#wbk 166

[nanakorobiyaokii]

no one:

me & class 1-1: bookmarked, saved, etched into my brain

[ichiharasenrii]

when you're in a sakura haruka glazing competition and your opponent is nirei akihiko😥😂

he’s so cute AHHHHHー🥰🥰🥰

[raamitsu]

WIND BREAKER CHAPTER 166 ⭐

↳ by @/lmswiwpl_18 on twitter

[aeruia]

⌕. WIND BREAKER

⟳. “ DID I IMPRESS YOU? ”

how would the wbk boys impress you to catch your attention or they want you to praise them?

character/s : sakura haruka , suo hayato , togame jo , kaji ren , umemiya hajime , kiryu mitsuki .

warning/s : suo’s part is like 50/50 so uhm !! you can decide if it’s part of it or not ! , ooc characters ( im sorry sighs )

word count : 100+ each

note : i have motivation to write so might as well make the best of it !! i’m also planning to make suo’s part a separate fic uhm..

sakura haruka — 119 words

i don't know but i think sakura would try to impress you by showing how he’s good at fighting but when you praise him for that or he got your attention because of that he gets flustered easily and tries to brush it off saying he’s not doing it to impress you when it’s clearly written on his face.

you can only laugh when he says that you’ll probably won't even believe anything he says and just look at his face to see if he meant it or not.

“ where have you been all these years my knight in shining armor? ” you teased him, your hands clasped together in return he looked away with a blush on his face.

suo hayato — 165 words

bro doesn't even need to impress you because you’re already impressed by him !! he’s a gentleman everyone knows and that’s also how you're already impressed because why is he so gentle? so whenever you two are together people will mistake that you and suo are dating because of how considerate suo whenever he’s with you.

you’ll never even catch him irritated whenever you let him carry your school bag or the things you bought, he’s just there following you with a smile on his face.

“ why are you doing this every time we are together? ” you asked as you take a spoonful of ice cream in your cup and eat it. “ i’m close to falling for you, you know. ” you said half jokingly when he chuckled as he wiped the ice cream from the side of your mouth. “ i’ll wait for the day you fall for me. ” he replied making you speechless and a blushing mess as you just continue to eat your ice cream.

togame jo — 118 words

did a bit of research and seems like he plays go and shogi so uh he would probably invite you to watch him play with shogi with someone.

he knew he would win it and obviously you are in awe saying how good he was at shogi so you invite him to play with you after he plays a couple of rounds. you weren't good at playing shogi but you wanna test out your skills.

he beat you once or twice then after that then lets you win every round. “ wow, togame i didn't know i’m the only one who can beat you! ” you quip making him chuckle as he nodded. ” guess you're too good at this game. ”

kaji ren — 166 words

you heard that the music playing in his headphones are something that can damage his eardrums but it seems like his ears don't even hurt so you would let him try one of your favorite music to see if he likes it.

when you two were taking a walk around the town, you were rambling about your favorite band and how cool and good their music are. kaji didn't let that slip in his mind and listened to their music when he got home.

the next day, you suggested one of their songs and his response was he had listen to it and taking a liking to the song and it was now on his playlist. your eyes widen and smiled. “ really? its a good music isn’t? you got a good taste in music! ” you praise as you pat his back as if he’s choking on something. it just made you more even happy that he has one of your very favorite song in his playlist.

umemiya hajime — 195 words

you helped him plant some seeds in the rooftop since you don’t have anything to do and everybody knows that umemiya is a man that cares for everyone. let’s imagine umemiya has like one of those portable stove hidden in the rooftop 😭😭 so you were flabbergasted when you just saw him casually take out a portable stove. he remembers that he doesn't have enough ingredients to cook something so he apologizes for that and quickly run into kotoha’s cafè to get a few ingredients. when he got the ingredients you just watched him.

you watch the white haired man cook something in front of you — you didn't even know he has the skills to cook! clearly you’re impressed since you can’t cook to save your life. ( if you would even cook it’s burnt. ) he probably learned it with kotoha. when he finished cooking he gave you a portion of food he had cooked for you two. you gave it a ten out of ten. it was delicious as you thanked him for it.

“ never knew you could cook, maybe i’ll hire you as my personal chef in the future. ” you said jokingly making umemiya snort.

kiryu mitsuki — 145 words

if you invite him to play a game with him he will accept it without hesitation even if you're bad at it or you just started playing he would help you and will still play with you even if you’re the worst player in the game.

would probably try to impress you to fish out some compliments from you and it works like a charm. “ damn, didn’t knew you’re so good at this! ” you would say as he just laughed wholeheartedly.

he probably won’t even try to hide that he’s trying to impress you. “ i should be good at all these games so i can carry you and impress you, y’know. ” he says that with a smile plastered on his face.

if you two are not talking about games or anything you’re gonna comment about how good he smells because of the perfume he uses.

date posted 062324

[aeruia]

⌕. WIND BREAKER

“ WHAT DID YOU SAY.. ? ”

. . . your sibling telling you to shut up in front of them as a prank .

characters : sakura haruka , nirei akihiko , toma hiiragi , umemiya hajime .

warning : none.

note : this has been in my notes for a MONTH. huhu plz

꒰ the request | wbk masterlist | masterlist ꒱

sakura haruka — 166 words

it was unexpected that you and sakura babysit your little sister — only planning to hang out in your room that turns into babysitting.

“ can you come here for a second? ” your sister walks towards you and sakura with her hands on her hips. “ what is it? ” you smiled at her as you pointed at the flowing trash can. “ do you mind taking that trash out? ” she raises an eyebrow and crosses her arms in front of her chest and looks away. “ no thank you, you have your own pair of hands right? ” sakura’s eyes widen at her words as he looks at you as if he’s hearing it right.

you raised an eyebrow. “ i do have my own but do it or i’ll tell mom about this! ” you said as your sister just stick her tongue out at you “ shut up! do it yourself. ” the black and white haired boy puts a hand over his mouth — speechless that your sister had the guts to say that.

“ hey, i don’t think you should speak to your sister like that.. ” sakura finally said looking at your younger sister with a serious look. she didn’t utter another word as she walks off, taking the trash out.

a couple of hours later, she explained to sakura that it was a prank of hers, wanting to see a reaction from him if she ever answered you and tells you to shut up.

she can say that he passed as she gave him a thumbs up.

nirei akihiko — 184 words

he was playing with your brother on the living room while you cook in the kitchen. you called for you brother but he didn't answer so you called him once more.

“ shut up, sis! i’m playing with nirei! ” your eyebrows furrowed at what you heard, nirei on the other hand his eyes are wide like someone has seen some paranormal activities.

you pretend to be angry as your eyebrows furrowed pointing at your brother. you were about to speak but nirei was quickly to come at your side, putting a hand on your shoulder.

“ hahaha, kids right? do you need me to buy something? ” he asked you nervously as you sigh brushing it off and smile. “ no, it’s fine. i will be back. ” nirei was the one to sigh as he walks back to where your brother is currently playing.

not long after the three of you finished eating and is now watching tv, your brother explained everything to nirei and how it was a prank.

“ i don’t have the guts to talk back to her when she takes care of me almost everyday! ”

toma hiiragi — 212 words

the two of you planned to hang out with your brother, wearing your shoes and giving your brother’s shoes to him. checking your bag to see if you have everything in you and your phone was nowhere insight.

“ go upstairs and grab my phone for me, please? ” you asked your brother as he finished tying his shoes. he grumbled a few words before he walks upstairs taking your phone with him as he hands it over.

“ there you go. ” your brother said as he pointed at you before acting that he’s zipping his mouth, smiling as hiiragi couldn't help but raise an eyebrow. is that his way of telling you to shut up?

the three of you started eating at your little brother’s favorite eating place. at that time all of you finished eating as hiragii began to speak.

“ hey, i saw you pointing at your sister while acting that you’re zipping your mouth. are you telling her to shut up..? ” the male asked, looking at your brother as he almost choke at the water he’s drinking.

your brother obviously admitted it which resulted hiiragi to tell him that's not okay and your brother can't take it anymore and said it was just a prank because he wouldn't do that to you.

“ my sister says you have a weak stomach! i wanna test it out and see your reaction. ” hiiragi looked at you which you avoided tending to your brother to finish his food.

the mention of him having a weak stomach just made him sigh as he just watched the two of you bicker at each other once more.

umemiya hajime — 247 words

you were helping out an orphanage, umemiya insisting he comes with you wanting to play with kids.

someone called you as you turned your head seeing a girl waving you to come at her as you did excusing yourself to umemiya and the kids before walking up to the girl.

“ he’s your boyfriend right? ” she pointed at umemiya smiling with the kids as you nodded and smiled. “ he is, do you need something from him? ” the girl shakes her head as she signaled you to come closer — which you did as she whispered something at you making you laugh and nod at her words.

you walk back with the kid holding your hand as she played with the other kids while you goes into umemiya’s side, wrapping your arms around his waist.

someone throws a candy wrapper as you called out for the girl to pick it up and throw it into the trash can. she raised her eyebrow at you and runs up to you.

“ no, shut up and pick it up yourself! ” umemiya’s jaw dropped, blinking at the words he heard. she was about to walk away when umemiya was quickly to call her, kneeling the same height as her. “ hey, who taught you to say that? ” he asked, unexpectedly she pointed at you which made you inhale sharply.

you got a lecture for that before the kid admitted that it was all a prank and just to test out what his reaction would be.

date posted : 081124

[stock-filter]

Stock daily Filter Report for 2021/05/27 05-40-12

*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 12 Communication Services 14 Consumer Cyclical 5 Consumer Defensive 16 Energy 12 Financial Services 31 Healthcare 27 Industrials 10 Real Estate 10 Technology 18 Utilities 6 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 2 Communication Services 5 Consumer Cyclical 6 Consumer Defensive 5 Energy 3 Financial Services 5 Healthcare 4 Industrials 3 Real Estate 1 Technology 4 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 178 KEP 3 4.91 big-cap Long NaN 3.0 1.875532e+06 3.0 Utilities Mean Return: 4.91 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 178 KEP 3 4.91 big-cap Long NaN 3.0 1.875532e+06 3.0 Utilities Mean Return: 4.91 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 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 4 NVDA 2 0.33 big-cap Long NaN 2.0 4.959720e+09 36.0 Technology 0 FB 2 -0.04 big-cap Long NaN 2.0 3.147256e+09 54.0 Communication Services 34 TGT 5 2.38 big-cap Long NaN 5.0 7.148467e+08 48.0 Consumer Defensive 9 PEP 5 0.73 big-cap Long NaN 5.0 6.017922e+08 43.0 Consumer Defensive 131 IAC 1 0.00 big-cap Long NaN 1.0 5.207942e+08 7.0 Communication Services 24 BLK 3 0.50 big-cap Long NaN 3.0 4.991759e+08 43.0 Financial Services 166 CZR 2 -0.43 big-cap Long NaN 2.0 2.895647e+08 78.0 Consumer Cyclical 52 BX 3 0.99 big-cap Long NaN 3.0 2.752607e+08 78.0 Financial Services 143 WDC 4 3.35 big-cap Long NaN 4.0 2.722955e+08 9.0 Technology 108 MXIM 4 2.24 big-cap Long NaN 4.0 2.629884e+08 6.0 Technology 63 EA 1 0.00 big-cap Long NaN 1.0 2.317899e+08 15.0 Communication Services 66 IDXX 2 0.39 big-cap Long NaN 2.0 2.156901e+08 10.0 Healthcare 127 EPAM 2 -0.30 big-cap Long NaN 2.0 2.155474e+08 56.0 Technology 49 EW 3 0.59 big-cap Long NaN 3.0 2.151401e+08 34.0 Healthcare 78 IQV 3 -1.23 big-cap Long NaN 3.0 1.554549e+08 78.0 Healthcare 174 BXP 5 4.96 big-cap Long NaN 5.0 1.517353e+08 66.0 Real Estate 182 OSH 4 2.24 big-cap Long NaN 4.0 1.398124e+08 29.0 Healthcare 104 CPRT 4 0.70 big-cap Long NaN 4.0 1.171958e+08 35.0 Industrials 191 BAH 3 -0.05 big-cap Long NaN 3.0 1.159244e+08 22.0 Industrials 87 PAYX 4 -0.15 big-cap Long NaN 4.0 1.135604e+08 56.0 Industrials 188 BSY 5 7.18 big-cap Long NaN 5.0 1.120995e+08 40.0 Technology 202 CPT 2 0.37 big-cap Long NaN 2.0 1.116563e+08 78.0 Real Estate 149 HZNP 3 -1.58 big-cap Long NaN 3.0 1.104809e+08 9.0 Healthcare 80 CTAS 2 -0.37 big-cap Long NaN 2.0 1.039566e+08 43.0 Industrials 152 WAT 2 -0.44 big-cap Long NaN 2.0 8.826454e+07 44.0 Healthcare 138 CHKP 3 -0.66 big-cap Long NaN 3.0 7.616169e+07 19.0 Technology 67 TRI 1 0.00 big-cap Long NaN 1.0 6.565797e+07 66.0 Industrials 156 SUI 2 -0.46 big-cap Long NaN 2.0 6.496890e+07 53.0 Real Estate 192 ELS 3 0.24 big-cap Long NaN 3.0 5.511984e+07 53.0 Real Estate 12 SAP 2 0.40 big-cap Long NaN 2.0 4.594104e+07 35.0 Technology 185 WPC 2 -0.21 big-cap Long NaN 2.0 4.304300e+07 44.0 Real Estate 190 WTRG 3 0.28 big-cap Long NaN 3.0 2.324963e+07 33.0 Utilities 126 GIB 3 -0.08 big-cap Long NaN 3.0 9.678038e+06 56.0 Technology 106 NWG 3 -1.04 big-cap Long NaN 3.0 6.096881e+06 78.0 Financial Services 167 SHG 1 0.00 big-cap Long NaN 1.0 4.753427e+06 58.0 Financial Services 178 KEP 3 4.91 big-cap Long NaN 3.0 1.875532e+06 3.0 Utilities 45 WBK 1 0.00 big-cap Long NaN 1.0 1.376390e+06 78.0 Financial Services Mean Return: 0.804375 Mean Day/Week: 3.21875 Accuracy:0.5625 *******************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 111 EC 2 -1.34 big-cap Short NaN -2.0 8.826204e+06 -7.0 Energy Mean Return: -1.34 Mean Day/Week: 2.0 Accuracy:1.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 JPM 9 -1.31 big-cap Long NaN 14.0 1.589828e+09 78.0 Financial Services 33 CVS 21 15.01 big-cap Long NaN 53.0 1.256680e+09 45.0 Healthcare 5 PG 13 0.36 big-cap Long NaN 13.0 1.117588e+09 38.0 Consumer Defensive 19 C 11 4.40 big-cap Long NaN 12.0 1.076885e+09 78.0 Financial Services 28 INTU 7 5.98 big-cap Long NaN 7.0 8.843274e+08 12.0 Technology 2 WMT 7 0.19 big-cap Long NaN 47.0 8.307030e+08 10.0 Consumer Defensive 22 CHTR 23 6.34 big-cap Long NaN 29.0 6.114139e+08 30.0 Communication Services 13 COST 10 1.62 big-cap Long NaN 46.0 5.841931e+08 36.0 Consumer Defensive 18 MS 15 3.01 big-cap Long NaN 18.0 5.490770e+08 78.0 Financial Services 96 MPC 15 3.30 big-cap Long NaN 17.0 5.209401e+08 78.0 Energy 43 FDX 20 5.14 big-cap Long NaN 20.0 5.174124e+08 50.0 Industrials 107 CERN 13 2.20 big-cap Long NaN 48.0 5.063689e+08 20.0 Healthcare 56 COF 21 10.64 big-cap Long NaN 21.0 4.716197e+08 78.0 Financial Services 36 MDLZ 21 4.46 big-cap Long NaN 55.0 4.212377e+08 50.0 Consumer Defensive 73 DOW 16 2.29 big-cap Long NaN 16.0 4.208986e+08 78.0 Basic Materials 29 RTX 10 3.85 big-cap Long NaN 23.0 4.156857e+08 78.0 Industrials 53 NEM 18 12.95 big-cap Long NaN 55.0 4.076929e+08 39.0 Basic Materials 83 ALL 44 17.03 big-cap Long NaN 60.0 3.968262e+08 62.0 Financial Services 70 GOLD 18 10.43 big-cap Long NaN 53.0 3.607757e+08 30.0 Basic Materials 193 DVN 11 3.69 big-cap Long NaN 16.0 3.512899e+08 24.0 Energy 164 NUE 17 12.46 big-cap Long NaN 17.0 3.212763e+08 72.0 Basic Materials 39 EQIX 10 3.19 big-cap Long NaN 48.0 3.125209e+08 30.0 Real Estate 100 BNTX 14 10.85 big-cap Long NaN 39.0 2.924048e+08 41.0 Healthcare 37 ZTS 6 2.37 big-cap Long NaN 46.0 2.787942e+08 33.0 Healthcare 68 EXC 6 -0.78 big-cap Long NaN 6.0 2.604791e+08 45.0 Utilities 7 NVS 7 0.53 big-cap Long NaN 13.0 2.526245e+08 15.0 Healthcare 48 DD 16 3.38 big-cap Long NaN 17.0 2.450174e+08 31.0 Basic Materials 196 UHS 35 15.96 big-cap Long NaN 57.0 2.446328e+08 39.0 Healthcare 42 PBR 9 -1.27 big-cap Long NaN 43.0 2.439300e+08 13.0 Energy 16 AZN 24 8.02 big-cap Long NaN 54.0 2.296235e+08 30.0 Healthcare 129 IP 25 11.96 big-cap Long NaN 66.0 2.281016e+08 63.0 Consumer Cyclical 44 APD 10 -0.78 big-cap Long NaN 61.0 2.224573e+08 48.0 Basic Materials 40 CL 19 4.56 big-cap Long NaN 50.0 2.194378e+08 33.0 Consumer Defensive 181 NLOK 11 10.01 big-cap Long NaN 11.0 2.157210e+08 40.0 Technology 79 CNC 6 3.66 big-cap Long NaN 15.0 2.089314e+08 20.0 Healthcare 125 SYF 19 6.87 big-cap Long NaN 19.0 2.087901e+08 78.0 unknown 81 ALXN 29 7.39 big-cap Long NaN 30.0 2.061798e+08 30.0 Healthcare 88 KMI 20 6.12 big-cap Long NaN 20.0 1.941816e+08 78.0 Energy 145 ET 21 17.97 big-cap Long NaN 21.0 1.776682e+08 78.0 Energy 41 CME 10 0.45 big-cap Long NaN 10.0 1.662239e+08 78.0 Financial Services 105 WMB 18 5.05 big-cap Long NaN 18.0 1.644717e+08 78.0 Energy 147 INVH 10 4.34 big-cap Long NaN 52.0 1.603740e+08 55.0 Real Estate 187 NLY 7 -0.54 big-cap Long NaN 7.0 1.567186e+08 53.0 Real Estate 115 AVB 8 3.31 big-cap Long NaN 8.0 1.473573e+08 78.0 Real Estate 92 MSI 13 1.26 big-cap Long NaN 13.0 1.469923e+08 78.0 Technology 163 EXPD 16 9.10 big-cap Long NaN 16.0 1.382905e+08 62.0 Industrials 141 AKAM 15 3.93 big-cap Long NaN 47.0 1.359897e+08 16.0 Technology 69 KHC 15 2.47 big-cap Long NaN 15.0 1.328482e+08 78.0 Consumer Defensive 95 NOK 9 1.14 big-cap Long NaN 34.0 1.299678e+08 20.0 Technology 86 AIG 18 4.84 big-cap Long NaN 18.0 1.292457e+08 78.0 Financial Services 27 TD 21 6.49 big-cap Long NaN 21.0 1.249202e+08 78.0 Financial Services 90 HSY 19 6.44 big-cap Long NaN 19.0 1.200815e+08 55.0 Consumer Defensive 148 PKI 9 0.20 big-cap Long NaN 42.0 1.193934e+08 16.0 Healthcare 97 NTR 11 1.78 big-cap Long NaN 17.0 1.192286e+08 17.0 Basic Materials 175 IT 28 20.16 big-cap Long NaN 28.0 1.119766e+08 78.0 Technology 151 HES 18 9.27 big-cap Long NaN 18.0 1.111104e+08 78.0 Energy 46 BAM 8 1.94 big-cap Long NaN 8.0 1.100523e+08 78.0 Financial Services 124 DB 11 7.43 big-cap Long NaN 20.0 1.100339e+08 24.0 Financial Services 194 LKQ 24 11.96 big-cap Long NaN 24.0 1.080581e+08 78.0 Consumer Cyclical 157 LNG 19 8.74 big-cap Long NaN 19.0 1.072208e+08 78.0 Energy 179 LUMN 9 -1.91 big-cap Long NaN 13.0 1.063662e+08 15.0 Communication Services 195 HWM 6 1.28 big-cap Long NaN 6.0 1.042728e+08 78.0 Industrials 54 BMO 21 9.45 big-cap Long NaN 21.0 9.895665e+07 78.0 Financial Services 51 ITUB 13 3.89 big-cap Long NaN 51.0 9.848212e+07 25.0 Financial Services 136 NTRS 23 10.45 big-cap Long NaN 23.0 9.778384e+07 78.0 Financial Services 130 WPM 15 10.64 big-cap Long NaN 53.0 9.347089e+07 30.0 Basic Materials 189 CNP 9 1.03 big-cap Long NaN 9.0 9.310000e+07 53.0 Utilities 21 RY 20 6.57 big-cap Long NaN 20.0 9.240693e+07 78.0 Financial Services 144 TRU 10 2.01 big-cap Long NaN 53.0 8.452569e+07 39.0 Industrials 112 ANET 10 6.40 big-cap Long NaN 43.0 8.388257e+07 36.0 Technology 109 YUMC 8 3.92 big-cap Long NaN 21.0 7.174143e+07 10.0 Consumer Cyclical 158 BPY 6 1.19 big-cap Long NaN 6.0 7.075215e+07 78.0 Real Estate 14 UL 16 3.88 big-cap Long NaN 55.0 7.018906e+07 30.0 Consumer Defensive 114 FNV 34 10.52 big-cap Long NaN 54.0 6.858633e+07 40.0 Basic Materials 146 AEM 13 6.20 big-cap Long NaN 50.0 6.818803e+07 18.0 Basic Materials 10 NVO 13 5.26 big-cap Long NaN 32.0 6.508271e+07 28.0 Healthcare 30 DEO 11 4.35 big-cap Long NaN 37.0 6.172629e+07 61.0 Consumer Defensive 58 ABEV 15 5.44 big-cap Long NaN 15.0 5.755265e+07 31.0 Consumer Defensive 74 BCE 21 5.88 big-cap Long NaN 21.0 5.461521e+07 58.0 Communication Services 110 MPLX 17 5.01 big-cap Long NaN 20.0 5.449384e+07 78.0 Energy 75 CM 20 8.31 big-cap Long NaN 20.0 5.445552e+07 78.0 Financial Services 17 BUD 28 11.07 big-cap Long NaN 52.0 5.328945e+07 34.0 Consumer Defensive 173 ELAN 9 2.60 big-cap Long NaN 26.0 5.311702e+07 14.0 Healthcare 198 KL 14 7.80 big-cap Long NaN 50.0 5.029088e+07 30.0 Basic Materials 123 CCEP 30 10.06 big-cap Long NaN 30.0 4.643644e+07 78.0 Consumer Defensive 20 SNY 14 4.02 big-cap Long NaN 55.0 4.632012e+07 34.0 Healthcare 8 TM 8 3.34 big-cap Long NaN 8.0 3.790404e+07 11.0 Consumer Cyclical 26 HSBC 10 1.20 big-cap Long NaN 20.0 3.667201e+07 24.0 Financial Services 55 STLA 8 2.30 big-cap Long NaN 8.0 3.230255e+07 16.0 unknown 101 TU 13 3.20 big-cap Long NaN 20.0 2.790771e+07 16.0 Communication Services 61 AMX 14 2.48 big-cap Long NaN 14.0 2.132316e+07 35.0 Communication Services 169 IMO 20 17.04 big-cap Long NaN 20.0 2.055503e+07 78.0 Energy 102 GMAB 8 5.33 big-cap Long NaN 38.0 1.950185e+07 16.0 Healthcare 99 BSBR 10 5.70 big-cap Long NaN 29.0 1.579723e+07 16.0 Financial Services 65 NGG 19 7.15 big-cap Long NaN 53.0 1.534543e+07 39.0 Utilities 137 FTS 9 0.19 big-cap Long NaN 15.0 1.478522e+07 54.0 Utilities 82 CRH 15 2.00 big-cap Long NaN 15.0 1.476425e+07 44.0 Basic Materials 50 SAN 11 3.83 big-cap Long NaN 21.0 1.420920e+07 78.0 Financial Services 84 LYG 20 7.01 big-cap Long NaN 20.0 1.375810e+07 78.0 Financial Services 203 RDY 20 4.37 big-cap Long NaN 43.0 1.222749e+07 30.0 Healthcare 91 BBVA 14 4.62 big-cap Long NaN 20.0 1.002457e+07 23.0 Financial Services 116 RCI 18 3.65 big-cap Long NaN 34.0 7.927645e+06 39.0 Communication Services 85 WIT 7 5.03 big-cap Long NaN 28.0 7.645674e+06 30.0 Technology 113 TEF 9 2.84 big-cap Long NaN 18.0 5.951213e+06 22.0 Communication Services 184 NTCO 10 3.23 big-cap Long NaN 35.0 4.860923e+06 16.0 Consumer Defensive 23 PTR 10 2.02 big-cap Long NaN 16.0 3.293656e+06 21.0 Energy 59 AMOV 13 1.86 big-cap Long NaN 14.0 5.026190e+04 27.0 Communication Services 155 VAR 14 0.27 big-cap Long NaN 14.0 0.000000e+00 49.0 Healthcare Mean Return: 5.349907407407407 Mean Day/Week: 14.99074074074074 Accuracy:0.9444444444444444 *******************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 1 BABA 13 -3.30 big-cap Short NaN -13.0 1.968155e+09 -53.0 Consumer Cyclical 6 DIS 9 1.63 big-cap Short NaN -51.0 1.277060e+09 -24.0 Communication Services 25 ABNB 15 -12.60 big-cap Short NaN -64.0 1.099787e+09 -36.0 Communication Services 93 EDU 13 -26.18 big-cap Short NaN -13.0 8.473785e+08 -52.0 Consumer Defensive 57 TAL 15 -28.90 big-cap Short NaN -15.0 6.496727e+08 -55.0 Consumer Defensive 31 MELI 14 -6.16 big-cap Short NaN -14.0 5.482997e+08 -61.0 Consumer Cyclical 38 CNI 9 0.53 big-cap Short NaN -27.0 4.087625e+08 -12.0 Industrials 128 VIPS 12 -11.87 big-cap Short NaN -44.0 3.949125e+08 -40.0 Consumer Cyclical 161 QS 22 -30.27 big-cap Short NaN -45.0 3.876131e+08 -137.0 Consumer Cyclical 139 DISCA 8 -6.00 big-cap Short NaN -44.0 3.582931e+08 -38.0 Communication Services 134 OXY 6 0.97 big-cap Short NaN -12.0 3.483495e+08 -29.0 Energy 64 CTSH 8 0.85 big-cap Short NaN -15.0 2.567843e+08 -15.0 Technology 60 CP 9 2.08 big-cap Short NaN -9.0 2.274813e+08 -9.0 Industrials 133 KMX 6 -0.93 big-cap Short NaN -15.0 1.908378e+08 -12.0 Consumer Cyclical 172 OPEN 15 -9.96 big-cap Short NaN -15.0 1.901795e+08 -46.0 Real Estate 183 CHGG 18 -7.95 big-cap Short NaN -18.0 1.569464e+08 -60.0 Consumer Defensive 62 RKT 15 -8.01 big-cap Short NaN -47.0 1.532623e+08 -31.0 Financial Services 121 HOLX 20 -5.30 big-cap Short NaN -21.0 1.369411e+08 -27.0 Healthcare 140 DISCK 11 -4.48 big-cap Short NaN -43.0 1.284124e+08 -37.0 Communication Services 122 WISH 10 3.99 big-cap Short NaN -10.0 1.281977e+08 -111.0 Consumer Cyclical 154 CTXS 18 -7.07 big-cap Short NaN -28.0 1.069025e+08 -20.0 Technology 200 NRG 27 -13.06 big-cap Short NaN -50.0 9.651571e+07 -50.0 Utilities 89 PCAR 6 -0.51 big-cap Short NaN -6.0 6.762203e+07 -8.0 Industrials 176 SQM 6 -1.40 big-cap Short NaN -11.0 6.254775e+07 -8.0 Basic Materials 171 ATHM 6 -7.86 big-cap Short NaN -6.0 5.808326e+07 -57.0 Communication Services 165 APPN 19 -32.38 big-cap Short NaN -19.0 5.745083e+07 -60.0 Technology 199 DNB 6 -0.71 big-cap Short NaN -14.0 4.032326e+07 -16.0 Technology 94 RPRX 10 -0.31 big-cap Short NaN -14.0 3.989351e+07 -20.0 Healthcare 98 IBKR 10 -0.12 big-cap Short NaN -50.0 3.737295e+07 -21.0 Financial Services 180 ERIE 19 -9.05 big-cap Short NaN -19.0 1.712987e+07 -59.0 Financial Services 186 ENIA 19 -1.75 big-cap Short NaN -31.0 1.285523e+07 -26.0 Utilities 162 SUZ 7 -6.72 big-cap Short NaN -60.0 4.591655e+06 -25.0 Basic Materials 201 BCH 11 -11.07 big-cap Short NaN -25.0 3.075617e+06 -14.0 Financial Services Mean Return: -7.390000000000001 Mean Day/Week: 12.484848484848484 Accuracy:0.8181818181818182 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 5 Communication Services 3 Consumer Cyclical 5 Consumer Defensive 2 Energy 6 Financial Services 4 Healthcare 6 Industrials 6 Real Estate 10 Technology 4 Utilities 3 unknown 3 **************************************** small_industry_downtrending_count tickers industry Communication Services 4 Consumer Cyclical 5 Consumer Defensive 2 Financial Services 5 Healthcare 11 Industrials 1 Technology 5 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span 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 209 MNSO 2 -1.05 small-cap Short NaN -13.0 1.457329e+07 -2.0 Consumer Cyclical Mean Return: -1.05 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 255 KRC 2 0.21 small-cap Long NaN 2.0 9.547654e+07 66.0 Real Estate 234 PAAS 4 -0.85 small-cap Long NaN 4.0 7.776439e+07 8.0 Basic Materials 228 SYNH 3 -1.39 small-cap Long NaN 3.0 5.643388e+07 35.0 Healthcare 235 ARW 5 0.83 small-cap Long NaN 5.0 5.305638e+07 58.0 Technology 283 FR 2 -0.08 small-cap Long NaN 2.0 5.105200e+07 77.0 Real Estate 212 CONE 5 0.83 small-cap Long NaN 5.0 4.985947e+07 33.0 Real Estate 267 LSI 1 0.00 small-cap Long NaN 1.0 4.768991e+07 78.0 Real Estate 237 MANH 1 0.00 small-cap Long NaN 1.0 3.882795e+07 22.0 Technology 286 LESL 2 1.62 small-cap Long NaN 2.0 2.803305e+07 25.0 Consumer Cyclical 263 AIRC 3 2.17 small-cap Long NaN 3.0 2.640655e+07 15.0 Real Estate 227 ALV 3 -0.59 small-cap Long NaN 3.0 2.276312e+07 41.0 Consumer Cyclical 210 WTRU 3 -0.09 small-cap Long NaN 3.0 4.870365e+06 15.0 unknown 245 ICL 3 0.16 small-cap Long NaN 3.0 1.690433e+06 78.0 Basic Materials 247 JSM 2 1.50 small-cap Long NaN 2.0 5.242902e+05 37.0 unknown Mean Return: 0.36000000000000004 Mean Day/Week: 3.25 Accuracy:0.5833333333333334 *******************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 219 CIB 4 -0.61 small-cap Short NaN -4.0 3.875569e+06 -69.0 Financial Services Mean Return: -0.61 Mean Day/Week: 4.0 Accuracy:1.0 *******************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 221 AGNC 9 2.18 small-cap Long NaN 50.0 1.180230e+08 78.0 Real Estate 272 MTZ 22 12.35 small-cap Long NaN 22.0 1.144813e+08 78.0 Industrials 215 GFI 14 15.64 small-cap Long NaN 14.0 1.079988e+08 39.0 Basic Materials 274 PRGO 12 5.40 small-cap Long NaN 30.0 9.307513e+07 15.0 Healthcare 214 KGC 10 8.00 small-cap Long NaN 53.0 8.465364e+07 37.0 Basic Materials 254 VRT 8 5.48 small-cap Long NaN 8.0 8.322673e+07 39.0 Industrials 258 DXC 24 15.20 small-cap Long NaN 41.0 8.092934e+07 44.0 Technology 231 JLL 17 6.98 small-cap Long NaN 17.0 7.706664e+07 78.0 Real Estate 206 IRM 14 5.01 small-cap Long NaN 14.0 7.337191e+07 78.0 Real Estate 240 CLR 12 5.07 small-cap Long NaN 16.0 6.529079e+07 23.0 Energy 269 PAA 13 6.46 small-cap Long NaN 20.0 5.353912e+07 24.0 Energy 278 CCJ 14 -1.71 small-cap Long NaN 16.0 5.138638e+07 78.0 Energy 218 JAZZ 14 2.21 small-cap Long NaN 15.0 4.976280e+07 16.0 Healthcare 281 PSXP 15 16.70 small-cap Long NaN 65.0 4.833064e+07 60.0 Energy 256 CACC 8 2.03 small-cap Long NaN 23.0 3.941812e+07 23.0 Financial Services 238 ADT 6 6.25 small-cap Long NaN 6.0 3.840656e+07 33.0 Industrials 217 PHYS 13 3.59 small-cap Long NaN 38.0 3.810014e+07 18.0 unknown 280 VNT 11 4.95 small-cap Long NaN 31.0 3.571190e+07 15.0 Technology 241 RGLD 15 4.45 small-cap Long NaN 42.0 3.005086e+07 40.0 Basic Materials 244 SC 37 31.33 small-cap Long NaN 37.0 2.977982e+07 78.0 Financial Services 279 CHH 10 3.16 small-cap Long NaN 14.0 2.522072e+07 45.0 Consumer Cyclical 270 SRCL 21 12.31 small-cap Long NaN 40.0 2.474026e+07 33.0 Industrials 225 CHE 10 2.61 small-cap Long NaN 47.0 2.196192e+07 22.0 Healthcare 257 TFII 22 16.46 small-cap Long NaN 22.0 1.863083e+07 78.0 Industrials 232 MBT 7 -1.73 small-cap Long NaN 29.0 1.778054e+07 15.0 Communication Services 277 JHG 26 12.94 small-cap Long NaN 54.0 1.508491e+07 38.0 Financial Services 282 MPLN 7 5.37 small-cap Long NaN 35.0 1.472142e+07 10.0 Healthcare 287 KT 12 9.65 small-cap Long NaN 12.0 1.256180e+07 73.0 Communication Services 243 BSMX 8 1.92 small-cap Long NaN 8.0 7.733675e+06 43.0 Financial Services 211 KOF 9 -0.88 small-cap Long NaN 10.0 5.463993e+06 37.0 Consumer Defensive 293 SBS 10 1.21 small-cap Long NaN 51.0 5.146424e+06 33.0 Utilities 213 EBR 10 8.67 small-cap Long NaN 66.0 3.278790e+06 40.0 Utilities 222 PSO 14 0.90 small-cap Long NaN 14.0 2.835006e+06 78.0 Communication Services Mean Return: 6.974545454545455 Mean Day/Week: 13.757575757575758 Accuracy:0.9090909090909091 *******************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 248 MSTR 29 -32.90 small-cap Short NaN -65.0 3.225757e+08 -46.0 Technology 288 VNET 21 -27.43 small-cap Short NaN -71.0 1.366922e+08 -59.0 Technology 230 RNR 6 -3.74 small-cap Short NaN -18.0 1.039007e+08 -13.0 Financial Services 233 YY 21 -13.39 small-cap Short NaN -58.0 9.928285e+07 -43.0 Communication Services 224 NYT 36 -13.33 small-cap Short NaN -59.0 7.341543e+07 -55.0 Communication Services 260 PFGC 7 3.11 small-cap Short NaN -32.0 7.097285e+07 -13.0 Consumer Defensive 226 IONS 15 -4.68 small-cap Short NaN -15.0 7.061937e+07 -60.0 Healthcare 251 TGTX 18 -22.33 small-cap Short NaN -45.0 6.964092e+07 -53.0 Healthcare 207 BFAM 19 -5.20 small-cap Short NaN -33.0 6.903298e+07 -28.0 Consumer Cyclical 259 IOVA 12 -22.38 small-cap Short NaN -12.0 6.554680e+07 -67.0 Healthcare 216 ARMK 6 0.35 small-cap Short NaN -46.0 6.406673e+07 -19.0 Consumer Cyclical 249 ONEM 13 -7.85 small-cap Short NaN -13.0 5.670866e+07 -59.0 Healthcare 271 HUYA 20 -20.78 small-cap Short NaN -62.0 4.839821e+07 -46.0 Communication Services 291 ARRY 12 -28.81 small-cap Short NaN -12.0 4.787576e+07 -70.0 Technology 223 GNTX 6 1.32 small-cap Short NaN -48.0 4.433295e+07 -13.0 Consumer Cyclical 236 MLCO 14 -4.51 small-cap Short NaN -45.0 3.676375e+07 -20.0 Consumer Cyclical 250 TTEK 12 -3.97 small-cap Short NaN -28.0 3.428055e+07 -23.0 Industrials 275 HAE 28 -27.49 small-cap Short NaN -28.0 2.900665e+07 -59.0 Healthcare 252 KOD 15 -15.99 small-cap Short NaN -15.0 2.017629e+07 -70.0 Healthcare 204 BSAC 8 2.00 small-cap Short NaN -44.0 1.440846e+07 -14.0 Financial Services 284 CERT 10 4.59 small-cap Short NaN -10.0 8.816532e+06 -19.0 Healthcare 294 ENIC 20 -13.63 small-cap Short NaN -22.0 2.095271e+06 -70.0 Utilities Mean Return: -11.683636363636365 Mean Day/Week: 15.818181818181818 Accuracy:0.7727272727272727 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 28 Communication Services 6 Consumer Cyclical 22 Consumer Defensive 11 Energy 19 Financial Services 35 Healthcare 22 Industrials 17 Real Estate 16 Technology 17 Utilities 2 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 2 Consumer Cyclical 12 Consumer Defensive 9 Energy 6 Financial Services 29 Healthcare 52 Industrials 12 Real Estate 8 Technology 27 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 345 CELH 1 0.00 penny-cap Long NaN 4.0 5.251760e+07 5.0 Consumer Defensive 384 BRFS 2 -0.82 penny-cap Long NaN 5.0 2.997851e+07 5.0 Consumer Defensive 636 ALGS 2 0.62 penny-cap Long NaN 4.0 3.921433e+06 5.0 Healthcare Mean Return: -0.09999999999999998 Mean Day/Week: 2.5 Accuracy:0.5 *******************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 490 NGM 3 -4.85 penny-cap Short NaN -3.0 14467888.0 -4.0 Healthcare Mean Return: -4.85 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 345 CELH 1 0.00 penny-cap Long NaN 4.0 5.251760e+07 5.0 Consumer Defensive 384 BRFS 2 -0.82 penny-cap Long NaN 5.0 2.997851e+07 5.0 Consumer Defensive 636 ALGS 2 0.62 penny-cap Long NaN 4.0 3.921433e+06 5.0 Healthcare 595 GHG 2 5.47 penny-cap Long NaN 17.0 2.356604e+06 4.0 Consumer Cyclical Mean Return: 1.7566666666666666 Mean Day/Week: 2.3333333333333335 Accuracy:0.6666666666666666 *******************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 490 NGM 3 -4.85 penny-cap Short NaN -3.0 14467888.00 -4.0 Healthcare 484 BANF 2 1.62 penny-cap Short NaN -7.0 8610550.75 -3.0 Financial Services Mean Return: -1.6149999999999998 Mean Day/Week: 2.5 Accuracy:0.5 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 391 CVLT 3 1.11 penny-cap Long NaN 3.0 7.961761e+07 78.0 Technology 340 SWAV 5 1.76 penny-cap Long NaN 5.0 7.327810e+07 41.0 Healthcare 336 PGNY 5 7.55 penny-cap Long NaN 5.0 5.752270e+07 34.0 Healthcare 423 HGV 3 -0.37 penny-cap Long NaN 3.0 5.481672e+07 78.0 Consumer Cyclical 316 SLG 5 2.61 penny-cap Long NaN 5.0 5.339780e+07 67.0 Real Estate 473 IDCC 1 0.00 penny-cap Long NaN 1.0 5.299885e+07 36.0 Communication Services 345 CELH 1 0.00 penny-cap Long NaN 4.0 5.251760e+07 5.0 Consumer Defensive 580 CORE 5 -3.41 penny-cap Long NaN 5.0 4.543829e+07 67.0 Consumer Defensive 302 DEI 4 0.69 penny-cap Long NaN 5.0 4.231913e+07 66.0 Real Estate 550 DEN 5 4.73 penny-cap Long NaN 5.0 4.186467e+07 78.0 Energy 346 HIW 1 0.00 penny-cap Long NaN 1.0 3.794645e+07 78.0 Real Estate 575 MSEX 1 0.00 penny-cap Long NaN 1.0 3.440108e+07 44.0 Utilities 319 NOMD 3 -0.92 penny-cap Long NaN 3.0 3.296234e+07 52.0 Consumer Defensive 300 STAA 1 0.00 penny-cap Long NaN 1.0 3.006736e+07 40.0 Healthcare 384 BRFS 2 -0.82 penny-cap Long NaN 5.0 2.997851e+07 5.0 Consumer Defensive 360 HPP 2 1.29 penny-cap Long NaN 2.0 2.930397e+07 66.0 Real Estate 356 VIAV 1 0.00 penny-cap Long NaN 4.0 2.919653e+07 10.0 Technology 460 NAVI 1 0.00 penny-cap Long NaN 1.0 2.704276e+07 78.0 Financial Services 489 BDN 3 -0.76 penny-cap Long NaN 3.0 2.630132e+07 67.0 Real Estate 516 DRNA 3 5.41 penny-cap Long NaN 3.0 2.585323e+07 9.0 Healthcare 373 AQUA 4 2.86 penny-cap Long NaN 4.0 2.555805e+07 34.0 Industrials 357 SEM 1 0.00 penny-cap Long NaN 1.0 2.433445e+07 63.0 Healthcare 504 ABR 1 0.00 penny-cap Long NaN 1.0 2.219331e+07 78.0 Real Estate 392 EBC 4 -0.60 penny-cap Long NaN 4.0 2.104474e+07 78.0 Financial Services 480 PGRE 2 1.30 penny-cap Long NaN 2.0 1.854376e+07 66.0 Real Estate 456 FSK 3 -0.68 penny-cap Long NaN 3.0 1.621445e+07 78.0 Financial Services 612 ESTA 3 -0.42 penny-cap Long NaN 3.0 1.357363e+07 78.0 Healthcare 471 NVMI 1 0.00 penny-cap Long NaN 1.0 9.916573e+06 7.0 Technology 619 BUSE 1 0.00 penny-cap Long NaN 1.0 9.876123e+06 10.0 Financial Services 510 RVNC 1 0.00 penny-cap Long NaN 1.0 8.730369e+06 26.0 Healthcare 632 EXTR 5 -3.01 penny-cap Long NaN 5.0 7.992185e+06 36.0 Technology 478 SHEN 4 -0.84 penny-cap Long NaN 4.0 7.587151e+06 18.0 Communication Services 376 NAD 5 0.52 penny-cap Long NaN 5.0 7.327165e+06 36.0 Financial Services 561 MEI 3 0.17 penny-cap Long NaN 3.0 7.195648e+06 44.0 Technology 622 TVTY 4 1.99 penny-cap Long NaN 4.0 7.168635e+06 27.0 Healthcare 335 NEA 2 0.00 penny-cap Long NaN 2.0 7.151316e+06 37.0 Financial Services 532 GAB 1 0.00 penny-cap Long NaN 1.0 5.314456e+06 63.0 Financial Services 359 NVG 1 0.00 penny-cap Long NaN 1.0 4.576919e+06 37.0 Financial Services 587 HYT 2 0.08 penny-cap Long NaN 2.0 3.964548e+06 10.0 Financial Services 636 ALGS 2 0.62 penny-cap Long NaN 4.0 3.921433e+06 5.0 Healthcare 499 ETY 5 0.81 penny-cap Long NaN 5.0 3.086628e+06 55.0 Financial Services 476 GDV 3 -0.49 penny-cap Long NaN 3.0 2.768754e+06 78.0 Financial Services 566 FPF 2 0.12 penny-cap Long NaN 2.0 2.757138e+06 44.0 Financial Services 643 ETW 4 1.82 penny-cap Long NaN 4.0 1.970740e+06 56.0 Financial Services 650 AWF 2 0.00 penny-cap Long NaN 2.0 1.959894e+06 41.0 Financial Services 590 ETG 1 0.00 penny-cap Long NaN 1.0 1.549706e+06 78.0 Financial Services Mean Return: 0.7458064516129033 Mean Day/Week: 3.935483870967742 Accuracy:0.5806451612903226 *******************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 400 BXS 2 1.28 penny-cap Short NaN -2.0 1.903980e+07 -27.0 Financial Services 490 NGM 3 -4.85 penny-cap Short NaN -3.0 1.446789e+07 -4.0 Healthcare 433 MEOH 2 1.98 penny-cap Short NaN -5.0 1.082259e+07 -13.0 Basic Materials 634 ZGNX 3 -0.61 penny-cap Short NaN -3.0 1.074486e+07 -38.0 Healthcare 597 CHRS 4 -2.50 penny-cap Short NaN -4.0 9.186963e+06 -71.0 Healthcare 526 NWBI 2 1.46 penny-cap Short NaN -3.0 8.218556e+06 -27.0 Financial Services 578 AROC 2 0.89 penny-cap Short NaN -5.0 6.489138e+06 -37.0 Energy 630 STRO 5 1.59 penny-cap Short NaN -5.0 6.245269e+06 -46.0 Healthcare 513 CFFN 2 0.71 penny-cap Short NaN -2.0 6.158736e+06 -32.0 Financial Services 649 TMP 1 0.00 penny-cap Short NaN -1.0 4.034048e+06 -7.0 Financial Services 635 RES 5 -2.87 penny-cap Short NaN -5.0 3.170778e+06 -29.0 Energy 652 CONX 4 -0.31 penny-cap Short NaN -4.0 1.323422e+06 -108.0 Financial Services 627 APSG 5 -0.31 penny-cap Short NaN -5.0 4.698648e+05 -61.0 Financial Services 560 MSC 2 1.83 penny-cap Short NaN -2.0 5.363600e+02 -137.0 Consumer Cyclical Mean Return: -0.1315384615384615 Mean Day/Week: 3.230769230769231 Accuracy:0.46153846153846156 *******************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 317 AMC 6 47.94 penny-cap Long NaN 9.0 3.960815e+09 12.0 Communication Services 431 EAF 10 2.11 penny-cap Long NaN 21.0 1.479002e+08 78.0 Industrials 518 UFS 23 33.83 penny-cap Long NaN 23.0 8.409740e+07 78.0 Basic Materials 348 HL 13 22.44 penny-cap Long NaN 15.0 7.926089e+07 15.0 Basic Materials 304 AUY 15 3.00 penny-cap Long NaN 53.0 7.758134e+07 30.0 Basic Materials 416 SWN 13 13.00 penny-cap Long NaN 16.0 7.674325e+07 22.0 Energy 308 EQT 14 3.41 penny-cap Long NaN 20.0 7.202059e+07 23.0 Energy 438 RRC 11 14.87 penny-cap Long NaN 18.0 6.820519e+07 18.0 Energy 353 SGMS 22 22.42 penny-cap Long NaN 30.0 6.747901e+07 26.0 Consumer Cyclical 326 CC 18 14.42 penny-cap Long NaN 43.0 6.254259e+07 43.0 Basic Materials 421 BNL 20 7.77 penny-cap Long NaN 39.0 5.922613e+07 30.0 Real Estate 414 ELY 12 9.90 penny-cap Long NaN 26.0 5.826180e+07 15.0 Consumer Cyclical 497 MUR 11 7.08 penny-cap Long NaN 15.0 5.807748e+07 23.0 Energy 388 COMM 14 5.74 penny-cap Long NaN 14.0 5.207473e+07 78.0 Technology 486 AR 14 16.98 penny-cap Long NaN 14.0 4.896970e+07 78.0 Energy 296 DAVA 7 13.99 penny-cap Long NaN 23.0 4.891961e+07 26.0 Technology 297 BPOP 17 6.70 penny-cap Long NaN 17.0 4.677929e+07 78.0 Financial Services 608 FOE 12 -0.81 penny-cap Long NaN 12.0 4.423451e+07 76.0 Basic Materials 370 HRB 13 4.20 penny-cap Long NaN 13.0 4.420521e+07 78.0 Consumer Cyclical 367 IGT 12 18.39 penny-cap Long NaN 21.0 4.371464e+07 12.0 Consumer Cyclical 492 MTDR 17 12.43 penny-cap Long NaN 17.0 4.229321e+07 78.0 Energy 338 IMAB 8 9.02 penny-cap Long NaN 30.0 4.133626e+07 25.0 Healthcare 411 MED 13 12.06 penny-cap Long NaN 16.0 3.972487e+07 15.0 Consumer Cyclical 312 WEN 9 0.68 penny-cap Long NaN 55.0 3.956501e+07 37.0 Consumer Cyclical 487 DDS 9 6.64 penny-cap Long NaN 9.0 3.939622e+07 24.0 Consumer Cyclical 647 PLCE 8 8.02 penny-cap Long NaN 8.0 3.907643e+07 9.0 Consumer Cyclical 333 SWCH 9 4.35 penny-cap Long NaN 40.0 3.823597e+07 31.0 Technology 410 RRR 21 12.62 penny-cap Long NaN 21.0 3.740772e+07 78.0 Consumer Cyclical 350 AM 13 3.80 penny-cap Long NaN 16.0 3.640981e+07 26.0 Energy 408 HMY 9 7.37 penny-cap Long NaN 58.0 3.627546e+07 39.0 Basic Materials 320 NCR 10 4.00 penny-cap Long NaN 38.0 3.457496e+07 44.0 Technology 540 HOME 16 17.93 penny-cap Long NaN 23.0 3.446530e+07 78.0 Consumer Cyclical 377 UNVR 24 16.55 penny-cap Long NaN 43.0 3.401109e+07 58.0 Basic Materials 554 CNR 7 6.66 penny-cap Long NaN 7.0 3.355771e+07 78.0 Industrials 428 SUM 14 9.56 penny-cap Long NaN 14.0 3.345828e+07 78.0 Basic Materials 403 MIME 12 8.27 penny-cap Long NaN 32.0 3.237330e+07 14.0 Technology 418 MDRX 9 3.33 penny-cap Long NaN 30.0 3.213590e+07 12.0 Healthcare 315 JOBS 15 1.99 penny-cap Long NaN 37.0 3.143864e+07 17.0 Industrials 498 EPC 15 3.49 penny-cap Long NaN 15.0 2.842610e+07 53.0 Consumer Defensive 511 GTN 10 5.69 penny-cap Long NaN 29.0 2.837468e+07 78.0 Communication Services 389 CHX 11 6.06 penny-cap Long NaN 16.0 2.817266e+07 26.0 Energy 459 MLHR 13 4.06 penny-cap Long NaN 13.0 2.716718e+07 78.0 Consumer Cyclical 531 PAGP 14 11.85 penny-cap Long NaN 21.0 2.697232e+07 24.0 Energy 440 CIM 7 2.19 penny-cap Long NaN 7.0 2.561944e+07 78.0 Real Estate 466 BCRX 8 -5.38 penny-cap Long NaN 15.0 2.553733e+07 15.0 Healthcare 323 VVV 30 19.38 penny-cap Long NaN 30.0 2.530053e+07 78.0 Energy 364 LEGN 8 20.92 penny-cap Long NaN 24.0 2.489675e+07 27.0 Healthcare 347 SSRM 9 6.42 penny-cap Long NaN 52.0 2.420006e+07 21.0 Basic Materials 341 WCC 22 16.48 penny-cap Long NaN 22.0 2.399378e+07 78.0 Industrials 514 RLGY 13 11.33 penny-cap Long NaN 20.0 2.387877e+07 20.0 Real Estate 491 CRC 7 3.90 penny-cap Long NaN 14.0 2.338435e+07 8.0 Energy 434 COKE 9 17.27 penny-cap Long NaN 9.0 2.308723e+07 58.0 Consumer Defensive 609 FRO 6 2.68 penny-cap Long NaN 19.0 2.226128e+07 31.0 Energy 381 AGI 9 5.20 penny-cap Long NaN 56.0 2.133009e+07 36.0 Basic Materials 502 VSTO 11 12.50 penny-cap Long NaN 17.0 2.102659e+07 18.0 Consumer Cyclical 425 CBT 18 11.38 penny-cap Long NaN 24.0 2.015416e+07 78.0 Basic Materials 443 FCFS 24 11.38 penny-cap Long NaN 32.0 1.983999e+07 59.0 Financial Services 417 EXLS 16 4.59 penny-cap Long NaN 16.0 1.980935e+07 60.0 Technology 589 XPEL 13 19.42 penny-cap Long NaN 13.0 1.913987e+07 39.0 Consumer Cyclical 396 NUS 13 2.11 penny-cap Long NaN 31.0 1.801182e+07 15.0 Consumer Defensive 552 AAWW 10 2.68 penny-cap Long NaN 40.0 1.767119e+07 70.0 Industrials 439 MD 14 -0.85 penny-cap Long NaN 14.0 1.743494e+07 39.0 Healthcare 467 SGRY 23 13.56 penny-cap Long NaN 23.0 1.719726e+07 78.0 Healthcare 495 CSTM 17 6.29 penny-cap Long NaN 23.0 1.689542e+07 58.0 Basic Materials 448 PLXS 9 -0.05 penny-cap Long NaN 9.0 1.685172e+07 78.0 Technology 623 RGR 12 7.19 penny-cap Long NaN 13.0 1.677740e+07 15.0 Industrials 583 NGD 6 10.14 penny-cap Long NaN 37.0 1.665083e+07 18.0 Basic Materials 386 GOLF 15 2.48 penny-cap Long NaN 15.0 1.655237e+07 15.0 Consumer Cyclical 435 PRMW 9 -0.42 penny-cap Long NaN 9.0 1.634971e+07 39.0 Consumer Defensive 374 CWK 18 6.61 penny-cap Long NaN 18.0 1.576308e+07 58.0 Real Estate 596 CASH 20 2.87 penny-cap Long NaN 20.0 1.537135e+07 78.0 Financial Services 522 IRWD 14 8.97 penny-cap Long NaN 26.0 1.530199e+07 33.0 Healthcare 310 HLI 11 4.75 penny-cap Long NaN 11.0 1.505411e+07 11.0 Financial Services 528 GOL 14 8.41 penny-cap Long NaN 38.0 1.500414e+07 25.0 Industrials 493 PRFT 20 11.31 penny-cap Long NaN 20.0 1.438722e+07 78.0 Technology 525 IAG 8 0.86 penny-cap Long NaN 14.0 1.431092e+07 15.0 Basic Materials 603 WIRE 23 12.33 penny-cap Long NaN 23.0 1.348513e+07 78.0 Industrials 520 VRTS 7 0.13 penny-cap Long NaN 7.0 1.333813e+07 78.0 Financial Services 472 PBH 13 5.97 penny-cap Long NaN 13.0 1.320225e+07 18.0 Healthcare 331 CEF 11 4.10 penny-cap Long NaN 34.0 1.270510e+07 18.0 unknown 470 PVG 8 -2.80 penny-cap Long NaN 8.0 1.200988e+07 18.0 Basic Materials 382 SXT 10 2.20 penny-cap Long NaN 31.0 1.122326e+07 58.0 Basic Materials 581 PACK 7 2.42 penny-cap Long NaN 7.0 1.115244e+07 8.0 Consumer Cyclical 450 MTX 15 2.86 penny-cap Long NaN 15.0 1.113034e+07 78.0 Basic Materials 507 MGRC 8 -0.72 penny-cap Long NaN 8.0 1.087852e+07 10.0 Industrials 397 JJSF 20 5.18 penny-cap Long NaN 26.0 1.086358e+07 29.0 Consumer Defensive 430 EVTC 17 7.45 penny-cap Long NaN 39.0 1.058326e+07 39.0 Technology 585 FFG 17 0.38 penny-cap Long NaN 17.0 1.006335e+07 17.0 Financial Services 594 SAND 12 4.86 penny-cap Long NaN 57.0 9.492691e+06 39.0 Basic Materials 565 HNI 10 3.05 penny-cap Long NaN 20.0 9.327275e+06 62.0 Industrials 351 TIGO 11 2.12 penny-cap Long NaN 18.0 8.421658e+06 20.0 Communication Services 521 PIPR 10 3.76 penny-cap Long NaN 10.0 8.371944e+06 78.0 Financial Services 409 USM 12 0.94 penny-cap Long NaN 12.0 7.851892e+06 58.0 Communication Services 512 MNR 7 1.68 penny-cap Long NaN 16.0 7.607621e+06 16.0 Real Estate 648 CTS 9 9.89 penny-cap Long NaN 23.0 7.367623e+06 16.0 Technology 446 ENBL 21 17.72 penny-cap Long NaN 21.0 7.266823e+06 74.0 Energy 375 CNS 13 4.02 penny-cap Long NaN 39.0 7.001705e+06 24.0 Financial Services 441 ANAT 15 21.91 penny-cap Long NaN 15.0 6.204502e+06 60.0 Financial Services 385 NG 10 8.84 penny-cap Long NaN 15.0 6.028489e+06 35.0 Basic Materials 599 NMRK 14 -0.58 penny-cap Long NaN 14.0 6.003257e+06 78.0 Real Estate 483 OR 18 12.07 penny-cap Long NaN 53.0 5.512118e+06 36.0 Basic Materials 607 BPMP 16 5.77 penny-cap Long NaN 23.0 4.830205e+06 60.0 Energy 638 AUDC 10 4.45 penny-cap Long NaN 35.0 4.443844e+06 16.0 Technology 422 EXG 7 2.53 penny-cap Long NaN 7.0 4.333055e+06 58.0 Financial Services 534 DKL 9 7.98 penny-cap Long NaN 33.0 3.251971e+06 11.0 Energy 616 ARKO 6 -1.67 penny-cap Long NaN 6.0 2.852834e+06 60.0 Consumer Cyclical 640 CLNC 10 2.91 penny-cap Long NaN 15.0 2.453232e+06 10.0 Real Estate 628 SNEX 8 -3.05 penny-cap Long NaN 11.0 2.362350e+06 62.0 Financial Services 574 BTZ 6 1.00 penny-cap Long NaN 39.0 1.827923e+06 20.0 Financial Services 556 VCTR 7 -0.23 penny-cap Long NaN 7.0 1.283604e+06 58.0 Financial Services 413 CIXX 10 6.17 penny-cap Long NaN 36.0 1.085325e+06 78.0 Financial Services 545 KEN 7 5.77 penny-cap Long NaN 38.0 4.057614e+05 29.0 Utilities 404 TDI 8 0.27 penny-cap Long NaN 8.0 1.978884e+05 38.0 unknown 464 IBA 8 2.33 penny-cap Long NaN 39.0 6.526300e+04 32.0 Consumer Defensive 503 SIM 10 13.37 penny-cap Long NaN 32.0 2.655500e+04 32.0 Basic Materials Mean Return: 7.545739130434782 Mean Day/Week: 12.57391304347826 Accuracy:0.9043478260869565 *******************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 591 RIOT 13 -2.53 penny-cap Short NaN -46.0 4.557701e+08 -30.0 Technology 309 SHAK 19 -16.04 penny-cap Short NaN -64.0 3.561316e+08 -35.0 Consumer Cyclical 324 TRIP 7 0.69 penny-cap Short NaN -45.0 1.033927e+08 -21.0 Consumer Cyclical 295 ALLO 19 -19.48 penny-cap Short NaN -20.0 8.613151e+07 -21.0 Healthcare 325 NOVA 17 -6.64 penny-cap Short NaN -17.0 8.300263e+07 -61.0 Technology 523 HRTX 9 -1.16 penny-cap Short NaN -10.0 5.794871e+07 -10.0 Healthcare 303 SAGE 15 -2.98 penny-cap Short NaN -15.0 5.263399e+07 -17.0 Healthcare 458 REAL 13 -10.98 penny-cap Short NaN -13.0 4.336842e+07 -19.0 Consumer Cyclical 455 EAR 15 -22.03 penny-cap Short NaN -15.0 4.246437e+07 -49.0 Healthcare 305 NARI 13 -1.89 penny-cap Short NaN -17.0 3.891129e+07 -17.0 Healthcare 339 YALA 6 -4.68 penny-cap Short NaN -66.0 3.789143e+07 -46.0 Technology 463 CLNE 20 -32.82 penny-cap Short NaN -65.0 3.737966e+07 -38.0 Energy 379 NNOX 6 1.86 penny-cap Short NaN -71.0 3.734264e+07 -67.0 Healthcare 352 GOOS 10 5.10 penny-cap Short NaN -52.0 3.326781e+07 -19.0 Consumer Cyclical 349 INSM 16 -19.21 penny-cap Short NaN -16.0 3.188221e+07 -52.0 Healthcare 365 VCYT 21 -21.17 penny-cap Short NaN -28.0 2.719562e+07 -51.0 Healthcare 602 ICPT 15 -0.64 penny-cap Short NaN -15.0 2.567699e+07 -67.0 Healthcare 362 CNNE 12 -0.54 penny-cap Short NaN -20.0 2.509913e+07 -17.0 Consumer Cyclical 468 KURA 16 -9.17 penny-cap Short NaN -16.0 2.485082e+07 -137.0 Healthcare 369 IRBT 20 -15.07 penny-cap Short NaN -66.0 2.467508e+07 -54.0 Technology 313 CCMP 8 0.62 penny-cap Short NaN -22.0 2.395221e+07 -15.0 Technology 436 RCUS 8 -12.99 penny-cap Short NaN -16.0 2.302290e+07 -45.0 Healthcare 380 NSTG 12 -6.43 penny-cap Short NaN -15.0 2.132153e+07 -17.0 Healthcare 390 NHI 11 1.44 penny-cap Short NaN -33.0 2.109690e+07 -17.0 Real Estate 405 GDOT 12 -4.53 penny-cap Short NaN -12.0 2.051295e+07 -137.0 Financial Services 519 EB 6 3.31 penny-cap Short NaN -44.0 2.043173e+07 -12.0 Technology 549 PAR 10 15.66 penny-cap Short NaN -14.0 2.001304e+07 -16.0 Technology 298 GSHD 12 -5.81 penny-cap Short NaN -12.0 1.992321e+07 -49.0 Financial Services 343 LOPE 13 -3.58 penny-cap Short NaN -40.0 1.966481e+07 -15.0 Consumer Defensive 354 EGHT 18 -29.08 penny-cap Short NaN -18.0 1.925373e+07 -20.0 Technology 344 GKOS 13 -2.22 penny-cap Short NaN -14.0 1.898320e+07 -15.0 Healthcare 488 MTOR 12 -4.28 penny-cap Short NaN -47.0 1.843994e+07 -40.0 Consumer Cyclical 601 MODN 12 -1.14 penny-cap Short NaN -16.0 1.820023e+07 -20.0 Technology 307 ALRM 16 -3.01 penny-cap Short NaN -16.0 1.682785e+07 -21.0 Technology 342 CCXI 17 -64.59 penny-cap Short NaN -17.0 1.626011e+07 -59.0 Healthcare 462 YEXT 18 -7.77 penny-cap Short NaN -18.0 1.587150e+07 -59.0 Technology 332 DOYU 20 -20.19 penny-cap Short NaN -60.0 1.573189e+07 -46.0 Communication Services 449 STRA 20 -5.48 penny-cap Short NaN -31.0 1.541409e+07 -28.0 Consumer Defensive 368 SLQT 11 -5.24 penny-cap Short NaN -27.0 1.534851e+07 -13.0 Financial Services 399 LGND 21 -23.35 penny-cap Short NaN -69.0 1.494895e+07 -46.0 Healthcare 371 FORM 19 -11.27 penny-cap Short NaN -20.0 1.464456e+07 -20.0 Technology 559 PRIM 6 -0.79 penny-cap Short NaN -48.0 1.430544e+07 -25.0 Industrials 536 SLP 17 -8.65 penny-cap Short NaN -17.0 1.422131e+07 -51.0 Healthcare 426 DCPH 16 -8.96 penny-cap Short NaN -16.0 1.393059e+07 -18.0 Healthcare 633 MORF 16 -1.58 penny-cap Short NaN -43.0 1.380275e+07 -32.0 Healthcare 378 TRN 7 0.28 penny-cap Short NaN -7.0 1.365315e+07 -49.0 Industrials 571 OCUL 12 -8.95 penny-cap Short NaN -12.0 1.336935e+07 -19.0 Healthcare 508 SVC 12 1.33 penny-cap Short NaN -46.0 1.308407e+07 -19.0 Real Estate 451 PUBM 15 -9.56 penny-cap Short NaN -57.0 1.248208e+07 -30.0 Technology 321 NEU 7 -2.03 penny-cap Short NaN -26.0 1.247799e+07 -69.0 Basic Materials 588 JRVR 15 0.19 penny-cap Short NaN -23.0 1.159766e+07 -27.0 Financial Services 543 ATSG 15 -2.90 penny-cap Short NaN -33.0 1.150370e+07 -26.0 Industrials 530 HMN 8 -0.25 penny-cap Short NaN -34.0 1.129016e+07 -25.0 Financial Services 432 ESE 11 -4.58 penny-cap Short NaN -20.0 1.124105e+07 -13.0 Technology 453 AVNS 18 -7.77 penny-cap Short NaN -18.0 1.104411e+07 -49.0 Healthcare 482 ARCE 9 3.78 penny-cap Short NaN -9.0 1.018937e+07 -76.0 Consumer Defensive 584 PLT 8 3.49 penny-cap Short NaN -59.0 9.951388e+06 -10.0 Technology 562 IMGN 16 -20.77 penny-cap Short NaN -59.0 9.717089e+06 -42.0 Healthcare 592 CEVA 19 -18.34 penny-cap Short NaN -63.0 9.508710e+06 -46.0 Technology 393 ALXO 11 1.15 penny-cap Short NaN -11.0 9.392902e+06 -75.0 Healthcare 539 LTC 14 -3.25 penny-cap Short NaN -46.0 9.377161e+06 -18.0 Real Estate 361 SEER 17 -25.63 penny-cap Short NaN -17.0 9.332680e+06 -119.0 Healthcare 358 SPSC 12 -0.84 penny-cap Short NaN -17.0 9.131259e+06 -22.0 Technology 481 PRAX 10 -0.37 penny-cap Short NaN -10.0 9.107645e+06 -64.0 Healthcare 501 TBIO 6 5.56 penny-cap Short NaN -11.0 9.009884e+06 -49.0 Healthcare 641 AKRO 15 0.44 penny-cap Short NaN -15.0 8.988657e+06 -19.0 Healthcare 586 CVGW 11 -1.65 penny-cap Short NaN -22.0 8.976979e+06 -19.0 Consumer Defensive 355 NKTR 12 -6.44 penny-cap Short NaN -57.0 8.824411e+06 -43.0 Healthcare 420 XNCR 15 -0.84 penny-cap Short NaN -15.0 8.671020e+06 -49.0 Healthcare 506 ACMR 20 -12.93 penny-cap Short NaN -20.0 8.636045e+06 -45.0 Technology 394 ROCK 12 -1.46 penny-cap Short NaN -16.0 8.632724e+06 -16.0 Industrials 582 ASTE 7 -5.82 penny-cap Short NaN -32.0 8.129985e+06 -8.0 Industrials 621 TPGY 14 -22.42 penny-cap Short NaN -14.0 7.371915e+06 -60.0 Financial Services 614 LOTZ 12 -19.05 penny-cap Short NaN -12.0 7.277246e+06 -101.0 Consumer Cyclical 546 HTLD 6 -2.29 penny-cap Short NaN -26.0 6.677073e+06 -12.0 Industrials 651 VITL 15 -1.63 penny-cap Short NaN -15.0 6.383549e+06 -48.0 Consumer Defensive 579 ALX 11 1.17 penny-cap Short NaN -42.0 6.320208e+06 -25.0 Real Estate 598 OMER 8 -16.32 penny-cap Short NaN -64.0 6.123055e+06 -42.0 Healthcare 642 KRA 6 -1.48 penny-cap Short NaN -19.0 5.920076e+06 -20.0 Basic Materials 604 ADVM 20 -6.23 penny-cap Short NaN -20.0 5.918510e+06 -61.0 Healthcare 593 TRIL 9 -10.25 penny-cap Short NaN -9.0 5.692582e+06 -137.0 Healthcare 558 UPLD 15 0.98 penny-cap Short NaN -16.0 5.574007e+06 -17.0 Technology 569 KNSA 17 -17.01 penny-cap Short NaN -50.0 5.493307e+06 -47.0 Healthcare 542 ARQT 8 2.62 penny-cap Short NaN -10.0 5.179622e+06 -12.0 Healthcare 548 LKFN 12 -1.89 penny-cap Short NaN -47.0 5.132215e+06 -22.0 Financial Services 646 PASG 9 -6.52 penny-cap Short NaN -9.0 5.058865e+06 -137.0 Healthcare 461 ADCT 12 -0.93 penny-cap Short NaN -12.0 4.974785e+06 -137.0 Healthcare 572 MRSN 13 -2.91 penny-cap Short NaN -13.0 4.556388e+06 -137.0 Healthcare 541 HY 8 -2.09 penny-cap Short NaN -66.0 4.405050e+06 -35.0 Industrials 568 VCRA 19 -6.53 penny-cap Short NaN -19.0 4.272682e+06 -53.0 Technology 620 QNST 17 -8.03 penny-cap Short NaN -17.0 4.027171e+06 -48.0 Communication Services 563 CSGS 7 -0.28 penny-cap Short NaN -41.0 3.799042e+06 -22.0 Technology 564 MASS 13 -16.04 penny-cap Short NaN -13.0 3.795223e+06 -109.0 Healthcare 576 WMK 6 -4.34 penny-cap Short NaN -6.0 3.621178e+06 -27.0 Consumer Defensive 644 DHC 17 -14.56 penny-cap Short NaN -44.0 3.582728e+06 -27.0 Real Estate 551 BCAB 13 -13.20 penny-cap Short NaN -42.0 3.402726e+06 -35.0 Healthcare 475 STTK 11 -9.45 penny-cap Short NaN -11.0 3.017789e+06 -67.0 Healthcare 611 LXRX 21 -15.69 penny-cap Short NaN -71.0 2.576820e+06 -46.0 Healthcare 535 PNTG 21 -25.45 penny-cap Short NaN -91.0 2.149279e+06 -67.0 Healthcare 615 RMAX 27 -1.90 penny-cap Short NaN -49.0 1.959720e+06 -32.0 Real Estate 505 SPNS 16 -4.91 penny-cap Short NaN -17.0 1.820140e+06 -17.0 Technology 618 FDMT 15 -24.79 penny-cap Short NaN -15.0 1.690335e+06 -49.0 Healthcare 398 TARO 6 -0.68 penny-cap Short NaN -20.0 1.534402e+06 -13.0 Healthcare 555 KNTE 6 -1.80 penny-cap Short NaN -46.0 1.387148e+06 -120.0 Healthcare 617 PRPB 7 -0.20 penny-cap Short NaN -7.0 1.381199e+06 -60.0 Financial Services 645 BSA 6 0.38 penny-cap Short NaN -12.0 4.126475e+05 -12.0 unknown 653 IH 9 -1.06 penny-cap Short NaN -9.0 3.633379e+05 -137.0 Consumer Defensive 494 ITCB 8 -10.71 penny-cap Short NaN -22.0 1.762547e+05 -14.0 Financial Services 544 HLG 46 -25.42 penny-cap Short NaN -46.0 1.324171e+05 -137.0 Consumer Defensive 454 GB 15 -10.76 penny-cap Short NaN -33.0 1.004530e+05 -71.0 Technology Mean Return: -7.355636363636362 Mean Day/Week: 13.281818181818181 Accuracy:0.8272727272727273 ************************************** ************************************** ************************************** 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: []

[stock-filter]

Stock daily Filter Report for 2021/06/02 05-40-12

*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 14 Communication Services 13 Consumer Cyclical 9 Consumer Defensive 12 Energy 18 Financial Services 41 Healthcare 24 Industrials 20 Real Estate 19 Technology 16 Utilities 4 unknown 3 **************************************** big_industry_downtrending_count tickers industry Basic Materials 2 Communication Services 3 Consumer Cyclical 5 Consumer Defensive 6 Financial Services 2 Healthcare 6 Industrials 1 Real Estate 1 Technology 6 Utilities 5 *******************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 204 CVE 1 0.0 big-cap Long NaN 1.0 1.420378e+08 3.0 Energy 177 LSXMB 2 0.0 big-cap Long NaN 2.0 2.585000e+02 2.0 Communication Services Mean Return: 0.0 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 204 CVE 1 0.0 big-cap Long NaN 1.0 1.420378e+08 3.0 Energy 177 LSXMB 2 0.0 big-cap Long NaN 2.0 2.585000e+02 2.0 Communication Services Mean Return: 0.0 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 133 DLTR 3 -1.19 big-cap Short NaN -26.0 4.215960e+08 -3.0 Consumer Defensive 176 DRI 1 0.00 big-cap Short NaN -50.0 2.366329e+08 -1.0 Consumer Cyclical 139 EIX 3 0.36 big-cap Short NaN -25.0 1.188432e+08 -5.0 Utilities Mean Return: -0.415 Mean Day/Week: 3.5 Accuracy:0.5 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 NVDA 5 3.99 big-cap Long NaN 5.0 7.512903e+09 39.0 Technology 0 FB 5 0.43 big-cap Long NaN 5.0 3.686258e+09 57.0 Communication Services 7 CRM 2 -0.80 big-cap Long NaN 5.0 1.888631e+09 8.0 Technology 27 GS 3 3.31 big-cap Long NaN 3.0 1.366972e+09 77.0 Financial Services 41 MRNA 3 2.86 big-cap Long NaN 3.0 1.106311e+09 34.0 Healthcare 4 ASML 1 0.00 big-cap Long NaN 1.0 8.625657e+08 59.0 Technology 6 KO 2 -0.02 big-cap Long NaN 2.0 6.368374e+08 47.0 Consumer Defensive 26 AXP 1 0.00 big-cap Long NaN 1.0 6.153632e+08 77.0 Financial Services 31 BP 1 0.00 big-cap Long NaN 1.0 5.139377e+08 75.0 Energy 101 SPG 2 4.44 big-cap Long NaN 2.0 4.989552e+08 77.0 Real Estate 12 HON 1 0.00 big-cap Long NaN 1.0 4.831367e+08 58.0 Industrials 24 SCHW 2 1.07 big-cap Long NaN 2.0 4.439916e+08 77.0 Financial Services 21 AMT 1 0.00 big-cap Long NaN 1.0 4.373888e+08 50.0 Real Estate 36 TFC 3 -1.03 big-cap Long NaN 3.0 3.732212e+08 77.0 Financial Services 68 EA 4 -0.25 big-cap Long NaN 4.0 3.349304e+08 18.0 Communication Services 89 CARR 2 2.00 big-cap Long NaN 2.0 2.903941e+08 57.0 Industrials 30 PLD 1 0.00 big-cap Long NaN 1.0 2.813384e+08 56.0 Real Estate 187 MGM 3 -0.89 big-cap Long NaN 3.0 2.793725e+08 12.0 Consumer Cyclical 33 CCI 1 0.00 big-cap Long NaN 1.0 2.654107e+08 56.0 Real Estate 49 HCA 2 0.50 big-cap Long NaN 2.0 2.624655e+08 77.0 Healthcare 184 CZR 5 2.33 big-cap Long NaN 5.0 2.586778e+08 77.0 Consumer Cyclical 98 TDG 3 1.61 big-cap Long NaN 5.0 2.526127e+08 8.0 Industrials 81 A 2 -0.67 big-cap Long NaN 2.0 2.385340e+08 41.0 Healthcare 55 EMR 1 0.00 big-cap Long NaN 1.0 2.337947e+08 77.0 Industrials 43 APD 1 0.00 big-cap Long NaN 1.0 2.226661e+08 51.0 Basic Materials 157 ALB 3 1.73 big-cap Long NaN 3.0 2.195788e+08 28.0 Basic Materials 186 ALLY 1 0.00 big-cap Long NaN 1.0 2.113313e+08 77.0 Financial Services 73 TEL 1 0.00 big-cap Long NaN 1.0 1.906713e+08 13.0 Technology 97 PRU 1 0.00 big-cap Long NaN 1.0 1.892429e+08 77.0 Financial Services 124 DFS 1 0.00 big-cap Long NaN 1.0 1.846865e+08 77.0 Financial Services 86 TT 2 0.61 big-cap Long NaN 2.0 1.824063e+08 77.0 Industrials 113 ADM 1 0.00 big-cap Long NaN 1.0 1.796599e+08 77.0 Consumer Defensive 172 CFG 3 0.52 big-cap Long NaN 3.0 1.764727e+08 77.0 Financial Services 146 EPAM 5 -0.13 big-cap Long NaN 5.0 1.727700e+08 59.0 Technology 134 EQR 3 3.28 big-cap Long NaN 3.0 1.715268e+08 77.0 Real Estate 99 SBAC 2 1.39 big-cap Long NaN 2.0 1.693310e+08 50.0 Real Estate 109 LYB 1 0.00 big-cap Long NaN 1.0 1.653716e+08 77.0 Basic Materials 131 FTNT 2 -1.62 big-cap Long NaN 2.0 1.538765e+08 77.0 Technology 95 AFL 3 0.69 big-cap Long NaN 3.0 1.513327e+08 77.0 Financial Services 71 IDXX 5 -0.82 big-cap Long NaN 5.0 1.447765e+08 13.0 Healthcare 74 ROP 1 0.00 big-cap Long NaN 1.0 1.441392e+08 42.0 Industrials 204 CVE 1 0.00 big-cap Long NaN 1.0 1.420378e+08 3.0 Energy 166 NVCR 1 0.00 big-cap Long NaN 1.0 1.363843e+08 35.0 Healthcare 137 MGA 1 0.00 big-cap Long NaN 1.0 1.333994e+08 77.0 Consumer Cyclical 116 CNQ 3 5.32 big-cap Long NaN 3.0 1.217490e+08 77.0 Energy 125 FRC 3 -0.04 big-cap Long NaN 3.0 1.196287e+08 77.0 Financial Services 182 DRE 1 0.00 big-cap Long NaN 1.0 1.143005e+08 57.0 Real Estate 164 WAT 5 -0.81 big-cap Long NaN 5.0 1.052200e+08 47.0 Healthcare 221 MTN 3 0.96 big-cap Long NaN 3.0 9.160839e+07 77.0 Consumer Cyclical 38 BNS 3 -0.03 big-cap Long NaN 3.0 9.095257e+07 77.0 Financial Services 208 WPC 1 0.00 big-cap Long NaN 1.0 8.906672e+07 47.0 Real Estate 215 UDR 1 0.00 big-cap Long NaN 1.0 8.755556e+07 77.0 Real Estate 158 XYL 2 0.98 big-cap Long NaN 2.0 7.944298e+07 46.0 Industrials 170 SUI 1 0.00 big-cap Long NaN 1.0 7.902592e+07 56.0 Real Estate 224 TXT 1 0.00 big-cap Long NaN 1.0 7.862626e+07 77.0 Industrials 82 ING 3 1.50 big-cap Long NaN 3.0 6.922703e+07 75.0 Financial Services 181 HEI 1 0.00 big-cap Long NaN 1.0 4.802353e+07 38.0 Industrials 72 TRI 4 1.16 big-cap Long NaN 4.0 2.513139e+07 69.0 Industrials 173 SKM 1 0.00 big-cap Long NaN 1.0 2.094508e+07 46.0 Communication Services 185 SHG 4 4.38 big-cap Long NaN 4.0 6.659755e+06 61.0 Financial Services 102 CHT 1 0.00 big-cap Long NaN 1.0 3.559606e+06 35.0 Communication Services 44 WBK 3 0.44 big-cap Long NaN 3.0 1.679237e+06 77.0 Financial Services 167 BPYPP 3 -0.05 big-cap Long NaN 3.0 1.625489e+06 13.0 Real Estate 177 LSXMB 2 0.00 big-cap Long NaN 2.0 2.585000e+02 2.0 Communication Services Mean Return: 1.0362162162162163 Mean Day/Week: 3.810810810810811 Accuracy:0.6216216216216216 *******************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 228 PLAN 2 -0.78 big-cap Short NaN -2.0 7.875244e+07 -67.0 Technology Mean Return: -0.78 Mean Day/Week: 2.0 Accuracy:1.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 2 JPM 12 1.28 big-cap Long NaN 17.0 1.502700e+09 77.0 Financial Services 16 C 14 7.27 big-cap Long NaN 16.0 1.191203e+09 77.0 Financial Services 217 DVN 14 17.97 big-cap Long NaN 19.0 1.124383e+09 27.0 Energy 1 WMT 10 -0.17 big-cap Long NaN 50.0 9.597036e+08 13.0 Consumer Defensive 15 MS 18 6.07 big-cap Long NaN 21.0 8.389768e+08 77.0 Financial Services 9 PEP 13 0.88 big-cap Long NaN 57.0 7.602364e+08 46.0 Consumer Defensive 28 TGT 8 2.46 big-cap Long NaN 8.0 7.263770e+08 51.0 Consumer Defensive 60 COF 24 14.64 big-cap Long NaN 24.0 6.953311e+08 77.0 Financial Services 35 PBR 12 9.73 big-cap Long NaN 46.0 5.295810e+08 16.0 Energy 87 ALXN 32 7.26 big-cap Long NaN 33.0 4.605325e+08 33.0 Healthcare 57 NEM 21 13.99 big-cap Long NaN 58.0 4.399415e+08 42.0 Basic Materials 111 MPC 18 6.07 big-cap Long NaN 20.0 3.971226e+08 77.0 Energy 22 INTU 10 5.08 big-cap Long NaN 10.0 3.956459e+08 15.0 Technology 40 FDX 23 5.19 big-cap Long NaN 23.0 3.857496e+08 53.0 Industrials 13 AZN 27 7.51 big-cap Long NaN 58.0 3.788165e+08 33.0 Healthcare 23 RTX 13 6.71 big-cap Long NaN 26.0 3.703361e+08 77.0 Industrials 19 BLK 6 0.52 big-cap Long NaN 6.0 3.568383e+08 46.0 Financial Services 29 MDLZ 24 3.99 big-cap Long NaN 59.0 3.494617e+08 53.0 Consumer Defensive 115 BNTX 17 12.78 big-cap Long NaN 42.0 3.417725e+08 44.0 Healthcare 112 NTR 14 5.91 big-cap Long NaN 20.0 3.337691e+08 20.0 Basic Materials 85 CNC 9 3.38 big-cap Long NaN 18.0 3.117654e+08 23.0 Healthcare 34 EQIX 13 3.74 big-cap Long NaN 53.0 3.027770e+08 33.0 Real Estate 145 SYF 22 11.59 big-cap Long NaN 22.0 2.867066e+08 77.0 unknown 93 AIG 21 9.03 big-cap Long NaN 21.0 2.826502e+08 77.0 Financial Services 129 YUMC 11 8.18 big-cap Long NaN 24.0 2.574199e+08 13.0 Consumer Cyclical 96 KMI 23 7.00 big-cap Long NaN 23.0 2.510208e+08 77.0 Energy 32 ZTS 9 1.74 big-cap Long NaN 50.0 2.269783e+08 36.0 Healthcare 56 BX 6 1.32 big-cap Long NaN 6.0 2.249193e+08 77.0 Financial Services 121 WMB 21 8.37 big-cap Long NaN 21.0 2.133596e+08 77.0 Energy 163 HES 21 13.79 big-cap Long NaN 21.0 2.121432e+08 77.0 Energy 54 ITUB 16 10.12 big-cap Long NaN 55.0 2.004939e+08 28.0 Financial Services 90 ALL 47 18.83 big-cap Long NaN 63.0 1.935503e+08 65.0 Financial Services 196 IT 31 20.53 big-cap Long NaN 31.0 1.928181e+08 77.0 Technology 52 EW 6 -0.30 big-cap Long NaN 6.0 1.904240e+08 37.0 Healthcare 51 DD 19 5.99 big-cap Long NaN 20.0 1.843294e+08 33.0 Basic Materials 180 EXPD 19 8.88 big-cap Long NaN 19.0 1.695227e+08 61.0 Industrials 17 RY 23 8.13 big-cap Long NaN 23.0 1.673399e+08 77.0 Financial Services 58 BMO 24 11.99 big-cap Long NaN 24.0 1.590186e+08 77.0 Financial Services 110 NOK 12 5.92 big-cap Long NaN 37.0 1.534868e+08 23.0 Technology 210 NLY 10 1.95 big-cap Long NaN 10.0 1.484977e+08 56.0 Real Estate 135 AVB 12 6.29 big-cap Long NaN 12.0 1.442886e+08 77.0 Real Estate 62 ABEV 18 16.32 big-cap Long NaN 18.0 1.423565e+08 34.0 Consumer Defensive 46 BAM 11 3.17 big-cap Long NaN 11.0 1.380307e+08 65.0 Financial Services 193 BXP 8 8.33 big-cap Long NaN 8.0 1.349706e+08 69.0 Real Estate 161 INVH 13 5.40 big-cap Long NaN 55.0 1.339405e+08 58.0 Real Estate 128 CERN 16 0.77 big-cap Long NaN 52.0 1.333787e+08 23.0 Healthcare 65 CP 9 4.66 big-cap Long NaN 19.0 1.316026e+08 46.0 Industrials 103 HSY 23 5.54 big-cap Long NaN 23.0 1.298211e+08 58.0 Consumer Defensive 148 IP 27 12.73 big-cap Long NaN 68.0 1.296787e+08 65.0 Consumer Cyclical 192 ELAN 12 2.02 big-cap Long NaN 29.0 1.233418e+08 17.0 Healthcare 25 DEO 14 4.85 big-cap Long NaN 40.0 1.219505e+08 64.0 Consumer Defensive 219 HWM 9 5.94 big-cap Long NaN 9.0 1.201027e+08 77.0 Industrials 203 OSH 7 -4.33 big-cap Long NaN 7.0 1.197477e+08 32.0 Healthcare 83 LBRDK 8 -0.16 big-cap Long NaN 32.0 1.196737e+08 33.0 Communication Services 211 CNP 12 1.04 big-cap Long NaN 12.0 1.180620e+08 56.0 Utilities 14 BUD 31 11.87 big-cap Long NaN 56.0 1.168513e+08 37.0 Consumer Defensive 80 CM 24 14.40 big-cap Long NaN 24.0 1.156596e+08 77.0 Financial Services 105 MSI 16 2.48 big-cap Long NaN 16.0 1.124309e+08 77.0 Technology 171 LNG 22 9.71 big-cap Long NaN 22.0 1.107303e+08 77.0 Energy 226 CPT 6 2.48 big-cap Long NaN 6.0 1.105326e+08 77.0 Real Estate 220 UHS 38 16.20 big-cap Long NaN 60.0 1.102228e+08 42.0 Healthcare 202 NLOK 14 10.95 big-cap Long NaN 14.0 1.059703e+08 43.0 Technology 8 TM 11 8.36 big-cap Long NaN 11.0 1.018659e+08 14.0 Consumer Cyclical 120 CPRT 7 -0.93 big-cap Long NaN 7.0 1.011212e+08 38.0 Industrials 138 WST 8 2.25 big-cap Long NaN 49.0 1.010741e+08 39.0 Healthcare 132 ANET 13 5.34 big-cap Long NaN 46.0 1.004938e+08 39.0 Technology 174 BPY 9 1.95 big-cap Long NaN 9.0 9.673924e+07 77.0 Real Estate 20 HSBC 13 1.63 big-cap Long NaN 23.0 9.356060e+07 27.0 Financial Services 59 STLA 11 8.33 big-cap Long NaN 11.0 9.290397e+07 19.0 unknown 155 AKAM 18 3.31 big-cap Long NaN 51.0 9.009759e+07 19.0 Technology 94 PAYX 7 0.25 big-cap Long NaN 7.0 8.881454e+07 59.0 Industrials 152 NTRS 26 10.90 big-cap Long NaN 26.0 8.010325e+07 77.0 Financial Services 149 WPM 18 11.06 big-cap Long NaN 56.0 7.298107e+07 33.0 Basic Materials 47 IBN 6 0.98 big-cap Long NaN 24.0 7.107945e+07 11.0 Financial Services 10 NVO 16 3.83 big-cap Long NaN 35.0 6.817380e+07 31.0 Healthcare 218 LKQ 27 13.10 big-cap Long NaN 27.0 6.775155e+07 77.0 Consumer Cyclical 160 AEM 16 4.71 big-cap Long NaN 53.0 6.149363e+07 21.0 Basic Materials 79 BCE 42 9.43 big-cap Long NaN 63.0 6.029096e+07 61.0 Communication Services 214 ELS 7 1.02 big-cap Long NaN 7.0 5.700097e+07 56.0 Real Estate 222 KL 17 5.68 big-cap Long NaN 53.0 5.628603e+07 33.0 Basic Materials 213 BAH 6 -0.91 big-cap Long NaN 6.0 5.266118e+07 25.0 Industrials 66 AMX 17 3.27 big-cap Long NaN 17.0 4.699868e+07 38.0 Communication Services 142 CCEP 33 10.87 big-cap Long NaN 33.0 4.521160e+07 77.0 Consumer Defensive 144 DB 14 9.30 big-cap Long NaN 23.0 4.071044e+07 27.0 Financial Services 212 WTRG 6 -0.16 big-cap Long NaN 6.0 3.819999e+07 36.0 Utilities 151 SNN 8 -1.41 big-cap Long NaN 40.0 3.610857e+07 25.0 Healthcare 70 NGG 22 6.64 big-cap Long NaN 56.0 3.581955e+07 42.0 Utilities 188 IMO 23 22.49 big-cap Long NaN 23.0 2.600214e+07 77.0 Energy 206 NTCO 13 10.96 big-cap Long NaN 38.0 2.189132e+07 19.0 Consumer Defensive 117 TU 16 4.44 big-cap Long NaN 24.0 2.087716e+07 19.0 Communication Services 88 CRH 18 4.46 big-cap Long NaN 18.0 1.763435e+07 47.0 Basic Materials 53 SAN 14 7.96 big-cap Long NaN 24.0 1.609129e+07 77.0 Financial Services 91 LYG 23 10.02 big-cap Long NaN 23.0 1.345301e+07 77.0 Financial Services 104 BBVA 17 7.71 big-cap Long NaN 23.0 1.285784e+07 26.0 Financial Services 118 GMAB 11 5.24 big-cap Long NaN 41.0 1.225339e+07 19.0 Healthcare 114 BSBR 13 13.85 big-cap Long NaN 32.0 1.177432e+07 19.0 Financial Services 127 NWG 7 3.32 big-cap Long NaN 7.0 1.127361e+07 77.0 Financial Services 84 LBRDA 8 -0.38 big-cap Long NaN 33.0 1.091655e+07 33.0 Communication Services 92 WIT 10 7.32 big-cap Long NaN 31.0 9.627996e+06 33.0 Technology 200 KEP 6 5.12 big-cap Long NaN 6.0 1.479341e+06 6.0 Utilities 63 AMOV 16 3.41 big-cap Long NaN 17.0 1.042424e+05 30.0 Communication Services 76 BBDO 8 6.08 big-cap Long NaN 18.0 9.277246e+04 24.0 Financial Services 169 VAR 15 0.27 big-cap Long NaN 15.0 0.000000e+00 45.0 Healthcare Mean Return: 6.4762135922330115 Mean Day/Week: 15.912621359223301 Accuracy:0.912621359223301 *******************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 61 TAL 18 -26.28 big-cap Short NaN -18.0 4.035493e+08 -58.0 Consumer Defensive 107 EDU 16 -20.25 big-cap Short NaN -16.0 3.790386e+08 -55.0 Consumer Defensive 69 CTSH 11 1.12 big-cap Short NaN -18.0 3.274593e+08 -18.0 Technology 178 QS 25 -31.93 big-cap Short NaN -47.0 3.103303e+08 -136.0 Consumer Cyclical 153 DISCA 11 -5.40 big-cap Short NaN -47.0 2.462116e+08 -41.0 Communication Services 140 HOLX 23 -7.53 big-cap Short NaN -24.0 2.004510e+08 -30.0 Healthcare 168 CTXS 21 -7.89 big-cap Short NaN -31.0 1.468063e+08 -23.0 Technology 191 OPEN 18 -12.94 big-cap Short NaN -18.0 1.424603e+08 -49.0 Real Estate 154 DISCK 14 -2.66 big-cap Short NaN -46.0 1.408115e+08 -40.0 Communication Services 141 WISH 13 -0.99 big-cap Short NaN -13.0 1.348803e+08 -114.0 Consumer Cyclical 225 NRG 30 -14.79 big-cap Short NaN -53.0 1.219369e+08 -53.0 Utilities 136 PCG 7 -1.08 big-cap Short NaN -29.0 1.164680e+08 -19.0 Utilities 190 ATHM 9 -8.40 big-cap Short NaN -9.0 1.046901e+08 -60.0 Communication Services 205 CHGG 21 -7.95 big-cap Short NaN -21.0 1.016603e+08 -63.0 Consumer Defensive 150 KMX 9 0.74 big-cap Short NaN -18.0 8.548310e+07 -15.0 Consumer Cyclical 197 SQM 9 4.91 big-cap Short NaN -14.0 4.755675e+07 -11.0 Basic Materials 108 RPRX 13 0.77 big-cap Short NaN -17.0 3.044894e+07 -23.0 Healthcare 223 DNB 9 -2.85 big-cap Short NaN -17.0 2.235666e+07 -19.0 Technology 201 ERIE 22 -6.26 big-cap Short NaN -22.0 1.493779e+07 -62.0 Financial Services 179 SUZ 10 -7.95 big-cap Short NaN -63.0 1.108872e+07 -28.0 Basic Materials 209 ENIA 22 -2.28 big-cap Short NaN -33.0 8.546334e+06 -29.0 Utilities Mean Return: -7.613809523809522 Mean Day/Week: 15.761904761904763 Accuracy:0.8095238095238095 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 7 Communication Services 3 Consumer Cyclical 7 Consumer Defensive 2 Energy 7 Financial Services 6 Healthcare 7 Industrials 7 Real Estate 12 Technology 8 Utilities 2 unknown 3 **************************************** small_industry_downtrending_count tickers industry Communication Services 1 Consumer Cyclical 5 Consumer Defensive 1 Energy 1 Financial Services 1 Healthcare 7 Industrials 4 Technology 8 Utilities 1 unknown 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span 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 312 QLYS 1 0.0 small-cap Short NaN -21.0 3.472456e+07 -5.0 Technology 325 SWI 1 0.0 small-cap Short NaN -22.0 1.470360e+07 -5.0 Technology Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 305 MRO 1 0.00 small-cap Long NaN 3.0 6.959275e+08 7.0 Energy 298 DKS 3 -1.38 small-cap Long NaN 3.0 1.755462e+08 77.0 Consumer Cyclical 242 CF 1 0.00 small-cap Long NaN 1.0 1.342855e+08 77.0 Basic Materials 251 OC 1 0.00 small-cap Long NaN 1.0 1.335814e+08 61.0 Industrials 232 IPG 1 0.00 small-cap Long NaN 1.0 1.264560e+08 77.0 Communication Services 230 TECK 1 0.00 small-cap Long NaN 1.0 1.065777e+08 34.0 Basic Materials 238 LEA 1 0.00 small-cap Long NaN 1.0 8.883376e+07 77.0 Consumer Cyclical 254 AFG 2 1.19 small-cap Long NaN 2.0 8.176620e+07 77.0 Financial Services 290 OMF 1 0.00 small-cap Long NaN 2.0 7.970141e+07 47.0 Financial Services 297 OGE 3 -0.93 small-cap Long NaN 3.0 6.797687e+07 47.0 Utilities 273 CUBE 1 0.00 small-cap Long NaN 1.0 5.888802e+07 77.0 Real Estate 303 BRKS 1 0.00 small-cap Long NaN 1.0 5.854220e+07 44.0 Technology 246 PNR 3 1.53 small-cap Long NaN 3.0 5.768687e+07 77.0 Industrials 266 MANH 4 0.81 small-cap Long NaN 4.0 3.894402e+07 25.0 Technology 268 CHNG 2 0.60 small-cap Long NaN 2.0 3.751333e+07 12.0 Healthcare 291 JBL 2 0.00 small-cap Long NaN 2.0 3.613805e+07 61.0 Technology 317 FR 1 0.00 small-cap Long NaN 1.0 3.346772e+07 77.0 Real Estate 319 LESL 5 0.24 small-cap Long NaN 5.0 2.508516e+07 28.0 Consumer Cyclical 310 EGP 1 0.00 small-cap Long NaN 1.0 2.459074e+07 58.0 Real Estate 236 MGP 1 0.00 small-cap Long NaN 1.0 2.101101e+07 77.0 Real Estate 276 JSM 5 2.99 small-cap Long NaN 5.0 1.223037e+06 40.0 unknown Mean Return: 0.5611111111111112 Mean Day/Week: 4.555555555555555 Accuracy:0.6666666666666666 *******************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 265 COG 3 0.49 small-cap Short NaN -3.0 1.619471e+08 -38.0 Energy 244 AZPN 1 0.00 small-cap Short NaN -1.0 6.324971e+07 -23.0 Technology 302 HELE 1 0.00 small-cap Short NaN -5.0 5.785664e+07 -6.0 Consumer Defensive 234 RARE 1 0.00 small-cap Short NaN -1.0 3.718198e+07 -70.0 Healthcare 316 BPMC 1 0.00 small-cap Short NaN -1.0 2.897272e+07 -22.0 Healthcare Mean Return: 0.49 Mean Day/Week: 7.0 Accuracy:0.0 *******************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 308 CCJ 17 5.86 small-cap Long NaN 19.0 2.040566e+08 77.0 Energy 253 AGNC 12 3.10 small-cap Long NaN 54.0 1.434007e+08 60.0 Real Estate 257 VER 6 2.73 small-cap Long NaN 42.0 1.273829e+08 69.0 Real Estate 269 CLR 15 16.10 small-cap Long NaN 19.0 1.036814e+08 26.0 Energy 235 IRM 17 6.97 small-cap Long NaN 17.0 9.377731e+07 77.0 Real Estate 247 KGC 13 8.39 small-cap Long NaN 56.0 8.517423e+07 40.0 Basic Materials 296 LSI 13 5.76 small-cap Long NaN 41.0 7.828866e+07 77.0 Real Estate 248 GFI 17 14.16 small-cap Long NaN 17.0 7.410476e+07 42.0 Basic Materials 263 ARW 8 0.82 small-cap Long NaN 8.0 6.647986e+07 61.0 Technology 304 PRGO 15 5.26 small-cap Long NaN 33.0 6.543502e+07 18.0 Healthcare 255 ALV 6 3.83 small-cap Long NaN 6.0 6.520216e+07 44.0 Consumer Cyclical 231 MMP 8 2.46 small-cap Long NaN 39.0 6.406924e+07 41.0 Energy 286 DXC 27 18.45 small-cap Long NaN 44.0 6.290479e+07 47.0 Technology 313 VNT 14 4.75 small-cap Long NaN 34.0 5.641303e+07 18.0 Technology 282 VRT 11 7.51 small-cap Long NaN 11.0 5.306841e+07 42.0 Industrials 300 PAA 16 10.84 small-cap Long NaN 23.0 4.992712e+07 27.0 Energy 323 QRTEA 8 5.51 small-cap Long NaN 17.0 4.881214e+07 17.0 Consumer Cyclical 243 CONE 8 1.54 small-cap Long NaN 8.0 4.748210e+07 36.0 Real Estate 284 TFII 25 17.16 small-cap Long NaN 25.0 4.147292e+07 77.0 Industrials 270 RGLD 18 3.75 small-cap Long NaN 45.0 3.926371e+07 43.0 Basic Materials 301 SRCL 24 11.81 small-cap Long NaN 42.0 3.535164e+07 36.0 Industrials 311 CHH 13 3.95 small-cap Long NaN 17.0 3.490737e+07 48.0 Consumer Cyclical 256 SYNH 6 -1.29 small-cap Long NaN 6.0 3.361830e+07 38.0 Healthcare 307 JHG 29 16.77 small-cap Long NaN 57.0 2.905795e+07 41.0 Financial Services 250 PHYS 16 3.99 small-cap Long NaN 41.0 2.877875e+07 21.0 unknown 260 MBT 10 -0.63 small-cap Long NaN 32.0 2.806474e+07 18.0 Communication Services 314 PSXP 18 16.11 small-cap Long NaN 68.0 2.242196e+07 63.0 Energy 272 SC 40 34.67 small-cap Long NaN 40.0 2.239814e+07 77.0 Financial Services 293 AIRC 6 2.98 small-cap Long NaN 6.0 2.197163e+07 18.0 Real Estate 283 CACC 11 4.42 small-cap Long NaN 26.0 1.768528e+07 26.0 Financial Services 315 MPLN 10 8.43 small-cap Long NaN 37.0 1.715339e+07 13.0 Healthcare 267 ADT 9 8.29 small-cap Long NaN 9.0 1.705355e+07 36.0 Industrials 245 EBR 13 14.60 small-cap Long NaN 69.0 1.232512e+07 43.0 Utilities 320 KT 15 13.48 small-cap Long NaN 15.0 9.593124e+06 76.0 Communication Services 274 ICL 6 3.25 small-cap Long NaN 6.0 2.030893e+06 77.0 Basic Materials 271 BSMX 11 0.73 small-cap Long NaN 11.0 1.106510e+06 46.0 Financial Services 239 WTRU 6 -0.54 small-cap Long NaN 6.0 5.473710e+05 18.0 unknown Mean Return: 7.72891891891892 Mean Day/Week: 13.972972972972974 Accuracy:0.918918918918919 *******************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 261 YY 24 -24.47 small-cap Short NaN -61.0 2.738686e+08 -46.0 Communication Services 277 MSTR 32 -33.79 small-cap Short NaN -68.0 2.043031e+08 -49.0 Technology 258 RNR 9 -4.41 small-cap Short NaN -21.0 1.083301e+08 -16.0 Financial Services 249 ARMK 9 0.46 small-cap Short NaN -49.0 7.205963e+07 -22.0 Consumer Cyclical 321 VNET 24 -25.65 small-cap Short NaN -73.0 5.303740e+07 -62.0 Technology 264 MLCO 17 -4.91 small-cap Short NaN -48.0 5.032350e+07 -23.0 Consumer Cyclical 279 TGTX 21 -21.94 small-cap Short NaN -48.0 4.127536e+07 -56.0 Healthcare 287 IOVA 15 -25.11 small-cap Short NaN -15.0 3.623767e+07 -70.0 Healthcare 326 ARRY 16 -25.71 small-cap Short NaN -16.0 3.463465e+07 -73.0 Technology 280 KOD 18 -23.46 small-cap Short NaN -18.0 2.556350e+07 -73.0 Healthcare 278 TTEK 15 -2.90 small-cap Short NaN -31.0 2.287810e+07 -26.0 Industrials 327 ENIC 23 -6.40 small-cap Short NaN -25.0 3.096533e+06 -73.0 Utilities Mean Return: -16.52416666666667 Mean Day/Week: 18.583333333333332 Accuracy:0.9166666666666666 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 30 Communication Services 5 Consumer Cyclical 24 Consumer Defensive 11 Energy 31 Financial Services 50 Healthcare 24 Industrials 32 Real Estate 29 Technology 18 Utilities 1 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 1 Communication Services 1 Consumer Cyclical 7 Consumer Defensive 9 Energy 3 Financial Services 14 Healthcare 39 Industrials 6 Real Estate 2 Technology 11 unknown 2 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 491 MGY 1 0.0 penny-cap Long NaN 2.0 4.372775e+07 4.0 Energy Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 450 KRTX 1 0.0 penny-cap Short NaN -1.0 1.279716e+07 -5.0 Healthcare Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 491 MGY 1 0.0 penny-cap Long NaN 2.0 4.372775e+07 4.0 Energy Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 514 BIG 1 0.0 penny-cap Short NaN -45.0 6.610982e+07 -2.0 Consumer Defensive 450 KRTX 1 0.0 penny-cap Short NaN -1.0 1.279716e+07 -5.0 Healthcare Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 681 SM 3 13.02 penny-cap Long NaN 3.0 1.241812e+08 77.0 Energy 523 ASO 2 1.97 penny-cap Long NaN 2.0 7.837299e+07 77.0 Consumer Cyclical 338 CUZ 2 3.61 penny-cap Long NaN 2.0 7.224886e+07 65.0 Real Estate 530 WBT 1 0.00 penny-cap Long NaN 1.0 6.875214e+07 77.0 Industrials 370 OLN 3 3.48 penny-cap Long NaN 3.0 6.550160e+07 77.0 Basic Materials 335 STAA 4 5.83 penny-cap Long NaN 4.0 6.461469e+07 43.0 Healthcare 349 SRC 1 0.00 penny-cap Long NaN 1.0 6.097005e+07 77.0 Real Estate 339 UNM 2 1.74 penny-cap Long NaN 2.0 5.738327e+07 77.0 Financial Services 563 AAT 2 3.50 penny-cap Long NaN 3.0 5.021184e+07 70.0 Real Estate 634 ERJ 3 2.84 penny-cap Long NaN 3.0 4.730724e+07 77.0 Industrials 527 PGRE 5 6.04 penny-cap Long NaN 5.0 4.449928e+07 69.0 Real Estate 412 ADNT 1 0.00 penny-cap Long NaN 1.0 4.418736e+07 61.0 Consumer Cyclical 491 MGY 1 0.00 penny-cap Long NaN 2.0 4.372775e+07 4.0 Energy 363 RYN 1 0.00 penny-cap Long NaN 1.0 4.214624e+07 42.0 Real Estate 552 ABR 4 3.92 penny-cap Long NaN 4.0 4.197320e+07 77.0 Real Estate 519 IDCC 4 4.81 penny-cap Long NaN 4.0 3.713517e+07 39.0 Communication Services 433 APLE 1 0.00 penny-cap Long NaN 1.0 3.575580e+07 77.0 Real Estate 531 HRI 1 0.00 penny-cap Long NaN 1.0 3.380271e+07 77.0 Industrials 477 TROX 1 0.00 penny-cap Long NaN 1.0 3.292889e+07 47.0 Basic Materials 506 NAVI 4 4.15 penny-cap Long NaN 4.0 3.162736e+07 77.0 Financial Services 358 NAV 1 0.00 penny-cap Long NaN 1.0 2.895353e+07 42.0 Industrials 387 SEM 4 0.05 penny-cap Long NaN 4.0 2.729278e+07 66.0 Healthcare 600 GES 2 1.57 penny-cap Long NaN 2.0 2.712248e+07 42.0 Consumer Cyclical 569 BOOT 3 1.13 penny-cap Long NaN 3.0 2.604432e+07 77.0 Consumer Cyclical 427 LXP 1 0.00 penny-cap Long NaN 1.0 2.504641e+07 61.0 Real Estate 464 NSA 1 0.00 penny-cap Long NaN 1.0 2.499572e+07 77.0 Real Estate 360 LAZ 1 0.00 penny-cap Long NaN 1.0 2.390321e+07 42.0 Financial Services 381 NVT 1 0.00 penny-cap Long NaN 1.0 2.287988e+07 77.0 Industrials 402 AIMC 1 0.00 penny-cap Long NaN 1.0 1.978594e+07 41.0 Industrials 435 ESRT 1 0.00 penny-cap Long NaN 1.0 1.870379e+07 77.0 Real Estate 518 TDS 1 0.00 penny-cap Long NaN 1.0 1.790458e+07 61.0 Communication Services 389 BCPC 1 0.00 penny-cap Long NaN 1.0 1.625588e+07 70.0 Basic Materials 359 CLH 1 0.00 penny-cap Long NaN 1.0 1.586335e+07 77.0 Industrials 482 BRC 3 2.36 penny-cap Long NaN 3.0 1.319541e+07 8.0 Industrials 628 IRT 1 0.00 penny-cap Long NaN 1.0 1.280084e+07 77.0 Real Estate 475 GBDC 2 0.88 penny-cap Long NaN 2.0 1.275032e+07 13.0 Financial Services 521 RPAI 1 0.00 penny-cap Long NaN 1.0 1.256147e+07 13.0 Real Estate 529 PDM 1 0.00 penny-cap Long NaN 1.0 1.255927e+07 13.0 Real Estate 520 FWRD 2 1.03 penny-cap Long NaN 2.0 1.238651e+07 77.0 Industrials 397 AB 2 0.22 penny-cap Long NaN 2.0 1.170442e+07 77.0 Financial Services 599 GNL 2 1.38 penny-cap Long NaN 2.0 1.129047e+07 13.0 Real Estate 367 GTES 1 0.00 penny-cap Long NaN 1.0 9.976125e+06 77.0 Industrials 431 FSKR 1 0.00 penny-cap Long NaN 1.0 9.445911e+06 77.0 Financial Services 554 RVNC 4 -1.11 penny-cap Long NaN 4.0 9.139849e+06 29.0 Healthcare 586 NPO 1 0.00 penny-cap Long NaN 1.0 7.556775e+06 77.0 Industrials 582 PRAA 2 1.21 penny-cap Long NaN 4.0 7.508931e+06 46.0 Financial Services 366 NEA 5 0.66 penny-cap Long NaN 5.0 7.288953e+06 40.0 Financial Services 550 CRVL 3 0.90 penny-cap Long NaN 3.0 7.013627e+06 40.0 Financial Services 669 CNDT 3 -0.72 penny-cap Long NaN 3.0 6.040012e+06 77.0 Technology 565 RQI 1 0.00 penny-cap Long NaN 1.0 5.565839e+06 77.0 Financial Services 388 NVG 4 0.46 penny-cap Long NaN 4.0 5.475140e+06 40.0 Financial Services 679 NXRT 3 2.80 penny-cap Long NaN 3.0 4.850939e+06 60.0 Real Estate 620 HYT 5 0.83 penny-cap Long NaN 5.0 4.571809e+06 13.0 Financial Services 581 BDJ 2 0.58 penny-cap Long NaN 2.0 4.551726e+06 77.0 Financial Services 588 ROAD 2 1.77 penny-cap Long NaN 3.0 4.428283e+06 32.0 Industrials 649 BUSE 4 3.88 penny-cap Long NaN 4.0 4.399885e+06 13.0 Financial Services 664 TGP 1 0.00 penny-cap Long NaN 1.0 3.907570e+06 77.0 Energy 547 BTT 1 0.00 penny-cap Long NaN 1.0 3.801852e+06 39.0 Financial Services 558 DSL 1 0.00 penny-cap Long NaN 1.0 3.593277e+06 77.0 Financial Services 487 NZF 2 0.47 penny-cap Long NaN 2.0 3.471187e+06 39.0 Financial Services 606 FPF 5 0.49 penny-cap Long NaN 5.0 3.415400e+06 47.0 Financial Services 560 RVT 1 0.00 penny-cap Long NaN 1.0 2.853655e+06 77.0 Financial Services 666 CHY 1 0.00 penny-cap Long NaN 1.0 2.490499e+06 40.0 Financial Services 498 AFYA 2 0.64 penny-cap Long NaN 2.0 2.158779e+06 17.0 Consumer Defensive 663 RNP 2 0.92 penny-cap Long NaN 2.0 2.110759e+06 77.0 Financial Services 622 ETG 4 1.02 penny-cap Long NaN 4.0 1.998464e+06 77.0 Financial Services 449 FISK 1 0.00 penny-cap Long NaN 1.0 2.037230e+05 6.0 Real Estate 439 ESBA 1 0.00 penny-cap Long NaN 1.0 1.577630e+05 77.0 Real Estate 399 VLYPP 1 0.00 penny-cap Long NaN 2.0 9.691800e+04 41.0 Financial Services 441 OGCP 1 0.00 penny-cap Long NaN 1.0 6.361259e+04 70.0 Real Estate Mean Return: 2.1758333333333333 Mean Day/Week: 4.0 Accuracy:0.9444444444444444 *******************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 660 GEO 3 6.57 penny-cap Short NaN -3.0 3.005321e+07 -49.0 Real Estate 483 THS 3 -0.10 penny-cap Short NaN -5.0 1.946795e+07 -20.0 Consumer Defensive 450 KRTX 1 0.00 penny-cap Short NaN -1.0 1.279716e+07 -5.0 Healthcare 623 NXGN 3 2.02 penny-cap Short NaN -3.0 1.187074e+07 -69.0 Healthcare 654 ITOS 1 0.00 penny-cap Short NaN -1.0 8.028736e+06 -49.0 Healthcare 596 ZEAL 1 0.00 penny-cap Short NaN -1.0 2.571269e+05 -20.0 Healthcare 601 MSC 5 -3.42 penny-cap Short NaN -5.0 4.493451e+04 -136.0 Consumer Cyclical Mean Return: 1.2675 Mean Day/Week: 4.25 Accuracy:0.5 *******************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 351 AMC 9 104.68 penny-cap Long NaN 12.0 1.515517e+10 15.0 Communication Services 473 RRC 14 22.64 penny-cap Long NaN 21.0 1.420203e+08 21.0 Energy 535 AR 17 22.98 penny-cap Long NaN 17.0 1.384792e+08 77.0 Energy 453 SWN 16 22.74 penny-cap Long NaN 19.0 1.201199e+08 25.0 Energy 545 MUR 14 18.36 penny-cap Long NaN 18.0 9.674669e+07 26.0 Energy 509 MAC 6 10.86 penny-cap Long NaN 27.0 9.598173e+07 18.0 Real Estate 451 ELY 15 10.20 penny-cap Long NaN 29.0 8.698031e+07 18.0 Consumer Cyclical 589 DEN 8 14.34 penny-cap Long NaN 8.0 8.506715e+07 77.0 Energy 350 SLG 7 8.03 penny-cap Long NaN 7.0 8.038719e+07 70.0 Real Estate 378 HL 16 26.37 penny-cap Long NaN 18.0 7.996036e+07 18.0 Basic Materials 368 PGNY 8 13.01 penny-cap Long NaN 8.0 6.666981e+07 37.0 Healthcare 400 IGT 15 22.52 penny-cap Long NaN 24.0 6.308977e+07 15.0 Consumer Cyclical 337 DEI 7 4.66 penny-cap Long NaN 8.0 6.220791e+07 69.0 Real Estate 540 MTDR 20 19.14 penny-cap Long NaN 20.0 5.987590e+07 77.0 Energy 466 PSLV 7 1.41 penny-cap Long NaN 31.0 5.976610e+07 18.0 unknown 371 IMAB 11 24.70 penny-cap Long NaN 33.0 5.851488e+07 28.0 Healthcare 562 UFS 26 35.33 penny-cap Long NaN 26.0 5.839541e+07 77.0 Basic Materials 675 PLCE 11 6.45 penny-cap Long NaN 11.0 5.560354e+07 12.0 Consumer Cyclical 382 SGMS 25 29.82 penny-cap Long NaN 33.0 5.532295e+07 29.0 Consumer Cyclical 505 MLHR 16 11.61 penny-cap Long NaN 16.0 5.146272e+07 70.0 Consumer Cyclical 459 BNL 23 11.72 penny-cap Long NaN 43.0 5.145532e+07 33.0 Real Estate 510 BCRX 11 11.05 penny-cap Long NaN 18.0 4.782791e+07 18.0 Healthcare 380 AM 16 8.85 penny-cap Long NaN 19.0 4.534342e+07 29.0 Energy 333 BPOP 20 8.19 penny-cap Long NaN 20.0 4.508128e+07 77.0 Financial Services 548 VSTO 14 24.03 penny-cap Long NaN 20.0 4.482061e+07 21.0 Consumer Cyclical 536 DDS 12 10.10 penny-cap Long NaN 12.0 4.442165e+07 27.0 Consumer Cyclical 420 CHX 14 11.03 penny-cap Long NaN 19.0 4.420142e+07 29.0 Energy 355 CC 21 20.18 penny-cap Long NaN 46.0 4.297023e+07 46.0 Basic Materials 364 SWCH 12 2.39 penny-cap Long NaN 43.0 4.284731e+07 34.0 Technology 419 COMM 17 11.87 penny-cap Long NaN 17.0 3.885304e+07 77.0 Technology 446 RRR 24 18.72 penny-cap Long NaN 24.0 3.785373e+07 77.0 Consumer Cyclical 645 EVRI 8 8.68 penny-cap Long NaN 25.0 3.668141e+07 29.0 Consumer Cyclical 455 MDRX 12 4.66 penny-cap Long NaN 33.0 3.507928e+07 15.0 Healthcare 372 SWAV 9 11.56 penny-cap Long NaN 9.0 3.433950e+07 44.0 Healthcare 576 CCS 8 7.23 penny-cap Long NaN 23.0 3.356118e+07 77.0 Consumer Cyclical 465 SUM 17 13.30 penny-cap Long NaN 17.0 3.286613e+07 77.0 Basic Materials 539 CRC 10 4.69 penny-cap Long NaN 17.0 3.239106e+07 11.0 Energy 595 CNR 10 14.60 penny-cap Long NaN 10.0 3.018762e+07 77.0 Industrials 478 CIM 10 4.96 penny-cap Long NaN 10.0 2.971161e+07 77.0 Real Estate 447 MED 16 11.70 penny-cap Long NaN 19.0 2.948576e+07 18.0 Consumer Cyclical 559 DRNA 6 2.32 penny-cap Long NaN 6.0 2.924182e+07 12.0 Healthcare 421 CVLT 6 1.71 penny-cap Long NaN 6.0 2.861197e+07 77.0 Technology 354 VVV 33 22.20 penny-cap Long NaN 33.0 2.861176e+07 77.0 Energy 377 SSRM 12 8.22 penny-cap Long NaN 55.0 2.842880e+07 24.0 Basic Materials 434 MIME 15 6.47 penny-cap Long NaN 35.0 2.650055e+07 17.0 Technology 503 FSK 6 3.16 penny-cap Long NaN 6.0 2.585726e+07 77.0 Financial Services 462 AZUL 6 10.38 penny-cap Long NaN 28.0 2.492134e+07 17.0 Industrials 593 AAWW 13 2.74 penny-cap Long NaN 43.0 2.465128e+07 73.0 Industrials 409 UNVR 27 19.51 penny-cap Long NaN 46.0 2.439061e+07 61.0 Basic Materials 404 HRB 16 3.56 penny-cap Long NaN 16.0 2.434766e+07 77.0 Consumer Cyclical 471 PRMW 12 -0.37 penny-cap Long NaN 12.0 2.321910e+07 42.0 Consumer Defensive 394 LEGN 11 24.19 penny-cap Long NaN 27.0 2.313328e+07 30.0 Healthcare 629 CASH 23 8.15 penny-cap Long NaN 23.0 2.221979e+07 77.0 Financial Services 353 NOMD 6 1.90 penny-cap Long NaN 6.0 2.194247e+07 55.0 Consumer Defensive 405 AQUA 7 4.69 penny-cap Long NaN 7.0 2.184323e+07 37.0 Industrials 361 ESI 7 4.96 penny-cap Long NaN 27.0 2.172246e+07 77.0 Basic Materials 428 JJSF 23 7.73 penny-cap Long NaN 29.0 2.126551e+07 32.0 Consumer Defensive 537 BDN 6 3.08 penny-cap Long NaN 6.0 2.105652e+07 70.0 Real Estate 476 MD 17 1.22 penny-cap Long NaN 17.0 2.073039e+07 42.0 Healthcare 461 HGV 6 1.04 penny-cap Long NaN 6.0 2.072190e+07 77.0 Consumer Cyclical 541 PRFT 36 13.46 penny-cap Long NaN 36.0 1.971579e+07 77.0 Technology 511 SGRY 26 19.93 penny-cap Long NaN 26.0 1.941979e+07 77.0 Healthcare 470 COKE 12 23.92 penny-cap Long NaN 12.0 1.894218e+07 61.0 Consumer Defensive 425 NUS 16 3.81 penny-cap Long NaN 36.0 1.805466e+07 18.0 Consumer Defensive 567 VRTS 10 3.89 penny-cap Long NaN 10.0 1.759328e+07 77.0 Financial Services 575 PAGP 17 16.25 penny-cap Long NaN 24.0 1.738977e+07 27.0 Energy 406 CWK 21 8.56 penny-cap Long NaN 21.0 1.678400e+07 61.0 Real Estate 572 IAG 11 3.35 penny-cap Long NaN 17.0 1.665200e+07 18.0 Basic Materials 613 CORE 8 -0.02 penny-cap Long NaN 8.0 1.662955e+07 70.0 Consumer Defensive 652 RGR 15 10.73 penny-cap Long NaN 16.0 1.582861e+07 18.0 Industrials 456 ITCI 7 -1.93 penny-cap Long NaN 24.0 1.576538e+07 16.0 Healthcare 481 FCFS 27 14.23 penny-cap Long NaN 35.0 1.557293e+07 62.0 Financial Services 463 CBT 21 15.35 penny-cap Long NaN 27.0 1.543853e+07 77.0 Basic Materials 410 AGI 12 5.42 penny-cap Long NaN 58.0 1.540411e+07 39.0 Basic Materials 416 GOLF 18 4.10 penny-cap Long NaN 18.0 1.521222e+07 18.0 Consumer Cyclical 522 GGAL 6 11.56 penny-cap Long NaN 24.0 1.470434e+07 12.0 Financial Services 621 XPEL 17 28.27 penny-cap Long NaN 36.0 1.435162e+07 42.0 Consumer Cyclical 573 GOL 17 6.77 penny-cap Long NaN 41.0 1.293583e+07 28.0 Industrials 555 GTN 13 7.67 penny-cap Long NaN 32.0 1.281668e+07 77.0 Communication Services 411 SXT 13 3.46 penny-cap Long NaN 35.0 1.281250e+07 61.0 Basic Materials 580 GNW 8 1.54 penny-cap Long NaN 82.0 1.261292e+07 32.0 Financial Services 614 NGD 9 11.58 penny-cap Long NaN 40.0 1.227424e+07 21.0 Basic Materials 467 EVTC 20 7.34 penny-cap Long NaN 42.0 1.183239e+07 42.0 Technology 561 HSKA 7 -3.90 penny-cap Long NaN 24.0 1.181882e+07 12.0 Healthcare 454 EXLS 19 6.12 penny-cap Long NaN 19.0 1.170869e+07 63.0 Technology 513 MAG 7 9.57 penny-cap Long NaN 37.0 1.170370e+07 12.0 Basic Materials 626 SAND 15 7.02 penny-cap Long NaN 60.0 1.170080e+07 42.0 Basic Materials 543 CSTM 20 10.02 penny-cap Long NaN 26.0 1.155855e+07 61.0 Basic Materials 661 EXTR 8 -1.96 penny-cap Long NaN 8.0 1.098233e+07 39.0 Technology 332 DAVA 10 13.33 penny-cap Long NaN 26.0 1.091338e+07 29.0 Technology 489 PLXS 12 0.44 penny-cap Long NaN 12.0 1.066872e+07 77.0 Technology 618 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 494 MTX 18 6.57 penny-cap Long NaN 18.0 9.678145e+06 77.0 Basic Materials 568 PIPR 13 6.96 penny-cap Long NaN 13.0 9.629284e+06 77.0 Financial Services 516 PBH 16 6.56 penny-cap Long NaN 16.0 9.521601e+06 21.0 Healthcare 605 HNI 13 6.23 penny-cap Long NaN 23.0 9.354072e+06 65.0 Industrials 633 INVA 7 3.03 penny-cap Long NaN 14.0 9.272616e+06 16.0 Healthcare 644 ESTA 6 3.03 penny-cap Long NaN 6.0 8.568101e+06 77.0 Healthcare 362 CEF 14 4.45 penny-cap Long NaN 37.0 8.382434e+06 21.0 unknown 643 RAVN 7 5.05 penny-cap Long NaN 11.0 8.065082e+06 29.0 Industrials 676 CTS 12 12.91 penny-cap Long NaN 26.0 7.672957e+06 19.0 Technology 415 NG 13 9.63 penny-cap Long NaN 18.0 7.580533e+06 38.0 Basic Materials 609 SVM 7 6.70 penny-cap Long NaN 40.0 7.275312e+06 12.0 Basic Materials 636 WIRE 26 14.24 penny-cap Long NaN 26.0 6.859223e+06 77.0 Industrials 650 TVTY 7 4.00 penny-cap Long NaN 8.0 6.802005e+06 30.0 Healthcare 515 PVG 11 -3.06 penny-cap Long NaN 11.0 6.534662e+06 21.0 Basic Materials 602 MEI 6 3.14 penny-cap Long NaN 6.0 6.507187e+06 47.0 Technology 632 NMRK 17 1.86 penny-cap Long NaN 17.0 6.506262e+06 77.0 Real Estate 553 MGRC 11 2.15 penny-cap Long NaN 11.0 6.385102e+06 13.0 Industrials 408 NAD 8 1.35 penny-cap Long NaN 8.0 6.201947e+06 39.0 Financial Services 594 SA 8 4.24 penny-cap Long NaN 39.0 6.111773e+06 18.0 Basic Materials 460 EXG 10 3.23 penny-cap Long NaN 10.0 5.988829e+06 61.0 Financial Services 479 ANAT 18 22.97 penny-cap Long NaN 18.0 5.405007e+06 63.0 Financial Services 445 USM 15 2.42 penny-cap Long NaN 15.0 5.299994e+06 61.0 Communication Services 533 OR 21 13.62 penny-cap Long NaN 56.0 5.294841e+06 39.0 Basic Materials 334 TFSL 6 1.44 penny-cap Long NaN 13.0 5.277193e+06 19.0 Financial Services 407 CNS 16 6.03 penny-cap Long NaN 42.0 4.931868e+06 27.0 Financial Services 486 ENBL 24 20.09 penny-cap Long NaN 24.0 4.415448e+06 77.0 Energy 670 CLNC 13 5.92 penny-cap Long NaN 18.0 4.390301e+06 13.0 Real Estate 577 DKL 12 3.94 penny-cap Long NaN 36.0 4.348647e+06 14.0 Energy 524 GDV 6 0.04 penny-cap Long NaN 6.0 4.215538e+06 77.0 Financial Services 641 BPMP 19 6.70 penny-cap Long NaN 27.0 4.013309e+06 63.0 Energy 496 NAC 8 2.39 penny-cap Long NaN 45.0 3.488420e+06 39.0 Financial Services 611 BTZ 9 0.81 penny-cap Long NaN 43.0 2.414134e+06 23.0 Financial Services 672 ETW 7 1.58 penny-cap Long NaN 7.0 2.157780e+06 59.0 Financial Services 571 AMK 7 3.25 penny-cap Long NaN 22.0 1.745693e+06 13.0 Financial Services 597 VCTR 10 1.58 penny-cap Long NaN 10.0 1.627560e+06 61.0 Financial Services 557 DCBO 8 -1.25 penny-cap Long NaN 42.0 1.290557e+06 27.0 Technology 448 CIXX 13 8.01 penny-cap Long NaN 39.0 5.303065e+05 77.0 Financial Services 584 KEN 10 2.55 penny-cap Long NaN 41.0 4.650147e+05 32.0 Utilities 551 SIM 13 14.33 penny-cap Long NaN 35.0 5.481409e+04 35.0 Basic Materials 436 TDI 11 0.96 penny-cap Long NaN 11.0 2.106216e+04 41.0 unknown Mean Return: 9.591893939393941 Mean Day/Week: 13.340909090909092 Accuracy:0.946969696969697 *******************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 347 HFC 7 0.07 penny-cap Short NaN -52.0 9.959969e+07 -20.0 Energy 495 PUBM 18 -24.34 penny-cap Short NaN -60.0 8.668564e+07 -33.0 Technology 544 CALM 7 -3.26 penny-cap Short NaN -45.0 5.361959e+07 -30.0 Consumer Defensive 383 EGHT 21 -31.22 penny-cap Short NaN -21.0 3.849854e+07 -23.0 Technology 525 INT 6 -0.86 penny-cap Short NaN -48.0 3.395103e+07 -9.0 Energy 603 IMGN 19 -19.45 penny-cap Short NaN -62.0 2.761028e+07 -45.0 Healthcare 379 INSM 19 -16.30 penny-cap Short NaN -19.0 2.644416e+07 -55.0 Healthcare 340 SAGE 18 -2.27 penny-cap Short NaN -18.0 2.557173e+07 -20.0 Healthcare 331 ALLO 22 -18.71 penny-cap Short NaN -23.0 2.464828e+07 -24.0 Healthcare 390 SEER 20 -33.96 penny-cap Short NaN -20.0 2.358195e+07 -122.0 Healthcare 564 EB 9 1.81 penny-cap Short NaN -47.0 2.245128e+07 -15.0 Technology 662 ZGNX 6 -4.01 penny-cap Short NaN -6.0 2.114378e+07 -41.0 Healthcare 391 CNNE 15 -1.56 penny-cap Short NaN -24.0 2.082026e+07 -20.0 Consumer Cyclical 492 STRA 23 -4.87 penny-cap Short NaN -34.0 1.913707e+07 -31.0 Consumer Defensive 570 HRTX 12 -3.43 penny-cap Short NaN -13.0 1.840502e+07 -13.0 Healthcare 472 RCUS 11 -12.61 penny-cap Short NaN -19.0 1.734470e+07 -48.0 Healthcare 375 LOPE 16 -3.01 penny-cap Short NaN -43.0 1.718811e+07 -18.0 Consumer Defensive 401 SLQT 14 -6.52 penny-cap Short NaN -30.0 1.701662e+07 -16.0 Financial Services 502 EAR 18 -19.63 penny-cap Short NaN -18.0 1.666535e+07 -52.0 Healthcare 437 GDOT 15 -4.67 penny-cap Short NaN -15.0 1.565647e+07 -136.0 Financial Services 430 LGND 24 -24.43 penny-cap Short NaN -72.0 1.544575e+07 -49.0 Healthcare 630 CHRS 7 0.00 penny-cap Short NaN -7.0 1.443632e+07 -74.0 Healthcare 374 CCXI 20 -60.44 penny-cap Short NaN -20.0 1.412447e+07 -62.0 Healthcare 658 STRO 8 -1.43 penny-cap Short NaN -8.0 1.239803e+07 -49.0 Healthcare 615 PLT 9 8.27 penny-cap Short NaN -60.0 1.178734e+07 -11.0 Technology 458 XNCR 18 -1.27 penny-cap Short NaN -18.0 1.165160e+07 -52.0 Healthcare 384 NKTR 15 -6.22 penny-cap Short NaN -60.0 1.148349e+07 -46.0 Healthcare 512 KURA 19 -12.69 penny-cap Short NaN -19.0 1.104457e+07 -136.0 Healthcare 619 CVGW 14 -1.35 penny-cap Short NaN -25.0 1.048922e+07 -22.0 Consumer Defensive 423 RVMD 6 -1.90 penny-cap Short NaN -48.0 1.001291e+07 -39.0 Healthcare 497 AVNS 21 -7.74 penny-cap Short NaN -21.0 9.516589e+06 -52.0 Healthcare 468 ESE 14 -4.00 penny-cap Short NaN -23.0 9.359118e+06 -16.0 Technology 538 NGM 6 -10.27 penny-cap Short NaN -6.0 8.682275e+06 -7.0 Healthcare 604 CSGS 10 -1.91 penny-cap Short NaN -44.0 8.634482e+06 -25.0 Technology 631 OMER 11 -13.90 penny-cap Short NaN -67.0 7.816082e+06 -45.0 Healthcare 612 WMK 9 -3.15 penny-cap Short NaN -9.0 7.578972e+06 -30.0 Consumer Defensive 624 TRIL 8 -4.32 penny-cap Short NaN -8.0 7.480567e+06 -136.0 Healthcare 422 ALXO 14 3.56 penny-cap Short NaN -14.0 7.404917e+06 -136.0 Healthcare 579 SLP 20 -8.28 penny-cap Short NaN -20.0 7.158954e+06 -54.0 Healthcare 585 HTLD 9 -2.50 penny-cap Short NaN -29.0 5.804424e+06 -15.0 Industrials 608 KNSA 20 -16.79 penny-cap Short NaN -53.0 5.604810e+06 -50.0 Healthcare 671 AKRO 18 0.38 penny-cap Short NaN -18.0 5.331063e+06 -22.0 Healthcare 667 RES 8 3.46 penny-cap Short NaN -8.0 4.946858e+06 -32.0 Energy 452 BRP 8 -2.09 penny-cap Short NaN -19.0 4.770498e+06 -20.0 Financial Services 532 PRAX 13 6.63 penny-cap Short NaN -13.0 4.434453e+06 -67.0 Healthcare 674 PASG 12 -14.56 penny-cap Short NaN -12.0 4.264119e+06 -136.0 Healthcare 646 RMAX 30 -1.92 penny-cap Short NaN -52.0 3.351727e+06 -35.0 Real Estate 648 FDMT 18 -19.96 penny-cap Short NaN -18.0 2.722844e+06 -52.0 Healthcare 591 BCAB 16 -7.77 penny-cap Short NaN -45.0 1.868381e+06 -38.0 Healthcare 683 IH 12 -3.11 penny-cap Short NaN -12.0 1.350961e+06 -136.0 Consumer Defensive 429 TARO 9 0.24 penny-cap Short NaN -23.0 1.282031e+06 -16.0 Healthcare 647 PRPB 10 0.10 penny-cap Short NaN -10.0 1.170153e+06 -63.0 Financial Services 682 CONX 7 -0.10 penny-cap Short NaN -7.0 1.117084e+06 -111.0 Financial Services 583 HLG 49 -31.57 penny-cap Short NaN -49.0 3.206722e+05 -136.0 Consumer Defensive 542 ITCB 11 -0.28 penny-cap Short NaN -25.0 1.460363e+05 -17.0 Financial Services 501 GB 18 -9.69 penny-cap Short NaN -36.0 1.221888e+05 -74.0 Technology Mean Return: -8.210714285714285 Mean Day/Week: 14.589285714285714 Accuracy:0.8214285714285714 ************************************** ************************************** ************************************** Error: []