Estate 432 RDN 1 0.00 penny-cap Short NaN -3.0 3.147702e+07 -3.0 Financial Services 474 TRN 2 -0.92 penny-cap Short NaN -3.0 2.622624e+07 -4.0 Industrials 403 HR 2 -0.36 penny-cap Short NaN -2.0 1.839857e+07 -5.0 Real Estate 419 APAM 1 0.00 penny-cap Short NaN -3.0 1.830501e+07 -5.0 Financial Services 557 INDB 3 3.08 penny-cap Short NaN -3.0 1.543346e+07 -4.0 Financial Services 424 OGS 1 0.00 penny-cap Short NaN -1.0 1.317113e+07 -3.0 Utilities 427 PSB 1 0.00 penny-cap Short NaN -5.0 9.906875e+06 -5.0 Real Estate 528 CWT 2 -0.49 penny-cap Short NaN -2.0 7.157534e+06 -3.0 Utilities 537 CVBF 3 3.54 penny-cap Short NaN -4.0 6.267879e+06 -4.0 Financial Services 665 NWBI 3 2.37 penny-cap Short NaN -3.0 4.501174e+06 -4.0 Financial Services 707 AROC 4 -0.72 penny-cap Short NaN -4.0 3.178591e+06 -4.0 Energy Mean Return: 1.061111111111111 Mean Day/Week: 3.3333333333333335 Accuracy:0.5555555555555556 *******************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 660 TWO 2 1.00 penny-cap Long NaN 11.0 7.853026e+07 4.0 Real Estate 601 AUPH 1 0.00 penny-cap Long NaN 25.0 5.022100e+07 3.0 Healthcare 676 SYKE 2 -0.19 penny-cap Long NaN 3.0 4.309322e+07 3.0 Technology Mean Return: 0.405 Mean Day/Week: 2.5 Accuracy:0.5 *******************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 457 ADS 1 0.00 penny-cap Short NaN -24.0 1.093304e+08 -4.0 Financial Services 475 SR 1 0.00 penny-cap Short NaN -1.0 6.689404e+07 -1.0 Utilities 385 XRX 2 -1.56 penny-cap Short NaN -2.0 4.867711e+07 -4.0 Technology 513 CNX 3 4.61 penny-cap Short NaN -3.0 4.149960e+07 -4.0 Energy 421 PK 1 0.00 penny-cap Short NaN -3.0 3.284488e+07 -4.0 Real Estate 524 ASB 1 0.00 penny-cap Short NaN -20.0 3.224022e+07 -4.0 Financial Services 558 TEX 2 1.82 penny-cap Short NaN -21.0 3.167838e+07 -5.0 Industrials 432 RDN 1 0.00 penny-cap Short NaN -3.0 3.147702e+07 -3.0 Financial Services 474 TRN 2 -0.92 penny-cap Short NaN -3.0 2.622624e+07 -4.0 Industrials 504 DAN 2 0.64 penny-cap Short NaN -10.0 2.116993e+07 -4.0 Consumer Cyclical 435 AVT 2 -1.50 penny-cap Short NaN -37.0 2.100416e+07 -4.0 Technology 404 VLY 1 0.00 penny-cap Short NaN -60.0 2.051473e+07 -4.0 Financial Services 469 FNB 3 3.65 penny-cap Short NaN -63.0 1.874217e+07 -4.0 Financial Services 403 HR 2 -0.36 penny-cap Short NaN -2.0 1.839857e+07 -5.0 Real Estate 419 APAM 1 0.00 penny-cap Short NaN -3.0 1.830501e+07 -5.0 Financial Services 695 TTMI 1 0.00 penny-cap Short NaN -35.0 1.685614e+07 -3.0 Technology 530 CATY 1 0.00 penny-cap Short NaN -9.0 1.554193e+07 -4.0 Financial Services 557 INDB 3 3.08 penny-cap Short NaN -3.0 1.543346e+07 -4.0 Financial Services 582 FULT 3 4.02 penny-cap Short NaN -62.0 1.436810e+07 -4.0 Financial Services 424 OGS 1 0.00 penny-cap Short NaN -1.0 1.317113e+07 -3.0 Utilities 544 AUB 1 0.00 penny-cap Short NaN -15.0 1.315996e+07 -4.0 Financial Services 399 UBSI 1 0.00 penny-cap Short NaN -20.0 1.221660e+07 -4.0 Financial Services 464 FELE 1 0.00 penny-cap Short NaN -24.0 1.217599e+07 -5.0 Industrials 570 SPXC 1 0.00 penny-cap Short NaN -25.0 1.192323e+07 -4.0 Industrials 473 GATX 1 0.00 penny-cap Short NaN -24.0 1.171274e+07 -4.0 Industrials 427 PSB 1 0.00 penny-cap Short NaN -5.0 9.906875e+06 -5.0 Real Estate 519 AIT 2 -0.72 penny-cap Short NaN -24.0 9.842302e+06 -5.0 Industrials 620 MWA 1 0.00 penny-cap Short NaN -29.0 9.734251e+06 -4.0 Industrials 652 SBCF 3 4.97 penny-cap Short NaN -25.0 8.981664e+06 -4.0 Financial Services 528 CWT 2 -0.49 penny-cap Short NaN -2.0 7.157534e+06 -3.0 Utilities 702 HOPE 3 4.24 penny-cap Short NaN -59.0 6.414452e+06 -4.0 Financial Services 537 CVBF 3 3.54 penny-cap Short NaN -4.0 6.267879e+06 -4.0 Financial Services 383 NOVT 1 0.00 penny-cap Short NaN -7.0 6.183255e+06 -3.0 Technology 565 IBOC 2 -0.97 penny-cap Short NaN -24.0 4.539151e+06 -4.0 Financial Services 665 NWBI 3 2.37 penny-cap Short NaN -3.0 4.501174e+06 -4.0 Financial Services 574 FLOW 2 -0.22 penny-cap Short NaN -25.0 4.350990e+06 -5.0 Industrials 561 UTF 2 1.12 penny-cap Short NaN -30.0 4.158323e+06 -4.0 Financial Services 538 SCL 1 0.00 penny-cap Short NaN -21.0 3.989888e+06 -4.0 Basic Materials 757 TCBK 3 4.95 penny-cap Short NaN -9.0 3.897212e+06 -4.0 Financial Services 730 EPAC 2 0.08 penny-cap Short NaN -26.0 3.444299e+06 -4.0 Industrials 707 AROC 4 -0.72 penny-cap Short NaN -4.0 3.178591e+06 -4.0 Energy 771 SXI 2 0.37 penny-cap Short NaN -22.0 2.637600e+06 -4.0 Industrials Mean Return: 1.391304347826087 Mean Day/Week: 3.3043478260869565 Accuracy:0.391304347826087 *******************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 640 GSAT 1 0.00 penny-cap Long NaN 2.0 2.924945e+08 10.0 Communication Services 745 RAVN 2 0.29 penny-cap Long NaN 2.0 1.540508e+08 44.0 Industrials 625 MTDR 1 0.00 penny-cap Long NaN 1.0 6.583942e+07 78.0 Energy 787 SBLK 5 -3.27 penny-cap Long NaN 5.0 5.917570e+07 78.0 Industrials 676 SYKE 2 -0.19 penny-cap Long NaN 3.0 4.309322e+07 3.0 Technology 661 IRWD 1 0.00 penny-cap Long NaN 1.0 4.216519e+07 51.0 Healthcare 634 VSTO 1 0.00 penny-cap Long NaN 1.0 3.560173e+07 36.0 Consumer Cyclical 407 IMAB 1 0.00 penny-cap Long NaN 1.0 3.369336e+07 43.0 Healthcare 531 FHI 2 -0.69 penny-cap Long NaN 5.0 1.808723e+07 35.0 Financial Services 686 BSIG 2 -0.34 penny-cap Long NaN 2.0 1.373703e+07 58.0 Financial Services 674 CPG 2 -0.87 penny-cap Long NaN 2.0 1.337979e+07 16.0 Energy 727 INVA 2 -0.15 penny-cap Long NaN 2.0 7.688250e+06 31.0 Healthcare 739 VLRS 5 -1.78 penny-cap Long NaN 5.0 6.139346e+06 78.0 Industrials 366 DRVN 1 0.00 penny-cap Long NaN 1.0 5.932290e+06 29.0 Consumer Cyclical 635 CRVL 1 0.00 penny-cap Long NaN 1.0 5.792523e+06 55.0 Financial Services 425 MSP 1 0.00 penny-cap Long NaN 1.0 4.977706e+06 27.0 Technology 708 PACK 1 0.00 penny-cap Long NaN 1.0 4.568859e+06 26.0 Consumer Cyclical 692 VCTR 1 0.00 penny-cap Long NaN 1.0 3.169461e+06 76.0 Financial Services 585 NAC 2 0.06 penny-cap Long NaN 2.0 1.114470e+06 54.0 Financial Services Mean Return: -0.7711111111111111 Mean Day/Week: 3.7777777777777777 Accuracy:0.2222222222222222 *******************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 475 SR 1 0.00 penny-cap Short NaN -1.0 6.689404e+07 -1.0 Utilities 453 IRBT 1 0.00 penny-cap Short NaN -1.0 6.591783e+07 -72.0 Technology 385 XRX 2 -1.56 penny-cap Short NaN -2.0 4.867711e+07 -4.0 Technology 380 HFC 4 1.16 penny-cap Short NaN -4.0 4.257998e+07 -35.0 Energy 513 CNX 3 4.61 penny-cap Short NaN -3.0 4.149960e+07 -4.0 Energy 501 SNBR 3 4.91 penny-cap Short NaN -3.0 3.931634e+07 -43.0 Consumer Cyclical 449 NIU 1 0.00 penny-cap Short NaN -1.0 3.546812e+07 -64.0 Consumer Cyclical 618 ENDP 1 0.00 penny-cap Short NaN -1.0 3.383539e+07 -61.0 Healthcare 421 PK 1 0.00 penny-cap Short NaN -3.0 3.284488e+07 -4.0 Real Estate 432 RDN 1 0.00 penny-cap Short NaN -3.0 3.147702e+07 -3.0 Financial Services 485 GBT 1 0.00 penny-cap Short NaN -1.0 2.676769e+07 -137.0 Healthcare 474 TRN 2 -0.92 penny-cap Short NaN -3.0 2.622624e+07 -4.0 Industrials 482 TCBI 4 0.30 penny-cap Short NaN -4.0 2.528844e+07 -55.0 Financial Services 507 MC 3 2.26 penny-cap Short NaN -3.0 2.098454e+07 -37.0 Financial Services 403 HR 2 -0.36 penny-cap Short NaN -2.0 1.839857e+07 -5.0 Real Estate 419 APAM 1 0.00 penny-cap Short NaN -3.0 1.830501e+07 -5.0 Financial Services 662 FSM 4 -4.22 penny-cap Short NaN -5.0 1.653870e+07 -14.0 Basic Materials 557 INDB 3 3.08 penny-cap Short NaN -3.0 1.543346e+07 -4.0 Financial Services 643 COHU 2 1.24 penny-cap Short NaN -2.0 1.328522e+07 -38.0 Technology 424 OGS 1 0.00 penny-cap Short NaN -1.0 1.317113e+07 -3.0 Utilities 699 PRIM 4 -1.90 penny-cap Short NaN -4.0 1.108113e+07 -43.0 Industrials 691 BCAB 5 -1.28 penny-cap Short NaN -5.0 1.089456e+07 -53.0 Healthcare 619 MTOR 5 -7.51 penny-cap Short NaN -5.0 1.047395e+07 -58.0 Consumer Cyclical 706 STKL 1 0.00 penny-cap Short NaN -1.0 1.027827e+07 -46.0 Consumer Defensive 427 PSB 1 0.00 penny-cap Short NaN -5.0 9.906875e+06 -5.0 Real Estate 682 ATSG 3 1.53 penny-cap Short NaN -3.0 9.690848e+06 -44.0 Industrials 715 NXGN 1 0.00 penny-cap Short NaN -1.0 9.463201e+06 -137.0 Healthcare 748 ATRI 1 0.00 penny-cap Short NaN -1.0 9.341818e+06 -43.0 Healthcare 491 VNE 3 1.27 penny-cap Short NaN -3.0 7.355707e+06 -7.0 Consumer Cyclical 528 CWT 2 -0.49 penny-cap Short NaN -2.0 7.157534e+06 -3.0 Utilities 737 ACLS 3 0.32 penny-cap Short NaN -3.0 6.936248e+06 -31.0 Technology 670 HMN 3 2.86 penny-cap Short NaN -3.0 6.861700e+06 -43.0 Financial Services 779 WPRT 3 4.73 penny-cap Short NaN -3.0 6.778406e+06 -64.0 Consumer Cyclical 537 CVBF 3 3.54 penny-cap Short NaN -4.0 6.267879e+06 -4.0 Financial Services 728 AMTI 3 1.73 penny-cap Short NaN -3.0 5.950221e+06 -35.0 Healthcare 579 CTRE 2 0.09 penny-cap Short NaN -2.0 5.478679e+06 -6.0 Real Estate 755 DBD 4 -1.30 penny-cap Short NaN -4.0 4.916610e+06 -38.0 Technology 665 NWBI 3 2.37 penny-cap Short NaN -3.0 4.501174e+06 -4.0 Financial Services 647 PGEN 1 0.00 penny-cap Short NaN -1.0 4.496556e+06 -69.0 Healthcare 563 KW 1 0.00 penny-cap Short NaN -4.0 4.396605e+06 -7.0 Real Estate 707 AROC 4 -0.72 penny-cap Short NaN -4.0 3.178591e+06 -4.0 Energy 696 CGEM 3 -1.79 penny-cap Short NaN -3.0 2.859867e+06 -114.0 Healthcare 429 MOR 4 -3.20 penny-cap Short NaN -4.0 1.751891e+06 -137.0 Healthcare 694 MNTK 2 0.93 penny-cap Short NaN -2.0 1.890147e+05 -105.0 Utilities 658 PRTC 4 -2.90 penny-cap Short NaN -4.0 3.140946e+04 -30.0 Healthcare Mean Return: 0.2926666666666667 Mean Day/Week: 3.6666666666666665 Accuracy:0.43333333333333335 *******************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 382 AMC 8 18.67 penny-cap Long NaN 27.0 9.748417e+09 30.0 Communication Services 398 QTS 12 -0.58 penny-cap Long NaN 14.0 1.406985e+08 50.0 Real Estate 381 JOBS 16 6.96 penny-cap Long NaN 56.0 1.288234e+08 35.0 Industrials 690 DEN 23 26.55 penny-cap Long NaN 23.0 1.183602e+08 78.0 Energy 534 QFIN 13 17.62 penny-cap Long NaN 21.0 1.166724e+08 21.0 unknown 560 MIC 12 -0.44 penny-cap Long NaN 12.0 1.003717e+08 54.0 Industrials 586 SIG 8 1.89 penny-cap Long NaN 8.0 7.825354e+07 11.0 Consumer Cyclical 624 CRC 25 13.12 penny-cap Long NaN 34.0 6.750598e+07 26.0 Energy 411 SWAV 24 19.76 penny-cap Long NaN 24.0 6.530042e+07 59.0 Healthcare 455 SPT 14 29.78 penny-cap Long NaN 20.0 6.285869e+07 22.0 Technology 566 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 77.0 Real Estate 377 JCOM 9 6.84 penny-cap Long NaN 11.0 5.533918e+07 78.0 Technology 417 CDNA 12 3.60 penny-cap Long NaN 21.0 5.425541e+07 23.0 Healthcare 358 STAA 19 9.77 penny-cap Long NaN 19.0 4.784379e+07 58.0 Healthcare 688 CNST 9 0.36 penny-cap Long NaN 26.0 4.749934e+07 15.0 Healthcare 393 CRNC 11 -8.10 penny-cap Long NaN 19.0 4.649107e+07 15.0 Technology 597 SGRY 41 29.46 penny-cap Long NaN 41.0 3.667201e+07 78.0 Healthcare 607 DOMO 14 18.20 penny-cap Long NaN 21.0 3.630703e+07 23.0 Technology 693 LX 6 -3.31 penny-cap Long NaN 22.0 3.590228e+07 13.0 Financial Services 448 APLS 19 22.10 penny-cap Long NaN 49.0 3.547445e+07 26.0 Healthcare 376 STAG 12 3.07 penny-cap Long NaN 12.0 3.411282e+07 78.0 Real Estate 729 ERJ 20 23.52 penny-cap Long NaN 20.0 3.001166e+07 78.0 Industrials 458 PZZA 7 2.94 penny-cap Long NaN 11.0 2.967737e+07 33.0 Consumer Cyclical 567 CIM 26 12.43 penny-cap Long NaN 26.0 2.934135e+07 78.0 Real Estate 392 NAV 16 0.25 penny-cap Long NaN 53.0 2.882529e+07 57.0 Industrials 388 TRUP 11 12.06 penny-cap Long NaN 48.0 2.832331e+07 19.0 Financial Services 395 SWCH 27 16.29 penny-cap Long NaN 58.0 2.768059e+07 49.0 Technology 520 SMPL 6 2.60 penny-cap Long NaN 6.0 2.695691e+07 62.0 Consumer Defensive 550 NSA 15 8.16 penny-cap Long NaN 15.0 2.689355e+07 78.0 Real Estate 764 FINV 8 12.12 penny-cap Long NaN 23.0 2.391877e+07 25.0 Financial Services 439 OPCH 10 2.41 penny-cap Long NaN 20.0 2.319846e+07 12.0 Healthcare 543 AXSM 9 5.38 penny-cap Long NaN 41.0 2.315959e+07 17.0 Healthcare 517 SHOO 11 -2.33 penny-cap Long NaN 11.0 2.305172e+07 76.0 Consumer Cyclical 626 PRFT 51 24.18 penny-cap Long NaN 51.0 2.248618e+07 78.0 Technology 512 ACCD 10 3.41 penny-cap Long NaN 20.0 2.149508e+07 25.0 Healthcare 405 KRNT 7 -1.35 penny-cap Long NaN 21.0 2.119914e+07 19.0 Industrials 650 PMT 7 2.27 penny-cap Long NaN 12.0 2.105966e+07 13.0 Real Estate 471 VG 14 8.33 penny-cap Long NaN 24.0 2.097782e+07 28.0 Communication Services 438 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 401 DCP 16 10.55 penny-cap Long NaN 39.0 1.929657e+07 35.0 Energy 536 KRTX 8 -3.45 penny-cap Long NaN 10.0 1.908773e+07 11.0 Healthcare 547 AZUL 21 24.72 penny-cap Long NaN 46.0 1.885881e+07 32.0 Industrials 542 ITCI 12 9.10 penny-cap Long NaN 39.0 1.784067e+07 31.0 Healthcare 539 EXLS 35 10.59 penny-cap Long NaN 35.0 1.714111e+07 78.0 Technology 508 MIME 30 16.15 penny-cap Long NaN 51.0 1.542321e+07 32.0 Technology 743 PTEN 15 5.19 penny-cap Long NaN 34.0 1.466003e+07 19.0 Energy 760 CRK 11 7.32 penny-cap Long NaN 36.0 1.416102e+07 17.0 Energy 571 HCSG 10 5.85 penny-cap Long NaN 10.0 1.361260e+07 32.0 Healthcare 609 CVA 10 0.05 penny-cap Long NaN 10.0 1.246254e+07 37.0 Industrials 481 BRFS 20 17.96 penny-cap Long NaN 23.0 1.240269e+07 23.0 Consumer Defensive 356 DAVA 25 24.76 penny-cap Long NaN 41.0 1.226026e+07 44.0 Technology 614 FTAI 9 11.12 penny-cap Long NaN 19.0 1.201861e+07 12.0 Industrials 502 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 74.0 Financial Services 484 NSP 8 2.40 penny-cap Long NaN 26.0 1.154016e+07 23.0 Industrials 572 MODV 10 5.12 penny-cap Long NaN 38.0 1.150819e+07 11.0 Healthcare 470 CNS 31 14.78 penny-cap Long NaN 75.0 1.130991e+07 42.0 Financial Services 645 RVNC 10 5.38 penny-cap Long NaN 10.0 1.105451e+07 44.0 Healthcare 509 AMRC 14 13.65 penny-cap Long NaN 53.0 1.100737e+07 19.0 Industrials 667 ZYME 10 -2.27 penny-cap Long NaN 57.0 1.040356e+07 16.0 Healthcare 711 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 710 ETV 9 -0.53 penny-cap Long NaN 9.0 9.990307e+06 60.0 Financial Services 794 CDMO 15 9.11 penny-cap Long NaN 15.0 9.404324e+06 78.0 Healthcare 479 SUN 14 3.87 penny-cap Long NaN 14.0 9.324353e+06 63.0 Energy 765 CRTX 14 22.17 penny-cap Long NaN 25.0 9.189718e+06 21.0 Healthcare 781 CMRE 15 9.05 penny-cap Long NaN 15.0 9.059355e+06 78.0 Industrials 416 SAFE 8 3.94 penny-cap Long NaN 22.0 8.521706e+06 12.0 Real Estate 591 VRRM 6 4.47 penny-cap Long NaN 6.0 8.432896e+06 14.0 Industrials 675 SUPN 7 1.77 penny-cap Long NaN 7.0 8.311778e+06 50.0 Healthcare 599 PBH 31 12.16 penny-cap Long NaN 31.0 7.949589e+06 36.0 Healthcare 415 INOV 10 1.76 penny-cap Long NaN 10.0 7.605448e+06 78.0 Healthcare 782 MDP 14 7.91 penny-cap Long NaN 14.0 6.961907e+06 78.0 Communication Services 720 IRT 16 5.66 penny-cap Long NaN 16.0 6.765228e+06 78.0 Real Estate 664 EBIX 8 -7.73 penny-cap Long NaN 16.0 6.027351e+06 11.0 Technology 716 RDWR 13 3.98 penny-cap Long NaN 22.0 5.490206e+06 32.0 Technology 697 EVV 13 1.85 penny-cap Long NaN 25.0 5.450293e+06 27.0 Financial Services 776 AUDC 14 5.63 penny-cap Long NaN 53.0 4.985504e+06 34.0 Technology 683 BBN 11 2.33 penny-cap Long NaN 60.0 4.712021e+06 25.0 Financial Services 402 NEA 20 2.34 penny-cap Long NaN 20.0 4.385871e+06 54.0 Financial Services 472 NAD 23 2.94 penny-cap Long NaN 23.0 4.058713e+06 54.0 Financial Services 718 USAC 7 3.52 penny-cap Long NaN 7.0 3.903141e+06 28.0 Energy 588 AFYA 17 15.24 penny-cap Long NaN 17.0 3.865048e+06 32.0 Consumer Defensive 749 SCWX 14 28.35 penny-cap Long NaN 26.0 3.823996e+06 16.0 Technology 791 NXRT 18 8.79 penny-cap Long NaN 18.0 3.631513e+06 75.0 Real Estate 789 NESR 14 9.55 penny-cap Long NaN 14.0 3.050270e+06 34.0 Energy 738 NMZ 8 0.04 penny-cap Long NaN 16.0 2.205788e+06 54.0 Financial Services 790 AWF 14 2.05 penny-cap Long NaN 20.0 1.536918e+06 27.0 Financial Services 414 ESGRP 7 0.37 penny-cap Long NaN 13.0 9.756830e+05 58.0 Financial Services 741 NRK 15 1.13 penny-cap Long NaN 15.0 6.531994e+05 51.0 Financial Services 740 LINX 17 4.61 penny-cap Long NaN 47.0 4.751819e+05 43.0 Technology 731 NYMTN 10 2.46 penny-cap Long NaN 15.0 4.052077e+05 26.0 Real Estate 732 NYMTO 7 0.51 penny-cap Long NaN 7.0 3.614358e+05 78.0 Real Estate 726 NYMTP 7 0.64 penny-cap Long NaN 10.0 1.578196e+05 12.0 Real Estate 514 TDI 26 4.83 penny-cap Long NaN 26.0 6.688317e+04 56.0 unknown 535 FISK 15 4.47 penny-cap Long NaN 15.0 0.000000e+00 20.0 Real Estate Mean Return: 7.78287234042553 Mean Day/Week: 14.617021276595745 Accuracy:0.8936170212765957 *******************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 389 TRIP 7 -0.24 penny-cap Short NaN -62.0 9.757072e+07 -39.0 Consumer Cyclical 578 WGO 11 -3.51 penny-cap Short NaN -30.0 9.158918e+07 -29.0 Consumer Cyclical 548 SAVE 13 -5.04 penny-cap Short NaN -13.0 9.069162e+07 -31.0 Industrials 495 SIX 9 3.07 penny-cap Short NaN -9.0 8.815684e+07 -35.0 Consumer Cyclical 587 SI 7 -1.94 penny-cap Short NaN -7.0 8.613014e+07 -46.0 Financial Services 384 JBLU 6 -3.33 penny-cap Short NaN -51.0 8.068019e+07 -15.0 Industrials 454 TMHC 9 -4.37 penny-cap Short NaN -37.0 5.756063e+07 -15.0 Consumer Cyclical 360 NYCB 9 -4.87 penny-cap Short NaN -9.0 5.366470e+07 -35.0 Financial Services 480 SONO 10 -1.73 penny-cap Short NaN -45.0 4.632926e+07 -32.0 Technology 362 SAGE 6 -5.10 penny-cap Short NaN -6.0 4.544103e+07 -7.0 Healthcare 523 EAT 7 -2.16 penny-cap Short NaN -64.0 4.300206e+07 -37.0 Consumer Cyclical 564 GCMG 12 -6.32 penny-cap Short NaN -28.0 3.780583e+07 -30.0 Financial Services 744 MGNX 10 7.45 penny-cap Short NaN -36.0 3.748692e+07 -14.0 Healthcare 492 ALGT 15 -10.12 penny-cap Short NaN -64.0 3.728943e+07 -36.0 Industrials 657 EB 6 -4.88 penny-cap Short NaN -6.0 3.499528e+07 -30.0 Technology 669 PLAY 8 -3.41 penny-cap Short NaN -57.0 3.153028e+07 -31.0 Consumer Cyclical 363 SAIA 10 3.02 penny-cap Short NaN -39.0 3.001288e+07 -15.0 Industrials 463 CBRL 10 -6.72 penny-cap Short NaN -48.0 2.986212e+07 -31.0 Consumer Cyclical 500 ABG 9 -7.61 penny-cap Short NaN -40.0 2.794292e+07 -15.0 Consumer Cyclical 489 ENR 12 -3.61 penny-cap Short NaN -34.0 2.747057e+07 -17.0 Industrials 468 VSH 12 -8.88 penny-cap Short NaN -37.0 2.411730e+07 -31.0 Technology 503 BXS 8 -4.07 penny-cap Short NaN -8.0 2.330350e+07 -45.0 Financial Services 412 LOPE 6 -2.26 penny-cap Short NaN -58.0 2.310387e+07 -33.0 Consumer Defensive 766 ACRS 11 -3.28 penny-cap Short NaN -50.0 2.199409e+07 -32.0 Healthcare 451 SLQT 6 0.81 penny-cap Short NaN -45.0 2.059894e+07 -31.0 Financial Services 515 UTZ 7 -1.96 penny-cap Short NaN -29.0 1.954443e+07 -28.0 Consumer Defensive 450 MDC 7 0.14 penny-cap Short NaN -45.0 1.952575e+07 -16.0 Consumer Cyclical 632 ADUS 10 -8.96 penny-cap Short NaN -10.0 1.928212e+07 -38.0 Healthcare 673 BALY 9 2.28 penny-cap Short NaN -9.0 1.826109e+07 -46.0 Consumer Cyclical 367 KMPR 19 -3.59 penny-cap Short NaN -37.0 1.641595e+07 -31.0 Financial Services 573 THS 18 -5.57 penny-cap Short NaN -20.0 1.616698e+07 -35.0 Consumer Defensive 465 KMT 14 -9.26 penny-cap Short NaN -45.0 1.592121e+07 -24.0 Industrials 396 RXT 6 -4.89 penny-cap Short NaN -41.0 1.549769e+07 -30.0 Technology 444 CNNE 30 -5.06 penny-cap Short NaN -37.0 1.418209e+07 -35.0 Consumer Cyclical 477 HI 10 -4.66 penny-cap Short NaN -63.0 1.388674e+07 -34.0 Industrials 709 ASTE 10 -10.13 penny-cap Short NaN -38.0 1.371697e+07 -26.0 Industrials 638 SAH 7 -3.02 penny-cap Short NaN -31.0 1.267130e+07 -24.0 Consumer Cyclical 510 WOR 6 -6.33 penny-cap Short NaN -29.0 1.220589e+07 -25.0 Industrials 378 AL 9 -4.44 penny-cap Short NaN -9.0 1.182848e+07 -32.0 Industrials 551 ABM 7 -5.12 penny-cap Short NaN -45.0 1.161890e+07 -17.0 Industrials 631 KN 12 -5.20 penny-cap Short NaN -12.0 1.159160e+07 -35.0 Technology 387 NEU 11 -5.55 penny-cap Short NaN -11.0 1.105073e+07 -137.0 Basic Materials 369 FTDR 13 -3.95 penny-cap Short NaN -13.0 9.661231e+06 -43.0 Consumer Cyclical 420 AAON 14 -3.36 penny-cap Short NaN -14.0 9.501550e+06 -64.0 Industrials 494 ROCK 15 -2.81 penny-cap Short NaN -34.0 9.198984e+06 -34.0 Industrials 612 BANF 9 -0.43 penny-cap Short NaN -25.0 8.746746e+06 -21.0 Financial Services 677 LTC 14 -1.67 penny-cap Short NaN -63.0 8.566943e+06 -38.0 Real Estate 562 RCUS 26 -20.17 penny-cap Short NaN -33.0 8.491710e+06 -63.0 Healthcare 552 ESE 29 -9.15 penny-cap Short NaN -37.0 7.826742e+06 -31.0 Technology 559 FIBK 10 -6.55 penny-cap Short NaN -64.0 7.282660e+06 -31.0 Financial Services 606 SKYW 13 -3.55 penny-cap Short NaN -13.0 6.768254e+06 -37.0 Industrials 712 CVGW 10 -6.25 penny-cap Short NaN -40.0 6.593380e+06 -37.0 Consumer Defensive 687 HTLD 24 -5.23 penny-cap Short NaN -44.0 6.477561e+06 -30.0 Industrials 777 BJRI 9 -5.60 penny-cap Short NaN -65.0 6.139168e+06 -25.0 Consumer Cyclical 483 PCI 6 -0.72 penny-cap Short NaN -30.0 6.026962e+06 -24.0 Financial Services 630 GCP 6 0.70 penny-cap Short NaN -24.0 6.010353e+06 -21.0 Basic Materials 792 ENTA 10 -2.93 penny-cap Short NaN -32.0 5.954713e+06 -26.0 Healthcare 723 OMER 6 3.71 penny-cap Short NaN -82.0 5.784637e+06 -60.0 Healthcare 725 PGTI 10 -2.54 penny-cap Short NaN -30.0 5.753176e+06 -24.0 Industrials 569 MANU 7 -0.58 penny-cap Short NaN -31.0 5.541174e+06 -36.0 Consumer Cyclical 651 CLBK 11 -0.58 penny-cap Short NaN -37.0 5.126559e+06 -15.0 Financial Services 786 DENN 7 -3.06 penny-cap Short NaN -33.0 5.070559e+06 -33.0 Consumer Cyclical 770 ORIC 13 -3.63 penny-cap Short NaN -13.0 4.746327e+06 -77.0 Healthcare 761 CHCO 9 -1.82 penny-cap Short NaN -60.0 4.723420e+06 -40.0 Financial Services 644 FBK 11 -5.11 penny-cap Short NaN -63.0 4.692843e+06 -40.0 Financial Services 758 JOUT 20 -2.56 penny-cap Short NaN -45.0 4.499945e+06 -25.0 Consumer Cyclical 598 FRME 9 -1.88 penny-cap Short NaN -62.0 4.102327e+06 -21.0 Financial Services 774 PFC 15 -5.49 penny-cap Short NaN -64.0 3.926353e+06 -39.0 Financial Services 753 PLUS 16 -5.34 penny-cap Short NaN -30.0 3.591108e+06 -24.0 Technology 780 KRA 9 -3.62 penny-cap Short NaN -37.0 3.419423e+06 -38.0 Basic Materials 733 SWM 17 -2.99 penny-cap Short NaN -65.0 3.014917e+06 -30.0 Basic Materials 685 WABC 9 -2.54 penny-cap Short NaN -64.0 2.954486e+06 -21.0 Financial Services 648 CFFN 20 -0.89 penny-cap Short NaN -20.0 2.793355e+06 -55.0 Financial Services 767 ECOL 17 -5.44 penny-cap Short NaN -61.0 2.564634e+06 -24.0 Industrials 746 NRC 7 1.78 penny-cap Short NaN -15.0 2.561024e+06 -12.0 Healthcare 679 HY 10 -3.35 penny-cap Short NaN -10.0 2.208600e+06 -53.0 Industrials 639 SPNS 14 0.12 penny-cap Short NaN -35.0 2.163586e+06 -35.0 Technology 408 ARD 9 -1.53 penny-cap Short NaN -60.0 2.104824e+06 -20.0 Consumer Cyclical 750 RMAX 10 -4.82 penny-cap Short NaN -67.0 2.049867e+06 -50.0 Real Estate 772 FOR 8 -4.08 penny-cap Short NaN -34.0 2.035152e+06 -22.0 Real Estate 703 BATRA 6 0.19 penny-cap Short NaN -6.0 1.710318e+06 -45.0 Communication Services 704 BATRK 7 -0.18 penny-cap Short NaN -15.0 1.646447e+06 -42.0 Communication Services 589 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -132.0 unknown 590 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 496 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -136.0 Financial Services Mean Return: -3.3964705882352946 Mean Day/Week: 11.129411764705882 Accuracy:0.8588235294117647 ************************************** ************************************** 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stock-filter · 3 years
Text
Stock daily Filter Report for 2021/04/09 07-00-12
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 10 Communication Services 8 Consumer Cyclical 26 Consumer Defensive 16 Energy 2 Financial Services 32 Healthcare 15 Industrials 43 Real Estate 18 Technology 44 Utilities 21 unknown 3 **************************************** big_industry_downtrending_count Empty DataFrame Columns: [tickers] Index: [] *******************Part 1.1 Big Cap Long Entry********************* big_long_signal_entry Symbol Day Return Market Cap Long/Short Score industry 114 AON 2 -0.54 big-cap Long 0.0 Financial Services 338 AVY 4 0.54 big-cap Long 0.0 Industrials 220 WY 5 0.53 big-cap Long 0.0 Real Estate 225 AMP 4 -0.51 big-cap Long 0.0 Financial Services 64 BKNG 2 0.72 big-cap Long 0.0 Consumer Cyclical 218 FTNT 4 2.78 big-cap Long -0.5 Technology 264 TFX 4 -0.55 big-cap Long -0.5 Healthcare 168 CRH 5 2.72 big-cap Long -0.5 Basic Materials 174 ZBH 2 1.10 big-cap Long -0.5 Healthcare 184 SWKS 4 -1.02 big-cap Long -0.5 Technology 207 LUV 3 -1.00 big-cap Long -0.5 Industrials 211 WELL 1 0.00 big-cap Long -0.5 Real Estate 229 KKR 4 0.88 big-cap Long -0.5 Financial Services 279 WAT 5 6.74 big-cap Long -0.5 Healthcare 265 HUBS 1 0.00 big-cap Long -0.5 Technology 155 CSGP 5 1.54 big-cap Long -0.5 Real Estate 293 STX 3 1.62 big-cap Long -0.5 Technology 323 RJF 4 -2.37 big-cap Long -0.5 unknown 328 MKL 5 1.08 big-cap Long -0.5 Financial Services 330 CRL 3 1.05 big-cap Long -0.5 Healthcare 342 JHX 5 1.11 big-cap Long -0.5 Basic Materials 343 L 2 -0.64 big-cap Long -0.5 Financial Services 347 UAL 4 0.24 big-cap Long -0.5 Industrials 374 EQH 4 -0.18 big-cap Long -0.5 Financial Services 162 IQV 5 3.15 big-cap Long -0.5 Healthcare 391 PWR 4 -0.44 big-cap Long -0.5 Industrials 148 MCHP 5 1.06 big-cap Long -0.5 Technology 49 INTU 2 2.56 big-cap Long -0.5 Technology 109 BX 1 0.00 big-cap Long -0.5 Financial Services 108 ETN 4 -1.74 big-cap Long -0.5 Industrials 15 INTC 1 0.00 big-cap Long -0.5 Technology 61 SYK 5 2.84 big-cap Long -0.5 Healthcare 99 DELL 2 1.17 big-cap Long -0.5 Technology 84 ICE 1 0.00 big-cap Long -0.5 Financial Services 34 MDT 4 0.34 big-cap Long -1.0 Healthcare 310 TW 4 2.33 big-cap Long -1.0 Financial Services 52 DEO 1 0.00 big-cap Long -1.0 Consumer Defensive 45 BA 4 -1.69 big-cap Long -1.0 Industrials 25 TBB 5 1.29 big-cap Long -1.0 unknown 28 TMUS 5 1.96 big-cap Long -1.0 Communication Services 348 CCK 5 1.63 big-cap Long -1.0 Consumer Cyclical 354 BRO 5 1.75 big-cap Long -1.0 Financial Services 376 LKQ 1 0.00 big-cap Long -1.0 Consumer Cyclical 379 UHS 1 0.00 big-cap Long -1.0 Healthcare 145 ROST 2 3.27 big-cap Long -1.0 Consumer Cyclical 3 GOOG 3 1.82 big-cap Long -1.0 Communication Services 289 PTC 4 0.48 big-cap Long -1.0 Technology 281 BURL 1 0.00 big-cap Long -1.0 Consumer Cyclical 172 LYG 4 -1.24 big-cap Long -1.0 Financial Services 139 TRP 5 0.51 big-cap Long -1.0 Energy 135 TRI 5 1.08 big-cap Long -1.0 Industrials 216 MXIM 5 1.24 big-cap Long -1.0 Technology 4 GOOGL 3 1.86 big-cap Long -1.0 Communication Services 100 GPN 1 0.00 big-cap Long -1.0 Industrials 89 ABB 4 0.84 big-cap Long -1.0 Industrials 278 NVR 4 -1.64 big-cap Long -1.0 Consumer Cyclical 65 FIS 5 3.32 big-cap Long -1.0 Technology 336 SJM 4 0.82 big-cap Long -1.5 Consumer Defensive 238 EIX 4 0.87 big-cap Long -1.5 Utilities 71 INFY 3 -0.10 big-cap Long -1.5 Technology 276 TRMB 5 -0.27 big-cap Long -1.5 Technology 316 MGM 1 0.00 big-cap Long -1.5 Consumer Cyclical 350 NTCO 1 0.00 big-cap Long -1.5 Consumer Defensive 369 JKHY 5 0.65 big-cap Long -1.5 Technology 9 NVDA 5 3.63 big-cap Long -1.5 Technology 306 ON 4 -2.21 big-cap Long -1.5 Technology 301 BIP 5 1.14 big-cap Long -1.5 Utilities 385 MHK 5 0.11 big-cap Long -1.5 Consumer Cyclical 297 DISH 4 0.43 big-cap Long -1.5 Communication Services Mean Return: 0.8536842105263158 Mean Day/Week: 4.245614035087719 Accuracy:0.7192982456140351 *******************Part 1.2 Big Cap Short Entry********************* big_short_signal_entry Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, Score, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short Score industry 208 AME 9 2.35 big-cap Long 0.0 Industrials 88 SO 12 3.64 big-cap Long 0.0 Utilities 107 NOC 19 10.91 big-cap Long 0.0 Industrials 137 EXC 19 5.33 big-cap Long 0.0 Utilities 140 PSA 12 5.60 big-cap Long 0.0 Real Estate 154 LHX 21 8.94 big-cap Long 0.0 Industrials 178 HPQ 7 2.58 big-cap Long 0.0 Technology 189 MSI 13 2.64 big-cap Long 0.0 Technology 212 WCN 24 11.14 big-cap Long 0.0 Industrials 232 VRSN 6 3.00 big-cap Long 0.0 Technology 235 GRMN 7 3.72 big-cap Long 0.0 Technology 247 CDW 6 5.26 big-cap Long 0.0 Technology 252 ETR 18 3.20 big-cap Long 0.0 Utilities 295 ACGLP 6 0.94 big-cap Long 0.0 Financial Services 302 EXR 13 7.15 big-cap Long 0.0 Real Estate 309 NTAP 15 5.68 big-cap Long 0.0 Technology 312 AGR 23 7.28 big-cap Long 0.0 Utilities 317 POOL 9 5.42 big-cap Long 0.0 Consumer Cyclical 320 IEX 11 6.77 big-cap Long 0.0 Industrials 332 J 24 14.14 big-cap Long 0.0 Industrials 333 FICO 10 7.04 big-cap Long 0.0 Technology 351 FBHS 10 8.26 big-cap Long 0.0 Consumer Cyclical 357 SAM 8 8.68 big-cap Long 0.0 Consumer Defensive 386 TXT 7 4.64 big-cap Long 0.0 Industrials 390 ALLE 22 13.92 big-cap Long 0.0 Industrials 98 MMC 21 6.62 big-cap Long 0.0 Financial Services 393 SNA 10 4.46 big-cap Long 0.0 Industrials 24 ORCL 9 7.45 big-cap Long 0.0 Technology 57 LMT 19 12.78 big-cap Long 0.0 Industrials 11 HD 18 12.24 big-cap Long 0.0 Consumer Cyclical 36 UPS 9 2.97 big-cap Long 0.0 Industrials 41 LOW 17 10.39 big-cap Long 0.0 Consumer Cyclical 48 AMT 13 6.76 big-cap Long -0.5 Real Estate 44 SBUX 7 2.51 big-cap Long -0.5 Consumer Cyclical 29 TXN 13 8.28 big-cap Long -0.5 Technology 311 SHG 25 10.98 big-cap Long -0.5 Financial Services 169 CARR 20 8.34 big-cap Long -0.5 Industrials 175 KMI 11 3.95 big-cap Long -0.5 Energy 176 ORLY 24 8.83 big-cap Long -0.5 Consumer Cyclical 292 SKM 9 2.28 big-cap Long -0.5 Communication Services 290 SUI 13 2.27 big-cap Long -0.5 Real Estate 287 VAR 8 0.29 big-cap Long -0.5 Healthcare 188 ES 11 1.89 big-cap Long -0.5 Utilities 75 LRCX 6 11.87 big-cap Long -0.5 Technology 324 TDY 10 5.04 big-cap Long -0.5 Technology 193 PEG 19 6.14 big-cap Long -0.5 Utilities 197 DHI 21 11.42 big-cap Long -0.5 Consumer Cyclical 284 CTXS 9 4.43 big-cap Long -0.5 Technology 204 WLTW 8 1.39 big-cap Long -0.5 Financial Services 257 PKX 13 9.48 big-cap Long -0.5 Basic Materials 244 GIB 19 5.24 big-cap Long -0.5 Technology 221 DLTR 14 7.94 big-cap Long -0.5 Consumer Defensive 241 QRVO 6 5.96 big-cap Long -0.5 Technology 236 AJG 10 5.82 big-cap Long -0.5 Financial Services 77 CCI 17 6.41 big-cap Long -0.5 Real Estate 227 FNV 16 7.22 big-cap Long -0.5 Basic Materials 285 SSNC 20 5.67 big-cap Long -0.5 Technology 234 O 19 4.33 big-cap Long -0.5 Real Estate 325 ENTG 8 13.90 big-cap Long -0.5 Technology 106 RELX 10 4.29 big-cap Long -0.5 Communication Services 79 DUK 18 5.63 big-cap Long -0.5 Utilities 83 USB 10 4.21 big-cap Long -0.5 Financial Services 389 CPT 18 2.11 big-cap Long -0.5 Real Estate 387 NWL 9 0.81 big-cap Long -0.5 Consumer Defensive 12 BAC 7 1.84 big-cap Long -0.5 Financial Services 380 LII 22 11.94 big-cap Long -0.5 Industrials 93 D 19 3.63 big-cap Long -0.5 Utilities 375 FNF 7 5.83 big-cap Long -0.5 Financial Services 372 WRB 11 5.57 big-cap Long -0.5 Financial Services 368 ELS 17 1.19 big-cap Long -0.5 Real Estate 366 WHR 23 15.14 big-cap Long -0.5 Consumer Cyclical 102 PHG 6 5.54 big-cap Long -0.5 Healthcare 365 CNP 19 5.76 big-cap Long -0.5 Utilities 56 TGT 10 5.58 big-cap Long -0.5 Consumer Defensive 362 LB 10 9.60 big-cap Long -0.5 Consumer Cyclical 356 PHM 21 9.36 big-cap Long -0.5 Consumer Cyclical 119 KLAC 6 7.11 big-cap Long -0.5 Technology 335 ACGL 12 8.69 big-cap Long -0.5 Financial Services 341 SMG 10 6.17 big-cap Long -0.5 Basic Materials 14 ASML 9 2.42 big-cap Long -0.5 Technology 359 XRAY 8 3.36 big-cap Long -1.0 Healthcare 35 HON 11 3.57 big-cap Long -1.0 Industrials 318 MAS 21 8.08 big-cap Long -1.0 Industrials 329 BEN 18 2.29 big-cap Long -1.0 Financial Services 305 DRE 17 3.19 big-cap Long -1.0 Real Estate 303 EXPD 23 12.04 big-cap Long -1.0 Industrials 352 LNT 23 8.73 big-cap Long -1.0 Utilities 38 LIN 22 7.40 big-cap Long -1.0 Basic Materials 263 IR 9 1.25 big-cap Long -1.0 Industrials 273 INVH 18 3.47 big-cap Long -1.0 Real Estate 353 EVRG 24 9.72 big-cap Long -1.0 Utilities 283 PEAK 20 4.85 big-cap Long -1.0 Real Estate 355 FFIV 9 0.58 big-cap Long -1.0 Technology 291 STE 11 5.48 big-cap Long -1.0 Healthcare 26 ACN 19 7.23 big-cap Long -1.0 Technology 43 SNY 10 2.46 big-cap Long -1.0 Healthcare 5 FB 20 13.77 big-cap Long -1.0 Communication Services 157 BK 10 3.60 big-cap Long -1.0 Financial Services 187 HSY 22 6.21 big-cap Long -1.0 Consumer Defensive 180 YUM 18 6.14 big-cap Long -1.0 Consumer Cyclical 50 MMM 24 8.07 big-cap Long -1.0 Industrials 165 XEL 13 6.12 big-cap Long -1.0 Utilities 164 MSCI 9 4.80 big-cap Long -1.0 Financial Services 112 NXPI 17 3.70 big-cap Long -1.0 Technology 113 WM 25 14.71 big-cap Long -1.0 Industrials 228 DTE 23 8.86 big-cap Long -1.0 Utilities 192 RSG 24 8.61 big-cap Long -1.0 Industrials 129 GD 43 15.09 big-cap Long -1.0 unknown 156 SRE 21 6.08 big-cap Long -1.0 Utilities 55 AMAT 8 10.65 big-cap Long -1.0 Technology 132 CTSH 11 4.06 big-cap Long -1.0 Technology 143 EBAY 9 2.32 big-cap Long -1.0 Consumer Cyclical 141 KHC 10 4.08 big-cap Long -1.0 Consumer Defensive 138 ROP 10 3.81 big-cap Long -1.0 Industrials 67 PLD 13 4.60 big-cap Long -1.0 Real Estate 104 MCO 13 7.73 big-cap Long -1.0 Financial Services 201 SWK 28 10.52 big-cap Long -1.0 Industrials 10 PG 11 3.54 big-cap Long -1.0 Consumer Defensive 226 ODFL 24 10.97 big-cap Long -1.0 Industrials 219 ANET 9 0.09 big-cap Long -1.0 Technology 215 FMX 23 10.53 big-cap Long -1.0 Consumer Defensive 90 NSC 11 1.33 big-cap Long -1.0 Industrials 213 LEN 20 13.21 big-cap Long -1.0 Consumer Cyclical 203 GLW 22 15.24 big-cap Long -1.0 Technology 92 APD 14 3.43 big-cap Long -1.0 Basic Materials 133 NGG 10 3.10 big-cap Long -1.0 Utilities 96 VMW 22 5.78 big-cap Long -1.0 Technology 205 FAST 10 2.10 big-cap Long -1.0 Industrials 94 DCUE 10 1.23 big-cap Long -1.5 Utilities 85 FDX 22 10.25 big-cap Long -1.5 Industrials 68 SPGI 24 9.07 big-cap Long -1.5 Financial Services 388 TTC 9 0.93 big-cap Long -1.5 Industrials 16 VZ 13 1.83 big-cap Long -1.5 Communication Services 18 KO 12 3.36 big-cap Long -1.5 Consumer Defensive 66 MDLZ 17 2.64 big-cap Long -1.5 Consumer Defensive 127 WBA 6 -0.10 big-cap Long -1.5 Healthcare 91 ECL 8 0.73 big-cap Long -1.5 Basic Materials 105 PGR 11 2.81 big-cap Long -1.5 Financial Services 121 KDP 21 5.60 big-cap Long -1.5 Consumer Defensive 360 PPD 18 1.36 big-cap Long -1.5 Healthcare 377 WRK 10 1.82 big-cap Long -1.5 Consumer Cyclical 358 WPC 9 0.93 big-cap Long -1.5 Real Estate 95 BAM 19 4.00 big-cap Long -1.5 Financial Services 231 NDAQ 13 4.38 big-cap Long -1.5 Financial Services 23 PEP 13 3.45 big-cap Long -1.5 Consumer Defensive 286 TSCO 20 3.89 big-cap Long -1.5 Consumer Cyclical 223 CAJ 7 1.30 big-cap Long -1.5 Technology 222 ED 19 5.79 big-cap Long -1.5 Utilities 243 K 19 5.31 big-cap Long -1.5 Consumer Defensive 248 IP 10 0.56 big-cap Long -1.5 Consumer Cyclical 251 KSU 18 18.32 big-cap Long -1.5 Industrials 254 NTRS 9 0.66 big-cap Long -1.5 Financial Services 255 FTS 22 6.46 big-cap Long -1.5 Utilities 47 IBM 21 5.63 big-cap Long -1.5 Technology 266 XYL 10 3.72 big-cap Long -1.5 Industrials 275 DOV 28 8.61 big-cap Long -1.5 Industrials 182 SBAC 13 2.12 big-cap Long -1.5 Real Estate 144 AEP 19 6.10 big-cap Long -1.5 Utilities 171 ALL 10 2.07 big-cap Long -1.5 Financial Services 299 MAA 18 1.14 big-cap Long -1.5 Real Estate 300 ACGLO 11 2.20 big-cap Long -1.5 Financial Services 163 PH 31 7.26 big-cap Long -1.5 Industrials 308 NUE 38 36.40 big-cap Long -1.5 Basic Materials 32 MCD 20 8.60 big-cap Long -1.5 Consumer Cyclical 161 INFO 22 7.81 big-cap Long -1.5 Industrials 314 WAB 9 -1.01 big-cap Long -1.5 Industrials 315 JBHT 11 5.03 big-cap Long -1.5 Industrials 319 CE 10 0.39 big-cap Long -1.5 Basic Materials 313 DPZ 10 4.40 big-cap Long -1.5 Consumer Cyclical Mean Return: 5.975147928994082 Mean Day/Week: 14.95266272189349 Accuracy:0.9881656804733728 *******************Part 1.4 Big Cap Short Maintainance********************* big_short_signal_maintainance Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, Score, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 10 Communication Services 1 Consumer Cyclical 12 Consumer Defensive 4 Financial Services 15 Healthcare 5 Industrials 18 Real Estate 13 Technology 10 Utilities 4 **************************************** small_industry_downtrending_count Empty DataFrame Columns: [tickers] Index: [] *******************Part 2.1 Small Cap Long Entry********************* small_long_signal_entry Symbol Day Return Market Cap Long/Short Score industry 465 VOYA 5 1.53 small-cap Long 0.0 Financial Services 530 DSGX 2 1.84 small-cap Long 0.0 Technology 518 WSC 4 0.93 small-cap Long 0.0 Industrials 468 SC 3 4.35 small-cap Long 0.0 Financial Services 459 ARCC 2 0.47 small-cap Long 0.0 Financial Services 447 VER 5 1.71 small-cap Long 0.0 Real Estate 457 UTHR 5 4.39 small-cap Long 0.0 Healthcare 455 GPS 3 2.12 small-cap Long -0.5 Consumer Cyclical 534 MAN 2 0.75 small-cap Long -0.5 Industrials 511 LSCC 4 0.03 small-cap Long -0.5 Technology 483 CAE 1 0.00 small-cap Long -0.5 Industrials 469 NNN 4 0.76 small-cap Long -0.5 Real Estate 414 DLB 4 -0.80 small-cap Long -0.5 Technology 536 GIL 3 1.16 small-cap Long -0.5 Consumer Cyclical 439 SID 3 4.98 small-cap Long -0.5 Basic Materials 423 BRKR 5 3.92 small-cap Long -0.5 Healthcare 449 RNR 4 1.68 small-cap Long -0.5 Financial Services 452 UGI 1 0.00 small-cap Long -1.0 Utilities 488 TOL 5 -0.43 small-cap Long -1.0 Consumer Cyclical 521 ORI 3 1.87 small-cap Long -1.0 Financial Services 422 GFI 5 -0.98 small-cap Long -1.0 Basic Materials 515 FRPT 4 -1.28 small-cap Long -1.0 Consumer Defensive 498 LSI 4 0.55 small-cap Long -1.0 Real Estate 482 VRT 2 1.51 small-cap Long -1.0 Industrials 477 TTEK 3 0.89 small-cap Long -1.0 Industrials 435 LAMR 2 -1.53 small-cap Long -1.0 Real Estate 440 Y 1 0.00 small-cap Long -1.0 Financial Services 441 BLDR 4 -0.49 small-cap Long -1.0 Industrials 458 G 4 0.57 small-cap Long -1.0 Technology 409 WU 5 -0.39 small-cap Long -1.0 Financial Services 433 RE 5 0.88 small-cap Long -1.5 Financial Services 500 DKS 3 -0.14 small-cap Long -1.5 Consumer Cyclical 513 ACC 5 -1.38 small-cap Long -1.5 Real Estate 516 NVST 1 0.00 small-cap Long -1.5 Healthcare 520 CHH 3 -1.28 small-cap Long -1.5 Consumer Cyclical 420 KGC 5 6.21 small-cap Long -1.5 Basic Materials 416 EBR 4 5.72 small-cap Long -1.5 Utilities Mean Return: 1.2157575757575754 Mean Day/Week: 3.878787878787879 Accuracy:0.696969696969697 *******************Part 2.2 Small Cap Short Entry********************* small_short_signal_entry Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, Score, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short Score industry 475 KNX 10 7.96 small-cap Long 0.0 Industrials 426 AGNCM 6 0.59 small-cap Long 0.0 Real Estate 531 BWXT 24 13.03 small-cap Long 0.0 Industrials 505 FAF 8 4.53 small-cap Long 0.0 Financial Services 496 ESLT 7 2.80 small-cap Long 0.0 Industrials 467 BSMX 9 1.15 small-cap Long 0.0 Financial Services 450 ACM 24 12.46 small-cap Long 0.0 Industrials 533 SLM 8 8.38 small-cap Long 0.0 Financial Services 405 WSO 17 6.18 small-cap Long 0.0 Industrials 425 OC 19 7.74 small-cap Long -0.5 Industrials 415 COLD 17 4.36 small-cap Long -0.5 Real Estate 532 SWI 23 9.62 small-cap Long -0.5 Technology 522 WH 24 11.06 small-cap Long -0.5 Consumer Cyclical 519 EGP 10 5.49 small-cap Long -0.5 Real Estate 508 WF 24 8.43 small-cap Long -0.5 Financial Services 506 DOOO 18 12.11 small-cap Long -0.5 Consumer Cyclical 410 GFL 28 12.20 small-cap Long -0.5 Industrials 489 JBL 19 10.94 small-cap Long -0.5 Technology 480 RBA 9 3.50 small-cap Long -0.5 Industrials 396 RH 10 13.46 small-cap Long -0.5 Consumer Cyclical 471 GGB 9 9.87 small-cap Long -0.5 Basic Materials 470 CUBE 8 3.21 small-cap Long -0.5 Real Estate 395 AMH 18 5.03 small-cap Long -0.5 Real Estate 417 MKSI 11 13.94 small-cap Long -0.5 Technology 430 AGNC 7 1.60 small-cap Long -0.5 Real Estate 431 NI 19 9.04 small-cap Long -0.5 Utilities 453 ARW 9 4.86 small-cap Long -0.5 Technology 445 SEIC 11 5.59 small-cap Long -0.5 Financial Services 448 CSL 22 9.16 small-cap Long -0.5 Industrials 466 RGLD 6 3.14 small-cap Long -1.0 Basic Materials 402 WSM 15 14.82 small-cap Long -1.0 Consumer Cyclical 528 TX 32 21.33 small-cap Long -1.0 Basic Materials 523 FR 23 7.97 small-cap Long -1.0 Real Estate 443 PRAH 16 6.51 small-cap Long -1.0 Healthcare 517 VIRT 19 5.12 small-cap Long -1.0 Financial Services 461 STLD 10 7.41 small-cap Long -1.0 Basic Materials 497 POST 10 2.91 small-cap Long -1.0 Consumer Defensive 429 PNW 19 4.47 small-cap Long -1.0 Utilities 485 AXTA 7 0.02 small-cap Long -1.0 Basic Materials 474 CASY 9 0.13 small-cap Long -1.0 Consumer Defensive 479 ITT 10 4.59 small-cap Long -1.0 Industrials 492 HRC 9 0.48 small-cap Long -1.0 Healthcare 481 REXR 16 5.99 small-cap Long -1.0 Real Estate 486 DXC 7 1.11 small-cap Long -1.0 Technology 451 RS 10 5.29 small-cap Long -1.0 Basic Materials 490 HII 24 11.07 small-cap Long -1.0 Industrials 510 SON 11 2.14 small-cap Long -1.5 Consumer Cyclical 512 BJ 9 -1.75 small-cap Long -1.5 Consumer Defensive 444 AIZ 21 4.78 small-cap Long -1.5 Financial Services 478 BERY 26 5.74 small-cap Long -1.5 Consumer Cyclical 526 SKX 23 13.57 small-cap Long -1.5 Consumer Cyclical 456 CLF 6 -10.39 small-cap Long -1.5 Basic Materials 529 KT 11 2.60 small-cap Long -1.5 Communication Services 473 BLD 7 0.12 small-cap Long -1.5 Industrials 495 CDK 18 1.34 small-cap Long -1.5 Technology Mean Return: 6.16 Mean Day/Week: 14.581818181818182 Accuracy:0.9636363636363636 *******************Part 2.4 Small Cap Short Maintaiance********************* small_short_signal_maintainance Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, Score, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 13 Communication Services 6 Consumer Cyclical 14 Consumer Defensive 8 Energy 5 Financial Services 59 Healthcare 12 Industrials 27 Real Estate 22 Technology 23 Utilities 10 unknown 6 **************************************** penny_industry_downtrending_count Empty DataFrame Columns: [tickers] Index: [] *******************Part 3.1 Penny Cap Long Entry********************* penny_long_signal_entry Symbol Day Return Market Cap Long/Short Score industry 902 AWF 1 0.00 penny-cap Long 0.0 Financial Services 581 SHLX 5 1.01 penny-cap Long 0.0 Energy 541 EXP 3 -0.09 penny-cap Long 0.0 Basic Materials 768 OR 5 5.01 penny-cap Long 0.0 Basic Materials 685 ONTO 4 -0.15 penny-cap Long 0.0 Technology 824 GNL 2 0.00 penny-cap Long 0.0 Real Estate 642 PCH 4 3.37 penny-cap Long 0.0 Real Estate 843 HYT 5 1.27 penny-cap Long 0.0 Financial Services 855 NFJ 5 2.56 penny-cap Long 0.0 Financial Services 865 NYMTO 2 0.28 penny-cap Long 0.0 Real Estate 748 PVG 5 4.46 penny-cap Long 0.0 Basic Materials 555 CCMP 5 4.66 penny-cap Long 0.0 Technology 573 ALTR 4 -0.05 penny-cap Long 0.0 Technology 561 CW 3 0.70 penny-cap Long 0.0 Industrials 556 SRC 3 0.55 penny-cap Long 0.0 Real Estate 656 SUN 1 0.00 penny-cap Long -0.5 Energy 801 GAB 4 0.43 penny-cap Long -0.5 Financial Services 873 GTY 4 1.53 penny-cap Long -0.5 Real Estate 820 USA 2 0.38 penny-cap Long -0.5 Financial Services 677 FSKR 4 1.73 penny-cap Long -0.5 Financial Services 697 BRP 5 5.11 penny-cap Long -0.5 Financial Services 791 PMT 4 1.05 penny-cap Long -0.5 Real Estate 704 NSA 4 1.55 penny-cap Long -0.5 Real Estate 653 SR 4 2.19 penny-cap Long -0.5 Utilities 790 HTGC 2 0.18 penny-cap Long -0.5 Financial Services 718 GBDC 2 0.26 penny-cap Long -0.5 Financial Services 727 NZF 3 0.55 penny-cap Long -0.5 Financial Services 742 FSK 3 0.24 penny-cap Long -0.5 Financial Services 900 LGVW 4 -3.51 penny-cap Long -0.5 Financial Services 655 AGI 5 1.72 penny-cap Long -0.5 Basic Materials 827 ANF 2 -1.06 penny-cap Long -0.5 Consumer Cyclical 823 VCTR 2 0.30 penny-cap Long -0.5 Financial Services 563 NCR 4 0.26 penny-cap Long -0.5 Technology 593 ADC 5 -0.14 penny-cap Long -0.5 Real Estate 867 NXE 2 3.19 penny-cap Long -0.5 Energy 860 STC 4 4.92 penny-cap Long -0.5 Financial Services 851 BGCP 5 6.79 penny-cap Long -0.5 Financial Services 624 HPP 5 0.40 penny-cap Long -0.5 Real Estate 568 EXPO 1 0.00 penny-cap Long -0.5 Industrials 638 SPB 3 0.78 penny-cap Long -0.5 Consumer Defensive 762 GDV 3 0.90 penny-cap Long -0.5 Financial Services 845 ETG 4 2.59 penny-cap Long -1.0 Financial Services 806 CCS 3 -4.38 penny-cap Long -1.0 Consumer Cyclical 896 BSA 4 -0.47 penny-cap Long -1.0 unknown 789 PDI 2 0.00 penny-cap Long -1.0 Financial Services 856 GFF 4 -1.60 penny-cap Long -1.0 Industrials 786 COHU 3 1.09 penny-cap Long -1.0 Technology 779 EPC 1 0.00 penny-cap Long -1.0 Consumer Defensive 813 KEN 2 -0.31 penny-cap Long -1.0 Utilities 826 TBK 3 -1.13 penny-cap Long -1.0 Financial Services 869 NMZ 3 0.89 penny-cap Long -1.0 Financial Services 763 SHEN 4 -1.20 penny-cap Long -1.0 Communication Services 882 MDXG 5 10.44 penny-cap Long -1.0 Healthcare 745 SANM 1 0.00 penny-cap Long -1.0 Technology 757 FSS 1 0.00 penny-cap Long -1.0 Industrials 661 NHI 1 0.00 penny-cap Long -1.0 Real Estate 576 SWCH 5 4.37 penny-cap Long -1.0 Technology 588 THG 5 2.89 penny-cap Long -1.0 Financial Services 591 HLNE 3 1.20 penny-cap Long -1.0 Financial Services 594 AMKR 3 -0.22 penny-cap Long -1.0 Technology 611 PSB 5 -0.59 penny-cap Long -1.0 Real Estate 618 SEB 3 0.49 penny-cap Long -1.0 Industrials 623 SBRA 1 0.00 penny-cap Long -1.0 Real Estate 628 MDC 5 -1.85 penny-cap Long -1.0 Consumer Cyclical 635 R 4 -1.55 penny-cap Long -1.0 Industrials 747 KTB 1 0.00 penny-cap Long -1.0 Consumer Cyclical 645 FELE 4 -2.05 penny-cap Long -1.0 Industrials 648 VSH 2 0.24 penny-cap Long -1.0 Technology 652 BHF 3 -0.17 penny-cap Long -1.0 Financial Services 644 CBRL 1 0.00 penny-cap Long -1.0 Consumer Cyclical 728 RUSHB 1 0.00 penny-cap Long -1.0 Consumer Cyclical 701 EXG 5 1.49 penny-cap Long -1.0 Financial Services 725 KLIC 3 0.02 penny-cap Long -1.0 Technology 743 MLHR 3 1.03 penny-cap Long -1.0 Consumer Cyclical 717 CSQ 4 3.14 penny-cap Long -1.0 Financial Services 671 LXP 5 -0.35 penny-cap Long -1.5 Real Estate 883 ACRS 2 -1.72 penny-cap Long -1.5 Healthcare 773 MWA 5 0.11 penny-cap Long -1.5 Industrials 764 INMD 3 3.15 penny-cap Long -1.5 Healthcare 885 QQQX 4 2.16 penny-cap Long -1.5 Financial Services 864 ERJ 1 0.00 penny-cap Long -1.5 Industrials 886 CHCT 5 1.22 penny-cap Long -1.5 Real Estate 890 EOS 2 0.22 penny-cap Long -1.5 Financial Services 560 NOVT 4 -0.57 penny-cap Long -1.5 Technology 899 CAMT 4 0.22 penny-cap Long -1.5 Technology 544 FLO 5 1.04 penny-cap Long -1.5 Consumer Defensive 608 POR 4 0.85 penny-cap Long -1.5 Utilities 613 DOC 5 0.22 penny-cap Long -1.5 Real Estate 781 BTT 3 0.78 penny-cap Long -1.5 Financial Services 814 BV 3 2.02 penny-cap Long -1.5 Industrials 782 GSBD 3 1.50 penny-cap Long -1.5 Financial Services 849 FORTY 3 -1.95 penny-cap Long -1.5 Technology 712 COKE 4 1.63 penny-cap Long -1.5 Consumer Defensive 836 TSLX 3 1.51 penny-cap Long -1.5 Financial Services 834 ARGO 1 0.00 penny-cap Long -1.5 Financial Services 707 ABM 4 0.20 penny-cap Long -1.5 Industrials 796 KAI 5 -1.11 penny-cap Long -1.5 Industrials 825 TTMI 5 0.08 penny-cap Long -1.5 Technology 804 HBM 3 1.90 penny-cap Long -1.5 Basic Materials 682 TDI 4 0.47 penny-cap Long -1.5 unknown 540 MEDP 3 -1.23 penny-cap Long -1.5 Healthcare Mean Return: 0.9095454545454547 Mean Day/Week: 3.840909090909091 Accuracy:0.7045454545454546 *******************Part 3.2 Penny Cap Short Entry********************* penny_short_signal_entry Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, Score, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 3.3 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short Score industry 538 EME 10 5.27 penny-cap Long 0.0 Industrials 614 RDN 7 2.81 penny-cap Long 0.0 Financial Services 620 PSN 11 7.23 penny-cap Long 0.0 Industrials 621 TTEC 20 12.31 penny-cap Long 0.0 Technology 622 NVG 9 1.36 penny-cap Long 0.0 Financial Services 629 UFPI 24 25.15 penny-cap Long 0.0 Basic Materials 654 CNMD 6 3.86 penny-cap Long 0.0 Healthcare 688 NWE 24 12.41 penny-cap Long 0.0 Utilities 721 CIM 7 0.79 penny-cap Long 0.0 Real Estate 741 MAIN 44 23.63 penny-cap Long 0.0 Financial Services 752 TDS 22 9.61 penny-cap Long 0.0 Communication Services 777 PTY 7 2.82 penny-cap Long 0.0 Financial Services 787 UTG 12 3.88 penny-cap Long 0.0 Financial Services 792 EVT 21 6.02 penny-cap Long 0.0 Financial Services 794 RQI 18 4.62 penny-cap Long 0.0 Financial Services 795 KRO 9 2.03 penny-cap Long 0.0 Basic Materials 805 TY 9 3.28 penny-cap Long 0.0 Financial Services 811 BDJ 28 8.29 penny-cap Long 0.0 Financial Services 828 FPF 9 1.17 penny-cap Long 0.0 Financial Services 881 BIF 28 7.89 penny-cap Long 0.0 Financial Services 884 RNP 14 4.88 penny-cap Long 0.0 Financial Services 619 AVT 6 3.85 penny-cap Long 0.0 Technology 715 UTF 11 6.88 penny-cap Long 0.0 Financial Services 590 MTG 8 6.21 penny-cap Long 0.0 Financial Services 606 OGS 11 4.47 penny-cap Long 0.0 Utilities 609 ESGRO 12 1.91 penny-cap Long 0.0 Financial Services 577 RXT 16 8.82 penny-cap Long 0.0 Technology 570 LPX 44 41.97 penny-cap Long 0.0 Industrials 569 SNX 24 26.76 penny-cap Long 0.0 Technology 751 FIX 10 6.45 penny-cap Long -0.5 Industrials 776 ADX 6 3.20 penny-cap Long -0.5 Financial Services 580 KBR 10 7.36 penny-cap Long -0.5 Industrials 582 NEA 8 1.42 penny-cap Long -0.5 Financial Services 749 NVMI 6 7.26 penny-cap Long -0.5 Technology 744 NAVI 21 10.43 penny-cap Long -0.5 Financial Services 803 LOB 34 37.54 penny-cap Long -0.5 Financial Services 691 LGIH 27 26.35 penny-cap Long -0.5 Consumer Cyclical 589 KBH 21 7.30 penny-cap Long -0.5 Consumer Cyclical 770 BCC 10 15.31 penny-cap Long -0.5 Basic Materials 687 WERN 9 1.93 penny-cap Long -0.5 Industrials 853 IRT 12 7.79 penny-cap Long -0.5 Real Estate 615 BAK 19 26.46 penny-cap Long -0.5 Basic Materials 894 ETW 18 5.13 penny-cap Long -0.5 Financial Services 887 ICHR 9 18.22 penny-cap Long -0.5 Technology 651 UNVR 9 2.10 penny-cap Long -0.5 Basic Materials 640 CMD 9 3.57 penny-cap Long -0.5 Healthcare 546 MMS 24 9.99 penny-cap Long -0.5 Industrials 639 HRB 8 6.26 penny-cap Long -0.5 Consumer Cyclical 550 STAG 23 6.44 penny-cap Long -0.5 Real Estate 879 LOMA 17 6.27 penny-cap Long -0.5 Basic Materials 850 BXMX 20 5.22 penny-cap Long -0.5 Financial Services 848 MRTN 8 2.78 penny-cap Long -1.0 Industrials 877 UVV 25 11.37 penny-cap Long -1.0 Consumer Defensive 788 NSS 6 0.21 penny-cap Long -1.0 unknown 572 NEOG 10 6.01 penny-cap Long -1.0 Healthcare 854 OXSQL 13 0.55 penny-cap Long -1.0 unknown 559 AYI 10 20.97 penny-cap Long -1.0 Industrials 842 ETV 6 1.29 penny-cap Long -1.0 Financial Services 817 CEQP 8 4.03 penny-cap Long -1.0 Energy 821 AAWW 7 3.37 penny-cap Long -1.0 Industrials 822 CNR 6 0.65 penny-cap Long -1.0 Industrials 557 BHFAP 7 2.60 penny-cap Long -1.0 Financial Services 830 ILPT 9 0.80 penny-cap Long -1.0 Real Estate 831 NWN 12 5.79 penny-cap Long -1.0 Utilities 838 MHO 9 0.11 penny-cap Long -1.0 Consumer Cyclical 839 CORE 7 4.70 penny-cap Long -1.0 Consumer Defensive 840 ASTE 7 -2.33 penny-cap Long -1.0 Industrials 774 JPS 8 1.36 penny-cap Long -1.0 Financial Services 903 NXRT 23 7.88 penny-cap Long -1.0 Real Estate 765 PGRE 9 2.89 penny-cap Long -1.0 Real Estate 543 SAIA 7 1.19 penny-cap Long -1.0 Industrials 601 FCN 29 22.16 penny-cap Long -1.0 Industrials 599 INOV 6 4.07 penny-cap Long -1.0 Healthcare 630 VLYPP 7 2.94 penny-cap Long -1.0 Financial Services 633 TMHC 19 5.19 penny-cap Long -1.0 Consumer Cyclical 665 MTH 10 3.98 penny-cap Long -1.0 Consumer Cyclical 668 CAR 35 55.20 penny-cap Long -1.0 Industrials 670 AEL 6 -0.89 penny-cap Long -1.0 Financial Services 690 TDA 8 1.44 penny-cap Long -1.0 unknown 693 USM 10 5.67 penny-cap Long -1.0 Communication Services 713 SINA 9 0.23 penny-cap Long -1.0 Communication Services 692 CCOI 20 11.88 penny-cap Long -1.0 Communication Services 753 AXNX 6 0.22 penny-cap Long -1.0 Healthcare 730 PLXS 7 0.06 penny-cap Long -1.0 Technology 583 PNM 15 1.47 penny-cap Long -1.0 Utilities 720 CMC 10 4.29 penny-cap Long -1.5 Basic Materials 737 UZC 10 0.20 penny-cap Long -1.5 unknown 617 NFG 10 0.99 penny-cap Long -1.5 Energy 754 VCEL 14 1.86 penny-cap Long -1.5 Healthcare 598 ESGRP 11 0.88 penny-cap Long -1.5 Financial Services 595 NRZ 7 -0.79 penny-cap Long -1.5 Real Estate 868 TBPH 10 8.58 penny-cap Long -1.5 Healthcare 632 SWX 8 0.07 penny-cap Long -1.5 Utilities 636 VLYPO 7 1.22 penny-cap Long -1.5 Financial Services 586 OLN 11 8.06 penny-cap Long -1.5 Basic Materials 660 BIPC 9 -2.00 penny-cap Long -1.5 Utilities 662 ADV 12 9.24 penny-cap Long -1.5 Communication Services 736 CENTA 24 15.03 penny-cap Long -1.5 Consumer Defensive 735 OMI 29 11.68 penny-cap Long -1.5 Healthcare 800 SMCI 23 13.96 penny-cap Long -1.5 Technology 760 MFGP 9 5.78 penny-cap Long -1.5 Technology 729 RUSHA 10 4.41 penny-cap Long -1.5 Consumer Cyclical 562 NOMD 18 9.12 penny-cap Long -1.5 Consumer Defensive 612 BKH 23 5.10 penny-cap Long -1.5 Utilities Mean Return: 7.304807692307692 Mean Day/Week: 13.846153846153847 Accuracy:0.9615384615384616 *******************Part 3.4 Penny Cap Short Maintainance********************* penny_short_signal_maintainance Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, Score, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan ************************************** ************************************** ************************************** Error: []
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stock-filter · 3 years
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Stock daily Filter Report for 2021/06/15 05-40-10
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 6 Communication Services 16 Consumer Cyclical 12 Consumer Defensive 10 Energy 31 Financial Services 20 Healthcare 34 Industrials 13 Real Estate 27 Technology 32 Utilities 8 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 3 Consumer Cyclical 5 Consumer Defensive 5 Financial Services 6 Healthcare 6 Industrials 9 Technology 7 Utilities 1 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 12 MRK 2 -1.08 big-cap Long NaN 2.0 5.913209e+08 4.0 Healthcare Mean Return: -1.08 Mean Day/Week: 2.0 Accuracy:0.0 *******************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 54 VRTX 2 0.92 big-cap Short NaN -2.0 6.503891e+08 -2.0 Healthcare 197 ACGLP 1 0.00 big-cap Short NaN -1.0 1.814072e+06 -1.0 Financial Services Mean Return: 0.92 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 12 MRK 2 -1.08 big-cap Long NaN 2.0 5.913209e+08 4.0 Healthcare 171 CQP 1 0.00 big-cap Long NaN 8.0 1.576551e+07 4.0 Energy Mean Return: -1.08 Mean Day/Week: 3.0 Accuracy:0.0 *******************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 54 VRTX 2 0.92 big-cap Short NaN -2.0 6.503891e+08 -2.0 Healthcare 197 ACGLP 1 0.00 big-cap Short NaN -1.0 1.814072e+06 -1.0 Financial Services Mean Return: 0.92 Mean Day/Week: 3.0 Accuracy:0.0 *******************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 0 MSFT 2 0.78 big-cap Long NaN 3.0 4.964374e+09 77.0 Technology 2 GOOGL 4 1.70 big-cap Long NaN 4.0 2.437885e+09 77.0 Communication Services 4 V 3 0.06 big-cap Long NaN 3.0 1.296854e+09 59.0 Financial Services 15 XOM 5 -0.09 big-cap Long NaN 5.0 8.916880e+08 10.0 Energy 16 CSCO 2 -1.10 big-cap Long NaN 3.0 7.874734e+08 70.0 Technology 12 MRK 2 -1.08 big-cap Long NaN 2.0 5.913209e+08 4.0 Healthcare 36 VALE 1 0.00 big-cap Long NaN 1.0 5.775260e+08 50.0 Basic Materials 49 ENB 2 2.60 big-cap Long NaN 2.0 5.270419e+08 77.0 Energy 40 SPGI 1 0.00 big-cap Long NaN 1.0 5.054526e+08 74.0 Financial Services 26 IBM 4 -0.42 big-cap Long NaN 4.0 4.608794e+08 67.0 Technology 35 ISRG 1 0.00 big-cap Long NaN 1.0 3.573420e+08 46.0 Healthcare 37 GILD 3 -1.65 big-cap Long NaN 3.0 3.408152e+08 30.0 Healthcare 21 BMY 1 0.00 big-cap Long NaN 1.0 3.386603e+08 44.0 Healthcare 46 ADP 3 -0.45 big-cap Long NaN 3.0 2.860229e+08 70.0 Industrials 87 ROP 3 2.33 big-cap Long NaN 3.0 2.702365e+08 51.0 Industrials 99 SRE 1 0.00 big-cap Long NaN 1.0 2.541620e+08 67.0 Utilities 102 INFO 1 0.00 big-cap Long NaN 1.0 2.305103e+08 74.0 Industrials 106 ALXN 3 -0.19 big-cap Long NaN 3.0 2.285923e+08 42.0 Healthcare 86 EXC 5 2.94 big-cap Long NaN 5.0 2.183753e+08 57.0 Utilities 188 WAT 4 2.48 big-cap Long NaN 4.0 1.825844e+08 56.0 Healthcare 210 DPZ 4 1.24 big-cap Long NaN 4.0 1.825436e+08 49.0 Consumer Cyclical 43 ZTS 3 1.36 big-cap Long NaN 3.0 1.813683e+08 45.0 Healthcare 221 IFF 3 0.01 big-cap Long NaN 3.0 1.804156e+08 77.0 Basic Materials 128 MTD 1 0.00 big-cap Long NaN 1.0 1.581883e+08 49.0 Healthcare 168 EPAM 5 3.86 big-cap Long NaN 5.0 1.530637e+08 68.0 Technology 105 MSCI 1 0.00 big-cap Long NaN 1.0 1.431429e+08 52.0 Financial Services 63 MCO 1 0.00 big-cap Long NaN 1.0 1.424714e+08 70.0 Financial Services 31 GSK 4 2.37 big-cap Long NaN 4.0 1.227670e+08 42.0 Healthcare 184 AVTR 3 -0.39 big-cap Long NaN 3.0 1.083163e+08 51.0 Basic Materials 217 VICI 5 -0.96 big-cap Long NaN 5.0 9.947417e+07 77.0 Real Estate 223 CRL 3 0.16 big-cap Long NaN 3.0 8.886412e+07 77.0 Healthcare 208 NTAP 5 1.40 big-cap Long NaN 5.0 8.710298e+07 68.0 Technology 20 SAP 1 0.00 big-cap Long NaN 1.0 8.591843e+07 47.0 Technology 149 MPLX 3 3.09 big-cap Long NaN 3.0 7.726637e+07 77.0 Energy 226 TECH 3 3.09 big-cap Long NaN 3.0 7.630437e+07 77.0 Healthcare 190 PEAK 4 1.99 big-cap Long NaN 4.0 7.452381e+07 69.0 Real Estate 186 PKI 3 0.71 big-cap Long NaN 3.0 6.562125e+07 28.0 Healthcare 253 CBOE 4 0.57 big-cap Long NaN 4.0 4.394872e+07 77.0 Financial Services 211 PBA 2 0.94 big-cap Long NaN 2.0 3.933713e+07 72.0 Energy 137 XP 2 0.48 big-cap Long NaN 5.0 3.554125e+07 11.0 Financial Services 173 FTS 1 0.00 big-cap Long NaN 1.0 9.882215e+06 66.0 Utilities 66 RELX 1 0.00 big-cap Long NaN 1.0 6.941462e+06 50.0 Communication Services 233 JHX 2 -0.12 big-cap Long NaN 2.0 5.190230e+05 55.0 Basic Materials Mean Return: 0.8938709677419354 Mean Day/Week: 3.7096774193548385 Accuracy:0.6774193548387096 *******************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 34 MU 4 2.31 big-cap Short NaN -4.0 1.143446e+09 -31.0 Technology 54 VRTX 2 0.92 big-cap Short NaN -2.0 6.503891e+08 -2.0 Healthcare 150 DAL 1 0.00 big-cap Short NaN -1.0 5.123271e+08 -10.0 Industrials 110 PCAR 1 0.00 big-cap Short NaN -1.0 1.460603e+08 -6.0 Industrials 212 CPB 4 -0.21 big-cap Short NaN -4.0 1.146197e+08 -6.0 Consumer Defensive 238 KC 1 0.00 big-cap Short NaN -1.0 1.100933e+08 -62.0 Technology 237 PLTK 3 1.24 big-cap Short NaN -3.0 5.245607e+07 -8.0 Communication Services 197 ACGLP 1 0.00 big-cap Short NaN -1.0 1.814072e+06 -1.0 Financial Services 254 CEA 4 -0.22 big-cap Short NaN -4.0 1.305219e+05 -34.0 Industrials Mean Return: 0.808 Mean Day/Week: 4.2 Accuracy:0.4 *******************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 5 NVDA 14 14.41 big-cap Long NaN 14.0 5.528138e+09 48.0 Technology 3 FB 14 2.78 big-cap Long NaN 14.0 3.958582e+09 66.0 Communication Services 1 GOOG 6 2.45 big-cap Long NaN 6.0 2.843314e+09 77.0 Communication Services 53 MRNA 13 17.38 big-cap Long NaN 13.0 2.433917e+09 43.0 Healthcare 10 CRM 11 3.48 big-cap Long NaN 14.0 1.654885e+09 17.0 Technology 78 F 12 0.32 big-cap Long NaN 16.0 1.189490e+09 16.0 Consumer Cyclical 44 GM 6 -3.88 big-cap Long NaN 11.0 8.885375e+08 13.0 Consumer Cyclical 80 BIIB 6 2.75 big-cap Long NaN 6.0 8.076963e+08 30.0 Healthcare 17 ORCL 6 -1.54 big-cap Long NaN 6.0 7.299395e+08 77.0 Technology 45 LRCX 8 2.33 big-cap Long NaN 12.0 6.620412e+08 64.0 Technology 32 TGT 17 5.01 big-cap Long NaN 17.0 5.937587e+08 60.0 Consumer Defensive 126 MPC 27 6.87 big-cap Long NaN 29.0 5.176380e+08 77.0 Energy 9 KO 10 0.51 big-cap Long NaN 10.0 5.139498e+08 56.0 Consumer Defensive 29 RTX 22 6.42 big-cap Long NaN 36.0 5.093224e+08 77.0 Industrials 19 TMUS 13 3.99 big-cap Long NaN 69.0 5.035833e+08 51.0 Communication Services 57 COP 6 0.85 big-cap Long NaN 27.0 4.636922e+08 10.0 Energy 14 LLY 6 1.77 big-cap Long NaN 28.0 4.524716e+08 18.0 Healthcare 6 ASML 10 5.53 big-cap Long NaN 10.0 4.511353e+08 68.0 Technology 28 INTU 19 13.53 big-cap Long NaN 19.0 4.411705e+08 24.0 Technology 138 PXD 8 -4.75 big-cap Long NaN 8.0 4.153583e+08 10.0 Energy 143 NET 6 11.00 big-cap Long NaN 14.0 4.103417e+08 19.0 Technology 50 EQIX 22 14.71 big-cap Long NaN 59.0 3.635213e+08 42.0 Real Estate 113 SLB 10 3.74 big-cap Long NaN 29.0 3.407050e+08 30.0 Energy 30 AXP 10 0.06 big-cap Long NaN 10.0 3.327911e+08 77.0 Financial Services 41 BP 10 3.77 big-cap Long NaN 10.0 3.155385e+08 77.0 Energy 51 PBR 21 18.07 big-cap Long NaN 58.0 3.134536e+08 25.0 Energy 27 AMT 10 4.72 big-cap Long NaN 10.0 3.104571e+08 59.0 Real Estate 68 BX 15 4.74 big-cap Long NaN 15.0 3.060322e+08 77.0 Financial Services 117 EOG 9 -0.44 big-cap Long NaN 9.0 3.019556e+08 77.0 Energy 158 VLO 9 -2.90 big-cap Long NaN 29.0 2.407788e+08 35.0 Energy 67 EMR 10 0.30 big-cap Long NaN 10.0 2.347556e+08 77.0 Industrials 247 DVN 13 11.45 big-cap Long NaN 29.0 2.312429e+08 36.0 Energy 112 SBAC 11 7.14 big-cap Long NaN 11.0 2.308527e+08 59.0 Real Estate 142 DFS 10 -0.12 big-cap Long NaN 10.0 2.284023e+08 77.0 Financial Services 141 KR 6 -1.45 big-cap Long NaN 7.0 2.187675e+08 36.0 Consumer Defensive 65 ITUB 25 18.56 big-cap Long NaN 64.0 2.152836e+08 37.0 Financial Services 183 ET 10 8.43 big-cap Long NaN 33.0 2.149428e+08 77.0 Energy 146 CERN 25 4.35 big-cap Long NaN 60.0 2.110368e+08 32.0 Healthcare 48 CCI 10 3.61 big-cap Long NaN 10.0 1.993407e+08 65.0 Real Estate 114 SPG 12 3.95 big-cap Long NaN 12.0 1.963484e+08 77.0 Real Estate 120 PSX 8 2.51 big-cap Long NaN 29.0 1.852870e+08 12.0 Energy 39 PLD 10 5.20 big-cap Long NaN 10.0 1.795761e+08 65.0 Real Estate 62 EW 15 5.74 big-cap Long NaN 15.0 1.767600e+08 46.0 Healthcare 84 DLR 9 4.83 big-cap Long NaN 9.0 1.632504e+08 55.0 Real Estate 166 SYF 31 10.98 big-cap Long NaN 31.0 1.574822e+08 77.0 unknown 242 CNP 21 4.47 big-cap Long NaN 21.0 1.568178e+08 65.0 Utilities 139 WMB 12 6.06 big-cap Long NaN 31.0 1.566066e+08 77.0 Energy 89 PSA 7 2.04 big-cap Long NaN 7.0 1.556884e+08 77.0 Real Estate 140 SU 10 3.69 big-cap Long NaN 28.0 1.553569e+08 77.0 Energy 151 FTNT 7 4.32 big-cap Long NaN 7.0 1.519803e+08 77.0 Technology 213 MGM 7 -1.20 big-cap Long NaN 12.0 1.466181e+08 21.0 Consumer Cyclical 136 WELL 8 5.74 big-cap Long NaN 9.0 1.451257e+08 77.0 Real Estate 127 NTR 23 6.35 big-cap Long NaN 29.0 1.449307e+08 29.0 Basic Materials 97 APTV 8 1.01 big-cap Long NaN 12.0 1.429995e+08 12.0 Consumer Cyclical 107 CARR 11 0.65 big-cap Long NaN 11.0 1.396639e+08 66.0 Industrials 231 NLOK 23 13.43 big-cap Long NaN 23.0 1.393120e+08 26.0 Technology 241 BSY 9 6.67 big-cap Long NaN 17.0 1.382630e+08 52.0 Technology 155 ARE 9 6.18 big-cap Long NaN 9.0 1.355060e+08 51.0 Real Estate 152 ANET 22 14.05 big-cap Long NaN 55.0 1.330137e+08 48.0 Technology 144 WORK 11 1.93 big-cap Long NaN 16.0 1.326250e+08 19.0 Technology 73 EPD 9 4.14 big-cap Long NaN 9.0 1.305079e+08 74.0 Energy 195 HAL 8 -4.51 big-cap Long NaN 27.0 1.274367e+08 12.0 Energy 83 IDXX 14 6.55 big-cap Long NaN 14.0 1.242309e+08 22.0 Healthcare 157 AVB 21 7.98 big-cap Long NaN 21.0 1.225268e+08 77.0 Real Estate 92 BBD 13 11.09 big-cap Long NaN 30.0 1.210710e+08 28.0 Financial Services 218 BXP 19 10.00 big-cap Long NaN 19.0 1.207931e+08 77.0 Real Estate 160 NDAQ 7 3.22 big-cap Long NaN 7.0 1.182850e+08 77.0 Financial Services 192 LNG 32 14.45 big-cap Long NaN 32.0 1.167087e+08 77.0 Energy 196 ESS 9 2.35 big-cap Long NaN 9.0 1.107243e+08 77.0 Real Estate 95 APH 6 0.18 big-cap Long NaN 9.0 1.105494e+08 55.0 Technology 187 HES 30 14.86 big-cap Long NaN 30.0 1.069671e+08 77.0 Energy 11 NVS 9 5.21 big-cap Long NaN 26.0 1.068938e+08 27.0 Healthcare 156 EQR 12 5.42 big-cap Long NaN 12.0 1.039795e+08 77.0 Real Estate 174 AKAM 27 6.92 big-cap Long NaN 60.0 1.038092e+08 28.0 Technology 202 EXR 7 3.70 big-cap Long NaN 7.0 1.029951e+08 77.0 Real Estate 109 PAYX 16 3.68 big-cap Long NaN 16.0 1.000168e+08 68.0 Industrials 124 NOK 21 10.98 big-cap Long NaN 47.0 9.695671e+07 32.0 Technology 176 LOGI 7 -2.26 big-cap Long NaN 14.0 9.394445e+07 21.0 Technology 255 CPT 14 7.67 big-cap Long NaN 14.0 9.374332e+07 77.0 Real Estate 189 NVCR 10 8.27 big-cap Long NaN 10.0 9.316581e+07 44.0 Healthcare 23 BUD 40 15.17 big-cap Long NaN 65.0 9.200534e+07 46.0 Consumer Defensive 85 TEL 10 -0.27 big-cap Long NaN 10.0 9.155525e+07 22.0 Technology 228 LUMN 9 2.16 big-cap Long NaN 25.0 9.128447e+07 27.0 Communication Services 131 CNQ 13 10.74 big-cap Long NaN 27.0 9.063980e+07 77.0 Energy 234 CVE 10 12.48 big-cap Long NaN 10.0 8.522489e+07 12.0 Energy 250 TAP 9 -0.55 big-cap Long NaN 9.0 8.279300e+07 55.0 Consumer Defensive 118 MSI 25 5.53 big-cap Long NaN 25.0 8.232085e+07 77.0 Technology 93 BCE 51 9.44 big-cap Long NaN 73.0 7.919151e+07 70.0 Communication Services 88 TRP 9 1.88 big-cap Long NaN 9.0 7.784617e+07 72.0 Energy 180 ALB 12 0.33 big-cap Long NaN 12.0 7.780641e+07 26.0 Basic Materials 94 CM 33 14.25 big-cap Long NaN 33.0 7.193801e+07 77.0 Financial Services 246 UDR 10 2.82 big-cap Long NaN 10.0 6.838974e+07 77.0 Real Estate 18 NVO 7 4.24 big-cap Long NaN 44.0 6.837724e+07 40.0 Healthcare 148 YUMC 20 8.78 big-cap Long NaN 33.0 6.058848e+07 22.0 Consumer Cyclical 185 INVH 22 8.79 big-cap Long NaN 64.0 6.045498e+07 67.0 Real Estate 177 VTR 8 3.59 big-cap Long NaN 10.0 5.999463e+07 15.0 Real Estate 69 STLA 20 11.00 big-cap Long NaN 21.0 5.984020e+07 28.0 unknown 191 SUI 10 5.07 big-cap Long NaN 10.0 5.979952e+07 65.0 Real Estate 248 LW 9 -0.81 big-cap Long NaN 14.0 5.957328e+07 11.0 Consumer Defensive 55 EQNR 12 5.91 big-cap Long NaN 33.0 5.300710e+07 44.0 Energy 204 DRE 10 4.97 big-cap Long NaN 10.0 5.201866e+07 66.0 Real Estate 249 HWM 19 3.77 big-cap Long NaN 19.0 5.117504e+07 77.0 Industrials 239 WPC 10 0.91 big-cap Long NaN 10.0 4.537046e+07 56.0 Real Estate 203 HEI 10 0.38 big-cap Long NaN 10.0 4.320584e+07 47.0 Industrials 219 ZLAB 11 -4.31 big-cap Long NaN 16.0 4.179705e+07 22.0 Healthcare 199 MAA 9 3.50 big-cap Long NaN 9.0 3.703839e+07 77.0 Real Estate 13 TM 20 13.10 big-cap Long NaN 20.0 3.429567e+07 23.0 Consumer Cyclical 245 ELS 15 7.48 big-cap Long NaN 15.0 3.367699e+07 65.0 Real Estate 75 AMX 26 9.32 big-cap Long NaN 26.0 3.159087e+07 47.0 Communication Services 71 ABEV 27 21.05 big-cap Long NaN 27.0 3.072764e+07 43.0 Consumer Defensive 207 LDOS 9 2.87 big-cap Long NaN 9.0 3.071989e+07 32.0 Technology 244 BAH 15 2.11 big-cap Long NaN 15.0 3.009640e+07 34.0 Industrials 243 WTRG 15 2.45 big-cap Long NaN 15.0 2.886789e+07 45.0 Utilities 209 AGR 8 3.54 big-cap Long NaN 8.0 2.722762e+07 70.0 Utilities 163 CCEP 44 13.19 big-cap Long NaN 44.0 2.714264e+07 77.0 Consumer Defensive 60 UBS 8 -1.58 big-cap Long NaN 16.0 2.311622e+07 17.0 Financial Services 134 GMAB 20 14.64 big-cap Long NaN 50.0 2.254631e+07 28.0 Healthcare 72 HMC 9 0.98 big-cap Long NaN 11.0 2.218400e+07 70.0 Consumer Cyclical 215 IMO 32 21.34 big-cap Long NaN 32.0 2.148106e+07 77.0 Energy 227 TTM 7 1.66 big-cap Long NaN 24.0 2.101283e+07 15.0 Consumer Cyclical 145 FMX 9 2.22 big-cap Long NaN 9.0 1.863589e+07 64.0 Consumer Defensive 64 SAN 23 6.81 big-cap Long NaN 33.0 1.592020e+07 77.0 Financial Services 116 BBVA 26 8.51 big-cap Long NaN 33.0 1.441462e+07 35.0 Financial Services 235 NTCO 22 21.33 big-cap Long NaN 47.0 1.322247e+07 28.0 Consumer Defensive 108 WIT 19 10.30 big-cap Long NaN 40.0 1.085253e+07 42.0 Technology 25 PTR 11 10.56 big-cap Long NaN 28.0 1.030396e+07 33.0 Energy 194 SKM 10 0.23 big-cap Long NaN 10.0 8.190814e+06 55.0 Communication Services 130 BSBR 22 20.44 big-cap Long NaN 43.0 5.785432e+06 28.0 Financial Services 159 FMS 7 2.11 big-cap Long NaN 67.0 5.297849e+06 38.0 Healthcare 220 VIV 8 2.85 big-cap Long NaN 37.0 4.872064e+06 17.0 Communication Services 100 E 8 2.16 big-cap Long NaN 8.0 3.772429e+06 77.0 Energy 200 ACGLO 7 -0.37 big-cap Long NaN 9.0 4.406098e+05 22.0 Financial Services 74 AMOV 25 9.44 big-cap Long NaN 26.0 3.125010e+04 39.0 Communication Services 91 BBDO 17 10.70 big-cap Long NaN 28.0 2.055765e+04 33.0 Financial Services Mean Return: 5.728805970149254 Mean Day/Week: 14.305970149253731 Accuracy:0.8805970149253731 *******************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 58 GPN 8 -0.51 big-cap Short NaN -29.0 5.372414e+08 -28.0 Industrials 47 FISV 8 -3.48 big-cap Short NaN -34.0 5.238521e+08 -25.0 Technology 8 ABT 10 4.40 big-cap Short NaN -33.0 5.110717e+08 -33.0 Healthcare 205 ON 7 0.32 big-cap Short NaN -7.0 3.228603e+08 -10.0 Technology 70 TAL 27 -54.55 big-cap Short NaN -27.0 2.607234e+08 -67.0 Consumer Defensive 96 LVS 8 -4.65 big-cap Short NaN -8.0 2.555719e+08 -29.0 Consumer Cyclical 135 CLX 14 -2.48 big-cap Short NaN -33.0 2.371333e+08 -24.0 Consumer Defensive 153 DLTR 12 0.24 big-cap Short NaN -34.0 2.362942e+08 -12.0 Consumer Defensive 165 FLT 6 -0.90 big-cap Short NaN -27.0 1.465505e+08 -24.0 Technology 169 VIPS 9 -7.74 big-cap Short NaN -56.0 1.303270e+08 -52.0 Consumer Cyclical 122 BLL 6 -0.28 big-cap Short NaN -23.0 1.293248e+08 -14.0 Consumer Cyclical 232 SMG 8 -3.92 big-cap Short NaN -42.0 1.186792e+08 -18.0 Basic Materials 214 ABCL 6 -6.08 big-cap Short NaN -8.0 8.747624e+07 -13.0 Healthcare 129 IBKR 6 -3.53 big-cap Short NaN -61.0 4.660408e+07 -33.0 Financial Services 216 ATHM 18 -17.43 big-cap Short NaN -18.0 3.127614e+07 -69.0 Communication Services 252 DNB 6 -0.09 big-cap Short NaN -26.0 2.411201e+07 -28.0 Technology 229 ERIE 31 -10.94 big-cap Short NaN -31.0 1.285845e+07 -71.0 Financial Services 240 ENIA 31 -2.06 big-cap Short NaN -42.0 7.015140e+06 -38.0 Utilities 201 SUZ 19 -8.96 big-cap Short NaN -22.0 3.098330e+06 -37.0 Basic Materials 230 ZNH 6 0.02 big-cap Short NaN -6.0 2.585950e+05 -31.0 Industrials Mean Return: -6.131 Mean Day/Week: 12.3 Accuracy:0.8 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 1 Consumer Cyclical 9 Consumer Defensive 3 Energy 9 Financial Services 4 Healthcare 10 Industrials 5 Real Estate 26 Technology 12 Utilities 5 unknown 2 **************************************** small_industry_downtrending_count tickers industry Communication Services 2 Consumer Cyclical 6 Consumer Defensive 1 Financial Services 4 Healthcare 4 Industrials 8 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 295 WOOF 1 0.00 small-cap Long NaN 1.0 1.166063e+09 5.0 Consumer Cyclical 342 PAC 3 -0.34 small-cap Long NaN 4.0 6.490560e+06 5.0 Industrials 369 ASR 2 -1.48 small-cap Long NaN 2.0 5.211486e+06 4.0 Industrials Mean Return: -0.91 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_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 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 295 WOOF 1 0.00 small-cap Long NaN 1.0 1.166063e+09 5.0 Consumer Cyclical 342 PAC 3 -0.34 small-cap Long NaN 4.0 6.490560e+06 5.0 Industrials 369 ASR 2 -1.48 small-cap Long NaN 2.0 5.211486e+06 4.0 Industrials Mean Return: -0.91 Mean Day/Week: 3.0 Accuracy:0.0 *******************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 312 CASY 2 -1.36 small-cap Short NaN -31.0 3.402887e+07 -4.0 Consumer Defensive Mean Return: -1.36 Mean Day/Week: 2.0 Accuracy:1.0 *******************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 295 WOOF 1 0.00 small-cap Long NaN 1.0 1.166063e+09 5.0 Consumer Cyclical 298 CLF 4 -4.08 small-cap Long NaN 4.0 9.107240e+08 53.0 Basic Materials 276 JAZZ 4 2.51 small-cap Long NaN 4.0 1.425412e+08 28.0 Healthcare 344 YETI 5 0.99 small-cap Long NaN 5.0 9.541839e+07 51.0 Consumer Cyclical 364 VRM 2 2.15 small-cap Long NaN 2.0 7.746795e+07 21.0 Consumer Cyclical 270 COLD 3 -0.51 small-cap Long NaN 5.0 4.951562e+07 64.0 Real Estate 337 CACI 2 -1.02 small-cap Long NaN 2.0 4.206059e+07 51.0 Technology 332 OGE 3 1.07 small-cap Long NaN 3.0 4.199699e+07 56.0 Utilities 278 PNW 3 -0.04 small-cap Long NaN 3.0 4.183756e+07 64.0 Utilities 274 BRKR 3 0.56 small-cap Long NaN 4.0 4.128764e+07 77.0 Healthcare 359 STWD 5 -0.26 small-cap Long NaN 5.0 3.249144e+07 77.0 Real Estate 345 BJ 1 0.00 small-cap Long NaN 5.0 2.887806e+07 36.0 Consumer Defensive 256 AMH 3 -0.03 small-cap Long NaN 3.0 2.768605e+07 68.0 Real Estate 335 WES 3 -0.08 small-cap Long NaN 3.0 2.547564e+07 77.0 Energy 342 PAC 3 -0.34 small-cap Long NaN 4.0 6.490560e+06 5.0 Industrials 369 ASR 2 -1.48 small-cap Long NaN 2.0 5.211486e+06 4.0 Industrials 339 FSV 5 1.73 small-cap Long NaN 5.0 2.617736e+06 77.0 Real Estate 275 AGNCM 1 0.00 small-cap Long NaN 4.0 3.014785e+05 19.0 Real Estate Mean Return: 0.07800000000000003 Mean Day/Week: 3.533333333333333 Accuracy:0.4 *******************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 327 PB 1 0.00 small-cap Short NaN -1.0 3.122888e+07 -31.0 Financial Services 315 ONEM 4 0.74 small-cap Short NaN -4.0 3.049482e+07 -71.0 Healthcare 290 NFE 2 2.31 small-cap Short NaN -2.0 2.272226e+07 -136.0 Utilities 363 BOKF 2 -1.29 small-cap Short NaN -4.0 1.378146e+07 -20.0 Financial Services Mean Return: 0.5866666666666666 Mean Day/Week: 3.0 Accuracy:0.3333333333333333 *******************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 328 NTNX 12 16.59 small-cap Long NaN 47.0 2.661673e+08 17.0 Technology 346 MRO 10 -2.47 small-cap Long NaN 12.0 2.508627e+08 16.0 Energy 333 DKS 12 0.05 small-cap Long NaN 12.0 1.817045e+08 77.0 Consumer Cyclical 272 NKLA 8 2.50 small-cap Long NaN 34.0 1.339917e+08 12.0 Consumer Cyclical 348 APA 9 -4.76 small-cap Long NaN 10.0 1.296052e+08 13.0 Energy 268 CONE 17 7.84 small-cap Long NaN 17.0 1.282838e+08 45.0 Real Estate 269 FANG 9 0.08 small-cap Long NaN 9.0 1.279301e+08 12.0 Energy 322 DXC 36 26.00 small-cap Long NaN 54.0 1.279042e+08 56.0 Technology 349 ASAN 7 17.36 small-cap Long NaN 17.0 1.116154e+08 18.0 Technology 291 VER 15 4.11 small-cap Long NaN 51.0 1.100185e+08 77.0 Real Estate 316 REXR 7 5.16 small-cap Long NaN 7.0 9.753623e+07 65.0 Real Estate 368 BHVN 7 11.29 small-cap Long NaN 19.0 9.404378e+07 17.0 Healthcare 257 IVZ 7 -1.67 small-cap Long NaN 7.0 9.250798e+07 77.0 Financial Services 323 TRGP 13 22.67 small-cap Long NaN 35.0 9.199554e+07 77.0 Energy 317 SEE 12 3.81 small-cap Long NaN 69.0 8.637388e+07 59.0 Consumer Cyclical 305 KIM 8 -1.22 small-cap Long NaN 8.0 7.900061e+07 77.0 Real Estate 336 PAA 25 22.37 small-cap Long NaN 33.0 7.832875e+07 36.0 Energy 325 JBL 11 1.77 small-cap Long NaN 11.0 7.065815e+07 70.0 Technology 279 CIEN 8 -0.24 small-cap Long NaN 11.0 6.964846e+07 17.0 Technology 259 IRM 26 10.95 small-cap Long NaN 26.0 6.702430e+07 77.0 Real Estate 285 JNPR 7 2.57 small-cap Long NaN 7.0 5.819373e+07 35.0 Technology 343 PRGO 24 8.17 small-cap Long NaN 42.0 5.801538e+07 27.0 Healthcare 341 COR 6 1.97 small-cap Long NaN 11.0 5.753659e+07 26.0 Real Estate 260 MGP 11 2.63 small-cap Long NaN 11.0 5.593442e+07 77.0 Real Estate 318 VRT 21 10.61 small-cap Long NaN 21.0 5.581294e+07 51.0 Industrials 329 AIRC 15 8.20 small-cap Long NaN 15.0 5.357433e+07 27.0 Real Estate 319 FRT 9 3.66 small-cap Long NaN 9.0 5.251046e+07 77.0 Real Estate 266 MRVI 8 11.51 small-cap Long NaN 8.0 5.004004e+07 77.0 Healthcare 287 REG 8 0.10 small-cap Long NaN 8.0 4.882989e+07 77.0 Real Estate 324 OMF 10 -0.79 small-cap Long NaN 11.0 4.822369e+07 56.0 Financial Services 300 MANH 13 7.88 small-cap Long NaN 13.0 4.813435e+07 34.0 Technology 357 FR 10 4.88 small-cap Long NaN 10.0 4.583962e+07 77.0 Real Estate 302 CLR 24 16.02 small-cap Long NaN 28.0 4.537162e+07 35.0 Energy 361 THC 13 4.23 small-cap Long NaN 35.0 4.382559e+07 77.0 Healthcare 281 STOR 7 0.72 small-cap Long NaN 9.0 4.339982e+07 21.0 Real Estate 320 KRC 7 2.46 small-cap Long NaN 14.0 4.115835e+07 77.0 Real Estate 362 QRTEA 6 1.02 small-cap Long NaN 26.0 4.110389e+07 26.0 Consumer Cyclical 366 BRX 9 0.34 small-cap Long NaN 9.0 3.751826e+07 77.0 Real Estate 299 VNO 9 1.21 small-cap Long NaN 10.0 3.495682e+07 13.0 Real Estate 331 LSI 13 9.13 small-cap Long NaN 13.0 3.485279e+07 77.0 Real Estate 258 MMP 17 8.61 small-cap Long NaN 48.0 3.385455e+07 50.0 Energy 308 CUBE 10 4.85 small-cap Long NaN 10.0 3.090689e+07 77.0 Real Estate 280 DNLI 9 16.94 small-cap Long NaN 20.0 3.031381e+07 15.0 Healthcare 350 EGP 10 5.68 small-cap Long NaN 10.0 2.891662e+07 67.0 Real Estate 296 UGI 8 0.80 small-cap Long NaN 8.0 2.810306e+07 77.0 Utilities 355 SAIC 7 0.01 small-cap Long NaN 40.0 2.407162e+07 16.0 Technology 301 ADT 18 18.87 small-cap Long NaN 18.0 2.375298e+07 45.0 Industrials 293 MBT 19 3.17 small-cap Long NaN 41.0 2.350351e+07 27.0 Communication Services 261 GLPI 9 2.23 small-cap Long NaN 9.0 2.305181e+07 52.0 Real Estate 347 ACC 14 4.65 small-cap Long NaN 56.0 1.643307e+07 42.0 Real Estate 286 MCFE 7 4.14 small-cap Long NaN 12.0 1.639725e+07 77.0 Technology 353 PSXP 27 16.99 small-cap Long NaN 78.0 1.622727e+07 72.0 Energy 354 MPLN 19 13.68 small-cap Long NaN 47.0 1.370048e+07 22.0 Healthcare 351 CHH 22 6.53 small-cap Long NaN 26.0 1.319615e+07 57.0 Consumer Cyclical 267 KOF 11 4.75 small-cap Long NaN 25.0 8.406341e+06 49.0 Consumer Defensive 271 EBR 22 17.80 small-cap Long NaN 78.0 7.477487e+06 52.0 Utilities 306 BSMX 6 5.70 small-cap Long NaN 6.0 7.040143e+06 55.0 Financial Services 358 HNP 9 10.25 small-cap Long NaN 9.0 1.888531e+06 40.0 Utilities 309 ICL 15 4.48 small-cap Long NaN 15.0 1.044023e+06 77.0 Basic Materials 264 WTRU 6 2.08 small-cap Long NaN 16.0 3.271476e+05 27.0 unknown 313 PBCTP 7 0.36 small-cap Long NaN 18.0 2.797148e+05 21.0 Financial Services 314 JSM 11 1.14 small-cap Long NaN 14.0 2.498720e+05 30.0 unknown Mean Return: 6.329354838709678 Mean Day/Week: 12.451612903225806 Accuracy:0.9032258064516129 *******************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 321 THO 11 -12.32 small-cap Short NaN -25.0 1.534843e+08 -20.0 Consumer Cyclical 273 LAD 8 -2.18 small-cap Short NaN -58.0 1.164784e+08 -28.0 Consumer Cyclical 283 NYT 8 -3.41 small-cap Short NaN -71.0 1.077274e+08 -67.0 Communication Services 352 PSTH 6 -1.87 small-cap Short NaN -6.0 8.389733e+07 -64.0 Financial Services 294 YY 33 -26.35 small-cap Short NaN -71.0 4.871665e+07 -55.0 Communication Services 360 LSTR 6 -0.89 small-cap Short NaN -23.0 4.614337e+07 -9.0 Industrials 356 BPMC 10 -3.11 small-cap Short NaN -10.0 4.538138e+07 -31.0 Healthcare 265 UHAL 12 -4.61 small-cap Short NaN -57.0 4.400789e+07 -18.0 Industrials 311 BLD 8 -2.47 small-cap Short NaN -26.0 4.381004e+07 -16.0 Industrials 282 GNTX 6 -2.68 small-cap Short NaN -59.0 4.002653e+07 -25.0 Consumer Cyclical 292 RNR 18 -6.02 small-cap Short NaN -30.0 3.662352e+07 -25.0 Financial Services 310 RCM 13 -4.90 small-cap Short NaN -28.0 2.356683e+07 -30.0 Healthcare 303 ALLK 8 0.10 small-cap Short NaN -8.0 2.336622e+07 -136.0 Healthcare 365 RBC 6 -2.00 small-cap Short NaN -54.0 1.914460e+07 -20.0 Industrials 367 TNET 11 -3.20 small-cap Short NaN -33.0 1.308045e+07 -25.0 Industrials 330 ESLT 10 1.45 small-cap Short NaN -37.0 8.316146e+06 -15.0 Industrials Mean Return: -4.6537500000000005 Mean Day/Week: 10.875 Accuracy:0.875 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 17 Communication Services 8 Consumer Cyclical 23 Consumer Defensive 15 Energy 40 Financial Services 58 Healthcare 44 Industrials 28 Real Estate 62 Technology 30 Utilities 5 unknown 2 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 4 Communication Services 6 Consumer Cyclical 22 Consumer Defensive 4 Energy 1 Financial Services 30 Healthcare 15 Industrials 22 Real Estate 3 Technology 8 Utilities 1 unknown 4 *******************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 584 SIG 2 1.10 penny-cap Long NaN 2.0 1.068965e+08 5.0 Consumer Cyclical 530 KRTX 2 -4.80 penny-cap Long NaN 4.0 2.096112e+07 5.0 Healthcare 551 YELP 2 -0.37 penny-cap Long NaN 5.0 1.172392e+07 2.0 Communication Services Mean Return: -1.3566666666666667 Mean Day/Week: 2.0 Accuracy:0.3333333333333333 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_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 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 584 SIG 2 1.10 penny-cap Long NaN 2.0 1.068965e+08 5.0 Consumer Cyclical 396 WWE 3 -2.17 penny-cap Long NaN 14.0 5.355402e+07 5.0 Communication Services 530 KRTX 2 -4.80 penny-cap Long NaN 4.0 2.096112e+07 5.0 Healthcare 670 EBIX 2 -3.02 penny-cap Long NaN 10.0 2.047335e+07 5.0 Technology 551 YELP 2 -0.37 penny-cap Long NaN 5.0 1.172392e+07 2.0 Communication Services 501 TR 3 0.10 penny-cap Long NaN 9.0 8.866121e+06 4.0 Consumer Defensive 569 MODV 4 0.65 penny-cap Long NaN 32.0 7.011113e+06 5.0 Healthcare 784 EVOP 2 0.37 penny-cap Long NaN 11.0 4.209834e+06 3.0 Technology Mean Return: -1.0175 Mean Day/Week: 2.5 Accuracy:0.5 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_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 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 426 X 3 -3.39 penny-cap Long NaN 3.0 6.943512e+08 56.0 Basic Materials 372 CROX 1 0.00 penny-cap Long NaN 1.0 2.806868e+08 77.0 Consumer Cyclical 584 SIG 2 1.10 penny-cap Long NaN 2.0 1.068965e+08 5.0 Consumer Cyclical 465 HRB 5 -0.89 penny-cap Long NaN 5.0 5.145470e+07 77.0 Consumer Cyclical 389 JCOM 2 -0.05 penny-cap Long NaN 2.0 4.489457e+07 77.0 Technology 661 HSKA 4 7.66 penny-cap Long NaN 4.0 3.429595e+07 21.0 Healthcare 440 DOC 3 -0.05 penny-cap Long NaN 5.0 3.055685e+07 6.0 Real Estate 518 SHOO 5 -1.02 penny-cap Long NaN 5.0 2.292565e+07 70.0 Consumer Cyclical 618 CVA 4 -2.20 penny-cap Long NaN 4.0 2.146699e+07 31.0 Industrials 464 PZZA 1 0.00 penny-cap Long NaN 5.0 2.126689e+07 27.0 Consumer Cyclical 530 KRTX 2 -4.80 penny-cap Long NaN 4.0 2.096112e+07 5.0 Healthcare 535 OUT 4 -1.59 penny-cap Long NaN 4.0 2.036005e+07 77.0 Real Estate 590 SITC 3 0.56 penny-cap Long NaN 3.0 1.934179e+07 71.0 Real Estate 684 SUPN 1 0.00 penny-cap Long NaN 1.0 1.773728e+07 44.0 Healthcare 698 CEQP 2 -1.12 penny-cap Long NaN 2.0 1.702125e+07 77.0 Energy 691 CXP 5 -1.10 penny-cap Long NaN 5.0 1.428774e+07 74.0 Real Estate 713 NYMT 4 -2.51 penny-cap Long NaN 5.0 1.353571e+07 7.0 Real Estate 788 OXM 3 -2.58 penny-cap Long NaN 3.0 1.243834e+07 77.0 Consumer Cyclical 551 YELP 2 -0.37 penny-cap Long NaN 5.0 1.172392e+07 2.0 Communication Services 652 PDI 5 -0.82 penny-cap Long NaN 5.0 1.132902e+07 11.0 Financial Services 750 GBX 2 -1.13 penny-cap Long NaN 2.0 1.107886e+07 10.0 Industrials 430 INOV 4 1.73 penny-cap Long NaN 4.0 1.013984e+07 77.0 Healthcare 529 NNI 2 -1.09 penny-cap Long NaN 2.0 9.882970e+06 11.0 Financial Services 568 HCSG 4 1.91 penny-cap Long NaN 4.0 9.198189e+06 26.0 Healthcare 651 RVNC 4 0.97 penny-cap Long NaN 4.0 9.073830e+06 38.0 Healthcare 726 ETV 3 0.37 penny-cap Long NaN 3.0 8.364751e+06 54.0 Financial Services 749 AKR 5 -0.97 penny-cap Long NaN 5.0 7.951211e+06 77.0 Real Estate 579 VNOM 5 -4.35 penny-cap Long NaN 5.0 6.826510e+06 44.0 Energy 707 HEP 2 -1.01 penny-cap Long NaN 2.0 5.950101e+06 77.0 Energy 806 ETW 4 -0.79 penny-cap Long NaN 4.0 4.941836e+06 68.0 Financial Services 672 OTTR 5 0.68 penny-cap Long NaN 5.0 3.510865e+06 69.0 Utilities 738 USAC 1 0.00 penny-cap Long NaN 1.0 2.794059e+06 22.0 Energy 630 ADX 5 0.67 penny-cap Long NaN 5.0 1.929027e+06 70.0 Financial Services 681 TY 3 -0.29 penny-cap Long NaN 3.0 7.827725e+05 77.0 Financial Services 754 NYMTO 1 0.00 penny-cap Long NaN 1.0 4.579163e+05 77.0 Real Estate 748 NYMTP 1 0.00 penny-cap Long NaN 4.0 4.233019e+05 6.0 Real Estate Mean Return: -0.549 Mean Day/Week: 3.7333333333333334 Accuracy:0.3 *******************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 391 HFC 1 0.00 penny-cap Short NaN -1.0 1.167898e+08 -29.0 Energy 586 SI 1 0.00 penny-cap Short NaN -1.0 1.085483e+08 -40.0 Financial Services 496 SIX 3 1.58 penny-cap Short NaN -3.0 5.694253e+07 -29.0 Consumer Cyclical 375 NYCB 4 -2.78 penny-cap Short NaN -4.0 4.714898e+07 -29.0 Financial Services 506 BXS 2 -2.34 penny-cap Short NaN -2.0 3.848890e+07 -39.0 Financial Services 628 AVYA 1 0.00 penny-cap Short NaN -1.0 3.099468e+07 -29.0 Technology 483 TCBI 1 0.00 penny-cap Short NaN -1.0 2.889753e+07 -49.0 Financial Services 580 TPIC 3 2.45 penny-cap Short NaN -3.0 2.815803e+07 -11.0 Industrials 390 AL 3 0.25 penny-cap Short NaN -3.0 2.241453e+07 -26.0 Industrials 469 TRTN 4 -0.50 penny-cap Short NaN -4.0 1.876192e+07 -32.0 Industrials 682 BALY 3 -0.51 penny-cap Short NaN -3.0 1.365208e+07 -40.0 Consumer Cyclical 641 ADUS 4 -1.42 penny-cap Short NaN -4.0 1.138447e+07 -32.0 Healthcare 487 BIPC 3 2.26 penny-cap Short NaN -3.0 1.014064e+07 -8.0 Utilities 531 CVBF 1 0.00 penny-cap Short NaN -1.0 8.796100e+06 -39.0 Financial Services 677 HMN 4 0.50 penny-cap Short NaN -4.0 5.934203e+06 -37.0 Financial Services 690 HY 4 -3.42 penny-cap Short NaN -4.0 5.761571e+06 -47.0 Industrials 624 PRK 3 -0.97 penny-cap Short NaN -4.0 3.789317e+06 -31.0 Financial Services 721 BATRA 1 0.00 penny-cap Short NaN -1.0 1.328166e+06 -39.0 Communication Services 450 IFS 3 -0.04 penny-cap Short NaN -3.0 6.798859e+05 -6.0 Financial Services Mean Return: -0.37999999999999995 Mean Day/Week: 3.769230769230769 Accuracy:0.6153846153846154 *******************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 526 QFIN 7 14.98 penny-cap Long NaN 15.0 2.567618e+08 15.0 unknown 409 QTS 6 -0.13 penny-cap Long NaN 8.0 1.684925e+08 45.0 Real Estate 539 BNL 32 24.15 penny-cap Long NaN 53.0 1.243602e+08 42.0 Real Estate 384 EQT 6 2.64 penny-cap Long NaN 32.0 1.045918e+08 35.0 Energy 423 WCC 10 0.59 penny-cap Long NaN 34.0 9.817659e+07 77.0 Industrials 461 OSTK 8 -1.54 penny-cap Long NaN 19.0 9.102598e+07 19.0 Consumer Cyclical 388 STAG 6 4.93 penny-cap Long NaN 6.0 8.948043e+07 77.0 Real Estate 556 RRC 23 27.25 penny-cap Long NaN 30.0 8.027262e+07 30.0 Energy 422 ADC 9 -0.16 penny-cap Long NaN 9.0 7.778396e+07 66.0 Real Estate 751 ERJ 14 26.30 penny-cap Long NaN 14.0 7.599839e+07 77.0 Industrials 625 AR 26 25.49 penny-cap Long NaN 26.0 7.369134e+07 77.0 Energy 820 SM 12 8.48 penny-cap Long NaN 12.0 7.340290e+07 77.0 Energy 611 ASO 11 13.46 penny-cap Long NaN 11.0 7.336889e+07 77.0 Consumer Cyclical 704 DEN 17 20.48 penny-cap Long NaN 17.0 7.280230e+07 77.0 Energy 374 DEI 16 6.34 penny-cap Long NaN 17.0 7.208774e+07 77.0 Real Estate 421 SWAV 18 16.01 penny-cap Long NaN 18.0 7.168195e+07 53.0 Healthcare 373 FTI 9 -0.25 penny-cap Long NaN 30.0 6.955195e+07 12.0 Energy 408 SWCH 21 14.93 penny-cap Long NaN 52.0 6.532947e+07 43.0 Technology 458 ALKS 13 10.42 penny-cap Long NaN 42.0 6.396231e+07 36.0 Healthcare 597 MAC 15 16.17 penny-cap Long NaN 37.0 6.152841e+07 27.0 Real Estate 813 TELL 12 16.17 penny-cap Long NaN 32.0 6.112228e+07 16.0 Energy 542 SFM 7 4.28 penny-cap Long NaN 7.0 5.582114e+07 77.0 Consumer Defensive 486 COMM 26 16.73 penny-cap Long NaN 26.0 5.581182e+07 77.0 Technology 416 PGNY 17 13.37 penny-cap Long NaN 17.0 5.493650e+07 46.0 Healthcare 553 MIC 6 -0.25 penny-cap Long NaN 6.0 5.457684e+07 48.0 Industrials 432 CDNA 6 3.58 penny-cap Long NaN 15.0 5.333473e+07 17.0 Healthcare 631 CRC 19 14.63 penny-cap Long NaN 26.0 5.143739e+07 20.0 Energy 393 SRC 10 3.92 penny-cap Long NaN 10.0 5.073814e+07 77.0 Real Estate 627 DDS 21 29.46 penny-cap Long NaN 21.0 4.725368e+07 36.0 Consumer Cyclical 533 HP 6 1.90 penny-cap Long NaN 27.0 4.613705e+07 10.0 Energy 371 STAA 13 8.04 penny-cap Long NaN 13.0 4.506569e+07 52.0 Healthcare 410 OVV 9 3.11 penny-cap Long NaN 11.0 4.501402e+07 13.0 Energy 406 ESI 16 7.14 penny-cap Long NaN 36.0 4.437130e+07 77.0 Basic Materials 598 BCRX 20 13.38 penny-cap Long NaN 27.0 4.410752e+07 27.0 Healthcare 636 MUR 23 18.10 penny-cap Long NaN 28.0 4.402753e+07 35.0 Energy 678 PAGP 26 28.18 penny-cap Long NaN 33.0 4.369394e+07 36.0 Energy 402 CC 30 17.41 penny-cap Long NaN 55.0 4.361409e+07 55.0 Basic Materials 683 CPG 9 -3.32 penny-cap Long NaN 9.0 4.358249e+07 10.0 Energy 620 WBT 10 -2.61 penny-cap Long NaN 10.0 4.293813e+07 77.0 Industrials 451 HPP 7 3.23 penny-cap Long NaN 14.0 4.073014e+07 77.0 Real Estate 470 AQUA 16 9.13 penny-cap Long NaN 16.0 3.989860e+07 46.0 Industrials 497 ETRN 10 5.08 penny-cap Long NaN 27.0 3.893255e+07 67.0 Energy 438 SGMS 34 30.27 penny-cap Long NaN 42.0 3.853063e+07 38.0 Consumer Cyclical 454 APLS 13 23.61 penny-cap Long NaN 42.0 3.728434e+07 20.0 Healthcare 543 AZUL 15 22.79 penny-cap Long NaN 37.0 3.660956e+07 26.0 Industrials 439 RETA 6 0.40 penny-cap Long NaN 18.0 3.617626e+07 15.0 Healthcare 399 VVV 42 23.66 penny-cap Long NaN 42.0 3.615727e+07 77.0 Energy 549 RVLV 9 -3.02 penny-cap Long NaN 12.0 3.610754e+07 22.0 Consumer Cyclical 437 AM 25 10.18 penny-cap Long NaN 29.0 3.604104e+07 38.0 Energy 571 PDCE 13 14.51 penny-cap Long NaN 26.0 3.565920e+07 77.0 Energy 387 HLI 9 5.85 penny-cap Long NaN 23.0 3.375844e+07 23.0 Financial Services 702 CLB 10 10.08 penny-cap Long NaN 32.0 3.240496e+07 19.0 Energy 632 MTDR 29 21.64 penny-cap Long NaN 29.0 3.237549e+07 77.0 Energy 456 AMN 10 2.81 penny-cap Long NaN 38.0 3.138758e+07 38.0 Healthcare 599 SGRY 35 24.91 penny-cap Long NaN 35.0 3.127252e+07 77.0 Healthcare 370 DAVA 19 19.71 penny-cap Long NaN 35.0 3.096736e+07 38.0 Technology 462 SPT 8 16.03 penny-cap Long NaN 14.0 2.913036e+07 16.0 Technology 660 DRNA 7 20.98 penny-cap Long NaN 15.0 2.896982e+07 21.0 Healthcare 394 SLG 17 10.49 penny-cap Long NaN 17.0 2.888688e+07 77.0 Real Estate 550 COKE 21 23.01 penny-cap Long NaN 21.0 2.780359e+07 70.0 Consumer Defensive 667 TTCF 9 -3.84 penny-cap Long NaN 21.0 2.714761e+07 17.0 Consumer Defensive 405 NAV 10 0.27 penny-cap Long NaN 47.0 2.701136e+07 51.0 Industrials 633 PRFT 45 19.37 penny-cap Long NaN 45.0 2.693181e+07 77.0 Technology 582 MGY 10 10.04 penny-cap Long NaN 12.0 2.662114e+07 13.0 Energy 510 APLE 10 -0.51 penny-cap Long NaN 10.0 2.661256e+07 77.0 Real Estate 572 SJI 7 0.27 penny-cap Long NaN 41.0 2.661182e+07 22.0 Utilities 545 NSA 9 5.83 penny-cap Long NaN 9.0 2.651036e+07 77.0 Real Estate 561 CIM 20 12.44 penny-cap Long NaN 20.0 2.635557e+07 77.0 Real Estate 594 NAVI 13 7.72 penny-cap Long NaN 13.0 2.631477e+07 77.0 Financial Services 775 CYH 12 7.79 penny-cap Long NaN 28.0 2.613971e+07 31.0 Healthcare 448 SEM 13 3.81 penny-cap Long NaN 13.0 2.549495e+07 75.0 Healthcare 383 ACHC 6 2.02 penny-cap Long NaN 6.0 2.499414e+07 77.0 Healthcare 411 DCP 10 15.15 penny-cap Long NaN 33.0 2.448513e+07 29.0 Energy 635 CSTM 29 18.19 penny-cap Long NaN 35.0 2.434027e+07 70.0 Basic Materials 509 ARNC 12 3.65 penny-cap Long NaN 49.0 2.430266e+07 43.0 Industrials 593 MLHR 25 7.12 penny-cap Long NaN 25.0 2.406722e+07 77.0 Consumer Cyclical 546 SUM 27 11.28 penny-cap Long NaN 27.0 2.405465e+07 77.0 Basic Materials 711 GNL 11 2.25 penny-cap Long NaN 11.0 2.368205e+07 22.0 Real Estate 732 KRG 9 4.59 penny-cap Long NaN 9.0 2.351613e+07 77.0 Real Estate 642 VSTO 23 19.21 penny-cap Long NaN 29.0 2.302169e+07 30.0 Consumer Cyclical 512 MIME 24 12.57 penny-cap Long NaN 44.0 2.294502e+07 26.0 Technology 400 TV 6 -3.42 penny-cap Long NaN 6.0 2.239811e+07 66.0 Communication Services 442 NFG 6 0.74 penny-cap Long NaN 6.0 2.187954e+07 77.0 Energy 761 PTEN 9 4.13 penny-cap Long NaN 28.0 2.187463e+07 13.0 Energy 615 DOMO 8 10.62 penny-cap Long NaN 15.0 2.156619e+07 17.0 Technology 622 OR 30 16.72 penny-cap Long NaN 65.0 2.153996e+07 48.0 Basic Materials 645 ABR 13 8.18 penny-cap Long NaN 13.0 2.145272e+07 77.0 Real Estate 427 TRNO 6 3.36 penny-cap Long NaN 6.0 2.123438e+07 51.0 Real Estate 734 SKT 9 -2.46 penny-cap Long NaN 10.0 2.107153e+07 11.0 Real Estate 741 SAND 24 13.61 penny-cap Long NaN 68.0 2.097530e+07 51.0 Basic Materials 491 CVLT 6 3.28 penny-cap Long NaN 15.0 2.075539e+07 77.0 Technology 474 VG 8 5.33 penny-cap Long NaN 18.0 2.040864e+07 22.0 Communication Services 507 EPR 8 1.70 penny-cap Long NaN 10.0 2.036496e+07 17.0 Real Estate 532 EXLS 28 10.17 penny-cap Long NaN 28.0 1.999861e+07 72.0 Technology 525 RRR 33 14.37 penny-cap Long NaN 33.0 1.993557e+07 77.0 Consumer Cyclical 596 ENLC 11 28.51 penny-cap Long NaN 35.0 1.964720e+07 21.0 Energy 482 BRFS 14 17.68 penny-cap Long NaN 17.0 1.932785e+07 17.0 Consumer Defensive 709 CNR 20 17.52 penny-cap Long NaN 20.0 1.888897e+07 77.0 Industrials 629 BDN 15 5.55 penny-cap Long NaN 15.0 1.809176e+07 77.0 Real Estate 606 FLWS 7 14.03 penny-cap Long NaN 31.0 1.786139e+07 32.0 Consumer Cyclical 478 SXT 22 4.35 penny-cap Long NaN 44.0 1.776275e+07 70.0 Basic Materials 617 PGRE 15 3.84 penny-cap Long NaN 15.0 1.757902e+07 77.0 Real Estate 534 MDRX 21 3.99 penny-cap Long NaN 43.0 1.752424e+07 24.0 Healthcare 560 CLNY 7 7.87 penny-cap Long NaN 7.0 1.747920e+07 77.0 Real Estate 789 CRTX 8 5.37 penny-cap Long NaN 19.0 1.739022e+07 15.0 Healthcare 740 BGCP 9 4.25 penny-cap Long NaN 9.0 1.713176e+07 77.0 Financial Services 499 LXP 10 2.60 penny-cap Long NaN 10.0 1.630684e+07 70.0 Real Estate 566 PSEC 8 1.73 penny-cap Long NaN 11.0 1.600835e+07 77.0 Financial Services 418 WTS 13 4.71 penny-cap Long NaN 42.0 1.599192e+07 37.0 Industrials 602 NVMI 8 2.52 penny-cap Long NaN 13.0 1.593043e+07 19.0 Technology 574 ODP 7 -2.43 penny-cap Long NaN 11.0 1.545404e+07 30.0 Consumer Cyclical 443 VIAV 13 2.31 penny-cap Long NaN 16.0 1.495188e+07 22.0 Technology 800 CNDT 12 3.99 penny-cap Long NaN 12.0 1.482611e+07 77.0 Technology 453 FOCS 11 6.05 penny-cap Long NaN 38.0 1.476342e+07 17.0 Financial Services 743 IRT 10 7.83 penny-cap Long NaN 10.0 1.433012e+07 77.0 Real Estate 601 MAG 16 17.12 penny-cap Long NaN 46.0 1.426721e+07 21.0 Basic Materials 513 AMRC 8 10.15 penny-cap Long NaN 47.0 1.319128e+07 13.0 Industrials 515 ESRT 10 3.18 penny-cap Long NaN 10.0 1.298669e+07 77.0 Real Estate 536 ITCI 6 5.04 penny-cap Long NaN 33.0 1.296060e+07 25.0 Healthcare 484 IGMS 6 -0.13 penny-cap Long NaN 25.0 1.287154e+07 10.0 Healthcare 808 MDP 8 9.17 penny-cap Long NaN 8.0 1.244022e+07 77.0 Communication Services 619 PDM 10 5.89 penny-cap Long NaN 10.0 1.238907e+07 22.0 Real Estate 637 EPC 9 3.78 penny-cap Long NaN 27.0 1.212027e+07 65.0 Consumer Defensive 607 IDCC 13 4.61 penny-cap Long NaN 13.0 1.192968e+07 48.0 Communication Services 455 LEGN 20 28.73 penny-cap Long NaN 36.0 1.180104e+07 39.0 Healthcare 424 JBGS 8 2.28 penny-cap Long NaN 11.0 1.163521e+07 11.0 Real Estate 666 VRTS 19 5.01 penny-cap Long NaN 19.0 1.152170e+07 77.0 Financial Services 773 CLI 9 0.20 penny-cap Long NaN 9.0 1.139905e+07 77.0 Real Estate 807 CMRE 9 9.26 penny-cap Long NaN 9.0 1.127655e+07 77.0 Industrials 573 ENBL 33 29.39 penny-cap Long NaN 33.0 1.123911e+07 77.0 Energy 379 LANC 8 3.18 penny-cap Long NaN 8.0 1.086040e+07 42.0 Consumer Defensive 480 SUN 8 3.85 penny-cap Long NaN 8.0 1.081574e+07 57.0 Energy 668 ROIC 6 1.26 penny-cap Long NaN 6.0 1.077476e+07 77.0 Real Estate 663 MFA 6 0.95 penny-cap Long NaN 6.0 1.044686e+07 75.0 Real Estate 768 EVRI 17 13.01 penny-cap Long NaN 34.0 1.029828e+07 38.0 Consumer Cyclical 727 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 415 GTES 10 -1.82 penny-cap Long NaN 10.0 9.933354e+06 77.0 Industrials 760 GLNG 12 7.09 penny-cap Long NaN 21.0 9.886434e+06 21.0 Energy 679 ARI 8 3.38 penny-cap Long NaN 8.0 9.844890e+06 77.0 Real Estate 504 JJSF 32 7.15 penny-cap Long NaN 38.0 9.787957e+06 41.0 Consumer Defensive 811 CAMT 7 3.40 penny-cap Long NaN 14.0 9.785309e+06 17.0 Technology 762 BPMP 28 14.68 penny-cap Long NaN 36.0 9.648705e+06 72.0 Energy 736 RDWR 7 4.10 penny-cap Long NaN 16.0 9.544124e+06 26.0 Technology 772 GTY 9 5.35 penny-cap Long NaN 9.0 9.458496e+06 70.0 Real Estate 731 XPEL 26 34.55 penny-cap Long NaN 45.0 9.432894e+06 51.0 Consumer Cyclical 610 GGAL 15 22.48 penny-cap Long NaN 34.0 9.292283e+06 21.0 Financial Services 565 FCFS 36 17.38 penny-cap Long NaN 45.0 9.263665e+06 71.0 Financial Services 567 BRC 12 4.09 penny-cap Long NaN 12.0 9.076420e+06 17.0 Industrials 608 WHD 9 3.94 penny-cap Long NaN 29.0 8.981550e+06 16.0 Energy 774 TVTY 16 8.20 penny-cap Long NaN 17.0 8.827841e+06 39.0 Healthcare 728 EGBN 9 -0.37 penny-cap Long NaN 10.0 8.786034e+06 77.0 Financial Services 609 RPAI 10 0.72 penny-cap Long NaN 10.0 8.734827e+06 22.0 Real Estate 790 ZUMZ 6 -5.26 penny-cap Long NaN 10.0 8.606262e+06 10.0 Consumer Cyclical 723 MSEX 8 1.05 penny-cap Long NaN 13.0 8.390242e+06 56.0 Utilities 776 RGR 24 10.02 penny-cap Long NaN 24.0 8.360358e+06 27.0 Industrials 662 AAT 11 6.87 penny-cap Long NaN 12.0 8.313775e+06 77.0 Real Estate 674 UE 9 0.05 penny-cap Long NaN 9.0 8.110934e+06 77.0 Real Estate 505 FSKR 10 2.46 penny-cap Long NaN 10.0 7.889915e+06 77.0 Financial Services 413 CIG 8 -0.23 penny-cap Long NaN 59.0 7.829474e+06 22.0 Utilities 714 MEI 15 2.97 penny-cap Long NaN 15.0 7.761080e+06 56.0 Technology 392 JOBS 10 1.73 penny-cap Long NaN 49.0 7.754674e+06 29.0 Industrials 603 PBH 25 10.56 penny-cap Long NaN 25.0 7.644650e+06 30.0 Healthcare 592 BDC 10 2.24 penny-cap Long NaN 28.0 7.557394e+06 28.0 Industrials 769 SCWX 8 23.27 penny-cap Long NaN 20.0 7.512449e+06 10.0 Technology 821 CDMO 8 -0.42 penny-cap Long NaN 8.0 7.413216e+06 77.0 Healthcare 508 LAUR 7 0.80 penny-cap Long NaN 29.0 7.229511e+06 25.0 Consumer Defensive 815 NESR 8 11.74 penny-cap Long NaN 8.0 7.207808e+06 28.0 Energy 716 SILV 14 1.81 penny-cap Long NaN 51.0 7.090134e+06 28.0 Basic Materials 703 ROAD 11 4.51 penny-cap Long NaN 12.0 7.089234e+06 41.0 Industrials 712 EVV 7 1.15 penny-cap Long NaN 18.0 7.053772e+06 21.0 Financial Services 479 DNP 14 1.10 penny-cap Long NaN 46.0 6.608152e+06 20.0 Financial Services 693 PRAA 11 2.44 penny-cap Long NaN 55.0 6.491400e+06 55.0 Financial Services 706 USA 8 0.80 penny-cap Long NaN 9.0 6.451110e+06 70.0 Financial Services 664 RQI 10 4.05 penny-cap Long NaN 10.0 6.414994e+06 77.0 Financial Services 737 AVO 8 10.10 penny-cap Long NaN 14.0 6.331260e+06 21.0 Consumer Defensive 718 ILPT 6 2.19 penny-cap Long NaN 6.0 6.229106e+06 65.0 Real Estate 701 NPO 10 3.40 penny-cap Long NaN 10.0 6.097819e+06 77.0 Industrials 686 YPF 11 15.66 penny-cap Long NaN 26.0 5.957854e+06 21.0 Energy 638 ETY 11 4.31 penny-cap Long NaN 17.0 5.737461e+06 67.0 Financial Services 802 AUDC 8 2.35 penny-cap Long NaN 47.0 5.733212e+06 28.0 Technology 441 BAK 7 -4.47 penny-cap Long NaN 7.0 5.476981e+06 77.0 Basic Materials 587 AFYA 11 9.39 penny-cap Long NaN 11.0 5.454669e+06 26.0 Consumer Defensive 473 CNS 25 7.76 penny-cap Long NaN 55.0 5.427900e+06 36.0 Financial Services 659 DSL 10 -0.05 penny-cap Long NaN 10.0 5.341761e+06 77.0 Financial Services 414 NEA 14 1.57 penny-cap Long NaN 14.0 5.296291e+06 49.0 Financial Services 540 EXG 19 3.82 penny-cap Long NaN 19.0 5.235831e+06 70.0 Financial Services 475 NAD 17 2.81 penny-cap Long NaN 17.0 4.885897e+06 48.0 Financial Services 614 GDV 15 0.81 penny-cap Long NaN 15.0 4.873800e+06 77.0 Financial Services 797 ALGS 14 8.48 penny-cap Long NaN 16.0 4.795510e+06 17.0 Healthcare 730 HYT 7 0.59 penny-cap Long NaN 14.0 4.764102e+06 22.0 Financial Services 688 BDJ 15 2.33 penny-cap Long NaN 15.0 4.591045e+06 77.0 Financial Services 818 NXRT 12 9.33 penny-cap Long NaN 12.0 4.345302e+06 69.0 Real Estate 719 KAMN 9 -0.67 penny-cap Long NaN 11.0 4.287293e+06 12.0 Industrials 445 CIGI 9 0.59 penny-cap Long NaN 9.0 4.168298e+06 77.0 Real Estate 656 DCBO 17 8.30 penny-cap Long NaN 51.0 4.130870e+06 36.0 Technology 767 ESTA 15 3.02 penny-cap Long NaN 15.0 4.045528e+06 77.0 Healthcare 604 IPAR 9 -0.41 penny-cap Long NaN 11.0 4.006331e+06 22.0 Consumer Defensive 779 ALEX 10 0.59 penny-cap Long NaN 18.0 4.003697e+06 22.0 Real Estate 653 MNR 6 2.09 penny-cap Long NaN 6.0 3.752089e+06 28.0 Real Estate 449 NVG 13 1.32 penny-cap Long NaN 13.0 3.234829e+06 49.0 Financial Services 744 NFJ 6 1.79 penny-cap Long NaN 6.0 3.155493e+06 52.0 Financial Services 739 BXMX 7 0.87 penny-cap Long NaN 7.0 3.087137e+06 74.0 Financial Services 804 CLNC 22 12.72 penny-cap Long NaN 27.0 2.875056e+06 22.0 Real Estate 575 NZF 11 1.00 penny-cap Long NaN 11.0 2.793932e+06 48.0 Financial Services 817 AWF 8 1.40 penny-cap Long NaN 14.0 2.300505e+06 21.0 Financial Services 792 RNP 11 4.55 penny-cap Long NaN 11.0 1.901394e+06 77.0 Financial Services 669 AMK 16 4.04 penny-cap Long NaN 31.0 1.888616e+06 22.0 Financial Services 733 ETG 14 4.31 penny-cap Long NaN 14.0 1.814564e+06 77.0 Financial Services 519 TEO 6 -1.36 penny-cap Long NaN 26.0 1.430626e+06 12.0 Communication Services 786 LOMA 13 8.02 penny-cap Long NaN 20.0 9.795174e+05 66.0 Basic Materials 759 NRK 9 0.58 penny-cap Long NaN 9.0 8.449951e+05 47.0 Financial Services 643 SIM 6 16.63 penny-cap Long NaN 44.0 2.235122e+05 44.0 Basic Materials 516 TDI 20 3.45 penny-cap Long NaN 20.0 1.252944e+05 50.0 unknown 434 WTFCM 8 0.19 penny-cap Long NaN 8.0 1.157780e+05 51.0 Financial Services 463 VLYPO 7 1.00 penny-cap Long NaN 11.0 1.014373e+05 21.0 Financial Services 758 LINX 11 2.86 penny-cap Long NaN 40.0 1.941072e+04 37.0 Technology 522 OGCP 10 3.64 penny-cap Long NaN 10.0 1.776600e+04 77.0 Real Estate 528 FISK 10 4.22 penny-cap Long NaN 10.0 6.308626e+03 15.0 Real Estate 520 ESBA 11 6.45 penny-cap Long NaN 11.0 4.110390e+03 77.0 Real Estate Mean Return: 7.547214611872147 Mean Day/Week: 13.41095890410959 Accuracy:0.8904109589041096 *******************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 544 SAVE 7 -3.79 penny-cap Short NaN -7.0 8.048667e+07 -25.0 Industrials 581 PRPL 9 -1.09 penny-cap Short NaN -28.0 3.776938e+07 -18.0 Consumer Cyclical 493 ALGT 9 -6.54 penny-cap Short NaN -58.0 3.706897e+07 -30.0 Industrials 488 PCRX 7 -1.45 penny-cap Short NaN -7.0 3.289202e+07 -51.0 Healthcare 710 MBUU 13 -5.70 penny-cap Short NaN -58.0 2.388408e+07 -19.0 Consumer Cyclical 468 KMT 8 -3.38 penny-cap Short NaN -39.0 2.264691e+07 -18.0 Industrials 570 THS 12 -2.11 penny-cap Short NaN -14.0 2.199780e+07 -29.0 Consumer Defensive 382 KMPR 13 -2.59 penny-cap Short NaN -31.0 1.932682e+07 -25.0 Financial Services 644 MDGL 7 6.42 penny-cap Short NaN -17.0 1.817197e+07 -13.0 Healthcare 466 CPA 8 -1.03 penny-cap Short NaN -8.0 1.753884e+07 -24.0 Industrials 471 VSH 6 -1.71 penny-cap Short NaN -31.0 1.732369e+07 -25.0 Technology 425 MSGS 9 -1.80 penny-cap Short NaN -9.0 1.589440e+07 -13.0 Communication Services 689 LTC 8 0.51 penny-cap Short NaN -57.0 1.512546e+07 -30.0 Real Estate 492 ENR 6 0.44 penny-cap Short NaN -29.0 1.472305e+07 -11.0 Industrials 557 GCMG 6 -6.41 penny-cap Short NaN -22.0 1.471854e+07 -24.0 Financial Services 404 EXPO 14 -1.53 penny-cap Short NaN -39.0 1.353444e+07 -28.0 Industrials 613 SKYW 7 -0.73 penny-cap Short NaN -7.0 1.314331e+07 -31.0 Industrials 640 KN 6 -0.54 penny-cap Short NaN -6.0 1.246937e+07 -29.0 Technology 548 ESE 23 -10.58 penny-cap Short NaN -31.0 1.165345e+07 -25.0 Technology 555 RCUS 20 -12.69 penny-cap Short NaN -28.0 1.108158e+07 -57.0 Healthcare 705 AMWD 12 -6.58 penny-cap Short NaN -31.0 1.067920e+07 -23.0 Consumer Cyclical 452 CNNE 24 -3.26 penny-cap Short NaN -32.0 1.055753e+07 -29.0 Consumer Cyclical 397 NEU 6 -1.21 penny-cap Short NaN -6.0 1.006028e+07 -136.0 Basic Materials 385 FTDR 7 -2.59 penny-cap Short NaN -7.0 9.945092e+06 -37.0 Consumer Cyclical 433 AAON 8 -0.48 penny-cap Short NaN -8.0 9.782266e+06 -58.0 Industrials 412 IMVT 9 8.63 penny-cap Short NaN -9.0 9.680026e+06 -136.0 Healthcare 538 XNCR 27 -5.58 penny-cap Short NaN -27.0 9.000151e+06 -61.0 Healthcare 494 ROCK 9 -4.07 penny-cap Short NaN -28.0 8.864496e+06 -28.0 Industrials 576 FUN 8 -0.48 penny-cap Short NaN -59.0 8.434836e+06 -25.0 Consumer Cyclical 403 RLI 13 -0.41 penny-cap Short NaN -44.0 8.021681e+06 -21.0 Financial Services 578 TTGT 9 -0.18 penny-cap Short NaN -28.0 7.403842e+06 -58.0 Communication Services 763 ATEC 9 3.60 penny-cap Short NaN -56.0 5.295929e+06 -31.0 Healthcare 793 ECOL 11 -5.22 penny-cap Short NaN -54.0 5.231172e+06 -18.0 Industrials 796 ORIC 7 2.67 penny-cap Short NaN -7.0 5.001235e+06 -71.0 Healthcare 777 PLUS 10 -1.86 penny-cap Short NaN -24.0 4.852560e+06 -18.0 Technology 654 CFFN 14 0.95 penny-cap Short NaN -14.0 4.569463e+06 -49.0 Financial Services 697 HTLD 18 -3.64 penny-cap Short NaN -38.0 4.243680e+06 -24.0 Industrials 755 SWM 11 -1.24 penny-cap Short NaN -59.0 3.562601e+06 -24.0 Basic Materials 780 JOUT 14 0.49 penny-cap Short NaN -39.0 3.547899e+06 -19.0 Consumer Cyclical 648 SPNS 8 0.89 penny-cap Short NaN -29.0 2.494528e+06 -29.0 Technology 799 PFC 9 -4.45 penny-cap Short NaN -58.0 1.837908e+06 -33.0 Financial Services 671 ICLK 7 -5.31 penny-cap Short NaN -8.0 1.376946e+06 -58.0 Communication Services 588 UZC 12 0.08 penny-cap Short NaN -38.0 4.678814e+05 -136.0 unknown 694 HLG 58 -34.04 penny-cap Short NaN -58.0 4.492052e+05 -136.0 Consumer Defensive 500 TCBIL 7 0.04 penny-cap Short NaN -32.0 3.062000e+05 -136.0 unknown 498 TCBIP 11 -0.10 penny-cap Short NaN -28.0 2.072664e+05 -136.0 Financial Services 589 HWCPL 11 -0.32 penny-cap Short NaN -32.0 4.255000e+04 -33.0 unknown Mean Return: -2.5525531914893618 Mean Day/Week: 11.638297872340425 Accuracy:0.7659574468085106 ************************************** ************************************** ************************************** Error: []
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stock-filter · 3 years
Text
Stock daily Filter Report for 2021/06/04 05-40-08
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 13 Communication Services 12 Consumer Cyclical 11 Consumer Defensive 18 Energy 25 Financial Services 41 Healthcare 19 Industrials 15 Real Estate 27 Technology 18 Utilities 4 unknown 3 **************************************** big_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 4 Consumer Cyclical 9 Consumer Defensive 6 Financial Services 3 Healthcare 8 Industrials 1 Technology 9 Utilities 3 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 138 PXD 1 0.00 big-cap Long NaN 1.0 4.448685e+08 3.0 Energy 96 APTV 1 0.00 big-cap Long NaN 5.0 2.893655e+08 5.0 Consumer Cyclical 45 CB 1 0.00 big-cap Long NaN 1.0 2.706408e+08 5.0 Financial Services 226 CVE 3 3.49 big-cap Long NaN 3.0 7.290082e+07 5.0 Energy Mean Return: 3.49 Mean Day/Week: 6.0 Accuracy:1.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_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 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 138 PXD 1 0.00 big-cap Long NaN 1.0 4.448685e+08 3.0 Energy 193 HAL 1 0.00 big-cap Long NaN 20.0 3.042451e+08 5.0 Energy 96 APTV 1 0.00 big-cap Long NaN 5.0 2.893655e+08 5.0 Consumer Cyclical 45 CB 1 0.00 big-cap Long NaN 1.0 2.706408e+08 5.0 Financial Services 124 PSX 1 0.00 big-cap Long NaN 21.0 2.000953e+08 5.0 Energy 226 CVE 3 3.49 big-cap Long NaN 3.0 7.290082e+07 5.0 Energy 239 LW 2 -0.64 big-cap Long NaN 7.0 5.154224e+07 4.0 Consumer Defensive Mean Return: 1.425 Mean Day/Week: 5.0 Accuracy:0.5 *******************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 149 DLTR 5 0.53 big-cap Short NaN -28.0 4.324669e+08 -5.0 Consumer Defensive 195 DRI 3 -2.11 big-cap Short NaN -52.0 1.977840e+08 -3.0 Consumer Cyclical 61 PHG 1 0.00 big-cap Short NaN -27.0 2.193506e+07 -5.0 Healthcare Mean Return: -0.7899999999999999 Mean Day/Week: 4.5 Accuracy:0.5 *******************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 50 MRNA 5 8.51 big-cap Long NaN 5.0 1.802399e+09 36.0 Healthcare 30 GS 5 4.95 big-cap Long NaN 5.0 1.154135e+09 78.0 Financial Services 7 KO 4 0.63 big-cap Long NaN 4.0 9.570985e+08 49.0 Consumer Defensive 38 LRCX 1 0.00 big-cap Long NaN 5.0 6.989702e+08 57.0 Technology 33 VALE 1 0.00 big-cap Long NaN 1.0 5.804650e+08 43.0 Basic Materials 26 SCHW 5 2.90 big-cap Long NaN 5.0 5.792694e+08 78.0 Financial Services 14 HON 3 -1.62 big-cap Long NaN 3.0 4.962840e+08 60.0 Industrials 36 PLD 3 1.70 big-cap Long NaN 3.0 4.869549e+08 58.0 Real Estate 138 PXD 1 0.00 big-cap Long NaN 1.0 4.448685e+08 3.0 Energy 23 AMT 3 1.85 big-cap Long NaN 3.0 3.983751e+08 52.0 Real Estate 5 ASML 3 -0.88 big-cap Long NaN 3.0 3.937574e+08 61.0 Technology 29 AXP 3 0.46 big-cap Long NaN 3.0 3.920777e+08 78.0 Financial Services 37 BP 3 2.73 big-cap Long NaN 3.0 3.729674e+08 77.0 Energy 120 EOG 2 1.81 big-cap Long NaN 2.0 3.161966e+08 78.0 Energy 96 APTV 1 0.00 big-cap Long NaN 5.0 2.893655e+08 5.0 Consumer Cyclical 189 ULTA 1 0.00 big-cap Long NaN 4.0 2.859528e+08 6.0 Consumer Cyclical 40 CCI 3 1.77 big-cap Long NaN 3.0 2.799974e+08 58.0 Real Estate 115 SPG 5 4.50 big-cap Long NaN 5.0 2.759310e+08 78.0 Real Estate 45 CB 1 0.00 big-cap Long NaN 1.0 2.706408e+08 5.0 Financial Services 85 DLR 2 0.43 big-cap Long NaN 2.0 2.616146e+08 48.0 Real Estate 52 APD 3 0.52 big-cap Long NaN 3.0 2.610702e+08 53.0 Basic Materials 141 DFS 3 1.40 big-cap Long NaN 3.0 2.597349e+08 78.0 Financial Services 155 O 1 0.00 big-cap Long NaN 3.0 2.518042e+08 62.0 Real Estate 190 CFG 5 0.43 big-cap Long NaN 5.0 2.301177e+08 78.0 Financial Services 208 ALLY 3 -1.81 big-cap Long NaN 3.0 2.157146e+08 78.0 Financial Services 103 CARR 4 -0.40 big-cap Long NaN 4.0 1.934759e+08 59.0 Industrials 112 PRU 3 -0.26 big-cap Long NaN 3.0 1.925083e+08 78.0 Financial Services 65 EMR 3 0.41 big-cap Long NaN 3.0 1.863654e+08 78.0 Industrials 113 SBAC 4 3.76 big-cap Long NaN 4.0 1.841158e+08 52.0 Real Estate 86 TEL 3 -0.29 big-cap Long NaN 3.0 1.838668e+08 15.0 Technology 125 LYB 3 0.86 big-cap Long NaN 3.0 1.806060e+08 78.0 Basic Materials 151 EQR 5 3.65 big-cap Long NaN 5.0 1.796582e+08 78.0 Real Estate 97 A 4 -1.28 big-cap Long NaN 4.0 1.675631e+08 43.0 Healthcare 247 BWA 2 1.67 big-cap Long NaN 2.0 1.598419e+08 78.0 Consumer Cyclical 87 ROP 4 -0.65 big-cap Long NaN 4.0 1.581782e+08 44.0 Industrials 130 ADM 3 0.49 big-cap Long NaN 3.0 1.476218e+08 78.0 Consumer Defensive 156 MGA 3 -0.10 big-cap Long NaN 3.0 1.433866e+08 78.0 Consumer Cyclical 194 ESS 2 -0.11 big-cap Long NaN 2.0 1.375512e+08 78.0 Real Estate 137 WELL 1 0.00 big-cap Long NaN 2.0 1.261781e+08 78.0 Real Estate 109 AFL 5 0.76 big-cap Long NaN 5.0 1.248100e+08 78.0 Financial Services 150 ARE 2 0.83 big-cap Long NaN 2.0 1.220247e+08 44.0 Real Estate 202 DRE 3 2.16 big-cap Long NaN 3.0 1.136338e+08 59.0 Real Estate 181 CAG 2 -0.15 big-cap Long NaN 2.0 9.569464e+07 63.0 Consumer Defensive 237 UDR 3 0.65 big-cap Long NaN 3.0 9.474768e+07 78.0 Real Estate 142 FRC 5 1.28 big-cap Long NaN 5.0 9.466805e+07 78.0 Financial Services 171 VTR 1 0.00 big-cap Long NaN 3.0 9.385485e+07 8.0 Real Estate 199 EXR 1 0.00 big-cap Long NaN 1.0 9.328449e+07 78.0 Real Estate 249 MOS 1 0.00 big-cap Long NaN 1.0 9.164326e+07 78.0 Basic Materials 173 ALB 5 -0.18 big-cap Long NaN 5.0 9.040584e+07 30.0 Basic Materials 176 XYL 4 0.33 big-cap Long NaN 4.0 8.833464e+07 48.0 Industrials 197 MAA 2 -1.19 big-cap Long NaN 2.0 8.680613e+07 78.0 Real Estate 242 TAP 2 -0.50 big-cap Long NaN 2.0 8.390221e+07 48.0 Consumer Defensive 74 EPD 2 -0.37 big-cap Long NaN 2.0 8.360439e+07 67.0 Energy 243 MTN 5 0.46 big-cap Long NaN 5.0 7.922216e+07 78.0 Consumer Cyclical 226 CVE 3 3.49 big-cap Long NaN 3.0 7.290082e+07 5.0 Energy 187 SUI 3 0.69 big-cap Long NaN 3.0 7.103037e+07 58.0 Real Estate 47 BNS 5 0.69 big-cap Long NaN 5.0 6.447298e+07 78.0 Financial Services 133 CNQ 5 7.54 big-cap Long NaN 5.0 6.314617e+07 78.0 Energy 183 NVCR 3 1.22 big-cap Long NaN 3.0 6.026467e+07 37.0 Healthcare 88 TRP 2 -0.08 big-cap Long NaN 2.0 5.992895e+07 65.0 Energy 229 WPC 3 1.01 big-cap Long NaN 3.0 5.840031e+07 49.0 Real Estate 201 HEI 3 0.94 big-cap Long NaN 3.0 4.811797e+07 40.0 Industrials 99 ING 5 0.66 big-cap Long NaN 5.0 4.411975e+07 77.0 Financial Services 203 LDOS 2 -0.15 big-cap Long NaN 2.0 4.014360e+07 25.0 Technology 250 WLK 2 0.74 big-cap Long NaN 2.0 3.574823e+07 63.0 Basic Materials 73 HMC 2 2.32 big-cap Long NaN 4.0 3.530798e+07 63.0 Consumer Cyclical 207 AGR 2 0.34 big-cap Long NaN 2.0 3.439017e+07 63.0 Utilities 49 ABB 2 -0.43 big-cap Long NaN 2.0 2.791140e+07 63.0 Industrials 144 FMX 2 -0.97 big-cap Long NaN 2.0 2.102455e+07 57.0 Consumer Defensive 191 SKM 3 -1.25 big-cap Long NaN 3.0 1.089618e+07 48.0 Communication Services 98 E 1 0.00 big-cap Long NaN 1.0 6.134608e+06 78.0 Energy 116 CHT 3 -0.60 big-cap Long NaN 3.0 4.296455e+06 37.0 Communication Services 184 BPYPP 5 0.53 big-cap Long NaN 5.0 2.728489e+05 15.0 Real Estate Mean Return: 0.9639344262295083 Mean Day/Week: 3.4918032786885247 Accuracy:0.6557377049180327 *******************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 95 LVS 1 0.00 big-cap Short NaN -1.0 3.478218e+08 -22.0 Consumer Cyclical 104 Z 1 0.00 big-cap Short NaN -1.0 3.005916e+08 -54.0 Communication Services 251 PLAN 4 -4.17 big-cap Short NaN -4.0 7.552025e+07 -69.0 Technology Mean Return: -4.17 Mean Day/Week: 6.0 Accuracy:1.0 *******************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 4 NVDA 7 8.29 big-cap Long NaN 7.0 9.620615e+09 41.0 Technology 1 FB 7 -0.51 big-cap Long NaN 7.0 4.054925e+09 59.0 Communication Services 18 C 16 7.11 big-cap Long NaN 18.0 1.755002e+09 78.0 Financial Services 3 JPM 14 1.35 big-cap Long NaN 19.0 1.680444e+09 78.0 Financial Services 2 WMT 12 -0.21 big-cap Long NaN 52.0 6.946361e+08 15.0 Consumer Defensive 24 INTU 12 7.78 big-cap Long NaN 12.0 6.692690e+08 17.0 Technology 11 PEP 15 0.91 big-cap Long NaN 60.0 6.581157e+08 48.0 Consumer Defensive 12 TMUS 6 1.91 big-cap Long NaN 62.0 6.395732e+08 44.0 Communication Services 32 TGT 10 3.29 big-cap Long NaN 10.0 6.279488e+08 53.0 Consumer Defensive 17 MS 20 7.41 big-cap Long NaN 24.0 6.055705e+08 78.0 Financial Services 44 PBR 14 15.86 big-cap Long NaN 49.0 5.490882e+08 18.0 Energy 126 NOK 14 11.48 big-cap Long NaN 39.0 5.442417e+08 25.0 Technology 41 EQIX 15 8.77 big-cap Long NaN 54.0 5.360861e+08 35.0 Real Estate 127 MPC 20 7.29 big-cap Long NaN 22.0 4.497414e+08 78.0 Energy 70 COF 26 14.66 big-cap Long NaN 26.0 4.179484e+08 78.0 Financial Services 25 RTX 15 6.37 big-cap Long NaN 28.0 3.615771e+08 78.0 Industrials 22 BLK 8 1.00 big-cap Long NaN 8.0 3.383114e+08 48.0 Financial Services 163 SYF 24 13.38 big-cap Long NaN 24.0 3.350683e+08 78.0 unknown 132 BNTX 19 17.35 big-cap Long NaN 44.0 3.278812e+08 46.0 Healthcare 15 AZN 29 7.51 big-cap Long NaN 60.0 3.083486e+08 35.0 Healthcare 146 CERN 18 3.79 big-cap Long NaN 53.0 3.022725e+08 25.0 Healthcare 238 DVN 16 21.15 big-cap Long NaN 21.0 2.993148e+08 29.0 Energy 121 MSI 18 4.76 big-cap Long NaN 18.0 2.649906e+08 78.0 Technology 66 BX 8 1.21 big-cap Long NaN 8.0 2.629920e+08 78.0 Financial Services 35 MDLZ 26 4.64 big-cap Long NaN 61.0 2.628253e+08 55.0 Consumer Defensive 139 WMB 23 11.07 big-cap Long NaN 23.0 2.490692e+08 78.0 Energy 100 CNC 11 2.19 big-cap Long NaN 20.0 2.358643e+08 25.0 Healthcare 80 EA 6 -1.26 big-cap Long NaN 6.0 2.236078e+08 20.0 Communication Services 107 AIG 23 9.03 big-cap Long NaN 23.0 2.157620e+08 78.0 Financial Services 148 ANET 15 8.04 big-cap Long NaN 48.0 2.153610e+08 41.0 Technology 182 RF 6 0.53 big-cap Long NaN 22.0 2.135545e+08 78.0 Financial Services 59 DD 21 5.93 big-cap Long NaN 22.0 2.101121e+08 35.0 Basic Materials 205 CZR 7 2.35 big-cap Long NaN 7.0 2.072019e+08 78.0 Consumer Cyclical 62 EW 8 -1.11 big-cap Long NaN 8.0 2.034934e+08 39.0 Healthcare 64 ITUB 18 14.61 big-cap Long NaN 57.0 1.769694e+08 30.0 Financial Services 180 HES 23 13.49 big-cap Long NaN 23.0 1.715195e+08 78.0 Energy 110 KMI 25 8.40 big-cap Long NaN 25.0 1.694310e+08 78.0 Energy 152 AVB 14 7.44 big-cap Long NaN 14.0 1.684948e+08 78.0 Real Estate 165 IP 29 13.31 big-cap Long NaN 70.0 1.573017e+08 67.0 Consumer Cyclical 19 RY 25 8.07 big-cap Long NaN 25.0 1.378958e+08 78.0 Financial Services 200 EXPD 21 9.55 big-cap Long NaN 21.0 1.368858e+08 63.0 Industrials 83 IDXX 7 -0.87 big-cap Long NaN 7.0 1.315652e+08 15.0 Healthcare 248 CPT 8 3.60 big-cap Long NaN 8.0 1.302431e+08 78.0 Real Estate 233 CNP 14 2.16 big-cap Long NaN 14.0 1.273853e+08 58.0 Utilities 117 HSY 25 6.63 big-cap Long NaN 25.0 1.257959e+08 60.0 Consumer Defensive 147 YUMC 13 6.87 big-cap Long NaN 26.0 1.233487e+08 15.0 Consumer Cyclical 67 BMO 26 12.12 big-cap Long NaN 26.0 1.217443e+08 78.0 Financial Services 231 NLY 12 1.95 big-cap Long NaN 12.0 1.202416e+08 58.0 Real Estate 128 NTR 16 4.62 big-cap Long NaN 22.0 1.189797e+08 22.0 Basic Materials 223 NLOK 16 11.59 big-cap Long NaN 16.0 1.184947e+08 45.0 Technology 68 STLA 13 10.33 big-cap Long NaN 13.0 1.110743e+08 21.0 unknown 216 IT 33 20.54 big-cap Long NaN 33.0 1.082639e+08 78.0 Technology 213 BXP 11 9.41 big-cap Long NaN 11.0 1.070016e+08 71.0 Real Estate 55 BAM 13 2.81 big-cap Long NaN 13.0 1.013040e+08 67.0 Financial Services 166 WPM 20 8.97 big-cap Long NaN 57.0 9.524730e+07 35.0 Basic Materials 212 ELAN 14 0.60 big-cap Long NaN 31.0 9.380434e+07 19.0 Healthcare 179 INVH 15 5.95 big-cap Long NaN 57.0 9.363492e+07 60.0 Real Estate 170 AKAM 20 3.94 big-cap Long NaN 53.0 9.271684e+07 21.0 Technology 240 HWM 11 3.74 big-cap Long NaN 11.0 9.187002e+07 78.0 Industrials 225 OSH 9 -5.89 big-cap Long NaN 9.0 9.062349e+07 34.0 Healthcare 108 PAYX 9 1.11 big-cap Long NaN 9.0 9.007724e+07 61.0 Industrials 27 DEO 16 4.43 big-cap Long NaN 43.0 8.800227e+07 66.0 Consumer Defensive 10 TM 13 12.57 big-cap Long NaN 13.0 8.548375e+07 16.0 Consumer Cyclical 241 UHS 40 15.30 big-cap Long NaN 62.0 8.267519e+07 44.0 Healthcare 90 BBD 6 9.48 big-cap Long NaN 23.0 7.949829e+07 21.0 Financial Services 236 ELS 9 3.22 big-cap Long NaN 9.0 7.898240e+07 58.0 Real Estate 188 LNG 25 12.60 big-cap Long NaN 25.0 7.496219e+07 78.0 Energy 77 CP 11 3.31 big-cap Long NaN 21.0 7.069766e+07 48.0 Industrials 16 BUD 33 11.73 big-cap Long NaN 58.0 6.852377e+07 39.0 Consumer Defensive 192 BPY 11 1.79 big-cap Long NaN 11.0 5.635806e+07 78.0 Real Estate 92 BCE 44 9.59 big-cap Long NaN 65.0 5.404003e+07 63.0 Communication Services 93 CM 26 15.21 big-cap Long NaN 26.0 5.347885e+07 78.0 Financial Services 56 IBN 8 0.42 big-cap Long NaN 26.0 4.902303e+07 13.0 Financial Services 72 ABEV 20 19.90 big-cap Long NaN 20.0 4.836319e+07 36.0 Consumer Defensive 160 CCEP 37 12.35 big-cap Long NaN 37.0 4.738059e+07 78.0 Consumer Defensive 235 BAH 8 -0.59 big-cap Long NaN 8.0 4.268082e+07 27.0 Industrials 234 WTRG 8 -0.71 big-cap Long NaN 8.0 4.066734e+07 38.0 Utilities 162 DB 16 9.49 big-cap Long NaN 25.0 3.685197e+07 29.0 Financial Services 84 TRI 6 1.15 big-cap Long NaN 6.0 3.496387e+07 71.0 Industrials 78 AMX 19 2.88 big-cap Long NaN 19.0 2.420840e+07 40.0 Communication Services 105 LYG 25 9.34 big-cap Long NaN 25.0 2.373143e+07 78.0 Financial Services 106 WIT 12 7.33 big-cap Long NaN 33.0 2.308117e+07 35.0 Technology 209 IMO 25 21.19 big-cap Long NaN 25.0 2.286418e+07 78.0 Energy 134 TU 18 4.97 big-cap Long NaN 26.0 2.101810e+07 21.0 Communication Services 102 CRH 20 4.06 big-cap Long NaN 20.0 2.093063e+07 49.0 Basic Materials 63 SAN 16 8.43 big-cap Long NaN 26.0 1.308622e+07 78.0 Financial Services 135 GMAB 13 6.30 big-cap Long NaN 43.0 1.155643e+07 21.0 Healthcare 145 NWG 9 3.82 big-cap Long NaN 9.0 9.571462e+06 78.0 Financial Services 118 BBVA 19 8.18 big-cap Long NaN 25.0 8.380045e+06 28.0 Financial Services 206 SHG 6 2.69 big-cap Long NaN 6.0 5.190727e+06 63.0 Financial Services 131 BSBR 15 15.44 big-cap Long NaN 35.0 5.036344e+06 21.0 Financial Services 228 NTCO 15 11.79 big-cap Long NaN 40.0 3.018046e+06 21.0 Consumer Defensive 53 WBK 6 0.25 big-cap Long NaN 6.0 2.356122e+06 78.0 Financial Services 220 KEP 8 4.09 big-cap Long NaN 8.0 9.675309e+05 8.0 Utilities 75 AMOV 18 2.73 big-cap Long NaN 19.0 9.747712e+04 32.0 Communication Services 89 BBDO 10 9.38 big-cap Long NaN 21.0 5.527360e+04 26.0 Financial Services 185 VAR 15 0.27 big-cap Long NaN 15.0 0.000000e+00 44.0 Healthcare Mean Return: 6.832474226804123 Mean Day/Week: 16.237113402061855 Accuracy:0.9175257731958762 *******************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 71 TAL 20 -44.86 big-cap Short NaN -20.0 1.024577e+09 -60.0 Consumer Defensive 123 EDU 18 -36.75 big-cap Short NaN -18.0 8.970766e+08 -57.0 Consumer Defensive 136 CLX 7 0.05 big-cap Short NaN -26.0 2.220482e+08 -17.0 Consumer Defensive 169 DISCA 13 -6.55 big-cap Short NaN -49.0 2.100142e+08 -43.0 Communication Services 159 WISH 15 6.24 big-cap Short NaN -15.0 1.631235e+08 -116.0 Consumer Cyclical 227 CHGG 23 -11.21 big-cap Short NaN -23.0 1.385301e+08 -65.0 Consumer Defensive 210 MASI 6 -3.10 big-cap Short NaN -22.0 1.382295e+08 -72.0 Healthcare 167 KMX 11 -1.75 big-cap Short NaN -20.0 9.112505e+07 -17.0 Consumer Cyclical 158 HOLX 25 -8.13 big-cap Short NaN -26.0 9.092648e+07 -32.0 Healthcare 217 SQM 11 6.24 big-cap Short NaN -16.0 6.297239e+07 -13.0 Basic Materials 211 ATHM 11 -10.77 big-cap Short NaN -11.0 4.361621e+07 -62.0 Communication Services 245 DNB 11 -1.28 big-cap Short NaN -19.0 2.791914e+07 -21.0 Technology 222 ERIE 24 -8.11 big-cap Short NaN -24.0 1.081630e+07 -64.0 Financial Services 230 ENIA 24 -2.38 big-cap Short NaN -35.0 8.604898e+06 -31.0 Utilities 198 SUZ 12 -8.99 big-cap Short NaN -16.0 1.981815e+06 -30.0 Basic Materials Mean Return: -8.756666666666666 Mean Day/Week: 15.4 Accuracy:0.8 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 4 Communication Services 3 Consumer Cyclical 8 Consumer Defensive 3 Energy 9 Financial Services 7 Healthcare 8 Industrials 5 Real Estate 18 Technology 6 Utilities 4 unknown 4 **************************************** small_industry_downtrending_count tickers industry Communication Services 3 Consumer Cyclical 7 Consumer Defensive 1 Energy 1 Financial Services 2 Healthcare 9 Industrials 5 Technology 4 Utilities 1 unknown 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 268 FANG 2 0.09 small-cap Long NaN 2.0 1.704476e+08 5.0 Energy 359 BOKFL 2 -0.08 small-cap Long NaN 4.0 2.553367e+05 5.0 unknown Mean Return: 0.0049999999999999975 Mean Day/Week: 2.0 Accuracy:0.5 *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_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 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 272 NKLA 1 0.00 small-cap Long NaN 27.0 3.531136e+08 5.0 Consumer Cyclical 268 FANG 2 0.09 small-cap Long NaN 2.0 1.704476e+08 5.0 Energy 359 BOKFL 2 -0.08 small-cap Long NaN 4.0 2.553367e+05 5.0 unknown Mean Return: 0.0049999999999999975 Mean Day/Week: 2.5 Accuracy:0.5 *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_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 2.5 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 279 CIEN 1 0.00 small-cap Long NaN 4.0 3.362537e+08 10.0 Technology 339 MRO 3 0.30 small-cap Long NaN 5.0 2.660042e+08 9.0 Energy 268 FANG 2 0.09 small-cap Long NaN 2.0 1.704476e+08 5.0 Energy 333 DKS 5 -3.06 small-cap Long NaN 5.0 1.681758e+08 78.0 Consumer Cyclical 254 IPG 3 0.06 small-cap Long NaN 3.0 1.464158e+08 78.0 Communication Services 343 APA 2 -1.11 small-cap Long NaN 3.0 1.386202e+08 6.0 Energy 284 AFG 5 4.00 small-cap Long NaN 5.0 1.166597e+08 78.0 Financial Services 261 LEA 3 2.17 small-cap Long NaN 3.0 9.563543e+07 78.0 Consumer Cyclical 317 FRT 2 -0.40 small-cap Long NaN 2.0 9.491576e+07 78.0 Real Estate 351 FR 3 1.42 small-cap Long NaN 3.0 8.190074e+07 78.0 Real Estate 266 CF 3 -0.30 small-cap Long NaN 3.0 7.249980e+07 78.0 Basic Materials 271 PNR 5 0.27 small-cap Long NaN 5.0 7.131600e+07 78.0 Industrials 336 BRKS 3 -2.28 small-cap Long NaN 3.0 6.454736e+07 46.0 Technology 304 KIM 1 0.00 small-cap Long NaN 1.0 6.339531e+07 78.0 Real Estate 264 MRVI 1 0.00 small-cap Long NaN 1.0 5.718301e+07 74.0 Healthcare 285 REG 1 0.00 small-cap Long NaN 1.0 5.673732e+07 78.0 Real Estate 297 VNO 2 -1.01 small-cap Long NaN 3.0 5.526818e+07 6.0 Real Estate 307 CUBE 3 1.50 small-cap Long NaN 3.0 4.061461e+07 78.0 Real Estate 298 ARCC 1 0.00 small-cap Long NaN 1.0 3.829392e+07 15.0 Financial Services 325 OMF 3 -0.70 small-cap Long NaN 4.0 3.724032e+07 49.0 Financial Services 294 UGI 1 0.00 small-cap Long NaN 1.0 3.707172e+07 78.0 Utilities 361 BRX 2 -0.80 small-cap Long NaN 2.0 3.502892e+07 78.0 Real Estate 345 EGP 3 2.28 small-cap Long NaN 3.0 3.302763e+07 60.0 Real Estate 259 GLPI 2 -0.67 small-cap Long NaN 2.0 3.013357e+07 46.0 Real Estate 326 JBL 4 0.34 small-cap Long NaN 4.0 2.849626e+07 63.0 Technology 286 ACI 1 0.00 small-cap Long NaN 1.0 2.167307e+07 43.0 Consumer Defensive 258 MGP 4 -0.31 small-cap Long NaN 4.0 2.163287e+07 78.0 Real Estate 363 ORCC 1 0.00 small-cap Long NaN 2.0 1.872310e+07 14.0 Financial Services 301 CHNG 4 0.85 small-cap Long NaN 4.0 1.704553e+07 14.0 Healthcare 352 HNP 2 -0.27 small-cap Long NaN 2.0 6.480212e+05 33.0 Utilities 359 BOKFL 2 -0.08 small-cap Long NaN 4.0 2.553367e+05 5.0 unknown 337 WF 2 -0.26 small-cap Long NaN 2.0 1.850740e+05 59.0 Financial Services Mean Return: 0.0845833333333333 Mean Day/Week: 3.3333333333333335 Accuracy:0.4583333333333333 *******************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 296 COG 5 2.60 small-cap Short NaN -5.0 1.982495e+08 -40.0 Energy 269 AZPN 3 0.55 small-cap Short NaN -3.0 4.953860e+07 -25.0 Technology 256 RARE 3 -5.54 small-cap Short NaN -3.0 2.556540e+07 -72.0 Healthcare 303 ALLK 1 0.00 small-cap Short NaN -1.0 2.100578e+07 -72.0 Healthcare 350 BPMC 3 -3.46 small-cap Short NaN -3.0 1.607341e+07 -24.0 Healthcare Mean Return: -1.4625 Mean Day/Week: 3.75 Accuracy:0.5 *******************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 288 VER 8 3.70 small-cap Long NaN 44.0 1.180799e+08 71.0 Real Estate 355 LESL 7 3.69 small-cap Long NaN 7.0 9.501199e+07 30.0 Consumer Cyclical 278 AGNC 14 2.94 small-cap Long NaN 57.0 9.429903e+07 62.0 Real Estate 257 IRM 19 10.03 small-cap Long NaN 19.0 8.888242e+07 78.0 Real Estate 320 DXC 29 24.29 small-cap Long NaN 46.0 8.796567e+07 49.0 Technology 273 KGC 14 2.10 small-cap Long NaN 58.0 7.739968e+07 42.0 Basic Materials 332 OGE 6 -0.34 small-cap Long NaN 6.0 7.657838e+07 49.0 Utilities 342 CCJ 19 5.10 small-cap Long NaN 21.0 7.079298e+07 78.0 Energy 358 QRTEA 10 3.93 small-cap Long NaN 19.0 6.640286e+07 19.0 Consumer Cyclical 267 CONE 10 2.69 small-cap Long NaN 10.0 6.551589e+07 38.0 Real Estate 302 CLR 17 15.72 small-cap Long NaN 21.0 6.514724e+07 28.0 Energy 324 TRGP 6 8.49 small-cap Long NaN 28.0 6.010648e+07 78.0 Energy 316 VRT 13 8.44 small-cap Long NaN 13.0 5.424463e+07 44.0 Industrials 253 MMP 10 5.01 small-cap Long NaN 41.0 5.409910e+07 43.0 Energy 315 SEE 6 2.67 small-cap Long NaN 62.0 4.775655e+07 62.0 Consumer Cyclical 354 THC 6 4.44 small-cap Long NaN 28.0 4.682187e+07 78.0 Healthcare 331 LSI 15 7.21 small-cap Long NaN 43.0 4.570221e+07 78.0 Real Estate 346 CHH 15 3.05 small-cap Long NaN 19.0 4.546905e+07 50.0 Consumer Cyclical 300 ADT 11 8.78 small-cap Long NaN 11.0 4.497082e+07 38.0 Industrials 287 ALV 8 4.81 small-cap Long NaN 8.0 4.416621e+07 46.0 Consumer Cyclical 328 AIRC 8 5.00 small-cap Long NaN 8.0 4.209456e+07 20.0 Real Estate 291 MBT 12 -0.95 small-cap Long NaN 34.0 4.118538e+07 20.0 Communication Services 338 PRGO 17 6.76 small-cap Long NaN 35.0 4.083492e+07 20.0 Healthcare 330 HLF 6 3.07 small-cap Long NaN 36.0 3.576169e+07 15.0 Consumer Defensive 318 TFII 27 16.83 small-cap Long NaN 27.0 3.149636e+07 78.0 Industrials 299 MANH 6 -0.81 small-cap Long NaN 6.0 3.111078e+07 27.0 Technology 341 JHG 31 17.02 small-cap Long NaN 59.0 3.084080e+07 43.0 Financial Services 306 SC 43 33.20 small-cap Long NaN 43.0 2.827677e+07 78.0 Financial Services 335 PAA 18 13.93 small-cap Long NaN 26.0 2.505662e+07 29.0 Energy 276 PHYS 18 2.54 small-cap Long NaN 43.0 2.480052e+07 23.0 unknown 340 ACC 7 3.66 small-cap Long NaN 49.0 2.448239e+07 35.0 Real Estate 348 MPLN 12 6.18 small-cap Long NaN 39.0 1.875263e+07 15.0 Healthcare 347 PSXP 20 16.36 small-cap Long NaN 70.0 1.720486e+07 65.0 Energy 334 MSA 7 1.21 small-cap Long NaN 31.0 1.140413e+07 20.0 Industrials 356 KT 17 11.45 small-cap Long NaN 17.0 9.405735e+06 78.0 Communication Services 270 EBR 15 16.33 small-cap Long NaN 71.0 2.940059e+06 45.0 Utilities 308 ICL 8 4.52 small-cap Long NaN 8.0 6.518935e+05 78.0 Basic Materials 311 JSM 7 3.15 small-cap Long NaN 7.0 5.441442e+05 42.0 unknown 262 WTRU 8 -0.76 small-cap Long NaN 8.0 2.629810e+05 20.0 unknown Mean Return: 7.3189743589743586 Mean Day/Week: 13.58974358974359 Accuracy:0.8974358974358975 *******************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 292 YY 26 -29.16 small-cap Short NaN -63.0 1.113891e+08 -48.0 Communication Services 344 JWN 6 0.46 small-cap Short NaN -8.0 9.954161e+07 -10.0 Consumer Cyclical 289 RNR 11 -5.54 small-cap Short NaN -23.0 8.331445e+07 -18.0 Financial Services 321 IOVA 17 -29.76 small-cap Short NaN -17.0 5.560549e+07 -72.0 Healthcare 357 VNET 26 -34.10 small-cap Short NaN -76.0 4.719704e+07 -64.0 Technology 309 RCM 6 -7.43 small-cap Short NaN -21.0 4.716144e+07 -23.0 Healthcare 275 ARMK 11 -2.34 small-cap Short NaN -51.0 3.495190e+07 -24.0 Consumer Cyclical 295 MLCO 19 -6.68 small-cap Short NaN -50.0 3.442852e+07 -25.0 Consumer Cyclical 313 TGTX 23 -22.00 small-cap Short NaN -50.0 2.972599e+07 -58.0 Healthcare 312 TTEK 17 -3.58 small-cap Short NaN -33.0 2.641265e+07 -28.0 Industrials 314 KOD 20 -24.64 small-cap Short NaN -20.0 1.683252e+07 -75.0 Healthcare 360 ENIC 25 -10.97 small-cap Short NaN -27.0 2.032726e+06 -75.0 Utilities Mean Return: -14.644999999999998 Mean Day/Week: 17.25 Accuracy:0.9166666666666666 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 25 Communication Services 7 Consumer Cyclical 26 Consumer Defensive 18 Energy 36 Financial Services 57 Healthcare 25 Industrials 27 Real Estate 38 Technology 23 Utilities 3 unknown 2 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 2 Communication Services 6 Consumer Cyclical 13 Consumer Defensive 7 Financial Services 10 Healthcare 46 Industrials 14 Real Estate 5 Technology 17 unknown 2 *******************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 688 SKT 2 -5.23 penny-cap Long NaN 3.0 4.443163e+07 4.0 Real Estate 415 JBGS 1 0.00 penny-cap Long NaN 4.0 2.426364e+07 4.0 Real Estate 632 CPG 2 -1.05 penny-cap Long NaN 2.0 1.368927e+07 3.0 Energy 666 KAMN 2 0.33 penny-cap Long NaN 4.0 7.280059e+06 5.0 Industrials Mean Return: -1.9833333333333334 Mean Day/Week: 2.3333333333333335 Accuracy:0.3333333333333333 *******************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 549 CTRE 1 0.0 penny-cap Short NaN -1.0 1.324845e+07 -2.0 Real Estate Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 371 FTI 2 4.25 penny-cap Long NaN 23.0 1.348646e+08 5.0 Energy 765 AXL 1 0.00 penny-cap Long NaN 19.0 4.658554e+07 5.0 Consumer Cyclical 688 SKT 2 -5.23 penny-cap Long NaN 3.0 4.443163e+07 4.0 Real Estate 415 JBGS 1 0.00 penny-cap Long NaN 4.0 2.426364e+07 4.0 Real Estate 632 CPG 2 -1.05 penny-cap Long NaN 2.0 1.368927e+07 3.0 Energy 718 SCWX 1 0.00 penny-cap Long NaN 13.0 7.437143e+06 3.0 Technology 666 KAMN 2 0.33 penny-cap Long NaN 4.0 7.280059e+06 5.0 Industrials Mean Return: -0.42500000000000004 Mean Day/Week: 2.75 Accuracy:0.5 *******************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 549 CTRE 1 0.00 penny-cap Short NaN -1.0 1.324845e+07 -2.0 Real Estate 638 EVH 2 -1.73 penny-cap Short NaN -20.0 7.722323e+06 -4.0 Healthcare Mean Return: -1.73 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 402 OVV 2 3.44 penny-cap Long NaN 4.0 8.307119e+07 6.0 Energy 769 SM 5 18.49 penny-cap Long NaN 5.0 7.696156e+07 78.0 Energy 525 RVLV 2 -1.10 penny-cap Long NaN 5.0 7.031025e+07 15.0 Consumer Cyclical 524 GT 2 1.14 penny-cap Long NaN 2.0 5.664401e+07 78.0 Consumer Cyclical 582 ASO 4 0.65 penny-cap Long NaN 4.0 5.606819e+07 78.0 Consumer Cyclical 373 CUZ 4 3.48 penny-cap Long NaN 4.0 5.421870e+07 67.0 Real Estate 650 UNFI 2 -5.08 penny-cap Long NaN 2.0 5.244703e+07 78.0 Consumer Defensive 377 FLO 1 0.00 penny-cap Long NaN 1.0 5.013059e+07 63.0 Consumer Defensive 490 EPR 1 0.00 penny-cap Long NaN 3.0 4.590332e+07 10.0 Real Estate 688 SKT 2 -5.23 penny-cap Long NaN 3.0 4.443163e+07 4.0 Real Estate 468 ADNT 3 0.98 penny-cap Long NaN 3.0 4.152009e+07 63.0 Consumer Cyclical 413 ADC 2 -0.95 penny-cap Long NaN 2.0 4.055376e+07 59.0 Real Estate 374 UNM 4 2.12 penny-cap Long NaN 4.0 4.045565e+07 78.0 Financial Services 484 LXP 3 -1.43 penny-cap Long NaN 3.0 3.767005e+07 63.0 Real Estate 773 CDMO 1 0.00 penny-cap Long NaN 1.0 3.448676e+07 78.0 Healthcare 520 NSA 3 1.69 penny-cap Long NaN 3.0 3.309731e+07 78.0 Real Estate 410 OLN 5 1.11 penny-cap Long NaN 5.0 3.244947e+07 78.0 Basic Materials 555 EPRT 2 2.04 penny-cap Long NaN 2.0 3.151435e+07 78.0 Real Estate 387 SRC 3 0.62 penny-cap Long NaN 3.0 2.876254e+07 78.0 Real Estate 454 LCII 2 -0.83 penny-cap Long NaN 5.0 2.814411e+07 9.0 Consumer Cyclical 538 PSEC 1 0.00 penny-cap Long NaN 3.0 2.750127e+07 78.0 Financial Services 397 NAV 3 0.09 penny-cap Long NaN 3.0 2.655100e+07 44.0 Industrials 415 JBGS 1 0.00 penny-cap Long NaN 4.0 2.426364e+07 4.0 Real Estate 590 WBT 3 -0.56 penny-cap Long NaN 3.0 2.333413e+07 78.0 Industrials 427 NVT 3 -0.69 penny-cap Long NaN 3.0 2.233923e+07 78.0 Industrials 757 MDP 1 0.00 penny-cap Long NaN 1.0 2.128594e+07 78.0 Communication Services 588 PDM 3 1.98 penny-cap Long NaN 3.0 2.025169e+07 15.0 Real Estate 489 DAN 1 0.00 penny-cap Long NaN 1.0 2.017129e+07 78.0 Consumer Cyclical 398 LAZ 3 -1.52 penny-cap Long NaN 3.0 2.014604e+07 44.0 Financial Services 580 RPAI 3 -0.05 penny-cap Long NaN 3.0 1.995014e+07 15.0 Real Estate 553 MGY 3 3.54 penny-cap Long NaN 5.0 1.909424e+07 6.0 Energy 470 SUN 1 0.00 penny-cap Long NaN 1.0 1.767881e+07 50.0 Energy 693 BGCP 2 -0.16 penny-cap Long NaN 2.0 1.760388e+07 78.0 Financial Services 534 TROX 3 -2.67 penny-cap Long NaN 3.0 1.706114e+07 49.0 Basic Materials 492 APLE 3 -2.21 penny-cap Long NaN 3.0 1.663611e+07 78.0 Real Estate 617 AAT 4 4.36 penny-cap Long NaN 5.0 1.408910e+07 72.0 Real Estate 445 AB 4 0.80 penny-cap Long NaN 4.0 1.408447e+07 78.0 Financial Services 589 CALX 1 0.00 penny-cap Long NaN 3.0 1.388821e+07 14.0 Technology 685 KRG 2 -0.14 penny-cap Long NaN 2.0 1.377573e+07 78.0 Real Estate 632 CPG 2 -1.05 penny-cap Long NaN 2.0 1.368927e+07 3.0 Energy 376 LANC 1 0.00 penny-cap Long NaN 1.0 1.337013e+07 35.0 Consumer Defensive 736 CVM 2 -0.78 penny-cap Long NaN 2.0 1.155000e+07 19.0 Healthcare 488 FSKR 3 0.46 penny-cap Long NaN 3.0 1.133105e+07 78.0 Financial Services 504 IBTX 2 0.87 penny-cap Long NaN 4.0 1.049645e+07 9.0 Financial Services 407 GTES 3 0.01 penny-cap Long NaN 3.0 9.112794e+06 78.0 Industrials 653 USA 1 0.00 penny-cap Long NaN 2.0 9.022038e+06 63.0 Financial Services 631 ARI 1 0.00 penny-cap Long NaN 1.0 8.891168e+06 78.0 Real Estate 438 BCPC 3 -0.93 penny-cap Long NaN 3.0 8.712131e+06 72.0 Basic Materials 627 UE 2 -1.44 penny-cap Long NaN 2.0 8.234778e+06 78.0 Real Estate 495 ESRT 3 -1.05 penny-cap Long NaN 3.0 7.749552e+06 78.0 Real Estate 764 NESR 1 0.00 penny-cap Long NaN 1.0 7.624245e+06 21.0 Energy 756 CMRE 2 -0.36 penny-cap Long NaN 2.0 7.453202e+06 78.0 Industrials 539 BRC 5 0.44 penny-cap Long NaN 5.0 7.293116e+06 10.0 Industrials 666 KAMN 2 0.33 penny-cap Long NaN 4.0 7.280059e+06 5.0 Industrials 540 HCSG 2 0.10 penny-cap Long NaN 2.0 7.200501e+06 19.0 Healthcare 658 GNL 4 1.84 penny-cap Long NaN 4.0 7.029177e+06 15.0 Real Estate 560 AFYA 4 7.33 penny-cap Long NaN 4.0 6.950481e+06 19.0 Consumer Defensive 434 CIGI 1 0.00 penny-cap Long NaN 1.0 6.729154e+06 78.0 Real Estate 636 BDJ 4 0.29 penny-cap Long NaN 4.0 6.603129e+06 78.0 Financial Services 723 CLI 2 -1.12 penny-cap Long NaN 2.0 6.385404e+06 78.0 Real Estate 618 RQI 3 1.67 penny-cap Long NaN 3.0 6.368868e+06 78.0 Financial Services 696 IRT 3 1.50 penny-cap Long NaN 3.0 6.159103e+06 78.0 Real Estate 646 NPO 3 0.55 penny-cap Long NaN 3.0 5.988288e+06 78.0 Industrials 709 NRK 2 0.21 penny-cap Long NaN 2.0 5.829460e+06 40.0 Financial Services 577 IPAR 2 0.35 penny-cap Long NaN 4.0 5.533991e+06 15.0 Consumer Defensive 681 EGBN 2 0.85 penny-cap Long NaN 3.0 5.442192e+06 78.0 Financial Services 648 ROAD 4 3.05 penny-cap Long NaN 5.0 4.915227e+06 34.0 Industrials 532 GBDC 4 1.39 penny-cap Long NaN 4.0 4.830013e+06 15.0 Financial Services 767 NXRT 5 3.38 penny-cap Long NaN 5.0 4.505368e+06 62.0 Real Estate 748 CNDT 5 -0.96 penny-cap Long NaN 5.0 4.114487e+06 78.0 Technology 707 NMZ 2 0.20 penny-cap Long NaN 2.0 3.538006e+06 41.0 Financial Services 734 NMFC 2 -0.37 penny-cap Long NaN 2.0 3.357705e+06 15.0 Financial Services 720 GTY 2 0.53 penny-cap Long NaN 2.0 3.244094e+06 63.0 Real Estate 545 NZF 4 0.59 penny-cap Long NaN 4.0 2.562733e+06 41.0 Financial Services 745 CHY 3 -0.88 penny-cap Long NaN 3.0 2.486833e+06 42.0 Financial Services 614 DSL 3 -0.22 penny-cap Long NaN 3.0 2.463231e+06 78.0 Financial Services 772 SRCE 1 0.00 penny-cap Long NaN 3.0 2.167264e+06 6.0 Financial Services 743 TGP 3 1.14 penny-cap Long NaN 3.0 1.885339e+06 78.0 Energy 742 RNP 4 2.54 penny-cap Long NaN 4.0 1.871366e+06 78.0 Financial Services 388 BHFAP 1 0.00 penny-cap Long NaN 4.0 9.394647e+05 10.0 Financial Services 422 WTFCM 1 0.00 penny-cap Long NaN 1.0 1.566096e+05 44.0 Financial Services 447 VLYPP 3 0.37 penny-cap Long NaN 4.0 1.121416e+05 43.0 Financial Services 506 FISK 3 1.25 penny-cap Long NaN 3.0 1.986155e+03 8.0 Real Estate 497 ESBA 3 -0.13 penny-cap Long NaN 3.0 1.217000e+03 78.0 Real Estate 499 OGCP 2 0.00 penny-cap Long NaN 2.0 0.000000e+00 71.0 Real Estate Mean Return: 0.6744117647058824 Mean Day/Week: 3.2058823529411766 Accuracy:0.6029411764705882 *******************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 404 IMVT 2 8.17 penny-cap Short NaN -2.0 3.488018e+07 -137.0 Healthcare 418 MSGS 2 -0.69 penny-cap Short NaN -2.0 3.212514e+07 -6.0 Communication Services 455 CPA 1 0.00 penny-cap Short NaN -2.0 2.790255e+07 -17.0 Industrials 549 CTRE 1 0.00 penny-cap Short NaN -1.0 1.324845e+07 -2.0 Real Estate 730 ITOS 3 -3.67 penny-cap Short NaN -3.0 9.989058e+06 -51.0 Healthcare 729 CERS 1 0.00 penny-cap Short NaN -1.0 7.394372e+06 -72.0 Healthcare 507 KRTX 1 0.00 penny-cap Short NaN -3.0 6.823265e+06 -7.0 Healthcare 690 NXGN 5 4.30 penny-cap Short NaN -5.0 6.619471e+06 -71.0 Healthcare 420 AAON 1 0.00 penny-cap Short NaN -1.0 6.554575e+06 -51.0 Industrials 463 PRLD 1 0.00 penny-cap Short NaN -1.0 6.513507e+06 -70.0 Healthcare 687 RYTM 2 -2.64 penny-cap Short NaN -2.0 4.469959e+06 -73.0 Healthcare 689 KROS 2 -1.03 penny-cap Short NaN -2.0 3.645996e+06 -24.0 Healthcare 670 BATRK 2 0.45 penny-cap Short NaN -2.0 2.262004e+06 -29.0 Communication Services 669 BATRA 1 0.00 penny-cap Short NaN -1.0 6.505897e+05 -32.0 Communication Services Mean Return: 0.6985714285714286 Mean Day/Week: 3.5714285714285716 Accuracy:0.5714285714285714 *******************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 390 AMC 11 181.98 penny-cap Long NaN 14.0 2.978566e+10 17.0 Communication Services 508 ELY 17 7.73 penny-cap Long NaN 31.0 1.208735e+08 20.0 Consumer Cyclical 569 MAC 8 16.68 penny-cap Long NaN 29.0 1.097348e+08 20.0 Real Estate 419 CELH 6 14.98 penny-cap Long NaN 9.0 1.096387e+08 10.0 Consumer Defensive 513 BNL 25 14.76 penny-cap Long NaN 45.0 9.775609e+07 35.0 Real Estate 594 DDS 14 24.84 penny-cap Long NaN 14.0 9.628168e+07 29.0 Consumer Cyclical 389 SLG 10 6.52 penny-cap Long NaN 10.0 8.342143e+07 72.0 Real Estate 593 AR 19 20.09 penny-cap Long NaN 19.0 7.871090e+07 78.0 Energy 423 HL 18 23.60 penny-cap Long NaN 20.0 7.535154e+07 20.0 Basic Materials 401 SWCH 14 7.13 penny-cap Long NaN 45.0 7.456924e+07 36.0 Technology 649 DEN 10 12.67 penny-cap Long NaN 10.0 7.282976e+07 78.0 Energy 429 SGMS 27 28.53 penny-cap Long NaN 35.0 6.886601e+07 31.0 Consumer Cyclical 509 SWN 18 19.24 penny-cap Long NaN 21.0 6.255870e+07 27.0 Energy 531 RRC 16 20.32 penny-cap Long NaN 23.0 6.118652e+07 23.0 Energy 616 UFS 29 38.03 penny-cap Long NaN 29.0 6.110476e+07 78.0 Basic Materials 476 CHX 16 17.88 penny-cap Long NaN 21.0 5.859922e+07 31.0 Energy 369 STAA 6 3.17 penny-cap Long NaN 6.0 5.657513e+07 45.0 Healthcare 475 COMM 19 12.64 penny-cap Long NaN 19.0 5.563958e+07 78.0 Technology 372 DEI 9 5.07 penny-cap Long NaN 10.0 5.290431e+07 71.0 Real Estate 408 PGNY 10 9.32 penny-cap Long NaN 10.0 5.167449e+07 39.0 Healthcare 543 PDCE 6 11.71 penny-cap Long NaN 19.0 5.065537e+07 78.0 Energy 570 BCRX 13 13.61 penny-cap Long NaN 20.0 4.865260e+07 20.0 Healthcare 717 EVRI 10 13.84 penny-cap Long NaN 27.0 4.505574e+07 31.0 Consumer Cyclical 448 IGT 17 23.63 penny-cap Long NaN 26.0 4.484951e+07 17.0 Consumer Cyclical 411 IMAB 13 19.88 penny-cap Long NaN 35.0 4.374262e+07 30.0 Healthcare 603 MUR 16 20.58 penny-cap Long NaN 20.0 4.093817e+07 28.0 Energy 599 MTDR 22 22.31 penny-cap Long NaN 22.0 4.088659e+07 78.0 Energy 394 CC 23 19.72 penny-cap Long NaN 48.0 4.017366e+07 48.0 Basic Materials 412 SWAV 11 5.35 penny-cap Long NaN 11.0 3.996520e+07 46.0 Healthcare 367 BPOP 22 8.10 penny-cap Long NaN 22.0 3.858020e+07 78.0 Financial Services 566 MLHR 18 9.25 penny-cap Long NaN 18.0 3.476260e+07 72.0 Consumer Cyclical 606 VSTO 16 20.33 penny-cap Long NaN 22.0 3.409229e+07 23.0 Consumer Cyclical 675 CORE 10 -1.06 penny-cap Long NaN 10.0 3.096787e+07 72.0 Consumer Defensive 598 CRC 12 3.02 penny-cap Long NaN 19.0 3.084591e+07 13.0 Energy 493 MIME 17 7.96 penny-cap Long NaN 37.0 3.079221e+07 19.0 Technology 502 RRR 26 15.54 penny-cap Long NaN 26.0 3.041195e+07 78.0 Consumer Cyclical 446 ALKS 6 3.39 penny-cap Long NaN 35.0 2.964908e+07 29.0 Healthcare 517 CBT 23 14.62 penny-cap Long NaN 29.0 2.944943e+07 78.0 Basic Materials 759 PLCE 13 4.98 penny-cap Long NaN 13.0 2.926162e+07 14.0 Consumer Cyclical 515 HGV 12 1.30 penny-cap Long NaN 12.0 2.704900e+07 78.0 Consumer Cyclical 399 ESI 9 4.12 penny-cap Long NaN 29.0 2.694824e+07 78.0 Basic Materials 535 CIM 13 6.38 penny-cap Long NaN 13.0 2.678643e+07 78.0 Real Estate 435 SEM 6 -1.32 penny-cap Long NaN 6.0 2.657048e+07 68.0 Healthcare 393 VVV 35 22.59 penny-cap Long NaN 35.0 2.654205e+07 78.0 Energy 409 WTS 6 3.16 penny-cap Long NaN 35.0 2.575816e+07 30.0 Industrials 503 MED 18 7.83 penny-cap Long NaN 21.0 2.567899e+07 20.0 Consumer Cyclical 426 AM 18 7.07 penny-cap Long NaN 21.0 2.522462e+07 31.0 Energy 571 SGRY 28 19.15 penny-cap Long NaN 28.0 2.416339e+07 78.0 Healthcare 511 MDRX 14 6.64 penny-cap Long NaN 35.0 2.353411e+07 17.0 Healthcare 567 NAVI 6 3.40 penny-cap Long NaN 6.0 2.341952e+07 78.0 Financial Services 465 AGI 14 2.31 penny-cap Long NaN 60.0 2.280935e+07 41.0 Basic Materials 694 SAND 17 4.73 penny-cap Long NaN 62.0 2.239846e+07 44.0 Basic Materials 441 APLS 6 8.48 penny-cap Long NaN 35.0 2.237060e+07 13.0 Healthcare 521 SUM 19 13.18 penny-cap Long NaN 19.0 2.173869e+07 78.0 Basic Materials 477 CVLT 8 1.72 penny-cap Long NaN 8.0 2.157718e+07 78.0 Technology 528 PRMW 14 -0.19 penny-cap Long NaN 14.0 2.152100e+07 44.0 Consumer Defensive 630 PAGP 19 20.10 penny-cap Long NaN 26.0 2.140545e+07 29.0 Energy 702 ERJ 7 4.87 penny-cap Long NaN 7.0 2.090363e+07 78.0 Industrials 433 VIAV 6 -0.28 penny-cap Long NaN 9.0 2.007022e+07 15.0 Technology 581 GGAL 8 14.43 penny-cap Long NaN 26.0 1.934957e+07 14.0 Financial Services 392 NOMD 8 2.93 penny-cap Long NaN 8.0 1.916061e+07 57.0 Consumer Defensive 626 IAG 13 1.88 penny-cap Long NaN 19.0 1.886242e+07 20.0 Basic Materials 516 AZUL 8 12.15 penny-cap Long NaN 30.0 1.878727e+07 19.0 Industrials 595 BDN 8 3.77 penny-cap Long NaN 8.0 1.815204e+07 72.0 Real Estate 482 NUS 18 2.93 penny-cap Long NaN 38.0 1.777634e+07 20.0 Consumer Defensive 578 IDCC 6 6.56 penny-cap Long NaN 6.0 1.776190e+07 41.0 Communication Services 575 PBH 18 7.44 penny-cap Long NaN 18.0 1.705815e+07 23.0 Healthcare 564 FSK 8 4.71 penny-cap Long NaN 8.0 1.702592e+07 78.0 Financial Services 471 BRFS 7 17.00 penny-cap Long NaN 10.0 1.588697e+07 10.0 Consumer Defensive 610 GTN 15 7.80 penny-cap Long NaN 34.0 1.554962e+07 78.0 Communication Services 608 ABR 6 2.79 penny-cap Long NaN 6.0 1.524226e+07 78.0 Real Estate 628 GOL 19 6.67 penny-cap Long NaN 43.0 1.517020e+07 30.0 Industrials 459 AQUA 9 5.33 penny-cap Long NaN 9.0 1.488835e+07 39.0 Industrials 442 LEGN 13 26.76 penny-cap Long NaN 29.0 1.475789e+07 32.0 Healthcare 600 PRFT 38 11.86 penny-cap Long NaN 38.0 1.459868e+07 78.0 Technology 464 UNVR 29 18.57 penny-cap Long NaN 48.0 1.415253e+07 63.0 Basic Materials 473 GOLF 20 1.93 penny-cap Long NaN 20.0 1.406779e+07 20.0 Consumer Cyclical 620 VRTS 12 7.71 penny-cap Long NaN 12.0 1.386819e+07 78.0 Financial Services 527 COKE 14 27.30 penny-cap Long NaN 14.0 1.377148e+07 63.0 Consumer Defensive 676 NGD 11 8.55 penny-cap Long NaN 42.0 1.347833e+07 23.0 Basic Materials 727 RGR 17 10.97 penny-cap Long NaN 17.0 1.301325e+07 20.0 Industrials 629 EURN 7 -2.45 penny-cap Long NaN 19.0 1.261727e+07 15.0 Energy 602 CSTM 22 8.87 penny-cap Long NaN 28.0 1.257897e+07 63.0 Basic Materials 586 PGRE 7 5.78 penny-cap Long NaN 7.0 1.251611e+07 71.0 Real Estate 485 JJSF 25 9.26 penny-cap Long NaN 31.0 1.150643e+07 34.0 Consumer Defensive 472 NG 15 7.88 penny-cap Long NaN 20.0 1.129225e+07 40.0 Basic Materials 573 MAG 9 7.75 penny-cap Long NaN 39.0 1.125648e+07 14.0 Basic Materials 467 SXT 15 3.46 penny-cap Long NaN 37.0 1.097751e+07 63.0 Basic Materials 400 CEF 16 3.18 penny-cap Long NaN 39.0 1.056808e+07 23.0 unknown 655 CNR 12 10.84 penny-cap Long NaN 12.0 1.031731e+07 78.0 Industrials 680 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 533 MD 19 1.10 penny-cap Long NaN 19.0 9.973628e+06 44.0 Healthcare 510 EXLS 21 5.52 penny-cap Long NaN 21.0 9.892017e+06 65.0 Technology 665 SILV 7 -3.81 penny-cap Long NaN 44.0 9.890881e+06 21.0 Basic Materials 738 EXTR 10 -3.44 penny-cap Long NaN 10.0 9.576320e+06 41.0 Technology 700 NMRK 19 1.63 penny-cap Long NaN 19.0 9.221481e+06 78.0 Real Estate 366 DAVA 12 13.06 penny-cap Long NaN 28.0 8.821749e+06 31.0 Technology 683 XPEL 19 28.86 penny-cap Long NaN 38.0 8.768693e+06 44.0 Consumer Cyclical 656 VCTR 12 1.98 penny-cap Long NaN 12.0 8.322257e+06 63.0 Financial Services 522 EVTC 22 8.12 penny-cap Long NaN 44.0 8.174286e+06 44.0 Technology 701 INVA 9 0.87 penny-cap Long NaN 16.0 7.725239e+06 18.0 Healthcare 537 FCFS 29 14.88 penny-cap Long NaN 38.0 7.296407e+06 64.0 Financial Services 592 OR 23 12.74 penny-cap Long NaN 58.0 7.169036e+06 41.0 Basic Materials 460 CNS 18 7.04 penny-cap Long NaN 47.0 7.054543e+06 29.0 Financial Services 705 NXE 6 3.21 penny-cap Long NaN 21.0 7.023510e+06 26.0 Energy 660 MEI 8 2.68 penny-cap Long NaN 8.0 6.642765e+06 49.0 Technology 668 SVM 9 1.76 penny-cap Long NaN 42.0 6.603618e+06 14.0 Basic Materials 469 DNP 7 -0.71 penny-cap Long NaN 38.0 6.300234e+06 13.0 Financial Services 715 RAVN 9 3.73 penny-cap Long NaN 13.0 5.954639e+06 31.0 Industrials 621 PIPR 15 5.21 penny-cap Long NaN 15.0 5.795405e+06 78.0 Financial Services 697 CASH 25 6.89 penny-cap Long NaN 25.0 5.366237e+06 78.0 Financial Services 722 BUSE 6 3.81 penny-cap Long NaN 6.0 5.306715e+06 15.0 Financial Services 716 ESTA 8 -2.99 penny-cap Long NaN 8.0 5.283197e+06 78.0 Healthcare 514 EXG 12 3.13 penny-cap Long NaN 12.0 5.134945e+06 63.0 Financial Services 462 NAD 10 1.92 penny-cap Long NaN 10.0 5.035476e+06 41.0 Financial Services 654 SA 10 -0.25 penny-cap Long NaN 41.0 4.923456e+06 20.0 Basic Materials 761 CTS 14 11.65 penny-cap Long NaN 28.0 4.516802e+06 21.0 Technology 663 HNI 15 4.00 penny-cap Long NaN 25.0 4.483919e+06 67.0 Industrials 406 NEA 7 1.05 penny-cap Long NaN 7.0 3.802615e+06 42.0 Financial Services 583 GDV 8 0.12 penny-cap Long NaN 8.0 3.665470e+06 78.0 Financial Services 501 USM 17 2.75 penny-cap Long NaN 17.0 3.578449e+06 63.0 Communication Services 437 NVG 6 0.52 penny-cap Long NaN 6.0 3.491363e+06 42.0 Financial Services 754 ETW 9 0.05 penny-cap Long NaN 9.0 3.453115e+06 61.0 Financial Services 725 TVTY 9 3.24 penny-cap Long NaN 10.0 3.445164e+06 32.0 Healthcare 368 TFSL 8 1.01 penny-cap Long NaN 15.0 3.365624e+06 21.0 Financial Services 664 FPF 7 1.76 penny-cap Long NaN 7.0 3.157793e+06 46.0 Financial Services 695 GHG 7 16.44 penny-cap Long NaN 22.0 3.101723e+06 9.0 Consumer Cyclical 544 ENBL 26 22.37 penny-cap Long NaN 26.0 2.620269e+06 78.0 Energy 672 BTZ 11 1.54 penny-cap Long NaN 45.0 2.607593e+06 25.0 Financial Services 671 MMI 7 4.24 penny-cap Long NaN 39.0 2.453514e+06 15.0 Real Estate 737 LOMA 6 5.16 penny-cap Long NaN 13.0 2.351763e+06 59.0 Basic Materials 686 ETG 6 0.59 penny-cap Long NaN 6.0 2.334804e+06 78.0 Financial Services 625 AMK 9 4.04 penny-cap Long NaN 25.0 2.330900e+06 15.0 Financial Services 746 ALGS 7 -3.20 penny-cap Long NaN 9.0 2.173479e+06 10.0 Healthcare 712 BPMP 21 6.49 penny-cap Long NaN 29.0 2.150045e+06 65.0 Energy 558 NAC 10 1.95 penny-cap Long NaN 47.0 2.139221e+06 41.0 Financial Services 752 CLNC 15 6.14 penny-cap Long NaN 20.0 2.030462e+06 15.0 Real Estate 613 DCBO 10 -2.49 penny-cap Long NaN 44.0 1.349512e+06 29.0 Technology 505 CIXX 15 7.05 penny-cap Long NaN 43.0 2.838825e+05 78.0 Financial Services 643 KEN 12 2.86 penny-cap Long NaN 43.0 1.143876e+05 34.0 Utilities 496 TDI 13 1.72 penny-cap Long NaN 13.0 1.099992e+05 43.0 unknown 607 SIM 15 11.57 penny-cap Long NaN 36.0 7.692069e+04 37.0 Basic Materials Mean Return: 9.519225352112674 Mean Day/Week: 13.774647887323944 Accuracy:0.9154929577464789 *******************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 557 PUBM 20 -26.90 penny-cap Short NaN -62.0 4.276877e+07 -35.0 Technology 430 EGHT 23 -31.78 penny-cap Short NaN -23.0 3.393062e+07 -25.0 Technology 365 ALLO 24 -23.90 penny-cap Short NaN -25.0 3.325003e+07 -26.0 Healthcare 480 RVMD 8 -2.08 penny-cap Short NaN -50.0 2.920073e+07 -41.0 Healthcare 498 DY 7 10.94 penny-cap Short NaN -18.0 2.793032e+07 -11.0 Industrials 375 SAGE 20 -7.20 penny-cap Short NaN -20.0 2.359026e+07 -22.0 Healthcare 417 LOPE 18 -6.11 penny-cap Short NaN -45.0 2.319203e+07 -20.0 Consumer Defensive 449 SLQT 16 -9.96 penny-cap Short NaN -32.0 1.928407e+07 -18.0 Financial Services 554 STRA 25 -5.97 penny-cap Short NaN -36.0 1.891963e+07 -33.0 Consumer Defensive 379 KMPR 6 -1.82 penny-cap Short NaN -26.0 1.887142e+07 -18.0 Financial Services 657 MBUU 6 1.70 penny-cap Short NaN -51.0 1.843830e+07 -12.0 Consumer Cyclical 425 INSM 21 -16.28 penny-cap Short NaN -21.0 1.804145e+07 -57.0 Healthcare 439 CNNE 17 -3.29 penny-cap Short NaN -25.0 1.725831e+07 -22.0 Consumer Cyclical 740 ZGNX 8 -2.66 penny-cap Short NaN -8.0 1.638480e+07 -43.0 Healthcare 661 IMGN 21 -23.51 penny-cap Short NaN -64.0 1.463416e+07 -47.0 Healthcare 487 LGND 26 -24.91 penny-cap Short NaN -74.0 1.462020e+07 -51.0 Healthcare 416 CCXI 22 -62.20 penny-cap Short NaN -22.0 1.458895e+07 -64.0 Healthcare 624 HRTX 14 -1.35 penny-cap Short NaN -15.0 1.253469e+07 -15.0 Healthcare 396 EXPO 7 -3.31 penny-cap Short NaN -32.0 1.191914e+07 -21.0 Industrials 677 PLT 9 8.27 penny-cap Short NaN -60.0 1.178734e+07 -11.0 Technology 662 CSGS 12 -3.03 penny-cap Short NaN -46.0 1.078865e+07 -27.0 Technology 698 CHRS 9 -3.21 penny-cap Short NaN -9.0 9.598574e+06 -76.0 Healthcare 431 NKTR 17 -7.38 penny-cap Short NaN -62.0 9.450586e+06 -48.0 Healthcare 395 RLI 6 -0.37 penny-cap Short NaN -37.0 8.311527e+06 -14.0 Financial Services 523 ESE 16 -7.30 penny-cap Short NaN -24.0 8.150702e+06 -18.0 Technology 572 KURA 21 -16.85 penny-cap Short NaN -21.0 7.651013e+06 -137.0 Healthcare 699 OMER 13 -8.81 penny-cap Short NaN -69.0 7.370315e+06 -47.0 Healthcare 591 PRAX 16 -12.45 penny-cap Short NaN -16.0 6.850250e+06 -69.0 Healthcare 529 RCUS 13 -11.79 penny-cap Short NaN -21.0 6.798187e+06 -50.0 Healthcare 559 AVNS 23 -10.17 penny-cap Short NaN -23.0 6.613029e+06 -54.0 Healthcare 512 XNCR 20 -7.65 penny-cap Short NaN -20.0 6.186893e+06 -54.0 Healthcare 674 WMK 11 -1.88 penny-cap Short NaN -11.0 5.454557e+06 -32.0 Consumer Defensive 691 TRIL 11 -3.93 penny-cap Short NaN -11.0 5.378148e+06 -137.0 Healthcare 634 SLP 22 -9.51 penny-cap Short NaN -22.0 5.373319e+06 -56.0 Healthcare 645 HTLD 11 -2.82 penny-cap Short NaN -31.0 5.077917e+06 -17.0 Industrials 596 NGM 8 -5.49 penny-cap Short NaN -8.0 4.676206e+06 -9.0 Healthcare 735 STRO 10 -0.71 penny-cap Short NaN -10.0 4.439434e+06 -51.0 Healthcare 753 AKRO 20 0.84 penny-cap Short NaN -20.0 4.099769e+06 -24.0 Healthcare 667 KNSA 22 -16.26 penny-cap Short NaN -55.0 3.578833e+06 -52.0 Healthcare 733 JOUT 7 0.09 penny-cap Short NaN -32.0 3.144863e+06 -12.0 Consumer Cyclical 651 BCAB 18 -11.40 penny-cap Short NaN -47.0 2.735790e+06 -40.0 Healthcare 758 PASG 14 -18.28 penny-cap Short NaN -14.0 2.541931e+06 -137.0 Healthcare 706 TBPH 7 0.67 penny-cap Short NaN -27.0 1.951333e+06 -15.0 Healthcare 719 RMAX 32 -3.73 penny-cap Short NaN -54.0 1.920380e+06 -37.0 Real Estate 486 TARO 11 -0.02 penny-cap Short NaN -25.0 1.361427e+06 -18.0 Healthcare 770 CONX 9 0.10 penny-cap Short NaN -9.0 9.204320e+05 -113.0 Financial Services 771 IH 14 -5.51 penny-cap Short NaN -14.0 8.331930e+05 -137.0 Consumer Defensive 563 GB 20 -13.15 penny-cap Short NaN -37.0 3.231151e+05 -76.0 Technology 601 ITCB 13 -4.34 penny-cap Short NaN -27.0 2.484281e+05 -19.0 Financial Services 642 HLG 51 -31.62 penny-cap Short NaN -51.0 5.298930e+04 -137.0 Consumer Defensive 659 MSC 6 -3.28 penny-cap Short NaN -6.0 3.321000e+03 -136.0 Consumer Cyclical Mean Return: -8.854117647058823 Mean Day/Week: 15.705882352941176 Accuracy:0.8627450980392157 ************************************** 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