#wbk 159

[nanakorobiyaokii]

sakura *exists*

everyone: 😊🥰😊🥰😊🥰😊🥰😊🥰😊🥰😊🥰😊🥰

[raamitsu]

WIND BREAKER CHAPTER 159 SPOILERS ‼️

panels uploaded by tsubakinoswife on twitter ⭐

IM HAPPY 😭❤

[such-a-downer]

THEY LOOK SO CUUUTE IN THEIR SUMMER UNIFORM!!!! TOO BAD THERE ARE STILL OTHERS NOT YET WEARING THEM- SUO, KIRYU, ANZAI, KURITA, KAKIUCHI AND TAKANASHI. IF IT WAS ONLY SUO WHO'S NOT IN UNIFORM, I WOULD'VE BOMBASTIC SIDE EYED HIM

[shadowmoonarts]

HE FINALLY GOT HIS RED BEAN BUN

[transient-winds]

SUMMER BBQ ITS SUMMER BBQ TIME 🎉🥳

this is most definitely going to be 80% me yapping about (and going feral over) Sakura and how much of a good boy he is. No analysis just pure babbles. 

Wind Breaker Chapter 159 Spoilers ahead!

It’s been a month since the Noroshi Arc (making it July as of canon times) and Bofurin had been working tirelessly in repairing the collateral damages to the town and the school.

Not surprising, but I’m a little (read: a lot) salty Noroshi faced no repercussions or helped in any of that (at least to the current knowledge we have). But I also; if I were a resident of Makochi and I see even any members from them right after, I would absolutely start chasing them down with my slippers. My stamina be damned. 

As this chapter title suggests, it’s finally time for that summer barbecue!! And with more people to enjoy it with, they all deserve it honestly. Speaking of, this heavily implies the rooftop garden remained intact after everything and thank heavens for that.

I love love LOVE how the townsfolk are also catering in this get-together, all the familiar faces I'm seeing and KOTOHA! SHE’S BACK AFTER SO LONG 🥹🥹

And she immediately gets flustered by Ume, big brother is happy his little sister is here. Look at her pretty blushing face.

AND LOOK AT THIS, PEOPLE LOOKING FORWARD TO SEEING SAKURA!! AND HE’S GRILLING!! MY SWEET SPRING CHILD. I love him so much you guys, it’s like watching a baby bird leave the nest.

The reveal that Sakura, still healing from his injuries, went to thank their allies personally in the aftermath because he went to them for help is so, soooo,, 

how are we supposed to look at Sakura and not love him when he does such heartfelt things like this. AND THEN STAYS AND HANGS OUT WITH ROPPO ICHIZA & SUZURI. ON HIS OWN!!

This chapter brought out deep feelings within me for more Suzuri and Sakura interactions, please I beg. Look how soft Suzuri is with Sakura, his cat whisperer charms are working on Bofurin’s resident stray cat. I’d like to think he and Sakura would get along well in sharing advice and experiences when it comes to their frugal lifestyle, I know I would. Nothing quite gets people together than your shared experiences with being or having been financially poor 😃👍.  

And oh, how I so dearly miss class 1-1 interactions. The teasing! The laughter! THE SMILES! Everything is right in the universe and I can transcend to a higher plane of existence peacefully. 

Togame and Choji coming over to talk next chapter. Gahhh I missed them too, I wanna pinch Choji’s cheeks so bad. He’s definitely the type to have bad table manners haha.

—

This chapter made me lightheaded with how well and happy everyone is, I was smiling at my screen the entire time which I’m sure we all can agree. I’m singing Nii-sensei’s praised (and everyone who worked so hard on this chapter) to the rooftops for the wind-down chapter we all needed, especially after that rollercoaster of an arc. (There's other small things I wanted to mention here but I'll make them individual posts instead.)

[unonoyouwont]

our baby nirei in wbk chap 159!

[nanakorobiyaokii]

#159: ꜱᴜᴍᴍᴇʀ! ꜱᴀᴋᴜʀᴀ.🌸☀️

[nanakorobiyaokii]

neko punch x2 ฅ^•ﻌ•^ฅ

[raamitsu]

Two intelligent first-year students of Furin High are seen standing next to each other while providing foods and drinks to others [according to Nii Satoru in an interview from a sign event in Thailand <3 - this will be posted later]

[raamitsu]

Head's up! WBK 159 will be released on Wednesday, 23rd October @ 12 AM (JST) / Tuesday, 22nd October @ 11 PM (MYT) ⭐

[raamitsu]

wind breaker chapter 159 is now available on k-manga 😭

[shadowmoonarts]

I love how the guys from Roppo are just chilling but the guys from Shishitoren and Gavel are all nervous about attending Bofurin’s thank you party

[shadowmoonarts]

OMG THEY’RE HAVING A PARTYYY 😭😭😭

[stock-filter]

Stock daily Filter Report for 2021/05/12 05-40-07

*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 34 Communication Services 18 Consumer Cyclical 24 Consumer Defensive 21 Energy 16 Financial Services 55 Healthcare 30 Industrials 46 Real Estate 9 Technology 13 Utilities 8 unknown 4 **************************************** big_industry_downtrending_count tickers industry Communication Services 24 Consumer Cyclical 15 Consumer Defensive 5 Energy 1 Financial Services 9 Healthcare 21 Industrials 2 Real Estate 2 Technology 45 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 98 SCCO 2 1.19 big-cap Long NaN 3.0 1.665693e+08 3.0 Basic Materials Mean Return: 1.19 Mean Day/Week: 2.0 Accuracy:1.0 *******************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 15 QCOM 1 0.00 big-cap Short NaN -1.0 1.520632e+09 -2.0 Technology 115 CVNA 2 -1.23 big-cap Short NaN -3.0 5.280712e+08 -5.0 Consumer Cyclical 258 TXG 1 0.00 big-cap Short NaN -5.0 1.158236e+08 -4.0 Healthcare Mean Return: -1.23 Mean Day/Week: 4.0 Accuracy:1.0 *******************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 17 BHP 2 -0.16 big-cap Long NaN 17.0 1.858875e+08 5.0 Basic Materials 98 SCCO 2 1.19 big-cap Long NaN 3.0 1.665693e+08 3.0 Basic Materials 264 AKAM 4 0.90 big-cap Long NaN 37.0 1.391195e+08 5.0 Technology 203 TU 2 0.18 big-cap Long NaN 9.0 2.894747e+07 5.0 Communication Services 192 BSBR 4 1.62 big-cap Long NaN 18.0 3.815189e+06 5.0 Financial Services Mean Return: 0.7460000000000001 Mean Day/Week: 2.8 Accuracy:0.8 *******************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 15 QCOM 1 0.00 big-cap Short NaN -1.0 1.520632e+09 -2.0 Technology 115 CVNA 2 -1.23 big-cap Short NaN -3.0 5.280712e+08 -5.0 Consumer Cyclical 258 TXG 1 0.00 big-cap Short NaN -5.0 1.158236e+08 -4.0 Healthcare Mean Return: -1.23 Mean Day/Week: 4.0 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 5 BAC 4 -1.05 big-cap Long NaN 4.0 1.764491e+09 78.0 Financial Services 3 PG 2 -0.49 big-cap Long NaN 2.0 1.368999e+09 27.0 Consumer Defensive 54 GS 5 0.71 big-cap Long NaN 5.0 1.277839e+09 78.0 Financial Services 14 ORCL 5 -1.86 big-cap Long NaN 5.0 9.365791e+08 56.0 Technology 35 LOW 2 -2.83 big-cap Long NaN 2.0 8.548600e+08 44.0 Consumer Cyclical 147 JCI 3 -2.38 big-cap Long NaN 3.0 5.698119e+08 78.0 Industrials 27 UNP 3 -1.25 big-cap Long NaN 3.0 4.616508e+08 35.0 Industrials 56 LMT 2 -1.35 big-cap Long NaN 2.0 4.165586e+08 41.0 Industrials 29 LIN 3 -0.10 big-cap Long NaN 3.0 4.153743e+08 45.0 Basic Materials 47 MMM 2 -1.74 big-cap Long NaN 2.0 4.114847e+08 75.0 Industrials 61 GILD 2 -0.39 big-cap Long NaN 2.0 4.084504e+08 7.0 Healthcare 182 EOG 4 6.84 big-cap Long NaN 4.0 4.026137e+08 78.0 Energy 67 BP 5 -1.85 big-cap Long NaN 5.0 3.726095e+08 61.0 Energy 162 CARR 3 -0.73 big-cap Long NaN 3.0 3.715648e+08 43.0 Industrials 143 DOW 4 -0.68 big-cap Long NaN 4.0 3.563338e+08 69.0 Basic Materials 65 CI 3 -0.07 big-cap Long NaN 3.0 3.557783e+08 51.0 Healthcare 122 MET 4 -2.62 big-cap Long NaN 4.0 3.310235e+08 78.0 Financial Services 104 EMR 1 0.00 big-cap Long NaN 1.0 2.683349e+08 78.0 Industrials 138 KHC 4 0.32 big-cap Long NaN 4.0 2.482193e+08 78.0 Consumer Defensive 196 BBY 2 -3.28 big-cap Long NaN 2.0 2.447317e+08 42.0 Consumer Cyclical 187 MCK 1 0.00 big-cap Long NaN 1.0 2.399359e+08 45.0 Healthcare 105 ETN 3 -1.19 big-cap Long NaN 3.0 2.364603e+08 78.0 Industrials 152 GIS 4 -0.82 big-cap Long NaN 4.0 2.255657e+08 42.0 Consumer Defensive 212 MT 4 3.49 big-cap Long NaN 4.0 2.226703e+08 78.0 Basic Materials 263 URI 2 -2.24 big-cap Long NaN 2.0 2.214037e+08 78.0 Industrials 118 CP 4 1.96 big-cap Long NaN 5.0 2.069166e+08 32.0 Industrials 170 AIG 4 0.49 big-cap Long NaN 4.0 2.019665e+08 78.0 Financial Services 151 TROW 5 -0.24 big-cap Long NaN 5.0 1.842695e+08 78.0 Financial Services 183 MSI 2 0.65 big-cap Long NaN 2.0 1.788315e+08 70.0 Technology 243 K 4 -0.53 big-cap Long NaN 4.0 1.775936e+08 40.0 Consumer Defensive 98 SCCO 2 1.19 big-cap Long NaN 3.0 1.665693e+08 3.0 Basic Materials 279 MTB 5 0.79 big-cap Long NaN 5.0 1.526547e+08 78.0 Financial Services 159 CTAS 3 -1.66 big-cap Long NaN 3.0 1.345950e+08 33.0 Industrials 269 OKE 4 -0.25 big-cap Long NaN 4.0 1.331913e+08 78.0 Energy 301 EXPD 5 3.70 big-cap Long NaN 5.0 1.314835e+08 51.0 Industrials 186 LYB 4 -1.41 big-cap Long NaN 4.0 1.193122e+08 78.0 Basic Materials 286 CAG 2 -0.78 big-cap Long NaN 2.0 1.189947e+08 47.0 Consumer Defensive 343 SJM 5 1.49 big-cap Long NaN 5.0 1.128729e+08 42.0 Consumer Defensive 337 BEN 5 0.41 big-cap Long NaN 5.0 1.083715e+08 78.0 Financial Services 200 CNQ 4 1.02 big-cap Long NaN 4.0 9.630717e+07 78.0 Energy 240 CHD 5 -0.18 big-cap Long NaN 5.0 9.627241e+07 33.0 Consumer Defensive 316 JBHT 3 -1.00 big-cap Long NaN 3.0 9.545245e+07 78.0 Industrials 404 SNA 2 -1.70 big-cap Long NaN 2.0 9.054442e+07 78.0 Industrials 393 BWA 5 1.14 big-cap Long NaN 5.0 8.952629e+07 78.0 Consumer Cyclical 287 WAT 4 2.22 big-cap Long NaN 4.0 8.678699e+07 33.0 Healthcare 222 DTE 4 0.68 big-cap Long NaN 4.0 7.850470e+07 47.0 Utilities 114 ABEV 4 4.75 big-cap Long NaN 4.0 7.540510e+07 20.0 Consumer Defensive 391 NWL 5 2.24 big-cap Long NaN 5.0 7.409511e+07 78.0 Consumer Defensive 332 PFG 5 -1.29 big-cap Long NaN 5.0 7.302797e+07 78.0 Financial Services 340 J 2 -1.56 big-cap Long NaN 2.0 6.866846e+07 69.0 Industrials 326 RJF 4 -2.35 big-cap Long NaN 4.0 4.958098e+07 78.0 unknown 161 CRH 4 -0.35 big-cap Long NaN 4.0 3.594474e+07 33.0 Basic Materials 119 AMX 3 0.67 big-cap Long NaN 3.0 2.717358e+07 24.0 Communication Services 261 FTS 4 0.47 big-cap Long NaN 4.0 2.003854e+07 45.0 Utilities 304 KB 3 -0.15 big-cap Long NaN 3.0 1.753933e+07 47.0 Financial Services 89 WBK 5 0.76 big-cap Long NaN 5.0 4.697040e+06 78.0 Financial Services 117 AMOV 2 0.14 big-cap Long NaN 3.0 5.420635e+04 16.0 Communication Services Mean Return: -0.07709090909090908 Mean Day/Week: 3.618181818181818 Accuracy:0.4 *******************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 57 NIO 1 0.00 big-cap Short NaN -1.0 3.921202e+09 -54.0 Consumer Cyclical 43 AMD 1 0.00 big-cap Short NaN -3.0 3.900573e+09 -10.0 Technology 0 BABA 2 0.84 big-cap Short NaN -2.0 2.900130e+09 -42.0 Consumer Cyclical 25 SHOP 1 0.00 big-cap Short NaN -5.0 2.118044e+09 -9.0 Technology 146 TTD 4 -12.90 big-cap Short NaN -4.0 1.879400e+09 -8.0 Technology 15 QCOM 1 0.00 big-cap Short NaN -1.0 1.520632e+09 -2.0 Technology 40 ZM 4 2.54 big-cap Short NaN -4.0 1.213197e+09 -50.0 Communication Services 266 NVAX 4 -20.70 big-cap Short NaN -5.0 1.120320e+09 -9.0 Healthcare 51 MELI 3 -6.75 big-cap Short NaN -3.0 9.207220e+08 -50.0 Consumer Cyclical 63 SNOW 4 1.11 big-cap Short NaN -4.0 8.349304e+08 -137.0 Technology 10 PDD 1 0.00 big-cap Short NaN -1.0 7.648424e+08 -48.0 Consumer Cyclical 259 OXY 1 0.00 big-cap Short NaN -1.0 7.424078e+08 -18.0 Energy 120 DOCU 5 -0.15 big-cap Short NaN -5.0 7.217498e+08 -9.0 Technology 133 U 3 -5.14 big-cap Short NaN -3.0 5.677125e+08 -66.0 Technology 115 CVNA 2 -1.23 big-cap Short NaN -3.0 5.280712e+08 -5.0 Consumer Cyclical 92 TEAM 1 0.00 big-cap Short NaN -4.0 5.061346e+08 -18.0 Technology 156 RNG 5 -8.19 big-cap Short NaN -5.0 4.651823e+08 -49.0 Technology 198 ZS 5 -0.82 big-cap Short NaN -5.0 4.556068e+08 -49.0 Technology 128 BILI 4 -5.87 big-cap Short NaN -4.0 3.676131e+08 -39.0 Communication Services 227 COUP 4 0.38 big-cap Short NaN -4.0 3.498435e+08 -49.0 Technology 84 DASH 4 1.57 big-cap Short NaN -4.0 3.338757e+08 -105.0 Communication Services 141 MTCH 4 4.69 big-cap Short NaN -4.0 3.024253e+08 -8.0 Communication Services 131 CHWY 5 -3.81 big-cap Short NaN -5.0 2.954603e+08 -49.0 Consumer Cyclical 401 SKLZ 2 1.53 big-cap Short NaN -2.0 2.632183e+08 -37.0 Communication Services 231 MDB 5 -4.16 big-cap Short NaN -5.0 2.492458e+08 -48.0 Technology 355 CRSP 3 -3.74 big-cap Short NaN -3.0 2.471850e+08 -56.0 Healthcare 324 OPEN 4 -1.27 big-cap Short NaN -4.0 2.363762e+08 -35.0 Real Estate 125 VEEV 1 0.00 big-cap Short NaN -3.0 2.231579e+08 -7.0 Healthcare 113 TAL 4 -4.15 big-cap Short NaN -4.0 2.108130e+08 -44.0 Consumer Defensive 342 AVLR 4 2.17 big-cap Short NaN -4.0 1.778558e+08 -56.0 Technology 62 NTES 1 0.00 big-cap Short NaN -1.0 1.715239e+08 -35.0 Communication Services 224 STNE 4 -2.05 big-cap Short NaN -4.0 1.674428e+08 -48.0 Technology 249 GDS 3 -4.44 big-cap Short NaN -3.0 1.630798e+08 -49.0 Technology 228 PAYC 5 -5.83 big-cap Short NaN -5.0 1.498188e+08 -8.0 Technology 371 RGEN 2 0.19 big-cap Short NaN -5.0 1.246963e+08 -6.0 Healthcare 339 ESTC 5 -3.39 big-cap Short NaN -5.0 1.189446e+08 -50.0 Technology 403 PLAN 3 1.78 big-cap Short NaN -3.0 1.161315e+08 -53.0 Technology 258 TXG 1 0.00 big-cap Short NaN -5.0 1.158236e+08 -4.0 Healthcare 184 EDU 2 -1.04 big-cap Short NaN -2.0 1.086232e+08 -41.0 Consumer Defensive 255 ZI 5 -6.93 big-cap Short NaN -5.0 1.062639e+08 -7.0 Technology 256 CTLT 4 -2.03 big-cap Short NaN -5.0 9.306336e+07 -8.0 Healthcare 254 GDRX 3 -12.20 big-cap Short NaN -3.0 9.143452e+07 -48.0 Healthcare 362 CABO 4 2.07 big-cap Short NaN -4.0 8.259430e+07 -63.0 Communication Services 365 KC 5 -5.82 big-cap Short NaN -5.0 5.704335e+07 -39.0 Technology 386 PCTY 3 -3.54 big-cap Short NaN -5.0 5.596611e+07 -7.0 Technology 175 BGNE 3 3.39 big-cap Short NaN -3.0 5.582192e+07 -6.0 Healthcare 303 BMRN 1 0.00 big-cap Short NaN -1.0 5.473734e+07 -58.0 Healthcare 374 LW 1 0.00 big-cap Short NaN -5.0 5.233942e+07 -6.0 Consumer Defensive 306 ARGX 5 -4.25 big-cap Short NaN -5.0 2.290014e+07 -38.0 Healthcare Mean Return: -2.922702702702703 Mean Day/Week: 4.108108108108108 Accuracy:0.6756756756756757 *******************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 31 WFC 18 4.65 big-cap Long NaN 18.0 1.419814e+09 78.0 Financial Services 4 UNH 23 9.17 big-cap Long NaN 47.0 1.200692e+09 43.0 Healthcare 11 T 14 2.89 big-cap Long NaN 14.0 1.049835e+09 36.0 Communication Services 9 VZ 6 -0.07 big-cap Long NaN 6.0 1.030329e+09 32.0 Communication Services 44 IBM 16 5.58 big-cap Long NaN 16.0 9.822371e+08 44.0 Technology 58 VALE 18 15.51 big-cap Long NaN 26.0 9.455204e+08 27.0 Basic Materials 21 COST 17 2.62 big-cap Long NaN 35.0 6.894339e+08 25.0 Consumer Defensive 179 SPG 9 -0.44 big-cap Long NaN 9.0 6.865574e+08 78.0 Real Estate 111 COF 10 7.06 big-cap Long NaN 10.0 6.654728e+08 78.0 Financial Services 55 CVS 10 11.42 big-cap Long NaN 19.0 6.608259e+08 34.0 Healthcare 77 FDX 9 3.36 big-cap Long NaN 9.0 6.561419e+08 39.0 Industrials 26 UPS 11 10.06 big-cap Long NaN 33.0 6.423282e+08 32.0 Industrials 16 ABBV 9 3.61 big-cap Long NaN 19.0 5.795937e+08 18.0 Healthcare 52 AXP 8 0.76 big-cap Long NaN 8.0 5.518301e+08 78.0 Financial Services 46 RTX 12 4.08 big-cap Long NaN 12.0 5.435137e+08 78.0 Industrials 82 PNC 9 2.63 big-cap Long NaN 9.0 5.410173e+08 78.0 Financial Services 41 BLK 23 4.50 big-cap Long NaN 40.0 5.179955e+08 32.0 Financial Services 308 NUE 6 13.07 big-cap Long NaN 6.0 5.156357e+08 61.0 Basic Materials 64 MDLZ 10 1.76 big-cap Long NaN 44.0 4.566507e+08 39.0 Consumer Defensive 38 CHTR 12 4.95 big-cap Long NaN 18.0 4.469336e+08 19.0 Communication Services 107 NEM 7 6.56 big-cap Long NaN 43.0 4.300658e+08 28.0 Basic Materials 73 CL 8 2.16 big-cap Long NaN 38.0 4.163131e+08 22.0 Consumer Defensive 75 USB 9 0.26 big-cap Long NaN 9.0 4.117069e+08 69.0 Financial Services 28 AZN 13 3.56 big-cap Long NaN 41.0 4.031097e+08 19.0 Healthcare 191 DHI 15 7.08 big-cap Long NaN 44.0 3.777502e+08 78.0 Consumer Cyclical 310 CZR 11 -0.48 big-cap Long NaN 11.0 3.775056e+08 78.0 Consumer Cyclical 48 SCHW 9 -1.47 big-cap Long NaN 9.0 3.720813e+08 78.0 Financial Services 110 AON 8 1.08 big-cap Long NaN 8.0 3.640543e+08 78.0 Financial Services 88 APD 13 3.59 big-cap Long NaN 47.0 3.629538e+08 37.0 Basic Materials 94 HCA 18 5.01 big-cap Long NaN 18.0 3.562239e+08 78.0 Healthcare 103 NOC 9 4.53 big-cap Long NaN 68.0 3.497285e+08 47.0 Industrials 100 PGR 27 8.56 big-cap Long NaN 47.0 3.444096e+08 34.0 Financial Services 206 WMB 7 3.52 big-cap Long NaN 7.0 3.429606e+08 78.0 Energy 66 TJX 9 0.91 big-cap Long NaN 26.0 3.425825e+08 27.0 Consumer Cyclical 85 NSC 15 2.59 big-cap Long NaN 15.0 3.381183e+08 78.0 Industrials 216 SIVB 13 3.54 big-cap Long NaN 13.0 3.356818e+08 78.0 Financial Services 101 HUM 21 9.08 big-cap Long NaN 51.0 3.322326e+08 25.0 Healthcare 140 GOLD 7 7.64 big-cap Long NaN 42.0 3.318923e+08 19.0 Basic Materials 18 DHR 14 2.01 big-cap Long NaN 32.0 3.318231e+08 22.0 Healthcare 78 SHW 26 10.10 big-cap Long NaN 42.0 3.183603e+08 36.0 Basic Materials 32 PM 23 6.70 big-cap Long NaN 23.0 3.139560e+08 69.0 Consumer Defensive 257 KSU 16 4.28 big-cap Long NaN 41.0 3.092677e+08 47.0 Industrials 313 DPZ 17 6.07 big-cap Long NaN 40.0 3.059887e+08 26.0 Consumer Cyclical 150 BK 9 2.99 big-cap Long NaN 9.0 3.054157e+08 51.0 Financial Services 68 ANTM 19 5.84 big-cap Long NaN 52.0 3.019750e+08 48.0 Healthcare 174 ORLY 33 12.07 big-cap Long NaN 57.0 3.014321e+08 44.0 Consumer Cyclical 176 PRU 20 7.66 big-cap Long NaN 20.0 3.013921e+08 78.0 Financial Services 177 YUM 39 7.28 big-cap Long NaN 41.0 2.975229e+08 41.0 Consumer Cyclical 160 ALXN 18 4.67 big-cap Long NaN 19.0 2.968638e+08 19.0 Healthcare 106 BX 32 17.94 big-cap Long NaN 32.0 2.899012e+08 78.0 Financial Services 208 DFS 12 7.64 big-cap Long NaN 12.0 2.888806e+08 78.0 Financial Services 173 KMI 9 3.94 big-cap Long NaN 9.0 2.859266e+08 78.0 Energy 163 ALL 33 15.86 big-cap Long NaN 49.0 2.833966e+08 51.0 Financial Services 241 SYF 7 3.51 big-cap Long NaN 7.0 2.589139e+08 78.0 unknown 333 IT 14 15.17 big-cap Long NaN 14.0 2.441081e+08 78.0 Technology 109 WM 40 14.10 big-cap Long NaN 50.0 2.405626e+08 47.0 Industrials 80 SO 9 1.01 big-cap Long NaN 44.0 2.402517e+08 35.0 Utilities 281 INVH 32 8.88 big-cap Long NaN 41.0 2.376398e+08 44.0 Real Estate 289 TSCO 14 1.74 big-cap Long NaN 14.0 2.351589e+08 78.0 Consumer Cyclical 248 EPAM 30 17.16 big-cap Long NaN 30.0 2.318706e+08 45.0 Technology 157 IQV 28 16.05 big-cap Long NaN 28.0 2.272562e+08 78.0 Healthcare 193 OTIS 39 12.82 big-cap Long NaN 51.0 2.243224e+08 44.0 Industrials 202 FAST 18 5.23 big-cap Long NaN 40.0 2.196807e+08 33.0 Industrials 95 MMC 43 13.72 big-cap Long NaN 65.0 2.180823e+08 47.0 Financial Services 195 SWK 46 15.75 big-cap Long NaN 51.0 2.180821e+08 51.0 Industrials 83 ITW 18 5.41 big-cap Long NaN 56.0 2.154267e+08 47.0 Industrials 148 LHX 6 -1.40 big-cap Long NaN 6.0 2.115201e+08 47.0 Industrials 127 GD 6 -0.21 big-cap Long NaN 6.0 2.064744e+08 70.0 unknown 219 ODFL 47 18.69 big-cap Long NaN 66.0 2.022734e+08 67.0 Industrials 335 EMN 9 9.76 big-cap Long NaN 9.0 2.011554e+08 78.0 Basic Materials 158 TT 13 4.25 big-cap Long NaN 13.0 1.986204e+08 68.0 Industrials 201 WLTW 9 6.42 big-cap Long NaN 9.0 1.960761e+08 78.0 Financial Services 397 MOS 12 1.57 big-cap Long NaN 12.0 1.957216e+08 78.0 Basic Materials 22 UL 8 2.24 big-cap Long NaN 44.0 1.937115e+08 22.0 Consumer Defensive 284 KEY 9 3.13 big-cap Long NaN 9.0 1.916825e+08 78.0 Financial Services 275 ET 10 12.25 big-cap Long NaN 10.0 1.906526e+08 69.0 Energy 205 WCN 34 13.61 big-cap Long NaN 50.0 1.885058e+08 45.0 Industrials 271 APO 14 9.32 big-cap Long NaN 19.0 1.846466e+08 20.0 Financial Services 185 RSG 33 10.91 big-cap Long NaN 48.0 1.833558e+08 38.0 Industrials 364 PHM 15 11.66 big-cap Long NaN 43.0 1.832145e+08 70.0 Consumer Cyclical 134 TEL 13 -0.59 big-cap Long NaN 13.0 1.815680e+08 34.0 Technology 71 ENB 9 3.33 big-cap Long NaN 9.0 1.805381e+08 78.0 Energy 317 ALLY 11 4.84 big-cap Long NaN 11.0 1.765720e+08 78.0 Financial Services 294 CFG 7 4.54 big-cap Long NaN 7.0 1.751170e+08 78.0 Financial Services 171 AFL 7 1.32 big-cap Long NaN 7.0 1.652713e+08 78.0 Financial Services 180 HSY 8 2.80 big-cap Long NaN 8.0 1.639086e+08 46.0 Consumer Defensive 377 WRK 8 8.65 big-cap Long NaN 8.0 1.617017e+08 51.0 Consumer Cyclical 149 SYY 14 2.02 big-cap Long NaN 14.0 1.564606e+08 78.0 Consumer Defensive 190 ADM 12 11.03 big-cap Long NaN 12.0 1.560989e+08 78.0 Consumer Defensive 252 IP 33 14.49 big-cap Long NaN 53.0 1.542300e+08 51.0 Consumer Cyclical 87 ECL 10 1.48 big-cap Long NaN 31.0 1.531269e+08 28.0 Basic Materials 218 AMP 27 8.72 big-cap Long NaN 27.0 1.520034e+08 78.0 Financial Services 395 AAP 23 10.61 big-cap Long NaN 57.0 1.487402e+08 50.0 Consumer Cyclical 164 PPG 19 15.85 big-cap Long NaN 47.0 1.475356e+08 45.0 Basic Materials 229 LH 32 8.92 big-cap Long NaN 32.0 1.450497e+08 78.0 Healthcare 37 RY 9 2.55 big-cap Long NaN 9.0 1.424039e+08 78.0 Financial Services 233 WST 18 6.69 big-cap Long NaN 35.0 1.393573e+08 25.0 Healthcare 336 OMC 13 3.10 big-cap Long NaN 13.0 1.385194e+08 78.0 Communication Services 285 HES 7 5.46 big-cap Long NaN 7.0 1.342786e+08 78.0 Energy 399 PWR 27 7.18 big-cap Long NaN 27.0 1.323864e+08 78.0 Industrials 382 TAP 9 4.29 big-cap Long NaN 39.0 1.314092e+08 32.0 Consumer Defensive 267 DGX 10 4.68 big-cap Long NaN 42.0 1.299442e+08 34.0 Healthcare 234 EFX 18 23.55 big-cap Long NaN 37.0 1.299127e+08 29.0 Industrials 385 XPO 28 15.25 big-cap Long NaN 28.0 1.278890e+08 33.0 Industrials 45 TD 9 1.96 big-cap Long NaN 9.0 1.277531e+08 78.0 Financial Services 204 AME 32 6.82 big-cap Long NaN 33.0 1.247637e+08 47.0 Industrials 367 NLY 10 1.57 big-cap Long NaN 10.0 1.232790e+08 42.0 Real Estate 226 KKR 27 9.81 big-cap Long NaN 27.0 1.202610e+08 78.0 Financial Services 230 VRSN 14 4.28 big-cap Long NaN 35.0 1.167418e+08 28.0 Technology 368 WHR 7 2.22 big-cap Long NaN 46.0 1.164305e+08 47.0 Consumer Cyclical 318 POOL 18 14.19 big-cap Long NaN 43.0 1.155119e+08 26.0 Consumer Cyclical 346 AVY 27 13.64 big-cap Long NaN 27.0 1.153578e+08 78.0 Industrials 135 ROP 15 2.54 big-cap Long NaN 41.0 1.144313e+08 28.0 Industrials 239 CCEP 19 2.99 big-cap Long NaN 19.0 1.118262e+08 78.0 Consumer Defensive 246 VMC 20 9.73 big-cap Long NaN 20.0 1.115316e+08 78.0 Basic Materials 250 GWW 19 14.02 big-cap Long NaN 54.0 1.112271e+08 39.0 Industrials 232 AJG 33 17.46 big-cap Long NaN 56.0 1.101039e+08 47.0 Financial Services 298 DISH 15 12.63 big-cap Long NaN 15.0 1.096978e+08 47.0 Communication Services 108 BMO 10 2.76 big-cap Long NaN 10.0 1.060797e+08 78.0 Financial Services 396 CPT 41 11.59 big-cap Long NaN 41.0 1.057321e+08 70.0 Real Estate 262 MLM 6 1.01 big-cap Long NaN 6.0 1.040077e+08 78.0 Basic Materials 389 MHK 7 -0.59 big-cap Long NaN 7.0 1.021835e+08 78.0 Consumer Cyclical 154 LBRDK 17 5.74 big-cap Long NaN 17.0 1.020815e+08 19.0 Communication Services 30 BUD 17 9.03 big-cap Long NaN 39.0 1.016854e+08 23.0 Consumer Defensive 237 CBRE 9 0.70 big-cap Long NaN 9.0 9.940591e+07 78.0 Real Estate 359 FBHS 29 12.89 big-cap Long NaN 43.0 9.786730e+07 33.0 Consumer Cyclical 373 TREX 12 -2.61 big-cap Long NaN 23.0 9.675195e+07 23.0 Industrials 209 FRC 13 4.14 big-cap Long NaN 13.0 9.675169e+07 78.0 Financial Services 334 GPC 13 7.12 big-cap Long NaN 13.0 9.592253e+07 58.0 Consumer Cyclical 390 TXT 30 19.64 big-cap Long NaN 30.0 9.318731e+07 78.0 Industrials 379 UHS 24 12.86 big-cap Long NaN 44.0 9.094516e+07 28.0 Healthcare 356 CCK 28 11.66 big-cap Long NaN 28.0 9.062601e+07 45.0 Consumer Cyclical 381 ICLR 13 3.64 big-cap Long NaN 32.0 8.982382e+07 19.0 Healthcare 293 LNG 8 5.86 big-cap Long NaN 8.0 8.900510e+07 78.0 Energy 376 LKQ 11 7.68 big-cap Long NaN 11.0 8.888664e+07 70.0 Consumer Cyclical 253 WPM 7 3.48 big-cap Long NaN 42.0 8.794414e+07 19.0 Basic Materials 272 XYL 25 10.66 big-cap Long NaN 43.0 8.766434e+07 33.0 Industrials 394 CBOE 7 2.64 big-cap Long NaN 7.0 8.506779e+07 60.0 Financial Services 398 ALLE 7 2.74 big-cap Long NaN 46.0 8.310492e+07 42.0 Industrials 323 FMC 11 -1.13 big-cap Long NaN 42.0 8.224060e+07 20.0 Basic Materials 380 LII 9 1.60 big-cap Long NaN 46.0 7.996921e+07 47.0 Industrials 327 CINF 7 2.84 big-cap Long NaN 7.0 7.804989e+07 78.0 Financial Services 320 CE 7 5.19 big-cap Long NaN 7.0 7.802445e+07 57.0 Basic Materials 274 TRU 16 8.48 big-cap Long NaN 40.0 7.612922e+07 28.0 Industrials 137 TRP 28 8.25 big-cap Long NaN 47.0 6.880963e+07 49.0 Energy 302 HEI 14 0.54 big-cap Long NaN 26.0 6.636464e+07 24.0 Industrials 345 PKG 9 3.22 big-cap Long NaN 27.0 6.577378e+07 23.0 Consumer Cyclical 260 NTRS 11 6.36 big-cap Long NaN 11.0 6.553570e+07 70.0 Financial Services 112 VOD 6 2.85 big-cap Long NaN 6.0 6.374558e+07 78.0 Communication Services 144 BCE 10 3.96 big-cap Long NaN 10.0 6.359220e+07 47.0 Communication Services 370 ELS 24 6.58 big-cap Long NaN 40.0 6.308016e+07 42.0 Real Estate 369 CG 21 12.86 big-cap Long NaN 21.0 6.302159e+07 78.0 Financial Services 283 BR 7 2.39 big-cap Long NaN 40.0 6.245214e+07 32.0 Technology 338 DVA 8 6.87 big-cap Long NaN 41.0 5.892657e+07 18.0 Healthcare 361 BRO 22 8.62 big-cap Long NaN 28.0 5.761770e+07 28.0 Financial Services 347 MOH 23 8.93 big-cap Long NaN 44.0 5.595569e+07 44.0 Healthcare 145 CM 9 3.45 big-cap Long NaN 9.0 5.219239e+07 78.0 Financial Services 311 TW 27 7.63 big-cap Long NaN 27.0 5.055885e+07 70.0 Financial Services 221 FNV 23 9.47 big-cap Long NaN 43.0 5.046511e+07 29.0 Basic Materials 278 AMCR 6 -0.22 big-cap Long NaN 6.0 4.880002e+07 47.0 Consumer Cyclical 321 IMO 9 11.78 big-cap Long NaN 9.0 4.664984e+07 78.0 Energy 375 FNF 30 12.12 big-cap Long NaN 30.0 4.650513e+07 45.0 Financial Services 81 ABB 7 1.54 big-cap Long NaN 43.0 4.462632e+07 47.0 Industrials 351 L 25 7.98 big-cap Long NaN 25.0 4.416979e+07 78.0 Financial Services 211 MPLX 6 3.13 big-cap Long NaN 7.0 4.346863e+07 78.0 Energy 91 EQNR 10 1.97 big-cap Long NaN 10.0 4.268707e+07 21.0 Energy 400 WLK 13 10.49 big-cap Long NaN 19.0 3.851772e+07 47.0 Basic Materials 167 LYG 9 3.59 big-cap Long NaN 9.0 3.841447e+07 78.0 Financial Services 378 RPM 18 3.92 big-cap Long NaN 45.0 3.775570e+07 41.0 Basic Materials 329 LBTYA 9 3.43 big-cap Long NaN 9.0 3.684416e+07 44.0 Communication Services 328 LBTYK 9 2.55 big-cap Long NaN 9.0 3.659397e+07 45.0 unknown 132 TRI 28 7.18 big-cap Long NaN 28.0 3.565871e+07 55.0 Industrials 315 PBA 9 1.92 big-cap Long NaN 10.0 3.433431e+07 51.0 Energy 199 SLF 12 1.05 big-cap Long NaN 12.0 2.471598e+07 78.0 Financial Services 129 NGG 8 2.58 big-cap Long NaN 42.0 1.831604e+07 28.0 Utilities 225 RCI 7 2.94 big-cap Long NaN 22.0 1.358419e+07 28.0 Communication Services 265 PKX 36 31.89 big-cap Long NaN 50.0 1.277770e+07 51.0 Basic Materials 155 LBRDA 12 4.53 big-cap Long NaN 18.0 1.078546e+07 19.0 Communication Services 244 GIB 10 2.81 big-cap Long NaN 10.0 9.115281e+06 45.0 Technology 402 RDY 9 4.07 big-cap Long NaN 32.0 7.376520e+06 19.0 Healthcare 312 SHG 13 10.46 big-cap Long NaN 54.0 3.132800e+06 47.0 Financial Services 292 VAR 14 0.27 big-cap Long NaN 14.0 0.000000e+00 60.0 Healthcare Mean Return: 6.4884065934065935 Mean Day/Week: 16.065934065934066 Accuracy:0.9395604395604396 *******************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 76 PLTR 6 -6.03 big-cap Short NaN -6.0 4.037117e+09 -55.0 Technology 99 ROKU 7 -5.24 big-cap Short NaN -7.0 2.346137e+09 -48.0 Communication Services 124 PTON 14 -9.38 big-cap Short NaN -14.0 2.302798e+09 -56.0 Consumer Cyclical 172 PLUG 7 -9.17 big-cap Short NaN -63.0 1.962434e+09 -50.0 Industrials 60 BIDU 12 -12.92 big-cap Short NaN -51.0 1.543929e+09 -34.0 Communication Services 1 TSM 8 -3.30 big-cap Short NaN -19.0 1.116896e+09 -42.0 Technology 59 SNAP 6 -4.27 big-cap Short NaN -6.0 1.069894e+09 -17.0 Communication Services 86 TWLO 6 -10.46 big-cap Short NaN -6.0 9.248401e+08 -9.0 Communication Services 142 TDOC 6 -7.93 big-cap Short NaN -6.0 8.946502e+08 -49.0 Healthcare 130 TWTR 7 -3.06 big-cap Short NaN -17.0 8.512292e+08 -10.0 Communication Services 24 JD 6 -4.25 big-cap Short NaN -53.0 7.591182e+08 -46.0 Consumer Cyclical 169 VIAC 7 -0.34 big-cap Short NaN -33.0 6.983708e+08 -32.0 Communication Services 352 SPCE 27 -45.67 big-cap Short NaN -55.0 6.346004e+08 -47.0 Industrials 79 SPOT 8 -9.86 big-cap Short NaN -8.0 5.693257e+08 -53.0 Communication Services 290 PENN 11 -10.16 big-cap Short NaN -38.0 5.628238e+08 -28.0 Consumer Cyclical 372 BYND 6 -12.56 big-cap Short NaN -6.0 5.060226e+08 -44.0 Consumer Defensive 166 Z 10 -16.25 big-cap Short NaN -53.0 4.818615e+08 -38.0 Communication Services 354 FSLY 6 -19.62 big-cap Short NaN -6.0 4.698369e+08 -58.0 Technology 217 ENPH 7 -11.23 big-cap Short NaN -7.0 4.675334e+08 -50.0 Technology 331 RUN 6 0.40 big-cap Short NaN -6.0 4.240814e+08 -57.0 Technology 153 XPEV 8 -17.80 big-cap Short NaN -8.0 4.168219e+08 -69.0 Consumer Cyclical 245 FTCH 8 -18.10 big-cap Short NaN -55.0 3.496227e+08 -35.0 Consumer Cyclical 197 SPLK 9 -6.95 big-cap Short NaN -9.0 3.473577e+08 -137.0 Technology 300 SEDG 6 -0.14 big-cap Short NaN -6.0 3.362143e+08 -10.0 Technology 178 DDOG 6 1.59 big-cap Short NaN -6.0 3.326281e+08 -55.0 Technology 116 TME 9 -15.63 big-cap Short NaN -34.0 2.650913e+08 -34.0 Communication Services 220 EXAS 6 -16.53 big-cap Short NaN -6.0 2.507457e+08 -9.0 Healthcare 69 BEKE 7 -6.30 big-cap Short NaN -7.0 2.497267e+08 -49.0 Real Estate 74 ILMN 8 -2.87 big-cap Short NaN -8.0 2.446898e+08 -33.0 Healthcare 388 FSLR 6 -2.58 big-cap Short NaN -6.0 1.950810e+08 -8.0 Technology 188 LI 24 -30.13 big-cap Short NaN -24.0 1.775548e+08 -75.0 Consumer Cyclical 238 HOLX 9 -2.67 big-cap Short NaN -10.0 1.731638e+08 -16.0 Healthcare 223 TTWO 7 -1.34 big-cap Short NaN -7.0 1.704951e+08 -55.0 Communication Services 276 IQ 31 -19.95 big-cap Short NaN -34.0 1.565774e+08 -33.0 Communication Services 357 CHGG 6 -0.82 big-cap Short NaN -6.0 1.481141e+08 -49.0 Consumer Defensive 280 PAGS 6 -3.30 big-cap Short NaN -6.0 1.428462e+08 -46.0 Technology 309 APPN 9 -34.48 big-cap Short NaN -57.0 1.351369e+08 -49.0 Technology 288 CTXS 7 -3.34 big-cap Short NaN -17.0 1.202718e+08 -9.0 Technology 349 CREE 8 -6.25 big-cap Short NaN -9.0 1.149454e+08 -9.0 Technology 392 NRG 16 -7.70 big-cap Short NaN -39.0 1.121323e+08 -39.0 Utilities 307 CGC 7 -6.44 big-cap Short NaN -57.0 9.154579e+07 -38.0 Healthcare 330 TEVA 6 1.63 big-cap Short NaN -24.0 8.514022e+07 -31.0 Healthcare 123 LU 11 -20.68 big-cap Short NaN -56.0 8.490400e+07 -42.0 Financial Services 358 IPGP 6 0.89 big-cap Short NaN -6.0 7.723506e+07 -8.0 Technology 165 ZG 10 -17.37 big-cap Short NaN -53.0 7.616792e+07 -38.0 Communication Services 322 MASI 6 -3.58 big-cap Short NaN -6.0 6.339903e+07 -56.0 Healthcare 273 ALNY 6 0.71 big-cap Short NaN -6.0 6.200615e+07 -49.0 Healthcare 348 QGEN 7 -2.61 big-cap Short NaN -9.0 2.512140e+07 -53.0 Healthcare 353 BEP 16 -10.71 big-cap Short NaN -16.0 2.411571e+07 -55.0 Utilities 344 ERIE 8 -5.62 big-cap Short NaN -8.0 1.273547e+07 -48.0 Financial Services 366 ENIA 8 2.14 big-cap Short NaN -20.0 9.830417e+06 -14.0 Utilities Mean Return: -8.984901960784313 Mean Day/Week: 9.019607843137255 Accuracy:0.8823529411764706 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 19 Communication Services 3 Consumer Cyclical 21 Consumer Defensive 3 Energy 7 Financial Services 13 Healthcare 8 Industrials 22 Real Estate 11 Technology 4 Utilities 5 unknown 1 **************************************** small_industry_downtrending_count tickers industry Communication Services 6 Consumer Cyclical 4 Consumer Defensive 1 Financial Services 3 Healthcare 30 Industrials 5 Real Estate 2 Technology 36 Utilities 7 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 443 JAZZ 3 -0.44 small-cap Long NaN 4.0 9.099925e+07 5.0 Healthcare 606 QRTEA 2 -1.57 small-cap Long NaN 3.0 4.724259e+07 3.0 Consumer Cyclical Mean Return: -1.0050000000000001 Mean Day/Week: 2.5 Accuracy:0.0 *******************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 590 INSP 2 -0.06 small-cap Short NaN -5.0 5.244294e+07 -5.0 Healthcare Mean Return: -0.06 Mean Day/Week: 2.0 Accuracy:1.0 *******************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 565 PRGO 1 0.00 small-cap Long NaN 19.0 1.134815e+08 4.0 Healthcare 443 JAZZ 3 -0.44 small-cap Long NaN 4.0 9.099925e+07 5.0 Healthcare 606 QRTEA 2 -1.57 small-cap Long NaN 3.0 4.724259e+07 3.0 Consumer Cyclical Mean Return: -1.0050000000000001 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 590 INSP 2 -0.06 small-cap Short NaN -5.0 5.244294e+07 -5.0 Healthcare Mean Return: -0.06 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 460 NLSN 3 1.23 small-cap Long NaN 3.0 1.427014e+08 78.0 Industrials 575 CCJ 3 -2.19 small-cap Long NaN 5.0 1.072684e+08 78.0 Energy 547 DKS 5 1.02 small-cap Long NaN 5.0 1.031920e+08 78.0 Consumer Cyclical 411 IVZ 4 -2.91 small-cap Long NaN 4.0 1.027975e+08 78.0 Financial Services 458 JNPR 4 -0.62 small-cap Long NaN 4.0 1.000559e+08 12.0 Technology 443 JAZZ 3 -0.44 small-cap Long NaN 4.0 9.099925e+07 5.0 Healthcare 419 IRM 3 1.52 small-cap Long NaN 3.0 8.191998e+07 78.0 Real Estate 423 LEA 4 -2.89 small-cap Long NaN 4.0 7.947732e+07 78.0 Consumer Cyclical 434 LNC 3 -1.72 small-cap Long NaN 3.0 7.892457e+07 78.0 Financial Services 497 CLR 1 0.00 small-cap Long NaN 5.0 7.891165e+07 12.0 Energy 537 OSK 5 1.85 small-cap Long NaN 5.0 7.532634e+07 78.0 Industrials 578 NVST 3 -0.68 small-cap Long NaN 3.0 6.850297e+07 78.0 Healthcare 599 TX 1 0.00 small-cap Long NaN 1.0 6.613285e+07 47.0 Basic Materials 435 GFI 3 1.17 small-cap Long NaN 3.0 6.389625e+07 28.0 Basic Materials 572 PBCT 2 -0.64 small-cap Long NaN 2.0 6.106926e+07 78.0 Financial Services 431 AOS 5 -0.46 small-cap Long NaN 5.0 6.041342e+07 70.0 Industrials 510 EXEL 3 -1.68 small-cap Long NaN 3.0 5.506036e+07 22.0 Healthcare 597 LSTR 2 -2.22 small-cap Long NaN 2.0 4.766305e+07 78.0 Industrials 465 AFG 4 -1.28 small-cap Long NaN 4.0 4.765598e+07 72.0 Financial Services 606 QRTEA 2 -1.57 small-cap Long NaN 3.0 4.724259e+07 3.0 Consumer Cyclical 571 BJ 2 -0.21 small-cap Long NaN 4.0 4.396840e+07 13.0 Consumer Defensive 486 UGI 4 1.99 small-cap Long NaN 4.0 4.281233e+07 78.0 Utilities 445 HUBB 5 -1.16 small-cap Long NaN 5.0 3.729798e+07 66.0 Industrials 585 CHH 3 -0.03 small-cap Long NaN 3.0 2.408474e+07 34.0 Consumer Cyclical 539 REYN 2 -0.29 small-cap Long NaN 5.0 2.083853e+07 23.0 Consumer Cyclical 604 KT 1 0.00 small-cap Long NaN 1.0 1.182919e+07 62.0 Communication Services 452 PSO 3 0.84 small-cap Long NaN 3.0 7.999915e+06 78.0 Communication Services Mean Return: -0.47375000000000006 Mean Day/Week: 3.4583333333333335 Accuracy:0.2916666666666667 *******************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 581 FUBO 4 3.91 small-cap Short NaN -4.0 3.060820e+08 -56.0 Communication Services 450 LMND 4 -2.34 small-cap Short NaN -4.0 2.655785e+08 -50.0 Financial Services 579 BEAM 4 -5.20 small-cap Short NaN -4.0 1.517240e+08 -38.0 Healthcare 520 KOD 4 -20.81 small-cap Short NaN -4.0 1.460514e+08 -59.0 Healthcare 414 MRTX 3 4.49 small-cap Short NaN -3.0 1.429845e+08 -77.0 Healthcare 545 BE 4 -5.78 small-cap Short NaN -4.0 1.261887e+08 -53.0 Industrials 535 SDGR 5 -10.54 small-cap Short NaN -5.0 1.187116e+08 -48.0 Healthcare 446 FATE 4 1.93 small-cap Short NaN -4.0 1.179859e+08 -49.0 Healthcare 479 RDFN 4 3.82 small-cap Short NaN -4.0 1.120423e+08 -41.0 Real Estate 594 SDC 5 -2.03 small-cap Short NaN -5.0 9.802469e+07 -59.0 Healthcare 573 TNDM 2 0.07 small-cap Short NaN -3.0 9.555004e+07 -6.0 Healthcare 602 BIGC 4 -2.70 small-cap Short NaN -4.0 8.877648e+07 -61.0 Technology 415 GWRE 3 -2.26 small-cap Short NaN -3.0 8.643759e+07 -56.0 Technology 538 CYBR 5 2.48 small-cap Short NaN -5.0 8.583387e+07 -11.0 Technology 540 NEP 4 -5.19 small-cap Short NaN -4.0 8.341537e+07 -8.0 Utilities 410 NBIX 4 2.25 small-cap Short NaN -4.0 8.077550e+07 -50.0 Healthcare 586 PSTH 1 0.00 small-cap Short NaN -1.0 7.494829e+07 -41.0 Financial Services 580 FROG 4 -12.20 small-cap Short NaN -4.0 6.650957e+07 -56.0 Technology 531 IOVA 1 0.00 small-cap Short NaN -1.0 6.545717e+07 -56.0 Healthcare 456 IONS 4 -1.70 small-cap Short NaN -4.0 6.488549e+07 -49.0 Healthcare 483 BL 4 2.49 small-cap Short NaN -4.0 6.022369e+07 -56.0 Technology 558 TPTX 4 0.36 small-cap Short NaN -4.0 5.922362e+07 -50.0 Healthcare 595 DM 4 4.19 small-cap Short NaN -4.0 5.294528e+07 -49.0 Technology 609 ARRY 1 0.00 small-cap Short NaN -1.0 5.270483e+07 -59.0 Technology 600 APPF 5 -4.78 small-cap Short NaN -5.0 5.267561e+07 -53.0 Technology 590 INSP 2 -0.06 small-cap Short NaN -5.0 5.244294e+07 -5.0 Healthcare 583 ASAN 5 -2.95 small-cap Short NaN -5.0 5.083732e+07 -42.0 Technology 550 NEO 5 -6.98 small-cap Short NaN -5.0 4.103852e+07 -11.0 Healthcare 466 AMWL 4 -6.51 small-cap Short NaN -4.0 4.078492e+07 -56.0 Healthcare 516 ONEM 2 0.65 small-cap Short NaN -2.0 3.952252e+07 -48.0 Healthcare 512 RCM 5 0.47 small-cap Short NaN -5.0 3.906429e+07 -7.0 Healthcare 607 TENB 5 6.11 small-cap Short NaN -5.0 3.665449e+07 -60.0 Technology 501 QTWO 4 -2.45 small-cap Short NaN -4.0 3.503753e+07 -50.0 Technology 482 ADPT 4 -9.46 small-cap Short NaN -4.0 3.410855e+07 -50.0 Healthcare 529 ORA 5 -2.14 small-cap Short NaN -5.0 3.319354e+07 -53.0 Utilities 499 ALLK 4 0.23 small-cap Short NaN -4.0 3.033878e+07 -56.0 Healthcare 555 CWEN 3 -5.05 small-cap Short NaN -3.0 2.737903e+07 -58.0 Utilities 543 MDLA 3 -5.59 small-cap Short NaN -3.0 2.656465e+07 -47.0 Technology 467 OCFT 2 -0.74 small-cap Short NaN -2.0 7.324099e+06 -68.0 Technology Mean Return: -2.3336111111111113 Mean Day/Week: 4.0 Accuracy:0.6111111111111112 *******************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 487 PFPT 12 -1.04 small-cap Long NaN 25.0 8.139006e+08 22.0 Technology 491 CLF 6 5.02 small-cap Long NaN 6.0 6.414846e+08 30.0 Basic Materials 447 PNW 8 2.58 small-cap Long NaN 46.0 2.901648e+08 41.0 Utilities 488 GPS 27 16.84 small-cap Long NaN 66.0 2.322707e+08 57.0 Consumer Cyclical 481 MIDD 14 0.33 small-cap Long NaN 14.0 2.228933e+08 57.0 Industrials 493 STLD 11 15.97 small-cap Long NaN 11.0 1.995950e+08 68.0 Basic Materials 425 CF 9 9.41 small-cap Long NaN 10.0 1.574907e+08 78.0 Basic Materials 448 AGNC 11 2.54 small-cap Long NaN 39.0 1.528385e+08 78.0 Real Estate 474 VER 28 14.62 small-cap Long NaN 28.0 1.409654e+08 55.0 Real Estate 567 YETI 22 4.10 small-cap Long NaN 27.0 1.376947e+08 28.0 Consumer Cyclical 561 MTZ 11 14.06 small-cap Long NaN 11.0 1.320159e+08 78.0 Industrials 461 CMA 8 2.57 small-cap Long NaN 8.0 1.222271e+08 78.0 Financial Services 441 OC 6 4.65 small-cap Long NaN 6.0 1.052951e+08 47.0 Industrials 416 IPG 8 2.06 small-cap Long NaN 8.0 1.016097e+08 78.0 Communication Services 566 PVH 11 0.51 small-cap Long NaN 11.0 9.961328e+07 78.0 Consumer Cyclical 490 RL 9 0.64 small-cap Long NaN 9.0 9.903266e+07 78.0 Consumer Cyclical 530 DXC 13 6.84 small-cap Long NaN 30.0 9.879572e+07 33.0 Technology 409 AMH 32 9.14 small-cap Long NaN 41.0 9.602576e+07 45.0 Real Estate 533 TOL 15 6.47 small-cap Long NaN 28.0 9.329219e+07 78.0 Consumer Cyclical 541 CPRI 8 1.22 small-cap Long NaN 8.0 8.773142e+07 78.0 Consumer Cyclical 526 AXTA 22 10.90 small-cap Long NaN 51.0 8.683111e+07 33.0 Basic Materials 424 BG 15 9.44 small-cap Long NaN 15.0 8.533097e+07 78.0 Consumer Defensive 472 RHI 22 9.33 small-cap Long NaN 22.0 8.389421e+07 78.0 Industrials 418 HSIC 15 11.07 small-cap Long NaN 41.0 8.304094e+07 23.0 Healthcare 601 THC 12 15.91 small-cap Long NaN 12.0 8.289388e+07 78.0 Healthcare 534 TRGP 11 10.64 small-cap Long NaN 11.0 8.128452e+07 78.0 Energy 559 HUN 7 4.23 small-cap Long NaN 7.0 8.030635e+07 33.0 Basic Materials 485 RS 9 7.70 small-cap Long NaN 9.0 7.905898e+07 78.0 Basic Materials 475 FHN 10 3.06 small-cap Long NaN 10.0 7.871368e+07 78.0 Financial Services 514 BC 19 8.63 small-cap Long NaN 19.0 7.855146e+07 78.0 Consumer Cyclical 525 AN 15 7.64 small-cap Long NaN 20.0 7.677485e+07 78.0 Consumer Cyclical 464 PRAH 39 15.11 small-cap Long NaN 54.0 7.677187e+07 78.0 Healthcare 477 JLL 6 3.91 small-cap Long NaN 6.0 7.520701e+07 78.0 Real Estate 440 SCI 6 -4.32 small-cap Long NaN 35.0 7.489788e+07 28.0 Consumer Cyclical 596 SKX 41 17.96 small-cap Long NaN 56.0 7.333811e+07 47.0 Consumer Cyclical 433 CX 18 13.75 small-cap Long NaN 18.0 7.075629e+07 78.0 Basic Materials 612 MAN 25 18.49 small-cap Long NaN 25.0 6.962426e+07 78.0 Industrials 498 SITE 7 3.81 small-cap Long NaN 12.0 6.829134e+07 47.0 Industrials 471 ATH 19 14.42 small-cap Long NaN 19.0 6.810689e+07 78.0 Financial Services 522 SEE 23 19.48 small-cap Long NaN 46.0 6.774819e+07 46.0 Consumer Cyclical 518 BERY 6 3.24 small-cap Long NaN 6.0 6.705949e+07 66.0 Consumer Cyclical 500 KIM 12 2.52 small-cap Long NaN 12.0 6.640067e+07 78.0 Real Estate 413 MMP 7 1.68 small-cap Long NaN 24.0 6.514613e+07 27.0 Energy 592 LEG 20 17.16 small-cap Long NaN 20.0 6.282590e+07 52.0 Consumer Cyclical 469 REG 15 4.51 small-cap Long NaN 15.0 5.992353e+07 78.0 Real Estate 429 PNR 23 9.55 small-cap Long NaN 51.0 5.747682e+07 66.0 Industrials 574 JHG 15 10.67 small-cap Long NaN 43.0 5.607240e+07 27.0 Financial Services 546 LSI 27 8.38 small-cap Long NaN 27.0 5.259052e+07 78.0 Real Estate 524 FRT 13 4.07 small-cap Long NaN 13.0 5.247710e+07 78.0 Real Estate 459 SID 18 16.88 small-cap Long NaN 26.0 5.124510e+07 30.0 Basic Materials 615 BRX 12 1.66 small-cap Long NaN 12.0 4.830941e+07 78.0 Real Estate 560 FAF 18 6.76 small-cap Long NaN 31.0 4.797658e+07 46.0 Financial Services 442 ATR 26 5.71 small-cap Long NaN 42.0 4.025530e+07 46.0 Consumer Cyclical 421 WSO 32 14.76 small-cap Long NaN 40.0 3.883994e+07 44.0 Industrials 476 CSL 41 19.10 small-cap Long NaN 45.0 3.751001e+07 46.0 Industrials 562 TKR 7 5.04 small-cap Long NaN 15.0 3.745262e+07 33.0 Industrials 553 SRCL 10 9.65 small-cap Long NaN 28.0 3.729510e+07 22.0 Industrials 568 SON 10 4.14 small-cap Long NaN 10.0 3.707058e+07 47.0 Consumer Cyclical 551 WES 9 4.44 small-cap Long NaN 9.0 3.661543e+07 78.0 Energy 587 ORI 27 14.44 small-cap Long NaN 64.0 3.640884e+07 78.0 Financial Services 569 CFR 10 2.56 small-cap Long NaN 10.0 3.520354e+07 78.0 Financial Services 451 LAMR 7 1.35 small-cap Long NaN 7.0 3.372915e+07 78.0 Real Estate 556 CACI 7 -0.93 small-cap Long NaN 41.0 3.339051e+07 28.0 Technology 544 POST 33 9.84 small-cap Long NaN 48.0 3.056362e+07 51.0 Consumer Defensive 484 DCI 10 1.80 small-cap Long NaN 18.0 2.730015e+07 19.0 Industrials 436 VEDL 8 13.55 small-cap Long NaN 8.0 2.611983e+07 78.0 Basic Materials 598 MDU 20 5.75 small-cap Long NaN 20.0 2.507087e+07 78.0 Basic Materials 527 TFII 11 9.61 small-cap Long NaN 11.0 1.977270e+07 78.0 Industrials 507 SC 27 24.68 small-cap Long NaN 27.0 1.927681e+07 69.0 Financial Services 511 LECO 15 4.91 small-cap Long NaN 15.0 1.817760e+07 44.0 Industrials 428 EBR 14 16.35 small-cap Long NaN 55.0 1.152961e+07 29.0 Utilities 468 ACH 12 20.61 small-cap Long NaN 15.0 3.690458e+06 65.0 Basic Materials 509 ICL 7 1.08 small-cap Long NaN 7.0 1.335234e+06 78.0 Basic Materials Mean Return: 8.153561643835616 Mean Day/Week: 15.602739726027398 Accuracy:0.958904109589041 *******************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 584 JMIA 33 -28.44 small-cap Short NaN -58.0 5.499018e+08 -40.0 Consumer Cyclical 427 AZPN 8 5.25 small-cap Short NaN -20.0 3.991317e+08 -9.0 Technology 515 MSTR 18 -16.79 small-cap Short NaN -54.0 3.730133e+08 -35.0 Technology 502 FCEL 11 -25.52 small-cap Short NaN -58.0 3.108535e+08 -40.0 Industrials 528 CCIV 7 -6.66 small-cap Short NaN -52.0 2.630002e+08 -31.0 Financial Services 470 FVRR 8 -15.71 small-cap Short NaN -8.0 1.796687e+08 -38.0 Communication Services 406 BLDP 6 -9.69 small-cap Short NaN -6.0 1.656969e+08 -49.0 Industrials 610 SAIL 6 -4.94 small-cap Short NaN -6.0 1.616515e+08 -41.0 Technology 412 NVTA 7 -15.29 small-cap Short NaN -7.0 1.538040e+08 -60.0 Healthcare 430 IIVI 8 -3.43 small-cap Short NaN -8.0 1.533207e+08 -49.0 Technology 437 SMAR 11 -10.81 small-cap Short NaN -16.0 1.186155e+08 -49.0 Technology 407 VST 8 -3.18 small-cap Short NaN -8.0 1.098766e+08 -52.0 Utilities 532 PSTG 11 -16.45 small-cap Short NaN -54.0 1.086924e+08 -38.0 Technology 454 SPWR 9 -18.77 small-cap Short NaN -59.0 1.080559e+08 -47.0 Technology 420 BFAM 8 -7.58 small-cap Short NaN -22.0 9.924464e+07 -17.0 Consumer Cyclical 536 PACB 8 -20.35 small-cap Short NaN -55.0 9.410159e+07 -34.0 Healthcare 480 YY 10 -11.22 small-cap Short NaN -48.0 8.863814e+07 -32.0 Communication Services 455 NYT 25 -10.04 small-cap Short NaN -48.0 8.819549e+07 -44.0 Communication Services 439 TWST 6 -10.55 small-cap Short NaN -6.0 7.961826e+07 -53.0 Healthcare 591 UPWK 9 -12.36 small-cap Short NaN -17.0 7.739447e+07 -34.0 Industrials 554 HUYA 9 -12.83 small-cap Short NaN -51.0 7.305503e+07 -35.0 Communication Services 519 TGTX 7 -13.93 small-cap Short NaN -34.0 6.825338e+07 -42.0 Healthcare 457 BB 8 -5.91 small-cap Short NaN -62.0 6.803781e+07 -48.0 Technology 576 VRNS 7 -8.68 small-cap Short NaN -7.0 6.497290e+07 -39.0 Technology 523 NCNO 7 -13.04 small-cap Short NaN -7.0 6.308237e+07 -55.0 Technology 570 HAE 17 -21.52 small-cap Short NaN -17.0 5.461380e+07 -48.0 Healthcare 463 EXPI 20 -31.15 small-cap Short NaN -53.0 4.943998e+07 -35.0 Real Estate 582 CRUS 7 3.46 small-cap Short NaN -8.0 4.919771e+07 -8.0 Technology 494 API 9 -23.15 small-cap Short NaN -9.0 4.304464e+07 -39.0 Technology 504 BBIO 7 -11.43 small-cap Short NaN -82.0 3.717711e+07 -34.0 Healthcare 605 VNET 10 -18.54 small-cap Short NaN -60.0 3.209613e+07 -48.0 Technology 549 EBS 28 -29.69 small-cap Short NaN -56.0 3.144442e+07 -49.0 Healthcare 417 BEPC 9 -9.65 small-cap Short NaN -9.0 2.374818e+07 -64.0 Utilities 449 VIR 7 -14.55 small-cap Short NaN -53.0 2.363620e+07 -44.0 Healthcare 589 NATI 7 -0.85 small-cap Short NaN -8.0 2.143669e+07 -8.0 Technology 513 DCT 8 -11.18 small-cap Short NaN -8.0 2.112261e+07 -38.0 Technology 577 ALGM 9 -3.29 small-cap Short NaN -9.0 1.901572e+07 -53.0 Technology 548 FIZZ 9 -4.44 small-cap Short NaN -9.0 1.419253e+07 -43.0 Consumer Defensive 492 SHC 6 0.10 small-cap Short NaN -6.0 1.327051e+07 -38.0 Healthcare 542 AVIR 19 -75.02 small-cap Short NaN -53.0 1.266261e+07 -33.0 Healthcare 614 ENIC 9 2.66 small-cap Short NaN -11.0 3.331459e+06 -11.0 Utilities Mean Return: -13.296585365853657 Mean Day/Week: 10.634146341463415 Accuracy:0.9024390243902439 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 39 Communication Services 5 Consumer Cyclical 34 Consumer Defensive 14 Energy 20 Financial Services 57 Healthcare 14 Industrial Goods 1 Industrials 58 Real Estate 16 Technology 10 Utilities 3 unknown 1 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 8 Communication Services 16 Consumer Cyclical 21 Consumer Defensive 11 Energy 1 Financial Services 19 Healthcare 99 Industrials 20 Real Estate 11 Technology 66 Utilities 1 unknown 1 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 717 HL 2 3.77 penny-cap Long NaN 4.0 8.654814e+07 4.0 Basic Materials 845 MED 2 -0.21 penny-cap Long NaN 5.0 4.726631e+07 4.0 Consumer Cyclical 1134 RGR 1 0.00 penny-cap Long NaN 1.0 1.877939e+07 4.0 Industrials 916 BDC 3 -4.63 penny-cap Long NaN 5.0 1.824197e+07 5.0 Industrials 802 GOLF 4 -1.20 penny-cap Long NaN 4.0 1.586383e+07 4.0 Consumer Cyclical Mean Return: -0.5674999999999999 Mean Day/Week: 3.0 Accuracy:0.25 *******************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 757 EQC 4 -2.92 penny-cap Short NaN -5.0 5.688274e+07 -5.0 Real Estate 709 MRCY 3 -1.72 penny-cap Short NaN -5.0 4.083655e+07 -5.0 Industrials 701 GKOS 2 1.44 penny-cap Short NaN -3.0 2.965416e+07 -4.0 Healthcare 682 ICUI 1 0.00 penny-cap Short NaN -3.0 2.946191e+07 -3.0 Healthcare 815 ROCK 1 0.00 penny-cap Short NaN -5.0 8.920109e+06 -5.0 Industrials Mean Return: -1.0666666666666667 Mean Day/Week: 3.6666666666666665 Accuracy:0.6666666666666666 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 850 ELY 1 0.00 penny-cap Long NaN 15.0 2.679359e+08 4.0 Consumer Cyclical 763 IGT 1 0.00 penny-cap Long NaN 10.0 1.970519e+08 1.0 Consumer Cyclical 717 HL 2 3.77 penny-cap Long NaN 4.0 8.654814e+07 4.0 Basic Materials 831 MIME 1 0.00 penny-cap Long NaN 21.0 6.185808e+07 3.0 Technology 845 MED 2 -0.21 penny-cap Long NaN 5.0 4.726631e+07 4.0 Consumer Cyclical 1134 RGR 1 0.00 penny-cap Long NaN 1.0 1.877939e+07 4.0 Industrials 916 BDC 3 -4.63 penny-cap Long NaN 5.0 1.824197e+07 5.0 Industrials 818 NUS 2 0.37 penny-cap Long NaN 22.0 1.728431e+07 4.0 Consumer Defensive 802 GOLF 4 -1.20 penny-cap Long NaN 4.0 1.586383e+07 4.0 Consumer Cyclical 910 AFYA 1 0.00 penny-cap Long NaN 24.0 6.290194e+06 3.0 Consumer Defensive Mean Return: -0.38 Mean Day/Week: 3.6 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 757 EQC 4 -2.92 penny-cap Short NaN -5.0 5.688274e+07 -5.0 Real Estate 709 MRCY 3 -1.72 penny-cap Short NaN -5.0 4.083655e+07 -5.0 Industrials 700 LOPE 2 -1.32 penny-cap Short NaN -30.0 3.502025e+07 -4.0 Consumer Defensive 701 GKOS 2 1.44 penny-cap Short NaN -3.0 2.965416e+07 -4.0 Healthcare 682 ICUI 1 0.00 penny-cap Short NaN -3.0 2.946191e+07 -3.0 Healthcare 815 ROCK 1 0.00 penny-cap Short NaN -5.0 8.920109e+06 -5.0 Industrials 1017 SYX 1 0.00 penny-cap Short NaN -8.0 2.033872e+06 -5.0 Industrials Mean Return: -1.13 Mean Day/Week: 3.5 Accuracy:0.75 *******************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 1118 FOE 1 0.00 penny-cap Long NaN 1.0 4.268785e+08 65.0 Basic Materials 953 AR 3 6.03 penny-cap Long NaN 3.0 1.268141e+08 78.0 Energy 865 SUM 4 5.09 penny-cap Long NaN 4.0 1.074474e+08 78.0 Basic Materials 805 COMM 3 -2.85 penny-cap Long NaN 3.0 1.059404e+08 78.0 Technology 944 ASO 4 3.22 penny-cap Long NaN 4.0 9.718426e+07 78.0 Consumer Cyclical 869 GT 3 -3.48 penny-cap Long NaN 3.0 8.986535e+07 78.0 Consumer Cyclical 644 FL 5 1.97 penny-cap Long NaN 5.0 8.966115e+07 78.0 Consumer Cyclical 717 HL 2 3.77 penny-cap Long NaN 4.0 8.654814e+07 4.0 Basic Materials 771 ADS 1 0.00 penny-cap Long NaN 5.0 8.172936e+07 68.0 Financial Services 663 XEC 5 -1.19 penny-cap Long NaN 5.0 7.583777e+07 78.0 Energy 624 EXP 1 0.00 penny-cap Long NaN 1.0 6.980961e+07 78.0 Basic Materials 617 AMG 4 -3.02 penny-cap Long NaN 4.0 6.845365e+07 78.0 Financial Services 852 SWN 2 3.01 penny-cap Long NaN 5.0 6.440710e+07 11.0 Energy 919 MLHR 2 0.11 penny-cap Long NaN 2.0 5.255269e+07 69.0 Consumer Cyclical 627 UNM 4 -0.55 penny-cap Long NaN 4.0 4.812452e+07 78.0 Financial Services 845 MED 2 -0.21 penny-cap Long NaN 5.0 4.726631e+07 4.0 Consumer Cyclical 888 PDCE 3 0.81 penny-cap Long NaN 3.0 4.633046e+07 78.0 Energy 912 SITC 2 -3.74 penny-cap Long NaN 2.0 4.523485e+07 67.0 Real Estate 790 BHF 4 -1.04 penny-cap Long NaN 4.0 4.281627e+07 78.0 Financial Services 621 BPOP 5 -0.27 penny-cap Long NaN 5.0 4.217550e+07 78.0 Financial Services 880 ANAT 4 17.26 penny-cap Long NaN 4.0 3.894659e+07 49.0 Financial Services 619 INGR 1 0.00 penny-cap Long NaN 1.0 3.646858e+07 68.0 Consumer Defensive 646 ALSN 3 -1.82 penny-cap Long NaN 3.0 3.551559e+07 26.0 Consumer Cyclical 876 MD 3 -1.41 penny-cap Long NaN 3.0 3.531678e+07 28.0 Healthcare 878 CMC 3 1.48 penny-cap Long NaN 3.0 3.468730e+07 68.0 Basic Materials 814 CNO 5 3.08 penny-cap Long NaN 5.0 3.413661e+07 78.0 Financial Services 774 HRB 2 -0.80 penny-cap Long NaN 2.0 3.310453e+07 70.0 Consumer Cyclical 724 AM 2 0.21 penny-cap Long NaN 5.0 3.186229e+07 15.0 Energy 1104 ERJ 3 -2.11 penny-cap Long NaN 3.0 3.040666e+07 78.0 Industrials 808 SAFM 5 2.20 penny-cap Long NaN 5.0 3.006133e+07 69.0 Consumer Defensive 1133 CYH 5 7.45 penny-cap Long NaN 5.0 2.988021e+07 8.0 Healthcare 669 CLH 5 -1.33 penny-cap Long NaN 5.0 2.974941e+07 78.0 Industrials 675 GPK 5 0.11 penny-cap Long NaN 5.0 2.756209e+07 46.0 Consumer Cyclical 656 IDA 3 -0.99 penny-cap Long NaN 3.0 2.739590e+07 44.0 Utilities 934 TDS 2 -0.63 penny-cap Long NaN 2.0 2.680622e+07 47.0 Communication Services 712 APAM 3 -2.50 penny-cap Long NaN 3.0 2.659859e+07 29.0 Financial Services 884 TRQ 3 -0.70 penny-cap Long NaN 3.0 2.586265e+07 78.0 Basic Materials 994 MNR 5 -1.90 penny-cap Long NaN 5.0 2.571997e+07 78.0 Real Estate 983 SBH 3 -6.34 penny-cap Long NaN 3.0 2.510694e+07 78.0 Consumer Cyclical 680 UBSI 2 0.62 penny-cap Long NaN 3.0 2.457209e+07 78.0 Financial Services 773 SPB 3 -2.50 penny-cap Long NaN 3.0 2.441174e+07 78.0 Consumer Defensive 1110 ARCB 5 3.38 penny-cap Long NaN 5.0 2.335303e+07 78.0 Industrials 957 DDS 5 -0.17 penny-cap Long NaN 5.0 2.286109e+07 13.0 Consumer Cyclical 832 BECN 3 -2.14 penny-cap Long NaN 3.0 2.235476e+07 78.0 Industrials 879 CIM 3 -0.82 penny-cap Long NaN 3.0 2.199318e+07 78.0 Real Estate 632 FLO 2 -0.32 penny-cap Long NaN 2.0 1.988742e+07 47.0 Consumer Defensive 635 ACHC 4 -1.43 penny-cap Long NaN 4.0 1.956478e+07 78.0 Healthcare 951 HRI 4 -2.58 penny-cap Long NaN 4.0 1.905306e+07 78.0 Industrials 1037 CNR 3 -3.09 penny-cap Long NaN 3.0 1.894542e+07 78.0 Industrials 1013 HBM 3 0.39 penny-cap Long NaN 5.0 1.883277e+07 30.0 Basic Materials 1134 RGR 1 0.00 penny-cap Long NaN 1.0 1.877939e+07 4.0 Industrials 1068 XPEL 2 2.97 penny-cap Long NaN 2.0 1.862446e+07 28.0 Consumer Cyclical 916 BDC 3 -4.63 penny-cap Long NaN 5.0 1.824197e+07 5.0 Industrials 640 RXN 4 -2.28 penny-cap Long NaN 4.0 1.729990e+07 78.0 Industrials 854 EXLS 5 0.85 penny-cap Long NaN 5.0 1.679058e+07 49.0 Technology 766 NJR 2 -0.16 penny-cap Long NaN 2.0 1.616873e+07 78.0 Utilities 802 GOLF 4 -1.20 penny-cap Long NaN 4.0 1.586383e+07 4.0 Consumer Cyclical 974 EPC 4 1.21 penny-cap Long NaN 4.0 1.443729e+07 42.0 Consumer Defensive 1099 AKR 3 -2.84 penny-cap Long NaN 3.0 1.353863e+07 78.0 Real Estate 973 HUBG 3 -1.19 penny-cap Long NaN 3.0 1.341026e+07 54.0 Industrials 1100 NMRK 3 0.87 penny-cap Long NaN 3.0 1.243745e+07 78.0 Real Estate 1130 CLI 4 -2.09 penny-cap Long NaN 4.0 1.106216e+07 62.0 Real Estate 929 PBH 2 0.60 penny-cap Long NaN 2.0 1.091379e+07 7.0 Healthcare 824 GHC 3 1.48 penny-cap Long NaN 3.0 1.076714e+07 28.0 Consumer Defensive 1001 PIPR 3 -0.72 penny-cap Long NaN 3.0 1.074887e+07 67.0 Financial Services 833 ESRT 3 -1.53 penny-cap Long NaN 3.0 1.016228e+07 78.0 Real Estate 981 HLIO 1 0.00 penny-cap Long NaN 1.0 1.007844e+07 78.0 Industrials 856 AUB 2 0.78 penny-cap Long NaN 4.0 1.006297e+07 78.0 Financial Services 928 PVG 4 -1.96 penny-cap Long NaN 4.0 9.471207e+06 7.0 Basic Materials 1112 NXE 5 -3.45 penny-cap Long NaN 5.0 9.084999e+06 10.0 Energy 1045 MEI 4 -1.92 penny-cap Long NaN 4.0 8.463079e+06 33.0 Technology 902 MTX 4 0.87 penny-cap Long NaN 4.0 8.391635e+06 78.0 Basic Materials 797 NG 1 0.00 penny-cap Long NaN 4.0 8.029935e+06 24.0 Basic Materials 782 PPBI 1 0.00 penny-cap Long NaN 4.0 7.645533e+06 78.0 Financial Services 1031 NPO 1 0.00 penny-cap Long NaN 3.0 7.544897e+06 78.0 Industrials 943 WSBC 4 -1.93 penny-cap Long NaN 4.0 7.384512e+06 78.0 Financial Services 1054 ARGO 4 0.33 penny-cap Long NaN 4.0 7.279154e+06 62.0 Financial Services 1127 FDP 5 -3.12 penny-cap Long NaN 5.0 7.244497e+06 52.0 Consumer Defensive 842 USM 1 0.00 penny-cap Long NaN 1.0 6.105176e+06 47.0 Communication Services 1076 MRTN 4 -1.06 penny-cap Long NaN 4.0 4.560053e+06 7.0 Industrials 1011 GAB 3 -1.24 penny-cap Long NaN 3.0 4.369744e+06 52.0 Financial Services 1007 OTTR 3 -1.04 penny-cap Long NaN 3.0 4.098605e+06 47.0 Utilities 995 TOWN 1 0.00 penny-cap Long NaN 3.0 3.846306e+06 78.0 Financial Services 1095 TNC 4 -2.63 penny-cap Long NaN 4.0 3.499400e+06 78.0 Industrials 1105 EPAC 5 -1.42 penny-cap Long NaN 5.0 2.718737e+06 59.0 Industrials 1039 VCTR 3 -2.52 penny-cap Long NaN 3.0 2.656980e+06 47.0 Financial Services 1158 AWF 5 -0.20 penny-cap Long NaN 5.0 2.219432e+06 30.0 Financial Services 631 SHI 2 1.74 penny-cap Long NaN 2.0 7.761334e+05 24.0 Energy 1093 OPINI 2 -0.12 penny-cap Long NaN 4.0 3.148896e+05 28.0 unknown 719 ESGRO 5 -0.32 penny-cap Long NaN 5.0 1.369857e+05 35.0 Financial Services Mean Return: -0.22291139240506325 Mean Day/Week: 3.607594936708861 Accuracy:0.35443037974683544 *******************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 645 EVBG 5 -1.68 penny-cap Short NaN -5.0 2.948172e+08 -47.0 Technology 723 INSM 5 -9.76 penny-cap Short NaN -5.0 2.505193e+08 -41.0 Healthcare 639 WKHS 2 0.49 penny-cap Short NaN -2.0 2.068639e+08 -55.0 Consumer Cyclical 918 REAL 3 -30.02 penny-cap Short NaN -3.0 1.854473e+08 -8.0 Consumer Cyclical 860 TIGR 4 -6.86 penny-cap Short NaN -4.0 1.342154e+08 -34.0 Financial Services 931 AUPH 3 10.87 penny-cap Short NaN -3.0 1.132601e+08 -48.0 Healthcare 685 TREE 4 -10.95 penny-cap Short NaN -4.0 9.535754e+07 -52.0 Financial Services 793 NSTG 1 0.00 penny-cap Short NaN -4.0 8.503029e+07 -6.0 Healthcare 806 TWOU 4 -5.69 penny-cap Short NaN -4.0 7.347748e+07 -42.0 Consumer Defensive 710 EDIT 2 4.83 penny-cap Short NaN -2.0 5.755675e+07 -63.0 Healthcare 1148 UWMC 2 1.04 penny-cap Short NaN -2.0 5.714829e+07 -67.0 Financial Services 757 EQC 4 -2.92 penny-cap Short NaN -5.0 5.688274e+07 -5.0 Real Estate 769 CDLX 4 -6.27 penny-cap Short NaN -4.0 5.520317e+07 -9.0 Communication Services 705 SRNE 3 -2.88 penny-cap Short NaN -3.0 5.488010e+07 -43.0 Healthcare 827 JKS 2 3.70 penny-cap Short NaN -2.0 5.398213e+07 -71.0 Technology 738 VLDR 1 0.00 penny-cap Short NaN -1.0 5.339251e+07 -60.0 Technology 660 BAND 1 0.00 penny-cap Short NaN -1.0 5.319475e+07 -53.0 Technology 692 PD 5 -6.97 penny-cap Short NaN -5.0 5.255920e+07 -49.0 Technology 1012 IDEX 3 -1.78 penny-cap Short NaN -3.0 4.705216e+07 -38.0 Technology 804 GBT 5 -5.12 penny-cap Short NaN -5.0 4.206473e+07 -53.0 Healthcare 709 MRCY 3 -1.72 penny-cap Short NaN -5.0 4.083655e+07 -5.0 Industrials 676 STMP 4 -11.28 penny-cap Short NaN -4.0 4.011969e+07 -56.0 Technology 948 ARCT 2 -5.81 penny-cap Short NaN -2.0 3.986526e+07 -64.0 Healthcare 897 TPIC 5 -7.25 penny-cap Short NaN -5.0 3.914194e+07 -52.0 Industrials 728 RETA 1 0.00 penny-cap Short NaN -1.0 3.851592e+07 -38.0 Healthcare 671 CRNC 3 -4.32 penny-cap Short NaN -3.0 3.833616e+07 -40.0 Technology 647 CLDR 2 3.24 penny-cap Short NaN -2.0 3.269452e+07 -43.0 Technology 946 DOMO 1 0.00 penny-cap Short NaN -4.0 2.996495e+07 -9.0 Technology 701 GKOS 2 1.44 penny-cap Short NaN -3.0 2.965416e+07 -4.0 Healthcare 682 ICUI 1 0.00 penny-cap Short NaN -3.0 2.946191e+07 -3.0 Healthcare 622 GSHD 1 0.00 penny-cap Short NaN -1.0 2.706843e+07 -38.0 Financial Services 1002 TTCF 2 0.23 penny-cap Short NaN -4.0 2.678121e+07 -50.0 Consumer Defensive 887 RMO 2 0.84 penny-cap Short NaN -2.0 2.675919e+07 -104.0 Consumer Cyclical 834 GDOT 1 0.00 penny-cap Short NaN -1.0 2.619149e+07 -76.0 Financial Services 874 RCUS 5 -7.23 penny-cap Short NaN -5.0 2.461719e+07 -34.0 Healthcare 915 EAR 4 -9.76 penny-cap Short NaN -4.0 2.407969e+07 -38.0 Healthcare 628 SAGE 4 2.95 penny-cap Short NaN -4.0 2.406715e+07 -6.0 Healthcare 991 CSTL 5 -12.00 penny-cap Short NaN -5.0 2.378865e+07 -47.0 Healthcare 1132 TPGY 3 -10.15 penny-cap Short NaN -3.0 2.338573e+07 -49.0 Financial Services 754 NIU 5 -12.84 penny-cap Short NaN -5.0 2.274660e+07 -35.0 Consumer Cyclical 654 ARNA 5 -2.46 penny-cap Short NaN -5.0 2.121423e+07 -38.0 Healthcare 1136 KPTI 5 8.33 penny-cap Short NaN -5.0 2.096184e+07 -63.0 Healthcare 939 LUNG 2 2.59 penny-cap Short NaN -2.0 2.067925e+07 -40.0 Healthcare 1160 VITL 4 -2.12 penny-cap Short NaN -4.0 2.039749e+07 -37.0 Consumer Defensive 679 ENV 3 -1.64 penny-cap Short NaN -3.0 1.925234e+07 -7.0 Technology 1057 OCUL 1 0.00 penny-cap Short NaN -1.0 1.891849e+07 -8.0 Healthcare 1067 JRVR 4 -1.55 penny-cap Short NaN -5.0 1.712279e+07 -16.0 Financial Services 1108 ICPT 5 -3.63 penny-cap Short NaN -5.0 1.628722e+07 -56.0 Healthcare 1106 MODN 1 0.00 penny-cap Short NaN -5.0 1.579008e+07 -9.0 Technology 1135 DBD 1 0.00 penny-cap Short NaN -3.0 1.569766e+07 -9.0 Technology 820 UNIT 1 0.00 penny-cap Short NaN -1.0 1.519832e+07 -50.0 Real Estate 734 MTLS 4 -4.83 penny-cap Short NaN -4.0 1.470850e+07 -55.0 Technology 862 DCPH 5 -9.56 penny-cap Short NaN -5.0 1.460345e+07 -7.0 Healthcare 990 CSII 2 3.66 penny-cap Short NaN -2.0 1.431826e+07 -48.0 Healthcare 941 SGMO 5 2.65 penny-cap Short NaN -5.0 1.424533e+07 -63.0 Healthcare 977 DEA 1 0.00 penny-cap Short NaN -1.0 1.416240e+07 -52.0 Real Estate 649 RLAY 5 -6.49 penny-cap Short NaN -5.0 1.368213e+07 -66.0 Healthcare 1146 CGEN 2 -0.98 penny-cap Short NaN -2.0 1.361747e+07 -64.0 Healthcare 744 OPCH 5 -9.00 penny-cap Short NaN -5.0 1.359318e+07 -11.0 Healthcare 1089 SY 5 -1.87 penny-cap Short NaN -5.0 1.351989e+07 -39.0 Healthcare 740 ARVN 2 -0.16 penny-cap Short NaN -2.0 1.332524e+07 -41.0 Healthcare 1058 MRSN 2 -2.08 penny-cap Short NaN -2.0 1.300023e+07 -137.0 Healthcare 1041 UPLD 4 2.77 penny-cap Short NaN -5.0 1.195616e+07 -6.0 Technology 893 TTGT 2 0.32 penny-cap Short NaN -5.0 1.172302e+07 -35.0 Communication Services 846 JOE 1 0.00 penny-cap Short NaN -1.0 1.116395e+07 -35.0 Real Estate 848 PLMR 2 0.02 penny-cap Short NaN -2.0 1.101068e+07 -49.0 Financial Services 722 VICR 2 -1.44 penny-cap Short NaN -2.0 1.075071e+07 -38.0 Technology 1006 ICLK 2 0.75 penny-cap Short NaN -2.0 9.094384e+06 -35.0 Communication Services 900 EPAY 5 -3.00 penny-cap Short NaN -5.0 9.029834e+06 -6.0 Technology 815 ROCK 1 0.00 penny-cap Short NaN -5.0 8.920109e+06 -5.0 Industrials 921 ADCT 2 -3.91 penny-cap Short NaN -2.0 8.243100e+06 -73.0 Healthcare 993 PGEN 5 -0.99 penny-cap Short NaN -5.0 8.087333e+06 -40.0 Healthcare 1075 KROS 2 2.24 penny-cap Short NaN -5.0 7.576476e+06 -8.0 Healthcare 1102 AMTI 4 1.40 penny-cap Short NaN -4.0 7.501081e+06 -6.0 Healthcare 1131 QNST 5 -7.43 penny-cap Short NaN -5.0 7.408133e+06 -37.0 Communication Services 857 XNCR 4 -2.73 penny-cap Short NaN -4.0 7.391520e+06 -38.0 Healthcare 1053 NRIX 3 0.77 penny-cap Short NaN -3.0 7.308813e+06 -38.0 Healthcare 1159 ENTA 2 3.17 penny-cap Short NaN -3.0 6.783732e+06 -6.0 Healthcare 898 BCAT 2 -0.54 penny-cap Short NaN -2.0 6.361182e+06 -60.0 unknown 800 BNR 3 -3.76 penny-cap Short NaN -3.0 6.076374e+06 -42.0 Healthcare 1101 CLLS 5 -5.47 penny-cap Short NaN -5.0 5.474154e+06 -59.0 Healthcare 1149 AKRO 4 5.38 penny-cap Short NaN -4.0 5.368985e+06 -8.0 Healthcare 708 DAO 5 -4.88 penny-cap Short NaN -5.0 5.349326e+06 -38.0 Communication Services 653 HCM 5 -3.90 penny-cap Short NaN -5.0 4.407559e+06 -56.0 Healthcare 1078 NXGN 2 0.88 penny-cap Short NaN -5.0 3.638989e+06 -55.0 Healthcare 964 NGM 4 1.39 penny-cap Short NaN -5.0 2.866774e+06 -9.0 Healthcare 1128 FDMT 4 -13.19 penny-cap Short NaN -4.0 2.585373e+06 -38.0 Healthcare 1091 INBX 3 2.10 penny-cap Short NaN -3.0 1.129072e+06 -61.0 Healthcare 727 MOR 2 0.54 penny-cap Short NaN -2.0 8.365071e+05 -58.0 Healthcare Mean Return: -2.7335135135135133 Mean Day/Week: 3.7027027027027026 Accuracy:0.6351351351351351 *******************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 706 X 6 8.36 penny-cap Long NaN 6.0 1.095707e+09 33.0 Basic Materials 1000 UFS 12 36.33 penny-cap Long NaN 12.0 7.297796e+08 78.0 Basic Materials 755 AA 13 17.89 penny-cap Long NaN 18.0 3.689728e+08 57.0 Basic Materials 668 LPX 7 5.09 penny-cap Long NaN 67.0 2.043061e+08 78.0 Industrials 623 CROX 11 6.70 penny-cap Long NaN 11.0 1.299832e+08 78.0 Consumer Cyclical 716 GRA 18 5.70 penny-cap Long NaN 26.0 1.244636e+08 33.0 Basic Materials 648 WEN 18 1.53 penny-cap Long NaN 46.0 1.189802e+08 26.0 Consumer Cyclical 693 OLN 9 7.01 penny-cap Long NaN 9.0 7.578167e+07 78.0 Basic Materials 811 MTH 10 17.46 penny-cap Long NaN 47.0 6.873732e+07 33.0 Consumer Cyclical 655 NCR 27 21.28 penny-cap Long NaN 27.0 6.517402e+07 33.0 Technology 905 ATKR 7 1.53 penny-cap Long NaN 7.0 6.296798e+07 78.0 Industrials 652 AYI 33 32.61 penny-cap Long NaN 45.0 5.767468e+07 78.0 Industrials 726 SGMS 11 0.35 penny-cap Long NaN 19.0 5.616228e+07 15.0 Consumer Cyclical 1014 CCS 9 -0.43 penny-cap Long NaN 9.0 5.472130e+07 78.0 Consumer Cyclical 1033 DEN 11 6.05 penny-cap Long NaN 11.0 5.452572e+07 78.0 Energy 1156 SBLK 15 28.49 penny-cap Long NaN 15.0 5.416989e+07 78.0 Industrials 914 JACK 11 2.85 penny-cap Long NaN 11.0 5.086592e+07 78.0 Consumer Cyclical 966 MTDR 6 6.02 penny-cap Long NaN 6.0 5.082000e+07 78.0 Energy 743 STL 10 2.65 penny-cap Long NaN 10.0 5.058516e+07 78.0 Financial Services 698 WCC 10 15.05 penny-cap Long NaN 10.0 5.052304e+07 78.0 Industrials 756 AMN 9 14.34 penny-cap Long NaN 15.0 4.840893e+07 15.0 Healthcare 767 R 7 5.21 penny-cap Long NaN 7.0 4.501325e+07 78.0 Industrials 872 TEX 6 2.08 penny-cap Long NaN 6.0 4.399812e+07 78.0 Industrials 792 CNMD 10 3.84 penny-cap Long NaN 10.0 4.344726e+07 78.0 Healthcare 665 CC 13 13.94 penny-cap Long NaN 32.0 4.335954e+07 32.0 Basic Materials 870 FLR 6 2.01 penny-cap Long NaN 6.0 4.068763e+07 47.0 Industrials 843 RRR 10 2.57 penny-cap Long NaN 10.0 4.067184e+07 78.0 Consumer Cyclical 956 BCC 7 4.89 penny-cap Long NaN 46.0 4.009550e+07 54.0 Basic Materials 830 ARNC 7 23.35 penny-cap Long NaN 21.0 3.855647e+07 20.0 Industrials 661 MSM 7 1.70 penny-cap Long NaN 7.0 3.816163e+07 47.0 Industrials 1003 BOOT 23 5.51 penny-cap Long NaN 23.0 3.670922e+07 78.0 Consumer Cyclical 967 PRFT 9 4.83 penny-cap Long NaN 9.0 3.626988e+07 78.0 Technology 670 ESI 9 4.16 penny-cap Long NaN 13.0 3.605375e+07 78.0 Basic Materials 789 UNVR 13 13.14 penny-cap Long NaN 32.0 3.602279e+07 47.0 Basic Materials 720 AWI 17 7.27 penny-cap Long NaN 17.0 3.572623e+07 78.0 Industrials 864 TPH 13 8.58 penny-cap Long NaN 29.0 3.504849e+07 33.0 Consumer Cyclical 758 UFPI 13 3.73 penny-cap Long NaN 67.0 3.471190e+07 70.0 Basic Materials 812 HWC 12 8.01 penny-cap Long NaN 12.0 3.467347e+07 78.0 Financial Services 982 ABR 13 0.81 penny-cap Long NaN 13.0 3.283701e+07 78.0 Real Estate 1035 AAWW 18 8.03 penny-cap Long NaN 30.0 3.272665e+07 59.0 Industrials 950 WBT 15 -3.87 penny-cap Long NaN 15.0 3.120667e+07 78.0 Industrials 841 CCOI 9 5.71 penny-cap Long NaN 9.0 3.055936e+07 45.0 Communication Services 1063 MHO 10 3.31 penny-cap Long NaN 10.0 3.032263e+07 78.0 Consumer Cyclical 803 PDCO 6 1.46 penny-cap Long NaN 7.0 2.909235e+07 13.0 Healthcare 920 NAVI 44 26.60 penny-cap Long NaN 51.0 2.876510e+07 78.0 Financial Services 775 UMPQ 9 0.06 penny-cap Long NaN 9.0 2.847603e+07 78.0 Financial Services 759 AB 9 4.09 penny-cap Long NaN 11.0 2.801760e+07 78.0 Financial Services 637 FLS 6 -0.35 penny-cap Long NaN 6.0 2.591709e+07 78.0 Industrials 677 RYN 18 3.16 penny-cap Long NaN 24.0 2.416511e+07 28.0 Real Estate 1055 KALU 10 12.10 penny-cap Long NaN 10.0 2.392190e+07 78.0 Basic Materials 971 CSTM 6 6.79 penny-cap Long NaN 12.0 2.335829e+07 47.0 Basic Materials 861 CBT 7 9.61 penny-cap Long NaN 13.0 2.247153e+07 78.0 Basic Materials 731 AVNT 6 3.45 penny-cap Long NaN 6.0 2.244072e+07 78.0 Basic Materials 855 ATRC 9 -2.62 penny-cap Long NaN 9.0 2.232910e+07 78.0 Healthcare 735 PACW 10 0.19 penny-cap Long NaN 10.0 2.218199e+07 78.0 Financial Services 930 OI 13 17.94 penny-cap Long NaN 32.0 2.131129e+07 33.0 Consumer Cyclical 867 EVTC 6 8.84 penny-cap Long NaN 28.0 2.126849e+07 28.0 Technology 662 VVV 18 15.99 penny-cap Long NaN 18.0 2.093480e+07 78.0 Energy 836 AIT 6 1.81 penny-cap Long NaN 6.0 2.092981e+07 68.0 Industrials 847 FUL 34 17.66 penny-cap Long NaN 65.0 2.008431e+07 70.0 Basic Materials 895 ATI 12 -2.99 penny-cap Long NaN 12.0 1.951786e+07 78.0 Industrials 881 WWW 13 2.82 penny-cap Long NaN 13.0 1.922962e+07 69.0 Consumer Cyclical 813 EBC 13 4.05 penny-cap Long NaN 13.0 1.868345e+07 78.0 Financial Services 1008 UE 12 2.28 penny-cap Long NaN 12.0 1.854957e+07 78.0 Real Estate 725 NVT 12 4.85 penny-cap Long NaN 12.0 1.734221e+07 78.0 Industrials 873 MIC 6 2.28 penny-cap Long NaN 6.0 1.720626e+07 25.0 Industrials 1154 ARCO 9 13.91 penny-cap Long NaN 18.0 1.696458e+07 12.0 Consumer Cyclical 965 PTY 9 3.32 penny-cap Long NaN 29.0 1.662167e+07 33.0 Financial Services 952 OR 7 7.43 penny-cap Long NaN 42.0 1.649797e+07 25.0 Basic Materials 932 FBP 10 2.34 penny-cap Long NaN 10.0 1.641677e+07 78.0 Financial Services 823 WRI 19 5.33 penny-cap Long NaN 19.0 1.620322e+07 78.0 Real Estate 835 SHOO 15 4.04 penny-cap Long NaN 15.0 1.461609e+07 47.0 Consumer Cyclical 885 FCFS 13 5.67 penny-cap Long NaN 20.0 1.394227e+07 48.0 Financial Services 858 BNL 9 -0.43 penny-cap Long NaN 28.0 1.372352e+07 19.0 Real Estate 992 GTN 7 -1.69 penny-cap Long NaN 17.0 1.350789e+07 78.0 Communication Services 925 SGRY 12 4.81 penny-cap Long NaN 12.0 1.347477e+07 78.0 Healthcare 785 CWK 7 0.78 penny-cap Long NaN 7.0 1.297076e+07 47.0 Real Estate 795 SXT 7 3.25 penny-cap Long NaN 20.0 1.296271e+07 47.0 Basic Materials 1121 EVRI 10 0.32 penny-cap Long NaN 11.0 1.280024e+07 15.0 Consumer Cyclical 936 CMP 13 2.00 penny-cap Long NaN 18.0 1.216987e+07 28.0 Basic Materials 889 ENBL 10 11.18 penny-cap Long NaN 10.0 1.189529e+07 69.0 Energy 933 FIX 7 1.46 penny-cap Long NaN 7.0 1.154361e+07 78.0 Industrials 780 FELE 7 1.16 penny-cap Long NaN 7.0 1.123452e+07 78.0 Industrials 695 SSD 11 -1.11 penny-cap Long NaN 11.0 1.043600e+07 69.0 Industrials 890 FLOW 7 3.15 penny-cap Long NaN 12.0 9.920925e+06 78.0 Industrials 1027 CEQP 10 -1.00 penny-cap Long NaN 15.0 9.805722e+06 78.0 Energy 1048 HNI 9 4.40 penny-cap Long NaN 9.0 8.895351e+06 51.0 Industrials 961 MWA 7 1.49 penny-cap Long NaN 12.0 8.502448e+06 78.0 Industrials 988 UTG 9 1.85 penny-cap Long NaN 40.0 8.265625e+06 32.0 Financial Services 859 EXG 28 4.25 penny-cap Long NaN 28.0 8.204348e+06 78.0 Financial Services 937 FSS 15 2.59 penny-cap Long NaN 15.0 7.999049e+06 78.0 Industrials 894 GEF 9 3.19 penny-cap Long NaN 9.0 7.855141e+06 51.0 Consumer Cyclical 938 FWRD 6 -2.16 penny-cap Long NaN 6.0 7.667325e+06 78.0 Industrials 1060 PFS 6 0.86 penny-cap Long NaN 6.0 7.446976e+06 78.0 Financial Services 1138 INGN 21 12.22 penny-cap Long NaN 22.0 7.416636e+06 31.0 Healthcare 851 SCL 10 4.94 penny-cap Long NaN 13.0 7.180276e+06 47.0 Basic Materials 686 NEA 6 0.53 penny-cap Long NaN 31.0 7.072954e+06 26.0 Financial Services 1114 VLRS 11 5.45 penny-cap Long NaN 11.0 7.040863e+06 78.0 Industrials 942 MLI 22 4.08 penny-cap Long NaN 22.0 6.729329e+06 78.0 Industrials 1016 SASR 6 -0.66 penny-cap Long NaN 6.0 6.550423e+06 78.0 Financial Services 822 JJSF 9 0.54 penny-cap Long NaN 14.0 6.526872e+06 18.0 Consumer Defensive 1019 BDJ 47 12.49 penny-cap Long NaN 51.0 6.417103e+06 78.0 Financial Services 748 BCPC 6 -2.40 penny-cap Long NaN 7.0 6.239770e+06 56.0 Basic Materials 787 NAD 6 0.58 penny-cap Long NaN 29.0 6.194074e+06 25.0 Financial Services 1094 CASH 9 -0.27 penny-cap Long NaN 9.0 5.634912e+06 78.0 Financial Services 1042 EVV 9 1.48 penny-cap Long NaN 9.0 5.465802e+06 25.0 Financial Services 1109 WIRE 12 11.44 penny-cap Long NaN 12.0 5.281389e+06 78.0 Industrials 741 CIGI 9 4.42 penny-cap Long NaN 9.0 5.129878e+06 78.0 Real Estate 747 NVG 6 1.10 penny-cap Long NaN 32.0 5.031423e+06 26.0 Financial Services 883 SPXC 13 1.54 penny-cap Long NaN 13.0 4.989025e+06 46.0 Industrials 1098 STC 24 6.62 penny-cap Long NaN 27.0 4.828420e+06 45.0 Financial Services 963 JPS 23 1.57 penny-cap Long NaN 31.0 4.449392e+06 32.0 Financial Services 1145 SBSI 6 1.97 penny-cap Long NaN 6.0 4.069236e+06 78.0 Financial Services 1113 NMZ 7 1.87 penny-cap Long NaN 26.0 3.717825e+06 26.0 Financial Services 979 BSM 9 0.94 penny-cap Long NaN 19.0 3.680115e+06 23.0 Energy 1077 CODI 8 0.57 penny-cap Long NaN 8.0 3.265239e+06 78.0 Industrials 891 NZF 14 2.22 penny-cap Long NaN 27.0 3.164322e+06 25.0 Financial Services 1049 RTLR 8 -1.01 penny-cap Long NaN 8.0 2.734752e+06 21.0 Energy 1161 BRKL 6 -0.75 penny-cap Long NaN 6.0 2.475198e+06 78.0 Financial Services 1066 FFG 7 0.07 penny-cap Long NaN 7.0 1.955146e+06 7.0 Financial Services 1141 BIF 51 12.98 penny-cap Long NaN 63.0 1.432359e+06 78.0 Financial Services 817 BBU 9 4.32 penny-cap Long NaN 11.0 1.297634e+06 12.0 Industrials 907 NAC 7 0.99 penny-cap Long NaN 30.0 1.251422e+06 26.0 Financial Services 975 BTT 8 -0.27 penny-cap Long NaN 27.0 1.239091e+06 26.0 Financial Services 959 BUR 17 17.74 penny-cap Long NaN 29.0 1.014940e+06 28.0 Financial Services 1116 NRK 7 0.58 penny-cap Long NaN 29.0 6.561898e+05 25.0 Financial Services 924 IBA 17 3.22 penny-cap Long NaN 28.0 4.512340e+05 21.0 Consumer Defensive 849 CIXX 24 12.02 penny-cap Long NaN 24.0 4.298624e+05 70.0 Financial Services 980 SIM 8 32.90 penny-cap Long NaN 21.0 1.701151e+05 21.0 Basic Materials 760 SLMBP 7 1.37 penny-cap Long NaN 10.0 4.867222e+04 78.0 Financial Services Mean Return: 5.734846153846154 Mean Day/Week: 11.938461538461539 Accuracy:0.8769230769230769 *******************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 839 TLRY 7 -6.23 penny-cap Short NaN -54.0 4.270185e+08 -34.0 Healthcare 688 MGNI 6 -22.64 penny-cap Short NaN -52.0 1.851330e+08 -34.0 Communication Services 691 FSR 14 -24.27 penny-cap Short NaN -38.0 1.568091e+08 -31.0 Consumer Cyclical 791 NNOX 26 -69.52 penny-cap Short NaN -60.0 1.467335e+08 -56.0 Healthcare 1074 SNDL 9 -18.31 penny-cap Short NaN -52.0 1.417370e+08 -33.0 Healthcare 730 EGHT 7 -23.31 penny-cap Short NaN -7.0 1.251521e+08 -9.0 Technology 875 NNDM 8 -15.87 penny-cap Short NaN -8.0 1.164892e+08 -49.0 Technology 940 BLNK 9 -19.78 penny-cap Short NaN -19.0 1.017697e+08 -50.0 Consumer Cyclical 733 AMBA 8 -9.51 penny-cap Short NaN -53.0 1.009846e+08 -35.0 Technology 821 BNGO 8 -21.09 penny-cap Short NaN -55.0 1.001636e+08 -32.0 Healthcare 641 SHAK 8 -17.56 penny-cap Short NaN -53.0 9.218001e+07 -24.0 Consumer Cyclical 772 FLGT 9 -12.23 penny-cap Short NaN -55.0 8.097715e+07 -34.0 Healthcare 998 GEVO 6 -14.02 penny-cap Short NaN -56.0 7.882422e+07 -27.0 Basic Materials 736 BBBY 22 -15.16 penny-cap Short NaN -34.0 7.393484e+07 -45.0 Consumer Cyclical 909 AVNS 8 -4.60 penny-cap Short NaN -8.0 7.142525e+07 -38.0 Healthcare 753 VCYT 10 -23.25 penny-cap Short NaN -18.0 7.053856e+07 -40.0 Healthcare 664 NOVA 6 -9.04 penny-cap Short NaN -6.0 6.774645e+07 -50.0 Technology 739 DNMR 11 -45.00 penny-cap Short NaN -56.0 6.401203e+07 -34.0 Basic Materials 699 CCXI 6 -55.85 penny-cap Short NaN -6.0 6.305634e+07 -48.0 Healthcare 778 CSIQ 8 -7.56 penny-cap Short NaN -8.0 6.295540e+07 -49.0 Technology 764 IRBT 9 -14.54 penny-cap Short NaN -54.0 6.247191e+07 -43.0 Technology 761 INO 35 -33.02 penny-cap Short NaN -53.0 6.232492e+07 -50.0 Healthcare 687 KRNT 9 -8.00 penny-cap Short NaN -17.0 6.058338e+07 -22.0 Industrials 618 ALLO 8 -9.46 penny-cap Short NaN -9.0 5.680366e+07 -10.0 Healthcare 866 SSYS 7 -4.87 penny-cap Short NaN -7.0 5.577375e+07 -48.0 Technology 650 HASI 6 -2.64 penny-cap Short NaN -6.0 5.527241e+07 -58.0 Real Estate 923 CLNE 9 -27.43 penny-cap Short NaN -54.0 4.963448e+07 -27.0 Energy 1140 DMTK 9 -22.30 penny-cap Short NaN -48.0 4.795418e+07 -32.0 Healthcare 986 ACMR 9 -17.32 penny-cap Short NaN -52.0 4.302403e+07 -34.0 Technology 674 LPSN 6 0.97 penny-cap Short NaN -6.0 3.992232e+07 -49.0 Technology 892 LAC 7 -3.83 penny-cap Short NaN -7.0 3.878636e+07 -49.0 Basic Materials 715 AHCO 20 -15.45 penny-cap Short NaN -21.0 3.849746e+07 -21.0 Healthcare 672 DOYU 9 -13.42 penny-cap Short NaN -49.0 3.845842e+07 -35.0 Communication Services 853 MAXR 6 7.29 penny-cap Short NaN -6.0 3.718292e+07 -40.0 Technology 969 RPAY 6 -2.24 penny-cap Short NaN -10.0 3.648136e+07 -11.0 Technology 819 PHR 6 -7.91 penny-cap Short NaN -6.0 3.576105e+07 -41.0 Healthcare 658 EH 9 -22.17 penny-cap Short NaN -58.0 3.484250e+07 -48.0 Industrials 696 YALA 10 -11.97 penny-cap Short NaN -55.0 3.416605e+07 -35.0 Technology 770 CORT 6 -8.01 penny-cap Short NaN -6.0 3.415704e+07 -50.0 Healthcare 742 GOEV 6 -0.92 penny-cap Short NaN -6.0 3.396776e+07 -65.0 Consumer Cyclical 704 RSI 9 -9.89 penny-cap Short NaN -35.0 2.813806e+07 -37.0 Consumer Cyclical 737 ITRI 6 1.56 penny-cap Short NaN -6.0 2.677724e+07 -45.0 Technology 625 WK 7 0.38 penny-cap Short NaN -7.0 2.650493e+07 -38.0 Technology 1005 FSM 11 6.94 penny-cap Short NaN -11.0 2.619334e+07 -52.0 Basic Materials 781 MOMO 6 -1.00 penny-cap Short NaN -6.0 2.582335e+07 -36.0 Communication Services 702 AJRD 11 -0.68 penny-cap Short NaN -12.0 2.576801e+07 -48.0 Industrials 844 BMI 9 -1.37 penny-cap Short NaN -50.0 2.550410e+07 -38.0 Industrials 681 MTSI 9 -7.38 penny-cap Short NaN -9.0 2.425206e+07 -11.0 Technology 703 OPK 10 -19.03 penny-cap Short NaN -56.0 2.424718e+07 -44.0 Healthcare 1151 GTHX 15 -7.65 penny-cap Short NaN -17.0 2.422751e+07 -40.0 Healthcare 745 CRON 9 -11.19 penny-cap Short NaN -55.0 2.207834e+07 -36.0 Healthcare 1090 GNOG 6 -16.44 penny-cap Short NaN -6.0 2.067750e+07 -105.0 Consumer Cyclical 906 SITM 6 1.11 penny-cap Short NaN -6.0 1.970566e+07 -53.0 Technology 826 LGND 10 -11.03 penny-cap Short NaN -58.0 1.963654e+07 -35.0 Healthcare 768 TSEM 8 -2.52 penny-cap Short NaN -17.0 1.885614e+07 -35.0 Technology 903 QTRX 6 -4.32 penny-cap Short NaN -6.0 1.874240e+07 -46.0 Healthcare 799 BZUN 9 -9.16 penny-cap Short NaN -50.0 1.857499e+07 -35.0 Consumer Cyclical 840 CSOD 13 -4.79 penny-cap Short NaN -46.0 1.838622e+07 -34.0 Technology 1032 PAYA 17 -14.80 penny-cap Short NaN -38.0 1.824126e+07 -58.0 Technology 626 SMTC 7 -7.24 penny-cap Short NaN -7.0 1.804324e+07 -11.0 Technology 816 RVMD 10 -5.88 penny-cap Short NaN -34.0 1.776559e+07 -25.0 Healthcare 958 ENDP 25 -25.52 penny-cap Short NaN -51.0 1.746326e+07 -32.0 Healthcare 779 FORM 8 -8.75 penny-cap Short NaN -9.0 1.734156e+07 -9.0 Technology 749 SEER 6 -25.38 penny-cap Short NaN -6.0 1.708697e+07 -108.0 Healthcare 1072 MAXN 34 -50.31 penny-cap Short NaN -58.0 1.681616e+07 -39.0 Technology 636 ALRM 6 -1.85 penny-cap Short NaN -6.0 1.651217e+07 -10.0 Technology 1073 CEVA 8 -16.81 penny-cap Short NaN -52.0 1.567894e+07 -35.0 Technology 1139 GSAH 6 -2.14 penny-cap Short NaN -52.0 1.536152e+07 -43.0 Financial Services 1062 STKL 11 -9.75 penny-cap Short NaN -55.0 1.459845e+07 -17.0 Consumer Defensive 642 FTDR 6 1.32 penny-cap Short NaN -14.0 1.412140e+07 -14.0 Consumer Cyclical 718 PTCT 39 -34.82 penny-cap Short NaN -79.0 1.404575e+07 -64.0 Healthcare 798 AMRN 26 -30.92 penny-cap Short NaN -56.0 1.381822e+07 -38.0 Healthcare 1111 ADVM 9 -5.37 penny-cap Short NaN -9.0 1.351592e+07 -50.0 Healthcare 1083 VERI 7 -14.19 penny-cap Short NaN -7.0 1.343440e+07 -47.0 Technology 899 RMBS 8 -1.16 penny-cap Short NaN -18.0 1.338088e+07 -17.0 Technology 1150 WPRT 6 -15.67 penny-cap Short NaN -54.0 1.262522e+07 -35.0 Consumer Cyclical 1064 SOL 6 -11.87 penny-cap Short NaN -6.0 1.226306e+07 -50.0 Technology 1081 EVER 8 -3.73 penny-cap Short NaN -49.0 1.225932e+07 -42.0 Communication Services 968 PBI 8 0.96 penny-cap Short NaN -8.0 1.187956e+07 -9.0 Industrials 684 WDFC 22 -8.57 penny-cap Short NaN -55.0 1.154781e+07 -23.0 Basic Materials 922 YEXT 7 -4.43 penny-cap Short NaN -7.0 1.141234e+07 -48.0 Technology 901 STRA 9 0.12 penny-cap Short NaN -19.0 1.065148e+07 -17.0 Consumer Defensive 659 NEU 16 -9.10 penny-cap Short NaN -36.0 1.012737e+07 -58.0 Basic Materials 1162 VIVO 6 -3.20 penny-cap Short NaN -22.0 9.511590e+06 -23.0 Healthcare 1018 SLP 6 -1.10 penny-cap Short NaN -6.0 9.339447e+06 -40.0 Healthcare 1157 SRG 6 -9.73 penny-cap Short NaN -36.0 9.032646e+06 -23.0 Real Estate 962 PRO 7 -10.46 penny-cap Short NaN -7.0 8.648622e+06 -10.0 Technology 1029 CNST 36 -27.63 penny-cap Short NaN -54.0 8.367874e+06 -54.0 Healthcare 1126 EOSE 28 -42.17 penny-cap Short NaN -75.0 7.802513e+06 -54.0 Industrials 1092 LASR 9 -9.21 penny-cap Short NaN -49.0 7.637280e+06 -35.0 Technology 913 GTH 6 -10.13 penny-cap Short NaN -54.0 7.610076e+06 -35.0 Healthcare 713 AAON 18 -6.12 penny-cap Short NaN -56.0 7.334476e+06 -35.0 Industrials 970 AZRE 8 -14.30 penny-cap Short NaN -8.0 7.324320e+06 -60.0 Utilities 1051 VCRA 8 -5.30 penny-cap Short NaN -8.0 7.181190e+06 -42.0 Technology 927 KURA 6 -1.45 penny-cap Short NaN -6.0 7.078216e+06 -77.0 Healthcare 810 VNE 10 -1.79 penny-cap Short NaN -10.0 6.960497e+06 -26.0 Consumer Cyclical 1088 FARO 8 -7.11 penny-cap Short NaN -37.0 6.749549e+06 -9.0 Technology 1052 KNSA 6 -2.86 penny-cap Short NaN -38.0 6.613119e+06 -36.0 Healthcare 1015 PNTG 10 -16.97 penny-cap Short NaN -80.0 6.517026e+06 -56.0 Healthcare 1107 NKTX 6 -10.89 penny-cap Short NaN -6.0 6.266386e+06 -55.0 Healthcare 1153 DHC 6 -11.47 penny-cap Short NaN -34.0 5.828337e+06 -16.0 Real Estate 711 VVNT 16 -11.65 penny-cap Short NaN -16.0 5.793675e+06 -71.0 Industrials 1125 NVEE 10 -6.32 penny-cap Short NaN -48.0 5.658075e+06 -24.0 Industrials 1026 SBTX 11 -25.94 penny-cap Short NaN -34.0 5.565086e+06 -31.0 Healthcare 629 VERX 6 -10.03 penny-cap Short NaN -6.0 5.540631e+06 -49.0 Technology 1038 KNTE 17 -15.20 penny-cap Short NaN -35.0 5.127714e+06 -109.0 Healthcare 945 SRRK 6 0.75 penny-cap Short NaN -34.0 4.636980e+06 -34.0 Healthcare 954 PQG 10 7.49 penny-cap Short NaN -36.0 4.304932e+06 -11.0 Basic Materials 1144 RBBN 11 -14.54 penny-cap Short NaN -52.0 4.035499e+06 -35.0 Communication Services 1096 PCVX 6 0.83 penny-cap Short NaN -6.0 3.774675e+06 -137.0 Healthcare 1103 GRVY 7 0.89 penny-cap Short NaN -7.0 3.652756e+06 -67.0 Communication Services 1022 HY 8 -8.86 penny-cap Short NaN -55.0 2.836912e+06 -24.0 Industrials 1142 PHAT 6 -5.12 penny-cap Short NaN -6.0 2.817948e+06 -31.0 Healthcare 886 CANG 27 -43.80 penny-cap Short NaN -57.0 2.778616e+06 -42.0 Communication Services 999 OLMA 12 -34.29 penny-cap Short NaN -12.0 2.717981e+06 -38.0 Healthcare 1124 RMAX 16 -1.07 penny-cap Short NaN -38.0 2.355081e+06 -21.0 Real Estate 1120 LXRX 10 -13.35 penny-cap Short NaN -60.0 2.175183e+06 -35.0 Healthcare 1129 MESO 11 -8.87 penny-cap Short NaN -11.0 1.910426e+06 -137.0 Healthcare 1122 ATRI 10 -3.39 penny-cap Short NaN -10.0 1.563478e+06 -14.0 Healthcare 1123 SCWX 10 -1.10 penny-cap Short NaN -53.0 8.517590e+05 -39.0 Technology 1025 HLG 35 -18.03 penny-cap Short NaN -35.0 1.550061e+05 -74.0 Consumer Defensive 1044 MSC 7 5.44 penny-cap Short NaN -41.0 3.482900e+04 -76.0 Consumer Cyclical Mean Return: -11.905000000000001 Mean Day/Week: 10.69672131147541 Accuracy:0.8852459016393442 ************************************** ************************************** ************************************** Error: []

[stock-filter]

Stock daily Filter Report for 2021/05/11 05-40-07

*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 35 Communication Services 21 Consumer Cyclical 32 Consumer Defensive 26 Energy 17 Financial Services 60 Healthcare 33 Industrials 52 Real Estate 17 Technology 15 Utilities 17 unknown 5 **************************************** big_industry_downtrending_count tickers industry Communication Services 21 Consumer Cyclical 12 Consumer Defensive 4 Financial Services 8 Healthcare 16 Industrials 2 Real Estate 2 Technology 40 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 99 SCCO 1 0.0 big-cap Long NaN 2.0 3.748864e+08 2.0 Basic Materials 360 SQM 1 0.0 big-cap Long NaN 1.0 6.771037e+07 4.0 Basic Materials 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 121 CVNA 1 0.00 big-cap Short NaN -2.0 6.156864e+08 -4.0 Consumer Cyclical 403 RGEN 1 0.00 big-cap Short NaN -4.0 6.599477e+07 -5.0 Healthcare 186 BGNE 2 -2.77 big-cap Short NaN -2.0 3.338431e+07 -5.0 Healthcare Mean Return: -2.77 Mean Day/Week: 4.0 Accuracy:1.0 *******************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 99 SCCO 1 0.00 big-cap Long NaN 2.0 3.748864e+08 2.0 Basic Materials 17 BHP 1 0.00 big-cap Long NaN 16.0 2.142925e+08 4.0 Basic Materials 281 AKAM 3 0.95 big-cap Long NaN 36.0 7.638620e+07 4.0 Technology 360 SQM 1 0.00 big-cap Long NaN 1.0 6.771037e+07 4.0 Basic Materials 217 TU 1 0.00 big-cap Long NaN 8.0 1.828543e+07 4.0 Communication Services Mean Return: 0.95 Mean Day/Week: 7.0 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 121 CVNA 1 0.00 big-cap Short NaN -2.0 6.156864e+08 -4.0 Consumer Cyclical 403 RGEN 1 0.00 big-cap Short NaN -4.0 6.599477e+07 -5.0 Healthcare 186 BGNE 2 -2.77 big-cap Short NaN -2.0 3.338431e+07 -5.0 Healthcare Mean Return: -2.77 Mean Day/Week: 4.0 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 6 BAC 3 0.10 big-cap Long NaN 3.0 1.587782e+09 78.0 Financial Services 15 ORCL 4 1.21 big-cap Long NaN 4.0 1.389965e+09 55.0 Technology 2 JNJ 2 1.05 big-cap Long NaN 5.0 1.365199e+09 16.0 Healthcare 9 VZ 5 1.58 big-cap Long NaN 5.0 1.254963e+09 31.0 Communication Services 3 PG 1 0.00 big-cap Long NaN 1.0 1.193555e+09 26.0 Consumer Defensive 54 GS 4 3.08 big-cap Long NaN 4.0 1.191787e+09 78.0 Financial Services 35 LOW 1 0.00 big-cap Long NaN 1.0 9.105629e+08 43.0 Consumer Cyclical 34 MS 3 -0.40 big-cap Long NaN 5.0 7.896779e+08 78.0 Financial Services 64 CI 2 2.19 big-cap Long NaN 2.0 6.246268e+08 50.0 Healthcare 57 LMT 1 0.00 big-cap Long NaN 1.0 6.197962e+08 40.0 Industrials 61 GILD 1 0.00 big-cap Long NaN 1.0 5.384344e+08 6.0 Healthcare 46 MMM 1 0.00 big-cap Long NaN 1.0 5.302828e+08 74.0 Industrials 331 NUE 5 12.40 big-cap Long NaN 5.0 4.851054e+08 60.0 Basic Materials 22 MCD 1 0.00 big-cap Long NaN 1.0 4.661177e+08 41.0 Consumer Cyclical 29 LIN 2 0.70 big-cap Long NaN 2.0 4.160515e+08 44.0 Basic Materials 27 UNP 2 -0.45 big-cap Long NaN 2.0 4.006943e+08 34.0 Industrials 210 BBY 1 0.00 big-cap Long NaN 1.0 4.001050e+08 41.0 Consumer Cyclical 99 SCCO 1 0.00 big-cap Long NaN 2.0 3.748864e+08 2.0 Basic Materials 127 MET 3 -0.71 big-cap Long NaN 3.0 3.480468e+08 78.0 Financial Services 196 EOG 3 9.70 big-cap Long NaN 3.0 3.370275e+08 78.0 Energy 150 DOW 3 -0.45 big-cap Long NaN 3.0 3.231993e+08 68.0 Basic Materials 68 BP 4 0.59 big-cap Long NaN 4.0 3.081610e+08 60.0 Energy 154 JCI 2 0.20 big-cap Long NaN 2.0 2.884360e+08 78.0 Industrials 98 DD 4 0.96 big-cap Long NaN 5.0 2.880270e+08 19.0 Basic Materials 202 MPC 3 0.59 big-cap Long NaN 5.0 2.828341e+08 78.0 Energy 124 CP 3 2.87 big-cap Long NaN 4.0 2.602195e+08 31.0 Industrials 226 MT 3 1.17 big-cap Long NaN 3.0 2.508719e+08 78.0 Basic Materials 172 CARR 2 1.27 big-cap Long NaN 2.0 2.489894e+08 42.0 Industrials 155 LHX 5 0.30 big-cap Long NaN 5.0 2.413430e+08 46.0 Industrials 144 KHC 3 1.16 big-cap Long NaN 3.0 2.311674e+08 78.0 Consumer Defensive 158 TROW 4 2.62 big-cap Long NaN 4.0 2.305351e+08 78.0 Financial Services 180 AIG 3 3.46 big-cap Long NaN 3.0 2.130137e+08 78.0 Financial Services 108 ETN 2 -0.07 big-cap Long NaN 2.0 2.036637e+08 78.0 Industrials 169 CTAS 2 0.02 big-cap Long NaN 2.0 2.016847e+08 32.0 Industrials 131 GD 5 1.36 big-cap Long NaN 5.0 1.908327e+08 69.0 unknown 166 TRV 4 1.49 big-cap Long NaN 4.0 1.895862e+08 78.0 Financial Services 280 URI 1 0.00 big-cap Long NaN 1.0 1.633518e+08 78.0 Industrials 262 K 3 1.02 big-cap Long NaN 3.0 1.472405e+08 39.0 Consumer Defensive 159 GIS 3 0.31 big-cap Long NaN 3.0 1.465659e+08 41.0 Consumer Defensive 197 MSI 1 0.00 big-cap Long NaN 1.0 1.366656e+08 69.0 Technology 200 LYB 3 -0.60 big-cap Long NaN 3.0 1.277866e+08 78.0 Basic Materials 288 OKE 3 1.03 big-cap Long NaN 3.0 1.176077e+08 78.0 Energy 364 BEN 4 2.97 big-cap Long NaN 4.0 1.123150e+08 78.0 Financial Services 325 EXPD 4 5.69 big-cap Long NaN 4.0 1.065846e+08 50.0 Industrials 214 CNQ 3 3.38 big-cap Long NaN 3.0 9.394901e+07 78.0 Energy 298 MTB 4 1.32 big-cap Long NaN 4.0 8.412040e+07 78.0 Financial Services 424 BWA 4 3.56 big-cap Long NaN 4.0 7.988323e+07 78.0 Consumer Cyclical 367 J 1 0.00 big-cap Long NaN 1.0 7.901578e+07 68.0 Industrials 238 DTE 2 1.74 big-cap Long NaN 2.0 7.495108e+07 46.0 Utilities 279 MLM 5 0.54 big-cap Long NaN 5.0 7.457873e+07 78.0 Basic Materials 340 JBHT 2 1.23 big-cap Long NaN 2.0 7.033620e+07 78.0 Industrials 437 SNA 1 0.00 big-cap Long NaN 1.0 7.008681e+07 78.0 Industrials 422 NWL 4 3.23 big-cap Long NaN 4.0 6.857856e+07 78.0 Consumer Defensive 333 NTAP 1 0.00 big-cap Long NaN 1.0 6.822116e+07 44.0 Technology 181 PAYX 5 -0.33 big-cap Long NaN 5.0 6.805825e+07 45.0 Industrials 360 SQM 1 0.00 big-cap Long NaN 1.0 6.771037e+07 4.0 Basic Materials 308 CAG 1 0.00 big-cap Long NaN 1.0 6.747070e+07 46.0 Consumer Defensive 309 WAT 3 2.77 big-cap Long NaN 3.0 6.721369e+07 32.0 Healthcare 118 ABEV 3 2.88 big-cap Long NaN 3.0 6.438117e+07 19.0 Consumer Defensive 371 SJM 4 2.70 big-cap Long NaN 4.0 6.253031e+07 41.0 Consumer Defensive 297 AMCR 5 0.18 big-cap Long NaN 5.0 4.783810e+07 46.0 Consumer Cyclical 250 GRMN 1 0.00 big-cap Long NaN 1.0 4.755264e+07 46.0 Technology 259 CHD 4 1.27 big-cap Long NaN 4.0 4.453839e+07 32.0 Consumer Defensive 358 PFG 4 1.70 big-cap Long NaN 4.0 4.381172e+07 78.0 Financial Services 116 VOD 5 4.33 big-cap Long NaN 5.0 4.052020e+07 78.0 Communication Services 352 RJF 3 -1.02 big-cap Long NaN 3.0 4.033741e+07 78.0 unknown 125 AMX 2 0.20 big-cap Long NaN 2.0 3.303761e+07 23.0 Communication Services 171 CRH 3 0.27 big-cap Long NaN 3.0 2.368370e+07 32.0 Basic Materials 119 HMC 1 0.00 big-cap Long NaN 1.0 1.979913e+07 46.0 Consumer Cyclical 278 FTS 3 0.71 big-cap Long NaN 3.0 1.151393e+07 44.0 Utilities 328 KB 2 -0.34 big-cap Long NaN 2.0 9.197452e+06 46.0 Financial Services 187 ORAN 3 1.25 big-cap Long NaN 3.0 5.484409e+06 43.0 Communication Services 93 WBK 4 2.06 big-cap Long NaN 4.0 2.678259e+06 78.0 Financial Services 123 AMOV 1 0.00 big-cap Long NaN 2.0 1.138769e+05 15.0 Communication Services Mean Return: 1.6435714285714285 Mean Day/Week: 3.6607142857142856 Accuracy:0.8392857142857143 *******************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 153 TTD 3 -17.95 big-cap Short NaN -3.0 4.248020e+09 -7.0 Technology 0 BABA 1 0.00 big-cap Short NaN -1.0 3.285912e+09 -41.0 Consumer Cyclical 79 PLTR 5 -15.45 big-cap Short NaN -5.0 1.861728e+09 -54.0 Technology 59 SNAP 5 -6.47 big-cap Short NaN -5.0 1.211501e+09 -16.0 Communication Services 62 SNOW 3 -2.83 big-cap Short NaN -3.0 1.077918e+09 -137.0 Technology 89 TWLO 5 -14.31 big-cap Short NaN -5.0 9.913446e+08 -8.0 Communication Services 51 MELI 2 -6.53 big-cap Short NaN -2.0 8.812988e+08 -49.0 Consumer Cyclical 149 TDOC 5 -11.29 big-cap Short NaN -5.0 7.616600e+08 -48.0 Healthcare 40 ZM 3 -1.54 big-cap Short NaN -3.0 6.990626e+08 -49.0 Communication Services 121 CVNA 1 0.00 big-cap Short NaN -2.0 6.156864e+08 -4.0 Consumer Cyclical 283 NVAX 3 -6.79 big-cap Short NaN -4.0 5.890682e+08 -8.0 Healthcare 132 BILI 3 -9.26 big-cap Short NaN -3.0 5.735161e+08 -38.0 Communication Services 405 BYND 5 -14.83 big-cap Short NaN -5.0 5.468240e+08 -43.0 Consumer Defensive 138 U 1 0.00 big-cap Short NaN -1.0 4.715288e+08 -65.0 Technology 164 RNG 4 -10.52 big-cap Short NaN -4.0 4.523342e+08 -48.0 Technology 126 DOCU 4 -3.30 big-cap Short NaN -4.0 4.348023e+08 -8.0 Technology 117 TAL 3 -2.18 big-cap Short NaN -3.0 3.364011e+08 -43.0 Consumer Defensive 382 FSLY 5 -29.41 big-cap Short NaN -5.0 3.272417e+08 -57.0 Technology 135 CHWY 4 -9.10 big-cap Short NaN -4.0 2.645390e+08 -48.0 Consumer Cyclical 87 DASH 3 -1.83 big-cap Short NaN -3.0 2.633990e+08 -104.0 Communication Services 357 RUN 5 -4.84 big-cap Short NaN -5.0 2.578699e+08 -56.0 Technology 212 ZS 4 -3.79 big-cap Short NaN -4.0 2.427939e+08 -48.0 Technology 148 MTCH 3 1.46 big-cap Short NaN -3.0 2.223589e+08 -7.0 Communication Services 198 EDU 1 0.00 big-cap Short NaN -1.0 2.093371e+08 -40.0 Consumer Defensive 434 SKLZ 1 0.00 big-cap Short NaN -1.0 2.017128e+08 -36.0 Communication Services 349 OPEN 3 -5.32 big-cap Short NaN -3.0 1.816223e+08 -34.0 Real Estate 190 DDOG 5 -0.70 big-cap Short NaN -5.0 1.756463e+08 -54.0 Technology 236 EXAS 5 -15.68 big-cap Short NaN -5.0 1.721789e+08 -8.0 Healthcare 243 COUP 3 -0.14 big-cap Short NaN -3.0 1.472185e+08 -48.0 Technology 324 SEDG 5 -2.30 big-cap Short NaN -5.0 1.463685e+08 -9.0 Technology 383 CRSP 2 -5.79 big-cap Short NaN -2.0 1.423165e+08 -55.0 Healthcare 249 MDB 4 -6.49 big-cap Short NaN -4.0 1.292708e+08 -47.0 Technology 244 PAYC 4 -7.12 big-cap Short NaN -4.0 1.165402e+08 -7.0 Technology 240 STNE 3 -2.33 big-cap Short NaN -3.0 1.165337e+08 -47.0 Technology 370 AVLR 3 -1.04 big-cap Short NaN -3.0 1.110075e+08 -55.0 Technology 299 PAGS 5 -1.95 big-cap Short NaN -5.0 1.088126e+08 -45.0 Technology 366 ESTC 4 -6.84 big-cap Short NaN -4.0 1.015124e+08 -49.0 Technology 274 CTLT 3 -1.27 big-cap Short NaN -4.0 9.151776e+07 -7.0 Healthcare 268 GDS 2 -4.72 big-cap Short NaN -2.0 9.148361e+07 -48.0 Technology 419 FSLR 5 -2.16 big-cap Short NaN -5.0 9.077929e+07 -7.0 Technology 273 ZI 4 -8.85 big-cap Short NaN -4.0 7.976219e+07 -6.0 Technology 272 GDRX 2 -9.47 big-cap Short NaN -2.0 7.099828e+07 -47.0 Healthcare 436 PLAN 2 -0.18 big-cap Short NaN -2.0 6.758515e+07 -52.0 Technology 403 RGEN 1 0.00 big-cap Short NaN -4.0 6.599477e+07 -5.0 Healthcare 385 CHGG 5 -1.12 big-cap Short NaN -5.0 6.148770e+07 -48.0 Consumer Defensive 386 IPGP 5 -0.85 big-cap Short NaN -5.0 5.634188e+07 -7.0 Technology 338 CGNX 3 -3.23 big-cap Short NaN -5.0 5.269245e+07 -9.0 Technology 347 MASI 5 -2.93 big-cap Short NaN -5.0 4.375576e+07 -55.0 Healthcare 393 KC 4 -8.06 big-cap Short NaN -4.0 3.764404e+07 -38.0 Technology 186 BGNE 2 -2.77 big-cap Short NaN -2.0 3.338431e+07 -5.0 Healthcare 390 CABO 3 2.24 big-cap Short NaN -3.0 2.545241e+07 -62.0 Communication Services 417 PCTY 2 -3.34 big-cap Short NaN -4.0 2.541669e+07 -6.0 Technology 329 ARGX 4 -4.31 big-cap Short NaN -4.0 2.463088e+07 -37.0 Healthcare 292 ALNY 5 -2.23 big-cap Short NaN -5.0 2.078777e+07 -48.0 Healthcare Mean Return: -5.827291666666667 Mean Day/Week: 3.8541666666666665 Accuracy:0.9583333333333334 *******************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 HD 8 4.78 big-cap Long NaN 40.0 1.538459e+09 40.0 Consumer Cyclical 11 T 13 4.03 big-cap Long NaN 13.0 1.334219e+09 35.0 Communication Services 31 WFC 17 6.54 big-cap Long NaN 17.0 1.237279e+09 78.0 Financial Services 4 UNH 22 11.35 big-cap Long NaN 46.0 9.915436e+08 42.0 Healthcare 43 IBM 15 6.91 big-cap Long NaN 15.0 9.723727e+08 43.0 Technology 58 VALE 17 12.52 big-cap Long NaN 25.0 9.293158e+08 26.0 Basic Materials 26 UPS 10 10.89 big-cap Long NaN 32.0 7.696411e+08 31.0 Industrials 10 KO 8 1.21 big-cap Long NaN 61.0 7.245480e+08 32.0 Consumer Defensive 38 CHTR 11 6.33 big-cap Long NaN 17.0 7.211568e+08 18.0 Communication Services 21 COST 16 3.49 big-cap Long NaN 34.0 6.963437e+08 24.0 Consumer Defensive 56 TGT 8 3.18 big-cap Long NaN 34.0 6.601494e+08 36.0 Consumer Defensive 55 CVS 9 13.14 big-cap Long NaN 18.0 6.260276e+08 33.0 Healthcare 16 ABBV 8 4.75 big-cap Long NaN 18.0 6.173338e+08 17.0 Healthcare 110 NEM 6 5.93 big-cap Long NaN 42.0 5.845543e+08 27.0 Basic Materials 45 RTX 11 4.91 big-cap Long NaN 11.0 5.520174e+08 78.0 Industrials 115 COF 9 8.73 big-cap Long NaN 9.0 5.117346e+08 78.0 Financial Services 66 SPGI 45 13.29 big-cap Long NaN 69.0 5.042401e+08 50.0 Financial Services 80 FDX 8 4.54 big-cap Long NaN 8.0 4.985154e+08 38.0 Industrials 147 GOLD 6 7.56 big-cap Long NaN 41.0 4.566192e+08 18.0 Basic Materials 28 AZN 12 4.08 big-cap Long NaN 40.0 4.499489e+08 18.0 Healthcare 41 BLK 22 6.06 big-cap Long NaN 39.0 4.439662e+08 31.0 Financial Services 192 SPG 8 2.80 big-cap Long NaN 8.0 4.420831e+08 78.0 Real Estate 18 DHR 13 2.44 big-cap Long NaN 31.0 4.279365e+08 21.0 Healthcare 52 AXP 7 3.44 big-cap Long NaN 7.0 4.114293e+08 78.0 Financial Services 78 USB 8 1.93 big-cap Long NaN 8.0 4.079019e+08 68.0 Financial Services 32 PM 22 7.48 big-cap Long NaN 22.0 4.010080e+08 68.0 Consumer Defensive 81 SHW 25 11.07 big-cap Long NaN 41.0 3.928763e+08 35.0 Basic Materials 47 SCHW 8 -0.81 big-cap Long NaN 8.0 3.910506e+08 78.0 Financial Services 70 ANTM 18 7.68 big-cap Long NaN 51.0 3.904193e+08 47.0 Healthcare 113 AON 7 2.76 big-cap Long NaN 7.0 3.755705e+08 78.0 Financial Services 67 TJX 8 2.25 big-cap Long NaN 25.0 3.720281e+08 26.0 Consumer Cyclical 63 MDLZ 9 1.95 big-cap Long NaN 43.0 3.656356e+08 38.0 Consumer Defensive 85 PNC 8 4.91 big-cap Long NaN 8.0 3.624782e+08 78.0 Financial Services 91 APD 12 1.14 big-cap Long NaN 45.0 3.614053e+08 36.0 Basic Materials 75 CL 7 3.24 big-cap Long NaN 37.0 3.452358e+08 21.0 Consumer Defensive 76 CSX 14 0.49 big-cap Long NaN 56.0 3.384853e+08 45.0 Industrials 73 ENB 8 3.80 big-cap Long NaN 8.0 3.204641e+08 78.0 Energy 170 ALXN 17 4.90 big-cap Long NaN 18.0 3.130921e+08 18.0 Healthcare 173 ALL 32 16.12 big-cap Long NaN 48.0 3.042129e+08 50.0 Financial Services 114 DG 8 1.86 big-cap Long NaN 35.0 3.030491e+08 23.0 Consumer Defensive 161 INFO 40 11.57 big-cap Long NaN 44.0 2.983342e+08 50.0 Industrials 96 HCA 17 7.43 big-cap Long NaN 17.0 2.952164e+08 78.0 Healthcare 184 KMI 8 5.48 big-cap Long NaN 8.0 2.619205e+08 78.0 Energy 101 BSX 19 8.84 big-cap Long NaN 19.0 2.569930e+08 68.0 unknown 107 NOC 8 6.00 big-cap Long NaN 66.0 2.567606e+08 46.0 Industrials 104 HUM 20 12.10 big-cap Long NaN 50.0 2.522390e+08 24.0 Healthcare 109 BX 31 18.82 big-cap Long NaN 31.0 2.483777e+08 78.0 Financial Services 260 SYF 6 5.27 big-cap Long NaN 6.0 2.457834e+08 78.0 unknown 112 WM 39 15.53 big-cap Long NaN 49.0 2.447219e+08 46.0 Industrials 430 MOS 11 2.39 big-cap Long NaN 11.0 2.422973e+08 78.0 Basic Materials 103 PGR 26 9.18 big-cap Long NaN 46.0 2.360050e+08 33.0 Financial Services 88 NSC 14 3.86 big-cap Long NaN 14.0 2.233822e+08 78.0 Industrials 90 ECL 9 1.33 big-cap Long NaN 30.0 2.216776e+08 27.0 Basic Materials 188 PRU 19 9.36 big-cap Long NaN 19.0 2.141408e+08 78.0 Financial Services 294 ET 9 13.34 big-cap Long NaN 9.0 2.095943e+08 69.0 Energy 83 SO 8 1.78 big-cap Long NaN 43.0 2.084590e+08 34.0 Utilities 165 IQV 27 15.80 big-cap Long NaN 27.0 2.066905e+08 78.0 Healthcare 157 BK 8 4.31 big-cap Long NaN 8.0 2.059813e+08 50.0 Financial Services 209 SWK 45 17.11 big-cap Long NaN 50.0 2.054487e+08 50.0 Industrials 337 DPZ 16 8.10 big-cap Long NaN 39.0 2.045263e+08 25.0 Consumer Cyclical 167 XEL 21 6.75 big-cap Long NaN 44.0 1.978042e+08 34.0 Utilities 334 CZR 10 3.25 big-cap Long NaN 10.0 1.946010e+08 78.0 Consumer Cyclical 86 ITW 14 5.28 big-cap Long NaN 14.0 1.895526e+08 46.0 Industrials 168 TT 12 6.34 big-cap Long NaN 12.0 1.875147e+08 67.0 Industrials 203 ADM 11 12.13 big-cap Long NaN 11.0 1.839849e+08 78.0 Consumer Defensive 97 MMC 42 15.91 big-cap Long NaN 64.0 1.774531e+08 46.0 Financial Services 231 SIVB 12 2.15 big-cap Long NaN 12.0 1.761160e+08 78.0 Financial Services 185 ORLY 32 12.54 big-cap Long NaN 55.0 1.751790e+08 43.0 Consumer Cyclical 204 DHI 14 11.72 big-cap Long NaN 42.0 1.749038e+08 77.0 Consumer Cyclical 416 XPO 27 15.30 big-cap Long NaN 27.0 1.702775e+08 32.0 Industrials 143 PSA 34 13.38 big-cap Long NaN 77.0 1.674033e+08 67.0 Real Estate 275 KSU 15 4.17 big-cap Long NaN 40.0 1.610831e+08 46.0 Industrials 222 DFS 11 11.30 big-cap Long NaN 11.0 1.582441e+08 78.0 Financial Services 102 MCO 8 1.13 big-cap Long NaN 64.0 1.563660e+08 46.0 Financial Services 146 ROST 24 6.21 big-cap Long NaN 24.0 1.542866e+08 32.0 Consumer Cyclical 290 APO 13 9.04 big-cap Long NaN 18.0 1.524984e+08 19.0 Financial Services 182 AFL 6 3.64 big-cap Long NaN 6.0 1.488467e+08 78.0 Financial Services 191 VFC 14 0.09 big-cap Long NaN 29.0 1.369641e+08 26.0 Consumer Cyclical 140 ROP 14 3.44 big-cap Long NaN 40.0 1.353562e+08 27.0 Industrials 245 LH 31 9.27 big-cap Long NaN 31.0 1.246381e+08 78.0 Healthcare 400 WHR 6 4.44 big-cap Long NaN 45.0 1.209811e+08 46.0 Consumer Cyclical 312 TSCO 13 4.01 big-cap Long NaN 13.0 1.207046e+08 78.0 Consumer Cyclical 156 SYY 13 3.95 big-cap Long NaN 13.0 1.199385e+08 78.0 Consumer Defensive 392 PHM 14 16.17 big-cap Long NaN 42.0 1.195384e+08 69.0 Consumer Cyclical 174 PPG 18 16.01 big-cap Long NaN 46.0 1.190649e+08 44.0 Basic Materials 220 WMB 6 3.09 big-cap Long NaN 6.0 1.177302e+08 78.0 Energy 307 HES 6 7.17 big-cap Long NaN 6.0 1.159307e+08 78.0 Energy 285 DGX 9 7.24 big-cap Long NaN 41.0 1.159123e+08 33.0 Healthcare 206 OTIS 38 13.63 big-cap Long NaN 50.0 1.144477e+08 43.0 Industrials 242 KKR 26 11.25 big-cap Long NaN 26.0 1.130009e+08 78.0 Financial Services 318 CFG 6 5.27 big-cap Long NaN 6.0 1.125700e+08 78.0 Financial Services 162 LBRDK 16 6.41 big-cap Long NaN 16.0 1.109783e+08 18.0 Communication Services 235 ODFL 46 20.90 big-cap Long NaN 65.0 1.102101e+08 66.0 Industrials 305 KEY 8 4.05 big-cap Long NaN 8.0 1.086008e+08 78.0 Financial Services 413 ICLR 12 3.53 big-cap Long NaN 31.0 1.081951e+08 18.0 Healthcare 409 WRK 7 6.91 big-cap Long NaN 7.0 1.080161e+08 50.0 Consumer Cyclical 300 INVH 31 8.65 big-cap Long NaN 40.0 1.062874e+08 43.0 Real Estate 139 TEL 12 1.40 big-cap Long NaN 12.0 1.062448e+08 33.0 Technology 341 ALLY 10 7.11 big-cap Long NaN 10.0 1.056936e+08 78.0 Financial Services 395 XRAY 30 10.94 big-cap Long NaN 48.0 1.038308e+08 50.0 Healthcare 267 EPAM 29 18.45 big-cap Long NaN 29.0 1.013098e+08 44.0 Technology 30 BUD 16 9.74 big-cap Long NaN 38.0 1.000015e+08 22.0 Consumer Defensive 23 UL 7 2.94 big-cap Long NaN 43.0 9.896669e+07 21.0 Consumer Defensive 427 AAP 22 12.71 big-cap Long NaN 56.0 9.478121e+07 49.0 Consumer Cyclical 216 FAST 17 6.83 big-cap Long NaN 39.0 9.217244e+07 32.0 Industrials 44 TD 8 2.25 big-cap Long NaN 8.0 9.194472e+07 78.0 Financial Services 363 OMC 12 4.35 big-cap Long NaN 12.0 8.965251e+07 78.0 Communication Services 256 CBRE 8 1.70 big-cap Long NaN 8.0 8.939179e+07 78.0 Real Estate 37 RY 8 3.42 big-cap Long NaN 8.0 8.879977e+07 78.0 Financial Services 215 WLTW 8 8.15 big-cap Long NaN 8.0 8.743037e+07 78.0 Financial Services 269 GWW 18 16.45 big-cap Long NaN 53.0 8.466582e+07 38.0 Industrials 359 IT 13 17.70 big-cap Long NaN 13.0 8.359763e+07 78.0 Technology 189 YUM 38 9.55 big-cap Long NaN 40.0 8.268163e+07 40.0 Consumer Cyclical 253 EFX 17 23.78 big-cap Long NaN 36.0 8.059431e+07 28.0 Industrials 317 LNG 7 5.31 big-cap Long NaN 7.0 8.044802e+07 78.0 Energy 271 WPM 6 1.30 big-cap Long NaN 41.0 8.033613e+07 18.0 Basic Materials 351 VICI 17 4.45 big-cap Long NaN 24.0 8.030971e+07 69.0 Real Estate 353 CINF 6 4.96 big-cap Long NaN 6.0 7.952790e+07 78.0 Financial Services 142 TRP 27 9.03 big-cap Long NaN 46.0 7.875750e+07 48.0 Energy 322 DISH 14 13.13 big-cap Long NaN 14.0 7.862179e+07 46.0 Communication Services 199 RSG 32 12.83 big-cap Long NaN 47.0 7.772976e+07 37.0 Industrials 270 IP 32 13.52 big-cap Long NaN 52.0 7.745666e+07 50.0 Consumer Cyclical 293 TRU 15 10.07 big-cap Long NaN 39.0 7.592394e+07 27.0 Industrials 251 AJG 32 19.00 big-cap Long NaN 55.0 7.388981e+07 46.0 Financial Services 194 HSY 7 3.61 big-cap Long NaN 7.0 7.382700e+07 45.0 Consumer Defensive 406 TREX 11 -0.99 big-cap Long NaN 22.0 7.297338e+07 22.0 Industrials 247 NDAQ 40 11.57 big-cap Long NaN 40.0 7.132246e+07 78.0 Financial Services 414 TAP 8 7.25 big-cap Long NaN 38.0 7.121309e+07 31.0 Consumer Defensive 420 MHK 6 2.50 big-cap Long NaN 6.0 7.041988e+07 78.0 Consumer Cyclical 431 ALLE 6 4.71 big-cap Long NaN 45.0 6.845992e+07 41.0 Industrials 432 PWR 26 9.18 big-cap Long NaN 26.0 6.695443e+07 78.0 Industrials 398 NLY 9 2.12 big-cap Long NaN 9.0 6.622037e+07 41.0 Real Estate 344 MAS 31 11.34 big-cap Long NaN 43.0 6.534924e+07 43.0 Industrials 348 FMC 10 -0.10 big-cap Long NaN 41.0 6.392186e+07 19.0 Basic Materials 252 WST 17 6.25 big-cap Long NaN 34.0 6.365032e+07 24.0 Healthcare 234 AMP 26 10.97 big-cap Long NaN 26.0 6.339324e+07 78.0 Financial Services 399 CNP 25 5.37 big-cap Long NaN 43.0 6.281349e+07 41.0 Utilities 362 EMN 8 6.94 big-cap Long NaN 8.0 6.262257e+07 78.0 Basic Materials 265 VMC 19 9.37 big-cap Long NaN 19.0 6.260323e+07 78.0 Basic Materials 248 VRSN 13 4.47 big-cap Long NaN 34.0 6.248888e+07 27.0 Technology 223 FRC 12 5.37 big-cap Long NaN 12.0 5.950139e+07 78.0 Financial Services 237 FNV 22 9.45 big-cap Long NaN 42.0 5.875430e+07 28.0 Basic Materials 327 DRE 22 6.87 big-cap Long NaN 39.0 5.747230e+07 43.0 Real Estate 374 AVY 26 15.08 big-cap Long NaN 26.0 5.719600e+07 78.0 Industrials 218 AME 31 7.52 big-cap Long NaN 32.0 5.679529e+07 46.0 Industrials 361 GPC 12 8.88 big-cap Long NaN 12.0 5.665829e+07 57.0 Consumer Cyclical 302 DOV 42 13.94 big-cap Long NaN 52.0 5.655998e+07 50.0 Industrials 408 LKQ 10 9.21 big-cap Long NaN 10.0 5.577689e+07 69.0 Consumer Cyclical 111 BMO 8 2.89 big-cap Long NaN 8.0 5.525760e+07 78.0 Financial Services 151 BCE 9 4.79 big-cap Long NaN 9.0 5.507243e+07 46.0 Communication Services 429 CPT 40 12.15 big-cap Long NaN 40.0 5.428281e+07 69.0 Real Estate 345 CE 6 4.60 big-cap Long NaN 6.0 5.308516e+07 56.0 Basic Materials 365 DVA 7 9.50 big-cap Long NaN 40.0 5.298129e+07 17.0 Healthcare 306 NVR 11 5.69 big-cap Long NaN 26.0 5.290396e+07 78.0 Consumer Cyclical 404 ATO 8 1.31 big-cap Long NaN 46.0 5.186907e+07 37.0 Utilities 303 FE 15 4.80 big-cap Long NaN 15.0 5.094019e+07 78.0 Utilities 421 TXT 29 21.00 big-cap Long NaN 29.0 4.887025e+07 78.0 Industrials 291 XYL 24 12.47 big-cap Long NaN 42.0 4.860202e+07 32.0 Industrials 387 FBHS 28 15.77 big-cap Long NaN 42.0 4.775072e+07 32.0 Consumer Cyclical 136 TRI 27 7.31 big-cap Long NaN 27.0 4.686318e+07 54.0 Industrials 326 HEI 13 1.20 big-cap Long NaN 25.0 4.587323e+07 23.0 Industrials 411 UHS 23 13.94 big-cap Long NaN 43.0 4.535965e+07 27.0 Healthcare 286 QSR 7 0.76 big-cap Long NaN 7.0 4.462533e+07 50.0 Consumer Cyclical 384 CCK 27 11.86 big-cap Long NaN 27.0 4.440381e+07 44.0 Consumer Cyclical 342 POOL 17 15.56 big-cap Long NaN 42.0 4.363901e+07 25.0 Consumer Cyclical 369 HAS 8 1.01 big-cap Long NaN 8.0 4.216472e+07 21.0 Consumer Cyclical 277 NTRS 10 7.84 big-cap Long NaN 10.0 4.158985e+07 69.0 Financial Services 375 MOH 22 11.06 big-cap Long NaN 43.0 4.085654e+07 43.0 Healthcare 379 L 24 9.22 big-cap Long NaN 24.0 4.053879e+07 78.0 Financial Services 219 WCN 33 15.73 big-cap Long NaN 49.0 3.933415e+07 44.0 Industrials 152 CM 8 3.88 big-cap Long NaN 8.0 3.877006e+07 78.0 Financial Services 412 LII 8 3.61 big-cap Long NaN 45.0 3.824483e+07 46.0 Industrials 389 BRO 21 11.22 big-cap Long NaN 27.0 3.817236e+07 27.0 Financial Services 84 ABB 6 1.93 big-cap Long NaN 42.0 3.695992e+07 46.0 Industrials 95 EQNR 9 2.89 big-cap Long NaN 9.0 3.633444e+07 20.0 Energy 401 CG 20 14.89 big-cap Long NaN 20.0 3.612222e+07 78.0 Financial Services 402 ELS 23 7.22 big-cap Long NaN 39.0 3.593271e+07 41.0 Real Estate 339 PBA 8 1.76 big-cap Long NaN 9.0 3.509191e+07 50.0 Energy 304 BR 6 3.50 big-cap Long NaN 39.0 3.472284e+07 31.0 Technology 425 CBOE 6 3.63 big-cap Long NaN 6.0 3.471658e+07 59.0 Financial Services 407 FNF 27 11.75 big-cap Long NaN 27.0 3.356957e+07 44.0 Financial Services 258 CCEP 18 3.47 big-cap Long NaN 18.0 2.955933e+07 78.0 Consumer Defensive 428 TTC 31 11.10 big-cap Long NaN 31.0 2.926138e+07 78.0 Industrials 433 WLK 12 9.49 big-cap Long NaN 18.0 2.582339e+07 46.0 Basic Materials 373 PKG 8 3.03 big-cap Long NaN 26.0 2.436700e+07 22.0 Consumer Cyclical 346 IMO 8 11.84 big-cap Long NaN 8.0 2.354192e+07 78.0 Energy 355 LBTYA 8 2.48 big-cap Long NaN 8.0 2.242050e+07 43.0 Communication Services 335 TW 26 7.73 big-cap Long NaN 26.0 2.209304e+07 69.0 Financial Services 426 MORN 9 -0.95 big-cap Long NaN 14.0 2.079048e+07 14.0 Financial Services 354 LBTYK 8 1.72 big-cap Long NaN 8.0 2.040384e+07 44.0 unknown 316 SUI 16 4.35 big-cap Long NaN 35.0 2.027894e+07 41.0 Real Estate 397 GGG 15 2.99 big-cap Long NaN 33.0 1.936611e+07 27.0 Industrials 133 NGG 7 3.97 big-cap Long NaN 40.0 1.469357e+07 27.0 Utilities 282 PKX 35 30.80 big-cap Long NaN 49.0 1.455082e+07 50.0 Basic Materials 410 RPM 17 4.69 big-cap Long NaN 44.0 1.360598e+07 40.0 Basic Materials 163 LBRDA 11 4.91 big-cap Long NaN 17.0 1.350805e+07 18.0 Communication Services 213 SLF 11 2.19 big-cap Long NaN 11.0 1.310898e+07 78.0 Financial Services 177 LYG 8 4.72 big-cap Long NaN 8.0 1.269035e+07 78.0 Financial Services 241 RCI 6 3.66 big-cap Long NaN 21.0 8.127240e+06 27.0 Communication Services 263 GIB 9 3.77 big-cap Long NaN 9.0 5.989105e+06 44.0 Technology 435 RDY 8 4.67 big-cap Long NaN 31.0 3.604513e+06 18.0 Healthcare 336 SHG 12 11.44 big-cap Long NaN 50.0 3.381815e+06 46.0 Financial Services 315 VAR 13 0.21 big-cap Long NaN 13.0 0.000000e+00 61.0 Healthcare Mean Return: 7.428374384236453 Mean Day/Week: 16.12807881773399 Accuracy:0.9802955665024631 *******************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 129 PTON 13 -13.40 big-cap Short NaN -13.0 3.340956e+09 -55.0 Consumer Cyclical 100 ROKU 6 -9.45 big-cap Short NaN -6.0 2.580809e+09 -47.0 Communication Services 60 BIDU 11 -16.34 big-cap Short NaN -50.0 1.577727e+09 -33.0 Communication Services 1 TSM 7 -3.78 big-cap Short NaN -18.0 1.371767e+09 -41.0 Technology 134 TWTR 6 -5.13 big-cap Short NaN -16.0 8.044323e+08 -9.0 Communication Services 183 PLUG 6 -26.76 big-cap Short NaN -62.0 6.385111e+08 -49.0 Industrials 179 VIAC 6 -0.88 big-cap Short NaN -32.0 6.002475e+08 -31.0 Communication Services 122 TME 8 -15.30 big-cap Short NaN -33.0 4.507101e+08 -33.0 Communication Services 71 BEKE 6 -9.40 big-cap Short NaN -6.0 4.489370e+08 -48.0 Real Estate 82 SPOT 7 -9.78 big-cap Short NaN -7.0 3.989497e+08 -52.0 Communication Services 160 XPEV 7 -15.72 big-cap Short NaN -7.0 3.358897e+08 -68.0 Consumer Cyclical 313 PENN 10 -12.66 big-cap Short NaN -37.0 2.998556e+08 -27.0 Consumer Cyclical 232 ENPH 6 -14.03 big-cap Short NaN -6.0 2.897493e+08 -49.0 Technology 77 ILMN 7 -3.15 big-cap Short NaN -7.0 2.880828e+08 -32.0 Healthcare 176 Z 9 -18.31 big-cap Short NaN -52.0 2.833305e+08 -37.0 Communication Services 264 FTCH 7 -17.20 big-cap Short NaN -54.0 2.381544e+08 -34.0 Consumer Cyclical 380 SPCE 26 -46.61 big-cap Short NaN -54.0 2.193117e+08 -46.0 Industrials 295 IQ 30 -20.79 big-cap Short NaN -33.0 2.045180e+08 -32.0 Communication Services 201 LI 23 -30.13 big-cap Short NaN -23.0 1.809503e+08 -74.0 Consumer Cyclical 239 TTWO 6 -0.73 big-cap Short NaN -6.0 1.623655e+08 -54.0 Communication Services 211 SPLK 8 -11.80 big-cap Short NaN -8.0 1.364483e+08 -137.0 Technology 257 HOLX 8 -1.72 big-cap Short NaN -9.0 1.114125e+08 -15.0 Healthcare 332 APPN 8 -36.28 big-cap Short NaN -56.0 9.785837e+07 -48.0 Technology 311 CTXS 6 -3.29 big-cap Short NaN -15.0 8.095008e+07 -8.0 Technology 423 NRG 15 -5.53 big-cap Short NaN -38.0 7.297682e+07 -38.0 Utilities 377 CREE 7 -7.52 big-cap Short NaN -8.0 7.033255e+07 -8.0 Technology 175 ZG 9 -19.32 big-cap Short NaN -52.0 6.744053e+07 -37.0 Communication Services 128 LU 10 -25.05 big-cap Short NaN -55.0 6.306299e+07 -41.0 Financial Services 330 CGC 6 -5.33 big-cap Short NaN -56.0 5.273387e+07 -37.0 Healthcare 376 QGEN 6 -1.53 big-cap Short NaN -8.0 1.384784e+07 -52.0 Healthcare 396 ENIA 7 4.02 big-cap Short NaN -19.0 1.208855e+07 -13.0 Utilities 381 BEP 15 -8.40 big-cap Short NaN -15.0 1.005405e+07 -54.0 Utilities 372 ERIE 7 -2.51 big-cap Short NaN -7.0 4.555645e+06 -47.0 Financial Services Mean Return: -12.539696969696967 Mean Day/Week: 9.666666666666666 Accuracy:0.9696969696969697 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 18 Communication Services 2 Consumer Cyclical 28 Consumer Defensive 4 Energy 7 Financial Services 20 Healthcare 7 Industrials 28 Real Estate 13 Technology 5 Utilities 7 unknown 1 **************************************** small_industry_downtrending_count tickers industry Communication Services 7 Consumer Cyclical 5 Consumer Defensive 1 Financial Services 2 Healthcare 29 Industrials 4 Real Estate 2 Technology 35 Utilities 6 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 483 JAZZ 2 0.86 small-cap Long NaN 3.0 8.363711e+07 4.0 Healthcare 658 QRTEA 1 0.00 small-cap Long NaN 2.0 7.031927e+07 2.0 Consumer Cyclical Mean Return: 0.86 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 643 INSP 1 0.0 small-cap Short NaN -4.0 6.777949e+07 -4.0 Healthcare 624 TNDM 1 0.0 small-cap Short NaN -2.0 4.805214e+07 -5.0 Healthcare 495 LSPD 1 0.0 small-cap Short NaN -5.0 2.570310e+07 -5.0 Technology Mean Return: nan Mean Day/Week: inf 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 483 JAZZ 2 0.86 small-cap Long NaN 3.0 8.363711e+07 4.0 Healthcare 658 QRTEA 1 0.00 small-cap Long NaN 2.0 7.031927e+07 2.0 Consumer Cyclical Mean Return: 0.86 Mean Day/Week: 3.0 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 643 INSP 1 0.00 small-cap Short NaN -4.0 6.777949e+07 -4.0 Healthcare 463 BHC 4 -1.77 small-cap Short NaN -38.0 6.486685e+07 -5.0 Healthcare 624 TNDM 1 0.00 small-cap Short NaN -2.0 4.805214e+07 -5.0 Healthcare 495 LSPD 1 0.00 small-cap Short NaN -5.0 2.570310e+07 -5.0 Technology Mean Return: -1.77 Mean Day/Week: 7.0 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 536 CLF 5 1.79 small-cap Long NaN 5.0 6.278703e+08 29.0 Basic Materials 505 BLDR 3 0.58 small-cap Long NaN 3.0 1.349925e+08 78.0 Industrials 462 FANG 2 -1.72 small-cap Long NaN 2.0 1.301392e+08 78.0 Energy 453 IRM 2 1.23 small-cap Long NaN 2.0 1.056910e+08 78.0 Real Estate 627 CCJ 2 -2.14 small-cap Long NaN 4.0 1.035720e+08 78.0 Energy 654 HBI 5 1.91 small-cap Long NaN 5.0 9.409703e+07 78.0 Consumer Cyclical 483 JAZZ 2 0.86 small-cap Long NaN 3.0 8.363711e+07 4.0 Healthcare 600 DKS 4 2.57 small-cap Long NaN 4.0 7.389038e+07 78.0 Consumer Cyclical 658 QRTEA 1 0.00 small-cap Long NaN 2.0 7.031927e+07 2.0 Consumer Cyclical 500 JNPR 3 -0.03 small-cap Long NaN 3.0 6.862417e+07 11.0 Technology 471 LNC 2 0.09 small-cap Long NaN 2.0 6.712800e+07 78.0 Financial Services 481 OC 5 7.08 small-cap Long NaN 5.0 6.685280e+07 46.0 Industrials 502 NLSN 2 1.56 small-cap Long NaN 2.0 6.585527e+07 78.0 Industrials 630 NVST 2 -0.44 small-cap Long NaN 2.0 6.200820e+07 78.0 Healthcare 445 IVZ 3 -0.10 small-cap Long NaN 3.0 5.945045e+07 78.0 Financial Services 473 GFI 2 -1.15 small-cap Long NaN 2.0 5.451113e+07 27.0 Basic Materials 623 PBCT 1 0.00 small-cap Long NaN 1.0 4.688757e+07 78.0 Financial Services 663 SLM 2 -1.98 small-cap Long NaN 2.0 4.593668e+07 78.0 Financial Services 458 LEA 3 -0.79 small-cap Long NaN 3.0 4.525423e+07 78.0 Consumer Cyclical 522 JLL 5 4.93 small-cap Long NaN 5.0 4.450338e+07 78.0 Real Estate 585 HII 1 0.00 small-cap Long NaN 1.0 4.281356e+07 61.0 Industrials 563 BERY 5 3.16 small-cap Long NaN 5.0 4.213640e+07 65.0 Consumer Cyclical 556 EXEL 2 -0.64 small-cap Long NaN 2.0 3.576635e+07 21.0 Healthcare 468 AOS 4 1.45 small-cap Long NaN 4.0 3.314577e+07 69.0 Industrials 622 BJ 1 0.00 small-cap Long NaN 3.0 3.147676e+07 12.0 Consumer Defensive 508 AFG 3 -0.30 small-cap Long NaN 3.0 2.639817e+07 71.0 Financial Services 586 OSK 4 2.24 small-cap Long NaN 4.0 2.512647e+07 78.0 Industrials 531 UGI 3 2.87 small-cap Long NaN 3.0 2.458118e+07 78.0 Utilities 639 CHH 2 -0.82 small-cap Long NaN 2.0 2.291849e+07 33.0 Consumer Cyclical 650 LSTR 1 0.00 small-cap Long NaN 1.0 2.251879e+07 78.0 Industrials 485 HUBB 4 -0.32 small-cap Long NaN 4.0 2.005393e+07 65.0 Industrials 589 REYN 1 0.00 small-cap Long NaN 4.0 1.401647e+07 22.0 Consumer Cyclical 460 KOF 1 0.00 small-cap Long NaN 1.0 9.525573e+06 25.0 Consumer Defensive 494 PSO 2 0.17 small-cap Long NaN 2.0 3.101109e+06 78.0 Communication Services Mean Return: 0.8170370370370371 Mean Day/Week: 3.3333333333333335 Accuracy:0.5555555555555556 *******************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 492 LMND 3 -6.26 small-cap Short NaN -3.0 1.835156e+08 -49.0 Financial Services 566 KOD 3 -13.22 small-cap Short NaN -3.0 1.684875e+08 -58.0 Healthcare 633 FUBO 3 -4.17 small-cap Short NaN -3.0 1.148926e+08 -55.0 Communication Services 595 BE 3 -9.07 small-cap Short NaN -3.0 1.049604e+08 -52.0 Industrials 479 TWST 5 -13.99 small-cap Short NaN -5.0 9.519167e+07 -52.0 Healthcare 524 RDFN 3 6.34 small-cap Short NaN -3.0 8.999039e+07 -40.0 Real Estate 448 MRTX 2 2.52 small-cap Short NaN -2.0 8.542935e+07 -76.0 Healthcare 439 BLDP 5 -11.92 small-cap Short NaN -5.0 7.845855e+07 -48.0 Industrials 631 BEAM 3 -8.45 small-cap Short NaN -3.0 7.598804e+07 -37.0 Healthcare 443 NBIX 3 2.02 small-cap Short NaN -3.0 7.430576e+07 -49.0 Healthcare 486 FATE 3 -1.10 small-cap Short NaN -3.0 7.061820e+07 -48.0 Healthcare 643 INSP 1 0.00 small-cap Short NaN -4.0 6.777949e+07 -4.0 Healthcare 583 SDGR 4 -6.99 small-cap Short NaN -4.0 6.134014e+07 -47.0 Healthcare 655 BIGC 3 0.02 small-cap Short NaN -3.0 4.887707e+07 -60.0 Technology 624 TNDM 1 0.00 small-cap Short NaN -2.0 4.805214e+07 -5.0 Healthcare 498 IONS 3 -2.94 small-cap Short NaN -3.0 4.738609e+07 -48.0 Healthcare 661 SAIL 5 -5.96 small-cap Short NaN -5.0 4.735841e+07 -40.0 Technology 632 FROG 3 -15.55 small-cap Short NaN -3.0 4.441078e+07 -55.0 Technology 647 SDC 4 -4.85 small-cap Short NaN -4.0 4.426158e+07 -58.0 Healthcare 648 DM 3 -5.64 small-cap Short NaN -3.0 4.206365e+07 -48.0 Technology 558 RCM 4 0.88 small-cap Short NaN -4.0 4.135600e+07 -6.0 Healthcare 588 CYBR 4 0.59 small-cap Short NaN -4.0 4.037611e+07 -10.0 Technology 603 NEO 4 -8.81 small-cap Short NaN -4.0 3.882696e+07 -10.0 Healthcare 590 NEP 3 -2.88 small-cap Short NaN -3.0 3.824016e+07 -7.0 Utilities 528 BL 3 0.36 small-cap Short NaN -3.0 3.764110e+07 -55.0 Technology 509 AMWL 3 -6.12 small-cap Short NaN -3.0 3.597094e+07 -55.0 Healthcare 546 QTWO 3 -2.63 small-cap Short NaN -3.0 3.580289e+07 -49.0 Technology 527 ADPT 3 -12.32 small-cap Short NaN -3.0 2.745325e+07 -49.0 Healthcare 449 GWRE 2 -0.97 small-cap Short NaN -2.0 2.576358e+07 -55.0 Technology 495 LSPD 1 0.00 small-cap Short NaN -5.0 2.570310e+07 -5.0 Technology 635 ASAN 4 -5.47 small-cap Short NaN -4.0 2.545206e+07 -41.0 Technology 562 ONEM 1 0.00 small-cap Short NaN -1.0 2.355716e+07 -47.0 Healthcare 659 TENB 4 2.34 small-cap Short NaN -4.0 2.262724e+07 -59.0 Technology 608 CWEN 2 -3.07 small-cap Short NaN -2.0 2.060969e+07 -57.0 Utilities 593 MDLA 2 -5.55 small-cap Short NaN -2.0 1.934386e+07 -46.0 Technology 610 TPTX 3 -2.85 small-cap Short NaN -3.0 1.931460e+07 -49.0 Healthcare 668 POWI 1 0.00 small-cap Short NaN -5.0 1.884111e+07 -47.0 Technology 652 APPF 4 -2.38 small-cap Short NaN -4.0 1.797661e+07 -52.0 Technology 578 ORA 4 -3.47 small-cap Short NaN -4.0 1.755864e+07 -52.0 Utilities 538 SHC 5 -2.56 small-cap Short NaN -5.0 1.645983e+07 -37.0 Healthcare 544 ALLK 3 -4.13 small-cap Short NaN -3.0 1.051989e+07 -55.0 Healthcare 510 OCFT 1 0.00 small-cap Short NaN -1.0 3.594358e+06 -67.0 Technology Mean Return: -4.395833333333334 Mean Day/Week: 3.5277777777777777 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 532 PFPT 11 -0.80 small-cap Long NaN 24.0 6.364324e+08 21.0 Technology 444 RH 31 17.11 small-cap Long NaN 35.0 1.845559e+08 37.0 Consumer Cyclical 533 GPS 25 15.40 small-cap Long NaN 25.0 1.713831e+08 56.0 Consumer Cyclical 476 TPR 9 -0.72 small-cap Long NaN 9.0 1.645128e+08 78.0 Consumer Cyclical 539 STLD 10 15.40 small-cap Long NaN 10.0 1.629699e+08 67.0 Basic Materials 535 RL 8 3.20 small-cap Long NaN 8.0 1.161136e+08 78.0 Consumer Cyclical 461 CF 8 9.92 small-cap Long NaN 9.0 1.031121e+08 78.0 Basic Materials 450 IPG 7 3.28 small-cap Long NaN 7.0 9.626062e+07 78.0 Communication Services 526 MIDD 13 2.23 small-cap Long NaN 13.0 9.443603e+07 56.0 Industrials 613 MTZ 10 11.55 small-cap Long NaN 10.0 9.099505e+07 78.0 Industrials 459 BG 14 9.18 small-cap Long NaN 14.0 8.777654e+07 78.0 Consumer Defensive 487 PNW 7 3.64 small-cap Long NaN 45.0 8.614101e+07 40.0 Utilities 599 HOG 17 18.09 small-cap Long NaN 29.0 8.182992e+07 29.0 Consumer Cyclical 472 SBNY 9 0.32 small-cap Long NaN 9.0 7.986873e+07 78.0 Financial Services 560 BC 18 11.40 small-cap Long NaN 18.0 7.832641e+07 78.0 Consumer Cyclical 618 YETI 21 4.88 small-cap Long NaN 26.0 7.810902e+07 27.0 Consumer Cyclical 617 PVH 10 3.31 small-cap Long NaN 10.0 7.711754e+07 78.0 Consumer Cyclical 519 VER 27 16.54 small-cap Long NaN 27.0 6.971366e+07 54.0 Real Estate 653 THC 11 15.34 small-cap Long NaN 11.0 6.843048e+07 78.0 Healthcare 504 CMA 7 3.48 small-cap Long NaN 7.0 6.642208e+07 78.0 Financial Services 507 PRAH 38 15.03 small-cap Long NaN 53.0 6.370838e+07 78.0 Healthcare 545 KIM 11 4.15 small-cap Long NaN 11.0 6.334528e+07 78.0 Real Estate 488 AGNC 10 3.64 small-cap Long NaN 32.0 6.202991e+07 78.0 Real Estate 530 RS 8 7.25 small-cap Long NaN 8.0 6.097853e+07 78.0 Basic Materials 649 SKX 40 19.70 small-cap Long NaN 55.0 5.872085e+07 46.0 Consumer Cyclical 569 SEE 22 20.24 small-cap Long NaN 45.0 5.696398e+07 45.0 Consumer Cyclical 581 TOL 14 11.37 small-cap Long NaN 27.0 5.507844e+07 78.0 Consumer Cyclical 575 AXTA 21 11.40 small-cap Long NaN 50.0 5.407351e+07 32.0 Basic Materials 582 TRGP 10 11.12 small-cap Long NaN 10.0 5.135211e+07 78.0 Energy 537 G 26 6.58 small-cap Long NaN 44.0 4.995275e+07 44.0 Technology 491 RE 27 8.42 small-cap Long NaN 30.0 4.989940e+07 61.0 Financial Services 516 ATH 18 14.20 small-cap Long NaN 18.0 4.907082e+07 78.0 Financial Services 611 HUN 6 4.48 small-cap Long NaN 6.0 4.803901e+07 32.0 Basic Materials 452 HSIC 14 14.18 small-cap Long NaN 40.0 4.624225e+07 22.0 Healthcare 591 CPRI 7 3.28 small-cap Long NaN 7.0 4.499554e+07 78.0 Consumer Cyclical 574 AN 14 9.37 small-cap Long NaN 19.0 4.405566e+07 78.0 Consumer Cyclical 520 FHN 9 3.59 small-cap Long NaN 9.0 4.372128e+07 78.0 Financial Services 501 SID 17 14.85 small-cap Long NaN 25.0 4.325948e+07 29.0 Basic Materials 466 PNR 22 11.10 small-cap Long NaN 50.0 4.100831e+07 65.0 Industrials 447 MMP 6 2.83 small-cap Long NaN 23.0 4.055729e+07 26.0 Energy 543 SITE 6 9.24 small-cap Long NaN 11.0 4.030035e+07 46.0 Industrials 597 OGE 9 2.65 small-cap Long NaN 45.0 3.914596e+07 32.0 Utilities 518 RHI 21 10.57 small-cap Long NaN 21.0 3.905762e+07 78.0 Industrials 493 LAMR 6 2.53 small-cap Long NaN 6.0 3.888821e+07 78.0 Real Estate 614 TKR 6 4.95 small-cap Long NaN 14.0 3.838939e+07 32.0 Industrials 442 AMH 31 8.73 small-cap Long NaN 40.0 3.564725e+07 44.0 Real Estate 579 DXC 12 8.26 small-cap Long NaN 29.0 3.563410e+07 32.0 Technology 645 LEG 19 19.33 small-cap Long NaN 19.0 3.461979e+07 51.0 Consumer Cyclical 512 REG 14 5.90 small-cap Long NaN 14.0 3.418345e+07 78.0 Real Estate 470 CX 17 12.46 small-cap Long NaN 17.0 3.348533e+07 78.0 Basic Materials 553 CUBE 30 11.22 small-cap Long NaN 30.0 3.283756e+07 78.0 Real Estate 587 AZEK 6 -1.08 small-cap Long NaN 22.0 3.170786e+07 27.0 Industrials 572 FRT 12 5.80 small-cap Long NaN 12.0 3.131178e+07 78.0 Real Estate 604 WES 8 7.59 small-cap Long NaN 8.0 3.047035e+07 78.0 Energy 515 AIZ 27 11.81 small-cap Long NaN 45.0 3.013359e+07 43.0 Financial Services 609 CACI 6 0.66 small-cap Long NaN 40.0 2.854738e+07 27.0 Technology 571 VRT 10 -1.60 small-cap Long NaN 24.0 2.814248e+07 27.0 Industrials 620 CFR 9 3.08 small-cap Long NaN 9.0 2.552183e+07 78.0 Financial Services 482 ATR 25 6.66 small-cap Long NaN 41.0 2.516008e+07 45.0 Consumer Cyclical 565 ITT 12 5.60 small-cap Long NaN 12.0 2.420211e+07 78.0 Industrials 667 BRX 11 3.75 small-cap Long NaN 11.0 2.409133e+07 78.0 Real Estate 517 LEVI 21 12.78 small-cap Long NaN 21.0 2.382518e+07 78.0 Consumer Cyclical 454 GL 21 5.04 small-cap Long NaN 21.0 2.311315e+07 46.0 Financial Services 664 MAN 25 17.57 small-cap Long NaN 25.0 2.303029e+07 78.0 Industrials 503 Y 24 9.05 small-cap Long NaN 24.0 2.165306e+07 63.0 Financial Services 521 CSL 40 20.33 small-cap Long NaN 44.0 2.096602e+07 45.0 Industrials 612 FAF 17 7.42 small-cap Long NaN 30.0 2.031157e+07 45.0 Financial Services 669 GIL 26 12.13 small-cap Long NaN 26.0 2.028705e+07 52.0 Consumer Cyclical 640 ORI 26 15.90 small-cap Long NaN 64.0 2.025202e+07 78.0 Financial Services 596 LSI 26 9.77 small-cap Long NaN 26.0 1.949227e+07 78.0 Real Estate 456 WSO 31 17.07 small-cap Long NaN 39.0 1.935663e+07 43.0 Industrials 475 VEDL 7 15.36 small-cap Long NaN 7.0 1.925545e+07 78.0 Basic Materials 552 SC 26 26.23 small-cap Long NaN 26.0 1.740489e+07 68.0 Financial Services 626 JHG 14 11.27 small-cap Long NaN 42.0 1.654241e+07 27.0 Financial Services 557 LECO 14 6.97 small-cap Long NaN 14.0 1.581014e+07 43.0 Industrials 606 SRCL 9 9.94 small-cap Long NaN 27.0 1.567101e+07 21.0 Industrials 637 PRI 18 3.08 small-cap Long NaN 21.0 1.330276e+07 78.0 Financial Services 594 POST 32 9.67 small-cap Long NaN 47.0 1.287136e+07 50.0 Consumer Defensive 529 DCI 9 4.23 small-cap Long NaN 17.0 1.228840e+07 18.0 Industrials 651 MDU 18 5.78 small-cap Long NaN 18.0 1.210604e+07 78.0 Basic Materials 619 SON 9 5.19 small-cap Long NaN 9.0 1.132079e+07 46.0 Consumer Cyclical 576 TFII 10 9.53 small-cap Long NaN 10.0 1.011339e+07 78.0 Industrials 511 ACH 11 22.26 small-cap Long NaN 14.0 6.077936e+06 64.0 Basic Materials 573 CAE 11 -0.70 small-cap Long NaN 11.0 3.822340e+06 54.0 Industrials 465 EBR 13 10.44 small-cap Long NaN 54.0 3.298443e+06 28.0 Utilities 555 ICL 6 1.67 small-cap Long NaN 6.0 1.508247e+06 78.0 Basic Materials Mean Return: 8.902558139534884 Mean Day/Week: 15.976744186046512 Accuracy:0.9418604651162791 *******************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 638 JMIA 32 -36.07 small-cap Short NaN -57.0 2.296149e+08 -39.0 Consumer Cyclical 561 MSTR 17 -18.11 small-cap Short NaN -53.0 2.272948e+08 -34.0 Technology 577 CCIV 6 -6.44 small-cap Short NaN -51.0 1.571972e+08 -30.0 Financial Services 547 FCEL 10 -34.48 small-cap Short NaN -57.0 1.453034e+08 -39.0 Industrials 446 NVTA 6 -18.61 small-cap Short NaN -6.0 1.364706e+08 -59.0 Healthcare 513 FVRR 7 -21.32 small-cap Short NaN -7.0 1.314989e+08 -37.0 Communication Services 525 YY 9 -12.99 small-cap Short NaN -47.0 9.057825e+07 -31.0 Communication Services 467 IIVI 7 -7.38 small-cap Short NaN -7.0 8.570607e+07 -48.0 Technology 580 PSTG 10 -16.34 small-cap Short NaN -53.0 7.867629e+07 -37.0 Technology 496 SPWR 8 -22.60 small-cap Short NaN -58.0 6.922447e+07 -46.0 Technology 497 NYT 24 -8.54 small-cap Short NaN -47.0 6.809666e+07 -43.0 Communication Services 644 UPWK 8 -19.20 small-cap Short NaN -16.0 6.216744e+07 -33.0 Industrials 477 SMAR 10 -14.51 small-cap Short NaN -15.0 6.209130e+07 -48.0 Technology 584 PACB 7 -24.91 small-cap Short NaN -54.0 5.903086e+07 -33.0 Healthcare 455 BFAM 7 -3.76 small-cap Short NaN -21.0 5.445005e+07 -16.0 Consumer Cyclical 440 VST 8 -6.29 small-cap Short NaN -9.0 4.965149e+07 -51.0 Utilities 621 HAE 16 -21.06 small-cap Short NaN -16.0 4.768441e+07 -47.0 Healthcare 607 HUYA 8 -16.34 small-cap Short NaN -50.0 4.118447e+07 -34.0 Communication Services 474 SFIX 19 -15.57 small-cap Short NaN -64.0 4.030508e+07 -45.0 Consumer Cyclical 564 TGTX 6 -12.93 small-cap Short NaN -33.0 3.915783e+07 -41.0 Healthcare 464 AZPN 7 -2.13 small-cap Short NaN -19.0 3.910952e+07 -8.0 Technology 506 EXPI 19 -34.75 small-cap Short NaN -52.0 3.781604e+07 -34.0 Real Estate 499 BB 7 -8.00 small-cap Short NaN -61.0 3.770631e+07 -47.0 Technology 634 CRUS 6 2.61 small-cap Short NaN -7.0 3.335002e+07 -7.0 Technology 570 NCNO 6 -11.85 small-cap Short NaN -6.0 3.112072e+07 -54.0 Technology 549 BBIO 6 -17.16 small-cap Short NaN -79.0 2.602432e+07 -33.0 Healthcare 657 VNET 9 -19.36 small-cap Short NaN -58.0 2.572599e+07 -47.0 Technology 540 API 8 -21.23 small-cap Short NaN -8.0 2.343365e+07 -38.0 Technology 628 VRNS 6 -12.67 small-cap Short NaN -6.0 2.159115e+07 -38.0 Technology 559 DCT 7 -9.88 small-cap Short NaN -7.0 1.918563e+07 -37.0 Technology 451 BEPC 8 -8.19 small-cap Short NaN -8.0 1.844215e+07 -63.0 Utilities 490 VIR 6 -17.10 small-cap Short NaN -52.0 1.716400e+07 -43.0 Healthcare 602 EBS 27 -27.90 small-cap Short NaN -55.0 1.532947e+07 -48.0 Healthcare 601 FIZZ 8 -5.09 small-cap Short NaN -8.0 1.340704e+07 -42.0 Consumer Defensive 592 AVIR 18 -80.42 small-cap Short NaN -52.0 1.281829e+07 -32.0 Healthcare 642 NATI 6 -2.05 small-cap Short NaN -7.0 1.183577e+07 -7.0 Technology 629 ALGM 8 -5.42 small-cap Short NaN -8.0 6.422719e+06 -52.0 Technology 666 ENIC 8 2.66 small-cap Short NaN -10.0 1.768024e+06 -10.0 Utilities Mean Return: -16.194210526315793 Mean Day/Week: 10.394736842105264 Accuracy:0.9473684210526315 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 34 Communication Services 5 Consumer Cyclical 44 Consumer Defensive 13 Energy 22 Financial Services 71 Healthcare 17 Industrial Goods 1 Industrials 62 Real Estate 28 Technology 9 Utilities 3 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 10 Communication Services 14 Consumer Cyclical 18 Consumer Defensive 10 Energy 1 Financial Services 14 Healthcare 94 Industrials 18 Real Estate 7 Technology 59 Utilities 1 unknown 1 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 774 HL 1 0.00 penny-cap Long NaN 3.0 7.358474e+07 3.0 Basic Materials 896 MED 1 0.00 penny-cap Long NaN 4.0 5.732810e+07 3.0 Consumer Cyclical 977 BCRX 2 -9.07 penny-cap Long NaN 3.0 3.905728e+07 3.0 Healthcare 853 GOLF 3 0.41 penny-cap Long NaN 3.0 1.292571e+07 3.0 Consumer Cyclical 968 BDC 2 -3.74 penny-cap Long NaN 4.0 9.254128e+06 4.0 Industrials Mean Return: -4.133333333333334 Mean Day/Week: 3.0 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 689 NARI 1 0.00 penny-cap Short NaN -5.0 3.878147e+07 -5.0 Healthcare 811 EQC 3 -0.94 penny-cap Short NaN -4.0 3.319690e+07 -4.0 Real Estate 766 MRCY 2 -0.81 penny-cap Short NaN -4.0 2.489996e+07 -4.0 Industrials 683 SAGE 3 3.92 penny-cap Short NaN -3.0 1.581250e+07 -5.0 Healthcare 1102 UPLD 3 2.70 penny-cap Short NaN -4.0 1.008751e+07 -5.0 Technology 953 EPAY 4 -0.11 penny-cap Short NaN -4.0 6.283084e+06 -5.0 Technology 1224 ENTA 1 0.00 penny-cap Short NaN -2.0 4.870571e+06 -5.0 Healthcare 1162 AMTI 3 -1.98 penny-cap Short NaN -3.0 3.708914e+06 -5.0 Healthcare 1040 SPNS 4 -7.28 penny-cap Short NaN -5.0 3.028191e+06 -5.0 Technology Mean Return: -0.6428571428571429 Mean Day/Week: 3.4285714285714284 Accuracy:0.7142857142857143 *******************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 774 HL 1 0.00 penny-cap Long NaN 3.0 7.358474e+07 3.0 Basic Materials 896 MED 1 0.00 penny-cap Long NaN 4.0 5.732810e+07 3.0 Consumer Cyclical 977 BCRX 2 -9.07 penny-cap Long NaN 3.0 3.905728e+07 3.0 Healthcare 707 JOBS 3 1.83 penny-cap Long NaN 25.0 3.394045e+07 5.0 Industrials 853 GOLF 3 0.41 penny-cap Long NaN 3.0 1.292571e+07 3.0 Consumer Cyclical 870 NUS 1 0.00 penny-cap Long NaN 21.0 1.249059e+07 3.0 Consumer Defensive 738 DCP 2 2.29 penny-cap Long NaN 9.0 1.128359e+07 5.0 Energy 968 BDC 2 -3.74 penny-cap Long NaN 4.0 9.254128e+06 4.0 Industrials 1122 HSC 2 -4.52 penny-cap Long NaN 21.0 7.961579e+06 5.0 Industrials 1219 BSA 2 0.39 penny-cap Long NaN 26.0 8.128707e+04 3.0 unknown Mean Return: -1.772857142857143 Mean Day/Week: 2.7142857142857144 Accuracy:0.5714285714285714 *******************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 689 NARI 1 0.00 penny-cap Short NaN -5.0 3.878147e+07 -5.0 Healthcare 811 EQC 3 -0.94 penny-cap Short NaN -4.0 3.319690e+07 -4.0 Real Estate 766 MRCY 2 -0.81 penny-cap Short NaN -4.0 2.489996e+07 -4.0 Industrials 756 LOPE 1 0.00 penny-cap Short NaN -29.0 2.410219e+07 -3.0 Consumer Defensive 745 AEIS 1 0.00 penny-cap Short NaN -7.0 1.949525e+07 -5.0 Industrials 683 SAGE 3 3.92 penny-cap Short NaN -3.0 1.581250e+07 -5.0 Healthcare 1102 UPLD 3 2.70 penny-cap Short NaN -4.0 1.008751e+07 -5.0 Technology 953 EPAY 4 -0.11 penny-cap Short NaN -4.0 6.283084e+06 -5.0 Technology 1224 ENTA 1 0.00 penny-cap Short NaN -2.0 4.870571e+06 -5.0 Healthcare 1162 AMTI 3 -1.98 penny-cap Short NaN -3.0 3.708914e+06 -5.0 Healthcare 1040 SPNS 4 -7.28 penny-cap Short NaN -5.0 3.028191e+06 -5.0 Technology Mean Return: -0.6428571428571429 Mean Day/Week: 3.7142857142857144 Accuracy:0.7142857142857143 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 761 X 5 3.40 penny-cap Long NaN 5.0 1.179958e+09 32.0 Basic Materials 998 ASO 3 -2.10 penny-cap Long NaN 3.0 9.159028e+07 78.0 Consumer Cyclical 720 XEC 4 -0.12 penny-cap Long NaN 4.0 8.967771e+07 78.0 Energy 699 FL 4 2.51 penny-cap Long NaN 4.0 8.344547e+07 78.0 Consumer Cyclical 1007 AR 2 1.85 penny-cap Long NaN 2.0 7.579162e+07 78.0 Energy 774 HL 1 0.00 penny-cap Long NaN 3.0 7.358474e+07 3.0 Basic Materials 920 GT 2 -2.69 penny-cap Long NaN 2.0 6.320778e+07 78.0 Consumer Cyclical 896 MED 1 0.00 penny-cap Long NaN 4.0 5.732810e+07 3.0 Consumer Cyclical 917 SUM 3 -1.36 penny-cap Long NaN 3.0 4.915833e+07 78.0 Basic Materials 681 UNM 3 0.87 penny-cap Long NaN 3.0 4.492675e+07 78.0 Financial Services 857 COMM 2 -1.25 penny-cap Long NaN 2.0 4.461918e+07 78.0 Technology 836 KEX 1 0.00 penny-cap Long NaN 5.0 4.066111e+07 78.0 Industrials 939 PDCE 2 -0.61 penny-cap Long NaN 2.0 3.924947e+07 78.0 Energy 977 BCRX 2 -9.07 penny-cap Long NaN 3.0 3.905728e+07 3.0 Healthcare 703 EVR 2 -1.90 penny-cap Long NaN 2.0 3.824792e+07 78.0 Financial Services 935 TRQ 2 -1.37 penny-cap Long NaN 2.0 3.366405e+07 78.0 Basic Materials 1039 SBH 2 -2.49 penny-cap Long NaN 2.0 3.267423e+07 78.0 Consumer Cyclical 902 SWN 1 0.00 penny-cap Long NaN 4.0 3.110841e+07 10.0 Energy 927 MD 2 -0.37 penny-cap Long NaN 2.0 3.038644e+07 27.0 Healthcare 971 MLHR 1 0.00 penny-cap Long NaN 1.0 2.918194e+07 68.0 Consumer Cyclical 964 SITC 2 -3.94 penny-cap Long NaN 2.0 2.917194e+07 68.0 Real Estate 1020 MTDR 5 3.88 penny-cap Long NaN 5.0 2.913247e+07 78.0 Energy 674 BPOP 4 -0.02 penny-cap Long NaN 4.0 2.883760e+07 78.0 Financial Services 923 TEX 5 5.46 penny-cap Long NaN 5.0 2.840335e+07 78.0 Industrials 781 AM 1 0.00 penny-cap Long NaN 4.0 2.798465e+07 14.0 Energy 826 HRB 1 0.00 penny-cap Long NaN 1.0 2.790216e+07 69.0 Consumer Cyclical 921 FLR 5 1.72 penny-cap Long NaN 5.0 2.785396e+07 46.0 Industrials 670 AMG 3 -0.39 penny-cap Long NaN 3.0 2.736350e+07 78.0 Financial Services 867 CNO 4 4.18 penny-cap Long NaN 4.0 2.732763e+07 78.0 Financial Services 842 BHF 3 -0.12 penny-cap Long NaN 3.0 2.653523e+07 78.0 Financial Services 701 ALSN 2 0.04 penny-cap Long NaN 2.0 2.609842e+07 25.0 Consumer Cyclical 732 GPK 4 0.94 penny-cap Long NaN 4.0 2.559513e+07 45.0 Consumer Cyclical 944 WGO 5 -2.70 penny-cap Long NaN 5.0 2.550477e+07 12.0 Consumer Cyclical 695 RXN 3 -0.13 penny-cap Long NaN 3.0 2.348805e+07 78.0 Industrials 1170 ARCB 4 4.22 penny-cap Long NaN 4.0 2.340623e+07 78.0 Industrials 725 CLH 4 0.03 penny-cap Long NaN 4.0 2.277896e+07 78.0 Industrials 1011 DDS 4 -0.08 penny-cap Long NaN 4.0 2.272288e+07 12.0 Consumer Cyclical 883 BECN 2 -1.29 penny-cap Long NaN 2.0 2.238594e+07 78.0 Industrials 692 FLS 5 1.62 penny-cap Long NaN 5.0 2.230613e+07 78.0 Industrials 1194 CYH 4 5.53 penny-cap Long NaN 4.0 2.216974e+07 7.0 Healthcare 769 APAM 2 -0.19 penny-cap Long NaN 2.0 2.188751e+07 28.0 Financial Services 1164 ERJ 2 -1.95 penny-cap Long NaN 2.0 2.138383e+07 78.0 Industrials 726 LAZ 2 -1.35 penny-cap Long NaN 2.0 1.820532e+07 27.0 Financial Services 930 CIM 2 -0.22 penny-cap Long NaN 2.0 1.811429e+07 78.0 Real Estate 1072 HBM 2 -2.38 penny-cap Long NaN 4.0 1.736669e+07 29.0 Basic Materials 929 CMC 2 -0.12 penny-cap Long NaN 2.0 1.678134e+07 67.0 Basic Materials 825 SPB 2 0.24 penny-cap Long NaN 2.0 1.635911e+07 78.0 Consumer Defensive 1178 DIN 3 -0.30 penny-cap Long NaN 3.0 1.508962e+07 78.0 Consumer Cyclical 987 TDS 1 0.00 penny-cap Long NaN 1.0 1.455247e+07 46.0 Communication Services 1160 NMRK 2 -0.47 penny-cap Long NaN 2.0 1.447862e+07 78.0 Real Estate 1125 XPEL 1 0.00 penny-cap Long NaN 1.0 1.447208e+07 27.0 Consumer Cyclical 1030 EPC 3 2.13 penny-cap Long NaN 3.0 1.439772e+07 41.0 Consumer Defensive 672 EME 1 0.00 penny-cap Long NaN 1.0 1.404497e+07 55.0 Industrials 789 AVNT 5 2.19 penny-cap Long NaN 5.0 1.383899e+07 78.0 Basic Materials 853 GOLF 3 0.41 penny-cap Long NaN 3.0 1.292571e+07 3.0 Consumer Cyclical 924 MIC 5 1.87 penny-cap Long NaN 5.0 1.206011e+07 24.0 Industrials 690 ACHC 3 -0.64 penny-cap Long NaN 3.0 1.147401e+07 78.0 Healthcare 1101 DLX 5 2.75 penny-cap Long NaN 5.0 1.142252e+07 78.0 Communication Services 1220 MDP 3 -4.59 penny-cap Long NaN 4.0 1.058701e+07 78.0 Communication Services 714 IDA 2 0.59 penny-cap Long NaN 2.0 1.026391e+07 43.0 Utilities 887 AIT 5 3.76 penny-cap Long NaN 5.0 1.013449e+07 67.0 Industrials 861 SAFM 4 -0.48 penny-cap Long NaN 4.0 9.710668e+06 68.0 Consumer Defensive 1028 BKE 3 -2.02 penny-cap Long NaN 3.0 9.543321e+06 78.0 Consumer Cyclical 968 BDC 2 -3.74 penny-cap Long NaN 4.0 9.254128e+06 4.0 Industrials 736 UBSI 1 0.00 penny-cap Long NaN 2.0 9.089000e+06 78.0 Financial Services 1029 HUBG 2 0.80 penny-cap Long NaN 2.0 8.927097e+06 53.0 Industrials 687 FLO 1 0.00 penny-cap Long NaN 1.0 8.780342e+06 46.0 Consumer Defensive 1005 HRI 3 0.04 penny-cap Long NaN 3.0 8.773088e+06 78.0 Industrials 904 EXLS 4 1.63 penny-cap Long NaN 4.0 8.693300e+06 48.0 Technology 1049 MNR 4 -1.17 penny-cap Long NaN 4.0 8.680442e+06 78.0 Real Estate 1172 NXE 4 -2.12 penny-cap Long NaN 4.0 8.189996e+06 9.0 Energy 1211 CNDT 1 0.00 penny-cap Long NaN 1.0 7.930355e+06 78.0 Technology 981 PVG 3 -3.49 penny-cap Long NaN 3.0 7.879713e+06 6.0 Basic Materials 819 NJR 1 0.00 penny-cap Long NaN 1.0 7.703613e+06 78.0 Utilities 955 MTX 3 -0.74 penny-cap Long NaN 3.0 7.487844e+06 78.0 Basic Materials 1097 CNR 2 -1.24 penny-cap Long NaN 2.0 7.002481e+06 78.0 Industrials 897 JELD 2 -0.71 penny-cap Long NaN 2.0 6.526318e+06 29.0 Industrials 884 ESRT 2 0.00 penny-cap Long NaN 2.0 6.370325e+06 78.0 Real Estate 1159 AKR 2 -0.96 penny-cap Long NaN 2.0 6.293710e+06 78.0 Real Estate 991 FWRD 5 0.26 penny-cap Long NaN 5.0 6.127142e+06 78.0 Industrials 982 PBH 1 0.00 penny-cap Long NaN 1.0 5.988106e+06 6.0 Healthcare 1099 VCTR 2 0.00 penny-cap Long NaN 2.0 5.885353e+06 46.0 Financial Services 876 GHC 2 1.44 penny-cap Long NaN 2.0 5.820720e+06 27.0 Consumer Defensive 1119 GWB 4 -1.71 penny-cap Long NaN 4.0 5.625245e+06 78.0 Financial Services 997 WSBC 3 -1.02 penny-cap Long NaN 3.0 5.428199e+06 78.0 Financial Services 1148 GFF 2 -1.53 penny-cap Long NaN 2.0 4.868294e+06 71.0 Industrials 1134 MRTN 3 1.16 penny-cap Long NaN 3.0 4.586857e+06 6.0 Industrials 1191 CLI 3 -1.44 penny-cap Long NaN 3.0 3.955187e+06 61.0 Real Estate 1057 ALG 2 -2.28 penny-cap Long NaN 3.0 3.812698e+06 78.0 Industrials 1143 VBTX 2 -2.38 penny-cap Long NaN 2.0 3.771257e+06 78.0 Financial Services 1059 PIPR 2 -0.15 penny-cap Long NaN 2.0 3.744639e+06 66.0 Financial Services 1076 SASR 5 0.67 penny-cap Long NaN 5.0 3.657299e+06 78.0 Financial Services 907 AUB 1 0.00 penny-cap Long NaN 3.0 3.564503e+06 78.0 Financial Services 1152 TNC 3 -1.85 penny-cap Long NaN 3.0 3.552561e+06 78.0 Industrials 1117 PFS 5 1.61 penny-cap Long NaN 5.0 3.538643e+06 78.0 Financial Services 1106 MEI 3 -1.87 penny-cap Long NaN 3.0 3.480590e+06 32.0 Technology 1083 NTB 1 0.00 penny-cap Long NaN 2.0 3.395121e+06 60.0 Financial Services 1188 FDP 4 -1.92 penny-cap Long NaN 4.0 3.367140e+06 51.0 Consumer Defensive 1114 ARGO 3 0.77 penny-cap Long NaN 3.0 3.366729e+06 61.0 Financial Services 1070 GAB 2 0.00 penny-cap Long NaN 2.0 2.789944e+06 51.0 Financial Services 1208 SBSI 5 2.43 penny-cap Long NaN 5.0 2.689858e+06 78.0 Financial Services 1066 OTTR 2 -0.78 penny-cap Long NaN 2.0 2.490330e+06 46.0 Utilities 1227 BRKL 5 0.87 penny-cap Long NaN 5.0 2.376771e+06 78.0 Financial Services 931 ANAT 3 1.17 penny-cap Long NaN 3.0 2.186348e+06 48.0 Financial Services 1165 EPAC 4 -0.70 penny-cap Long NaN 4.0 1.985142e+06 58.0 Industrials 1206 TGP 2 0.00 penny-cap Long NaN 2.0 1.650127e+06 78.0 Energy 1223 AWF 5 0.46 penny-cap Long NaN 5.0 1.375504e+06 29.0 Financial Services 686 SHI 1 0.00 penny-cap Long NaN 1.0 4.163341e+05 23.0 Energy 1149 OPINI 1 0.00 penny-cap Long NaN 3.0 2.990155e+05 27.0 unknown 776 ESGRO 4 -0.18 penny-cap Long NaN 4.0 2.435800e+05 34.0 Financial Services Mean Return: -0.16692307692307695 Mean Day/Week: 3.3516483516483517 Accuracy:0.38461538461538464 *******************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 694 WKHS 1 0.00 penny-cap Short NaN -1.0 1.993897e+08 -54.0 Consumer Cyclical 755 CCXI 5 -53.84 penny-cap Short NaN -5.0 1.839925e+08 -47.0 Healthcare 780 INSM 4 -13.49 penny-cap Short NaN -4.0 1.421629e+08 -40.0 Healthcare 911 TIGR 3 -9.44 penny-cap Short NaN -3.0 8.641095e+07 -33.0 Financial Services 721 NOVA 5 -12.54 penny-cap Short NaN -5.0 7.639098e+07 -49.0 Technology 970 REAL 2 -10.92 penny-cap Short NaN -2.0 5.893389e+07 -7.0 Consumer Cyclical 700 EVBG 4 -8.54 penny-cap Short NaN -4.0 5.364571e+07 -46.0 Technology 740 TREE 3 -9.96 penny-cap Short NaN -3.0 5.048988e+07 -51.0 Financial Services 1212 UWMC 1 0.00 penny-cap Short NaN -1.0 4.796968e+07 -66.0 Financial Services 706 HASI 5 -0.88 penny-cap Short NaN -5.0 4.581954e+07 -57.0 Real Estate 733 STMP 3 -10.35 penny-cap Short NaN -3.0 4.510491e+07 -55.0 Technology 984 AUPH 2 -1.43 penny-cap Short NaN -2.0 4.391028e+07 -47.0 Healthcare 689 NARI 1 0.00 penny-cap Short NaN -5.0 3.878147e+07 -5.0 Healthcare 728 CRNC 3 -0.05 penny-cap Short NaN -3.0 3.847804e+07 -39.0 Technology 879 JKS 1 0.00 penny-cap Short NaN -1.0 3.479473e+07 -70.0 Technology 811 EQC 3 -0.94 penny-cap Short NaN -4.0 3.319690e+07 -4.0 Real Estate 767 EDIT 1 0.00 penny-cap Short NaN -1.0 3.264933e+07 -62.0 Healthcare 950 TPIC 4 -5.97 penny-cap Short NaN -4.0 3.142233e+07 -51.0 Industrials 747 PD 4 -8.88 penny-cap Short NaN -4.0 2.872201e+07 -48.0 Technology 859 TWOU 3 -5.72 penny-cap Short NaN -3.0 2.868594e+07 -41.0 Consumer Defensive 760 SRNE 2 -5.90 penny-cap Short NaN -2.0 2.833600e+07 -42.0 Healthcare 903 MAXR 5 2.03 penny-cap Short NaN -5.0 2.662589e+07 -39.0 Technology 1071 IDEX 2 -7.95 penny-cap Short NaN -2.0 2.549063e+07 -37.0 Technology 731 LPSN 5 -1.31 penny-cap Short NaN -5.0 2.545065e+07 -48.0 Technology 766 MRCY 2 -0.81 penny-cap Short NaN -4.0 2.489996e+07 -4.0 Industrials 702 CLDR 1 0.00 penny-cap Short NaN -1.0 2.439046e+07 -42.0 Technology 808 NIU 4 -13.22 penny-cap Short NaN -4.0 2.429473e+07 -34.0 Consumer Cyclical 822 CDLX 3 -6.94 penny-cap Short NaN -3.0 2.405394e+07 -8.0 Communication Services 938 RMO 1 0.00 penny-cap Short NaN -1.0 2.241875e+07 -103.0 Consumer Cyclical 805 SEER 5 -23.87 penny-cap Short NaN -5.0 2.230461e+07 -107.0 Healthcare 993 LUNG 1 0.00 penny-cap Short NaN -1.0 2.060798e+07 -39.0 Healthcare 797 ARVN 1 0.00 penny-cap Short NaN -1.0 2.043004e+07 -40.0 Healthcare 956 QTRX 5 -9.09 penny-cap Short NaN -5.0 2.016026e+07 -45.0 Healthcare 1060 TTCF 1 0.00 penny-cap Short NaN -3.0 1.937531e+07 -49.0 Consumer Defensive 1045 CSTL 4 -11.60 penny-cap Short NaN -4.0 1.929434e+07 -46.0 Healthcare 1145 GNOG 5 -12.90 penny-cap Short NaN -5.0 1.894643e+07 -104.0 Consumer Cyclical 1144 SY 4 -6.38 penny-cap Short NaN -4.0 1.791411e+07 -38.0 Healthcare 705 RLAY 4 -8.98 penny-cap Short NaN -4.0 1.778749e+07 -65.0 Healthcare 871 PHR 5 -8.38 penny-cap Short NaN -5.0 1.677424e+07 -40.0 Healthcare 799 GOEV 5 -12.63 penny-cap Short NaN -5.0 1.670959e+07 -64.0 Consumer Cyclical 1177 HCC 2 -2.17 penny-cap Short NaN -2.0 1.643722e+07 -52.0 Basic Materials 834 MOMO 5 -2.36 penny-cap Short NaN -5.0 1.623944e+07 -35.0 Communication Services 1002 ARCT 1 0.00 penny-cap Short NaN -1.0 1.605939e+07 -63.0 Healthcare 1124 JRVR 3 2.73 penny-cap Short NaN -4.0 1.601684e+07 -15.0 Financial Services 683 SAGE 3 3.92 penny-cap Short NaN -3.0 1.581250e+07 -5.0 Healthcare 856 GBT 4 -5.97 penny-cap Short NaN -4.0 1.579447e+07 -52.0 Healthcare 735 ENV 2 -1.79 penny-cap Short NaN -2.0 1.536879e+07 -6.0 Technology 967 EAR 3 -14.04 penny-cap Short NaN -3.0 1.402044e+07 -37.0 Healthcare 795 ITRI 5 0.74 penny-cap Short NaN -5.0 1.375122e+07 -44.0 Technology 712 ARNA 4 -1.53 penny-cap Short NaN -4.0 1.331251e+07 -37.0 Healthcare 946 TTGT 1 0.00 penny-cap Short NaN -4.0 1.235112e+07 -34.0 Communication Services 914 DCPH 4 -11.44 penny-cap Short NaN -4.0 1.231861e+07 -6.0 Healthcare 691 ALRM 5 -3.27 penny-cap Short NaN -5.0 1.183690e+07 -9.0 Technology 1167 ICPT 4 -11.00 penny-cap Short NaN -4.0 1.166504e+07 -55.0 Healthcare 899 PLMR 1 0.00 penny-cap Short NaN -1.0 1.076690e+07 -48.0 Financial Services 1077 SLP 5 -1.88 penny-cap Short NaN -5.0 1.023320e+07 -39.0 Healthcare 1102 UPLD 3 2.70 penny-cap Short NaN -4.0 1.008751e+07 -5.0 Technology 823 CORT 5 -10.41 penny-cap Short NaN -5.0 1.005553e+07 -49.0 Healthcare 1113 NRIX 2 -2.86 penny-cap Short NaN -2.0 9.899378e+06 -37.0 Healthcare 791 MTLS 3 -5.70 penny-cap Short NaN -3.0 9.824960e+06 -54.0 Technology 959 SITM 5 -1.83 penny-cap Short NaN -5.0 9.517560e+06 -52.0 Technology 925 RCUS 4 -6.78 penny-cap Short NaN -4.0 9.277163e+06 -33.0 Healthcare 779 VICR 1 0.00 penny-cap Short NaN -1.0 8.981249e+06 -37.0 Technology 1121 SOL 5 -13.33 penny-cap Short NaN -5.0 8.275372e+06 -49.0 Technology 1065 ICLK 1 0.00 penny-cap Short NaN -1.0 7.928555e+06 -34.0 Communication Services 1209 CGEN 1 0.00 penny-cap Short NaN -1.0 7.409155e+06 -63.0 Healthcare 1225 VITL 3 -5.15 penny-cap Short NaN -3.0 7.028803e+06 -36.0 Consumer Defensive 1140 BLFS 3 1.75 penny-cap Short NaN -5.0 6.844813e+06 -33.0 Healthcare 1195 KPTI 4 1.06 penny-cap Short NaN -4.0 6.810918e+06 -62.0 Healthcare 1193 TPGY 2 -4.72 penny-cap Short NaN -2.0 6.423370e+06 -48.0 Financial Services 953 EPAY 4 -0.11 penny-cap Short NaN -4.0 6.283084e+06 -5.0 Technology 684 VERX 5 -10.94 penny-cap Short NaN -5.0 5.905165e+06 -48.0 Technology 995 SGMO 4 -2.07 penny-cap Short NaN -4.0 5.857015e+06 -62.0 Healthcare 1044 CSII 1 0.00 penny-cap Short NaN -1.0 5.642001e+06 -47.0 Healthcare 801 OPCH 4 -9.96 penny-cap Short NaN -4.0 5.378414e+06 -10.0 Healthcare 951 BCAT 1 0.00 penny-cap Short NaN -1.0 5.374046e+06 -59.0 unknown 980 KURA 5 -3.03 penny-cap Short NaN -5.0 5.036544e+06 -76.0 Healthcare 764 DAO 4 -5.95 penny-cap Short NaN -4.0 4.874590e+06 -37.0 Communication Services 1224 ENTA 1 0.00 penny-cap Short NaN -2.0 4.870571e+06 -5.0 Healthcare 1116 MRSN 1 0.00 penny-cap Short NaN -1.0 4.408860e+06 -137.0 Healthcare 1204 CRTX 1 0.00 penny-cap Short NaN -1.0 4.135622e+06 -37.0 Healthcare 1192 QNST 4 -11.14 penny-cap Short NaN -4.0 4.026768e+06 -36.0 Communication Services 1047 PGEN 4 -5.64 penny-cap Short NaN -4.0 3.822655e+06 -39.0 Healthcare 973 ADCT 1 0.00 penny-cap Short NaN -1.0 3.749911e+06 -72.0 Healthcare 1162 AMTI 3 -1.98 penny-cap Short NaN -3.0 3.708914e+06 -5.0 Healthcare 1166 NKTX 5 -14.61 penny-cap Short NaN -5.0 3.514930e+06 -54.0 Healthcare 1161 CLLS 4 -11.34 penny-cap Short NaN -4.0 3.461820e+06 -58.0 Healthcare 1126 KRYS 1 0.00 penny-cap Short NaN -5.0 3.400517e+06 -6.0 Healthcare 710 HCM 4 -6.02 penny-cap Short NaN -4.0 3.379723e+06 -55.0 Healthcare 908 XNCR 3 -3.99 penny-cap Short NaN -3.0 3.176833e+06 -37.0 Healthcare 1033 ADUS 4 3.69 penny-cap Short NaN -5.0 3.069755e+06 -8.0 Healthcare 1040 SPNS 4 -7.28 penny-cap Short NaN -5.0 3.028191e+06 -5.0 Technology 1153 PCVX 5 -4.58 penny-cap Short NaN -5.0 2.941803e+06 -137.0 Healthcare 1201 PHAT 5 -8.52 penny-cap Short NaN -5.0 2.615049e+06 -30.0 Healthcare 1018 NGM 3 -0.52 penny-cap Short NaN -4.0 2.369647e+06 -8.0 Healthcare 1213 AKRO 3 1.41 penny-cap Short NaN -3.0 2.327178e+06 -7.0 Healthcare 1023 OFLX 1 0.00 penny-cap Short NaN -1.0 1.859427e+06 -40.0 Industrials 1136 NXGN 1 0.00 penny-cap Short NaN -4.0 1.746365e+06 -54.0 Healthcare 1189 FDMT 3 -10.83 penny-cap Short NaN -3.0 1.684431e+06 -37.0 Healthcare 1146 INBX 2 -6.21 penny-cap Short NaN -2.0 1.038507e+06 -60.0 Healthcare 851 BNR 2 -3.76 penny-cap Short NaN -2.0 8.314088e+05 -41.0 Healthcare 784 MOR 1 0.00 penny-cap Short NaN -1.0 3.583897e+05 -57.0 Healthcare Mean Return: -6.547236842105263 Mean Day/Week: 4.092105263157895 Accuracy:0.881578947368421 *******************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 809 AA 12 17.21 penny-cap Long NaN 17.0 3.805898e+08 56.0 Basic Materials 724 LPX 6 9.66 penny-cap Long NaN 66.0 1.816565e+08 78.0 Industrials 676 CROX 10 6.76 penny-cap Long NaN 10.0 1.487135e+08 78.0 Consumer Cyclical 773 GRA 17 5.63 penny-cap Long NaN 25.0 7.766757e+07 32.0 Basic Materials 713 NCR 26 22.69 penny-cap Long NaN 26.0 7.548890e+07 32.0 Technology 863 MTH 9 21.74 penny-cap Long NaN 45.0 6.387177e+07 32.0 Consumer Cyclical 704 WEN 17 1.22 penny-cap Long NaN 45.0 4.845681e+07 25.0 Consumer Cyclical 1010 BCC 6 9.20 penny-cap Long NaN 45.0 4.809312e+07 53.0 Basic Materials 709 AYI 32 33.18 penny-cap Long NaN 44.0 4.716599e+07 78.0 Industrials 748 OLN 8 3.91 penny-cap Long NaN 8.0 4.225945e+07 78.0 Basic Materials 1221 SBLK 14 23.47 penny-cap Long NaN 14.0 4.018902e+07 78.0 Industrials 783 SGMS 10 -6.98 penny-cap Long NaN 18.0 3.954957e+07 14.0 Consumer Cyclical 892 LGIH 49 43.82 penny-cap Long NaN 49.0 3.875767e+07 51.0 Consumer Cyclical 800 STL 9 2.96 penny-cap Long NaN 9.0 3.673760e+07 78.0 Financial Services 958 ATKR 6 4.33 penny-cap Long NaN 6.0 3.521927e+07 78.0 Industrials 841 UNVR 12 7.60 penny-cap Long NaN 31.0 3.389934e+07 46.0 Basic Materials 727 ESI 8 5.57 penny-cap Long NaN 12.0 3.372580e+07 78.0 Basic Materials 858 CWH 19 11.79 penny-cap Long NaN 19.0 3.187145e+07 78.0 Consumer Cyclical 1074 CCS 8 4.11 penny-cap Long NaN 8.0 3.185522e+07 78.0 Consumer Cyclical 1055 UFS 11 19.45 penny-cap Long NaN 11.0 3.080761e+07 78.0 Basic Materials 844 CNMD 9 5.03 penny-cap Long NaN 9.0 3.011421e+07 78.0 Healthcare 1038 ABR 11 2.48 penny-cap Long NaN 11.0 2.885419e+07 78.0 Real Estate 722 CC 12 13.41 penny-cap Long NaN 31.0 2.840800e+07 31.0 Basic Materials 754 WCC 9 16.35 penny-cap Long NaN 9.0 2.766713e+07 78.0 Industrials 813 AB 8 7.17 penny-cap Long NaN 10.0 2.735836e+07 78.0 Financial Services 810 AMN 8 13.76 penny-cap Long NaN 14.0 2.497340e+07 14.0 Healthcare 966 JACK 10 3.12 penny-cap Long NaN 10.0 2.462157e+07 78.0 Consumer Cyclical 1054 LZB 9 0.83 penny-cap Long NaN 9.0 2.432563e+07 32.0 Consumer Cyclical 820 R 6 7.66 penny-cap Long NaN 6.0 2.392113e+07 78.0 Industrials 894 RRR 9 1.66 penny-cap Long NaN 9.0 2.381779e+07 78.0 Consumer Cyclical 1095 AAWW 17 9.47 penny-cap Long NaN 29.0 2.277131e+07 58.0 Industrials 719 VVV 17 17.45 penny-cap Long NaN 17.0 2.148608e+07 78.0 Energy 972 NAVI 43 27.99 penny-cap Long NaN 50.0 2.124707e+07 78.0 Financial Services 771 AXS 19 7.64 penny-cap Long NaN 21.0 2.099651e+07 45.0 Financial Services 812 UFPI 12 7.87 penny-cap Long NaN 66.0 2.035779e+07 69.0 Basic Materials 718 MSM 6 1.98 penny-cap Long NaN 6.0 2.025868e+07 46.0 Industrials 1094 DEN 10 5.38 penny-cap Long NaN 10.0 1.936547e+07 78.0 Energy 792 PACW 9 1.20 penny-cap Long NaN 9.0 1.918533e+07 78.0 Financial Services 848 SUN 23 7.18 penny-cap Long NaN 23.0 1.805616e+07 78.0 Energy 837 CWK 6 3.06 penny-cap Long NaN 6.0 1.718520e+07 46.0 Real Estate 978 SGRY 11 2.27 penny-cap Long NaN 11.0 1.688772e+07 78.0 Healthcare 782 NVT 11 6.23 penny-cap Long NaN 11.0 1.658232e+07 78.0 Industrials 678 HHC 19 7.10 penny-cap Long NaN 19.0 1.640838e+07 78.0 Real Estate 932 WWW 12 3.77 penny-cap Long NaN 12.0 1.632563e+07 68.0 Consumer Cyclical 675 PAG 6 1.73 penny-cap Long NaN 6.0 1.629949e+07 78.0 Consumer Cyclical 898 FUL 33 16.63 penny-cap Long NaN 64.0 1.627832e+07 69.0 Basic Materials 916 TPH 12 11.75 penny-cap Long NaN 27.0 1.594102e+07 32.0 Consumer Cyclical 948 ATI 11 -2.74 penny-cap Long NaN 11.0 1.556668e+07 78.0 Industrials 1061 BOOT 22 4.28 penny-cap Long NaN 22.0 1.549484e+07 78.0 Consumer Cyclical 734 RYN 17 4.67 penny-cap Long NaN 23.0 1.516605e+07 27.0 Real Estate 940 ENBL 9 12.39 penny-cap Long NaN 9.0 1.500272e+07 68.0 Energy 1004 WBT 14 -1.57 penny-cap Long NaN 14.0 1.499214e+07 78.0 Industrials 1120 MHO 9 9.07 penny-cap Long NaN 9.0 1.498025e+07 78.0 Consumer Cyclical 882 ARNC 6 20.41 penny-cap Long NaN 20.0 1.497509e+07 19.0 Industrials 1048 HTGC 24 4.01 penny-cap Long NaN 24.0 1.484629e+07 78.0 Financial Services 866 EBC 12 4.87 penny-cap Long NaN 12.0 1.472312e+07 78.0 Financial Services 875 WRI 18 6.82 penny-cap Long NaN 18.0 1.463593e+07 78.0 Real Estate 913 CBT 6 9.51 penny-cap Long NaN 12.0 1.445142e+07 78.0 Basic Materials 872 LXP 27 9.31 penny-cap Long NaN 31.0 1.417839e+07 46.0 Real Estate 983 OI 12 19.80 penny-cap Long NaN 31.0 1.394273e+07 32.0 Consumer Cyclical 893 CCOI 8 8.62 penny-cap Long NaN 8.0 1.352418e+07 44.0 Communication Services 827 UMPQ 8 0.82 penny-cap Long NaN 8.0 1.331744e+07 78.0 Financial Services 751 THG 6 0.26 penny-cap Long NaN 6.0 1.283993e+07 50.0 Financial Services 1090 CEQP 9 0.42 penny-cap Long NaN 14.0 1.227455e+07 78.0 Energy 905 ATRC 8 -3.23 penny-cap Long NaN 8.0 1.159706e+07 78.0 Healthcare 864 HWC 11 7.56 penny-cap Long NaN 11.0 1.138421e+07 78.0 Financial Services 1202 EXTR 8 -11.66 penny-cap Long NaN 13.0 1.108859e+07 24.0 Technology 985 FBP 9 2.11 penny-cap Long NaN 9.0 1.101689e+07 78.0 Financial Services 777 AWI 16 7.90 penny-cap Long NaN 16.0 1.078283e+07 78.0 Industrials 1078 GNW 9 -4.33 penny-cap Long NaN 45.0 1.050163e+07 17.0 Financial Services 711 CW 25 5.28 penny-cap Long NaN 25.0 1.044862e+07 46.0 Industrials 886 SHOO 14 5.41 penny-cap Long NaN 14.0 1.037995e+07 46.0 Consumer Cyclical 1017 BDN 8 -0.26 penny-cap Long NaN 8.0 1.023849e+07 55.0 Real Estate 1021 PRFT 8 4.79 penny-cap Long NaN 8.0 1.023782e+07 78.0 Technology 1046 GTN 6 -1.28 penny-cap Long NaN 16.0 1.018171e+07 78.0 Communication Services 1000 GDV 25 7.12 penny-cap Long NaN 25.0 9.992209e+06 78.0 Financial Services 912 GPI 8 -1.31 penny-cap Long NaN 8.0 9.203491e+06 78.0 Consumer Cyclical 915 NSA 26 12.08 penny-cap Long NaN 26.0 9.029579e+06 78.0 Real Estate 708 SRC 25 6.78 penny-cap Long NaN 25.0 9.014884e+06 78.0 Real Estate 936 FCFS 12 4.04 penny-cap Long NaN 20.0 8.810156e+06 47.0 Financial Services 1180 EVRI 9 0.65 penny-cap Long NaN 10.0 8.794266e+06 14.0 Consumer Cyclical 1115 KALU 9 7.35 penny-cap Long NaN 9.0 8.649592e+06 78.0 Basic Materials 1019 PTY 8 3.12 penny-cap Long NaN 28.0 8.597304e+06 32.0 Financial Services 1058 VRTS 10 3.83 penny-cap Long NaN 10.0 7.978273e+06 78.0 Financial Services 750 SSD 10 1.98 penny-cap Long NaN 10.0 7.824962e+06 68.0 Industrials 986 FIX 6 1.64 penny-cap Long NaN 6.0 7.426119e+06 78.0 Industrials 1006 OR 6 5.33 penny-cap Long NaN 41.0 7.305101e+06 24.0 Basic Materials 909 BNL 8 -0.03 penny-cap Long NaN 27.0 6.946961e+06 18.0 Real Estate 910 EXG 27 4.56 penny-cap Long NaN 27.0 6.870028e+06 78.0 Financial Services 1151 GIII 9 -0.48 penny-cap Long NaN 9.0 6.864097e+06 78.0 Consumer Cyclical 846 SXT 6 2.05 penny-cap Long NaN 19.0 6.813520e+06 46.0 Basic Materials 865 MMSI 18 2.83 penny-cap Long NaN 27.0 6.686389e+06 30.0 Healthcare 1218 ARCO 8 11.23 penny-cap Long NaN 17.0 6.555308e+06 11.0 Consumer Cyclical 1079 BDJ 46 12.99 penny-cap Long NaN 50.0 6.425097e+06 78.0 Financial Services 989 CMP 12 1.78 penny-cap Long NaN 17.0 6.231593e+06 27.0 Basic Materials 934 SPXC 12 2.66 penny-cap Long NaN 12.0 6.194238e+06 45.0 Industrials 833 FELE 6 2.11 penny-cap Long NaN 6.0 6.010040e+06 78.0 Industrials 1168 WIRE 11 11.21 penny-cap Long NaN 11.0 5.742763e+06 78.0 Industrials 1150 CASH 8 -0.83 penny-cap Long NaN 8.0 5.675630e+06 78.0 Financial Services 996 MLI 21 5.78 penny-cap Long NaN 21.0 5.651957e+06 78.0 Industrials 1043 UTG 8 1.73 penny-cap Long NaN 39.0 5.634848e+06 31.0 Financial Services 874 JJSF 8 1.26 penny-cap Long NaN 13.0 5.611804e+06 17.0 Consumer Defensive 1067 UE 11 2.44 penny-cap Long NaN 11.0 5.530746e+06 78.0 Real Estate 1103 EVV 8 1.48 penny-cap Long NaN 8.0 5.030087e+06 24.0 Financial Services 990 FSS 14 4.01 penny-cap Long NaN 14.0 4.988806e+06 78.0 Industrials 1056 EVT 6 0.47 penny-cap Long NaN 6.0 4.981752e+06 78.0 Financial Services 1158 STC 23 7.72 penny-cap Long NaN 26.0 4.836368e+06 44.0 Financial Services 1014 MWA 6 2.23 penny-cap Long NaN 11.0 4.803824e+06 78.0 Industrials 1108 HNI 8 5.63 penny-cap Long NaN 8.0 4.713055e+06 50.0 Industrials 1073 PATK 6 0.84 penny-cap Long NaN 11.0 4.599662e+06 78.0 Consumer Cyclical 1197 INGN 20 10.06 penny-cap Long NaN 22.0 4.585348e+06 30.0 Healthcare 901 SCL 9 3.87 penny-cap Long NaN 12.0 4.427376e+06 46.0 Basic Materials 1127 KRG 8 0.76 penny-cap Long NaN 8.0 4.377891e+06 78.0 Real Estate 947 GEF 8 3.92 penny-cap Long NaN 8.0 4.363519e+06 50.0 Consumer Cyclical 1174 VLRS 10 4.31 penny-cap Long NaN 10.0 4.183301e+06 78.0 Industrials 941 FLOW 6 4.61 penny-cap Long NaN 11.0 4.170810e+06 78.0 Industrials 1031 ETY 9 0.76 penny-cap Long NaN 26.0 4.027364e+06 44.0 Financial Services 888 SMPL 9 -0.52 penny-cap Long NaN 18.0 3.976150e+06 32.0 Consumer Defensive 1135 CODI 7 4.12 penny-cap Long NaN 7.0 3.867463e+06 78.0 Industrials 798 CIGI 8 7.78 penny-cap Long NaN 8.0 3.801812e+06 78.0 Real Estate 1157 PGTI 6 -1.35 penny-cap Long NaN 6.0 3.056940e+06 78.0 Industrials 942 NZF 13 1.87 penny-cap Long NaN 26.0 2.532837e+06 24.0 Financial Services 1184 GTY 24 6.05 penny-cap Long NaN 27.0 2.520356e+06 46.0 Real Estate 1128 ETG 26 7.16 penny-cap Long NaN 26.0 2.491720e+06 78.0 Financial Services 1016 JPS 22 2.68 penny-cap Long NaN 30.0 2.401385e+06 31.0 Financial Services 1035 CRVL 18 5.10 penny-cap Long NaN 20.0 2.310705e+06 25.0 Financial Services 960 NAC 6 1.05 penny-cap Long NaN 29.0 2.291724e+06 25.0 Financial Services 1173 NMZ 6 1.60 penny-cap Long NaN 25.0 2.263869e+06 25.0 Financial Services 1032 BTT 7 -0.23 penny-cap Long NaN 26.0 2.116081e+06 25.0 Financial Services 1034 BSM 8 2.98 penny-cap Long NaN 18.0 1.986447e+06 22.0 Energy 1205 RNP 38 8.35 penny-cap Long NaN 38.0 1.798278e+06 78.0 Financial Services 1087 HHR 11 1.85 penny-cap Long NaN 11.0 1.770738e+06 78.0 Industrials 869 BBU 8 7.66 penny-cap Long NaN 10.0 1.723762e+06 11.0 Industrials 1175 NRK 6 0.50 penny-cap Long NaN 28.0 1.436934e+06 24.0 Financial Services 1109 RTLR 7 0.65 penny-cap Long NaN 7.0 1.368801e+06 20.0 Energy 1185 ARKO 9 0.74 penny-cap Long NaN 9.0 1.238467e+06 48.0 Consumer Cyclical 1200 BIF 50 15.02 penny-cap Long NaN 62.0 1.130101e+06 78.0 Financial Services 1123 FFG 6 0.08 penny-cap Long NaN 6.0 9.620750e+05 6.0 Financial Services 1013 BUR 16 22.98 penny-cap Long NaN 28.0 9.030425e+05 27.0 Financial Services 900 CIXX 23 12.71 penny-cap Long NaN 23.0 4.236992e+05 69.0 Financial Services 814 SLMBP 6 1.13 penny-cap Long NaN 9.0 1.733420e+05 78.0 Financial Services 976 IBA 16 0.94 penny-cap Long NaN 27.0 1.475680e+05 20.0 Consumer Defensive 1036 SIM 7 16.31 penny-cap Long NaN 19.0 4.807600e+04 20.0 Basic Materials Mean Return: 6.101468531468531 Mean Day/Week: 13.027972027972028 Accuracy:0.8951048951048951 *******************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 890 TLRY 6 -10.35 penny-cap Short NaN -53.0 3.869157e+08 -33.0 Healthcare 746 FSR 13 -28.47 penny-cap Short NaN -37.0 1.657896e+08 -30.0 Consumer Cyclical 696 SHAK 7 -17.86 penny-cap Short NaN -52.0 1.435783e+08 -23.0 Consumer Cyclical 1133 SNDL 8 -19.38 penny-cap Short NaN -51.0 9.438899e+07 -32.0 Healthcare 994 BLNK 8 -22.93 penny-cap Short NaN -18.0 9.349402e+07 -49.0 Consumer Cyclical 815 INO 12 -2.34 penny-cap Short NaN -12.0 9.202826e+07 -49.0 Healthcare 873 BNGO 7 -23.28 penny-cap Short NaN -54.0 8.885412e+07 -31.0 Healthcare 926 NNDM 7 -16.03 penny-cap Short NaN -7.0 7.524439e+07 -48.0 Technology 824 FLGT 8 -14.50 penny-cap Short NaN -54.0 7.192329e+07 -33.0 Healthcare 682 DDD 6 -13.47 penny-cap Short NaN -55.0 5.746305e+07 -35.0 Technology 794 BBBY 21 -14.57 penny-cap Short NaN -33.0 4.735980e+07 -44.0 Consumer Cyclical 843 NNOX 25 -50.88 penny-cap Short NaN -59.0 4.699522e+07 -55.0 Healthcare 975 CLNE 8 -24.70 penny-cap Short NaN -53.0 4.522223e+07 -26.0 Energy 796 DNMR 10 -46.74 penny-cap Short NaN -55.0 4.331531e+07 -33.0 Basic Materials 831 CSIQ 7 -9.51 penny-cap Short NaN -7.0 3.624017e+07 -48.0 Technology 807 VCYT 9 -17.53 penny-cap Short NaN -17.0 3.338602e+07 -39.0 Healthcare 1199 DMTK 8 -27.09 penny-cap Short NaN -47.0 3.277168e+07 -31.0 Healthcare 817 IRBT 8 -13.62 penny-cap Short NaN -53.0 3.244866e+07 -42.0 Technology 788 EGHT 6 -12.83 penny-cap Short NaN -6.0 3.209429e+07 -8.0 Technology 752 YALA 9 -13.76 penny-cap Short NaN -54.0 2.909685e+07 -34.0 Technology 943 LAC 6 -7.23 penny-cap Short NaN -6.0 2.843016e+07 -48.0 Basic Materials 1042 ACMR 8 -16.60 penny-cap Short NaN -51.0 2.757040e+07 -33.0 Technology 1063 FSM 10 2.78 penny-cap Short NaN -10.0 2.712326e+07 -51.0 Basic Materials 729 DOYU 8 -20.24 penny-cap Short NaN -48.0 2.513266e+07 -34.0 Communication Services 802 CRON 8 -12.42 penny-cap Short NaN -54.0 2.418059e+07 -35.0 Healthcare 677 WK 6 -1.97 penny-cap Short NaN -6.0 2.286357e+07 -37.0 Technology 758 OPK 9 -15.77 penny-cap Short NaN -55.0 2.264154e+07 -43.0 Healthcare 772 AHCO 19 -13.80 penny-cap Short NaN -20.0 2.218114e+07 -20.0 Healthcare 716 EH 8 -23.79 penny-cap Short NaN -57.0 2.144157e+07 -47.0 Industrials 1215 GTHX 14 -12.92 penny-cap Short NaN -16.0 2.072560e+07 -39.0 Healthcare 742 KRNT 8 -10.65 penny-cap Short NaN -16.0 2.048756e+07 -21.0 Industrials 1132 CEVA 7 -24.67 penny-cap Short NaN -51.0 1.877425e+07 -34.0 Technology 1093 PAYA 16 -12.34 penny-cap Short NaN -37.0 1.816538e+07 -57.0 Technology 918 SSYS 6 -13.51 penny-cap Short NaN -6.0 1.787481e+07 -47.0 Technology 759 RSI 8 -10.78 penny-cap Short NaN -34.0 1.716033e+07 -36.0 Consumer Cyclical 790 AMBA 7 -10.83 penny-cap Short NaN -52.0 1.647468e+07 -34.0 Technology 680 SMTC 6 -7.39 penny-cap Short NaN -6.0 1.613600e+07 -10.0 Technology 671 ALLO 7 -6.25 penny-cap Short NaN -8.0 1.563726e+07 -9.0 Healthcare 757 AJRD 10 -0.60 penny-cap Short NaN -11.0 1.528359e+07 -47.0 Industrials 737 MTSI 8 -7.85 penny-cap Short NaN -8.0 1.445950e+07 -10.0 Technology 1012 ENDP 24 -23.25 penny-cap Short NaN -50.0 1.387476e+07 -31.0 Healthcare 849 AMRN 25 -31.36 penny-cap Short NaN -55.0 1.278269e+07 -37.0 Healthcare 878 LGND 9 -14.09 penny-cap Short NaN -57.0 1.223966e+07 -34.0 Healthcare 895 BMI 8 -2.73 penny-cap Short NaN -49.0 1.218404e+07 -37.0 Industrials 1118 STKL 10 -11.02 penny-cap Short NaN -54.0 1.210601e+07 -16.0 Consumer Defensive 891 CSOD 12 -5.86 penny-cap Short NaN -45.0 1.162821e+07 -33.0 Technology 717 NEU 15 -8.82 penny-cap Short NaN -35.0 1.161713e+07 -57.0 Basic Materials 868 RVMD 9 -12.09 penny-cap Short NaN -33.0 1.134587e+07 -24.0 Healthcare 850 BZUN 8 -11.64 penny-cap Short NaN -49.0 1.097769e+07 -34.0 Consumer Cyclical 1169 PRCH 16 -5.36 penny-cap Short NaN -52.0 1.042014e+07 -34.0 Technology 832 FORM 7 -7.18 penny-cap Short NaN -8.0 1.033380e+07 -8.0 Technology 739 WDFC 21 -9.70 penny-cap Short NaN -54.0 8.919509e+06 -22.0 Basic Materials 1155 BTAI 7 -10.95 penny-cap Short NaN -51.0 8.760672e+06 -48.0 Healthcare 1137 EVER 7 -8.53 penny-cap Short NaN -48.0 8.511935e+06 -41.0 Communication Services 1139 VERI 6 -15.83 penny-cap Short NaN -6.0 8.445043e+06 -46.0 Technology 1022 PBI 7 -1.34 penny-cap Short NaN -7.0 7.976695e+06 -8.0 Industrials 821 TSEM 7 -2.34 penny-cap Short NaN -16.0 7.827149e+06 -34.0 Technology 775 PTCT 38 -34.43 penny-cap Short NaN -78.0 6.929374e+06 -63.0 Healthcare 1131 MAXN 33 -56.03 penny-cap Short NaN -57.0 6.699747e+06 -38.0 Technology 1092 CNST 35 -31.37 penny-cap Short NaN -53.0 6.448103e+06 -53.0 Healthcare 952 RMBS 7 -1.56 penny-cap Short NaN -17.0 6.174681e+06 -16.0 Technology 1187 EOSE 27 -44.91 penny-cap Short NaN -74.0 6.139976e+06 -53.0 Industrials 954 STRA 8 1.56 penny-cap Short NaN -18.0 5.912405e+06 -16.0 Consumer Defensive 1171 ADVM 8 -2.16 penny-cap Short NaN -8.0 5.784467e+06 -49.0 Healthcare 962 AVNS 7 -9.25 penny-cap Short NaN -7.0 5.754198e+06 -37.0 Healthcare 974 YEXT 6 -8.43 penny-cap Short NaN -6.0 5.555925e+06 -47.0 Technology 1015 PRO 6 -10.49 penny-cap Short NaN -6.0 5.285094e+06 -9.0 Technology 1147 LASR 8 -12.02 penny-cap Short NaN -48.0 5.026352e+06 -34.0 Technology 945 NTCT 14 -4.49 penny-cap Short NaN -59.0 4.896056e+06 -34.0 Technology 1008 PQG 9 7.16 penny-cap Short NaN -35.0 4.831775e+06 -10.0 Basic Materials 768 VVNT 15 -17.95 penny-cap Short NaN -15.0 4.622942e+06 -70.0 Industrials 770 AAON 17 -5.08 penny-cap Short NaN -55.0 4.339448e+06 -34.0 Industrials 862 VNE 9 -0.52 penny-cap Short NaN -9.0 4.000898e+06 -25.0 Consumer Cyclical 1142 FARO 7 -8.42 penny-cap Short NaN -36.0 3.954357e+06 -8.0 Technology 937 CANG 26 -45.75 penny-cap Short NaN -56.0 3.863593e+06 -41.0 Communication Services 1154 OMER 9 -1.63 penny-cap Short NaN -52.0 3.838235e+06 -30.0 Healthcare 1075 PNTG 9 -14.18 penny-cap Short NaN -80.0 3.674517e+06 -55.0 Healthcare 1207 RBBN 10 -17.96 penny-cap Short NaN -51.0 3.523330e+06 -34.0 Communication Services 1025 AZRE 7 -12.44 penny-cap Short NaN -7.0 3.401994e+06 -59.0 Utilities 1111 VCRA 7 -4.46 penny-cap Short NaN -7.0 3.263016e+06 -41.0 Technology 1098 KNTE 16 -15.71 penny-cap Short NaN -34.0 3.050317e+06 -108.0 Healthcare 1186 NVEE 9 -6.36 penny-cap Short NaN -47.0 3.007198e+06 -23.0 Industrials 1163 GRVY 6 0.07 penny-cap Short NaN -6.0 2.765200e+06 -66.0 Communication Services 1082 HY 7 -9.15 penny-cap Short NaN -54.0 2.529753e+06 -23.0 Industrials 1183 RMAX 15 0.34 penny-cap Short NaN -37.0 2.038508e+06 -20.0 Real Estate 1089 SBTX 10 -27.22 penny-cap Short NaN -33.0 2.012251e+06 -30.0 Healthcare 1053 OLMA 11 -33.37 penny-cap Short NaN -11.0 2.009372e+06 -37.0 Healthcare 1179 LXRX 9 -14.26 penny-cap Short NaN -59.0 2.001937e+06 -34.0 Healthcare 1181 ATRI 9 -2.81 penny-cap Short NaN -9.0 1.210830e+06 -13.0 Healthcare 1190 MESO 10 -3.94 penny-cap Short NaN -10.0 1.086598e+06 -137.0 Healthcare 1182 SCWX 9 -2.85 penny-cap Short NaN -52.0 7.485417e+05 -38.0 Technology 1088 HLG 34 -17.60 penny-cap Short NaN -34.0 7.251090e+04 -73.0 Consumer Defensive 1105 MSC 7 5.44 penny-cap Short NaN -41.0 3.249906e+04 -76.0 Consumer Cyclical Mean Return: -13.66655913978495 Mean Day/Week: 11.225806451612904 Accuracy:0.9354838709677419 ************************************** ************************************** ************************************** Error: []

[stock-filter]

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

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