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Stock daily Filter Report for 2021/07/09 05-40-12
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 17 Consumer Cyclical 10 Consumer Defensive 5 Energy 2 Financial Services 7 Healthcare 29 Industrials 14 Real Estate 8 Technology 45 Utilities 3 **************************************** big_industry_downtrending_count tickers industry Basic Materials 12 Communication Services 11 Consumer Cyclical 15 Consumer Defensive 12 Energy 3 Financial Services 33 Healthcare 12 Industrials 14 Real Estate 2 Technology 10 Utilities 6 *******************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 134 AWK 2 -1.1 big-cap Long NaN 2.0 9.176645e+07 4.0 Utilities Mean Return: -1.1 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 75 KLAC 1 0.0 big-cap Short NaN -3.0 2.708318e+08 -5.0 Technology 169 GDS 1 0.0 big-cap Short NaN -1.0 1.963821e+08 -5.0 Technology Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 134 AWK 2 -1.1 big-cap Long NaN 2.0 9.176645e+07 4.0 Utilities Mean Return: -1.1 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 75 KLAC 1 0.00 big-cap Short NaN -3.0 2.708318e+08 -5.0 Technology 169 GDS 1 0.00 big-cap Short NaN -1.0 1.963821e+08 -5.0 Technology 88 STZ 3 -1.07 big-cap Short NaN -40.0 1.752272e+08 -4.0 Consumer Defensive Mean Return: -1.07 Mean Day/Week: 5.0 Accuracy:1.0 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 GOOGL 3 -0.91 big-cap Long NaN 3.0 2.942565e+09 78.0 Communication Services 17 ORCL 1 0.00 big-cap Long NaN 2.0 1.396851e+09 78.0 Technology 8 CMCSA 3 0.99 big-cap Long NaN 3.0 1.168452e+09 10.0 Communication Services 24 BMY 3 0.06 big-cap Long NaN 3.0 7.618390e+08 21.0 Healthcare 16 PEP 1 0.00 big-cap Long NaN 1.0 5.730759e+08 72.0 Consumer Defensive 194 INVH 1 0.00 big-cap Long NaN 1.0 3.785584e+08 78.0 Real Estate 105 JCI 5 -0.12 big-cap Long NaN 5.0 3.431212e+08 78.0 Industrials 51 EQIX 1 0.00 big-cap Long NaN 1.0 3.297289e+08 59.0 Real Estate 31 AMT 4 1.84 big-cap Long NaN 4.0 3.208197e+08 75.0 Real Estate 50 ADP 2 -0.73 big-cap Long NaN 2.0 2.479471e+08 78.0 Industrials 152 ANET 2 -1.17 big-cap Long NaN 2.0 2.130293e+08 65.0 Technology 128 SBAC 3 0.84 big-cap Long NaN 3.0 1.913404e+08 76.0 Real Estate 22 SAP 1 0.00 big-cap Long NaN 1.0 1.375196e+08 64.0 Technology 182 ALB 5 -2.40 big-cap Long NaN 5.0 1.227284e+08 43.0 Basic Materials 224 IT 4 0.22 big-cap Long NaN 4.0 1.196556e+08 78.0 Technology 206 MAA 1 0.00 big-cap Long NaN 1.0 9.325920e+07 78.0 Real Estate 134 AWK 2 -1.10 big-cap Long NaN 2.0 9.176645e+07 4.0 Utilities 187 TRU 3 0.18 big-cap Long NaN 3.0 8.266650e+07 68.0 Industrials 21 NVO 2 0.97 big-cap Long NaN 2.0 8.257585e+07 57.0 Healthcare 197 BR 2 -1.03 big-cap Long NaN 4.0 7.812730e+07 10.0 Technology 162 GRMN 4 -0.17 big-cap Long NaN 4.0 6.698608e+07 78.0 Technology 240 OSH 2 -0.17 big-cap Long NaN 2.0 4.762094e+07 13.0 Healthcare 251 BAH 1 0.00 big-cap Long NaN 1.0 4.200019e+07 51.0 Industrials 207 BIP 5 -1.90 big-cap Long NaN 5.0 1.847442e+07 8.0 Utilities 68 RELX 3 -0.89 big-cap Long NaN 3.0 1.270552e+07 67.0 Communication Services Mean Return: -0.305 Mean Day/Week: 3.5555555555555554 Accuracy:0.3888888888888889 *******************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 35 MU 1 0.00 big-cap Short NaN -1.0 1.772618e+09 -48.0 Technology 11 PDD 2 -1.38 big-cap Short NaN -2.0 7.910861e+08 -6.0 Consumer Cyclical 132 EDU 1 0.00 big-cap Short NaN -1.0 4.913727e+08 -137.0 Consumer Defensive 48 BEKE 3 -7.56 big-cap Short NaN -3.0 3.205767e+08 -137.0 Real Estate 81 LU 4 -17.72 big-cap Short NaN -5.0 3.022153e+08 -137.0 Financial Services 75 KLAC 1 0.00 big-cap Short NaN -3.0 2.708318e+08 -5.0 Technology 140 BBY 2 -1.45 big-cap Short NaN -2.0 2.171709e+08 -21.0 Consumer Cyclical 169 GDS 1 0.00 big-cap Short NaN -1.0 1.963821e+08 -5.0 Technology 123 ZBH 1 0.00 big-cap Short NaN -1.0 1.689537e+08 -26.0 Healthcare 246 KC 3 -8.78 big-cap Short NaN -3.0 1.196726e+08 -137.0 Technology 211 CGC 1 0.00 big-cap Short NaN -1.0 5.929523e+07 -137.0 Healthcare 253 WRB 1 0.00 big-cap Short NaN -1.0 4.857777e+07 -26.0 Financial Services 263 OZON 1 0.00 big-cap Short NaN -1.0 3.941844e+07 -7.0 Consumer Cyclical 234 YSG 2 3.71 big-cap Short NaN -2.0 1.882486e+07 -137.0 Consumer Cyclical 266 BCH 3 -0.70 big-cap Short NaN -3.0 1.102024e+06 -43.0 Financial Services Mean Return: -4.840000000000001 Mean Day/Week: 3.857142857142857 Accuracy:0.8571428571428571 *******************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 0 AAPL 6 4.53 big-cap Long NaN 18.0 1.483421e+10 18.0 Technology 6 NVDA 31 24.71 big-cap Long NaN 31.0 9.796797e+09 65.0 Technology 1 MSFT 19 7.38 big-cap Long NaN 20.0 6.598420e+09 78.0 Technology 4 FB 10 0.85 big-cap Long NaN 10.0 4.830064e+09 78.0 Communication Services 30 AMD 7 0.47 big-cap Long NaN 31.0 4.063779e+09 15.0 Technology 58 MRNA 13 11.88 big-cap Long NaN 30.0 1.954965e+09 60.0 Healthcare 7 PYPL 15 6.00 big-cap Long NaN 29.0 1.740642e+09 34.0 Financial Services 64 ROKU 12 4.52 big-cap Long NaN 33.0 1.694115e+09 15.0 Communication Services 5 V 12 0.33 big-cap Long NaN 12.0 1.479470e+09 76.0 Financial Services 10 ADBE 20 12.52 big-cap Long NaN 24.0 1.088762e+09 68.0 Technology 28 ZM 14 3.33 big-cap Long NaN 36.0 1.057172e+09 24.0 Communication Services 69 CRWD 16 12.34 big-cap Long NaN 33.0 8.936873e+08 34.0 Technology 23 COST 9 3.18 big-cap Long NaN 9.0 8.834304e+08 65.0 Consumer Defensive 82 PTON 8 -2.24 big-cap Long NaN 36.0 7.060385e+08 15.0 Consumer Cyclical 77 DOCU 16 13.51 big-cap Long NaN 28.0 6.736974e+08 24.0 Technology 12 TMO 6 2.78 big-cap Long NaN 18.0 6.217014e+08 18.0 Healthcare 14 MRK 19 3.30 big-cap Long NaN 19.0 5.715951e+08 20.0 Healthcare 34 TGT 13 6.18 big-cap Long NaN 34.0 5.671562e+08 77.0 Consumer Defensive 19 ACN 9 4.84 big-cap Long NaN 9.0 5.618393e+08 78.0 Technology 74 CVNA 11 2.58 big-cap Long NaN 29.0 5.505139e+08 19.0 Consumer Cyclical 27 CHTR 10 4.43 big-cap Long NaN 10.0 5.355349e+08 59.0 Communication Services 43 SPGI 18 5.21 big-cap Long NaN 18.0 5.221933e+08 78.0 Financial Services 18 DHR 10 3.59 big-cap Long NaN 13.0 5.005505e+08 62.0 Healthcare 15 LLY 10 1.79 big-cap Long NaN 45.0 4.986849e+08 35.0 Healthcare 102 TTD 9 0.33 big-cap Long NaN 28.0 4.919592e+08 12.0 Technology 32 INTU 36 19.51 big-cap Long NaN 36.0 4.849440e+08 41.0 Technology 37 EL 6 -1.41 big-cap Long NaN 9.0 4.728294e+08 10.0 Consumer Defensive 63 REGN 21 9.90 big-cap Long NaN 24.0 4.355312e+08 53.0 Healthcare 157 ENPH 9 2.82 big-cap Long NaN 33.0 4.293608e+08 16.0 Technology 36 ISRG 18 8.73 big-cap Long NaN 18.0 4.286661e+08 63.0 Healthcare 46 ZTS 20 7.93 big-cap Long NaN 20.0 4.264625e+08 62.0 Healthcare 94 EBAY 13 6.52 big-cap Long NaN 26.0 3.817928e+08 45.0 Consumer Cyclical 201 GNRC 17 16.66 big-cap Long NaN 28.0 3.404801e+08 30.0 Industrials 38 GILD 6 -1.70 big-cap Long NaN 6.0 3.331785e+08 45.0 Healthcare 59 DASH 13 3.39 big-cap Long NaN 35.0 3.171663e+08 20.0 Communication Services 80 LULU 18 10.24 big-cap Long NaN 30.0 2.948526e+08 58.0 Consumer Cyclical 259 BILL 14 5.80 big-cap Long NaN 28.0 2.894993e+08 23.0 Technology 148 NET 23 24.22 big-cap Long NaN 31.0 2.857354e+08 36.0 Technology 111 INFO 17 4.22 big-cap Long NaN 17.0 2.830650e+08 78.0 Industrials 104 DXCM 9 3.83 big-cap Long NaN 26.0 2.748217e+08 26.0 Healthcare 122 PAYX 10 5.57 big-cap Long NaN 10.0 2.569858e+08 78.0 Industrials 213 DPZ 21 7.23 big-cap Long NaN 21.0 2.540684e+08 66.0 Consumer Cyclical 87 IDXX 31 17.45 big-cap Long NaN 31.0 2.520892e+08 39.0 Healthcare 93 SNPS 11 3.71 big-cap Long NaN 32.0 2.371425e+08 34.0 Technology 150 FTNT 29 15.93 big-cap Long NaN 29.0 2.274564e+08 78.0 Technology 103 A 20 4.14 big-cap Long NaN 28.0 2.271211e+08 67.0 Healthcare 184 HUBS 15 5.41 big-cap Long NaN 18.0 2.183551e+08 24.0 Technology 108 TROW 9 1.42 big-cap Long NaN 9.0 2.126501e+08 78.0 Financial Services 55 ILMN 19 4.34 big-cap Long NaN 33.0 2.086008e+08 29.0 Healthcare 91 PSA 24 6.95 big-cap Long NaN 24.0 2.066090e+08 78.0 Real Estate 147 WELL 25 10.30 big-cap Long NaN 26.0 2.048503e+08 78.0 Real Estate 67 MCO 18 7.51 big-cap Long NaN 18.0 2.045036e+08 78.0 Financial Services 97 MTCH 11 -1.99 big-cap Long NaN 20.0 1.922981e+08 15.0 Communication Services 66 EW 32 12.74 big-cap Long NaN 32.0 1.920185e+08 63.0 Healthcare 146 CPRT 13 3.89 big-cap Long NaN 13.0 1.809886e+08 64.0 Industrials 127 DDOG 15 5.27 big-cap Long NaN 35.0 1.780852e+08 34.0 Technology 62 TEAM 16 7.32 big-cap Long NaN 31.0 1.763548e+08 24.0 Technology 164 WST 14 5.78 big-cap Long NaN 14.0 1.748867e+08 65.0 Healthcare 124 ORLY 7 2.91 big-cap Long NaN 9.0 1.746759e+08 78.0 Consumer Cyclical 221 IFF 12 -0.34 big-cap Long NaN 20.0 1.741062e+08 39.0 Basic Materials 262 FSLR 8 -3.02 big-cap Long NaN 31.0 1.708408e+08 11.0 Technology 214 POOL 9 2.86 big-cap Long NaN 9.0 1.664119e+08 66.0 Consumer Cyclical 120 CARR 8 0.40 big-cap Long NaN 8.0 1.650281e+08 78.0 Industrials 130 MSI 13 5.11 big-cap Long NaN 42.0 1.559562e+08 78.0 Technology 113 LBRDK 10 5.06 big-cap Long NaN 10.0 1.536301e+08 59.0 Communication Services 117 MSCI 18 12.17 big-cap Long NaN 18.0 1.481373e+08 69.0 Financial Services 199 WAT 21 11.00 big-cap Long NaN 21.0 1.468253e+08 73.0 Healthcare 119 CTAS 13 6.49 big-cap Long NaN 16.0 1.463001e+08 72.0 Industrials 89 ROP 10 3.06 big-cap Long NaN 10.0 1.456112e+08 68.0 Industrials 208 EXR 25 10.52 big-cap Long NaN 25.0 1.453900e+08 78.0 Real Estate 192 AVTR 20 6.20 big-cap Long NaN 20.0 1.410286e+08 68.0 Basic Materials 268 AAP 7 1.10 big-cap Long NaN 9.0 1.369585e+08 78.0 Consumer Cyclical 137 ROK 13 2.60 big-cap Long NaN 25.0 1.322753e+08 33.0 Industrials 232 AVLR 12 0.41 big-cap Long NaN 30.0 1.225207e+08 19.0 Technology 167 ZBRA 8 2.43 big-cap Long NaN 8.0 1.215839e+08 35.0 Technology 131 RMD 21 17.15 big-cap Long NaN 32.0 1.157708e+08 47.0 Healthcare 83 VEEV 21 9.93 big-cap Long NaN 30.0 1.131098e+08 30.0 Healthcare 139 MTD 18 5.19 big-cap Long NaN 18.0 1.101444e+08 66.0 Healthcare 250 CG 11 1.89 big-cap Long NaN 11.0 1.011972e+08 78.0 Financial Services 163 YNDX 11 3.55 big-cap Long NaN 50.0 9.776002e+07 32.0 Communication Services 160 VRSN 11 2.43 big-cap Long NaN 11.0 9.742603e+07 68.0 Technology 195 PKI 20 5.28 big-cap Long NaN 20.0 9.639989e+07 45.0 Healthcare 188 TYL 6 4.74 big-cap Long NaN 23.0 9.568573e+07 16.0 Technology 45 INFY 22 7.36 big-cap Long NaN 33.0 9.153162e+07 30.0 Technology 241 CABO 14 2.53 big-cap Long NaN 34.0 9.104139e+07 15.0 Communication Services 227 CRL 20 6.75 big-cap Long NaN 20.0 8.629417e+07 78.0 Healthcare 243 DT 11 3.08 big-cap Long NaN 30.0 8.470866e+07 23.0 Technology 144 KEYS 10 1.01 big-cap Long NaN 26.0 7.895508e+07 34.0 Technology 228 BKI 9 1.60 big-cap Long NaN 68.0 6.489989e+07 19.0 Technology 185 ALNY 21 9.56 big-cap Long NaN 36.0 6.181003e+07 29.0 Healthcare 226 ESTC 14 2.44 big-cap Long NaN 33.0 5.967930e+07 25.0 Technology 230 TECH 20 5.77 big-cap Long NaN 20.0 5.795855e+07 78.0 Healthcare 260 AXON 11 6.93 big-cap Long NaN 27.0 5.060237e+07 23.0 Industrials 220 CDAY 8 -0.89 big-cap Long NaN 15.0 4.663404e+07 15.0 Technology 238 OTEX 10 0.78 big-cap Long NaN 26.0 1.762826e+07 23.0 Technology 151 EC 11 7.79 big-cap Long NaN 26.0 1.430403e+07 23.0 Energy 114 LBRDA 9 2.42 big-cap Long NaN 9.0 9.144090e+06 59.0 Communication Services 159 RCI 11 1.75 big-cap Long NaN 11.0 8.290282e+06 66.0 Communication Services 173 CQP 7 1.80 big-cap Long NaN 24.0 4.043991e+06 21.0 Energy Mean Return: 5.674444444444444 Mean Day/Week: 14.515151515151516 Accuracy:0.9292929292929293 *******************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 78 MET 13 -4.98 big-cap Short NaN -40.0 5.509444e+08 -15.0 Financial Services 47 CNI 15 -0.57 big-cap Short NaN -15.0 5.234862e+08 -41.0 Industrials 145 LUV 15 -8.08 big-cap Short NaN -60.0 4.297616e+08 -25.0 Industrials 149 DAL 19 -9.83 big-cap Short NaN -19.0 4.164522e+08 -27.0 Industrials 143 WLTW 6 -2.54 big-cap Short NaN -30.0 4.110637e+08 -16.0 Financial Services 85 WBA 10 -10.58 big-cap Short NaN -59.0 3.628629e+08 -16.0 Healthcare 101 LVS 25 -11.86 big-cap Short NaN -25.0 3.230961e+08 -46.0 Consumer Cyclical 52 CB 13 -0.60 big-cap Short NaN -21.0 2.094624e+08 -15.0 Financial Services 154 ED 7 1.81 big-cap Short NaN -36.0 1.775525e+08 -14.0 Utilities 168 FLT 23 -8.03 big-cap Short NaN -44.0 1.770772e+08 -41.0 Technology 57 SO 10 0.96 big-cap Short NaN -39.0 1.761014e+08 -16.0 Utilities 269 MOS 6 -3.62 big-cap Short NaN -24.0 1.339744e+08 -16.0 Basic Materials 193 MTB 12 -6.56 big-cap Short NaN -31.0 1.260091e+08 -15.0 Financial Services 125 PCAR 14 -1.55 big-cap Short NaN -18.0 1.204963e+08 -23.0 Industrials 203 HPE 14 -0.96 big-cap Short NaN -66.0 1.129711e+08 -16.0 Technology 65 PHG 18 -15.50 big-cap Short NaN -51.0 1.019042e+08 -29.0 Healthcare 158 TSN 10 -2.21 big-cap Short NaN -51.0 9.752487e+07 -17.0 Consumer Defensive 219 FMC 7 -3.40 big-cap Short NaN -35.0 9.595051e+07 -14.0 Basic Materials 239 MPW 14 1.08 big-cap Short NaN -14.0 9.212804e+07 -47.0 Real Estate 175 FOXA 6 -3.88 big-cap Short NaN -7.0 8.512540e+07 -7.0 Communication Services 235 SMG 25 -11.58 big-cap Short NaN -58.0 8.488753e+07 -35.0 Basic Materials 179 AEE 7 2.67 big-cap Short NaN -41.0 8.396518e+07 -14.0 Utilities 172 ETR 6 2.57 big-cap Short NaN -40.0 8.108558e+07 -12.0 Utilities 166 PPL 14 2.03 big-cap Short NaN -16.0 8.044267e+07 -16.0 Utilities 165 ABC 7 0.02 big-cap Short NaN -45.0 7.320040e+07 -16.0 Healthcare 248 CHRW 12 -3.79 big-cap Short NaN -15.0 7.165438e+07 -16.0 Industrials 109 MFC 19 -7.20 big-cap Short NaN -71.0 6.604357e+07 -35.0 Financial Services 72 VOD 12 -8.55 big-cap Short NaN -35.0 6.456963e+07 -36.0 Communication Services 180 QSR 8 -1.03 big-cap Short NaN -25.0 6.088119e+07 -15.0 Consumer Cyclical 272 AQN 13 -0.70 big-cap Short NaN -13.0 4.570544e+07 -137.0 Utilities 217 ABCL 23 -33.38 big-cap Short NaN -26.0 3.479177e+07 -30.0 Healthcare 174 FOX 6 -3.98 big-cap Short NaN -71.0 3.022107e+07 -7.0 Communication Services 245 PLTK 20 -12.69 big-cap Short NaN -20.0 2.909240e+07 -25.0 Communication Services 84 PUK 13 -9.98 big-cap Short NaN -64.0 1.095889e+07 -16.0 Financial Services 126 ORAN 13 -6.75 big-cap Short NaN -29.0 1.001084e+07 -25.0 Communication Services 261 CNA 8 -3.57 big-cap Short NaN -74.0 8.471816e+06 -14.0 Financial Services 156 CAJ 7 -1.89 big-cap Short NaN -47.0 5.554878e+06 -18.0 Technology 229 HBANO 6 -0.08 big-cap Short NaN -49.0 1.327119e+06 -137.0 Financial Services 233 ZNH 23 -11.64 big-cap Short NaN -23.0 4.414118e+05 -48.0 Industrials 267 CEA 12 -8.24 big-cap Short NaN -22.0 2.925796e+05 -51.0 Industrials 181 DISCB 10 -9.64 big-cap Short NaN -62.0 5.999885e+04 -39.0 Communication Services Mean Return: -5.324390243902439 Mean Day/Week: 12.707317073170731 Accuracy:0.8292682926829268 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 1 Consumer Defensive 1 Financial Services 3 Healthcare 11 Industrials 4 Real Estate 4 Technology 9 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 2 Consumer Cyclical 22 Consumer Defensive 5 Energy 2 Financial Services 27 Healthcare 8 Industrials 16 Real Estate 3 Technology 6 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 356 TPL 1 0.0 small-cap Short NaN -3.0 8.865399e+07 -4.0 Energy 315 ASND 1 0.0 small-cap Short NaN -2.0 1.161729e+07 -4.0 Healthcare 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 365 LHCG 1 0.0 small-cap Long NaN 22.0 6.068945e+07 5.0 Healthcare Mean Return: nan Mean Day/Week: inf 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 356 TPL 1 0.00 small-cap Short NaN -3.0 8.865399e+07 -4.0 Energy 402 PNFP 3 -1.34 small-cap Short NaN -74.0 2.530458e+07 -4.0 Financial Services 336 WWD 1 0.00 small-cap Short NaN -20.0 2.197261e+07 -3.0 Industrials 315 ASND 1 0.00 small-cap Short NaN -2.0 1.161729e+07 -4.0 Healthcare Mean Return: -1.34 Mean Day/Week: 6.0 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 374 LSI 3 0.24 small-cap Long NaN 3.0 1.107925e+08 78.0 Real Estate 332 ARCC 4 -0.65 small-cap Long NaN 4.0 3.264945e+07 30.0 Financial Services Mean Return: -0.20500000000000002 Mean Day/Week: 3.5 Accuracy:0.5 *******************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 349 KSS 3 -4.89 small-cap Short NaN -3.0 1.538410e+08 -34.0 Consumer Cyclical 362 PLNT 4 -2.83 small-cap Short NaN -4.0 1.035365e+08 -29.0 Consumer Cyclical 328 UA 1 0.00 small-cap Short NaN -1.0 9.872951e+07 -21.0 Consumer Cyclical 356 TPL 1 0.00 small-cap Short NaN -3.0 8.865399e+07 -4.0 Energy 323 YY 5 -11.04 small-cap Short NaN -5.0 8.677908e+07 -73.0 Communication Services 294 ARMK 3 -4.47 small-cap Short NaN -3.0 7.677258e+07 -8.0 Consumer Cyclical 348 BC 1 0.00 small-cap Short NaN -1.0 5.633613e+07 -25.0 Consumer Cyclical 360 AZEK 3 -3.37 small-cap Short NaN -3.0 5.472503e+07 -29.0 Industrials 352 ONEM 1 0.00 small-cap Short NaN -1.0 4.172823e+07 -137.0 Healthcare 322 CHDN 1 0.00 small-cap Short NaN -1.0 3.756654e+07 -54.0 Consumer Cyclical 330 MLCO 2 -3.55 small-cap Short NaN -2.0 3.649303e+07 -49.0 Consumer Cyclical 342 ANGI 4 -4.82 small-cap Short NaN -4.0 2.797617e+07 -54.0 Communication Services 371 LFUS 1 0.00 small-cap Short NaN -3.0 2.199284e+07 -27.0 Technology 339 ALLK 3 -1.21 small-cap Short NaN -3.0 2.120521e+07 -137.0 Healthcare 354 RBA 1 0.00 small-cap Short NaN -1.0 1.947053e+07 -23.0 Industrials 411 TNET 2 -0.56 small-cap Short NaN -2.0 1.166123e+07 -42.0 Industrials 315 ASND 1 0.00 small-cap Short NaN -2.0 1.161729e+07 -4.0 Healthcare 335 LPL 1 0.00 small-cap Short NaN -1.0 5.560158e+06 -23.0 Technology 410 ENIC 2 -0.37 small-cap Short NaN -2.0 1.475002e+06 -137.0 Utilities Mean Return: -3.711 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 282 DBX 21 5.93 small-cap Long NaN 33.0 1.507224e+08 38.0 Technology 273 VST 9 2.30 small-cap Long NaN 34.0 1.255916e+08 22.0 Utilities 318 FVRR 10 -3.25 small-cap Long NaN 30.0 1.252143e+08 15.0 Communication Services 306 DECK 9 0.84 small-cap Long NaN 12.0 1.164913e+08 13.0 Consumer Cyclical 386 ASAN 24 55.33 small-cap Long NaN 34.0 1.107416e+08 35.0 Technology 398 BIGC 12 7.90 small-cap Long NaN 32.0 1.009440e+08 23.0 Technology 319 SYNH 8 3.57 small-cap Long NaN 8.0 8.811207e+07 22.0 Healthcare 279 NTRA 10 -1.90 small-cap Long NaN 24.0 8.537832e+07 24.0 Healthcare 391 UPWK 12 2.09 small-cap Long NaN 30.0 6.483010e+07 24.0 Industrials 293 BRKR 20 7.97 small-cap Long NaN 21.0 5.790289e+07 78.0 Healthcare 355 VRT 38 15.65 small-cap Long NaN 38.0 5.591460e+07 68.0 Industrials 353 ARES 10 5.59 small-cap Long NaN 29.0 5.370919e+07 24.0 Financial Services 383 TNDM 10 2.55 small-cap Long NaN 27.0 5.177451e+07 20.0 Healthcare 296 SMAR 14 4.77 small-cap Long NaN 32.0 5.070522e+07 19.0 Technology 309 LSPD 15 5.78 small-cap Long NaN 32.0 4.633376e+07 34.0 Technology 375 GMED 10 7.54 small-cap Long NaN 12.0 4.202796e+07 64.0 Healthcare 307 DNLI 26 16.07 small-cap Long NaN 60.0 3.879513e+07 32.0 Healthcare 275 FWONK 10 0.68 small-cap Long NaN 13.0 3.373274e+07 11.0 Communication Services 334 MANH 30 7.93 small-cap Long NaN 30.0 3.362709e+07 51.0 Technology 384 VRNS 8 0.05 small-cap Long NaN 29.0 3.227621e+07 18.0 Technology 406 OMCL 11 1.75 small-cap Long NaN 23.0 1.585008e+07 36.0 Healthcare 400 DSGX 10 4.17 small-cap Long NaN 24.0 6.339748e+06 24.0 Technology 286 KOF 28 6.43 small-cap Long NaN 42.0 5.806170e+06 66.0 Consumer Defensive 276 FWONA 10 1.09 small-cap Long NaN 11.0 4.627204e+06 13.0 Communication Services 413 ASR 6 1.27 small-cap Long NaN 10.0 4.314182e+06 11.0 Industrials 346 PBCTP 15 3.36 small-cap Long NaN 36.0 3.773440e+05 38.0 Financial Services 351 JSM 28 2.38 small-cap Long NaN 31.0 3.340816e+05 47.0 unknown 299 AGNCM 6 1.03 small-cap Long NaN 6.0 3.090328e+05 13.0 Real Estate 281 RZA 6 -0.62 small-cap Long NaN 25.0 2.771485e+05 13.0 unknown Mean Return: 5.801724137931035 Mean Day/Week: 14.689655172413794 Accuracy:0.896551724137931 *******************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 290 KGC 9 -2.75 small-cap Short NaN -21.0 1.714796e+08 -15.0 Basic Materials 313 BLDR 6 -2.03 small-cap Short NaN -6.0 1.588140e+08 -28.0 Industrials 331 RL 8 -3.11 small-cap Short NaN -34.0 1.284638e+08 -20.0 Consumer Cyclical 373 ALK 15 -7.86 small-cap Short NaN -61.0 1.057548e+08 -26.0 Industrials 327 PAAS 13 -3.98 small-cap Short NaN -25.0 8.200487e+07 -19.0 Basic Materials 408 AER 9 -7.19 small-cap Short NaN -61.0 8.111052e+07 -21.0 Industrials 397 HBI 13 -5.97 small-cap Short NaN -41.0 7.569412e+07 -28.0 Consumer Cyclical 364 HTA 8 -1.07 small-cap Short NaN -11.0 7.329352e+07 -16.0 Real Estate 389 SNV 13 -5.45 small-cap Short NaN -41.0 6.396191e+07 -15.0 Financial Services 285 WU 16 -5.14 small-cap Short NaN -47.0 6.323946e+07 -34.0 Financial Services 310 NLSN 10 -4.70 small-cap Short NaN -31.0 6.195333e+07 -15.0 Industrials 278 GL 14 -0.14 small-cap Short NaN -34.0 5.956605e+07 -15.0 Financial Services 399 VAC 16 -9.06 small-cap Short NaN -74.0 5.699679e+07 -36.0 Consumer Cyclical 344 EXEL 8 -0.97 small-cap Short NaN -35.0 5.457815e+07 -31.0 Healthcare 382 PBCT 10 -7.70 small-cap Short NaN -33.0 5.294419e+07 -15.0 Financial Services 405 BTG 9 -5.75 small-cap Short NaN -25.0 4.935623e+07 -15.0 Basic Materials 390 PSTH 9 -4.24 small-cap Short NaN -23.0 4.417101e+07 -137.0 Financial Services 357 PFGC 10 -7.10 small-cap Short NaN -16.0 4.098228e+07 -42.0 Consumer Defensive 326 RS 8 -0.16 small-cap Short NaN -35.0 3.854987e+07 -15.0 Basic Materials 337 RGA 15 -6.18 small-cap Short NaN -56.0 3.492805e+07 -23.0 Financial Services 368 CDK 13 -2.85 small-cap Short NaN -17.0 3.285612e+07 -19.0 Technology 366 PB 8 -3.77 small-cap Short NaN -15.0 3.157451e+07 -15.0 Financial Services 403 BWXT 16 -8.97 small-cap Short NaN -52.0 2.540140e+07 -35.0 Industrials 345 CASY 19 -6.78 small-cap Short NaN -48.0 2.489765e+07 -21.0 Consumer Defensive 380 TKR 13 -3.91 small-cap Short NaN -33.0 2.434460e+07 -17.0 Industrials 300 ATR 12 -1.66 small-cap Short NaN -36.0 2.117405e+07 -18.0 Consumer Cyclical 396 MDU 12 -0.43 small-cap Short NaN -40.0 1.869763e+07 -15.0 Basic Materials 280 MNSO 12 -19.67 small-cap Short NaN -12.0 1.556081e+07 -31.0 Consumer Cyclical 320 NFE 9 -9.76 small-cap Short NaN -9.0 1.519530e+07 -137.0 Utilities 388 PRI 8 -6.20 small-cap Short NaN -21.0 1.314601e+07 -15.0 Financial Services 305 AEG 14 -4.03 small-cap Short NaN -32.0 1.270339e+07 -37.0 Financial Services 401 BOKF 8 -7.41 small-cap Short NaN -21.0 1.176250e+07 -8.0 Financial Services 347 GLPG 11 -4.20 small-cap Short NaN -11.0 8.871310e+06 -18.0 Healthcare 274 BSAC 9 -10.90 small-cap Short NaN -9.0 5.905737e+06 -43.0 Financial Services 370 ESLT 6 -1.64 small-cap Short NaN -6.0 1.308793e+06 -32.0 Industrials Mean Return: -5.220857142857143 Mean Day/Week: 11.114285714285714 Accuracy:1.0 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 3 Consumer Cyclical 6 Consumer Defensive 3 Energy 3 Financial Services 32 Healthcare 26 Industrials 11 Real Estate 8 Technology 27 Utilities 4 unknown 5 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 22 Communication Services 10 Consumer Cyclical 50 Consumer Defensive 13 Energy 6 Financial Services 100 Healthcare 37 Industrials 59 Real Estate 9 Technology 26 Utilities 12 unknown 3 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 563 AWR 1 0.0 penny-cap Long NaN 1.0 1.208023e+07 5.0 Utilities 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 850 DMTK 1 0.00 penny-cap Short NaN -3.0 4.464319e+07 -5.0 Healthcare 704 SBH 1 0.00 penny-cap Short NaN -1.0 2.409441e+07 -4.0 Consumer Cyclical 506 NIU 1 0.00 penny-cap Short NaN -1.0 1.830864e+07 -5.0 Consumer Cyclical 517 BCO 1 0.00 penny-cap Short NaN -1.0 1.354091e+07 -3.0 Industrials 578 ATCO 1 0.00 penny-cap Short NaN -1.0 1.066955e+07 -2.0 Financial Services 840 CERS 2 0.77 penny-cap Short NaN -2.0 8.863806e+06 -4.0 Healthcare 740 LNN 1 0.00 penny-cap Short NaN -1.0 7.118194e+06 -3.0 Industrials 673 MFGP 4 -4.46 penny-cap Short NaN -5.0 4.734584e+06 -5.0 Technology Mean Return: -1.845 Mean Day/Week: 6.0 Accuracy:0.5 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 563 AWR 1 0.0 penny-cap Long NaN 1.0 1.208023e+07 5.0 Utilities 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 455 WBS 1 0.00 penny-cap Short NaN -18.0 4.916383e+07 -4.0 Financial Services 439 EVR 1 0.00 penny-cap Short NaN -28.0 4.477709e+07 -2.0 Financial Services 850 DMTK 1 0.00 penny-cap Short NaN -3.0 4.464319e+07 -5.0 Healthcare 704 SBH 1 0.00 penny-cap Short NaN -1.0 2.409441e+07 -4.0 Consumer Cyclical 599 HGV 1 0.00 penny-cap Short NaN -24.0 2.071487e+07 -4.0 Consumer Cyclical 506 NIU 1 0.00 penny-cap Short NaN -1.0 1.830864e+07 -5.0 Consumer Cyclical 504 UMBF 3 -0.99 penny-cap Short NaN -73.0 1.565697e+07 -3.0 Financial Services 517 BCO 1 0.00 penny-cap Short NaN -1.0 1.354091e+07 -3.0 Industrials 785 GWB 2 -1.73 penny-cap Short NaN -41.0 1.198375e+07 -4.0 Financial Services 744 ZNTL 1 0.00 penny-cap Short NaN -35.0 1.106369e+07 -4.0 Healthcare 578 ATCO 1 0.00 penny-cap Short NaN -1.0 1.066955e+07 -2.0 Financial Services 525 ALE 1 0.00 penny-cap Short NaN -51.0 1.023758e+07 -4.0 Utilities 840 CERS 2 0.77 penny-cap Short NaN -2.0 8.863806e+06 -4.0 Healthcare 740 LNN 1 0.00 penny-cap Short NaN -1.0 7.118194e+06 -3.0 Industrials 673 MFGP 4 -4.46 penny-cap Short NaN -5.0 4.734584e+06 -5.0 Technology Mean Return: -1.6025 Mean Day/Week: 5.5 Accuracy:0.75 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 512 ALKS 4 0.56 penny-cap Long NaN 4.0 3.521685e+07 53.0 Healthcare 563 AWR 1 0.00 penny-cap Long NaN 1.0 1.208023e+07 5.0 Utilities 730 CCCC 2 -0.87 penny-cap Long NaN 2.0 1.110962e+07 26.0 Healthcare 778 TSLX 4 0.98 penny-cap Long NaN 4.0 1.015256e+07 30.0 Financial Services 844 NMFC 3 -1.80 penny-cap Long NaN 3.0 4.242827e+06 6.0 Financial Services 625 NUV 4 -0.69 penny-cap Long NaN 4.0 1.739619e+06 38.0 Financial Services Mean Return: -0.364 Mean Day/Week: 3.6 Accuracy:0.4 *******************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 451 TRIP 3 -3.61 penny-cap Short NaN -3.0 8.908196e+07 -50.0 Consumer Cyclical 591 NUVA 4 -2.15 penny-cap Short NaN -4.0 6.201466e+07 -7.0 Healthcare 454 DOYU 3 -0.36 penny-cap Short NaN -3.0 5.911593e+07 -75.0 Communication Services 850 DMTK 1 0.00 penny-cap Short NaN -3.0 4.464319e+07 -5.0 Healthcare 514 IRBT 4 -2.98 penny-cap Short NaN -4.0 3.979589e+07 -137.0 Technology 441 CCMP 1 0.00 penny-cap Short NaN -1.0 3.254373e+07 -44.0 Technology 704 SBH 1 0.00 penny-cap Short NaN -1.0 2.409441e+07 -4.0 Consumer Cyclical 466 YALA 1 0.00 penny-cap Short NaN -1.0 2.155814e+07 -75.0 Technology 642 OM 2 -1.34 penny-cap Short NaN -3.0 2.142020e+07 -6.0 Healthcare 754 TUP 1 0.00 penny-cap Short NaN -1.0 1.967870e+07 -21.0 Consumer Cyclical 531 TRTN 2 -1.76 penny-cap Short NaN -2.0 1.869556e+07 -49.0 Industrials 506 NIU 1 0.00 penny-cap Short NaN -1.0 1.830864e+07 -5.0 Consumer Cyclical 692 CALM 3 2.93 penny-cap Short NaN -3.0 1.780838e+07 -56.0 Consumer Defensive 658 KURA 1 0.00 penny-cap Short NaN -1.0 1.776781e+07 -137.0 Healthcare 544 AMRN 2 2.35 penny-cap Short NaN -2.0 1.767170e+07 -137.0 Healthcare 737 BALY 2 0.92 penny-cap Short NaN -2.0 1.726036e+07 -57.0 Consumer Cyclical 766 MASS 4 2.01 penny-cap Short NaN -4.0 1.547410e+07 -137.0 Healthcare 551 PCRX 3 -2.27 penny-cap Short NaN -3.0 1.539643e+07 -68.0 Healthcare 745 ATSG 3 1.20 penny-cap Short NaN -3.0 1.510356e+07 -55.0 Industrials 470 RSI 2 4.30 penny-cap Short NaN -2.0 1.371560e+07 -137.0 Consumer Cyclical 517 BCO 1 0.00 penny-cap Short NaN -1.0 1.354091e+07 -3.0 Industrials 513 SLQT 2 -2.13 penny-cap Short NaN -2.0 1.335611e+07 -42.0 Financial Services 449 NEU 2 -0.48 penny-cap Short NaN -2.0 1.331075e+07 -137.0 Basic Materials 733 HMN 1 0.00 penny-cap Short NaN -1.0 1.164120e+07 -54.0 Financial Services 693 SILK 1 0.00 penny-cap Short NaN -1.0 1.152699e+07 -45.0 Healthcare 426 CVET 1 0.00 penny-cap Short NaN -1.0 1.120803e+07 -7.0 Healthcare 456 GOCO 4 -3.96 penny-cap Short NaN -4.0 1.096986e+07 -6.0 Financial Services 578 ATCO 1 0.00 penny-cap Short NaN -1.0 1.066955e+07 -2.0 Financial Services 840 CERS 2 0.77 penny-cap Short NaN -2.0 8.863806e+06 -4.0 Healthcare 873 WPRT 2 -4.75 penny-cap Short NaN -2.0 8.862237e+06 -75.0 Consumer Cyclical 814 MODN 1 0.00 penny-cap Short NaN -1.0 8.358905e+06 -49.0 Technology 753 LKFN 2 0.09 penny-cap Short NaN -2.0 7.887576e+06 -51.0 Financial Services 472 DAO 1 0.00 penny-cap Short NaN -4.0 7.694319e+06 -6.0 Communication Services 775 NRIX 4 -6.64 penny-cap Short NaN -4.0 7.325698e+06 -137.0 Healthcare 740 LNN 1 0.00 penny-cap Short NaN -1.0 7.118194e+06 -3.0 Industrials 826 ATEC 1 0.00 penny-cap Short NaN -1.0 7.033396e+06 -8.0 Healthcare 665 MNRO 1 0.00 penny-cap Short NaN -1.0 6.686096e+06 -35.0 Consumer Cyclical 854 TCMD 3 -2.80 penny-cap Short NaN -3.0 5.948189e+06 -8.0 Healthcare 729 ICLK 2 -7.51 penny-cap Short NaN -2.0 5.612863e+06 -75.0 Communication Services 715 CLBK 3 0.59 penny-cap Short NaN -3.0 5.502926e+06 -26.0 Financial Services 886 VITL 5 -0.33 penny-cap Short NaN -5.0 5.392480e+06 -77.0 Consumer Defensive 656 THRM 3 -2.57 penny-cap Short NaN -3.0 4.974650e+06 -18.0 Consumer Cyclical 673 MFGP 4 -4.46 penny-cap Short NaN -5.0 4.734584e+06 -5.0 Technology 813 AMTI 1 0.00 penny-cap Short NaN -2.0 4.729187e+06 -46.0 Healthcare 777 MRSN 3 -0.93 penny-cap Short NaN -3.0 4.685534e+06 -137.0 Healthcare 798 EVER 1 0.00 penny-cap Short NaN -1.0 3.773120e+06 -6.0 Communication Services 741 ARQT 3 -0.11 penny-cap Short NaN -3.0 3.592932e+06 -41.0 Healthcare 634 ALVR 2 2.57 penny-cap Short NaN -2.0 3.266196e+06 -137.0 Healthcare 721 ALG 2 -1.53 penny-cap Short NaN -2.0 3.186960e+06 -26.0 Industrials 843 JOUT 3 -2.05 penny-cap Short NaN -3.0 2.733009e+06 -36.0 Consumer Cyclical 830 ATRI 2 -0.20 penny-cap Short NaN -2.0 2.184426e+06 -54.0 Healthcare 763 MSC 1 0.00 penny-cap Short NaN -1.0 3.146500e+03 -137.0 Consumer Cyclical Mean Return: -1.1621875 Mean Day/Week: 3.4375 Accuracy:0.6875 *******************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 463 NTLA 11 71.84 penny-cap Long NaN 27.0 3.312498e+08 32.0 Healthcare 569 JKS 9 35.13 penny-cap Long NaN 35.0 1.508311e+08 11.0 Technology 662 RIG 11 6.54 penny-cap Long NaN 11.0 1.101055e+08 27.0 Energy 505 APLS 30 25.23 penny-cap Long NaN 60.0 1.073606e+08 37.0 Healthcare 609 RVLV 16 14.73 penny-cap Long NaN 29.0 8.013668e+07 39.0 Consumer Cyclical 617 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 66.0 Real Estate 497 SYNA 10 1.33 penny-cap Long NaN 24.0 5.765855e+07 24.0 Technology 522 PZZA 18 4.67 penny-cap Long NaN 22.0 5.673346e+07 44.0 Consumer Cyclical 471 CELH 10 -3.15 penny-cap Long NaN 11.0 5.526476e+07 34.0 Consumer Defensive 461 KRNT 18 -0.97 penny-cap Long NaN 32.0 5.512449e+07 30.0 Industrials 682 DDS 13 11.15 penny-cap Long NaN 38.0 4.872495e+07 53.0 Consumer Cyclical 433 RPD 16 10.28 penny-cap Long NaN 34.0 4.698562e+07 38.0 Technology 437 JCOM 20 10.86 penny-cap Long NaN 23.0 4.176488e+07 78.0 Technology 430 IIPR 8 1.48 penny-cap Long NaN 31.0 3.899578e+07 23.0 Real Estate 520 SPT 25 29.80 penny-cap Long NaN 31.0 3.719988e+07 33.0 Technology 450 TRUP 22 16.25 penny-cap Long NaN 60.0 3.714608e+07 30.0 Financial Services 603 NSA 27 10.81 penny-cap Long NaN 27.0 3.327867e+07 78.0 Real Estate 576 MIME 41 18.50 penny-cap Long NaN 68.0 3.228821e+07 43.0 Technology 675 DOMO 25 24.18 penny-cap Long NaN 33.0 3.203707e+07 34.0 Technology 827 RAVN 13 -0.15 penny-cap Long NaN 13.0 3.123240e+07 55.0 Industrials 699 TBIO 7 11.69 penny-cap Long NaN 26.0 3.069484e+07 12.0 Healthcare 561 PHR 11 9.52 penny-cap Long NaN 30.0 2.872520e+07 22.0 Healthcare 725 IRWD 12 -2.30 penny-cap Long NaN 12.0 2.740686e+07 62.0 Healthcare 417 WK 16 13.76 penny-cap Long NaN 32.0 2.663301e+07 24.0 Technology 822 VLRS 16 15.66 penny-cap Long NaN 16.0 2.661974e+07 78.0 Industrials 434 HLI 13 3.51 penny-cap Long NaN 40.0 2.660159e+07 40.0 Financial Services 829 EVRI 13 0.43 penny-cap Long NaN 52.0 2.387475e+07 55.0 Consumer Cyclical 825 CRTO 9 2.13 penny-cap Long NaN 9.0 2.352890e+07 78.0 Communication Services 619 MXL 11 2.94 penny-cap Long NaN 30.0 2.287453e+07 32.0 Technology 752 CNST 20 0.95 penny-cap Long NaN 52.0 2.284754e+07 26.0 Healthcare 841 STAR 9 1.90 penny-cap Long NaN 19.0 2.235326e+07 21.0 Real Estate 443 JOBS 27 5.83 penny-cap Long NaN 66.0 2.224176e+07 46.0 Industrials 484 GOOS 7 -4.01 penny-cap Long NaN 11.0 2.191089e+07 10.0 Consumer Cyclical 494 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 799 BLFS 14 9.44 penny-cap Long NaN 34.0 1.932341e+07 17.0 Healthcare 583 SMPL 8 1.88 penny-cap Long NaN 18.0 1.900602e+07 73.0 Consumer Defensive 739 SYKE 13 -0.76 penny-cap Long NaN 14.0 1.782164e+07 14.0 Technology 818 PRCH 7 0.98 penny-cap Long NaN 38.0 1.693421e+07 27.0 Technology 445 HCM 10 20.02 penny-cap Long NaN 10.0 1.675302e+07 11.0 Healthcare 689 PRFT 62 25.52 penny-cap Long NaN 62.0 1.523344e+07 78.0 Technology 495 OPCH 21 3.44 penny-cap Long NaN 30.0 1.480190e+07 23.0 Healthcare 838 LNTH 15 12.31 penny-cap Long NaN 27.0 1.424018e+07 29.0 Healthcare 483 VICR 10 7.00 penny-cap Long NaN 32.0 1.336188e+07 27.0 Technology 453 ALTR 10 -3.51 penny-cap Long NaN 10.0 1.320071e+07 14.0 Technology 677 CVA 21 -0.39 penny-cap Long NaN 21.0 1.315019e+07 48.0 Industrials 596 ATRC 10 3.74 penny-cap Long NaN 10.0 1.288344e+07 78.0 Healthcare 889 CDMO 26 20.79 penny-cap Long NaN 26.0 1.285081e+07 78.0 Healthcare 415 DAVA 36 27.43 penny-cap Long NaN 52.0 1.228552e+07 55.0 Technology 567 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 63.0 Financial Services 502 WNS 16 3.68 penny-cap Long NaN 33.0 1.051253e+07 34.0 Industrials 790 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 468 SWTX 6 -0.13 penny-cap Long NaN 55.0 1.006017e+07 33.0 Healthcare 473 INOV 21 3.99 penny-cap Long NaN 21.0 8.950433e+06 78.0 Healthcare 750 BSIG 12 -0.44 penny-cap Long NaN 12.0 8.688003e+06 69.0 Financial Services 746 HHR 6 6.21 penny-cap Long NaN 7.0 8.454960e+06 9.0 Industrials 717 HSKA 21 13.36 penny-cap Long NaN 21.0 8.321840e+06 38.0 Healthcare 700 CRVL 12 7.55 penny-cap Long NaN 12.0 8.273340e+06 66.0 Financial Services 807 QADA 8 -0.04 penny-cap Long NaN 8.0 8.001784e+06 29.0 Technology 637 TTGT 6 -3.69 penny-cap Long NaN 15.0 6.937381e+06 12.0 Communication Services 772 VCRA 8 0.94 penny-cap Long NaN 27.0 6.697054e+06 14.0 Technology 480 MSP 12 0.23 penny-cap Long NaN 12.0 6.529464e+06 38.0 Technology 590 BMI 6 0.71 penny-cap Long NaN 34.0 6.455296e+06 13.0 Industrials 710 CSII 13 1.03 penny-cap Long NaN 33.0 6.098614e+06 22.0 Healthcare 535 NAD 34 4.69 penny-cap Long NaN 34.0 5.878550e+06 65.0 Financial Services 574 BSTZ 16 3.47 penny-cap Long NaN 28.0 5.793981e+06 33.0 unknown 811 INVA 13 1.02 penny-cap Long NaN 13.0 5.743696e+06 42.0 Healthcare 760 EVV 24 3.58 penny-cap Long NaN 36.0 5.458170e+06 38.0 Financial Services 702 HLIO 9 2.13 penny-cap Long NaN 12.0 4.829728e+06 27.0 Industrials 458 NEA 10 1.99 penny-cap Long NaN 31.0 4.743303e+06 65.0 Financial Services 747 BBN 22 2.80 penny-cap Long NaN 72.0 4.603494e+06 36.0 Financial Services 668 EVA 11 1.81 penny-cap Long NaN 12.0 4.589570e+06 13.0 Basic Materials 800 LASR 8 -2.71 penny-cap Long NaN 32.0 4.584526e+06 13.0 Technology 797 USAC 7 0.75 penny-cap Long NaN 18.0 4.527785e+06 39.0 Energy 540 SOGO 8 2.70 penny-cap Long NaN 8.0 4.415250e+06 63.0 Communication Services 546 CCU 9 5.53 penny-cap Long NaN 17.0 4.159228e+06 12.0 Consumer Defensive 773 MLAB 9 1.83 penny-cap Long NaN 60.0 3.892533e+06 27.0 Technology 821 NMZ 6 1.49 penny-cap Long NaN 6.0 3.796378e+06 65.0 Financial Services 823 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 714 DCBO 13 12.31 penny-cap Long NaN 68.0 3.688158e+06 53.0 Technology 801 NFJ 12 1.83 penny-cap Long NaN 24.0 3.615227e+06 69.0 Financial Services 687 ADX 8 0.26 penny-cap Long NaN 8.0 3.448803e+06 78.0 Financial Services 788 PACK 12 0.59 penny-cap Long NaN 13.0 3.080229e+06 37.0 Consumer Cyclical 883 SPH 7 1.71 penny-cap Long NaN 38.0 3.029465e+06 22.0 Utilities 864 EOS 9 1.69 penny-cap Long NaN 21.0 2.788349e+06 34.0 Financial Services 756 VCTR 12 3.51 penny-cap Long NaN 12.0 2.623888e+06 78.0 Financial Services 860 HQH 11 2.02 penny-cap Long NaN 30.0 2.562775e+06 23.0 Financial Services 780 BTZ 11 2.60 penny-cap Long NaN 70.0 2.365787e+06 48.0 Financial Services 858 CHY 10 0.01 penny-cap Long NaN 27.0 2.287399e+06 66.0 Financial Services 628 NZF 14 2.44 penny-cap Long NaN 28.0 2.119775e+06 65.0 Financial Services 697 BTT 6 0.38 penny-cap Long NaN 13.0 1.966166e+06 65.0 Financial Services 645 NAC 7 0.51 penny-cap Long NaN 7.0 1.791327e+06 65.0 Financial Services 836 FAX 12 1.15 penny-cap Long NaN 64.0 1.277568e+06 32.0 Financial Services 824 NRK 26 2.47 penny-cap Long NaN 26.0 1.037600e+06 62.0 Financial Services 444 BHFAP 6 0.99 penny-cap Long NaN 28.0 7.146195e+05 28.0 Financial Services 842 AFINP 6 0.72 penny-cap Long NaN 12.0 1.922055e+05 8.0 Real Estate 812 QADB 8 -0.64 penny-cap Long NaN 23.0 5.467022e+04 28.0 Technology 875 BSA 6 -1.00 penny-cap Long NaN 17.0 3.079032e+04 20.0 unknown Mean Return: 6.223092783505154 Mean Day/Week: 14.144329896907216 Accuracy:0.845360824742268 *******************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 419 NYCB 20 -6.12 penny-cap Short NaN -20.0 1.535628e+08 -46.0 Financial Services 600 SAVE 24 -20.88 penny-cap Short NaN -24.0 1.346748e+08 -42.0 Industrials 499 SABR 8 -6.89 penny-cap Short NaN -9.0 1.258237e+08 -12.0 Technology 446 JBLU 17 -11.56 penny-cap Short NaN -62.0 1.195677e+08 -26.0 Industrials 467 KBH 12 -10.27 penny-cap Short NaN -55.0 1.183550e+08 -21.0 Consumer Cyclical 442 HFC 15 -8.58 penny-cap Short NaN -15.0 1.030322e+08 -46.0 Energy 477 PK 8 -7.41 penny-cap Short NaN -8.0 8.978526e+07 -9.0 Real Estate 521 ADS 12 -4.74 penny-cap Short NaN -36.0 8.965512e+07 -15.0 Financial Services 661 CAKE 15 -8.56 penny-cap Short NaN -41.0 6.254337e+07 -20.0 Consumer Cyclical 425 AUY 7 -1.81 penny-cap Short NaN -19.0 6.233675e+07 -15.0 Basic Materials 529 CBRL 21 -9.60 penny-cap Short NaN -59.0 5.095432e+07 -42.0 Consumer Cyclical 732 PLAY 19 -16.00 penny-cap Short NaN -19.0 4.441587e+07 -42.0 Consumer Cyclical 421 SAGE 17 -7.14 penny-cap Short NaN -17.0 4.089872e+07 -18.0 Healthcare 606 EAF 7 -3.71 penny-cap Short NaN -27.0 4.045358e+07 -15.0 Industrials 570 ISBC 8 -7.62 penny-cap Short NaN -74.0 3.988478e+07 -15.0 Financial Services 722 EB 17 -19.97 penny-cap Short NaN -72.0 3.878448e+07 -41.0 Technology 610 FLR 16 -11.96 penny-cap Short NaN -39.0 3.811354e+07 -39.0 Industrials 683 ENDP 12 -23.62 penny-cap Short NaN -12.0 3.722850e+07 -72.0 Healthcare 568 BXS 19 -13.20 penny-cap Short NaN -19.0 3.393405e+07 -56.0 Financial Services 534 FNB 8 -6.42 penny-cap Short NaN -74.0 3.294594e+07 -15.0 Financial Services 438 AL 20 -10.96 penny-cap Short NaN -20.0 3.287408e+07 -43.0 Industrials 636 MSGE 8 -0.79 penny-cap Short NaN -15.0 3.230181e+07 -76.0 Communication Services 508 MDC 18 -6.72 penny-cap Short NaN -56.0 3.221871e+07 -27.0 Consumer Cyclical 638 ATI 8 2.08 penny-cap Short NaN -20.0 3.117838e+07 -15.0 Industrials 586 HMY 9 -2.19 penny-cap Short NaN -24.0 2.951430e+07 -18.0 Basic Materials 464 HAIN 11 0.06 penny-cap Short NaN -11.0 2.894251e+07 -57.0 Consumer Defensive 547 PDCO 10 -4.38 penny-cap Short NaN -11.0 2.892319e+07 -11.0 Healthcare 681 BCC 12 -0.55 penny-cap Short NaN -37.0 2.857953e+07 -18.0 Basic Materials 555 ALGT 26 -15.62 penny-cap Short NaN -75.0 2.772531e+07 -47.0 Industrials 509 EQC 7 0.66 penny-cap Short NaN -12.0 2.714856e+07 -12.0 Real Estate 726 FSM 15 -15.24 penny-cap Short NaN -15.0 2.699685e+07 -25.0 Basic Materials 553 ENR 6 -2.02 penny-cap Short NaN -45.0 2.666294e+07 -28.0 Industrials 585 ONB 15 -8.94 penny-cap Short NaN -73.0 2.635715e+07 -48.0 Financial Services 587 ASB 12 -8.50 penny-cap Short NaN -31.0 2.585361e+07 -15.0 Financial Services 633 FBC 7 -0.43 penny-cap Short NaN -20.0 2.481356e+07 -16.0 Financial Services 538 TRN 13 -5.58 penny-cap Short NaN -14.0 2.452819e+07 -15.0 Industrials 542 AGI 7 2.91 penny-cap Short NaN -22.0 2.443397e+07 -15.0 Basic Materials 605 ABM 18 -10.92 penny-cap Short NaN -56.0 2.358859e+07 -28.0 Industrials 460 VLY 8 -4.90 penny-cap Short NaN -71.0 2.269797e+07 -15.0 Financial Services 491 AVT 13 -1.86 penny-cap Short NaN -47.0 2.200237e+07 -15.0 Technology 541 BOH 8 -3.64 penny-cap Short NaN -40.0 2.154780e+07 -42.0 Financial Services 448 IDA 7 0.64 penny-cap Short NaN -40.0 2.044931e+07 -14.0 Utilities 481 POR 10 -2.21 penny-cap Short NaN -49.0 1.969419e+07 -15.0 Utilities 427 MMS 7 -0.46 penny-cap Short NaN -52.0 1.969207e+07 -8.0 Industrials 669 CMP 15 -4.58 penny-cap Short NaN -33.0 1.967435e+07 -18.0 Basic Materials 631 FUN 8 -1.09 penny-cap Short NaN -8.0 1.830912e+07 -42.0 Consumer Cyclical 663 TSE 15 -2.12 penny-cap Short NaN -35.0 1.805451e+07 -36.0 Basic Materials 575 COLB 15 -13.80 penny-cap Short NaN -76.0 1.792703e+07 -61.0 Financial Services 805 EHTH 7 -5.15 penny-cap Short NaN -47.0 1.758172e+07 -25.0 Financial Services 571 DAN 13 -6.04 penny-cap Short NaN -21.0 1.725529e+07 -15.0 Consumer Cyclical 457 UBSI 8 -7.71 penny-cap Short NaN -31.0 1.703278e+07 -15.0 Financial Services 428 FTDR 7 -2.87 penny-cap Short NaN -22.0 1.681153e+07 -54.0 Consumer Cyclical 641 FULT 14 -1.41 penny-cap Short NaN -74.0 1.659737e+07 -31.0 Financial Services 678 FMBI 22 -12.40 penny-cap Short NaN -71.0 1.633365e+07 -36.0 Financial Services 849 CVM 7 -34.05 penny-cap Short NaN -8.0 1.615566e+07 -8.0 Healthcare 601 UCBI 8 -4.38 penny-cap Short NaN -31.0 1.611698e+07 -15.0 Financial Services 624 EQX 11 -7.10 penny-cap Short NaN -16.0 1.570712e+07 -15.0 Basic Materials 602 AVA 14 -2.58 penny-cap Short NaN -58.0 1.549251e+07 -27.0 Utilities 660 PVG 10 -4.07 penny-cap Short NaN -25.0 1.485232e+07 -22.0 Basic Materials 685 MTOR 16 -7.95 penny-cap Short NaN -16.0 1.432399e+07 -69.0 Consumer Cyclical 736 PATK 15 -3.54 penny-cap Short NaN -40.0 1.387703e+07 -25.0 Consumer Cyclical 486 BKH 6 -0.02 penny-cap Short NaN -11.0 1.368126e+07 -12.0 Utilities 501 HOMB 14 -3.68 penny-cap Short NaN -74.0 1.366338e+07 -21.0 Financial Services 594 CVBF 14 -5.19 penny-cap Short NaN -15.0 1.352152e+07 -15.0 Financial Services 764 TBK 14 -1.45 penny-cap Short NaN -53.0 1.336872e+07 -36.0 Financial Services 768 CYTK 7 -6.26 penny-cap Short NaN -7.0 1.302324e+07 -28.0 Healthcare 618 WWW 15 -5.95 penny-cap Short NaN -40.0 1.290874e+07 -35.0 Consumer Cyclical 674 SKYW 24 -14.74 penny-cap Short NaN -75.0 1.289748e+07 -48.0 Industrials 518 NJR 7 0.76 penny-cap Short NaN -40.0 1.167296e+07 -12.0 Utilities 423 PPC 6 -3.42 penny-cap Short NaN -34.0 1.166416e+07 -30.0 Consumer Defensive 720 LZB 16 -4.77 penny-cap Short NaN -40.0 1.159873e+07 -36.0 Consumer Cyclical 597 AUB 12 -5.81 penny-cap Short NaN -26.0 1.129423e+07 -15.0 Financial Services 648 AVNS 8 -3.38 penny-cap Short NaN -8.0 1.109143e+07 -137.0 Healthcare 762 PRIM 15 -5.69 penny-cap Short NaN -15.0 1.097523e+07 -54.0 Industrials 539 SR 12 0.51 penny-cap Short NaN -12.0 1.096985e+07 -12.0 Utilities 870 BJRI 20 -11.62 penny-cap Short NaN -76.0 1.084611e+07 -36.0 Consumer Cyclical 727 NWBI 14 -0.88 penny-cap Short NaN -14.0 1.067309e+07 -15.0 Financial Services 588 NWE 14 -1.58 penny-cap Short NaN -51.0 1.059626e+07 -31.0 Utilities 589 CATY 8 -8.22 penny-cap Short NaN -20.0 1.040737e+07 -8.0 Financial Services 616 IBOC 13 -12.97 penny-cap Short NaN -35.0 1.009893e+07 -15.0 Financial Services 614 FIBK 21 -9.67 penny-cap Short NaN -75.0 1.007109e+07 -42.0 Financial Services 774 HOPE 14 -5.40 penny-cap Short NaN -71.0 9.863739e+06 -15.0 Financial Services 536 GATX 12 -5.31 penny-cap Short NaN -35.0 9.825639e+06 -15.0 Industrials 718 SBCF 14 -3.24 penny-cap Short NaN -36.0 9.742865e+06 -15.0 Financial Services 640 IOSP 15 -5.19 penny-cap Short NaN -20.0 9.559310e+06 -21.0 Basic Materials 719 CVI 14 -6.26 penny-cap Short NaN -18.0 9.208970e+06 -67.0 Energy 755 AMWD 9 -7.65 penny-cap Short NaN -48.0 8.934890e+06 -40.0 Consumer Cyclical 708 FBK 22 -11.78 penny-cap Short NaN -74.0 8.742023e+06 -51.0 Financial Services 808 HURN 8 -4.11 penny-cap Short NaN -33.0 8.730228e+06 -18.0 Industrials 429 ESGR 9 -1.83 penny-cap Short NaN -70.0 8.501305e+06 -27.0 Financial Services 712 CFFN 31 -6.96 penny-cap Short NaN -31.0 8.417544e+06 -66.0 Financial Services 580 UTZ 18 -4.86 penny-cap Short NaN -40.0 8.195010e+06 -39.0 Consumer Defensive 761 NBTB 15 -10.87 penny-cap Short NaN -31.0 7.891921e+06 -31.0 Financial Services 657 FRME 20 -10.11 penny-cap Short NaN -73.0 7.595101e+06 -32.0 Financial Services 611 MEOH 15 -3.51 penny-cap Short NaN -33.0 7.212784e+06 -42.0 Basic Materials 630 RUSHA 15 -4.49 penny-cap Short NaN -56.0 6.957474e+06 -26.0 Consumer Cyclical 566 BVN 7 -3.48 penny-cap Short NaN -19.0 6.910775e+06 -17.0 Basic Materials 851 SAFT 14 -3.76 penny-cap Short NaN -31.0 6.836835e+06 -27.0 Financial Services 543 NG 9 1.80 penny-cap Short NaN -21.0 6.773794e+06 -16.0 Basic Materials 872 AKRO 7 -6.11 penny-cap Short NaN -7.0 6.577282e+06 -12.0 Healthcare 743 NTB 14 -3.56 penny-cap Short NaN -41.0 6.512502e+06 -32.0 Financial Services 769 NWN 8 -3.42 penny-cap Short NaN -52.0 6.487669e+06 -14.0 Utilities 598 XNCR 8 -5.40 penny-cap Short NaN -8.0 6.315612e+06 -137.0 Healthcare 595 SCL 12 -4.98 penny-cap Short NaN -32.0 5.910581e+06 -15.0 Basic Materials 696 HTLF 7 -5.06 penny-cap Short NaN -21.0 5.725960e+06 -9.0 Financial Services 706 TRMK 15 -6.75 penny-cap Short NaN -70.0 5.717079e+06 -31.0 Financial Services 679 BANF 20 -10.34 penny-cap Short NaN -36.0 5.613154e+06 -32.0 Financial Services 882 PRA 15 -11.10 penny-cap Short NaN -73.0 5.590682e+06 -42.0 Financial Services 751 HTLD 35 -7.93 penny-cap Short NaN -55.0 5.503163e+06 -41.0 Industrials 885 ENTA 8 -3.55 penny-cap Short NaN -43.0 5.235793e+06 -37.0 Healthcare 749 WABC 20 -9.31 penny-cap Short NaN -75.0 5.216335e+06 -32.0 Financial Services 848 CHCO 8 -3.66 penny-cap Short NaN -72.0 4.971145e+06 -51.0 Financial Services 680 PRK 15 -8.73 penny-cap Short NaN -21.0 4.944146e+06 -48.0 Financial Services 791 CVGW 21 -10.97 penny-cap Short NaN -51.0 4.938299e+06 -48.0 Consumer Defensive 796 NXGN 8 -2.12 penny-cap Short NaN -12.0 4.564839e+06 -137.0 Healthcare 835 PLUS 27 -7.32 penny-cap Short NaN -41.0 4.432348e+06 -35.0 Technology 859 AMSF 13 -3.34 penny-cap Short NaN -34.0 4.256788e+06 -24.0 Financial Services 868 NBHC 14 -2.75 penny-cap Short NaN -74.0 3.875736e+06 -32.0 Financial Services 748 BV 14 0.18 penny-cap Short NaN -48.0 3.857723e+06 -21.0 Industrials 552 ADV 8 -6.54 penny-cap Short NaN -42.0 3.734358e+06 -16.0 Communication Services 846 OCFC 15 -9.15 penny-cap Short NaN -70.0 3.576339e+06 -44.0 Financial Services 781 TRS 9 -5.41 penny-cap Short NaN -20.0 3.496620e+06 -14.0 Industrials 620 MANU 7 -1.97 penny-cap Short NaN -7.0 3.376384e+06 -47.0 Consumer Cyclical 879 MATW 15 -8.19 penny-cap Short NaN -74.0 3.366548e+06 -32.0 Industrials 839 TCBK 14 -5.42 penny-cap Short NaN -20.0 3.052008e+06 -15.0 Financial Services 643 CENT 8 -8.10 penny-cap Short NaN -59.0 3.043140e+06 -21.0 Consumer Defensive 867 PFC 8 -8.91 penny-cap Short NaN -75.0 2.615806e+06 -50.0 Financial Services 794 KROS 10 -6.91 penny-cap Short NaN -10.0 2.561515e+06 -48.0 Healthcare 820 TBPH 9 -10.26 penny-cap Short NaN -9.0 2.560556e+06 -39.0 Healthcare 485 MOR 6 -3.79 penny-cap Short NaN -6.0 2.377443e+06 -137.0 Healthcare 705 SPNS 6 -0.75 penny-cap Short NaN -6.0 2.323828e+06 -46.0 Technology 724 KRO 13 -7.73 penny-cap Short NaN -39.0 2.090275e+06 -23.0 Basic Materials 863 FOR 19 -6.34 penny-cap Short NaN -44.0 1.317571e+06 -33.0 Real Estate 500 IFS 9 -6.93 penny-cap Short NaN -20.0 9.377643e+05 -23.0 Financial Services 649 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -121.0 unknown 793 NEXA 16 0.17 penny-cap Short NaN -20.0 5.916931e+05 -21.0 Basic Materials 424 SHI 6 -1.58 penny-cap Short NaN -14.0 5.899764e+05 -13.0 Energy 629 RUSHB 15 -4.62 penny-cap Short NaN -59.0 4.140633e+05 -26.0 Consumer Cyclical 562 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -125.0 unknown 757 MNTK 13 -19.86 penny-cap Short NaN -13.0 3.015222e+05 -116.0 Utilities 565 HKIB 14 -6.43 penny-cap Short NaN -55.0 1.241372e+05 -34.0 Financial Services 690 ITCB 8 -13.08 penny-cap Short NaN -51.0 6.680319e+04 -43.0 Financial Services 651 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 560 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -125.0 Financial Services 723 PRTC 14 -3.81 penny-cap Short NaN -14.0 0.000000e+00 -40.0 Healthcare Mean Return: -6.135103448275862 Mean Day/Week: 12.86896551724138 Accuracy:0.9172413793103448 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/07/08 05-40-12
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 18 Consumer Cyclical 13 Consumer Defensive 4 Energy 2 Financial Services 9 Healthcare 31 Industrials 12 Real Estate 6 Technology 52 Utilities 3 **************************************** big_industry_downtrending_count tickers industry Basic Materials 8 Communication Services 8 Consumer Cyclical 13 Consumer Defensive 10 Energy 1 Financial Services 22 Healthcare 8 Industrials 9 Real Estate 2 Technology 4 Utilities 8 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 115 AWK 1 0.0 big-cap Long NaN 1.0 1.413273e+08 3.0 Utilities Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 10 PDD 1 0.0 big-cap Short NaN -1.0 8.504009e+08 -5.0 Consumer Cyclical Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 115 AWK 1 0.0 big-cap Long NaN 1.0 1.413273e+08 3.0 Utilities Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 10 PDD 1 0.00 big-cap Short NaN -1.0 8.504009e+08 -5.0 Consumer Cyclical 76 STZ 2 -1.04 big-cap Short NaN -39.0 2.445756e+08 -3.0 Consumer Defensive Mean Return: -1.04 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 GOOGL 2 0.23 big-cap Long NaN 2.0 3.036378e+09 77.0 Communication Services 8 CMCSA 2 0.88 big-cap Long NaN 2.0 7.426283e+08 9.0 Communication Services 27 AMT 3 1.93 big-cap Long NaN 3.0 4.680756e+08 74.0 Real Estate 20 BMY 2 0.74 big-cap Long NaN 2.0 4.649235e+08 20.0 Healthcare 91 JCI 4 0.77 big-cap Long NaN 4.0 3.232801e+08 77.0 Industrials 33 GILD 5 -0.72 big-cap Long NaN 5.0 3.153007e+08 44.0 Healthcare 135 ANET 1 0.00 big-cap Long NaN 1.0 2.298231e+08 64.0 Technology 43 ADP 1 0.00 big-cap Long NaN 1.0 2.173194e+08 77.0 Industrials 111 SBAC 2 1.41 big-cap Long NaN 2.0 1.963169e+08 75.0 Real Estate 203 IT 3 1.31 big-cap Long NaN 3.0 1.688201e+08 77.0 Technology 115 AWK 1 0.00 big-cap Long NaN 1.0 1.413273e+08 3.0 Utilities 161 ALB 4 -1.15 big-cap Long NaN 4.0 1.217255e+08 42.0 Basic Materials 177 BR 1 0.00 big-cap Long NaN 3.0 9.177683e+07 9.0 Technology 144 GRMN 3 0.57 big-cap Long NaN 3.0 7.758592e+07 77.0 Technology 167 TRU 2 1.06 big-cap Long NaN 2.0 6.013670e+07 67.0 Industrials 18 NVO 1 0.00 big-cap Long NaN 1.0 5.979819e+07 56.0 Healthcare 217 OSH 1 0.00 big-cap Long NaN 1.0 3.199691e+07 12.0 Healthcare 188 BIP 4 -0.69 big-cap Long NaN 4.0 1.984324e+07 7.0 Utilities 244 RDY 1 0.00 big-cap Long NaN 1.0 1.859484e+07 58.0 Healthcare 59 RELX 2 0.69 big-cap Long NaN 2.0 1.180848e+07 66.0 Communication Services Mean Return: 0.5407692307692309 Mean Day/Week: 3.4615384615384617 Accuracy:0.7692307692307693 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 10 PDD 1 0.00 big-cap Short NaN -1.0 8.504009e+08 -5.0 Consumer Cyclical 42 BEKE 2 -7.61 big-cap Short NaN -2.0 4.365734e+08 -136.0 Real Estate 123 BBY 1 0.00 big-cap Short NaN -1.0 2.222004e+08 -20.0 Consumer Cyclical 223 KC 2 -1.99 big-cap Short NaN -2.0 6.071088e+07 -136.0 Technology 69 LU 3 -2.87 big-cap Short NaN -4.0 3.065707e+07 -136.0 Financial Services 212 YSG 1 0.00 big-cap Short NaN -1.0 1.289004e+07 -136.0 Consumer Cyclical 239 BCH 2 0.70 big-cap Short NaN -2.0 1.652749e+06 -42.0 Financial Services Mean Return: -2.9425000000000003 Mean Day/Week: 3.0 Accuracy:0.75 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 6 NVDA 30 27.01 big-cap Long NaN 30.0 8.387002e+09 64.0 Technology 1 MSFT 18 8.28 big-cap Long NaN 19.0 6.225574e+09 77.0 Technology 4 FB 9 2.23 big-cap Long NaN 9.0 4.926883e+09 77.0 Communication Services 26 AMD 6 1.35 big-cap Long NaN 30.0 4.650501e+09 14.0 Technology 21 SHOP 16 14.47 big-cap Long NaN 33.0 2.510731e+09 34.0 Technology 7 PYPL 14 6.70 big-cap Long NaN 28.0 1.972162e+09 33.0 Financial Services 55 ROKU 11 4.22 big-cap Long NaN 32.0 1.416142e+09 14.0 Communication Services 9 ADBE 19 12.49 big-cap Long NaN 23.0 1.216333e+09 67.0 Technology 32 SNAP 13 3.45 big-cap Long NaN 30.0 1.127114e+09 31.0 Communication Services 49 MRNA 12 6.97 big-cap Long NaN 29.0 1.082567e+09 59.0 Healthcare 11 CRM 27 4.41 big-cap Long NaN 30.0 1.063722e+09 33.0 Technology 60 CRWD 15 13.88 big-cap Long NaN 32.0 9.223594e+08 33.0 Technology 65 DOCU 15 13.58 big-cap Long NaN 27.0 8.846687e+08 23.0 Technology 5 V 11 1.75 big-cap Long NaN 11.0 8.622096e+08 75.0 Financial Services 19 COST 8 2.57 big-cap Long NaN 8.0 8.251267e+08 64.0 Consumer Defensive 25 ZM 13 5.34 big-cap Long NaN 35.0 7.899979e+08 23.0 Communication Services 70 PTON 7 -2.68 big-cap Long NaN 35.0 7.854215e+08 14.0 Consumer Cyclical 14 LLY 9 1.24 big-cap Long NaN 44.0 7.285926e+08 34.0 Healthcare 88 TTD 8 2.30 big-cap Long NaN 27.0 7.069985e+08 11.0 Technology 13 MRK 18 3.86 big-cap Long NaN 18.0 6.461290e+08 19.0 Healthcare 16 ACN 8 4.99 big-cap Long NaN 8.0 5.796738e+08 77.0 Technology 40 ZTS 19 8.15 big-cap Long NaN 19.0 5.127571e+08 61.0 Healthcare 15 DHR 9 4.15 big-cap Long NaN 12.0 5.095228e+08 61.0 Healthcare 29 TGT 12 5.76 big-cap Long NaN 33.0 5.038875e+08 76.0 Consumer Defensive 138 ENPH 8 3.98 big-cap Long NaN 32.0 4.822315e+08 15.0 Technology 30 ISRG 17 9.03 big-cap Long NaN 17.0 4.691767e+08 62.0 Healthcare 120 LI 14 4.68 big-cap Long NaN 36.0 4.554165e+08 28.0 Consumer Cyclical 28 INTU 35 19.51 big-cap Long NaN 35.0 4.432913e+08 40.0 Technology 24 CHTR 9 4.28 big-cap Long NaN 9.0 4.308797e+08 58.0 Communication Services 81 EBAY 12 8.55 big-cap Long NaN 25.0 4.217288e+08 44.0 Consumer Cyclical 54 REGN 20 11.78 big-cap Long NaN 23.0 4.107382e+08 52.0 Healthcare 90 DXCM 8 3.95 big-cap Long NaN 25.0 4.104345e+08 25.0 Healthcare 22 AZN 7 -0.50 big-cap Long NaN 7.0 3.822148e+08 58.0 Healthcare 105 XLNX 6 -1.32 big-cap Long NaN 30.0 3.756844e+08 11.0 Technology 89 A 19 4.58 big-cap Long NaN 27.0 3.303484e+08 66.0 Healthcare 181 GNRC 16 18.09 big-cap Long NaN 27.0 3.208548e+08 29.0 Industrials 68 LULU 17 11.38 big-cap Long NaN 29.0 3.121821e+08 57.0 Consumer Cyclical 78 PSA 23 7.28 big-cap Long NaN 23.0 3.097922e+08 77.0 Real Estate 93 MRVL 15 4.83 big-cap Long NaN 31.0 3.063310e+08 33.0 Technology 46 ILMN 18 4.46 big-cap Long NaN 32.0 2.969829e+08 28.0 Healthcare 37 SPGI 17 5.71 big-cap Long NaN 17.0 2.947554e+08 77.0 Financial Services 131 NET 22 23.82 big-cap Long NaN 30.0 2.893582e+08 35.0 Technology 64 CVNA 10 0.81 big-cap Long NaN 28.0 2.833307e+08 18.0 Consumer Cyclical 75 IDXX 30 18.26 big-cap Long NaN 30.0 2.761535e+08 38.0 Healthcare 87 APTV 9 -0.66 big-cap Long NaN 28.0 2.718117e+08 28.0 Consumer Cyclical 133 FTNT 28 16.09 big-cap Long NaN 28.0 2.671649e+08 77.0 Technology 57 EW 31 12.46 big-cap Long NaN 31.0 2.663597e+08 62.0 Healthcare 107 ORLY 6 3.52 big-cap Long NaN 8.0 2.579987e+08 77.0 Consumer Cyclical 51 DASH 12 6.95 big-cap Long NaN 34.0 2.490669e+08 19.0 Communication Services 83 MTCH 10 -2.34 big-cap Long NaN 19.0 2.253147e+08 14.0 Communication Services 184 ULTA 11 1.66 big-cap Long NaN 11.0 2.244035e+08 29.0 Consumer Cyclical 232 BILL 13 6.18 big-cap Long NaN 27.0 2.179794e+08 22.0 Technology 189 EXR 24 11.67 big-cap Long NaN 24.0 2.145630e+08 77.0 Real Estate 53 TEAM 15 8.22 big-cap Long NaN 30.0 2.122391e+08 23.0 Technology 192 DPZ 20 7.99 big-cap Long NaN 20.0 2.066044e+08 65.0 Consumer Cyclical 130 WELL 24 10.28 big-cap Long NaN 25.0 2.039531e+08 77.0 Real Estate 104 CARR 7 1.99 big-cap Long NaN 7.0 1.990241e+08 77.0 Industrials 71 VEEV 20 11.34 big-cap Long NaN 29.0 1.973193e+08 29.0 Healthcare 77 ROP 9 4.31 big-cap Long NaN 9.0 1.969979e+08 67.0 Industrials 106 PAYX 9 5.20 big-cap Long NaN 9.0 1.935525e+08 77.0 Industrials 119 ROK 12 4.13 big-cap Long NaN 24.0 1.874491e+08 32.0 Industrials 129 CPRT 12 5.25 big-cap Long NaN 12.0 1.799250e+08 63.0 Industrials 114 RMD 20 17.68 big-cap Long NaN 31.0 1.772092e+08 46.0 Healthcare 58 MCO 17 8.13 big-cap Long NaN 17.0 1.763471e+08 77.0 Financial Services 235 FSLR 7 -1.53 big-cap Long NaN 30.0 1.732452e+08 10.0 Technology 164 HUBS 14 6.75 big-cap Long NaN 17.0 1.700945e+08 23.0 Technology 94 TROW 8 4.10 big-cap Long NaN 8.0 1.697389e+08 77.0 Financial Services 110 DDOG 14 5.47 big-cap Long NaN 34.0 1.526938e+08 33.0 Technology 80 SNPS 10 4.07 big-cap Long NaN 31.0 1.522545e+08 33.0 Technology 162 APO 8 2.78 big-cap Long NaN 8.0 1.478602e+08 58.0 Financial Services 122 MTD 17 6.14 big-cap Long NaN 17.0 1.450287e+08 65.0 Healthcare 241 AAP 6 2.03 big-cap Long NaN 8.0 1.432779e+08 77.0 Consumer Cyclical 179 WAT 20 10.93 big-cap Long NaN 20.0 1.398470e+08 72.0 Healthcare 102 MSCI 17 12.57 big-cap Long NaN 17.0 1.356062e+08 68.0 Financial Services 97 INFO 16 5.29 big-cap Long NaN 16.0 1.353610e+08 77.0 Industrials 193 POOL 8 3.19 big-cap Long NaN 8.0 1.334585e+08 65.0 Consumer Cyclical 146 WST 13 5.66 big-cap Long NaN 13.0 1.302540e+08 64.0 Healthcare 219 CABO 13 3.27 big-cap Long NaN 33.0 1.234734e+08 14.0 Communication Services 149 ZBRA 7 3.67 big-cap Long NaN 7.0 1.228612e+08 34.0 Technology 127 KEYS 9 1.73 big-cap Long NaN 25.0 1.225073e+08 33.0 Technology 142 KKR 10 0.06 big-cap Long NaN 10.0 1.176383e+08 77.0 Financial Services 145 YNDX 10 3.68 big-cap Long NaN 49.0 1.174322e+08 31.0 Communication Services 103 CTAS 12 7.21 big-cap Long NaN 15.0 1.164427e+08 71.0 Industrials 206 CRL 19 7.78 big-cap Long NaN 19.0 1.163469e+08 77.0 Healthcare 185 BPY 7 -0.72 big-cap Long NaN 7.0 1.112345e+08 77.0 Real Estate 99 LBRDK 9 5.28 big-cap Long NaN 9.0 1.053335e+08 58.0 Communication Services 207 BKI 8 4.34 big-cap Long NaN 67.0 1.046839e+08 18.0 Technology 113 MSI 12 6.06 big-cap Long NaN 41.0 1.030843e+08 77.0 Technology 220 DT 10 5.91 big-cap Long NaN 29.0 1.025638e+08 22.0 Technology 209 TECH 19 6.38 big-cap Long NaN 19.0 1.013383e+08 77.0 Healthcare 172 AVTR 19 6.67 big-cap Long NaN 19.0 9.649130e+07 67.0 Basic Materials 199 IFF 11 0.33 big-cap Long NaN 19.0 8.684385e+07 38.0 Basic Materials 210 AVLR 11 3.41 big-cap Long NaN 29.0 8.469607e+07 18.0 Technology 143 VRSN 10 2.87 big-cap Long NaN 10.0 7.605276e+07 67.0 Technology 175 PKI 19 6.00 big-cap Long NaN 19.0 7.536903e+07 44.0 Healthcare 39 INFY 21 8.44 big-cap Long NaN 32.0 6.951884e+07 29.0 Technology 225 CG 10 4.31 big-cap Long NaN 10.0 6.374826e+07 77.0 Financial Services 165 ALNY 20 9.61 big-cap Long NaN 35.0 6.166088e+07 28.0 Healthcare 205 ESTC 13 3.63 big-cap Long NaN 32.0 5.567562e+07 24.0 Technology 174 PAGS 12 3.19 big-cap Long NaN 33.0 4.803255e+07 27.0 Technology 198 CDAY 7 -0.16 big-cap Long NaN 14.0 3.971503e+07 14.0 Technology 233 AXON 10 5.87 big-cap Long NaN 26.0 3.481056e+07 22.0 Industrials 236 PEGA 9 -0.49 big-cap Long NaN 22.0 1.962446e+07 22.0 Technology 215 OTEX 9 2.25 big-cap Long NaN 25.0 1.651609e+07 22.0 Technology 100 LBRDA 8 2.76 big-cap Long NaN 8.0 1.570532e+07 58.0 Communication Services 141 RCI 10 1.75 big-cap Long NaN 10.0 9.711365e+06 65.0 Communication Services 134 EC 10 9.37 big-cap Long NaN 25.0 8.502079e+06 22.0 Energy 153 CQP 6 3.53 big-cap Long NaN 23.0 5.192716e+06 20.0 Energy Mean Return: 6.065925925925926 Mean Day/Week: 13.675925925925926 Accuracy:0.9166666666666666 *******************Part 1.8 Big Cap Short Maintainance********************* big_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 132 DAL 18 -8.72 big-cap Short NaN -18.0 5.037903e+08 -26.0 Industrials 128 LUV 14 -7.71 big-cap Short NaN -59.0 4.644246e+08 -24.0 Industrials 66 MET 12 -1.33 big-cap Short NaN -39.0 4.568518e+08 -14.0 Financial Services 73 WBA 9 -8.96 big-cap Short NaN -58.0 3.497407e+08 -15.0 Healthcare 86 LVS 24 -10.68 big-cap Short NaN -24.0 2.520518e+08 -45.0 Consumer Cyclical 48 SO 9 1.19 big-cap Short NaN -38.0 1.851535e+08 -15.0 Utilities 150 FLT 22 -5.80 big-cap Short NaN -43.0 1.775638e+08 -40.0 Technology 44 CB 12 1.88 big-cap Short NaN -20.0 1.483648e+08 -14.0 Financial Services 173 MTB 11 -3.77 big-cap Short NaN -30.0 1.364127e+08 -14.0 Financial Services 108 PCAR 13 -0.17 big-cap Short NaN -17.0 1.328094e+08 -22.0 Industrials 136 ED 6 1.79 big-cap Short NaN -35.0 1.323917e+08 -13.0 Utilities 52 D 10 1.50 big-cap Short NaN -42.0 1.235338e+08 -15.0 Utilities 41 CNI 14 0.10 big-cap Short NaN -14.0 1.115108e+08 -40.0 Industrials 139 TSN 9 -1.19 big-cap Short NaN -50.0 1.112338e+08 -16.0 Consumer Defensive 197 FMC 6 -3.09 big-cap Short NaN -34.0 1.068888e+08 -13.0 Basic Materials 216 MPW 13 2.51 big-cap Short NaN -13.0 9.410510e+07 -46.0 Real Estate 147 ABC 6 0.54 big-cap Short NaN -44.0 9.323486e+07 -15.0 Healthcare 117 PEG 6 2.27 big-cap Short NaN -44.0 9.210341e+07 -13.0 Utilities 183 HPE 13 0.01 big-cap Short NaN -65.0 8.735600e+07 -15.0 Technology 158 AEE 6 2.98 big-cap Short NaN -40.0 8.380695e+07 -13.0 Utilities 148 PPL 13 2.03 big-cap Short NaN -15.0 8.286001e+07 -15.0 Utilities 224 CHRW 11 -2.10 big-cap Short NaN -14.0 7.866004e+07 -15.0 Industrials 62 VOD 11 -6.99 big-cap Short NaN -34.0 7.800714e+07 -35.0 Communication Services 95 MFC 18 -5.18 big-cap Short NaN -70.0 7.026888e+07 -34.0 Financial Services 159 QSR 7 0.23 big-cap Short NaN -24.0 6.096194e+07 -14.0 Consumer Cyclical 194 ABCL 22 -30.85 big-cap Short NaN -25.0 5.860149e+07 -29.0 Healthcare 213 SMG 24 -8.34 big-cap Short NaN -57.0 5.693523e+07 -34.0 Basic Materials 196 ATHM 34 -31.16 big-cap Short NaN -34.0 4.827380e+07 -136.0 Communication Services 56 PHG 17 -13.04 big-cap Short NaN -50.0 4.675473e+07 -28.0 Healthcare 222 PLTK 19 -12.42 big-cap Short NaN -19.0 3.924527e+07 -24.0 Communication Services 245 AQN 12 0.82 big-cap Short NaN -12.0 2.479836e+07 -136.0 Utilities 109 ORAN 12 -6.13 big-cap Short NaN -28.0 9.905511e+06 -24.0 Communication Services 137 CAJ 6 -0.78 big-cap Short NaN -46.0 6.723534e+06 -17.0 Technology 72 PUK 12 -5.90 big-cap Short NaN -63.0 6.091644e+06 -15.0 Financial Services 234 CNA 7 -0.63 big-cap Short NaN -73.0 5.820915e+06 -13.0 Financial Services 160 DISCB 9 -11.10 big-cap Short NaN -61.0 6.381646e+05 -38.0 Communication Services 211 ZNH 22 -9.77 big-cap Short NaN -22.0 3.846271e+05 -47.0 Industrials 240 CEA 11 -6.13 big-cap Short NaN -21.0 4.691211e+04 -50.0 Industrials Mean Return: -4.844473684210525 Mean Day/Week: 13.157894736842104 Accuracy:0.6578947368421053 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 2 Consumer Defensive 2 Financial Services 4 Healthcare 11 Industrials 4 Real Estate 5 Technology 12 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 2 Consumer Cyclical 12 Consumer Defensive 5 Financial Services 20 Healthcare 5 Industrials 11 Real Estate 4 Technology 4 Utilities 4 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 354 PNFP 2 -0.29 small-cap Short NaN -73.0 2.759551e+07 -3.0 Financial Services Mean Return: -0.29 Mean Day/Week: 2.0 Accuracy:1.0 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 329 LSI 2 1.03 small-cap Long NaN 2.0 9.310152e+07 77.0 Real Estate 306 CUBE 1 0.00 small-cap Long NaN 1.0 8.970776e+07 77.0 Real Estate 340 TPX 4 -2.27 small-cap Long NaN 4.0 4.666279e+07 8.0 Consumer Cyclical 279 STOR 2 -0.36 small-cap Long NaN 2.0 4.357478e+07 8.0 Real Estate 298 ARCC 3 0.00 small-cap Long NaN 3.0 3.288478e+07 29.0 Financial Services 271 AGNCM 5 0.92 small-cap Long NaN 5.0 1.513663e+05 12.0 Real Estate Mean Return: -0.13599999999999998 Mean Day/Week: 3.4 Accuracy:0.4 *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 312 KSS 2 -3.92 small-cap Short NaN -2.0 1.351550e+08 -33.0 Consumer Cyclical 283 BLDR 5 0.90 small-cap Short NaN -5.0 1.120707e+08 -27.0 Industrials 319 PLNT 3 -2.14 small-cap Short NaN -3.0 7.845036e+07 -28.0 Consumer Cyclical 291 YY 4 -7.29 small-cap Short NaN -4.0 7.754547e+07 -72.0 Communication Services 296 MLCO 1 0.00 small-cap Short NaN -1.0 7.153496e+07 -48.0 Consumer Cyclical 318 AZEK 2 0.08 small-cap Short NaN -2.0 6.704033e+07 -28.0 Industrials 266 ARMK 2 -1.29 small-cap Short NaN -2.0 2.327148e+07 -7.0 Consumer Cyclical 303 ALLK 2 -1.40 small-cap Short NaN -2.0 2.104975e+07 -136.0 Healthcare 364 TNET 1 0.00 small-cap Short NaN -1.0 1.291928e+07 -41.0 Industrials 305 ANGI 3 -1.96 small-cap Short NaN -3.0 6.742713e+06 -53.0 Communication Services 326 ESLT 5 -0.02 small-cap Short NaN -5.0 4.443781e+06 -31.0 Industrials 363 ENIC 1 0.00 small-cap Short NaN -1.0 2.019581e+06 -136.0 Utilities Mean Return: -1.8933333333333333 Mean Day/Week: 3.4444444444444446 Accuracy:0.7777777777777778 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 350 BIGC 11 9.34 small-cap Long NaN 31.0 3.960449e+08 22.0 Technology 253 NTRA 9 -2.56 small-cap Long NaN 23.0 2.031572e+08 23.0 Healthcare 246 VST 8 5.60 small-cap Long NaN 33.0 1.867554e+08 21.0 Utilities 256 DBX 20 6.96 small-cap Long NaN 32.0 1.584479e+08 37.0 Technology 339 ASAN 23 56.06 small-cap Long NaN 33.0 1.331060e+08 34.0 Technology 277 DECK 8 2.61 small-cap Long NaN 11.0 1.165992e+08 12.0 Consumer Cyclical 268 SMAR 13 6.59 small-cap Long NaN 31.0 1.028315e+08 18.0 Technology 286 FVRR 9 -2.06 small-cap Long NaN 29.0 9.756933e+07 14.0 Communication Services 345 UPWK 11 3.98 small-cap Long NaN 29.0 6.760952e+07 23.0 Industrials 287 SYNH 7 3.98 small-cap Long NaN 7.0 6.341734e+07 21.0 Healthcare 288 ATH 6 1.56 small-cap Long NaN 6.0 6.302249e+07 77.0 Financial Services 315 VRT 37 15.06 small-cap Long NaN 37.0 5.493410e+07 67.0 Industrials 280 LSPD 14 7.26 small-cap Long NaN 31.0 4.980732e+07 33.0 Technology 337 VRNS 7 0.34 small-cap Long NaN 28.0 4.434852e+07 17.0 Technology 359 OMCL 10 1.66 small-cap Long NaN 22.0 3.794028e+07 35.0 Healthcare 265 BRKR 19 8.19 small-cap Long NaN 20.0 3.713024e+07 77.0 Healthcare 330 GMED 9 9.17 small-cap Long NaN 11.0 3.620138e+07 63.0 Healthcare 336 TNDM 9 3.64 small-cap Long NaN 26.0 3.384105e+07 19.0 Healthcare 314 ARES 9 6.91 small-cap Long NaN 28.0 3.227077e+07 23.0 Financial Services 249 FWONK 9 2.72 small-cap Long NaN 12.0 2.790761e+07 10.0 Communication Services 278 DNLI 25 18.84 small-cap Long NaN 59.0 2.526811e+07 31.0 Healthcare 300 MANH 29 9.03 small-cap Long NaN 29.0 2.353458e+07 50.0 Technology 259 KOF 27 7.13 small-cap Long NaN 41.0 9.457249e+06 65.0 Consumer Defensive 250 FWONA 9 3.59 small-cap Long NaN 10.0 3.276782e+06 12.0 Communication Services 352 DSGX 9 3.50 small-cap Long NaN 23.0 2.366280e+06 23.0 Technology 310 PBCTP 14 2.99 small-cap Long NaN 35.0 1.373439e+06 37.0 Financial Services 313 JSM 27 2.50 small-cap Long NaN 30.0 3.199107e+05 46.0 unknown Mean Return: 7.207037037037037 Mean Day/Week: 14.37037037037037 Accuracy:0.9259259259259259 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 328 ALK 14 -8.14 small-cap Short NaN -60.0 1.271235e+08 -25.0 Industrials 297 RL 7 -3.19 small-cap Short NaN -33.0 1.035966e+08 -19.0 Consumer Cyclical 258 WU 15 -3.90 small-cap Short NaN -46.0 1.022253e+08 -33.0 Financial Services 349 HBI 12 -5.23 small-cap Short NaN -40.0 7.743727e+07 -27.0 Consumer Cyclical 335 PBCT 9 -4.75 small-cap Short NaN -32.0 7.282169e+07 -14.0 Financial Services 316 PFGC 9 -6.05 small-cap Short NaN -15.0 7.103030e+07 -41.0 Consumer Defensive 262 KGC 8 1.27 small-cap Short NaN -20.0 6.875988e+07 -14.0 Basic Materials 248 AU 6 6.24 small-cap Short NaN -23.0 6.790228e+07 -17.0 Basic Materials 351 VAC 15 -7.99 small-cap Short NaN -73.0 6.582269e+07 -35.0 Consumer Cyclical 308 EXEL 7 -0.19 small-cap Short NaN -34.0 6.265147e+07 -30.0 Healthcare 361 AER 8 -7.85 small-cap Short NaN -60.0 5.115426e+07 -20.0 Industrials 357 BTG 8 -1.88 small-cap Short NaN -24.0 4.981618e+07 -14.0 Basic Materials 293 RS 7 1.42 small-cap Short NaN -34.0 4.873970e+07 -14.0 Basic Materials 321 HTA 7 -0.70 small-cap Short NaN -10.0 4.495896e+07 -15.0 Real Estate 294 PAAS 12 -1.92 small-cap Short NaN -24.0 4.477713e+07 -18.0 Basic Materials 252 GL 13 2.92 small-cap Short NaN -33.0 4.413243e+07 -14.0 Financial Services 344 PSTH 8 -3.56 small-cap Short NaN -22.0 4.412815e+07 -136.0 Financial Services 301 RGA 14 -2.45 small-cap Short NaN -55.0 3.843993e+07 -22.0 Financial Services 343 SNV 12 -4.72 small-cap Short NaN -40.0 3.689986e+07 -14.0 Financial Services 324 CDK 12 -2.00 small-cap Short NaN -16.0 3.353105e+07 -18.0 Technology 309 CASY 18 -6.74 small-cap Short NaN -47.0 3.338822e+07 -20.0 Consumer Defensive 272 ATR 11 -0.42 small-cap Short NaN -35.0 3.100409e+07 -17.0 Consumer Cyclical 322 PB 7 -2.90 small-cap Short NaN -14.0 2.646706e+07 -14.0 Financial Services 282 NLSN 9 -2.76 small-cap Short NaN -30.0 2.628918e+07 -14.0 Industrials 333 TKR 12 -2.29 small-cap Short NaN -32.0 2.486735e+07 -16.0 Industrials 355 BWXT 15 -7.35 small-cap Short NaN -51.0 1.909776e+07 -34.0 Industrials 348 MDU 11 1.13 small-cap Short NaN -39.0 1.904616e+07 -14.0 Basic Materials 289 NFE 8 -7.51 small-cap Short NaN -8.0 1.683777e+07 -136.0 Utilities 342 PRI 7 -3.43 small-cap Short NaN -20.0 1.455663e+07 -14.0 Financial Services 311 GLPG 10 -3.38 small-cap Short NaN -10.0 1.183789e+07 -17.0 Healthcare 353 BOKF 7 -5.53 small-cap Short NaN -20.0 1.175372e+07 -7.0 Financial Services 247 BSAC 8 -9.34 small-cap Short NaN -8.0 1.097463e+07 -42.0 Financial Services 275 AEG 13 -3.29 small-cap Short NaN -31.0 9.973423e+06 -36.0 Financial Services 254 MNSO 11 -16.21 small-cap Short NaN -11.0 9.140457e+06 -30.0 Consumer Cyclical Mean Return: -3.6085294117647058 Mean Day/Week: 10.294117647058824 Accuracy:0.8529411764705882 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 4 Consumer Cyclical 11 Consumer Defensive 3 Energy 4 Financial Services 37 Healthcare 27 Industrials 16 Real Estate 10 Technology 32 Utilities 2 unknown 6 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 20 Communication Services 8 Consumer Cyclical 38 Consumer Defensive 15 Energy 6 Financial Services 86 Healthcare 34 Industrials 46 Real Estate 10 Technology 20 Utilities 11 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 610 SHEN 3 -2.41 penny-cap Long NaN 3.0 6.116809e+07 5.0 Communication Services 773 NMFC 2 -0.89 penny-cap Long NaN 2.0 4.504497e+06 5.0 Financial Services Mean Return: -1.6500000000000001 Mean Day/Week: 2.5 Accuracy:0.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 576 OM 1 0.00 penny-cap Short NaN -2.0 2.828697e+07 -5.0 Healthcare 406 GOCO 3 -2.20 penny-cap Short NaN -3.0 1.298989e+07 -5.0 Financial Services 769 CERS 1 0.00 penny-cap Short NaN -1.0 8.142006e+06 -3.0 Healthcare 605 MFGP 3 -4.81 penny-cap Short NaN -4.0 6.191008e+06 -4.0 Technology Mean Return: -3.505 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 610 SHEN 3 -2.41 penny-cap Long NaN 3.0 6.116809e+07 5.0 Communication Services 773 NMFC 2 -0.89 penny-cap Long NaN 2.0 4.504497e+06 5.0 Financial Services Mean Return: -1.6500000000000001 Mean Day/Week: 2.5 Accuracy:0.0 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 576 OM 1 0.00 penny-cap Short NaN -2.0 2.828697e+07 -5.0 Healthcare 450 UMBF 2 -0.34 penny-cap Short NaN -72.0 2.111981e+07 -2.0 Financial Services 406 GOCO 3 -2.20 penny-cap Short NaN -3.0 1.298989e+07 -5.0 Financial Services 717 GWB 1 0.00 penny-cap Short NaN -40.0 1.106132e+07 -3.0 Financial Services 769 CERS 1 0.00 penny-cap Short NaN -1.0 8.142006e+06 -3.0 Healthcare 605 MFGP 3 -4.81 penny-cap Short NaN -4.0 6.191008e+06 -4.0 Technology Mean Return: -2.4499999999999997 Mean Day/Week: 3.6666666666666665 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 610 SHEN 3 -2.41 penny-cap Long NaN 3.0 6.116809e+07 5.0 Communication Services 534 KYMR 4 -6.85 penny-cap Long NaN 4.0 3.130641e+07 29.0 Healthcare 454 ALKS 3 0.75 penny-cap Long NaN 3.0 2.892457e+07 52.0 Healthcare 709 TSLX 3 2.01 penny-cap Long NaN 3.0 1.933050e+07 29.0 Financial Services 412 WTS 5 0.03 penny-cap Long NaN 5.0 1.689504e+07 53.0 Industrials 666 CCCC 1 0.00 penny-cap Long NaN 1.0 1.340942e+07 25.0 Healthcare 632 DEA 1 0.00 penny-cap Long NaN 1.0 8.378806e+06 9.0 Real Estate 773 NMFC 2 -0.89 penny-cap Long NaN 2.0 4.504497e+06 5.0 Financial Services 751 NMZ 5 1.04 penny-cap Long NaN 5.0 3.155733e+06 64.0 Financial Services 731 BXMX 3 -0.55 penny-cap Long NaN 3.0 2.150730e+06 77.0 Financial Services 559 NUV 3 -0.77 penny-cap Long NaN 3.0 2.024907e+06 37.0 Financial Services 429 ESGRO 3 -0.35 penny-cap Long NaN 3.0 5.913285e+05 9.0 Financial Services 643 NSS 4 -0.15 penny-cap Long NaN 4.0 5.447360e+05 77.0 unknown Mean Return: -0.7400000000000001 Mean Day/Week: 3.6363636363636362 Accuracy:0.36363636363636365 *******************Part 3.6 Penny Cap Short Entry MACD********************* penny_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 401 TRIP 2 -2.21 penny-cap Short NaN -2.0 7.022489e+07 -49.0 Consumer Cyclical 405 DOYU 2 -0.90 penny-cap Short NaN -2.0 4.605631e+07 -74.0 Communication Services 456 IRBT 3 -2.13 penny-cap Short NaN -3.0 3.640444e+07 -136.0 Technology 529 NUVA 3 0.20 penny-cap Short NaN -3.0 3.459089e+07 -6.0 Healthcare 576 OM 1 0.00 penny-cap Short NaN -2.0 2.828697e+07 -5.0 Healthcare 672 BALY 1 0.00 penny-cap Short NaN -1.0 2.506207e+07 -56.0 Consumer Cyclical 492 PCRX 2 -1.56 penny-cap Short NaN -2.0 2.430339e+07 -67.0 Healthcare 473 TRTN 1 0.00 penny-cap Short NaN -1.0 2.208495e+07 -48.0 Industrials 733 GNOG 2 -7.66 penny-cap Short NaN -2.0 1.876755e+07 -136.0 Consumer Cyclical 510 AVAV 4 -2.40 penny-cap Short NaN -5.0 1.709780e+07 -8.0 Industrials 455 SLQT 1 0.00 penny-cap Short NaN -1.0 1.707821e+07 -41.0 Financial Services 419 RSI 1 0.00 penny-cap Short NaN -1.0 1.588752e+07 -136.0 Consumer Cyclical 802 WPRT 1 0.00 penny-cap Short NaN -1.0 1.506239e+07 -74.0 Consumer Cyclical 486 AMRN 1 0.00 penny-cap Short NaN -1.0 1.370352e+07 -136.0 Healthcare 406 GOCO 3 -2.20 penny-cap Short NaN -3.0 1.298989e+07 -5.0 Financial Services 698 MASS 3 -2.55 penny-cap Short NaN -3.0 1.109120e+07 -136.0 Healthcare 592 THRM 2 -1.66 penny-cap Short NaN -2.0 1.085126e+07 -17.0 Consumer Cyclical 625 CALM 2 0.37 penny-cap Short NaN -2.0 1.073592e+07 -55.0 Consumer Defensive 399 NEU 1 0.00 penny-cap Short NaN -1.0 1.040462e+07 -136.0 Basic Materials 769 CERS 1 0.00 penny-cap Short NaN -1.0 8.142006e+06 -3.0 Healthcare 706 NRIX 3 -7.91 penny-cap Short NaN -3.0 8.107440e+06 -136.0 Healthcare 678 ATSG 2 -1.30 penny-cap Short NaN -2.0 8.094297e+06 -54.0 Industrials 813 VITL 4 0.61 penny-cap Short NaN -4.0 7.822979e+06 -76.0 Consumer Defensive 785 TCMD 2 -1.66 penny-cap Short NaN -2.0 6.821210e+06 -7.0 Healthcare 605 MFGP 3 -4.81 penny-cap Short NaN -4.0 6.191008e+06 -4.0 Technology 656 ALG 1 0.00 penny-cap Short NaN -1.0 5.884320e+06 -25.0 Industrials 665 ICLK 1 0.00 penny-cap Short NaN -1.0 5.548864e+06 -74.0 Communication Services 708 MRSN 2 0.00 penny-cap Short NaN -2.0 5.313368e+06 -136.0 Healthcare 686 LKFN 1 0.00 penny-cap Short NaN -1.0 5.071069e+06 -50.0 Financial Services 647 FMTX 3 -2.92 penny-cap Short NaN -5.0 4.424297e+06 -20.0 Healthcare 675 ARQT 2 -2.20 penny-cap Short NaN -2.0 3.873791e+06 -40.0 Healthcare 567 ALVR 1 0.00 penny-cap Short NaN -1.0 3.108629e+06 -136.0 Healthcare 649 CLBK 2 0.65 penny-cap Short NaN -2.0 3.045979e+06 -25.0 Financial Services 772 JOUT 2 -0.58 penny-cap Short NaN -2.0 2.648402e+06 -35.0 Consumer Cyclical 759 ATRI 1 0.00 penny-cap Short NaN -1.0 2.458572e+06 -53.0 Healthcare 638 SPNS 5 0.39 penny-cap Short NaN -5.0 1.927410e+06 -45.0 Technology 434 MOR 5 -1.94 penny-cap Short NaN -5.0 1.117870e+06 -136.0 Healthcare Mean Return: -1.9291304347826084 Mean Day/Week: 3.347826086956522 Accuracy:0.7391304347826086 *******************Part 3.7 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 507 JKS 8 37.38 penny-cap Long NaN 34.0 4.588714e+08 10.0 Technology 413 NTLA 10 66.52 penny-cap Long NaN 26.0 4.092060e+08 31.0 Healthcare 597 RIG 10 5.87 penny-cap Long NaN 10.0 1.409823e+08 26.0 Energy 369 CROX 9 -0.21 penny-cap Long NaN 9.0 9.511519e+07 77.0 Consumer Cyclical 420 CELH 9 -4.13 penny-cap Long NaN 10.0 8.057658e+07 33.0 Consumer Defensive 546 RVLV 15 15.41 penny-cap Long NaN 28.0 7.159957e+07 38.0 Consumer Cyclical 443 SYNA 9 2.68 penny-cap Long NaN 23.0 6.559629e+07 23.0 Technology 661 IRWD 11 -2.05 penny-cap Long NaN 11.0 6.362037e+07 61.0 Healthcare 384 RPD 15 9.50 penny-cap Long NaN 33.0 6.215725e+07 37.0 Technology 552 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 66.0 Real Estate 394 JOBS 26 6.29 penny-cap Long NaN 65.0 5.758655e+07 45.0 Industrials 382 IIPR 7 2.97 penny-cap Long NaN 30.0 5.696160e+07 22.0 Real Estate 388 JCOM 19 11.29 penny-cap Long NaN 22.0 5.032561e+07 77.0 Technology 370 WK 15 15.44 penny-cap Long NaN 31.0 4.712893e+07 23.0 Technology 451 APLS 29 28.58 penny-cap Long NaN 59.0 4.473001e+07 36.0 Healthcare 756 RAVN 12 -0.56 penny-cap Long NaN 12.0 4.221503e+07 54.0 Industrials 608 DOMO 24 22.50 penny-cap Long NaN 32.0 3.770337e+07 33.0 Technology 441 OPCH 20 6.09 penny-cap Long NaN 29.0 3.734981e+07 22.0 Healthcare 461 SPT 24 31.56 penny-cap Long NaN 30.0 3.623230e+07 32.0 Technology 400 TRUP 21 20.81 penny-cap Long NaN 59.0 3.614376e+07 29.0 Financial Services 542 NSA 26 12.48 penny-cap Long NaN 26.0 3.517239e+07 77.0 Real Estate 720 PACK 11 0.59 penny-cap Long NaN 12.0 3.514453e+07 36.0 Consumer Cyclical 501 PHR 10 9.09 penny-cap Long NaN 29.0 3.490676e+07 21.0 Healthcare 616 DDS 12 11.69 penny-cap Long NaN 37.0 3.484323e+07 52.0 Consumer Cyclical 495 FRHC 15 9.64 penny-cap Long NaN 27.0 3.297124e+07 26.0 Financial Services 467 KTOS 6 -3.69 penny-cap Long NaN 24.0 3.053336e+07 9.0 Industrials 514 MIME 40 17.14 penny-cap Long NaN 67.0 2.995684e+07 42.0 Technology 554 MXL 10 4.61 penny-cap Long NaN 29.0 2.960982e+07 31.0 Technology 660 BOOT 10 -3.28 penny-cap Long NaN 10.0 2.796167e+07 77.0 Consumer Cyclical 577 MGY 12 2.83 penny-cap Long NaN 28.0 2.620590e+07 29.0 Energy 463 PZZA 17 3.15 penny-cap Long NaN 21.0 2.255367e+07 43.0 Consumer Cyclical 520 SMPL 7 2.12 penny-cap Long NaN 17.0 2.241178e+07 72.0 Consumer Defensive 411 KRNT 17 1.49 penny-cap Long NaN 31.0 2.225810e+07 29.0 Industrials 770 STAR 8 1.32 penny-cap Long NaN 18.0 2.205423e+07 20.0 Real Estate 816 CDMO 25 20.30 penny-cap Long NaN 25.0 2.156381e+07 77.0 Healthcare 368 GSHD 7 -2.73 penny-cap Long NaN 26.0 2.063679e+07 16.0 Financial Services 623 PRFT 61 27.04 penny-cap Long NaN 61.0 2.011220e+07 77.0 Technology 385 HLI 12 5.89 penny-cap Long NaN 39.0 1.992325e+07 39.0 Financial Services 685 CNST 19 0.95 penny-cap Long NaN 51.0 1.984187e+07 25.0 Healthcare 440 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 755 CRTO 8 2.62 penny-cap Long NaN 8.0 1.930592e+07 77.0 Communication Services 573 RMBS 14 3.89 penny-cap Long NaN 28.0 1.914285e+07 17.0 Technology 396 HCM 9 18.29 penny-cap Long NaN 9.0 1.912233e+07 10.0 Healthcare 732 BLFS 13 12.82 penny-cap Long NaN 33.0 1.895051e+07 16.0 Healthcare 631 TBIO 6 9.67 penny-cap Long NaN 25.0 1.863330e+07 11.0 Healthcare 752 VLRS 15 13.36 penny-cap Long NaN 15.0 1.811516e+07 77.0 Industrials 515 AMRC 24 13.85 penny-cap Long NaN 65.0 1.800896e+07 29.0 Industrials 392 HASI 6 0.84 penny-cap Long NaN 30.0 1.770772e+07 14.0 Real Estate 367 DAVA 35 27.11 penny-cap Long NaN 51.0 1.666022e+07 54.0 Technology 740 QADA 7 -0.39 penny-cap Long NaN 7.0 1.590147e+07 28.0 Technology 758 EVRI 12 3.98 penny-cap Long NaN 51.0 1.582872e+07 54.0 Consumer Cyclical 433 GOOS 6 -3.08 penny-cap Long NaN 10.0 1.393547e+07 9.0 Consumer Cyclical 606 SKY 13 4.89 penny-cap Long NaN 29.0 1.386960e+07 29.0 Consumer Cyclical 535 ATRC 9 3.64 penny-cap Long NaN 9.0 1.343731e+07 77.0 Healthcare 674 SYKE 12 -0.78 penny-cap Long NaN 13.0 1.343565e+07 13.0 Technology 425 SIGI 9 1.45 penny-cap Long NaN 9.0 1.332369e+07 12.0 Financial Services 655 ZUO 11 1.37 penny-cap Long NaN 17.0 1.296969e+07 17.0 Technology 477 CNS 41 15.70 penny-cap Long NaN 84.0 1.242378e+07 52.0 Financial Services 767 LNTH 14 12.77 penny-cap Long NaN 26.0 1.207244e+07 28.0 Healthcare 505 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 63.0 Financial Services 431 VICR 9 8.02 penny-cap Long NaN 31.0 1.134694e+07 26.0 Technology 722 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 683 BSIG 11 1.63 penny-cap Long NaN 11.0 9.495389e+06 68.0 Financial Services 448 WNS 15 5.57 penny-cap Long NaN 32.0 9.477305e+06 33.0 Industrials 748 PRCH 6 2.06 penny-cap Long NaN 37.0 8.972799e+06 26.0 Technology 403 ALTR 9 -1.40 penny-cap Long NaN 9.0 8.661484e+06 13.0 Technology 783 ZUMZ 9 0.69 penny-cap Long NaN 10.0 8.056395e+06 12.0 Consumer Cyclical 744 INVA 12 1.17 penny-cap Long NaN 12.0 7.818925e+06 41.0 Healthcare 611 CVA 20 2.23 penny-cap Long NaN 20.0 7.805682e+06 47.0 Industrials 421 INOV 20 4.82 penny-cap Long NaN 20.0 6.900728e+06 77.0 Healthcare 644 CSII 12 1.33 penny-cap Long NaN 32.0 6.887880e+06 21.0 Healthcare 651 HSKA 20 12.47 penny-cap Long NaN 20.0 6.862987e+06 37.0 Healthcare 703 VCRA 7 1.43 penny-cap Long NaN 26.0 6.844974e+06 13.0 Technology 734 LASR 7 -1.25 penny-cap Long NaN 31.0 6.834323e+06 12.0 Technology 482 SOGO 7 2.81 penny-cap Long NaN 7.0 6.393488e+06 62.0 Communication Services 636 HLIO 8 3.77 penny-cap Long NaN 11.0 6.255645e+06 26.0 Industrials 488 CCU 8 6.30 penny-cap Long NaN 16.0 5.768695e+06 11.0 Consumer Defensive 511 BSTZ 15 6.16 penny-cap Long NaN 27.0 5.570316e+06 32.0 unknown 633 CRVL 11 8.37 penny-cap Long NaN 11.0 5.555535e+06 65.0 Financial Services 588 VRRM 16 4.00 penny-cap Long NaN 16.0 5.532555e+06 24.0 Industrials 600 EVA 10 1.51 penny-cap Long NaN 11.0 5.490971e+06 12.0 Basic Materials 693 EVV 23 3.13 penny-cap Long NaN 35.0 5.290038e+06 37.0 Financial Services 781 MDXG 6 -2.11 penny-cap Long NaN 27.0 5.041546e+06 18.0 Healthcare 408 NEA 9 1.16 penny-cap Long NaN 30.0 4.870779e+06 64.0 Financial Services 427 MSP 11 1.94 penny-cap Long NaN 11.0 4.141102e+06 37.0 Technology 478 NAD 33 4.13 penny-cap Long NaN 33.0 4.025670e+06 64.0 Financial Services 704 MLAB 8 1.03 penny-cap Long NaN 59.0 3.923717e+06 26.0 Technology 724 HYT 7 -0.31 penny-cap Long NaN 30.0 3.814973e+06 37.0 Financial Services 753 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 680 BBN 21 3.07 penny-cap Long NaN 71.0 3.578820e+06 35.0 Financial Services 811 SPH 6 3.04 penny-cap Long NaN 37.0 3.243839e+06 21.0 Utilities 648 DCBO 12 13.89 penny-cap Long NaN 67.0 2.966008e+06 52.0 Technology 561 NZF 13 1.81 penny-cap Long NaN 27.0 2.726892e+06 64.0 Financial Services 735 NFJ 11 3.14 penny-cap Long NaN 23.0 2.177481e+06 68.0 Financial Services 765 FAX 11 1.15 penny-cap Long NaN 63.0 2.092567e+06 31.0 Financial Services 711 BTZ 10 2.79 penny-cap Long NaN 69.0 2.077513e+06 47.0 Financial Services 580 NAC 6 0.57 penny-cap Long NaN 6.0 2.034119e+06 64.0 Financial Services 791 HQH 10 2.13 penny-cap Long NaN 29.0 2.021043e+06 22.0 Financial Services 621 ADX 7 1.01 penny-cap Long NaN 7.0 2.016785e+06 77.0 Financial Services 730 USAC 6 0.63 penny-cap Long NaN 17.0 1.980762e+06 38.0 Energy 794 EOS 8 1.86 penny-cap Long NaN 20.0 1.978639e+06 33.0 Financial Services 788 CHY 9 0.80 penny-cap Long NaN 26.0 1.687084e+06 65.0 Financial Services 688 VCTR 11 4.94 penny-cap Long NaN 11.0 1.527401e+06 77.0 Financial Services 754 NRK 25 2.26 penny-cap Long NaN 25.0 4.297347e+05 61.0 Financial Services 745 QADB 7 -0.62 penny-cap Long NaN 22.0 1.173233e+05 27.0 Technology Mean Return: 6.560952380952381 Mean Day/Week: 13.80952380952381 Accuracy:0.8571428571428571 *******************Part 3.8 Penny Cap Short Maintainance********************* penny_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 372 NYCB 19 -4.68 penny-cap Short NaN -19.0 1.334982e+08 -45.0 Financial Services 539 SAVE 23 -19.16 penny-cap Short NaN -23.0 1.280830e+08 -41.0 Industrials 397 JBLU 16 -10.94 penny-cap Short NaN -61.0 1.063288e+08 -25.0 Industrials 445 SABR 7 -0.90 penny-cap Short NaN -8.0 9.145210e+07 -11.0 Technology 393 HFC 14 -7.61 penny-cap Short NaN -14.0 8.951360e+07 -45.0 Energy 423 PK 7 -7.04 penny-cap Short NaN -7.0 7.449850e+07 -8.0 Real Estate 462 ADS 11 -1.46 penny-cap Short NaN -35.0 7.412658e+07 -14.0 Financial Services 668 PLAY 18 -13.87 penny-cap Short NaN -18.0 6.448081e+07 -41.0 Consumer Cyclical 547 FLR 15 -10.48 penny-cap Short NaN -38.0 6.222325e+07 -38.0 Industrials 596 CAKE 14 -6.54 penny-cap Short NaN -40.0 6.154034e+07 -19.0 Consumer Cyclical 778 CVM 6 -31.75 penny-cap Short NaN -7.0 5.939462e+07 -7.0 Healthcare 415 KBH 11 -5.73 penny-cap Short NaN -54.0 5.067133e+07 -20.0 Consumer Cyclical 657 EB 16 -16.98 penny-cap Short NaN -71.0 4.670704e+07 -40.0 Technology 544 EAF 6 -1.25 penny-cap Short NaN -26.0 4.315839e+07 -14.0 Industrials 378 AUY 6 1.71 penny-cap Short NaN -18.0 4.198260e+07 -14.0 Basic Materials 471 CBRL 20 -7.60 penny-cap Short NaN -58.0 4.121897e+07 -41.0 Consumer Cyclical 566 FBC 6 0.78 penny-cap Short NaN -19.0 3.941321e+07 -15.0 Financial Services 617 ENDP 11 -18.74 penny-cap Short NaN -11.0 3.828162e+07 -71.0 Healthcare 571 ATI 7 3.89 penny-cap Short NaN -19.0 3.484262e+07 -14.0 Industrials 508 ISBC 7 -5.21 penny-cap Short NaN -73.0 3.342376e+07 -14.0 Financial Services 497 ALGT 25 -15.29 penny-cap Short NaN -74.0 3.106773e+07 -46.0 Industrials 512 COLB 14 -11.61 penny-cap Short NaN -75.0 3.005041e+07 -60.0 Financial Services 398 IDA 6 1.70 penny-cap Short NaN -39.0 2.986315e+07 -13.0 Utilities 437 AVT 12 -0.66 penny-cap Short NaN -46.0 2.889966e+07 -14.0 Technology 506 BXS 18 -11.81 penny-cap Short NaN -18.0 2.685256e+07 -55.0 Financial Services 453 EQC 6 0.88 penny-cap Short NaN -11.0 2.663068e+07 -11.0 Real Estate 410 VLY 7 -2.83 penny-cap Short NaN -70.0 2.626633e+07 -14.0 Financial Services 543 ABM 17 -10.15 penny-cap Short NaN -55.0 2.570632e+07 -27.0 Industrials 428 POR 9 -0.57 penny-cap Short NaN -48.0 2.406084e+07 -14.0 Utilities 414 HAIN 10 -0.90 penny-cap Short NaN -10.0 2.390211e+07 -56.0 Consumer Defensive 598 TSE 14 -0.91 penny-cap Short NaN -34.0 2.386053e+07 -35.0 Basic Materials 635 MDGL 11 -4.50 penny-cap Short NaN -33.0 2.336193e+07 -29.0 Healthcare 662 FSM 14 -11.13 penny-cap Short NaN -14.0 2.197013e+07 -24.0 Basic Materials 524 ASB 11 -6.78 penny-cap Short NaN -30.0 2.169158e+07 -14.0 Financial Services 509 DAN 12 -4.17 penny-cap Short NaN -20.0 2.116138e+07 -14.0 Consumer Cyclical 558 THS 28 -7.70 penny-cap Short NaN -30.0 2.095571e+07 -45.0 Consumer Defensive 374 SAGE 16 -6.81 penny-cap Short NaN -16.0 2.094768e+07 -17.0 Healthcare 522 ONB 14 -7.29 penny-cap Short NaN -72.0 2.083769e+07 -47.0 Financial Services 525 NWE 13 -0.25 penny-cap Short NaN -50.0 2.077946e+07 -30.0 Utilities 389 AL 19 -10.01 penny-cap Short NaN -19.0 2.055539e+07 -42.0 Industrials 615 BCC 11 0.15 penny-cap Short NaN -36.0 2.053144e+07 -17.0 Basic Materials 452 MDC 17 -1.96 penny-cap Short NaN -55.0 2.052934e+07 -26.0 Consumer Cyclical 607 SKYW 23 -12.86 penny-cap Short NaN -74.0 1.908692e+07 -47.0 Industrials 575 FULT 13 0.41 penny-cap Short NaN -73.0 1.886523e+07 -30.0 Financial Services 564 FUN 7 0.67 penny-cap Short NaN -7.0 1.828865e+07 -41.0 Consumer Cyclical 379 MMS 6 -0.16 penny-cap Short NaN -51.0 1.796557e+07 -7.0 Industrials 480 TRN 12 -3.66 penny-cap Short NaN -13.0 1.779841e+07 -14.0 Industrials 523 HMY 8 2.15 penny-cap Short NaN -23.0 1.728011e+07 -17.0 Basic Materials 476 FNB 7 -4.48 penny-cap Short NaN -73.0 1.721933e+07 -14.0 Financial Services 541 AVA 13 -1.41 penny-cap Short NaN -57.0 1.663224e+07 -26.0 Utilities 407 UBSI 7 -5.18 penny-cap Short NaN -30.0 1.586365e+07 -14.0 Financial Services 551 IBOC 12 -10.00 penny-cap Short NaN -34.0 1.539686e+07 -14.0 Financial Services 483 BOH 7 -2.78 penny-cap Short NaN -39.0 1.526595e+07 -41.0 Financial Services 447 HOMB 13 -2.07 penny-cap Short NaN -73.0 1.480371e+07 -20.0 Financial Services 517 UTZ 17 -4.55 penny-cap Short NaN -39.0 1.461875e+07 -38.0 Consumer Defensive 540 UCBI 7 -3.40 penny-cap Short NaN -30.0 1.429298e+07 -14.0 Financial Services 489 PDCO 9 -3.75 penny-cap Short NaN -10.0 1.414339e+07 -10.0 Healthcare 569 MSGE 7 -0.50 penny-cap Short NaN -14.0 1.394761e+07 -75.0 Communication Services 574 IOSP 14 -5.14 penny-cap Short NaN -19.0 1.362245e+07 -20.0 Basic Materials 699 CYTK 6 -6.06 penny-cap Short NaN -6.0 1.284589e+07 -27.0 Healthcare 536 AUB 11 -4.71 penny-cap Short NaN -25.0 1.278439e+07 -14.0 Financial Services 484 AGI 6 5.47 penny-cap Short NaN -21.0 1.277298e+07 -14.0 Basic Materials 553 WWW 14 -4.86 penny-cap Short NaN -39.0 1.274926e+07 -34.0 Consumer Cyclical 619 MTOR 15 -5.71 penny-cap Short NaN -15.0 1.271998e+07 -68.0 Consumer Cyclical 601 CMP 14 -4.66 penny-cap Short NaN -32.0 1.256572e+07 -17.0 Basic Materials 612 FMBI 21 -10.29 penny-cap Short NaN -70.0 1.204175e+07 -35.0 Financial Services 695 PRIM 14 -5.45 penny-cap Short NaN -14.0 1.192907e+07 -53.0 Industrials 459 NJR 6 1.60 penny-cap Short NaN -39.0 1.192800e+07 -11.0 Utilities 380 FTDR 6 -2.18 penny-cap Short NaN -21.0 1.187990e+07 -53.0 Consumer Cyclical 481 SR 11 1.52 penny-cap Short NaN -11.0 1.179107e+07 -11.0 Utilities 799 BJRI 19 -9.15 penny-cap Short NaN -75.0 1.157547e+07 -35.0 Consumer Cyclical 432 PSB 8 0.96 penny-cap Short NaN -15.0 1.103996e+07 -15.0 Real Estate 653 CVI 13 -4.31 penny-cap Short NaN -17.0 1.089405e+07 -66.0 Energy 381 ESGR 8 0.27 penny-cap Short NaN -69.0 1.049382e+07 -26.0 Financial Services 671 PATK 14 -1.98 penny-cap Short NaN -39.0 9.972076e+06 -24.0 Consumer Cyclical 654 LZB 15 -2.95 penny-cap Short NaN -39.0 9.760570e+06 -35.0 Consumer Cyclical 479 GATX 11 -3.99 penny-cap Short NaN -34.0 9.581133e+06 -14.0 Industrials 705 HOPE 13 -3.25 penny-cap Short NaN -70.0 9.413268e+06 -14.0 Financial Services 557 EQX 10 -5.19 penny-cap Short NaN -15.0 9.396215e+06 -14.0 Basic Materials 550 FIBK 20 -9.29 penny-cap Short NaN -74.0 9.391666e+06 -41.0 Financial Services 681 BV 13 1.80 penny-cap Short NaN -47.0 9.326887e+06 -20.0 Industrials 532 CVBF 13 -3.02 penny-cap Short NaN -14.0 9.312522e+06 -14.0 Financial Services 527 CATY 7 -5.67 penny-cap Short NaN -19.0 9.226171e+06 -7.0 Financial Services 663 NWBI 13 0.37 penny-cap Short NaN -13.0 9.110317e+06 -14.0 Financial Services 784 ACRS 21 -7.19 penny-cap Short NaN -60.0 9.056139e+06 -42.0 Healthcare 812 ENTA 7 -4.10 penny-cap Short NaN -42.0 8.891413e+06 -36.0 Healthcare 692 CGEM 13 3.70 penny-cap Short NaN -13.0 8.804253e+06 -124.0 Healthcare 652 SBCF 13 -2.37 penny-cap Short NaN -35.0 8.709068e+06 -14.0 Financial Services 563 RUSHA 14 -4.21 penny-cap Short NaN -55.0 8.704361e+06 -25.0 Consumer Cyclical 696 TBK 13 -2.12 penny-cap Short NaN -52.0 8.478999e+06 -35.0 Financial Services 789 AMSF 12 -1.60 penny-cap Short NaN -33.0 8.401349e+06 -23.0 Financial Services 613 BANF 19 -8.23 penny-cap Short NaN -35.0 8.394247e+06 -31.0 Financial Services 533 SCL 11 -3.51 penny-cap Short NaN -31.0 8.375138e+06 -14.0 Basic Materials 583 AVNS 7 -2.40 penny-cap Short NaN -7.0 8.236448e+06 -136.0 Healthcare 764 PLUS 26 -7.30 penny-cap Short NaN -40.0 8.212635e+06 -34.0 Technology 537 XNCR 7 -3.74 penny-cap Short NaN -7.0 7.601818e+06 -136.0 Healthcare 750 TBPH 8 -9.48 penny-cap Short NaN -8.0 7.448825e+06 -38.0 Healthcare 641 FBK 21 -10.98 penny-cap Short NaN -73.0 7.378468e+06 -50.0 Financial Services 738 EHTH 6 -7.13 penny-cap Short NaN -46.0 7.244602e+06 -24.0 Financial Services 700 NWN 7 -1.58 penny-cap Short NaN -51.0 7.217620e+06 -13.0 Utilities 595 PVG 9 -1.23 penny-cap Short NaN -24.0 7.116775e+06 -21.0 Basic Materials 741 HURN 7 -4.04 penny-cap Short NaN -32.0 6.859041e+06 -17.0 Industrials 687 AMWD 8 -4.67 penny-cap Short NaN -47.0 6.723473e+06 -39.0 Consumer Cyclical 485 NG 8 5.82 penny-cap Short NaN -20.0 6.689454e+06 -15.0 Basic Materials 593 FRME 19 -8.07 penny-cap Short NaN -72.0 6.618244e+06 -31.0 Financial Services 694 NBTB 14 -8.07 penny-cap Short NaN -30.0 6.577094e+06 -30.0 Financial Services 555 MANU 6 -1.77 penny-cap Short NaN -6.0 6.567624e+06 -46.0 Consumer Cyclical 810 PRA 14 -8.04 penny-cap Short NaN -72.0 6.381546e+06 -41.0 Financial Services 504 BVN 6 -0.62 penny-cap Short NaN -18.0 5.717183e+06 -16.0 Basic Materials 646 CFFN 30 -6.61 penny-cap Short NaN -30.0 5.666427e+06 -65.0 Financial Services 639 TRMK 14 -5.35 penny-cap Short NaN -69.0 5.648301e+06 -30.0 Financial Services 629 HTLF 6 -3.58 penny-cap Short NaN -20.0 5.601914e+06 -8.0 Financial Services 729 NXGN 7 -0.14 penny-cap Short NaN -11.0 5.476125e+06 -136.0 Healthcare 723 CVGW 20 -9.80 penny-cap Short NaN -50.0 5.286017e+06 -47.0 Consumer Defensive 614 PRK 14 -8.03 penny-cap Short NaN -20.0 5.275379e+06 -47.0 Financial Services 779 SAFT 13 -2.63 penny-cap Short NaN -30.0 5.210656e+06 -26.0 Financial Services 797 NBHC 13 -1.56 penny-cap Short NaN -73.0 4.877302e+06 -31.0 Financial Services 682 WABC 19 -6.79 penny-cap Short NaN -74.0 4.806169e+06 -31.0 Financial Services 493 ADV 7 -4.78 penny-cap Short NaN -41.0 4.707873e+06 -15.0 Communication Services 790 ORIC 23 -3.16 penny-cap Short NaN -23.0 4.573412e+06 -136.0 Healthcare 684 HTLD 34 -6.59 penny-cap Short NaN -54.0 4.408062e+06 -40.0 Industrials 548 MEOH 14 -0.39 penny-cap Short NaN -32.0 4.337223e+06 -41.0 Basic Materials 801 AKRO 6 -5.90 penny-cap Short NaN -6.0 4.108537e+06 -11.0 Healthcare 775 OCFC 14 -7.39 penny-cap Short NaN -69.0 3.744564e+06 -43.0 Financial Services 727 KROS 9 -8.55 penny-cap Short NaN -9.0 3.638647e+06 -47.0 Healthcare 777 CHCO 7 -2.76 penny-cap Short NaN -71.0 3.454615e+06 -50.0 Financial Services 677 NTB 13 -1.16 penny-cap Short NaN -40.0 3.426176e+06 -31.0 Financial Services 768 TCBK 13 -3.45 penny-cap Short NaN -19.0 3.203457e+06 -14.0 Financial Services 712 TRS 8 -3.93 penny-cap Short NaN -19.0 2.964814e+06 -13.0 Industrials 807 MATW 14 -7.05 penny-cap Short NaN -73.0 2.368581e+06 -31.0 Industrials 659 KRO 12 -5.22 penny-cap Short NaN -38.0 2.079267e+06 -22.0 Basic Materials 793 FOR 18 -4.51 penny-cap Short NaN -43.0 2.017541e+06 -32.0 Real Estate 796 PFC 7 -6.46 penny-cap Short NaN -74.0 1.696843e+06 -49.0 Financial Services 713 WMK 6 0.07 penny-cap Short NaN -6.0 1.612390e+06 -55.0 Consumer Defensive 446 IFS 8 -5.23 penny-cap Short NaN -19.0 1.297286e+06 -22.0 Financial Services 578 CENT 7 -7.70 penny-cap Short NaN -58.0 1.205450e+06 -20.0 Consumer Defensive 562 RUSHB 14 -6.23 penny-cap Short NaN -58.0 7.862662e+05 -25.0 Consumer Cyclical 726 NEXA 15 4.06 penny-cap Short NaN -19.0 7.413513e+05 -20.0 Basic Materials 584 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -121.0 unknown 689 MNTK 12 -18.30 penny-cap Short NaN -12.0 3.908661e+05 -115.0 Utilities 502 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -125.0 unknown 670 SBLKZ 9 0.08 penny-cap Short NaN -9.0 2.905885e+05 -29.0 unknown 624 ITCB 7 -10.38 penny-cap Short NaN -50.0 1.032444e+05 -42.0 Financial Services 586 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 503 HKIB 13 -7.54 penny-cap Short NaN -54.0 3.135000e+04 -33.0 Financial Services 500 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -125.0 Financial Services 658 PRTC 13 -3.81 penny-cap Short NaN -13.0 0.000000e+00 -39.0 Healthcare Mean Return: -4.677278911564627 Mean Day/Week: 12.34013605442177 Accuracy:0.8435374149659864 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/07/07 05-40-11
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 19 Consumer Cyclical 14 Consumer Defensive 3 Energy 3 Financial Services 9 Healthcare 33 Industrials 13 Real Estate 6 Technology 51 Utilities 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 12 Communication Services 9 Consumer Cyclical 8 Consumer Defensive 9 Financial Services 20 Healthcare 7 Industrials 12 Real Estate 3 Technology 4 Utilities 13 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 161 FOXA 4 -1.06 big-cap Short NaN -5.0 9.085746e+07 -5.0 Communication Services Mean Return: -1.06 Mean Day/Week: 4.0 Accuracy:1.0 *******************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 75 STZ 1 0.00 big-cap Short NaN -38.0 2.093735e+08 -2.0 Consumer Defensive 161 FOXA 4 -1.06 big-cap Short NaN -5.0 9.085746e+07 -5.0 Communication Services 163 MLM 1 0.00 big-cap Short NaN -32.0 9.083127e+07 -5.0 Basic Materials 160 FOX 4 -1.32 big-cap Short NaN -69.0 3.654034e+07 -5.0 Communication Services Mean Return: -1.19 Mean Day/Week: 5.0 Accuracy:1.0 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 GOOGL 1 0.00 big-cap Long NaN 1.0 3.097384e+09 77.0 Communication Services 8 CMCSA 2 -1.30 big-cap Long NaN 2.0 6.642034e+08 8.0 Communication Services 18 BMY 1 0.00 big-cap Long NaN 1.0 5.957019e+08 19.0 Healthcare 105 ALXN 2 -0.93 big-cap Long NaN 2.0 4.612409e+08 57.0 Healthcare 26 AMT 2 1.05 big-cap Long NaN 2.0 4.146147e+08 73.0 Real Estate 34 GILD 4 -0.65 big-cap Long NaN 4.0 3.874665e+08 43.0 Healthcare 90 JCI 3 -0.95 big-cap Long NaN 3.0 2.116956e+08 77.0 Industrials 84 APH 2 -0.91 big-cap Long NaN 5.0 1.573686e+08 10.0 Technology 209 IT 2 0.27 big-cap Long NaN 2.0 1.563397e+08 77.0 Technology 114 SBAC 1 0.00 big-cap Long NaN 1.0 1.387257e+08 74.0 Real Estate 168 ALB 2 -1.22 big-cap Long NaN 2.0 1.121816e+08 41.0 Basic Materials 150 GRMN 3 0.38 big-cap Long NaN 3.0 9.485452e+07 77.0 Technology 174 TRU 1 0.00 big-cap Long NaN 1.0 8.032449e+07 66.0 Industrials 192 BIP 3 -1.42 big-cap Long NaN 3.0 1.503897e+07 6.0 Utilities 61 RELX 1 0.00 big-cap Long NaN 1.0 1.451591e+07 65.0 Communication Services Mean Return: -0.568 Mean Day/Week: 3.0 Accuracy:0.3 *******************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 42 BEKE 1 0.00 big-cap Short NaN -1.0 3.112389e+08 -136.0 Real Estate 161 FOXA 4 -1.06 big-cap Short NaN -5.0 9.085746e+07 -5.0 Communication Services 229 KC 1 0.00 big-cap Short NaN -1.0 6.730735e+07 -136.0 Technology 69 LU 2 -1.84 big-cap Short NaN -3.0 6.269393e+07 -136.0 Financial Services 246 BCH 1 0.00 big-cap Short NaN -1.0 2.506015e+06 -41.0 Financial Services Mean Return: -1.4500000000000002 Mean Day/Week: 4.5 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 6 NVDA 29 28.59 big-cap Long NaN 29.0 8.793656e+09 63.0 Technology 1 MSFT 17 7.46 big-cap Long NaN 18.0 7.386238e+09 77.0 Technology 4 FB 8 2.88 big-cap Long NaN 8.0 4.573823e+09 77.0 Communication Services 30 NIO 9 10.92 big-cap Long NaN 30.0 3.398827e+09 25.0 Consumer Cyclical 19 SHOP 15 15.63 big-cap Long NaN 32.0 2.960574e+09 33.0 Technology 5 V 10 1.58 big-cap Long NaN 10.0 1.627944e+09 74.0 Financial Services 62 CRWD 14 12.92 big-cap Long NaN 31.0 1.497842e+09 32.0 Technology 7 PYPL 13 5.16 big-cap Long NaN 27.0 1.394370e+09 32.0 Financial Services 11 CRM 26 5.13 big-cap Long NaN 29.0 1.391520e+09 32.0 Technology 23 ZM 12 7.14 big-cap Long NaN 34.0 1.356288e+09 22.0 Communication Services 57 ROKU 10 7.94 big-cap Long NaN 31.0 1.258423e+09 13.0 Communication Services 48 MRNA 11 11.87 big-cap Long NaN 28.0 1.151316e+09 58.0 Healthcare 33 SNAP 12 9.14 big-cap Long NaN 29.0 1.105517e+09 30.0 Communication Services 10 ADBE 18 11.00 big-cap Long NaN 22.0 9.788181e+08 66.0 Technology 66 DOCU 14 13.32 big-cap Long NaN 26.0 9.655479e+08 22.0 Technology 96 XPEV 13 0.47 big-cap Long NaN 32.0 7.890804e+08 25.0 Consumer Cyclical 70 PTON 6 -2.54 big-cap Long NaN 34.0 7.228525e+08 13.0 Consumer Cyclical 14 LLY 8 1.07 big-cap Long NaN 43.0 7.070661e+08 33.0 Healthcare 17 COST 7 1.11 big-cap Long NaN 7.0 6.259625e+08 63.0 Consumer Defensive 15 DHR 8 4.22 big-cap Long NaN 11.0 5.954527e+08 60.0 Healthcare 27 INTU 34 18.48 big-cap Long NaN 34.0 5.761711e+08 39.0 Technology 16 ACN 7 3.61 big-cap Long NaN 7.0 5.645157e+08 77.0 Technology 31 ISRG 16 8.33 big-cap Long NaN 16.0 5.273197e+08 61.0 Healthcare 13 MRK 17 3.28 big-cap Long NaN 17.0 5.138545e+08 18.0 Healthcare 29 TGT 11 4.90 big-cap Long NaN 32.0 5.045750e+08 75.0 Consumer Defensive 122 LI 13 9.29 big-cap Long NaN 35.0 4.997727e+08 27.0 Consumer Cyclical 37 SPGI 16 4.87 big-cap Long NaN 16.0 4.846592e+08 77.0 Financial Services 185 GNRC 15 17.29 big-cap Long NaN 25.0 4.233498e+08 28.0 Industrials 80 EBAY 11 7.02 big-cap Long NaN 25.0 4.143034e+08 43.0 Consumer Cyclical 20 AZN 6 -0.27 big-cap Long NaN 6.0 4.123611e+08 57.0 Healthcare 97 INFO 15 4.22 big-cap Long NaN 15.0 4.071411e+08 77.0 Industrials 143 ENPH 7 7.67 big-cap Long NaN 31.0 4.035036e+08 14.0 Technology 22 CHTR 8 2.52 big-cap Long NaN 8.0 4.023792e+08 57.0 Communication Services 55 ADI 8 0.81 big-cap Long NaN 30.0 3.645946e+08 32.0 Technology 56 REGN 19 11.15 big-cap Long NaN 22.0 3.611487e+08 51.0 Healthcare 50 DASH 11 5.65 big-cap Long NaN 33.0 3.578127e+08 18.0 Communication Services 68 LULU 16 9.64 big-cap Long NaN 28.0 3.476855e+08 56.0 Consumer Cyclical 92 MRVL 14 6.26 big-cap Long NaN 30.0 3.278373e+08 32.0 Technology 134 NET 21 24.35 big-cap Long NaN 29.0 3.222070e+08 34.0 Technology 65 CVNA 9 0.60 big-cap Long NaN 26.0 3.220746e+08 17.0 Consumer Cyclical 239 BILL 12 5.56 big-cap Long NaN 26.0 3.064521e+08 21.0 Technology 87 TTD 7 0.89 big-cap Long NaN 26.0 2.816380e+08 10.0 Technology 40 ZTS 18 6.41 big-cap Long NaN 18.0 2.658947e+08 60.0 Healthcare 45 ILMN 17 4.76 big-cap Long NaN 31.0 2.595506e+08 27.0 Healthcare 137 FTNT 27 15.22 big-cap Long NaN 27.0 2.489165e+08 77.0 Technology 223 CRSP 8 7.86 big-cap Long NaN 32.0 2.376693e+08 18.0 Healthcare 113 DDOG 13 6.73 big-cap Long NaN 33.0 2.370605e+08 32.0 Technology 117 RMD 19 16.01 big-cap Long NaN 30.0 2.364352e+08 45.0 Healthcare 54 TEAM 14 7.98 big-cap Long NaN 29.0 2.247618e+08 22.0 Technology 197 DPZ 19 7.66 big-cap Long NaN 19.0 2.209917e+08 64.0 Consumer Cyclical 171 HUBS 13 5.55 big-cap Long NaN 16.0 2.122453e+08 22.0 Technology 74 IDXX 29 17.30 big-cap Long NaN 29.0 2.116162e+08 37.0 Healthcare 89 DXCM 7 2.39 big-cap Long NaN 24.0 2.104346e+08 24.0 Healthcare 59 EW 30 11.12 big-cap Long NaN 30.0 2.103298e+08 61.0 Healthcare 88 A 18 4.24 big-cap Long NaN 26.0 2.060271e+08 65.0 Healthcare 121 ROK 11 1.33 big-cap Long NaN 23.0 2.020907e+08 31.0 Industrials 106 CARR 6 0.62 big-cap Long NaN 6.0 1.939525e+08 77.0 Industrials 78 PSA 22 7.19 big-cap Long NaN 22.0 1.934353e+08 77.0 Real Estate 102 MSCI 16 11.53 big-cap Long NaN 16.0 1.933348e+08 67.0 Financial Services 169 APO 7 3.44 big-cap Long NaN 7.0 1.913911e+08 57.0 Financial Services 79 SNPS 9 3.86 big-cap Long NaN 30.0 1.901088e+08 32.0 Technology 188 ULTA 10 4.83 big-cap Long NaN 10.0 1.890399e+08 28.0 Consumer Cyclical 86 APTV 8 1.63 big-cap Long NaN 27.0 1.776560e+08 27.0 Consumer Cyclical 189 BPY 6 -0.78 big-cap Long NaN 6.0 1.769299e+08 77.0 Real Estate 83 MTCH 9 -0.14 big-cap Long NaN 18.0 1.733790e+08 13.0 Communication Services 116 MSI 11 5.42 big-cap Long NaN 40.0 1.677140e+08 77.0 Technology 60 MCO 16 6.32 big-cap Long NaN 16.0 1.641423e+08 77.0 Financial Services 133 WELL 23 10.59 big-cap Long NaN 24.0 1.631846e+08 77.0 Real Estate 71 VEEV 19 9.96 big-cap Long NaN 28.0 1.628544e+08 28.0 Healthcare 124 MTD 16 4.99 big-cap Long NaN 16.0 1.614114e+08 64.0 Healthcare 104 CTAS 11 5.42 big-cap Long NaN 14.0 1.593433e+08 70.0 Industrials 132 CPRT 11 3.67 big-cap Long NaN 11.0 1.582129e+08 62.0 Industrials 76 U 9 -5.62 big-cap Long NaN 32.0 1.581688e+08 13.0 Technology 206 IFF 10 -0.27 big-cap Long NaN 18.0 1.567973e+08 37.0 Basic Materials 77 ROP 8 2.69 big-cap Long NaN 8.0 1.564605e+08 66.0 Industrials 155 ZBRA 6 3.25 big-cap Long NaN 6.0 1.546003e+08 33.0 Technology 93 TROW 7 3.48 big-cap Long NaN 7.0 1.541194e+08 77.0 Financial Services 108 PAYX 8 4.06 big-cap Long NaN 8.0 1.514898e+08 77.0 Industrials 242 FSLR 6 -1.62 big-cap Long NaN 29.0 1.439777e+08 9.0 Technology 99 LBRDK 8 4.07 big-cap Long NaN 8.0 1.410885e+08 57.0 Communication Services 183 WAT 19 9.16 big-cap Long NaN 19.0 1.375511e+08 71.0 Healthcare 177 AVTR 18 8.00 big-cap Long NaN 18.0 1.272942e+08 66.0 Basic Materials 172 ALNY 19 10.64 big-cap Long NaN 34.0 1.144339e+08 27.0 Healthcare 231 CG 9 2.54 big-cap Long NaN 9.0 1.091069e+08 77.0 Financial Services 130 KEYS 8 0.99 big-cap Long NaN 24.0 1.080481e+08 32.0 Technology 149 VRSN 9 2.28 big-cap Long NaN 9.0 1.024308e+08 66.0 Technology 212 CRL 18 6.27 big-cap Long NaN 18.0 1.023018e+08 77.0 Healthcare 213 BKI 7 3.33 big-cap Long NaN 67.0 1.011100e+08 17.0 Technology 193 EXR 23 11.29 big-cap Long NaN 23.0 9.734583e+07 77.0 Real Estate 198 POOL 7 1.94 big-cap Long NaN 7.0 9.654559e+07 64.0 Consumer Cyclical 215 TECH 18 4.57 big-cap Long NaN 18.0 9.409989e+07 77.0 Healthcare 211 ESTC 12 3.47 big-cap Long NaN 31.0 9.380548e+07 23.0 Technology 226 DT 9 4.62 big-cap Long NaN 28.0 9.065091e+07 21.0 Technology 148 KKR 9 0.99 big-cap Long NaN 9.0 8.816674e+07 77.0 Financial Services 152 WST 12 4.67 big-cap Long NaN 12.0 7.990921e+07 63.0 Healthcare 180 PKI 18 6.62 big-cap Long NaN 18.0 6.482418e+07 43.0 Healthcare 151 YNDX 9 2.15 big-cap Long NaN 48.0 6.425487e+07 30.0 Communication Services 240 AXON 9 6.37 big-cap Long NaN 25.0 6.194961e+07 21.0 Industrials 39 INFY 20 8.11 big-cap Long NaN 31.0 6.152022e+07 28.0 Technology 194 BMRN 18 1.18 big-cap Long NaN 32.0 6.026627e+07 32.0 Healthcare 224 CABO 12 2.91 big-cap Long NaN 32.0 5.984891e+07 13.0 Communication Services 243 PEGA 8 0.43 big-cap Long NaN 21.0 5.700442e+07 21.0 Technology 216 AVLR 10 4.21 big-cap Long NaN 28.0 5.578367e+07 17.0 Technology 179 PAGS 11 4.36 big-cap Long NaN 32.0 5.362405e+07 26.0 Technology 205 CDAY 6 0.25 big-cap Long NaN 13.0 4.460746e+07 13.0 Technology 221 OTEX 8 1.15 big-cap Long NaN 24.0 1.561250e+07 21.0 Technology 138 EC 9 10.32 big-cap Long NaN 24.0 1.504887e+07 21.0 Energy 100 LBRDA 7 1.45 big-cap Long NaN 7.0 1.488149e+07 57.0 Communication Services 24 PTR 20 14.43 big-cap Long NaN 43.0 1.247689e+07 44.0 Energy 147 RCI 9 1.73 big-cap Long NaN 9.0 1.224580e+07 64.0 Communication Services Mean Return: 5.951909090909089 Mean Day/Week: 12.99090909090909 Accuracy:0.9363636363636364 *******************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 9 VZ 10 0.08 big-cap Short NaN -34.0 7.757839e+08 -21.0 Communication Services 67 MET 11 -1.23 big-cap Short NaN -38.0 5.337920e+08 -13.0 Financial Services 73 WBA 8 -8.52 big-cap Short NaN -57.0 4.150223e+08 -14.0 Healthcare 131 LUV 13 -5.84 big-cap Short NaN -58.0 4.050395e+08 -23.0 Industrials 136 DAL 17 -7.11 big-cap Short NaN -17.0 3.348926e+08 -25.0 Industrials 156 FLT 21 -5.89 big-cap Short NaN -41.0 2.984804e+08 -39.0 Technology 52 D 9 1.17 big-cap Short NaN -39.0 2.684984e+08 -14.0 Utilities 43 CB 11 1.33 big-cap Short NaN -19.0 2.540338e+08 -13.0 Financial Services 139 WY 10 -0.45 big-cap Short NaN -37.0 2.504978e+08 -23.0 Real Estate 145 DTE 8 1.34 big-cap Short NaN -38.0 2.272039e+08 -14.0 Utilities 85 LVS 23 -9.36 big-cap Short NaN -23.0 2.173064e+08 -44.0 Consumer Cyclical 47 SO 8 1.11 big-cap Short NaN -37.0 1.739401e+08 -14.0 Utilities 111 PCAR 12 -0.30 big-cap Short NaN -16.0 1.550608e+08 -21.0 Industrials 178 MTB 10 -3.70 big-cap Short NaN -29.0 1.434419e+08 -13.0 Financial Services 144 TSN 8 -1.68 big-cap Short NaN -49.0 1.272310e+08 -15.0 Consumer Defensive 41 CNI 13 -1.64 big-cap Short NaN -13.0 1.271604e+08 -39.0 Industrials 222 MPW 12 2.85 big-cap Short NaN -12.0 1.204001e+08 -45.0 Real Estate 187 HPE 12 -0.61 big-cap Short NaN -62.0 1.127435e+08 -14.0 Technology 154 PPL 12 2.06 big-cap Short NaN -14.0 1.098381e+08 -14.0 Utilities 251 SNA 11 0.91 big-cap Short NaN -34.0 8.938000e+07 -14.0 Industrials 219 SMG 23 -8.02 big-cap Short NaN -56.0 8.119017e+07 -33.0 Basic Materials 125 WEC 10 0.64 big-cap Short NaN -38.0 8.085578e+07 -16.0 Utilities 230 CHRW 10 -2.66 big-cap Short NaN -13.0 7.960577e+07 -14.0 Industrials 217 PKG 10 0.31 big-cap Short NaN -29.0 7.689963e+07 -14.0 Consumer Cyclical 166 QSR 6 -0.02 big-cap Short NaN -22.0 7.549651e+07 -13.0 Consumer Cyclical 252 AQN 11 0.62 big-cap Short NaN -11.0 7.121025e+07 -136.0 Utilities 64 VOD 10 -6.81 big-cap Short NaN -33.0 7.069289e+07 -34.0 Communication Services 94 MFC 17 -4.21 big-cap Short NaN -69.0 6.960265e+07 -33.0 Financial Services 58 PHG 16 -12.75 big-cap Short NaN -48.0 5.802046e+07 -27.0 Healthcare 203 ATHM 33 -32.62 big-cap Short NaN -33.0 4.684492e+07 -136.0 Communication Services 225 SBSW 13 2.11 big-cap Short NaN -17.0 4.675435e+07 -17.0 Basic Materials 201 ABCL 21 -27.69 big-cap Short NaN -23.0 3.583091e+07 -28.0 Healthcare 241 CNA 6 -1.14 big-cap Short NaN -72.0 3.194907e+07 -12.0 Financial Services 228 PLTK 18 -10.98 big-cap Short NaN -18.0 2.236960e+07 -23.0 Communication Services 112 ORAN 11 -4.89 big-cap Short NaN -26.0 1.046790e+07 -23.0 Communication Services 72 PUK 11 -6.39 big-cap Short NaN -62.0 6.488587e+06 -14.0 Financial Services 53 DCUE 6 0.16 big-cap Short NaN -37.0 3.542729e+06 -14.0 Utilities 218 ZNH 21 -9.25 big-cap Short NaN -21.0 3.241099e+05 -46.0 Industrials 247 CEA 10 -5.11 big-cap Short NaN -19.0 3.230237e+05 -49.0 Industrials 167 DISCB 8 -3.31 big-cap Short NaN -60.0 2.794720e+05 -37.0 Communication Services Mean Return: -4.187250000000001 Mean Day/Week: 12.75 Accuracy:0.675 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 4 Consumer Defensive 2 Energy 1 Financial Services 7 Healthcare 11 Industrials 3 Real Estate 4 Technology 16 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 2 Consumer Cyclical 10 Consumer Defensive 4 Financial Services 21 Healthcare 5 Industrials 13 Real Estate 1 Technology 4 Utilities 2 *******************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 348 NVST 1 0.0 small-cap Short NaN -34.0 4.953916e+07 -5.0 Healthcare 366 PNFP 1 0.0 small-cap Short NaN -72.0 1.910335e+07 -2.0 Financial Services 374 SBS 1 0.0 small-cap Short NaN -25.0 1.029008e+07 -5.0 Utilities 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 293 ATH 5 2.31 small-cap Long NaN 5.0 1.170036e+08 77.0 Financial Services 351 TPX 3 -2.17 small-cap Long NaN 3.0 1.123870e+08 7.0 Consumer Cyclical 357 SKX 3 -2.56 small-cap Long NaN 3.0 5.151971e+07 77.0 Consumer Cyclical 337 LSI 1 0.00 small-cap Long NaN 1.0 4.849144e+07 77.0 Real Estate 285 STOR 1 0.00 small-cap Long NaN 1.0 4.606734e+07 7.0 Real Estate 300 ARCC 2 0.35 small-cap Long NaN 2.0 4.056288e+07 28.0 Financial Services 277 AGNCM 4 0.92 small-cap Long NaN 4.0 3.395543e+05 11.0 Real Estate Mean Return: -0.22999999999999998 Mean Day/Week: 3.8 Accuracy:0.6 *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 314 KSS 1 0.00 small-cap Short NaN -1.0 1.400616e+08 -32.0 Consumer Cyclical 289 BLDR 4 -1.09 small-cap Short NaN -4.0 1.392992e+08 -26.0 Industrials 295 YY 3 -5.24 small-cap Short NaN -3.0 7.368125e+07 -71.0 Communication Services 326 PLNT 2 -0.64 small-cap Short NaN -2.0 6.604227e+07 -27.0 Consumer Cyclical 325 AZEK 1 0.00 small-cap Short NaN -1.0 6.247134e+07 -27.0 Industrials 273 ARMK 1 0.00 small-cap Short NaN -1.0 5.191248e+07 -6.0 Consumer Cyclical 306 ALLK 2 -0.42 small-cap Short NaN -2.0 2.168453e+07 -136.0 Healthcare 334 LFUS 1 0.00 small-cap Short NaN -1.0 1.549433e+07 -25.0 Technology 308 ANGI 2 -0.70 small-cap Short NaN -2.0 1.502206e+07 -52.0 Communication Services 333 ESLT 4 -1.45 small-cap Short NaN -4.0 2.884747e+06 -30.0 Industrials Mean Return: -1.5899999999999999 Mean Day/Week: 3.5 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 350 ASAN 22 58.44 small-cap Long NaN 32.0 2.191984e+08 33.0 Technology 349 BEAM 9 30.96 small-cap Long NaN 32.0 1.646430e+08 21.0 Healthcare 283 DECK 7 1.77 small-cap Long NaN 10.0 1.598543e+08 11.0 Consumer Cyclical 282 LMND 8 -3.94 small-cap Long NaN 31.0 1.227415e+08 21.0 Financial Services 291 FVRR 8 -1.74 small-cap Long NaN 28.0 1.172711e+08 13.0 Communication Services 263 DBX 19 6.18 small-cap Long NaN 31.0 1.036148e+08 36.0 Technology 253 VST 7 -0.13 small-cap Long NaN 32.0 9.473124e+07 20.0 Utilities 260 NTRA 8 -1.40 small-cap Long NaN 22.0 9.463537e+07 22.0 Healthcare 274 SMAR 12 8.07 small-cap Long NaN 30.0 9.242687e+07 17.0 Technology 286 LSPD 13 9.75 small-cap Long NaN 30.0 7.684968e+07 32.0 Technology 292 SYNH 6 3.16 small-cap Long NaN 6.0 7.675796e+07 20.0 Healthcare 362 BIGC 10 4.35 small-cap Long NaN 30.0 7.419786e+07 21.0 Technology 329 NTNX 27 19.48 small-cap Long NaN 64.0 7.371510e+07 32.0 Technology 356 UPWK 10 7.29 small-cap Long NaN 28.0 6.947128e+07 22.0 Industrials 303 CLR 11 2.87 small-cap Long NaN 43.0 5.753030e+07 50.0 Energy 316 ARES 8 7.20 small-cap Long NaN 27.0 5.687498e+07 22.0 Financial Services 338 GMED 8 7.64 small-cap Long NaN 10.0 5.563576e+07 62.0 Healthcare 335 MDLA 10 4.11 small-cap Long NaN 29.0 5.335904e+07 17.0 Technology 318 VRT 36 17.16 small-cap Long NaN 36.0 4.857728e+07 66.0 Industrials 302 MANH 30 10.74 small-cap Long NaN 30.0 4.637678e+07 49.0 Technology 346 VRNS 6 1.99 small-cap Long NaN 27.0 3.972863e+07 16.0 Technology 257 GWRE 11 1.45 small-cap Long NaN 28.0 3.805388e+07 22.0 Technology 256 FWONK 8 1.86 small-cap Long NaN 17.0 3.436283e+07 9.0 Communication Services 284 DNLI 24 20.92 small-cap Long NaN 57.0 3.415321e+07 30.0 Healthcare 272 BRKR 18 6.77 small-cap Long NaN 19.0 3.197273e+07 77.0 Healthcare 321 HQY 9 -3.39 small-cap Long NaN 9.0 3.025682e+07 35.0 Healthcare 345 TNDM 8 4.46 small-cap Long NaN 25.0 2.949753e+07 18.0 Healthcare 371 OMCL 9 1.55 small-cap Long NaN 21.0 2.841055e+07 34.0 Healthcare 258 FWONA 8 2.66 small-cap Long NaN 9.0 7.751062e+06 11.0 Communication Services 266 KOF 26 7.00 small-cap Long NaN 40.0 4.957679e+06 64.0 Consumer Defensive 364 DSGX 8 4.55 small-cap Long NaN 22.0 4.419746e+06 22.0 Technology 315 JSM 26 1.98 small-cap Long NaN 29.0 5.657879e+05 45.0 unknown 312 PBCTP 13 1.50 small-cap Long NaN 34.0 2.953070e+05 36.0 Financial Services Mean Return: 7.432121212121212 Mean Day/Week: 13.424242424242424 Accuracy:0.8484848484848485 *******************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 373 AER 7 -8.47 small-cap Short NaN -59.0 9.914523e+07 -19.0 Industrials 299 RL 6 -1.71 small-cap Short NaN -32.0 9.431964e+07 -18.0 Consumer Cyclical 361 HBI 11 -3.89 small-cap Short NaN -39.0 9.298464e+07 -26.0 Consumer Cyclical 268 KGC 7 1.73 small-cap Short NaN -19.0 8.631364e+07 -13.0 Basic Materials 336 ALK 13 -5.49 small-cap Short NaN -59.0 8.594719e+07 -24.0 Industrials 265 WU 14 -5.07 small-cap Short NaN -45.0 8.449835e+07 -32.0 Financial Services 288 NLSN 8 -2.60 small-cap Short NaN -28.0 6.745816e+07 -13.0 Industrials 310 EXEL 6 2.09 small-cap Short NaN -33.0 6.062072e+07 -29.0 Healthcare 298 PAAS 11 -0.97 small-cap Short NaN -23.0 5.501711e+07 -17.0 Basic Materials 344 PBCT 8 -3.79 small-cap Short NaN -31.0 5.394557e+07 -13.0 Financial Services 322 PFGC 8 -5.30 small-cap Short NaN -14.0 5.373839e+07 -40.0 Consumer Defensive 297 RS 6 0.17 small-cap Short NaN -33.0 5.280000e+07 -13.0 Basic Materials 259 GL 12 2.31 small-cap Short NaN -32.0 5.122027e+07 -13.0 Financial Services 355 PSTH 7 -2.58 small-cap Short NaN -21.0 4.981768e+07 -136.0 Financial Services 304 RGA 13 -1.86 small-cap Short NaN -54.0 4.591032e+07 -21.0 Financial Services 311 CASY 17 -6.94 small-cap Short NaN -46.0 4.168581e+07 -19.0 Consumer Defensive 327 HTA 6 0.29 small-cap Short NaN -9.0 4.135149e+07 -14.0 Real Estate 354 SNV 11 -4.35 small-cap Short NaN -39.0 3.999265e+07 -13.0 Financial Services 342 TKR 11 -3.56 small-cap Short NaN -31.0 3.973381e+07 -15.0 Industrials 278 ATR 10 -1.11 small-cap Short NaN -34.0 3.829485e+07 -16.0 Consumer Cyclical 363 VAC 14 -6.14 small-cap Short NaN -72.0 3.753136e+07 -34.0 Consumer Cyclical 328 PB 6 -2.61 small-cap Short NaN -13.0 3.642715e+07 -13.0 Financial Services 353 PRI 6 -3.47 small-cap Short NaN -19.0 3.019777e+07 -13.0 Financial Services 369 BTG 7 0.25 small-cap Short NaN -23.0 2.950486e+07 -13.0 Basic Materials 331 CDK 11 -3.49 small-cap Short NaN -15.0 2.934453e+07 -17.0 Technology 360 MDU 10 0.62 small-cap Short NaN -38.0 2.506454e+07 -13.0 Basic Materials 294 NFE 7 -2.23 small-cap Short NaN -7.0 2.301522e+07 -136.0 Utilities 367 BWXT 14 -7.40 small-cap Short NaN -50.0 1.409108e+07 -33.0 Industrials 365 BOKF 6 -4.58 small-cap Short NaN -19.0 1.125610e+07 -6.0 Financial Services 313 GLPG 9 -0.98 small-cap Short NaN -9.0 9.775712e+06 -16.0 Healthcare 261 MNSO 10 -9.44 small-cap Short NaN -10.0 8.115321e+06 -29.0 Consumer Cyclical 281 AEG 12 -2.79 small-cap Short NaN -30.0 7.308279e+06 -35.0 Financial Services 254 BSAC 7 -10.42 small-cap Short NaN -7.0 6.863609e+06 -41.0 Financial Services 279 CIB 10 1.23 small-cap Short NaN -10.0 5.861445e+06 -136.0 Financial Services Mean Return: -3.0161764705882357 Mean Day/Week: 9.441176470588236 Accuracy:0.7647058823529411 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 6 Consumer Cyclical 17 Consumer Defensive 3 Energy 9 Financial Services 42 Healthcare 32 Industrials 19 Real Estate 11 Technology 44 Utilities 2 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 22 Communication Services 6 Consumer Cyclical 36 Consumer Defensive 14 Energy 6 Financial Services 82 Healthcare 29 Industrials 53 Real Estate 8 Technology 20 Utilities 10 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 649 SHEN 2 7.6 penny-cap Long NaN 2.0 1.007818e+08 4.0 Communication Services 457 VC 1 0.0 penny-cap Long NaN 3.0 2.652733e+07 4.0 Consumer Cyclical 814 NMFC 1 0.0 penny-cap Long NaN 1.0 6.104959e+06 4.0 Financial Services Mean Return: 7.6 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 566 NUVA 2 -0.80 penny-cap Short NaN -2.0 3.060349e+07 -5.0 Healthcare 644 MFGP 2 -1.64 penny-cap Short NaN -3.0 7.652148e+06 -3.0 Technology 422 GOCO 2 -2.49 penny-cap Short NaN -2.0 7.556777e+06 -4.0 Financial Services Mean Return: -1.6433333333333333 Mean Day/Week: 2.0 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 649 SHEN 2 7.60 penny-cap Long NaN 2.0 1.007818e+08 4.0 Communication Services 457 VC 1 0.00 penny-cap Long NaN 3.0 2.652733e+07 4.0 Consumer Cyclical 521 BIPC 3 2.85 penny-cap Long NaN 12.0 1.745308e+07 5.0 Utilities 814 NMFC 1 0.00 penny-cap Long NaN 1.0 6.104959e+06 4.0 Financial Services 624 UZA 1 0.00 penny-cap Long NaN 24.0 5.153878e+05 5.0 unknown Mean Return: 5.225 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 477 UMBF 1 0.00 penny-cap Short NaN -71.0 3.440646e+07 -1.0 Financial Services 566 NUVA 2 -0.80 penny-cap Short NaN -2.0 3.060349e+07 -5.0 Healthcare 641 WAFD 1 0.00 penny-cap Short NaN -29.0 8.526231e+06 -5.0 Financial Services 644 MFGP 2 -1.64 penny-cap Short NaN -3.0 7.652148e+06 -3.0 Technology 422 GOCO 2 -2.49 penny-cap Short NaN -2.0 7.556777e+06 -4.0 Financial Services Mean Return: -1.6433333333333333 Mean Day/Week: 2.6666666666666665 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 649 SHEN 2 7.60 penny-cap Long NaN 2.0 1.007818e+08 4.0 Communication Services 571 KYMR 3 -3.04 penny-cap Long NaN 3.0 5.039343e+07 28.0 Healthcare 484 ALKS 2 1.03 penny-cap Long NaN 2.0 3.233202e+07 51.0 Healthcare 548 VEON 3 0.99 penny-cap Long NaN 4.0 2.892722e+07 6.0 Communication Services 457 VC 1 0.00 penny-cap Long NaN 3.0 2.652733e+07 4.0 Consumer Cyclical 431 WTS 4 -0.94 penny-cap Long NaN 4.0 2.381970e+07 52.0 Industrials 751 TSLX 2 1.01 penny-cap Long NaN 2.0 1.429126e+07 28.0 Financial Services 482 AB 1 0.00 penny-cap Long NaN 1.0 1.192205e+07 77.0 Financial Services 551 MYTE 1 0.00 penny-cap Long NaN 1.0 9.666045e+06 33.0 Consumer Cyclical 426 DCP 2 -0.93 penny-cap Long NaN 2.0 8.519994e+06 44.0 Energy 719 HHR 4 -0.25 penny-cap Long NaN 5.0 8.488061e+06 7.0 Industrials 814 NMFC 1 0.00 penny-cap Long NaN 1.0 6.104959e+06 4.0 Financial Services 469 NVG 5 -0.62 penny-cap Long NaN 5.0 5.446870e+06 64.0 Financial Services 792 NMZ 4 0.91 penny-cap Long NaN 4.0 2.767275e+06 63.0 Financial Services 772 BXMX 2 -0.41 penny-cap Long NaN 2.0 2.603398e+06 77.0 Financial Services 618 NAC 5 0.51 penny-cap Long NaN 5.0 1.971170e+06 63.0 Financial Services 600 NUV 2 -0.60 penny-cap Long NaN 2.0 1.823109e+06 36.0 Financial Services 686 NSS 3 -0.15 penny-cap Long NaN 3.0 4.835769e+05 77.0 unknown 449 ESGRO 2 0.39 penny-cap Long NaN 2.0 7.039956e+04 8.0 Financial Services 483 SLMBP 5 -1.98 penny-cap Long NaN 5.0 4.220300e+04 76.0 Financial Services Mean Return: 0.21999999999999997 Mean Day/Week: 3.375 Accuracy:0.4375 *******************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 420 DOYU 1 0.00 penny-cap Short NaN -1.0 9.445128e+07 -73.0 Communication Services 415 TRIP 1 0.00 penny-cap Short NaN -1.0 6.467784e+07 -48.0 Consumer Cyclical 485 IRBT 2 -2.36 penny-cap Short NaN -2.0 4.018369e+07 -136.0 Technology 402 CCMP 1 0.00 penny-cap Short NaN -1.0 3.475127e+07 -42.0 Technology 566 NUVA 2 -0.80 penny-cap Short NaN -2.0 3.060349e+07 -5.0 Healthcare 541 AVAV 3 -2.22 penny-cap Short NaN -4.0 2.683758e+07 -7.0 Industrials 522 PCRX 1 0.00 penny-cap Short NaN -1.0 1.864913e+07 -66.0 Healthcare 738 MASS 2 -0.40 penny-cap Short NaN -2.0 1.827663e+07 -136.0 Healthcare 667 CALM 1 0.00 penny-cap Short NaN -1.0 1.091202e+07 -54.0 Consumer Defensive 741 CYTK 5 -7.29 penny-cap Short NaN -5.0 1.032432e+07 -26.0 Healthcare 718 ATSG 1 0.00 penny-cap Short NaN -1.0 9.296422e+06 -53.0 Industrials 774 GNOG 1 0.00 penny-cap Short NaN -1.0 8.092518e+06 -136.0 Consumer Cyclical 854 VITL 3 2.12 penny-cap Short NaN -3.0 8.080874e+06 -75.0 Consumer Defensive 748 NRIX 2 -6.58 penny-cap Short NaN -2.0 7.827312e+06 -76.0 Healthcare 630 THRM 1 0.00 penny-cap Short NaN -1.0 7.724286e+06 -16.0 Consumer Cyclical 644 MFGP 2 -1.64 penny-cap Short NaN -3.0 7.652148e+06 -3.0 Technology 422 GOCO 2 -2.49 penny-cap Short NaN -2.0 7.556777e+06 -4.0 Financial Services 841 AKRO 5 -3.71 penny-cap Short NaN -5.0 4.877619e+06 -10.0 Healthcare 690 FMTX 2 -0.97 penny-cap Short NaN -4.0 4.840020e+06 -19.0 Healthcare 750 MRSN 1 0.00 penny-cap Short NaN -1.0 4.382848e+06 -136.0 Healthcare 755 WMK 5 -0.48 penny-cap Short NaN -5.0 4.213122e+06 -54.0 Consumer Defensive 454 MOR 4 1.39 penny-cap Short NaN -4.0 3.675508e+06 -136.0 Healthcare 813 JOUT 1 0.00 penny-cap Short NaN -1.0 3.273947e+06 -34.0 Consumer Cyclical 715 ARQT 1 0.00 penny-cap Short NaN -1.0 3.050027e+06 -39.0 Healthcare 824 TCMD 1 0.00 penny-cap Short NaN -1.0 2.982315e+06 -6.0 Healthcare 693 CLBK 1 0.00 penny-cap Short NaN -1.0 2.928953e+06 -24.0 Financial Services 595 MANU 5 -0.78 penny-cap Short NaN -5.0 2.883956e+06 -45.0 Consumer Cyclical 681 SPNS 4 1.07 penny-cap Short NaN -4.0 1.749061e+06 -44.0 Technology Mean Return: -1.676 Mean Day/Week: 4.066666666666666 Accuracy:0.8 *******************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 432 NTLA 9 69.49 penny-cap Long NaN 25.0 5.338200e+08 30.0 Healthcare 635 RIG 9 9.92 penny-cap Long NaN 9.0 2.134419e+08 25.0 Energy 440 EDIT 6 12.27 penny-cap Long NaN 51.0 1.827921e+08 9.0 Healthcare 456 AEO 7 -1.37 penny-cap Long NaN 8.0 1.708102e+08 77.0 Consumer Cyclical 379 CROX 8 0.51 penny-cap Long NaN 8.0 1.395913e+08 77.0 Consumer Cyclical 383 DDD 10 -1.83 penny-cap Long NaN 36.0 1.369466e+08 28.0 Technology 538 JKS 7 26.72 penny-cap Long NaN 33.0 1.297888e+08 9.0 Technology 585 RVLV 14 21.17 penny-cap Long NaN 27.0 8.503167e+07 37.0 Consumer Cyclical 525 FRHC 14 9.62 penny-cap Long NaN 26.0 7.889400e+07 25.0 Financial Services 478 APLS 28 30.73 penny-cap Long NaN 58.0 7.389212e+07 35.0 Healthcare 581 NSA 25 11.61 penny-cap Long NaN 25.0 6.799922e+07 77.0 Real Estate 739 ANF 7 -2.65 penny-cap Long NaN 7.0 6.516548e+07 77.0 Consumer Cyclical 592 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 67.0 Real Estate 393 RPD 14 9.27 penny-cap Long NaN 31.0 5.996367e+07 36.0 Technology 574 URBN 7 -3.79 penny-cap Long NaN 9.0 5.798453e+07 10.0 Consumer Cyclical 408 HCM 8 14.45 penny-cap Long NaN 8.0 5.504492e+07 9.0 Healthcare 853 SM 11 6.69 penny-cap Long NaN 27.0 5.455009e+07 77.0 Energy 590 RRC 8 -2.59 penny-cap Long NaN 8.0 5.424128e+07 45.0 Energy 468 SYNA 8 5.28 penny-cap Long NaN 22.0 5.128516e+07 22.0 Technology 391 IIPR 6 4.04 penny-cap Long NaN 29.0 5.112273e+07 21.0 Real Estate 796 CRTO 7 4.23 penny-cap Long NaN 7.0 4.642024e+07 77.0 Communication Services 651 CALX 7 -0.69 penny-cap Long NaN 7.0 4.618569e+07 36.0 Technology 438 CELH 8 -0.27 penny-cap Long NaN 9.0 4.566476e+07 32.0 Consumer Defensive 798 RAVN 11 -0.25 penny-cap Long NaN 11.0 4.336081e+07 53.0 Industrials 657 DDS 11 11.14 penny-cap Long NaN 36.0 4.280095e+07 51.0 Consumer Cyclical 620 SIG 17 4.57 penny-cap Long NaN 17.0 4.153443e+07 20.0 Consumer Cyclical 406 JOBS 25 6.25 penny-cap Long NaN 64.0 3.896595e+07 44.0 Industrials 398 JCOM 18 9.89 penny-cap Long NaN 21.0 3.761332e+07 77.0 Technology 380 WK 14 13.11 penny-cap Long NaN 30.0 3.638764e+07 22.0 Technology 490 SPT 23 34.69 penny-cap Long NaN 29.0 3.587579e+07 31.0 Technology 413 BAND 7 1.29 penny-cap Long NaN 29.0 3.553119e+07 17.0 Technology 682 GSAT 10 -5.32 penny-cap Long NaN 11.0 3.312363e+07 19.0 Communication Services 637 AXNX 8 -2.87 penny-cap Long NaN 21.0 2.773503e+07 14.0 Healthcare 647 DOMO 23 22.77 penny-cap Long NaN 31.0 2.771785e+07 32.0 Technology 781 QADA 6 -0.18 penny-cap Long NaN 6.0 2.769827e+07 27.0 Technology 714 SYKE 11 -0.20 penny-cap Long NaN 12.0 2.769669e+07 12.0 Technology 377 DAVA 34 27.94 penny-cap Long NaN 50.0 2.559715e+07 53.0 Technology 545 MIME 39 17.07 penny-cap Long NaN 66.0 2.492673e+07 41.0 Technology 725 CNST 18 1.07 penny-cap Long NaN 49.0 2.424969e+07 24.0 Healthcare 615 MGY 11 3.75 penny-cap Long NaN 27.0 2.415846e+07 28.0 Energy 414 TRUP 20 22.43 penny-cap Long NaN 58.0 2.378554e+07 28.0 Financial Services 531 PHR 9 9.69 penny-cap Long NaN 28.0 2.346248e+07 20.0 Healthcare 797 GLNG 11 3.53 penny-cap Long NaN 36.0 2.248895e+07 36.0 Energy 702 BOOT 9 -0.73 penny-cap Long NaN 9.0 2.149791e+07 77.0 Consumer Cyclical 492 PZZA 16 3.10 penny-cap Long NaN 20.0 2.134051e+07 42.0 Consumer Cyclical 703 IRWD 10 -1.73 penny-cap Long NaN 10.0 2.130144e+07 60.0 Healthcare 503 AQUA 11 2.46 penny-cap Long NaN 31.0 2.096015e+07 61.0 Industrials 395 HLI 11 5.43 penny-cap Long NaN 38.0 2.047754e+07 38.0 Financial Services 430 KRNT 16 5.74 penny-cap Long NaN 30.0 1.961495e+07 28.0 Industrials 464 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 378 GSHD 6 2.45 penny-cap Long NaN 25.0 1.907885e+07 15.0 Financial Services 594 MXL 9 7.45 penny-cap Long NaN 28.0 1.859419e+07 30.0 Technology 809 LNTH 13 12.84 penny-cap Long NaN 25.0 1.835552e+07 27.0 Healthcare 418 ALTR 8 0.82 penny-cap Long NaN 8.0 1.775909e+07 12.0 Technology 547 AMRC 23 17.57 penny-cap Long NaN 64.0 1.746792e+07 28.0 Industrials 565 FHI 11 -0.27 penny-cap Long NaN 14.0 1.738301e+07 44.0 Financial Services 572 MDRX 11 1.80 penny-cap Long NaN 58.0 1.736443e+07 39.0 Healthcare 793 VLRS 14 8.07 penny-cap Long NaN 14.0 1.697685e+07 77.0 Industrials 801 EVRI 11 4.26 penny-cap Long NaN 50.0 1.672720e+07 53.0 Consumer Cyclical 855 CDMO 24 20.37 penny-cap Long NaN 24.0 1.623600e+07 77.0 Healthcare 645 SKY 12 5.52 penny-cap Long NaN 28.0 1.620566e+07 28.0 Consumer Cyclical 692 PMT 16 2.08 penny-cap Long NaN 21.0 1.583142e+07 22.0 Real Estate 446 SIGI 8 0.31 penny-cap Long NaN 8.0 1.541259e+07 11.0 Financial Services 698 ZUO 10 3.00 penny-cap Long NaN 16.0 1.539829e+07 16.0 Technology 512 SOGO 6 3.27 penny-cap Long NaN 6.0 1.532170e+07 61.0 Communication Services 451 VICR 8 9.52 penny-cap Long NaN 30.0 1.511237e+07 25.0 Technology 550 ACCD 19 3.94 penny-cap Long NaN 29.0 1.456114e+07 34.0 Healthcare 650 CVA 19 1.22 penny-cap Long NaN 19.0 1.434255e+07 46.0 Industrials 664 PRFT 60 26.18 penny-cap Long NaN 60.0 1.353412e+07 77.0 Technology 556 SMPL 6 1.55 penny-cap Long NaN 15.0 1.302867e+07 71.0 Consumer Defensive 573 ATRC 8 1.64 penny-cap Long NaN 8.0 1.272411e+07 77.0 Healthcare 773 BLFS 12 9.97 penny-cap Long NaN 32.0 1.225593e+07 15.0 Healthcare 475 WNS 14 6.37 penny-cap Long NaN 31.0 1.218687e+07 32.0 Industrials 536 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 64.0 Financial Services 811 STAR 7 0.74 penny-cap Long NaN 17.0 1.160390e+07 19.0 Real Estate 465 OPCH 19 5.00 penny-cap Long NaN 28.0 1.141797e+07 21.0 Healthcare 694 HSKA 19 15.12 penny-cap Long NaN 19.0 1.135037e+07 36.0 Healthcare 822 ZUMZ 8 4.08 penny-cap Long NaN 9.0 1.077781e+07 11.0 Consumer Cyclical 762 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 776 LASR 6 5.21 penny-cap Long NaN 30.0 9.838379e+06 11.0 Technology 723 BSIG 10 0.84 penny-cap Long NaN 10.0 9.762275e+06 67.0 Financial Services 439 INOV 19 5.34 penny-cap Long NaN 19.0 9.218250e+06 77.0 Healthcare 517 CCU 7 6.30 penny-cap Long NaN 15.0 8.966835e+06 10.0 Consumer Defensive 775 INBX 12 10.41 penny-cap Long NaN 64.0 8.416232e+06 23.0 Healthcare 745 VCRA 6 -0.72 penny-cap Long NaN 25.0 8.241840e+06 12.0 Technology 671 RGNX 8 -4.44 penny-cap Long NaN 51.0 8.175111e+06 21.0 Healthcare 612 RMBS 13 5.47 penny-cap Long NaN 27.0 7.817223e+06 16.0 Technology 800 ESTA 9 1.51 penny-cap Long NaN 9.0 7.061246e+06 77.0 Healthcare 706 OSIS 8 1.11 penny-cap Long NaN 23.0 6.805969e+06 15.0 Technology 733 EVV 22 2.91 penny-cap Long NaN 34.0 6.702160e+06 36.0 Financial Services 728 VCTR 10 5.03 penny-cap Long NaN 10.0 6.129057e+06 77.0 Financial Services 508 NAD 32 4.38 penny-cap Long NaN 32.0 5.821381e+06 63.0 Financial Services 626 VRRM 15 4.72 penny-cap Long NaN 15.0 5.606898e+06 23.0 Industrials 720 BBN 20 3.30 penny-cap Long NaN 69.0 5.532732e+06 34.0 Financial Services 676 CRVL 10 6.60 penny-cap Long NaN 10.0 5.471922e+06 64.0 Financial Services 507 CNS 40 15.42 penny-cap Long NaN 83.0 5.343755e+06 51.0 Financial Services 691 DCBO 11 15.22 penny-cap Long NaN 66.0 5.218939e+06 51.0 Technology 687 CSII 11 0.56 penny-cap Long NaN 31.0 4.858196e+06 20.0 Healthcare 542 BSTZ 14 6.47 penny-cap Long NaN 26.0 4.703052e+06 31.0 unknown 760 PACK 10 0.46 penny-cap Long NaN 11.0 4.664951e+06 35.0 Consumer Cyclical 678 HLIO 7 1.85 penny-cap Long NaN 10.0 4.620514e+06 25.0 Industrials 785 INVA 11 1.97 penny-cap Long NaN 11.0 4.304672e+06 40.0 Healthcare 655 FTAI 18 6.76 penny-cap Long NaN 28.0 4.289179e+06 21.0 Industrials 663 ADX 6 0.81 penny-cap Long NaN 6.0 3.969317e+06 77.0 Financial Services 427 NEA 8 1.54 penny-cap Long NaN 29.0 3.877698e+06 63.0 Financial Services 794 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 764 HYT 6 0.25 penny-cap Long NaN 29.0 3.554025e+06 36.0 Financial Services 447 MSP 10 1.94 penny-cap Long NaN 10.0 3.362328e+06 36.0 Technology 746 MLAB 7 0.25 penny-cap Long NaN 58.0 3.336910e+06 25.0 Technology 675 BSM 7 0.27 penny-cap Long NaN 7.0 3.053189e+06 61.0 Energy 777 NFJ 10 3.07 penny-cap Long NaN 22.0 2.705015e+06 67.0 Financial Services 753 BTZ 9 2.15 penny-cap Long NaN 68.0 2.589546e+06 46.0 Financial Services 602 NZF 12 1.81 penny-cap Long NaN 12.0 2.573342e+06 63.0 Financial Services 831 HQH 9 2.29 penny-cap Long NaN 28.0 2.534775e+06 21.0 Financial Services 807 FAX 10 0.92 penny-cap Long NaN 62.0 2.393547e+06 30.0 Financial Services 639 EVA 9 2.69 penny-cap Long NaN 10.0 2.380545e+06 11.0 Basic Materials 828 CHY 8 1.13 penny-cap Long NaN 25.0 2.228402e+06 64.0 Financial Services 851 AWF 10 0.78 penny-cap Long NaN 29.0 2.006451e+06 36.0 Financial Services 835 EOS 7 1.99 penny-cap Long NaN 20.0 1.532981e+06 32.0 Financial Services 795 NRK 24 2.19 penny-cap Long NaN 24.0 9.991025e+05 60.0 Financial Services 786 QADB 6 -0.44 penny-cap Long NaN 21.0 2.444434e+05 26.0 Technology Mean Return: 6.19702479338843 Mean Day/Week: 12.900826446280991 Accuracy:0.8512396694214877 *******************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 409 JBLU 15 -8.46 penny-cap Short NaN -60.0 1.304672e+08 -24.0 Industrials 491 ADS 10 -1.81 penny-cap Short NaN -33.0 8.955912e+07 -13.0 Financial Services 405 HFC 13 -7.55 penny-cap Short NaN -13.0 8.644625e+07 -44.0 Energy 578 SAVE 22 -15.13 penny-cap Short NaN -22.0 8.563242e+07 -40.0 Industrials 444 PK 6 -6.00 penny-cap Short NaN -6.0 8.226161e+07 -7.0 Real Estate 435 KBH 10 -7.07 penny-cap Short NaN -39.0 7.123345e+07 -19.0 Consumer Cyclical 634 CAKE 13 -2.49 penny-cap Short NaN -39.0 6.587313e+07 -18.0 Consumer Cyclical 586 FLR 14 -9.20 penny-cap Short NaN -37.0 6.519738e+07 -37.0 Industrials 382 NYCB 18 -5.40 penny-cap Short NaN -18.0 6.309392e+07 -44.0 Financial Services 560 ASB 10 -6.22 penny-cap Short NaN -29.0 5.408582e+07 -13.0 Financial Services 708 PLAY 17 -9.34 penny-cap Short NaN -17.0 5.212924e+07 -40.0 Consumer Cyclical 384 SAGE 15 -6.83 penny-cap Short NaN -15.0 5.117745e+07 -16.0 Healthcare 461 AVT 11 -1.17 penny-cap Short NaN -45.0 4.944939e+07 -13.0 Technology 392 ALSN 13 0.43 penny-cap Short NaN -29.0 4.751052e+07 -21.0 Consumer Cyclical 471 SABR 6 -1.81 penny-cap Short NaN -7.0 4.539798e+07 -10.0 Technology 537 BXS 17 -10.08 penny-cap Short NaN -17.0 4.020254e+07 -54.0 Financial Services 518 PDCO 8 -3.12 penny-cap Short NaN -9.0 3.661888e+07 -9.0 Healthcare 500 CBRL 19 -6.82 penny-cap Short NaN -57.0 3.614402e+07 -40.0 Consumer Cyclical 599 THS 27 -8.41 penny-cap Short NaN -29.0 3.587513e+07 -44.0 Consumer Defensive 656 BCC 10 -1.63 penny-cap Short NaN -35.0 3.417519e+07 -16.0 Basic Materials 479 MDC 16 -4.31 penny-cap Short NaN -54.0 3.194466e+07 -25.0 Consumer Cyclical 559 HMY 7 1.12 penny-cap Short NaN -22.0 3.119038e+07 -16.0 Basic Materials 605 FUN 6 0.92 penny-cap Short NaN -6.0 3.070361e+07 -40.0 Consumer Cyclical 699 EB 15 -8.69 penny-cap Short NaN -15.0 3.067292e+07 -39.0 Technology 704 FSM 13 -9.84 penny-cap Short NaN -14.0 2.887132e+07 -23.0 Basic Materials 429 VLY 6 -2.68 penny-cap Short NaN -69.0 2.763979e+07 -13.0 Financial Services 433 HAIN 9 -1.18 penny-cap Short NaN -9.0 2.607527e+07 -55.0 Consumer Defensive 589 FIBK 19 -9.10 penny-cap Short NaN -73.0 2.578723e+07 -40.0 Financial Services 611 ATI 6 -1.55 penny-cap Short NaN -18.0 2.554563e+07 -13.0 Industrials 399 AL 18 -10.23 penny-cap Short NaN -18.0 2.544139e+07 -41.0 Industrials 609 MSGE 6 0.20 penny-cap Short NaN -13.0 2.290643e+07 -74.0 Communication Services 448 POR 8 -1.11 penny-cap Short NaN -47.0 2.220441e+07 -13.0 Utilities 510 TRN 11 -3.16 penny-cap Short NaN -12.0 2.199801e+07 -13.0 Industrials 582 ABM 16 -9.00 penny-cap Short NaN -54.0 2.182373e+07 -26.0 Industrials 513 BOH 6 -2.50 penny-cap Short NaN -38.0 2.180706e+07 -40.0 Financial Services 539 ISBC 6 -4.99 penny-cap Short NaN -72.0 2.170102e+07 -13.0 Financial Services 424 UBSI 6 -4.59 penny-cap Short NaN -29.0 2.103663e+07 -13.0 Financial Services 636 TSE 13 -1.58 penny-cap Short NaN -33.0 2.085573e+07 -34.0 Basic Materials 506 FNB 6 -4.06 penny-cap Short NaN -72.0 2.069408e+07 -13.0 Financial Services 526 ALGT 24 -14.27 penny-cap Short NaN -73.0 2.005724e+07 -45.0 Industrials 443 APAM 6 1.41 penny-cap Short NaN -12.0 1.902031e+07 -14.0 Financial Services 434 SLGN 6 0.01 penny-cap Short NaN -49.0 1.900507e+07 -24.0 Consumer Cyclical 540 DAN 11 -2.63 penny-cap Short NaN -19.0 1.859660e+07 -13.0 Consumer Cyclical 558 ONB 13 -6.29 penny-cap Short NaN -71.0 1.852590e+07 -46.0 Financial Services 697 LZB 14 -1.86 penny-cap Short NaN -38.0 1.685452e+07 -34.0 Consumer Cyclical 640 CMP 13 -3.94 penny-cap Short NaN -31.0 1.554886e+07 -16.0 Basic Materials 652 FMBI 20 -9.19 penny-cap Short NaN -69.0 1.540468e+07 -34.0 Financial Services 696 CVI 12 -2.05 penny-cap Short NaN -16.0 1.500398e+07 -65.0 Energy 593 WWW 13 -2.98 penny-cap Short NaN -38.0 1.483217e+07 -33.0 Consumer Cyclical 598 EQX 9 -3.89 penny-cap Short NaN -14.0 1.443916e+07 -13.0 Basic Materials 604 RUSHA 13 -5.14 penny-cap Short NaN -54.0 1.438127e+07 -24.0 Consumer Cyclical 658 ENDP 10 -7.18 penny-cap Short NaN -10.0 1.433801e+07 -70.0 Healthcare 552 UTZ 16 -5.00 penny-cap Short NaN -38.0 1.432156e+07 -37.0 Consumer Defensive 511 SR 10 1.37 penny-cap Short NaN -10.0 1.376912e+07 -10.0 Utilities 543 COLB 13 -9.25 penny-cap Short NaN -74.0 1.346336e+07 -59.0 Financial Services 614 FULT 12 0.15 penny-cap Short NaN -72.0 1.245283e+07 -29.0 Financial Services 660 MTOR 14 -5.31 penny-cap Short NaN -14.0 1.241043e+07 -67.0 Consumer Cyclical 622 AVNS 6 -2.02 penny-cap Short NaN -6.0 1.234722e+07 -76.0 Healthcare 677 MDGL 10 -5.05 penny-cap Short NaN -32.0 1.220577e+07 -28.0 Healthcare 633 PVG 8 -0.81 penny-cap Short NaN -23.0 1.213986e+07 -20.0 Basic Materials 509 GATX 10 -4.25 penny-cap Short NaN -33.0 1.163458e+07 -13.0 Industrials 474 HOMB 12 -1.10 penny-cap Short NaN -72.0 1.149364e+07 -19.0 Financial Services 563 CATY 6 -4.99 penny-cap Short NaN -18.0 1.142524e+07 -6.0 Financial Services 613 IOSP 13 -5.54 penny-cap Short NaN -18.0 1.129524e+07 -19.0 Basic Materials 705 NWBI 12 0.45 penny-cap Short NaN -12.0 1.063116e+07 -13.0 Financial Services 575 AUB 10 -5.25 penny-cap Short NaN -24.0 1.057657e+07 -13.0 Financial Services 569 CVBF 12 -2.36 penny-cap Short NaN -13.0 1.047029e+07 -13.0 Financial Services 561 NWE 12 -1.75 penny-cap Short NaN -49.0 1.034546e+07 -29.0 Utilities 580 AVA 12 -1.64 penny-cap Short NaN -56.0 1.031585e+07 -25.0 Utilities 452 PSB 7 0.07 penny-cap Short NaN -14.0 9.942131e+06 -14.0 Real Estate 712 PATK 13 -2.58 penny-cap Short NaN -38.0 9.745436e+06 -23.0 Consumer Cyclical 587 MEOH 13 0.33 penny-cap Short NaN -31.0 9.666558e+06 -40.0 Basic Materials 646 SKYW 22 -11.94 penny-cap Short NaN -73.0 9.467422e+06 -46.0 Industrials 390 ESGR 7 0.32 penny-cap Short NaN -67.0 9.233716e+06 -25.0 Financial Services 579 UCBI 6 -2.78 penny-cap Short NaN -29.0 8.880373e+06 -13.0 Financial Services 747 HOPE 12 -2.66 penny-cap Short NaN -68.0 8.341872e+06 -13.0 Financial Services 763 CVGW 19 -8.73 penny-cap Short NaN -49.0 8.102289e+06 -46.0 Consumer Defensive 684 FBK 20 -10.76 penny-cap Short NaN -72.0 7.861765e+06 -49.0 Financial Services 839 BJRI 18 -7.77 penny-cap Short NaN -74.0 7.760118e+06 -34.0 Consumer Cyclical 726 AMWD 7 -5.15 penny-cap Short NaN -46.0 7.529489e+06 -38.0 Consumer Cyclical 823 ACRS 20 -9.27 penny-cap Short NaN -59.0 7.521559e+06 -41.0 Healthcare 591 IBOC 11 -8.32 penny-cap Short NaN -33.0 7.384634e+06 -13.0 Financial Services 837 NBHC 12 0.36 penny-cap Short NaN -72.0 7.104133e+06 -30.0 Financial Services 570 SCL 10 -4.58 penny-cap Short NaN -30.0 6.926138e+06 -13.0 Basic Materials 576 XNCR 6 -1.71 penny-cap Short NaN -6.0 6.769633e+06 -76.0 Healthcare 631 FRME 18 -7.97 penny-cap Short NaN -71.0 6.728914e+06 -30.0 Financial Services 769 NXGN 6 1.34 penny-cap Short NaN -10.0 6.673650e+06 -136.0 Healthcare 742 NWN 6 -1.87 penny-cap Short NaN -49.0 6.627704e+06 -12.0 Utilities 515 NG 7 5.10 penny-cap Short NaN -19.0 6.590177e+06 -14.0 Basic Materials 806 PLUS 25 -7.54 penny-cap Short NaN -39.0 6.536854e+06 -33.0 Technology 683 TRMK 13 -4.55 penny-cap Short NaN -67.0 6.293496e+06 -29.0 Financial Services 736 TBK 12 -1.29 penny-cap Short NaN -51.0 6.185223e+06 -34.0 Financial Services 791 TBPH 7 -10.41 penny-cap Short NaN -7.0 6.061142e+06 -37.0 Healthcare 653 BANF 18 -7.96 penny-cap Short NaN -34.0 5.841594e+06 -30.0 Financial Services 735 PRIM 13 -4.54 penny-cap Short NaN -13.0 5.672474e+06 -52.0 Industrials 717 NTB 12 -1.11 penny-cap Short NaN -39.0 5.644022e+06 -30.0 Financial Services 734 NBTB 13 -7.82 penny-cap Short NaN -29.0 5.387875e+06 -29.0 Financial Services 829 AMSF 11 -2.97 penny-cap Short NaN -31.0 5.283673e+06 -22.0 Financial Services 724 HTLD 33 -7.18 penny-cap Short NaN -53.0 5.075789e+06 -39.0 Industrials 852 ENTA 6 -2.78 penny-cap Short NaN -41.0 4.789920e+06 -35.0 Healthcare 830 ORIC 22 -5.26 penny-cap Short NaN -22.0 4.663530e+06 -136.0 Healthcare 654 PRK 13 -7.78 penny-cap Short NaN -19.0 4.524646e+06 -46.0 Financial Services 722 WABC 18 -7.29 penny-cap Short NaN -73.0 4.320538e+06 -30.0 Financial Services 817 CHCO 6 -2.82 penny-cap Short NaN -19.0 4.287182e+06 -49.0 Financial Services 732 CGEM 12 -0.23 penny-cap Short NaN -12.0 4.234211e+06 -123.0 Healthcare 695 SBCF 12 -1.94 penny-cap Short NaN -34.0 4.225977e+06 -13.0 Financial Services 815 OCFC 13 -7.14 penny-cap Short NaN -67.0 4.109449e+06 -42.0 Financial Services 849 PRA 13 -8.27 penny-cap Short NaN -70.0 3.972244e+06 -40.0 Financial Services 523 ADV 6 -5.37 penny-cap Short NaN -40.0 3.929560e+06 -14.0 Communication Services 782 HURN 6 -4.32 penny-cap Short NaN -29.0 3.655769e+06 -16.0 Industrials 689 CFFN 29 -6.43 penny-cap Short NaN -29.0 3.598465e+06 -64.0 Financial Services 810 TCBK 12 -2.75 penny-cap Short NaN -18.0 3.539507e+06 -13.0 Financial Services 846 MATW 13 -7.46 penny-cap Short NaN -72.0 3.504766e+06 -30.0 Industrials 754 TRS 7 -4.03 penny-cap Short NaN -18.0 3.158508e+06 -12.0 Industrials 819 SAFT 12 -1.32 penny-cap Short NaN -29.0 3.113002e+06 -25.0 Financial Services 767 KROS 8 -8.60 penny-cap Short NaN -8.0 3.018744e+06 -46.0 Healthcare 616 CENT 6 -7.10 penny-cap Short NaN -57.0 2.429549e+06 -19.0 Consumer Defensive 701 KRO 11 -6.24 penny-cap Short NaN -37.0 1.986597e+06 -21.0 Basic Materials 836 PFC 6 -4.97 penny-cap Short NaN -73.0 1.566006e+06 -48.0 Financial Services 721 BV 12 1.73 penny-cap Short NaN -46.0 1.373941e+06 -19.0 Industrials 834 FOR 17 -5.24 penny-cap Short NaN -42.0 1.277869e+06 -31.0 Real Estate 472 IFS 7 -4.98 penny-cap Short NaN -18.0 9.414820e+05 -21.0 Financial Services 710 SBLKZ 8 0.08 penny-cap Short NaN -8.0 7.579930e+05 -28.0 unknown 623 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -122.0 unknown 766 NEXA 14 0.37 penny-cap Short NaN -18.0 6.332828e+05 -19.0 Basic Materials 532 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -126.0 unknown 603 RUSHB 13 -5.85 penny-cap Short NaN -56.0 3.078470e+05 -24.0 Consumer Cyclical 666 ITCB 6 -9.41 penny-cap Short NaN -48.0 1.351442e+05 -41.0 Financial Services 729 MNTK 11 -14.61 penny-cap Short NaN -11.0 1.124279e+05 -114.0 Utilities 625 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 534 HKIB 12 -6.91 penny-cap Short NaN -53.0 1.578762e+04 -32.0 Financial Services 700 PRTC 13 -3.81 penny-cap Short NaN -13.0 7.840000e+03 -39.0 Healthcare 530 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -126.0 Financial Services Mean Return: -4.433984962406014 Mean Day/Week: 12.1203007518797 Accuracy:0.849624060150376 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/07/06 05-40-12
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 18 Consumer Cyclical 13 Consumer Defensive 5 Energy 6 Financial Services 12 Healthcare 34 Industrials 11 Real Estate 5 Technology 50 Utilities 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 9 Consumer Cyclical 5 Consumer Defensive 6 Financial Services 11 Healthcare 5 Industrials 8 Real Estate 2 Technology 3 Utilities 13 *******************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 174 BIP 2 -0.71 big-cap Long NaN 2.0 1.598565e+07 5.0 Utilities Mean Return: -0.71 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 148 FOXA 3 0.52 big-cap Short NaN -4.0 7.516994e+07 -4.0 Communication Services Mean Return: 0.52 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 214 QDEL 1 0.00 big-cap Long NaN 58.0 6.765660e+07 5.0 Healthcare 174 BIP 2 -0.71 big-cap Long NaN 2.0 1.598565e+07 5.0 Utilities Mean Return: -0.71 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 148 FOXA 3 0.52 big-cap Short NaN -4.0 7.516994e+07 -4.0 Communication Services 147 FOX 3 0.49 big-cap Short NaN -68.0 1.871780e+07 -4.0 Communication Services Mean Return: 0.505 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 6 CMCSA 1 0.00 big-cap Long NaN 1.0 6.232538e+08 7.0 Communication Services 46 COP 2 -0.21 big-cap Long NaN 2.0 4.790962e+08 24.0 Energy 22 AMT 1 0.00 big-cap Long NaN 1.0 3.295451e+08 72.0 Real Estate 17 AZN 5 1.20 big-cap Long NaN 5.0 3.159439e+08 56.0 Healthcare 190 IT 1 0.00 big-cap Long NaN 1.0 2.920479e+08 77.0 Technology 29 GILD 3 0.64 big-cap Long NaN 3.0 2.750517e+08 42.0 Healthcare 52 NXPI 3 -1.45 big-cap Long NaN 4.0 2.427084e+08 7.0 Technology 93 ALXN 1 0.00 big-cap Long NaN 1.0 2.403012e+08 56.0 Healthcare 74 APH 1 0.00 big-cap Long NaN 4.0 2.143128e+08 9.0 Technology 80 JCI 2 0.25 big-cap Long NaN 2.0 1.368726e+08 77.0 Industrials 94 CARR 5 1.34 big-cap Long NaN 5.0 1.311447e+08 77.0 Industrials 141 ZBRA 5 2.43 big-cap Long NaN 5.0 1.109037e+08 32.0 Technology 121 MXIM 5 -0.52 big-cap Long NaN 5.0 1.090338e+08 32.0 Technology 114 SIRI 1 0.00 big-cap Long NaN 5.0 8.714008e+07 26.0 Communication Services 152 ALB 1 0.00 big-cap Long NaN 1.0 8.554684e+07 40.0 Basic Materials 136 GRMN 1 0.00 big-cap Long NaN 1.0 7.455840e+07 77.0 Technology 171 BPY 5 -0.25 big-cap Long NaN 5.0 5.930700e+07 77.0 Real Estate 187 ZLAB 4 -1.10 big-cap Long NaN 4.0 5.317457e+07 36.0 Healthcare 174 BIP 2 -0.71 big-cap Long NaN 2.0 1.598565e+07 5.0 Utilities Mean Return: 0.14727272727272733 Mean Day/Week: 4.454545454545454 Accuracy:0.45454545454545453 *******************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 148 FOXA 3 0.52 big-cap Short NaN -4.0 7.516994e+07 -4.0 Communication Services 60 LU 1 0.00 big-cap Short NaN -2.0 3.233101e+07 -136.0 Financial Services Mean Return: 0.52 Mean Day/Week: 4.0 Accuracy:0.0 *******************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 1 MSFT 16 7.46 big-cap Long NaN 17.0 7.346064e+09 77.0 Technology 4 NVDA 28 27.55 big-cap Long NaN 28.0 7.022206e+09 62.0 Technology 2 FB 7 3.42 big-cap Long NaN 7.0 4.086605e+09 77.0 Communication Services 25 NIO 8 11.14 big-cap Long NaN 29.0 3.963008e+09 24.0 Consumer Cyclical 48 ROKU 9 6.81 big-cap Long NaN 29.0 1.639519e+09 12.0 Communication Services 16 SHOP 14 10.63 big-cap Long NaN 31.0 1.527881e+09 32.0 Technology 5 PYPL 12 4.34 big-cap Long NaN 26.0 1.210127e+09 31.0 Financial Services 3 V 9 1.17 big-cap Long NaN 9.0 1.046082e+09 73.0 Financial Services 8 ADBE 17 10.36 big-cap Long NaN 21.0 1.034670e+09 65.0 Technology 9 CRM 25 4.31 big-cap Long NaN 28.0 1.006749e+09 31.0 Technology 39 MRNA 10 12.28 big-cap Long NaN 27.0 9.835446e+08 57.0 Healthcare 110 LI 12 6.51 big-cap Long NaN 33.0 8.095854e+08 26.0 Consumer Cyclical 19 ZM 11 3.99 big-cap Long NaN 33.0 8.030579e+08 21.0 Communication Services 86 XPEV 12 -0.24 big-cap Long NaN 31.0 7.728552e+08 24.0 Consumer Cyclical 28 SNAP 11 8.31 big-cap Long NaN 28.0 7.359113e+08 29.0 Communication Services 14 ACN 6 3.43 big-cap Long NaN 6.0 6.950657e+08 77.0 Technology 15 COST 6 1.13 big-cap Long NaN 6.0 6.688628e+08 62.0 Consumer Defensive 47 REGN 18 11.39 big-cap Long NaN 21.0 6.266543e+08 50.0 Healthcare 11 MRK 16 3.90 big-cap Long NaN 16.0 6.027048e+08 17.0 Healthcare 24 TGT 10 5.36 big-cap Long NaN 31.0 5.372732e+08 74.0 Consumer Defensive 23 INTU 33 17.82 big-cap Long NaN 33.0 5.337189e+08 38.0 Technology 53 CRWD 13 8.02 big-cap Long NaN 30.0 4.836593e+08 31.0 Technology 12 LLY 7 0.45 big-cap Long NaN 42.0 4.665163e+08 32.0 Healthcare 13 DHR 7 2.50 big-cap Long NaN 10.0 3.943292e+08 59.0 Healthcare 168 GNRC 14 13.88 big-cap Long NaN 24.0 3.837279e+08 27.0 Industrials 40 DASH 10 5.72 big-cap Long NaN 32.0 3.815686e+08 17.0 Communication Services 18 CHTR 7 2.85 big-cap Long NaN 7.0 3.732060e+08 56.0 Communication Services 31 SPGI 15 4.62 big-cap Long NaN 15.0 3.624696e+08 77.0 Financial Services 146 OXY 10 10.35 big-cap Long NaN 24.0 3.468630e+08 24.0 Energy 71 EBAY 10 8.54 big-cap Long NaN 24.0 3.440087e+08 42.0 Consumer Cyclical 57 DOCU 13 9.96 big-cap Long NaN 25.0 3.434226e+08 21.0 Technology 33 ZTS 17 5.72 big-cap Long NaN 17.0 3.405009e+08 59.0 Healthcare 129 ENPH 6 6.39 big-cap Long NaN 30.0 3.223775e+08 13.0 Technology 26 ISRG 15 7.27 big-cap Long NaN 15.0 3.175672e+08 60.0 Healthcare 82 MRVL 13 6.12 big-cap Long NaN 29.0 3.121810e+08 31.0 Technology 69 PSA 22 5.42 big-cap Long NaN 22.0 2.861309e+08 77.0 Real Estate 45 ADI 7 2.19 big-cap Long NaN 29.0 2.668425e+08 31.0 Technology 56 CVNA 8 -0.73 big-cap Long NaN 26.0 2.647687e+08 16.0 Consumer Cyclical 65 BILI 6 -3.91 big-cap Long NaN 27.0 2.581732e+08 19.0 Communication Services 59 LULU 15 8.86 big-cap Long NaN 27.0 2.569341e+08 55.0 Consumer Cyclical 37 ILMN 16 4.73 big-cap Long NaN 30.0 2.543129e+08 26.0 Healthcare 77 TTD 6 0.97 big-cap Long NaN 25.0 2.370087e+08 9.0 Technology 83 TROW 6 3.44 big-cap Long NaN 6.0 2.160993e+08 77.0 Financial Services 78 A 17 4.13 big-cap Long NaN 25.0 2.084522e+08 64.0 Healthcare 92 CTAS 10 5.61 big-cap Long NaN 13.0 2.062080e+08 69.0 Industrials 73 MTCH 8 -0.04 big-cap Long NaN 16.0 2.050103e+08 12.0 Communication Services 76 APTV 7 3.05 big-cap Long NaN 26.0 1.975993e+08 26.0 Consumer Cyclical 50 EW 29 11.24 big-cap Long NaN 29.0 1.959231e+08 60.0 Healthcare 179 DPZ 18 7.16 big-cap Long NaN 18.0 1.915930e+08 63.0 Consumer Cyclical 118 WELL 22 10.33 big-cap Long NaN 23.0 1.875713e+08 77.0 Real Estate 66 IDXX 28 15.64 big-cap Long NaN 28.0 1.866168e+08 36.0 Healthcare 123 FTNT 21 11.43 big-cap Long NaN 21.0 1.818877e+08 77.0 Technology 203 CRSP 7 12.85 big-cap Long NaN 31.0 1.807740e+08 17.0 Healthcare 96 PAYX 6 2.93 big-cap Long NaN 6.0 1.805462e+08 77.0 Industrials 109 ROK 10 1.76 big-cap Long NaN 22.0 1.792671e+08 30.0 Industrials 44 TEAM 13 5.81 big-cap Long NaN 28.0 1.747876e+08 21.0 Technology 87 INFO 14 3.88 big-cap Long NaN 14.0 1.645870e+08 77.0 Industrials 79 DXCM 6 0.29 big-cap Long NaN 23.0 1.584367e+08 23.0 Healthcare 68 ROP 7 2.36 big-cap Long NaN 7.0 1.548238e+08 65.0 Industrials 119 NET 20 21.61 big-cap Long NaN 28.0 1.542803e+08 33.0 Technology 101 DDOG 12 4.65 big-cap Long NaN 32.0 1.515813e+08 31.0 Technology 155 HUBS 12 3.69 big-cap Long NaN 15.0 1.503193e+08 21.0 Technology 70 SNPS 8 3.82 big-cap Long NaN 28.0 1.496018e+08 31.0 Technology 153 APO 6 4.25 big-cap Long NaN 6.0 1.481786e+08 56.0 Financial Services 188 IFF 9 1.12 big-cap Long NaN 17.0 1.433454e+08 36.0 Basic Materials 103 MSI 10 4.52 big-cap Long NaN 39.0 1.421380e+08 77.0 Technology 216 BILL 11 3.58 big-cap Long NaN 25.0 1.412216e+08 20.0 Technology 170 ULTA 9 4.81 big-cap Long NaN 9.0 1.407952e+08 27.0 Consumer Cyclical 111 MTD 15 3.67 big-cap Long NaN 15.0 1.394144e+08 63.0 Healthcare 51 MCO 15 5.72 big-cap Long NaN 15.0 1.381239e+08 77.0 Financial Services 90 MSCI 15 10.03 big-cap Long NaN 15.0 1.379703e+08 66.0 Financial Services 160 AVTR 17 5.62 big-cap Long NaN 17.0 1.296015e+08 65.0 Basic Materials 67 U 8 -6.15 big-cap Long NaN 31.0 1.288675e+08 12.0 Technology 115 KEYS 7 0.33 big-cap Long NaN 23.0 1.281100e+08 31.0 Technology 43 BAM 6 -1.62 big-cap Long NaN 6.0 1.280068e+08 77.0 Financial Services 135 VRSN 8 2.22 big-cap Long NaN 8.0 1.192043e+08 65.0 Technology 166 WAT 18 8.16 big-cap Long NaN 18.0 1.096687e+08 70.0 Healthcare 138 WST 11 3.78 big-cap Long NaN 11.0 1.066132e+08 62.0 Healthcare 62 VEEV 18 8.56 big-cap Long NaN 27.0 1.049518e+08 27.0 Healthcare 117 CPRT 10 2.68 big-cap Long NaN 10.0 1.034586e+08 61.0 Industrials 32 INFY 19 7.92 big-cap Long NaN 30.0 1.034242e+08 27.0 Technology 88 LBRDK 7 4.30 big-cap Long NaN 7.0 9.690317e+07 56.0 Communication Services 104 RMD 18 17.05 big-cap Long NaN 29.0 9.597804e+07 44.0 Healthcare 180 POOL 6 2.43 big-cap Long NaN 6.0 9.429966e+07 63.0 Consumer Cyclical 175 EXR 22 8.90 big-cap Long NaN 22.0 9.170626e+07 77.0 Real Estate 193 CRL 17 5.40 big-cap Long NaN 17.0 8.985022e+07 77.0 Healthcare 196 TECH 17 3.26 big-cap Long NaN 17.0 8.573300e+07 77.0 Healthcare 176 BMRN 17 2.23 big-cap Long NaN 31.0 8.097428e+07 31.0 Healthcare 163 PKI 17 6.34 big-cap Long NaN 17.0 7.724051e+07 42.0 Healthcare 134 KKR 8 0.76 big-cap Long NaN 8.0 7.693179e+07 77.0 Financial Services 105 SGEN 18 1.21 big-cap Long NaN 64.0 7.545815e+07 34.0 Healthcare 207 DT 8 1.59 big-cap Long NaN 27.0 7.001616e+07 20.0 Technology 162 PAGS 10 6.31 big-cap Long NaN 31.0 6.872580e+07 25.0 Technology 222 CBOE 10 0.03 big-cap Long NaN 18.0 5.842180e+07 77.0 Financial Services 156 ALNY 18 8.92 big-cap Long NaN 33.0 5.809762e+07 26.0 Healthcare 197 AVLR 9 1.85 big-cap Long NaN 27.0 4.761898e+07 16.0 Technology 217 AXON 8 6.99 big-cap Long NaN 24.0 4.734548e+07 20.0 Industrials 137 YNDX 8 2.95 big-cap Long NaN 47.0 4.647211e+07 29.0 Communication Services 211 CG 8 1.13 big-cap Long NaN 8.0 4.634082e+07 77.0 Financial Services 192 ESTC 11 1.87 big-cap Long NaN 30.0 4.492130e+07 22.0 Technology 194 BKI 6 1.34 big-cap Long NaN 65.0 4.279567e+07 16.0 Technology 205 CABO 11 1.42 big-cap Long NaN 31.0 3.927042e+07 12.0 Communication Services 220 PEGA 7 0.36 big-cap Long NaN 20.0 2.851189e+07 20.0 Technology 204 NTCO 36 24.09 big-cap Long NaN 63.0 1.440913e+07 42.0 Consumer Defensive 201 OTEX 7 2.54 big-cap Long NaN 23.0 1.413560e+07 20.0 Technology 20 PTR 19 16.67 big-cap Long NaN 42.0 1.298647e+07 43.0 Energy 124 EC 8 13.74 big-cap Long NaN 23.0 1.292635e+07 20.0 Energy 133 RCI 8 2.51 big-cap Long NaN 8.0 9.836362e+06 63.0 Communication Services 89 LBRDA 6 1.86 big-cap Long NaN 6.0 7.462649e+06 56.0 Communication Services Mean Return: 5.723669724770642 Mean Day/Week: 12.522935779816514 Accuracy:0.944954128440367 *******************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 64 WBA 7 -7.54 big-cap Short NaN -56.0 7.641303e+08 -13.0 Healthcare 7 VZ 9 0.13 big-cap Short NaN -33.0 6.426879e+08 -20.0 Communication Services 116 LUV 12 -3.42 big-cap Short NaN -57.0 3.620762e+08 -22.0 Industrials 142 FLT 20 -4.72 big-cap Short NaN -40.0 3.440192e+08 -38.0 Technology 36 CB 10 1.51 big-cap Short NaN -18.0 2.798156e+08 -12.0 Financial Services 122 DAL 16 -5.04 big-cap Short NaN -16.0 2.542996e+08 -24.0 Industrials 75 LVS 22 -6.46 big-cap Short NaN -22.0 2.218061e+08 -43.0 Consumer Cyclical 58 MET 10 1.29 big-cap Short NaN -37.0 1.920933e+08 -12.0 Financial Services 38 SO 7 0.93 big-cap Short NaN -35.0 1.809351e+08 -13.0 Utilities 131 DTE 7 0.83 big-cap Short NaN -37.0 1.654869e+08 -13.0 Utilities 202 MPW 11 3.92 big-cap Short NaN -11.0 1.452918e+08 -44.0 Real Estate 41 D 8 -0.43 big-cap Short NaN -38.0 1.359082e+08 -13.0 Utilities 99 PCAR 11 1.46 big-cap Short NaN -15.0 1.322911e+08 -20.0 Industrials 34 CNI 12 0.76 big-cap Short NaN -12.0 1.304638e+08 -38.0 Industrials 125 WY 9 0.54 big-cap Short NaN -36.0 1.300658e+08 -22.0 Real Estate 161 MTB 9 -0.73 big-cap Short NaN -28.0 1.043983e+08 -12.0 Financial Services 112 WEC 9 -0.11 big-cap Short NaN -37.0 1.031179e+08 -15.0 Utilities 226 SNA 10 1.55 big-cap Short NaN -32.0 8.062999e+07 -13.0 Industrials 130 TSN 7 -0.88 big-cap Short NaN -48.0 7.710959e+07 -14.0 Consumer Defensive 140 PPL 11 2.34 big-cap Short NaN -13.0 7.350932e+07 -13.0 Utilities 210 CHRW 9 -1.63 big-cap Short NaN -12.0 7.112275e+07 -13.0 Industrials 198 PKG 9 0.99 big-cap Short NaN -28.0 7.081203e+07 -13.0 Consumer Cyclical 169 HPE 11 1.83 big-cap Short NaN -61.0 6.523150e+07 -13.0 Technology 200 SMG 22 -6.43 big-cap Short NaN -55.0 6.023564e+07 -32.0 Basic Materials 49 PHG 15 -10.96 big-cap Short NaN -47.0 5.957341e+07 -26.0 Healthcare 55 VOD 9 -4.24 big-cap Short NaN -32.0 4.752093e+07 -33.0 Communication Services 209 PLTK 17 -10.21 big-cap Short NaN -17.0 3.710784e+07 -22.0 Communication Services 181 ABCL 20 -23.49 big-cap Short NaN -22.0 3.647283e+07 -27.0 Healthcare 84 MFC 16 -2.64 big-cap Short NaN -68.0 3.615282e+07 -32.0 Financial Services 183 ATHM 32 -28.31 big-cap Short NaN -32.0 2.950028e+07 -136.0 Communication Services 227 AQN 10 0.22 big-cap Short NaN -10.0 2.940619e+07 -136.0 Utilities 206 SBSW 12 3.18 big-cap Short NaN -17.0 2.210284e+07 -16.0 Basic Materials 63 PUK 10 -5.23 big-cap Short NaN -61.0 1.478736e+07 -13.0 Financial Services 100 ORAN 10 -4.01 big-cap Short NaN -26.0 1.029410e+07 -22.0 Communication Services 223 CEA 9 -2.51 big-cap Short NaN -18.0 4.754250e+05 -48.0 Industrials 199 ZNH 20 -7.33 big-cap Short NaN -20.0 2.686640e+05 -45.0 Industrials 151 DISCB 7 -1.31 big-cap Short NaN -59.0 1.279400e+05 -36.0 Communication Services Mean Return: -3.139189189189189 Mean Day/Week: 12.297297297297296 Accuracy:0.5945945945945946 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 5 Consumer Defensive 2 Energy 2 Financial Services 7 Healthcare 13 Industrials 4 Real Estate 3 Technology 15 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 2 Consumer Cyclical 6 Consumer Defensive 3 Financial Services 13 Healthcare 3 Industrials 9 Real Estate 2 Technology 3 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 327 BOKF 5 -2.11 small-cap Short NaN -18.0 1.067375e+07 -5.0 Financial Services Mean Return: -2.11 Mean Day/Week: 5.0 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 312 TPX 2 1.73 small-cap Long NaN 2.0 1.399200e+08 6.0 Consumer Cyclical 300 DKS 4 -0.40 small-cap Long NaN 4.0 6.795114e+07 77.0 Consumer Cyclical 263 ATH 4 3.46 small-cap Long NaN 4.0 6.305693e+07 77.0 Financial Services 269 ARCC 1 0.00 small-cap Long NaN 1.0 4.288737e+07 27.0 Financial Services 262 SYNH 5 1.32 small-cap Long NaN 5.0 4.013180e+07 19.0 Healthcare 319 SKX 2 -0.37 small-cap Long NaN 2.0 3.576596e+07 77.0 Consumer Cyclical 318 STWD 5 0.01 small-cap Long NaN 5.0 2.892535e+07 10.0 Real Estate 248 AGNCM 3 0.38 small-cap Long NaN 3.0 3.010585e+05 10.0 Real Estate Mean Return: 0.8757142857142857 Mean Day/Week: 3.7142857142857144 Accuracy:0.7142857142857143 *******************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 260 BLDR 3 1.43 small-cap Short NaN -3.0 6.122588e+07 -25.0 Industrials 265 YY 2 -1.55 small-cap Short NaN -2.0 4.644309e+07 -70.0 Communication Services 290 PLNT 1 0.00 small-cap Short NaN -1.0 4.315785e+07 -26.0 Consumer Cyclical 275 ANGI 1 0.00 small-cap Short NaN -1.0 1.820969e+07 -51.0 Communication Services 273 ALLK 1 0.00 small-cap Short NaN -1.0 1.309613e+07 -136.0 Healthcare 296 ESLT 3 -0.89 small-cap Short NaN -3.0 1.504620e+06 -29.0 Industrials Mean Return: -0.3366666666666667 Mean Day/Week: 3.6666666666666665 Accuracy:0.6666666666666666 *******************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 311 ASAN 21 56.43 small-cap Long NaN 31.0 2.064969e+08 32.0 Technology 241 FANG 23 13.42 small-cap Long NaN 23.0 1.738604e+08 26.0 Energy 310 BEAM 8 44.20 small-cap Long NaN 31.0 1.479967e+08 20.0 Healthcare 255 DECK 6 3.11 small-cap Long NaN 9.0 1.326304e+08 10.0 Consumer Cyclical 253 LMND 7 -1.49 small-cap Long NaN 30.0 1.236791e+08 20.0 Financial Services 238 DBX 18 5.46 small-cap Long NaN 30.0 9.653462e+07 35.0 Technology 247 SMAR 11 4.49 small-cap Long NaN 29.0 8.510030e+07 16.0 Technology 228 VST 6 3.55 small-cap Long NaN 31.0 7.706631e+07 19.0 Utilities 231 FWONK 7 3.76 small-cap Long NaN 16.0 6.522018e+07 8.0 Communication Services 261 FVRR 7 -2.08 small-cap Long NaN 27.0 6.314200e+07 12.0 Communication Services 271 CLR 10 7.51 small-cap Long NaN 42.0 5.939006e+07 49.0 Energy 235 NTRA 7 -2.28 small-cap Long NaN 21.0 5.896756e+07 21.0 Healthcare 324 BIGC 9 1.85 small-cap Long NaN 29.0 5.188178e+07 20.0 Technology 317 UPWK 9 7.45 small-cap Long NaN 27.0 5.134833e+07 21.0 Industrials 284 VRT 35 14.71 small-cap Long NaN 35.0 5.009197e+07 65.0 Industrials 257 LSPD 12 11.43 small-cap Long NaN 29.0 4.942197e+07 31.0 Technology 256 DNLI 23 19.84 small-cap Long NaN 56.0 4.566870e+07 29.0 Healthcare 293 NTNX 26 19.32 small-cap Long NaN 63.0 4.180480e+07 31.0 Technology 270 MANH 29 10.22 small-cap Long NaN 29.0 3.150424e+07 48.0 Technology 283 ARES 7 7.17 small-cap Long NaN 26.0 3.085725e+07 21.0 Financial Services 246 BRKR 17 6.07 small-cap Long NaN 18.0 3.009328e+07 77.0 Healthcare 301 GMED 7 6.07 small-cap Long NaN 9.0 2.973978e+07 61.0 Healthcare 297 MDLA 9 4.17 small-cap Long NaN 28.0 2.824658e+07 16.0 Technology 232 GWRE 10 1.26 small-cap Long NaN 27.0 2.662374e+07 21.0 Technology 307 TNDM 7 2.55 small-cap Long NaN 24.0 2.605276e+07 17.0 Healthcare 287 HQY 9 0.61 small-cap Long NaN 9.0 2.493551e+07 34.0 Healthcare 331 OMCL 8 0.59 small-cap Long NaN 20.0 1.880986e+07 33.0 Healthcare 326 DSGX 7 4.48 small-cap Long NaN 21.0 1.047630e+07 21.0 Technology 240 KOF 25 8.11 small-cap Long NaN 39.0 3.037320e+06 63.0 Consumer Defensive 233 FWONA 7 3.92 small-cap Long NaN 8.0 2.178050e+06 10.0 Communication Services 282 JSM 25 2.18 small-cap Long NaN 28.0 3.623620e+05 44.0 unknown 279 PBCTP 12 0.56 small-cap Long NaN 33.0 1.953640e+05 35.0 Financial Services Mean Return: 8.395 Mean Day/Week: 13.25 Accuracy:0.90625 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 325 VAC 13 -3.67 small-cap Short NaN -71.0 7.477986e+07 -33.0 Consumer Cyclical 299 ALK 12 -2.99 small-cap Short NaN -58.0 7.253024e+07 -23.0 Industrials 243 KGC 6 0.96 small-cap Short NaN -18.0 6.928088e+07 -12.0 Basic Materials 323 HBI 10 -0.01 small-cap Short NaN -38.0 5.582993e+07 -25.0 Consumer Cyclical 239 WU 13 -3.78 small-cap Short NaN -44.0 5.373293e+07 -31.0 Financial Services 267 PAAS 10 0.48 small-cap Short NaN -22.0 4.574889e+07 -16.0 Basic Materials 288 PFGC 7 -2.95 small-cap Short NaN -13.0 3.619406e+07 -39.0 Consumer Defensive 306 PBCT 7 -1.12 small-cap Short NaN -29.0 3.085409e+07 -12.0 Financial Services 234 GL 11 4.11 small-cap Short NaN -31.0 3.026006e+07 -12.0 Financial Services 332 AER 6 -5.16 small-cap Short NaN -57.0 2.886178e+07 -18.0 Industrials 314 SNV 10 -0.90 small-cap Short NaN -37.0 2.793621e+07 -12.0 Financial Services 278 CASY 16 -6.03 small-cap Short NaN -45.0 2.690429e+07 -18.0 Consumer Defensive 272 RGA 12 -0.76 small-cap Short NaN -51.0 2.654877e+07 -20.0 Financial Services 295 CDK 10 -2.11 small-cap Short NaN -14.0 2.612813e+07 -16.0 Technology 304 TKR 10 -1.17 small-cap Short NaN -30.0 2.514339e+07 -14.0 Industrials 315 PSTH 6 -1.60 small-cap Short NaN -20.0 2.474749e+07 -136.0 Financial Services 259 NLSN 7 -0.82 small-cap Short NaN -28.0 2.342878e+07 -12.0 Industrials 322 MDU 9 1.66 small-cap Short NaN -37.0 2.043739e+07 -12.0 Basic Materials 329 BTG 6 -0.23 small-cap Short NaN -22.0 1.833245e+07 -12.0 Basic Materials 249 ATR 9 -0.86 small-cap Short NaN -33.0 1.711598e+07 -15.0 Consumer Cyclical 264 NFE 6 -2.23 small-cap Short NaN -6.0 1.592696e+07 -136.0 Utilities 328 BWXT 13 -6.77 small-cap Short NaN -49.0 1.509816e+07 -32.0 Industrials 250 CIB 9 4.06 small-cap Short NaN -9.0 1.023102e+07 -136.0 Financial Services 280 GLPG 8 -0.17 small-cap Short NaN -8.0 7.629188e+06 -15.0 Healthcare 236 MNSO 9 -9.85 small-cap Short NaN -9.0 5.207240e+06 -28.0 Consumer Cyclical 229 BSAC 6 -5.77 small-cap Short NaN -6.0 5.091522e+06 -40.0 Financial Services 252 AEG 11 -0.61 small-cap Short NaN -29.0 3.344474e+06 -34.0 Financial Services Mean Return: -1.7885185185185182 Mean Day/Week: 9.333333333333334 Accuracy:0.8148148148148148 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 9 Consumer Cyclical 19 Consumer Defensive 4 Energy 14 Financial Services 40 Healthcare 41 Industrials 20 Real Estate 12 Technology 45 Utilities 4 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 18 Communication Services 2 Consumer Cyclical 27 Consumer Defensive 11 Energy 4 Financial Services 64 Healthcare 24 Industrials 33 Real Estate 4 Technology 13 Utilities 9 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 577 SHEN 1 0.00 penny-cap Long NaN 1.0 9.638385e+07 3.0 Communication Services 480 VEON 2 0.99 penny-cap Long NaN 3.0 9.057289e+07 5.0 Communication Services 645 CMPS 1 0.00 penny-cap Long NaN 5.0 7.696255e+06 5.0 Healthcare Mean Return: 0.99 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 729 CVM 4 -39.63 penny-cap Short NaN -5.0 5.560216e+07 -5.0 Healthcare 496 NUVA 1 0.00 penny-cap Short NaN -1.0 2.554460e+07 -4.0 Healthcare 375 GOCO 1 0.00 penny-cap Short NaN -1.0 1.452726e+07 -3.0 Financial Services 573 MFGP 1 0.00 penny-cap Short NaN -2.0 1.115812e+07 -2.0 Technology Mean Return: -39.63 Mean Day/Week: 7.0 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 577 SHEN 1 0.00 penny-cap Long NaN 1.0 9.638385e+07 3.0 Communication Services 480 VEON 2 0.99 penny-cap Long NaN 3.0 9.057289e+07 5.0 Communication Services 440 CSIQ 3 -3.96 penny-cap Long NaN 27.0 3.735036e+07 5.0 Technology 456 BIPC 2 1.24 penny-cap Long NaN 11.0 1.935528e+07 4.0 Utilities 645 CMPS 1 0.00 penny-cap Long NaN 5.0 7.696255e+06 5.0 Healthcare 724 AFINP 3 0.12 penny-cap Long NaN 9.0 2.413800e+05 5.0 Real Estate Mean Return: -0.40249999999999997 Mean Day/Week: 3.0 Accuracy:0.75 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 729 CVM 4 -39.63 penny-cap Short NaN -5.0 5.560216e+07 -5.0 Healthcare 496 NUVA 1 0.00 penny-cap Short NaN -1.0 2.554460e+07 -4.0 Healthcare 346 MMS 4 -1.10 penny-cap Short NaN -49.0 2.299889e+07 -5.0 Industrials 375 GOCO 1 0.00 penny-cap Short NaN -1.0 1.452726e+07 -3.0 Financial Services 573 MFGP 1 0.00 penny-cap Short NaN -2.0 1.115812e+07 -2.0 Technology 498 IBTX 1 0.00 penny-cap Short NaN -15.0 7.595892e+06 -5.0 Financial Services 493 CATY 5 -2.47 penny-cap Short NaN -17.0 6.984644e+06 -5.0 Financial Services 639 SASR 1 0.00 penny-cap Short NaN -32.0 3.299940e+06 -5.0 Financial Services 652 ZEAL 1 0.00 penny-cap Short NaN -8.0 1.636985e+06 -5.0 Healthcare Mean Return: -14.4 Mean Day/Week: 6.333333333333333 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 577 SHEN 1 0.00 penny-cap Long NaN 1.0 9.638385e+07 3.0 Communication Services 480 VEON 2 0.99 penny-cap Long NaN 3.0 9.057289e+07 5.0 Communication Services 502 KYMR 2 0.64 penny-cap Long NaN 2.0 7.060522e+07 27.0 Healthcare 430 ALKS 1 0.00 penny-cap Long NaN 1.0 3.078757e+07 50.0 Healthcare 618 RLGY 1 0.00 penny-cap Long NaN 2.0 2.641125e+07 46.0 Real Estate 696 QADA 5 -0.43 penny-cap Long NaN 5.0 2.260260e+07 26.0 Technology 449 SOGO 5 2.23 penny-cap Long NaN 5.0 1.713035e+07 60.0 Communication Services 672 TSLX 1 0.00 penny-cap Long NaN 1.0 1.708998e+07 27.0 Financial Services 383 WTS 3 0.54 penny-cap Long NaN 3.0 1.302696e+07 51.0 Industrials 750 MDP 3 -3.66 penny-cap Long NaN 3.0 1.261777e+07 77.0 Communication Services 379 DCP 1 0.00 penny-cap Long NaN 1.0 1.089200e+07 43.0 Energy 645 CMPS 1 0.00 penny-cap Long NaN 5.0 7.696255e+06 5.0 Healthcare 643 HHR 3 1.65 penny-cap Long NaN 4.0 7.103250e+06 6.0 Industrials 419 NVG 4 -0.28 penny-cap Long NaN 4.0 4.737482e+06 63.0 Financial Services 685 BST 3 -0.97 penny-cap Long NaN 3.0 3.392183e+06 8.0 Financial Services 705 NMZ 3 0.71 penny-cap Long NaN 3.0 3.273600e+06 62.0 Financial Services 532 NUV 1 0.00 penny-cap Long NaN 1.0 2.184375e+06 35.0 Financial Services 592 ADX 5 1.21 penny-cap Long NaN 5.0 2.164917e+06 77.0 Financial Services 550 NAC 4 0.06 penny-cap Long NaN 4.0 1.903146e+06 62.0 Financial Services 689 BXMX 1 0.00 penny-cap Long NaN 1.0 1.531950e+06 77.0 Financial Services 615 NSS 2 0.71 penny-cap Long NaN 2.0 6.566400e+05 77.0 unknown 403 ESGRO 1 0.00 penny-cap Long NaN 1.0 8.388000e+04 7.0 Financial Services 429 SLMBP 5 -1.98 penny-cap Long NaN 5.0 4.220300e+04 77.0 Financial Services Mean Return: 0.10142857142857135 Mean Day/Week: 4.142857142857143 Accuracy:0.6428571428571429 *******************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 729 CVM 4 -39.63 penny-cap Short NaN -5.0 5.560216e+07 -5.0 Healthcare 398 PK 5 -0.79 penny-cap Short NaN -5.0 3.174733e+07 -6.0 Real Estate 431 IRBT 1 0.00 penny-cap Short NaN -1.0 2.979706e+07 -136.0 Technology 475 AVAV 2 -2.80 penny-cap Short NaN -3.0 2.663029e+07 -6.0 Industrials 496 NUVA 1 0.00 penny-cap Short NaN -1.0 2.554460e+07 -4.0 Healthcare 375 GOCO 1 0.00 penny-cap Short NaN -1.0 1.452726e+07 -3.0 Financial Services 663 MASS 1 0.00 penny-cap Short NaN -1.0 1.187809e+07 -135.0 Healthcare 573 MFGP 1 0.00 penny-cap Short NaN -2.0 1.115812e+07 -2.0 Technology 665 CYTK 4 -2.05 penny-cap Short NaN -4.0 9.960813e+06 -25.0 Healthcare 539 FUN 5 1.29 penny-cap Short NaN -5.0 8.227190e+06 -39.0 Consumer Cyclical 553 AVNS 4 -3.46 penny-cap Short NaN -4.0 7.781513e+06 -75.0 Healthcare 671 NRIX 1 0.00 penny-cap Short NaN -1.0 7.478359e+06 -75.0 Healthcare 507 XNCR 5 0.66 penny-cap Short NaN -5.0 7.259976e+06 -75.0 Healthcare 758 VITL 2 -1.05 penny-cap Short NaN -2.0 5.662950e+06 -74.0 Consumer Defensive 747 AKRO 4 -3.43 penny-cap Short NaN -4.0 5.510088e+06 -9.0 Healthcare 619 FMTX 1 0.00 penny-cap Short NaN -3.0 4.150713e+06 -18.0 Healthcare 675 WMK 4 0.74 penny-cap Short NaN -4.0 3.846480e+06 -53.0 Consumer Defensive 527 MANU 4 0.79 penny-cap Short NaN -4.0 1.634178e+06 -44.0 Consumer Cyclical 610 SPNS 3 1.14 penny-cap Short NaN -3.0 1.442751e+06 -43.0 Technology 408 MOR 2 0.00 penny-cap Short NaN -2.0 8.133840e+05 -136.0 Healthcare 660 MSC 1 0.00 penny-cap Short NaN -1.0 4.200000e+03 -136.0 Consumer Cyclical Mean Return: -3.737692307692307 Mean Day/Week: 4.3076923076923075 Accuracy:0.5384615384615384 *******************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 384 NTLA 8 78.20 penny-cap Long NaN 24.0 4.786717e+08 29.0 Healthcare 565 RIG 9 20.22 penny-cap Long NaN 9.0 1.732935e+08 24.0 Energy 340 DDD 9 -1.53 penny-cap Long NaN 35.0 1.210154e+08 27.0 Technology 392 SRNE 7 -0.89 penny-cap Long NaN 30.0 1.169414e+08 18.0 Healthcare 561 MAC 10 5.16 penny-cap Long NaN 51.0 9.960181e+07 41.0 Real Estate 472 JKS 6 18.89 penny-cap Long NaN 31.0 9.496368e+07 8.0 Technology 426 APLS 27 31.63 penny-cap Long NaN 57.0 7.995981e+07 34.0 Healthcare 378 OVV 10 6.15 penny-cap Long NaN 26.0 7.568706e+07 27.0 Energy 584 AR 8 3.66 penny-cap Long NaN 8.0 6.999138e+07 77.0 Energy 337 CROX 7 3.22 penny-cap Long NaN 7.0 6.961280e+07 77.0 Consumer Cyclical 524 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 68.0 Real Estate 410 AEO 6 -0.35 penny-cap Long NaN 7.0 5.936486e+07 77.0 Consumer Cyclical 418 SYNA 7 4.87 penny-cap Long NaN 21.0 5.533031e+07 21.0 Technology 391 CELH 7 -1.04 penny-cap Long NaN 8.0 5.303264e+07 31.0 Consumer Defensive 757 SM 10 11.04 penny-cap Long NaN 26.0 5.048587e+07 77.0 Energy 515 RVLV 13 24.63 penny-cap Long NaN 26.0 4.799396e+07 36.0 Consumer Cyclical 505 URBN 6 -1.91 penny-cap Long NaN 8.0 4.191213e+07 9.0 Consumer Cyclical 362 JOBS 24 6.60 penny-cap Long NaN 63.0 4.070450e+07 43.0 Industrials 465 PHR 8 5.05 penny-cap Long NaN 27.0 4.037414e+07 19.0 Healthcare 522 RRC 7 1.64 penny-cap Long NaN 7.0 3.921454e+07 44.0 Energy 459 FRHC 13 6.82 penny-cap Long NaN 25.0 3.920795e+07 24.0 Financial Services 711 RAVN 10 -0.43 penny-cap Long NaN 10.0 3.685654e+07 52.0 Industrials 588 DDS 10 13.44 penny-cap Long NaN 35.0 3.678600e+07 50.0 Consumer Cyclical 572 ASO 10 4.63 penny-cap Long NaN 25.0 3.564179e+07 77.0 Consumer Cyclical 355 JCOM 17 9.29 penny-cap Long NaN 19.0 3.547616e+07 77.0 Technology 664 ANF 6 -0.88 penny-cap Long NaN 6.0 3.346235e+07 77.0 Consumer Cyclical 551 SIG 16 5.95 penny-cap Long NaN 16.0 3.310938e+07 19.0 Consumer Cyclical 578 INMD 11 4.36 penny-cap Long NaN 21.0 3.146957e+07 35.0 Healthcare 364 HCM 7 26.05 penny-cap Long NaN 7.0 3.069067e+07 8.0 Healthcare 613 ACMR 12 -5.37 penny-cap Long NaN 26.0 2.973026e+07 16.0 Technology 533 KLIC 6 -3.52 penny-cap Long NaN 20.0 2.935740e+07 29.0 Technology 622 DRNA 21 20.72 penny-cap Long NaN 28.0 2.899603e+07 35.0 Healthcare 593 MTDR 9 4.23 penny-cap Long NaN 9.0 2.706675e+07 77.0 Energy 435 SPT 22 28.64 penny-cap Long NaN 28.0 2.674508e+07 30.0 Technology 338 WK 13 9.23 penny-cap Long NaN 29.0 2.593097e+07 21.0 Technology 511 NSA 24 9.49 penny-cap Long NaN 24.0 2.476373e+07 77.0 Real Estate 632 IRWD 9 0.18 penny-cap Long NaN 9.0 2.475744e+07 59.0 Healthcare 370 BAND 6 -0.75 penny-cap Long NaN 28.0 2.412153e+07 16.0 Technology 351 RPD 13 5.79 penny-cap Long NaN 30.0 2.360926e+07 35.0 Technology 710 GLNG 10 4.83 penny-cap Long NaN 35.0 2.051125e+07 35.0 Energy 721 LNTH 12 14.03 penny-cap Long NaN 24.0 2.049584e+07 26.0 Healthcare 385 IMAB 9 3.47 penny-cap Long NaN 9.0 2.027618e+07 51.0 Healthcare 478 MIME 38 15.27 penny-cap Long NaN 60.0 1.978265e+07 40.0 Technology 504 ATRC 7 3.22 penny-cap Long NaN 7.0 1.938290e+07 77.0 Healthcare 415 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 353 HLI 10 5.36 penny-cap Long NaN 37.0 1.923246e+07 37.0 Financial Services 371 TRUP 19 18.30 penny-cap Long NaN 57.0 1.916311e+07 27.0 Financial Services 623 HSKA 18 13.15 penny-cap Long NaN 18.0 1.893559e+07 35.0 Healthcare 437 PZZA 15 3.39 penny-cap Long NaN 19.0 1.879248e+07 41.0 Consumer Cyclical 547 MGY 10 8.57 penny-cap Long NaN 26.0 1.867160e+07 27.0 Energy 691 INBX 11 16.57 penny-cap Long NaN 64.0 1.851010e+07 22.0 Healthcare 479 AMRC 22 15.00 penny-cap Long NaN 63.0 1.843130e+07 27.0 Industrials 631 BOOT 8 0.86 penny-cap Long NaN 8.0 1.780191e+07 77.0 Consumer Cyclical 481 ACCD 18 3.62 penny-cap Long NaN 29.0 1.766043e+07 33.0 Healthcare 567 AXNX 7 -0.13 penny-cap Long NaN 20.0 1.730762e+07 13.0 Healthcare 526 MXL 8 5.53 penny-cap Long NaN 27.0 1.722590e+07 29.0 Technology 416 OPCH 18 4.45 penny-cap Long NaN 27.0 1.706544e+07 20.0 Healthcare 442 AQUA 10 3.24 penny-cap Long NaN 30.0 1.488525e+07 60.0 Industrials 382 KRNT 15 4.18 penny-cap Long NaN 29.0 1.468059e+07 27.0 Industrials 759 CDMO 23 19.00 penny-cap Long NaN 23.0 1.455247e+07 77.0 Healthcare 503 MDRX 10 2.35 penny-cap Long NaN 57.0 1.442095e+07 38.0 Healthcare 650 CNST 17 0.80 penny-cap Long NaN 48.0 1.433292e+07 23.0 Healthcare 611 GSAT 9 -8.26 penny-cap Long NaN 10.0 1.426045e+07 18.0 Communication Services 576 DOMO 22 20.50 penny-cap Long NaN 30.0 1.371942e+07 31.0 Technology 714 EVRI 10 6.95 penny-cap Long NaN 49.0 1.360349e+07 52.0 Consumer Cyclical 580 CALX 6 -2.99 penny-cap Long NaN 6.0 1.350996e+07 35.0 Technology 594 PRFT 59 26.63 penny-cap Long NaN 59.0 1.346400e+07 77.0 Technology 598 RGNX 7 -1.17 penny-cap Long NaN 50.0 1.343212e+07 20.0 Healthcare 723 STAR 6 0.40 penny-cap Long NaN 16.0 1.332619e+07 18.0 Real Estate 709 CRTO 6 2.37 penny-cap Long NaN 6.0 1.306640e+07 77.0 Communication Services 405 VICR 7 9.38 penny-cap Long NaN 29.0 1.261090e+07 24.0 Technology 579 CVA 18 1.27 penny-cap Long NaN 18.0 1.247462e+07 45.0 Industrials 535 ODP 6 -0.18 penny-cap Long NaN 25.0 1.244240e+07 44.0 Consumer Cyclical 335 DAVA 33 25.92 penny-cap Long NaN 49.0 1.228570e+07 52.0 Technology 640 SYKE 10 -0.68 penny-cap Long NaN 11.0 1.225609e+07 11.0 Technology 400 SIGI 7 2.43 penny-cap Long NaN 7.0 1.198938e+07 10.0 Financial Services 470 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 65.0 Financial Services 627 ZUO 9 0.40 penny-cap Long NaN 15.0 1.156110e+07 15.0 Technology 574 SKY 11 6.62 penny-cap Long NaN 27.0 1.050633e+07 27.0 Consumer Cyclical 733 ZUMZ 7 6.52 penny-cap Long NaN 8.0 1.035250e+07 10.0 Consumer Cyclical 680 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 495 FHI 10 2.32 penny-cap Long NaN 13.0 9.503870e+06 43.0 Financial Services 648 BSIG 9 1.33 penny-cap Long NaN 9.0 9.255829e+06 66.0 Financial Services 706 VLRS 13 6.42 penny-cap Long NaN 13.0 8.646913e+06 77.0 Industrials 621 PMT 15 2.65 penny-cap Long NaN 20.0 8.513400e+06 21.0 Real Estate 544 RMBS 12 5.60 penny-cap Long NaN 26.0 7.919500e+06 15.0 Technology 444 CNS 39 15.71 penny-cap Long NaN 83.0 7.730736e+06 50.0 Financial Services 373 ALTR 7 0.77 penny-cap Long NaN 7.0 7.681230e+06 11.0 Technology 463 FN 7 0.30 penny-cap Long NaN 26.0 7.674065e+06 26.0 Technology 530 MODV 18 7.06 penny-cap Long NaN 44.0 7.368948e+06 19.0 Healthcare 585 FTAI 17 7.24 penny-cap Long NaN 27.0 7.227525e+06 20.0 Industrials 727 CRK 19 9.66 penny-cap Long NaN 44.0 7.213814e+06 25.0 Energy 424 WNS 13 5.10 penny-cap Long NaN 30.0 6.988770e+06 31.0 Industrials 393 INOV 18 4.48 penny-cap Long NaN 18.0 6.930196e+06 77.0 Healthcare 380 NEA 7 1.41 penny-cap Long NaN 28.0 6.866632e+06 62.0 Financial Services 345 DRVN 6 -0.35 penny-cap Long NaN 6.0 6.627218e+06 37.0 Consumer Cyclical 603 REPL 6 1.66 penny-cap Long NaN 10.0 6.464790e+06 19.0 Healthcare 558 VRRM 14 6.12 penny-cap Long NaN 14.0 6.391793e+06 22.0 Industrials 713 ESTA 8 4.83 penny-cap Long NaN 8.0 6.267780e+06 77.0 Healthcare 690 BLFS 11 6.87 penny-cap Long NaN 31.0 6.249404e+06 14.0 Healthcare 657 EVV 21 2.98 penny-cap Long NaN 33.0 6.203120e+06 35.0 Financial Services 401 MSP 9 2.01 penny-cap Long NaN 9.0 5.874613e+06 35.0 Technology 476 BSTZ 13 6.11 penny-cap Long NaN 25.0 5.854824e+06 30.0 unknown 635 OSIS 7 1.44 penny-cap Long NaN 22.0 5.843992e+06 14.0 Technology 453 CCU 6 6.16 penny-cap Long NaN 14.0 5.067588e+06 9.0 Consumer Defensive 445 NAD 31 4.44 penny-cap Long NaN 31.0 4.787124e+06 62.0 Financial Services 620 DCBO 10 12.53 penny-cap Long NaN 65.0 4.519932e+06 50.0 Technology 669 MLAB 6 -0.41 penny-cap Long NaN 57.0 4.319235e+06 24.0 Technology 616 CSII 10 0.84 penny-cap Long NaN 30.0 4.261734e+06 19.0 Healthcare 604 CRVL 9 5.84 penny-cap Long NaN 9.0 4.058462e+06 63.0 Financial Services 678 PACK 9 1.66 penny-cap Long NaN 10.0 4.037764e+06 34.0 Consumer Cyclical 673 BTZ 8 2.54 penny-cap Long NaN 67.0 3.842075e+06 45.0 Financial Services 698 INVA 10 1.68 penny-cap Long NaN 10.0 3.794648e+06 39.0 Healthcare 707 LINX 16 1.81 penny-cap Long NaN 51.0 3.751500e+06 46.0 Technology 606 HLIO 6 2.38 penny-cap Long NaN 9.0 3.746148e+06 24.0 Industrials 739 HQH 8 2.90 penny-cap Long NaN 27.0 3.192800e+06 20.0 Financial Services 719 FAX 9 1.60 penny-cap Long NaN 62.0 2.712046e+06 29.0 Financial Services 602 BSM 6 1.29 penny-cap Long NaN 6.0 2.618462e+06 60.0 Energy 569 EVA 8 4.09 penny-cap Long NaN 9.0 2.482731e+06 10.0 Basic Materials 644 BBN 19 2.64 penny-cap Long NaN 68.0 2.367260e+06 33.0 Financial Services 693 NFJ 9 2.21 penny-cap Long NaN 21.0 2.311900e+06 66.0 Financial Services 741 EOS 6 1.95 penny-cap Long NaN 18.0 2.048088e+06 31.0 Financial Services 736 CHY 7 1.04 penny-cap Long NaN 24.0 2.023764e+06 63.0 Financial Services 536 NZF 11 1.69 penny-cap Long NaN 11.0 1.655970e+06 62.0 Financial Services 653 VCTR 9 5.36 penny-cap Long NaN 9.0 1.446907e+06 77.0 Financial Services 755 AWF 9 1.34 penny-cap Long NaN 28.0 1.367655e+06 35.0 Financial Services 708 NRK 23 1.98 penny-cap Long NaN 23.0 1.062160e+06 59.0 Financial Services Mean Return: 6.369685039370078 Mean Day/Week: 12.330708661417322 Accuracy:0.8582677165354331 *******************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 365 JBLU 14 -5.36 penny-cap Short NaN -59.0 8.407728e+07 -23.0 Industrials 508 SAVE 21 -12.93 penny-cap Short NaN -21.0 6.108098e+07 -39.0 Industrials 361 HFC 12 -3.19 penny-cap Short NaN -12.0 5.577453e+07 -43.0 Energy 339 NYCB 17 -4.15 penny-cap Short NaN -17.0 5.382166e+07 -43.0 Financial Services 436 ADS 9 0.66 penny-cap Short NaN -32.0 5.180457e+07 -12.0 Financial Services 427 MDC 15 -0.66 penny-cap Short NaN -53.0 5.055620e+07 -24.0 Consumer Cyclical 388 KBH 9 -3.89 penny-cap Short NaN -38.0 4.392272e+07 -18.0 Consumer Cyclical 589 ENDP 9 -9.74 penny-cap Short NaN -9.0 3.073769e+07 -69.0 Healthcare 441 CBRL 18 -5.00 penny-cap Short NaN -56.0 2.958407e+07 -39.0 Consumer Cyclical 413 AVT 10 1.58 penny-cap Short NaN -44.0 2.704026e+07 -12.0 Technology 350 ALSN 12 1.06 penny-cap Short NaN -28.0 2.689581e+07 -20.0 Consumer Cyclical 512 ABM 15 -7.12 penny-cap Short NaN -53.0 2.636993e+07 -25.0 Industrials 461 ALGT 23 -12.30 penny-cap Short NaN -72.0 2.622547e+07 -44.0 Industrials 454 PDCO 7 -2.82 penny-cap Short NaN -8.0 2.577984e+07 -8.0 Healthcare 531 THS 26 -7.20 penny-cap Short NaN -28.0 2.545411e+07 -43.0 Consumer Defensive 341 SAGE 14 -4.35 penny-cap Short NaN -14.0 2.513842e+07 -15.0 Healthcare 564 CAKE 12 -1.12 penny-cap Short NaN -38.0 2.496377e+07 -17.0 Consumer Cyclical 636 PLAY 16 -6.74 penny-cap Short NaN -16.0 2.161810e+07 -39.0 Consumer Cyclical 386 HAIN 8 -0.00 penny-cap Short NaN -8.0 2.131576e+07 -54.0 Consumer Defensive 490 ASB 9 -3.53 penny-cap Short NaN -28.0 2.126947e+07 -12.0 Financial Services 516 FLR 13 -3.80 penny-cap Short NaN -36.0 2.049971e+07 -36.0 Industrials 633 FSM 12 -8.74 penny-cap Short NaN -13.0 1.993843e+07 -22.0 Basic Materials 489 HMY 6 0.86 penny-cap Short NaN -21.0 1.885340e+07 -15.0 Basic Materials 447 TRN 10 -0.34 penny-cap Short NaN -11.0 1.771754e+07 -12.0 Industrials 402 POR 7 -0.96 penny-cap Short NaN -44.0 1.719302e+07 -12.0 Utilities 587 BCC 9 1.02 penny-cap Short NaN -34.0 1.670131e+07 -15.0 Basic Materials 525 WWW 12 -1.22 penny-cap Short NaN -37.0 1.614740e+07 -32.0 Consumer Cyclical 471 BXS 16 -6.50 penny-cap Short NaN -16.0 1.533893e+07 -53.0 Financial Services 529 EQX 8 -3.46 penny-cap Short NaN -13.0 1.432464e+07 -12.0 Basic Materials 452 NG 6 6.74 penny-cap Short NaN -18.0 1.432211e+07 -13.0 Basic Materials 605 MDGL 9 -3.12 penny-cap Short NaN -31.0 1.422630e+07 -27.0 Healthcare 483 UTZ 15 -6.71 penny-cap Short NaN -37.0 1.368205e+07 -36.0 Consumer Defensive 625 CVI 11 1.83 penny-cap Short NaN -15.0 1.296925e+07 -64.0 Energy 448 SR 9 2.32 penny-cap Short NaN -9.0 1.237600e+07 -9.0 Utilities 488 ONB 12 -4.29 penny-cap Short NaN -70.0 1.217311e+07 -45.0 Financial Services 474 DAN 10 1.42 penny-cap Short NaN -18.0 1.181256e+07 -12.0 Consumer Cyclical 718 PLUS 24 -6.48 penny-cap Short NaN -38.0 1.143892e+07 -32.0 Technology 563 PVG 7 0.53 penny-cap Short NaN -22.0 1.045272e+07 -19.0 Basic Materials 523 IBOC 10 -5.57 penny-cap Short NaN -32.0 1.039014e+07 -12.0 Financial Services 575 SKYW 21 -9.41 penny-cap Short NaN -21.0 1.030118e+07 -45.0 Industrials 356 AL 17 -7.46 penny-cap Short NaN -17.0 9.773930e+06 -40.0 Industrials 570 CMP 12 -4.07 penny-cap Short NaN -30.0 9.585540e+06 -15.0 Basic Materials 491 NWE 11 -1.37 penny-cap Short NaN -48.0 9.479898e+06 -28.0 Utilities 566 TSE 12 1.06 penny-cap Short NaN -32.0 9.296406e+06 -33.0 Basic Materials 510 AVA 11 -1.71 penny-cap Short NaN -55.0 9.133376e+06 -24.0 Utilities 638 PATK 12 -0.23 penny-cap Short NaN -37.0 9.008618e+06 -22.0 Consumer Cyclical 406 PSB 6 -1.32 penny-cap Short NaN -13.0 8.694855e+06 -13.0 Real Estate 581 FMBI 19 -7.49 penny-cap Short NaN -68.0 8.641328e+06 -33.0 Financial Services 506 AUB 9 -2.85 penny-cap Short NaN -22.0 8.619220e+06 -12.0 Financial Services 446 GATX 9 -2.97 penny-cap Short NaN -32.0 8.447322e+06 -12.0 Industrials 545 IOSP 12 -3.41 penny-cap Short NaN -17.0 8.361276e+06 -18.0 Basic Materials 477 COLB 12 -6.31 penny-cap Short NaN -73.0 8.349726e+06 -58.0 Financial Services 651 AMWD 6 -1.76 penny-cap Short NaN -45.0 8.292132e+06 -37.0 Consumer Cyclical 546 FULT 11 2.38 penny-cap Short NaN -71.0 8.286880e+06 -28.0 Financial Services 423 HOMB 11 1.92 penny-cap Short NaN -71.0 8.242080e+06 -18.0 Financial Services 517 MEOH 12 1.85 penny-cap Short NaN -30.0 8.177625e+06 -39.0 Basic Materials 591 MTOR 13 -3.13 penny-cap Short NaN -13.0 8.095510e+06 -66.0 Consumer Cyclical 626 LZB 13 -0.30 penny-cap Short NaN -37.0 8.016008e+06 -33.0 Consumer Cyclical 500 SCL 9 -2.84 penny-cap Short NaN -29.0 7.789410e+06 -12.0 Basic Materials 670 HOPE 11 -0.15 penny-cap Short NaN -67.0 7.484784e+06 -12.0 Financial Services 634 NWBI 11 1.54 penny-cap Short NaN -11.0 7.324272e+06 -12.0 Financial Services 649 HTLD 32 -5.74 penny-cap Short NaN -52.0 7.196391e+06 -38.0 Industrials 499 CVBF 11 -0.59 penny-cap Short NaN -12.0 7.070490e+06 -12.0 Financial Services 520 FIBK 18 -9.05 penny-cap Short NaN -72.0 6.917690e+06 -39.0 Financial Services 348 ESGR 6 1.35 penny-cap Short NaN -66.0 6.727110e+06 -24.0 Financial Services 628 EB 14 -8.31 penny-cap Short NaN -14.0 6.330144e+06 -38.0 Technology 661 TBK 11 1.55 penny-cap Short NaN -50.0 6.202172e+06 -33.0 Financial Services 681 CVGW 18 -6.81 penny-cap Short NaN -48.0 6.105600e+06 -45.0 Consumer Defensive 734 ACRS 19 -8.15 penny-cap Short NaN -58.0 6.058143e+06 -40.0 Healthcare 745 BJRI 17 -6.98 penny-cap Short NaN -73.0 5.871623e+06 -33.0 Consumer Cyclical 748 KRA 17 -6.25 penny-cap Short NaN -45.0 5.734980e+06 -46.0 Basic Materials 686 KROS 7 -6.87 penny-cap Short NaN -7.0 5.689412e+06 -45.0 Healthcare 612 TRMK 12 -2.73 penny-cap Short NaN -66.0 5.643864e+06 -28.0 Financial Services 659 PRIM 12 -2.73 penny-cap Short NaN -12.0 5.609320e+06 -51.0 Industrials 624 SBCF 11 1.41 penny-cap Short NaN -33.0 5.278219e+06 -12.0 Financial Services 704 TBPH 6 -8.04 penny-cap Short NaN -6.0 5.158830e+06 -36.0 Healthcare 744 NBHC 11 1.71 penny-cap Short NaN -33.0 5.127220e+06 -29.0 Financial Services 538 RUSHA 12 -2.81 penny-cap Short NaN -53.0 4.800692e+06 -23.0 Consumer Cyclical 562 FRME 17 -5.88 penny-cap Short NaN -68.0 4.781093e+06 -29.0 Financial Services 658 NBTB 12 -5.60 penny-cap Short NaN -28.0 4.690762e+06 -28.0 Financial Services 582 BANF 17 -5.52 penny-cap Short NaN -33.0 4.658842e+06 -29.0 Financial Services 722 TCBK 11 -1.30 penny-cap Short NaN -17.0 4.561200e+06 -12.0 Financial Services 726 OCFC 12 -4.16 penny-cap Short NaN -67.0 4.452721e+06 -41.0 Financial Services 656 CGEM 11 2.21 penny-cap Short NaN -11.0 3.986070e+06 -122.0 Healthcare 674 TRS 6 -2.00 penny-cap Short NaN -17.0 3.779512e+06 -11.0 Industrials 614 FBK 19 -8.31 penny-cap Short NaN -71.0 3.535728e+06 -48.0 Financial Services 617 CFFN 28 -4.54 penny-cap Short NaN -28.0 3.329040e+06 -63.0 Financial Services 642 NTB 11 -0.55 penny-cap Short NaN -38.0 3.100496e+06 -29.0 Financial Services 738 ORIC 21 -5.76 penny-cap Short NaN -21.0 3.088800e+06 -136.0 Healthcare 647 WABC 17 -5.17 penny-cap Short NaN -72.0 2.934894e+06 -29.0 Financial Services 742 CLS 11 3.94 penny-cap Short NaN -15.0 2.931831e+06 -16.0 Technology 752 MATW 12 -4.66 penny-cap Short NaN -70.0 2.637759e+06 -29.0 Industrials 730 SAFT 11 -0.25 penny-cap Short NaN -28.0 2.510080e+06 -24.0 Financial Services 737 AMSF 10 -0.76 penny-cap Short NaN -30.0 2.462936e+06 -21.0 Financial Services 583 PRK 12 -5.85 penny-cap Short NaN -18.0 2.427180e+06 -45.0 Financial Services 753 PRA 12 -5.61 penny-cap Short NaN -70.0 2.056500e+06 -39.0 Financial Services 646 BV 11 3.56 penny-cap Short NaN -45.0 1.690230e+06 -18.0 Industrials 630 KRO 10 -3.84 penny-cap Short NaN -36.0 1.490684e+06 -20.0 Basic Materials 740 FOR 16 -2.81 penny-cap Short NaN -42.0 1.466488e+06 -30.0 Real Estate 422 IFS 6 -4.17 penny-cap Short NaN -17.0 9.291000e+05 -20.0 Financial Services 555 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -123.0 unknown 684 NEXA 13 3.17 penny-cap Short NaN -17.0 5.851520e+05 -18.0 Basic Materials 537 RUSHB 12 -1.87 penny-cap Short NaN -55.0 4.994600e+05 -23.0 Consumer Cyclical 637 SBLKZ 7 0.14 penny-cap Short NaN -7.0 4.573080e+05 -27.0 unknown 466 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -127.0 unknown 654 MNTK 10 -14.34 penny-cap Short NaN -10.0 6.899600e+04 -113.0 Utilities 556 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 468 HKIB 11 -2.51 penny-cap Short NaN -52.0 3.960000e+04 -31.0 Financial Services 464 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -127.0 Financial Services 629 PRTC 12 -3.81 penny-cap Short NaN -12.0 0.000000e+00 -38.0 Healthcare Mean Return: -2.971363636363637 Mean Day/Week: 12.6 Accuracy:0.7545454545454545 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/07/03 05-40-18
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 18 Consumer Cyclical 13 Consumer Defensive 5 Energy 6 Financial Services 12 Healthcare 34 Industrials 11 Real Estate 5 Technology 50 Utilities 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 9 Consumer Cyclical 5 Consumer Defensive 6 Financial Services 11 Healthcare 5 Industrials 8 Real Estate 2 Technology 3 Utilities 13 *******************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 174 BIP 2 -0.71 big-cap Long NaN 2.0 1.565607e+07 5.0 Utilities Mean Return: -0.71 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 148 FOXA 3 0.52 big-cap Short NaN -4.0 7.232176e+07 -4.0 Communication Services Mean Return: 0.52 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 214 QDEL 1 0.00 big-cap Long NaN 59.0 6.762641e+07 5.0 Healthcare 174 BIP 2 -0.71 big-cap Long NaN 2.0 1.565607e+07 5.0 Utilities Mean Return: -0.71 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 148 FOXA 3 0.52 big-cap Short NaN -4.0 7.232176e+07 -4.0 Communication Services 147 FOX 3 0.49 big-cap Short NaN -68.0 1.794812e+07 -4.0 Communication Services Mean Return: 0.505 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 6 CMCSA 1 0.00 big-cap Long NaN 1.0 5.805250e+08 7.0 Communication Services 46 COP 2 -0.21 big-cap Long NaN 2.0 4.561289e+08 24.0 Energy 22 AMT 1 0.00 big-cap Long NaN 1.0 3.208869e+08 72.0 Real Estate 17 AZN 5 1.20 big-cap Long NaN 5.0 3.143032e+08 56.0 Healthcare 190 IT 1 0.00 big-cap Long NaN 1.0 2.920588e+08 80.0 Technology 29 GILD 3 0.64 big-cap Long NaN 3.0 2.630542e+08 42.0 Healthcare 52 NXPI 3 -1.45 big-cap Long NaN 4.0 2.417993e+08 7.0 Technology 93 ALXN 1 0.00 big-cap Long NaN 1.0 2.402822e+08 56.0 Healthcare 74 APH 1 0.00 big-cap Long NaN 4.0 2.107537e+08 9.0 Technology 80 JCI 2 0.25 big-cap Long NaN 2.0 1.368688e+08 80.0 Industrials 94 CARR 5 1.34 big-cap Long NaN 5.0 1.311436e+08 80.0 Industrials 141 ZBRA 5 2.43 big-cap Long NaN 5.0 1.108535e+08 32.0 Technology 121 MXIM 5 -0.52 big-cap Long NaN 5.0 1.090358e+08 32.0 Technology 152 ALB 1 0.00 big-cap Long NaN 1.0 8.550828e+07 40.0 Basic Materials 114 SIRI 1 0.00 big-cap Long NaN 5.0 8.476248e+07 26.0 Communication Services 136 GRMN 1 0.00 big-cap Long NaN 1.0 7.317160e+07 80.0 Technology 171 BPY 5 -0.25 big-cap Long NaN 5.0 5.928757e+07 80.0 Real Estate 187 ZLAB 4 -1.10 big-cap Long NaN 4.0 5.283614e+07 36.0 Healthcare 174 BIP 2 -0.71 big-cap Long NaN 2.0 1.565607e+07 5.0 Utilities Mean Return: 0.14727272727272733 Mean Day/Week: 4.454545454545454 Accuracy:0.45454545454545453 *******************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 148 FOXA 3 0.52 big-cap Short NaN -4.0 7.232176e+07 -4.0 Communication Services 60 LU 1 0.00 big-cap Short NaN -3.0 3.228218e+07 -79.0 Financial Services Mean Return: 0.52 Mean Day/Week: 4.0 Accuracy:0.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 4 NVDA 28 27.55 big-cap Long NaN 28.0 6.911783e+09 62.0 Technology 1 MSFT 16 7.46 big-cap Long NaN 17.0 6.796104e+09 80.0 Technology 2 FB 7 3.42 big-cap Long NaN 7.0 4.070826e+09 80.0 Communication Services 25 NIO 8 11.14 big-cap Long NaN 28.0 3.953386e+09 24.0 Consumer Cyclical 48 ROKU 9 6.81 big-cap Long NaN 29.0 1.637863e+09 12.0 Communication Services 16 SHOP 14 10.63 big-cap Long NaN 31.0 1.526819e+09 32.0 Technology 5 PYPL 12 4.34 big-cap Long NaN 26.0 1.136615e+09 31.0 Financial Services 8 ADBE 17 10.36 big-cap Long NaN 21.0 1.022720e+09 65.0 Technology 9 CRM 25 4.31 big-cap Long NaN 28.0 9.994063e+08 31.0 Technology 39 MRNA 10 12.28 big-cap Long NaN 27.0 9.821132e+08 57.0 Healthcare 3 V 9 1.17 big-cap Long NaN 9.0 8.789752e+08 73.0 Financial Services 110 LI 12 6.51 big-cap Long NaN 33.0 8.067585e+08 26.0 Consumer Cyclical 19 ZM 11 3.99 big-cap Long NaN 33.0 7.915347e+08 21.0 Communication Services 86 XPEV 12 -0.24 big-cap Long NaN 31.0 7.624530e+08 24.0 Consumer Cyclical 28 SNAP 11 8.31 big-cap Long NaN 28.0 7.329836e+08 29.0 Communication Services 14 ACN 6 3.43 big-cap Long NaN 6.0 6.950727e+08 80.0 Technology 47 REGN 18 11.39 big-cap Long NaN 21.0 6.265895e+08 50.0 Healthcare 15 COST 7 1.75 big-cap Long NaN 7.0 6.131437e+08 62.0 Consumer Defensive 11 MRK 16 3.90 big-cap Long NaN 16.0 6.021052e+08 17.0 Healthcare 24 TGT 10 5.36 big-cap Long NaN 31.0 5.371832e+08 74.0 Consumer Defensive 23 INTU 33 17.82 big-cap Long NaN 33.0 5.066811e+08 38.0 Technology 53 CRWD 13 8.02 big-cap Long NaN 30.0 4.605059e+08 31.0 Technology 13 DHR 7 2.50 big-cap Long NaN 10.0 3.943281e+08 59.0 Healthcare 168 GNRC 14 13.88 big-cap Long NaN 24.0 3.837121e+08 27.0 Industrials 40 DASH 10 5.72 big-cap Long NaN 32.0 3.815201e+08 17.0 Communication Services 18 CHTR 7 2.85 big-cap Long NaN 7.0 3.720657e+08 56.0 Communication Services 31 SPGI 15 4.62 big-cap Long NaN 15.0 3.610387e+08 80.0 Financial Services 71 EBAY 10 8.54 big-cap Long NaN 23.0 3.439799e+08 42.0 Consumer Cyclical 12 LLY 7 0.45 big-cap Long NaN 42.0 3.423719e+08 32.0 Healthcare 146 OXY 10 10.35 big-cap Long NaN 24.0 3.420129e+08 24.0 Energy 33 ZTS 17 5.72 big-cap Long NaN 17.0 3.405022e+08 59.0 Healthcare 57 DOCU 13 9.96 big-cap Long NaN 25.0 3.362946e+08 21.0 Technology 129 ENPH 6 6.39 big-cap Long NaN 30.0 3.188677e+08 13.0 Technology 26 ISRG 15 7.27 big-cap Long NaN 15.0 3.157668e+08 60.0 Healthcare 82 MRVL 13 6.12 big-cap Long NaN 29.0 3.118478e+08 31.0 Technology 69 PSA 21 5.47 big-cap Long NaN 21.0 2.820276e+08 80.0 Real Estate 45 ADI 7 2.19 big-cap Long NaN 29.0 2.661114e+08 31.0 Technology 56 CVNA 8 -0.73 big-cap Long NaN 25.0 2.647637e+08 16.0 Consumer Cyclical 65 BILI 6 -3.91 big-cap Long NaN 27.0 2.573937e+08 19.0 Communication Services 59 LULU 15 8.86 big-cap Long NaN 27.0 2.565601e+08 55.0 Consumer Cyclical 37 ILMN 16 4.73 big-cap Long NaN 30.0 2.501367e+08 26.0 Healthcare 77 TTD 6 0.97 big-cap Long NaN 25.0 2.361374e+08 9.0 Technology 83 TROW 6 3.44 big-cap Long NaN 6.0 2.145956e+08 80.0 Financial Services 78 A 17 4.00 big-cap Long NaN 25.0 2.084492e+08 64.0 Healthcare 73 MTCH 8 -0.04 big-cap Long NaN 15.0 2.028712e+08 12.0 Communication Services 92 CTAS 10 5.61 big-cap Long NaN 13.0 2.022498e+08 69.0 Industrials 50 EW 29 11.24 big-cap Long NaN 29.0 1.947370e+08 60.0 Healthcare 179 DPZ 18 7.16 big-cap Long NaN 18.0 1.897681e+08 63.0 Consumer Cyclical 76 APTV 7 3.05 big-cap Long NaN 26.0 1.894760e+08 26.0 Consumer Cyclical 118 WELL 22 10.33 big-cap Long NaN 23.0 1.841700e+08 80.0 Real Estate 96 PAYX 6 2.93 big-cap Long NaN 6.0 1.802042e+08 80.0 Industrials 109 ROK 10 1.76 big-cap Long NaN 22.0 1.792725e+08 30.0 Industrials 203 CRSP 7 12.85 big-cap Long NaN 31.0 1.785364e+08 17.0 Healthcare 123 FTNT 21 11.43 big-cap Long NaN 21.0 1.782381e+08 80.0 Technology 44 TEAM 13 5.81 big-cap Long NaN 27.0 1.745548e+08 21.0 Technology 87 INFO 14 3.88 big-cap Long NaN 14.0 1.645834e+08 80.0 Industrials 66 IDXX 28 15.64 big-cap Long NaN 28.0 1.617966e+08 36.0 Healthcare 68 ROP 7 2.36 big-cap Long NaN 7.0 1.548327e+08 65.0 Industrials 119 NET 20 21.61 big-cap Long NaN 28.0 1.542586e+08 33.0 Technology 155 HUBS 12 3.69 big-cap Long NaN 15.0 1.502944e+08 21.0 Technology 79 DXCM 6 0.29 big-cap Long NaN 23.0 1.498770e+08 23.0 Healthcare 70 SNPS 8 3.82 big-cap Long NaN 28.0 1.454733e+08 31.0 Technology 103 MSI 10 4.52 big-cap Long NaN 39.0 1.421331e+08 80.0 Technology 188 IFF 9 1.12 big-cap Long NaN 17.0 1.420969e+08 36.0 Basic Materials 216 BILL 11 3.58 big-cap Long NaN 25.0 1.412194e+08 20.0 Technology 170 ULTA 8 3.17 big-cap Long NaN 8.0 1.406794e+08 27.0 Consumer Cyclical 101 DDOG 12 4.65 big-cap Long NaN 32.0 1.405848e+08 31.0 Technology 111 MTD 15 3.67 big-cap Long NaN 15.0 1.372132e+08 63.0 Healthcare 51 MCO 15 5.72 big-cap Long NaN 15.0 1.351749e+08 80.0 Financial Services 90 MSCI 15 10.03 big-cap Long NaN 15.0 1.301012e+08 66.0 Financial Services 160 AVTR 17 5.62 big-cap Long NaN 17.0 1.295984e+08 65.0 Basic Materials 153 APO 6 4.25 big-cap Long NaN 6.0 1.291174e+08 56.0 Financial Services 115 KEYS 7 0.33 big-cap Long NaN 22.0 1.281005e+08 31.0 Technology 43 BAM 6 -1.62 big-cap Long NaN 6.0 1.280076e+08 80.0 Financial Services 67 U 8 -6.15 big-cap Long NaN 31.0 1.221181e+08 12.0 Technology 135 VRSN 8 2.22 big-cap Long NaN 8.0 1.192067e+08 65.0 Technology 166 WAT 18 8.16 big-cap Long NaN 18.0 1.086377e+08 70.0 Healthcare 62 VEEV 18 8.56 big-cap Long NaN 27.0 1.049322e+08 27.0 Healthcare 138 WST 11 3.78 big-cap Long NaN 11.0 1.043138e+08 62.0 Healthcare 32 INFY 19 7.92 big-cap Long NaN 30.0 1.030461e+08 27.0 Technology 117 CPRT 10 2.68 big-cap Long NaN 10.0 9.760149e+07 61.0 Industrials 88 LBRDK 7 4.30 big-cap Long NaN 7.0 9.689718e+07 56.0 Communication Services 104 RMD 18 17.05 big-cap Long NaN 29.0 9.352611e+07 44.0 Healthcare 175 EXR 21 8.65 big-cap Long NaN 21.0 8.960999e+07 80.0 Real Estate 193 CRL 17 5.40 big-cap Long NaN 17.0 8.858611e+07 80.0 Healthcare 196 TECH 17 3.26 big-cap Long NaN 17.0 8.573615e+07 80.0 Healthcare 180 POOL 6 2.43 big-cap Long NaN 6.0 8.569411e+07 63.0 Consumer Cyclical 176 BMRN 17 2.23 big-cap Long NaN 31.0 8.092257e+07 31.0 Healthcare 163 PKI 17 6.34 big-cap Long NaN 17.0 7.604806e+07 42.0 Healthcare 105 SGEN 18 1.21 big-cap Long NaN 64.0 7.211475e+07 34.0 Healthcare 207 DT 8 1.59 big-cap Long NaN 27.0 7.001544e+07 20.0 Technology 162 PAGS 10 6.31 big-cap Long NaN 31.0 6.872435e+07 25.0 Technology 222 CBOE 10 0.03 big-cap Long NaN 18.0 5.830250e+07 80.0 Financial Services 156 ALNY 18 8.92 big-cap Long NaN 32.0 5.797317e+07 26.0 Healthcare 134 KKR 8 0.76 big-cap Long NaN 8.0 5.734088e+07 80.0 Financial Services 197 AVLR 9 1.85 big-cap Long NaN 27.0 4.762336e+07 16.0 Technology 217 AXON 8 6.99 big-cap Long NaN 24.0 4.732361e+07 20.0 Industrials 211 CG 8 1.13 big-cap Long NaN 8.0 4.634110e+07 80.0 Financial Services 137 YNDX 8 2.95 big-cap Long NaN 47.0 4.554502e+07 29.0 Communication Services 192 ESTC 11 1.87 big-cap Long NaN 30.0 4.491588e+07 22.0 Technology 194 BKI 6 1.34 big-cap Long NaN 65.0 4.279520e+07 16.0 Technology 205 CABO 11 1.42 big-cap Long NaN 31.0 3.925509e+07 12.0 Communication Services 220 PEGA 7 0.36 big-cap Long NaN 20.0 2.773408e+07 20.0 Technology 204 NTCO 36 24.09 big-cap Long NaN 61.0 1.441000e+07 42.0 Consumer Defensive 201 OTEX 7 2.54 big-cap Long NaN 23.0 1.397185e+07 20.0 Technology 20 PTR 19 16.67 big-cap Long NaN 42.0 1.298543e+07 43.0 Energy 124 EC 8 13.74 big-cap Long NaN 23.0 1.292630e+07 20.0 Energy 133 RCI 8 2.51 big-cap Long NaN 8.0 9.834318e+06 63.0 Communication Services 89 LBRDA 6 1.86 big-cap Long NaN 6.0 7.464357e+06 56.0 Communication Services Mean Return: 5.711284403669725 Mean Day/Week: 12.504587155963304 Accuracy:0.944954128440367 *******************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 64 WBA 7 -7.54 big-cap Short NaN -56.0 7.636316e+08 -13.0 Healthcare 7 VZ 9 0.13 big-cap Short NaN -33.0 6.418073e+08 -20.0 Communication Services 116 LUV 12 -3.42 big-cap Short NaN -57.0 3.604711e+08 -22.0 Industrials 142 FLT 20 -4.72 big-cap Short NaN -40.0 3.435720e+08 -38.0 Technology 36 CB 10 1.51 big-cap Short NaN -18.0 2.797747e+08 -12.0 Financial Services 122 DAL 16 -5.04 big-cap Short NaN -16.0 2.541591e+08 -24.0 Industrials 75 LVS 22 -6.46 big-cap Short NaN -22.0 2.207805e+08 -43.0 Consumer Cyclical 58 MET 10 1.29 big-cap Short NaN -37.0 1.920933e+08 -12.0 Financial Services 38 SO 7 0.93 big-cap Short NaN -36.0 1.795258e+08 -13.0 Utilities 131 DTE 7 0.83 big-cap Short NaN -37.0 1.654686e+08 -13.0 Utilities 202 MPW 11 3.92 big-cap Short NaN -11.0 1.439576e+08 -44.0 Real Estate 34 CNI 11 2.01 big-cap Short NaN -11.0 1.304638e+08 -48.0 Industrials 125 WY 9 0.54 big-cap Short NaN -37.0 1.300460e+08 -22.0 Real Estate 99 PCAR 11 1.46 big-cap Short NaN -15.0 1.289011e+08 -20.0 Industrials 41 D 8 -0.43 big-cap Short NaN -40.0 1.073955e+08 -13.0 Utilities 161 MTB 9 -0.73 big-cap Short NaN -28.0 1.044030e+08 -12.0 Financial Services 112 WEC 9 -0.11 big-cap Short NaN -37.0 1.018528e+08 -15.0 Utilities 226 SNA 10 1.55 big-cap Short NaN -32.0 8.062507e+07 -13.0 Industrials 130 TSN 7 -0.88 big-cap Short NaN -48.0 7.658446e+07 -14.0 Consumer Defensive 198 PKG 9 0.99 big-cap Short NaN -28.0 7.081695e+07 -13.0 Consumer Cyclical 140 PPL 11 2.34 big-cap Short NaN -13.0 7.056997e+07 -13.0 Utilities 210 CHRW 9 -1.63 big-cap Short NaN -12.0 7.023297e+07 -13.0 Industrials 169 HPE 11 1.83 big-cap Short NaN -61.0 6.523019e+07 -13.0 Technology 200 SMG 22 -6.43 big-cap Short NaN -55.0 6.022735e+07 -32.0 Basic Materials 49 PHG 15 -10.96 big-cap Short NaN -48.0 5.746829e+07 -26.0 Healthcare 55 VOD 9 -4.24 big-cap Short NaN -32.0 4.751956e+07 -33.0 Communication Services 209 PLTK 17 -10.21 big-cap Short NaN -17.0 3.709758e+07 -22.0 Communication Services 181 ABCL 20 -23.49 big-cap Short NaN -22.0 3.646732e+07 -27.0 Healthcare 84 MFC 16 -2.64 big-cap Short NaN -68.0 3.615306e+07 -32.0 Financial Services 183 ATHM 32 -28.31 big-cap Short NaN -32.0 2.937485e+07 -139.0 Communication Services 227 AQN 10 0.22 big-cap Short NaN -10.0 2.899962e+07 -139.0 Utilities 206 SBSW 12 3.18 big-cap Short NaN -17.0 2.209530e+07 -16.0 Basic Materials 63 PUK 10 -5.23 big-cap Short NaN -61.0 1.478586e+07 -13.0 Financial Services 100 ORAN 10 -4.01 big-cap Short NaN -26.0 1.029459e+07 -22.0 Communication Services 223 CEA 9 -2.51 big-cap Short NaN -18.0 4.750658e+05 -48.0 Industrials 199 ZNH 20 -7.33 big-cap Short NaN -20.0 2.675394e+05 -45.0 Industrials 151 DISCB 7 -1.31 big-cap Short NaN -59.0 1.303709e+05 -36.0 Communication Services Mean Return: -3.1054054054054054 Mean Day/Week: 12.27027027027027 Accuracy:0.5945945945945946 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 5 Consumer Defensive 2 Energy 2 Financial Services 7 Healthcare 13 Industrials 4 Real Estate 3 Technology 15 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 2 Consumer Cyclical 6 Consumer Defensive 3 Financial Services 13 Healthcare 3 Industrials 9 Real Estate 2 Technology 3 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 327 BOKF 5 -2.11 small-cap Short NaN -18.0 1.066928e+07 -5.0 Financial Services Mean Return: -2.11 Mean Day/Week: 5.0 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 312 TPX 2 1.73 small-cap Long NaN 2.0 1.398024e+08 6.0 Consumer Cyclical 300 DKS 4 -0.40 small-cap Long NaN 4.0 6.794753e+07 80.0 Consumer Cyclical 263 ATH 4 3.46 small-cap Long NaN 4.0 6.305469e+07 80.0 Financial Services 269 ARCC 1 0.00 small-cap Long NaN 1.0 4.232869e+07 27.0 Financial Services 262 SYNH 5 1.32 small-cap Long NaN 5.0 4.010468e+07 19.0 Healthcare 319 SKX 2 -0.37 small-cap Long NaN 2.0 3.352106e+07 80.0 Consumer Cyclical 318 STWD 5 0.01 small-cap Long NaN 5.0 2.806829e+07 10.0 Real Estate 248 AGNCM 3 0.38 small-cap Long NaN 3.0 3.020032e+05 10.0 Real Estate Mean Return: 0.8757142857142857 Mean Day/Week: 3.7142857142857144 Accuracy:0.7142857142857143 *******************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 260 BLDR 3 1.43 small-cap Short NaN -3.0 5.616303e+07 -25.0 Industrials 265 YY 2 -1.55 small-cap Short NaN -2.0 4.643860e+07 -70.0 Communication Services 290 PLNT 1 0.00 small-cap Short NaN -1.0 4.315450e+07 -26.0 Consumer Cyclical 275 ANGI 1 0.00 small-cap Short NaN -1.0 1.820974e+07 -51.0 Communication Services 273 ALLK 1 0.00 small-cap Short NaN -1.0 1.309982e+07 -139.0 Healthcare 296 ESLT 3 -0.89 small-cap Short NaN -3.0 1.385279e+06 -29.0 Industrials Mean Return: -0.3366666666666667 Mean Day/Week: 3.6666666666666665 Accuracy:0.6666666666666666 *******************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 311 ASAN 21 56.43 small-cap Long NaN 31.0 2.055473e+08 32.0 Technology 241 FANG 23 13.42 small-cap Long NaN 23.0 1.738386e+08 26.0 Energy 310 BEAM 8 44.20 small-cap Long NaN 31.0 1.479734e+08 20.0 Healthcare 253 LMND 7 -1.49 small-cap Long NaN 30.0 1.234974e+08 20.0 Financial Services 255 DECK 6 3.11 small-cap Long NaN 9.0 1.164812e+08 10.0 Consumer Cyclical 238 DBX 18 5.46 small-cap Long NaN 30.0 9.534832e+07 35.0 Technology 247 SMAR 11 4.49 small-cap Long NaN 29.0 8.510038e+07 16.0 Technology 228 VST 6 3.55 small-cap Long NaN 31.0 7.528548e+07 19.0 Utilities 261 FVRR 7 -2.08 small-cap Long NaN 27.0 6.311959e+07 12.0 Communication Services 231 FWONK 7 3.76 small-cap Long NaN 16.0 6.299188e+07 8.0 Communication Services 235 NTRA 7 -2.28 small-cap Long NaN 21.0 5.897059e+07 21.0 Healthcare 271 CLR 10 7.51 small-cap Long NaN 42.0 5.878449e+07 49.0 Energy 324 BIGC 9 1.85 small-cap Long NaN 29.0 5.166949e+07 20.0 Technology 317 UPWK 9 7.45 small-cap Long NaN 27.0 5.076248e+07 21.0 Industrials 284 VRT 35 14.71 small-cap Long NaN 35.0 5.009127e+07 65.0 Industrials 257 LSPD 12 11.43 small-cap Long NaN 29.0 4.942206e+07 31.0 Technology 256 DNLI 23 19.84 small-cap Long NaN 56.0 4.566924e+07 29.0 Healthcare 293 NTNX 26 19.32 small-cap Long NaN 63.0 4.061758e+07 31.0 Technology 283 ARES 7 7.17 small-cap Long NaN 25.0 3.085660e+07 21.0 Financial Services 246 BRKR 17 6.07 small-cap Long NaN 18.0 3.009623e+07 80.0 Healthcare 270 MANH 27 9.02 small-cap Long NaN 27.0 2.991117e+07 48.0 Technology 301 GMED 7 6.07 small-cap Long NaN 9.0 2.974080e+07 61.0 Healthcare 297 MDLA 9 4.17 small-cap Long NaN 28.0 2.824635e+07 16.0 Technology 232 GWRE 10 1.26 small-cap Long NaN 27.0 2.662204e+07 21.0 Technology 307 TNDM 7 2.55 small-cap Long NaN 24.0 2.605552e+07 17.0 Healthcare 287 HQY 9 0.61 small-cap Long NaN 9.0 2.407471e+07 34.0 Healthcare 331 OMCL 8 0.59 small-cap Long NaN 20.0 1.819524e+07 33.0 Healthcare 326 DSGX 7 4.48 small-cap Long NaN 21.0 1.033995e+07 21.0 Technology 240 KOF 25 8.11 small-cap Long NaN 39.0 3.038807e+06 63.0 Consumer Defensive 233 FWONA 7 3.92 small-cap Long NaN 8.0 2.115464e+06 10.0 Communication Services 282 JSM 25 2.18 small-cap Long NaN 28.0 3.613484e+05 44.0 unknown 279 PBCTP 12 0.56 small-cap Long NaN 32.0 1.940137e+05 35.0 Financial Services Mean Return: 8.3575 Mean Day/Week: 13.1875 Accuracy:0.90625 *******************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 299 ALK 12 -2.99 small-cap Short NaN -59.0 7.245125e+07 -23.0 Industrials 243 KGC 6 0.96 small-cap Short NaN -19.0 6.924392e+07 -12.0 Basic Materials 323 HBI 10 -0.01 small-cap Short NaN -38.0 5.582969e+07 -25.0 Consumer Cyclical 239 WU 13 -3.78 small-cap Short NaN -44.0 5.373148e+07 -31.0 Financial Services 267 PAAS 10 0.48 small-cap Short NaN -22.0 4.574811e+07 -16.0 Basic Materials 288 PFGC 7 -2.95 small-cap Short NaN -13.0 3.595257e+07 -39.0 Consumer Defensive 325 VAC 13 -3.67 small-cap Short NaN -71.0 3.135007e+07 -33.0 Consumer Cyclical 306 PBCT 7 -1.12 small-cap Short NaN -29.0 3.030593e+07 -12.0 Financial Services 234 GL 11 4.11 small-cap Short NaN -31.0 3.025920e+07 -12.0 Financial Services 332 AER 6 -5.16 small-cap Short NaN -58.0 2.886209e+07 -18.0 Industrials 314 SNV 10 -0.90 small-cap Short NaN -38.0 2.793674e+07 -12.0 Financial Services 278 CASY 16 -6.03 small-cap Short NaN -46.0 2.680479e+07 -18.0 Consumer Defensive 272 RGA 12 -0.76 small-cap Short NaN -51.0 2.654785e+07 -20.0 Financial Services 295 CDK 10 -2.11 small-cap Short NaN -14.0 2.612853e+07 -16.0 Technology 304 TKR 10 -1.17 small-cap Short NaN -30.0 2.514555e+07 -14.0 Industrials 315 PSTH 6 -1.60 small-cap Short NaN -20.0 2.399566e+07 -78.0 Financial Services 259 NLSN 7 -0.82 small-cap Short NaN -28.0 2.342848e+07 -12.0 Industrials 322 MDU 9 1.66 small-cap Short NaN -37.0 2.043839e+07 -12.0 Basic Materials 329 BTG 6 -0.23 small-cap Short NaN -22.0 1.828707e+07 -12.0 Basic Materials 249 ATR 9 -0.86 small-cap Short NaN -33.0 1.711247e+07 -15.0 Consumer Cyclical 264 NFE 6 -2.23 small-cap Short NaN -6.0 1.561808e+07 -139.0 Utilities 328 BWXT 13 -6.77 small-cap Short NaN -48.0 1.509711e+07 -32.0 Industrials 250 CIB 9 4.06 small-cap Short NaN -9.0 1.022960e+07 -139.0 Financial Services 280 GLPG 7 0.35 small-cap Short NaN -7.0 7.605735e+06 -15.0 Healthcare 236 MNSO 9 -9.85 small-cap Short NaN -9.0 5.198225e+06 -28.0 Consumer Cyclical 229 BSAC 6 -5.77 small-cap Short NaN -6.0 5.090555e+06 -40.0 Financial Services 252 AEG 11 -0.61 small-cap Short NaN -29.0 3.344408e+06 -34.0 Financial Services Mean Return: -1.769259259259259 Mean Day/Week: 9.296296296296296 Accuracy:0.7777777777777778 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 9 Consumer Cyclical 19 Consumer Defensive 4 Energy 14 Financial Services 40 Healthcare 41 Industrials 20 Real Estate 12 Technology 45 Utilities 4 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 18 Communication Services 2 Consumer Cyclical 27 Consumer Defensive 11 Energy 4 Financial Services 64 Healthcare 24 Industrials 33 Real Estate 4 Technology 13 Utilities 9 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 577 SHEN 1 0.00 penny-cap Long NaN 1.0 9.635823e+07 3.0 Communication Services 480 VEON 2 0.99 penny-cap Long NaN 3.0 8.290217e+07 5.0 Communication Services 645 CMPS 1 0.00 penny-cap Long NaN 5.0 7.616423e+06 5.0 Healthcare Mean Return: 0.99 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 729 CVM 4 -39.63 penny-cap Short NaN -5.0 5.560879e+07 -5.0 Healthcare 496 NUVA 1 0.00 penny-cap Short NaN -1.0 2.420947e+07 -4.0 Healthcare 375 GOCO 1 0.00 penny-cap Short NaN -1.0 1.452659e+07 -3.0 Financial Services 573 MFGP 1 0.00 penny-cap Short NaN -2.0 1.115789e+07 -2.0 Technology Mean Return: -39.63 Mean Day/Week: 7.0 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 577 SHEN 1 0.00 penny-cap Long NaN 1.0 9.635823e+07 3.0 Communication Services 480 VEON 2 0.99 penny-cap Long NaN 3.0 8.290217e+07 5.0 Communication Services 440 CSIQ 3 -3.96 penny-cap Long NaN 27.0 3.708047e+07 5.0 Technology 456 BIPC 2 1.24 penny-cap Long NaN 11.0 1.935221e+07 4.0 Utilities 645 CMPS 1 0.00 penny-cap Long NaN 5.0 7.616423e+06 5.0 Healthcare 724 AFINP 3 0.12 penny-cap Long NaN 9.0 2.418896e+05 5.0 Real Estate Mean Return: -0.40249999999999997 Mean Day/Week: 3.0 Accuracy:0.75 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 729 CVM 4 -39.63 penny-cap Short NaN -5.0 5.560879e+07 -5.0 Healthcare 496 NUVA 1 0.00 penny-cap Short NaN -1.0 2.420947e+07 -4.0 Healthcare 346 MMS 4 -1.10 penny-cap Short NaN -49.0 2.299470e+07 -5.0 Industrials 375 GOCO 1 0.00 penny-cap Short NaN -1.0 1.452659e+07 -3.0 Financial Services 573 MFGP 1 0.00 penny-cap Short NaN -2.0 1.115789e+07 -2.0 Technology 498 IBTX 1 0.00 penny-cap Short NaN -15.0 7.445304e+06 -5.0 Financial Services 493 CATY 5 -2.47 penny-cap Short NaN -17.0 6.970760e+06 -5.0 Financial Services 639 SASR 1 0.00 penny-cap Short NaN -32.0 3.299111e+06 -5.0 Financial Services 652 ZEAL 1 0.00 penny-cap Short NaN -8.0 1.638292e+06 -5.0 Healthcare Mean Return: -14.4 Mean Day/Week: 6.333333333333333 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 577 SHEN 1 0.00 penny-cap Long NaN 1.0 9.635823e+07 3.0 Communication Services 480 VEON 2 0.99 penny-cap Long NaN 3.0 8.290217e+07 5.0 Communication Services 502 KYMR 2 0.64 penny-cap Long NaN 2.0 7.060612e+07 27.0 Healthcare 430 ALKS 1 0.00 penny-cap Long NaN 1.0 3.075435e+07 50.0 Healthcare 618 RLGY 1 0.00 penny-cap Long NaN 1.0 2.398419e+07 46.0 Real Estate 696 QADA 5 -0.52 penny-cap Long NaN 5.0 2.258571e+07 26.0 Technology 449 SOGO 5 2.23 penny-cap Long NaN 5.0 1.713072e+07 60.0 Communication Services 672 TSLX 1 0.00 penny-cap Long NaN 1.0 1.708873e+07 27.0 Financial Services 383 WTS 3 0.54 penny-cap Long NaN 3.0 1.287278e+07 51.0 Industrials 750 MDP 3 -3.66 penny-cap Long NaN 3.0 1.255207e+07 80.0 Communication Services 379 DCP 1 0.00 penny-cap Long NaN 1.0 1.089306e+07 43.0 Energy 645 CMPS 1 0.00 penny-cap Long NaN 5.0 7.616423e+06 5.0 Healthcare 643 HHR 3 1.65 penny-cap Long NaN 4.0 7.101097e+06 6.0 Industrials 419 NVG 4 -0.28 penny-cap Long NaN 4.0 4.737340e+06 63.0 Financial Services 685 BST 3 -1.34 penny-cap Long NaN 3.0 3.391772e+06 35.0 Financial Services 705 NMZ 3 0.71 penny-cap Long NaN 3.0 3.273352e+06 62.0 Financial Services 532 NUV 1 0.00 penny-cap Long NaN 1.0 2.184119e+06 35.0 Financial Services 592 ADX 5 1.21 penny-cap Long NaN 5.0 2.165357e+06 80.0 Financial Services 550 NAC 4 0.06 penny-cap Long NaN 4.0 1.902956e+06 62.0 Financial Services 689 BXMX 1 0.00 penny-cap Long NaN 1.0 1.532504e+06 80.0 Financial Services 615 NSS 2 0.71 penny-cap Long NaN 2.0 6.557935e+05 80.0 unknown 403 ESGRO 1 0.00 penny-cap Long NaN 1.0 8.284548e+04 7.0 Financial Services 429 SLMBP 4 -1.36 penny-cap Long NaN 4.0 4.087662e+04 80.0 Financial Services Mean Return: 0.1128571428571428 Mean Day/Week: 4.071428571428571 Accuracy:0.6428571428571429 *******************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 729 CVM 4 -39.63 penny-cap Short NaN -5.0 5.560879e+07 -5.0 Healthcare 398 PK 5 -0.79 penny-cap Short NaN -5.0 3.174706e+07 -6.0 Real Estate 431 IRBT 1 0.00 penny-cap Short NaN -1.0 2.978866e+07 -139.0 Technology 475 AVAV 2 -2.80 penny-cap Short NaN -3.0 2.661056e+07 -6.0 Industrials 496 NUVA 1 0.00 penny-cap Short NaN -1.0 2.420947e+07 -4.0 Healthcare 375 GOCO 1 0.00 penny-cap Short NaN -1.0 1.452659e+07 -3.0 Financial Services 663 MASS 1 0.00 penny-cap Short NaN -1.0 1.185285e+07 -135.0 Healthcare 573 MFGP 1 0.00 penny-cap Short NaN -2.0 1.115789e+07 -2.0 Technology 665 CYTK 4 -2.05 penny-cap Short NaN -4.0 9.484475e+06 -25.0 Healthcare 539 FUN 5 1.29 penny-cap Short NaN -5.0 8.144918e+06 -39.0 Consumer Cyclical 553 AVNS 5 -4.81 penny-cap Short NaN -5.0 7.782086e+06 -75.0 Healthcare 671 NRIX 1 0.00 penny-cap Short NaN -1.0 7.478616e+06 -75.0 Healthcare 507 XNCR 5 0.66 penny-cap Short NaN -5.0 7.165795e+06 -75.0 Healthcare 758 VITL 2 -1.05 penny-cap Short NaN -2.0 5.663526e+06 -74.0 Consumer Defensive 747 AKRO 4 -3.43 penny-cap Short NaN -4.0 5.509420e+06 -9.0 Healthcare 619 FMTX 1 0.00 penny-cap Short NaN -1.0 4.051944e+06 -18.0 Healthcare 675 WMK 4 0.74 penny-cap Short NaN -4.0 3.845343e+06 -53.0 Consumer Defensive 527 MANU 4 0.79 penny-cap Short NaN -4.0 1.634653e+06 -44.0 Consumer Cyclical 610 SPNS 3 1.14 penny-cap Short NaN -3.0 1.442326e+06 -43.0 Technology 408 MOR 3 -1.51 penny-cap Short NaN -3.0 8.140476e+05 -139.0 Healthcare 660 MSC 1 0.00 penny-cap Short NaN -1.0 3.927000e+03 -139.0 Consumer Cyclical Mean Return: -3.9576923076923074 Mean Day/Week: 4.461538461538462 Accuracy:0.6153846153846154 *******************Part 3.7 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 384 NTLA 8 78.20 penny-cap Long NaN 24.0 4.779041e+08 29.0 Healthcare 565 RIG 8 17.60 penny-cap Long NaN 8.0 1.602854e+08 24.0 Energy 340 DDD 9 -1.53 penny-cap Long NaN 35.0 1.206074e+08 27.0 Technology 392 SRNE 7 -0.94 penny-cap Long NaN 30.0 1.166770e+08 18.0 Healthcare 561 MAC 10 5.16 penny-cap Long NaN 51.0 9.945874e+07 41.0 Real Estate 472 JKS 6 18.89 penny-cap Long NaN 31.0 9.495345e+07 8.0 Technology 426 APLS 27 31.63 penny-cap Long NaN 57.0 7.983773e+07 34.0 Healthcare 378 OVV 10 6.15 penny-cap Long NaN 26.0 7.495547e+07 27.0 Energy 584 AR 8 3.66 penny-cap Long NaN 8.0 6.848721e+07 80.0 Energy 337 CROX 7 3.22 penny-cap Long NaN 7.0 6.827965e+07 80.0 Consumer Cyclical 524 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 71.0 Real Estate 410 AEO 6 -0.35 penny-cap Long NaN 7.0 5.936243e+07 80.0 Consumer Cyclical 418 SYNA 7 4.87 penny-cap Long NaN 21.0 5.426098e+07 21.0 Technology 391 CELH 7 -1.04 penny-cap Long NaN 8.0 5.302541e+07 31.0 Consumer Defensive 757 SM 10 11.04 penny-cap Long NaN 26.0 5.041874e+07 80.0 Energy 515 RVLV 13 24.63 penny-cap Long NaN 26.0 4.798940e+07 36.0 Consumer Cyclical 362 JOBS 24 6.60 penny-cap Long NaN 63.0 4.070100e+07 43.0 Industrials 465 PHR 8 5.05 penny-cap Long NaN 27.0 4.037252e+07 19.0 Healthcare 505 URBN 6 -1.91 penny-cap Long NaN 8.0 3.935070e+07 9.0 Consumer Cyclical 522 RRC 7 1.64 penny-cap Long NaN 7.0 3.905340e+07 44.0 Energy 459 FRHC 13 6.82 penny-cap Long NaN 25.0 3.884225e+07 24.0 Financial Services 711 RAVN 10 -0.43 penny-cap Long NaN 10.0 3.685459e+07 52.0 Industrials 588 DDS 10 13.44 penny-cap Long NaN 35.0 3.675933e+07 50.0 Consumer Cyclical 572 ASO 10 4.63 penny-cap Long NaN 25.0 3.564012e+07 80.0 Consumer Cyclical 355 JCOM 17 9.29 penny-cap Long NaN 20.0 3.524525e+07 80.0 Technology 664 ANF 6 -0.88 penny-cap Long NaN 6.0 3.346267e+07 80.0 Consumer Cyclical 578 INMD 11 4.36 penny-cap Long NaN 21.0 3.146550e+07 35.0 Healthcare 364 HCM 7 26.05 penny-cap Long NaN 7.0 3.064674e+07 8.0 Healthcare 613 ACMR 12 -5.37 penny-cap Long NaN 26.0 2.952853e+07 16.0 Technology 533 KLIC 6 -3.52 penny-cap Long NaN 20.0 2.933542e+07 29.0 Technology 622 DRNA 21 20.72 penny-cap Long NaN 29.0 2.899456e+07 35.0 Healthcare 551 SIG 16 5.95 penny-cap Long NaN 16.0 2.850299e+07 19.0 Consumer Cyclical 435 SPT 22 28.64 penny-cap Long NaN 28.0 2.674571e+07 30.0 Technology 338 WK 13 9.23 penny-cap Long NaN 29.0 2.592958e+07 21.0 Technology 593 MTDR 9 4.23 penny-cap Long NaN 9.0 2.578031e+07 80.0 Energy 511 NSA 23 8.97 penny-cap Long NaN 23.0 2.476429e+07 80.0 Real Estate 632 IRWD 9 0.18 penny-cap Long NaN 9.0 2.472642e+07 59.0 Healthcare 370 BAND 6 -0.75 penny-cap Long NaN 28.0 2.381740e+07 16.0 Technology 351 RPD 13 5.79 penny-cap Long NaN 30.0 2.361225e+07 35.0 Technology 721 LNTH 12 14.03 penny-cap Long NaN 24.0 2.049444e+07 26.0 Healthcare 710 GLNG 10 4.83 penny-cap Long NaN 35.0 2.025191e+07 35.0 Energy 478 MIME 38 15.27 penny-cap Long NaN 59.0 1.978527e+07 40.0 Technology 504 ATRC 7 3.22 penny-cap Long NaN 7.0 1.938128e+07 80.0 Healthcare 415 SVMK 9 7.59 penny-cap Long NaN 57.0 1.936393e+07 23.0 Technology 353 HLI 10 5.36 penny-cap Long NaN 37.0 1.923369e+07 37.0 Financial Services 371 TRUP 19 18.30 penny-cap Long NaN 56.0 1.892042e+07 27.0 Financial Services 437 PZZA 15 3.39 penny-cap Long NaN 19.0 1.878174e+07 41.0 Consumer Cyclical 547 MGY 10 8.57 penny-cap Long NaN 26.0 1.851848e+07 27.0 Energy 691 INBX 11 16.57 penny-cap Long NaN 63.0 1.846500e+07 22.0 Healthcare 479 AMRC 22 15.00 penny-cap Long NaN 62.0 1.842920e+07 27.0 Industrials 631 BOOT 8 0.86 penny-cap Long NaN 8.0 1.770751e+07 80.0 Consumer Cyclical 481 ACCD 18 3.62 penny-cap Long NaN 29.0 1.757319e+07 33.0 Healthcare 567 AXNX 7 -0.13 penny-cap Long NaN 20.0 1.730861e+07 13.0 Healthcare 526 MXL 8 5.53 penny-cap Long NaN 27.0 1.722607e+07 29.0 Technology 416 OPCH 18 4.45 penny-cap Long NaN 27.0 1.706636e+07 20.0 Healthcare 385 IMAB 9 3.47 penny-cap Long NaN 9.0 1.636352e+07 51.0 Healthcare 442 AQUA 10 3.24 penny-cap Long NaN 30.0 1.488589e+07 60.0 Industrials 382 KRNT 15 4.18 penny-cap Long NaN 29.0 1.465520e+07 27.0 Industrials 759 CDMO 23 19.00 penny-cap Long NaN 23.0 1.455010e+07 80.0 Healthcare 503 MDRX 10 2.35 penny-cap Long NaN 57.0 1.436544e+07 38.0 Healthcare 650 CNST 17 0.80 penny-cap Long NaN 35.0 1.433143e+07 23.0 Healthcare 611 GSAT 9 -8.26 penny-cap Long NaN 10.0 1.414170e+07 18.0 Communication Services 576 DOMO 22 20.50 penny-cap Long NaN 29.0 1.371581e+07 31.0 Technology 714 EVRI 10 6.95 penny-cap Long NaN 49.0 1.360377e+07 52.0 Consumer Cyclical 580 CALX 6 -2.99 penny-cap Long NaN 6.0 1.350879e+07 35.0 Technology 594 PRFT 59 26.63 penny-cap Long NaN 59.0 1.336880e+07 80.0 Technology 598 RGNX 7 -1.17 penny-cap Long NaN 49.0 1.329549e+07 20.0 Healthcare 723 STAR 6 0.40 penny-cap Long NaN 16.0 1.321613e+07 18.0 Real Estate 709 CRTO 6 2.37 penny-cap Long NaN 6.0 1.293239e+07 80.0 Communication Services 579 CVA 18 1.27 penny-cap Long NaN 18.0 1.247548e+07 45.0 Industrials 535 ODP 6 -0.18 penny-cap Long NaN 25.0 1.244225e+07 44.0 Consumer Cyclical 405 VICR 7 9.38 penny-cap Long NaN 29.0 1.232726e+07 24.0 Technology 335 DAVA 33 25.92 penny-cap Long NaN 49.0 1.228934e+07 52.0 Technology 400 SIGI 7 2.43 penny-cap Long NaN 7.0 1.199100e+07 10.0 Financial Services 640 SYKE 10 -0.68 penny-cap Long NaN 11.0 1.191657e+07 11.0 Technology 470 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 68.0 Financial Services 627 ZUO 9 0.40 penny-cap Long NaN 15.0 1.155547e+07 15.0 Technology 574 SKY 11 6.62 penny-cap Long NaN 27.0 1.050835e+07 27.0 Consumer Cyclical 733 ZUMZ 7 6.52 penny-cap Long NaN 8.0 1.034851e+07 10.0 Consumer Cyclical 680 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 495 FHI 10 2.32 penny-cap Long NaN 13.0 9.504008e+06 43.0 Financial Services 623 HSKA 18 13.15 penny-cap Long NaN 18.0 9.261163e+06 35.0 Healthcare 648 BSIG 9 1.33 penny-cap Long NaN 9.0 9.255757e+06 66.0 Financial Services 706 VLRS 13 6.42 penny-cap Long NaN 13.0 8.647709e+06 80.0 Industrials 621 PMT 15 2.65 penny-cap Long NaN 20.0 8.512770e+06 21.0 Real Estate 444 CNS 39 15.71 penny-cap Long NaN 82.0 7.733332e+06 50.0 Financial Services 463 FN 7 0.30 penny-cap Long NaN 26.0 7.674828e+06 26.0 Technology 544 RMBS 12 5.60 penny-cap Long NaN 26.0 7.532314e+06 15.0 Technology 530 MODV 18 7.06 penny-cap Long NaN 44.0 7.316362e+06 19.0 Healthcare 585 FTAI 17 7.24 penny-cap Long NaN 27.0 7.225897e+06 20.0 Industrials 727 CRK 19 9.66 penny-cap Long NaN 44.0 7.213953e+06 25.0 Energy 373 ALTR 7 0.77 penny-cap Long NaN 7.0 7.119866e+06 11.0 Technology 424 WNS 13 5.10 penny-cap Long NaN 30.0 6.987462e+06 31.0 Industrials 380 NEA 7 1.41 penny-cap Long NaN 28.0 6.867294e+06 62.0 Financial Services 345 DRVN 6 -0.35 penny-cap Long NaN 6.0 6.626819e+06 37.0 Consumer Cyclical 603 REPL 6 1.66 penny-cap Long NaN 10.0 6.466688e+06 19.0 Healthcare 558 VRRM 14 6.12 penny-cap Long NaN 14.0 6.392310e+06 22.0 Industrials 713 ESTA 8 4.83 penny-cap Long NaN 8.0 6.257992e+06 80.0 Healthcare 690 BLFS 11 6.87 penny-cap Long NaN 31.0 6.249766e+06 14.0 Healthcare 657 EVV 21 2.98 penny-cap Long NaN 32.0 6.202655e+06 35.0 Financial Services 401 MSP 9 2.01 penny-cap Long NaN 9.0 5.875465e+06 35.0 Technology 476 BSTZ 13 6.11 penny-cap Long NaN 25.0 5.852937e+06 30.0 unknown 635 OSIS 7 1.44 penny-cap Long NaN 22.0 5.778635e+06 14.0 Technology 393 INOV 18 4.48 penny-cap Long NaN 18.0 5.417261e+06 80.0 Healthcare 453 CCU 6 6.16 penny-cap Long NaN 14.0 5.066630e+06 9.0 Consumer Defensive 445 NAD 31 4.44 penny-cap Long NaN 31.0 4.787124e+06 62.0 Financial Services 620 DCBO 10 12.53 penny-cap Long NaN 65.0 4.520307e+06 50.0 Technology 616 CSII 10 0.84 penny-cap Long NaN 30.0 4.261691e+06 19.0 Healthcare 669 MLAB 6 -0.41 penny-cap Long NaN 57.0 4.231764e+06 24.0 Technology 604 CRVL 9 5.84 penny-cap Long NaN 9.0 4.063910e+06 63.0 Financial Services 678 PACK 9 1.66 penny-cap Long NaN 9.0 4.037303e+06 34.0 Consumer Cyclical 673 BTZ 8 2.54 penny-cap Long NaN 66.0 3.842122e+06 45.0 Financial Services 707 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 606 HLIO 6 2.38 penny-cap Long NaN 9.0 3.744442e+06 24.0 Industrials 698 INVA 10 1.68 penny-cap Long NaN 10.0 3.597646e+06 39.0 Healthcare 739 HQH 8 2.90 penny-cap Long NaN 27.0 3.192306e+06 20.0 Financial Services 719 FAX 9 1.60 penny-cap Long NaN 61.0 2.712077e+06 29.0 Financial Services 602 BSM 6 1.29 penny-cap Long NaN 6.0 2.617923e+06 60.0 Energy 644 BBN 19 2.64 penny-cap Long NaN 68.0 2.368089e+06 33.0 Financial Services 693 NFJ 9 2.21 penny-cap Long NaN 21.0 2.311551e+06 66.0 Financial Services 569 EVA 8 4.09 penny-cap Long NaN 9.0 2.114486e+06 10.0 Basic Materials 741 EOS 6 1.95 penny-cap Long NaN 18.0 2.047340e+06 31.0 Financial Services 736 CHY 7 1.04 penny-cap Long NaN 24.0 2.016021e+06 63.0 Financial Services 536 NZF 11 1.69 penny-cap Long NaN 25.0 1.656005e+06 62.0 Financial Services 653 VCTR 9 5.36 penny-cap Long NaN 9.0 1.446940e+06 80.0 Financial Services 755 AWF 9 1.34 penny-cap Long NaN 28.0 1.367905e+06 35.0 Financial Services 708 NRK 23 1.98 penny-cap Long NaN 23.0 1.061493e+06 59.0 Financial Services Mean Return: 6.344566929133858 Mean Day/Week: 12.31496062992126 Accuracy:0.8582677165354331 *******************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 365 JBLU 14 -5.36 penny-cap Short NaN -59.0 8.405437e+07 -23.0 Industrials 508 SAVE 21 -12.93 penny-cap Short NaN -21.0 6.103104e+07 -39.0 Industrials 361 HFC 12 -3.19 penny-cap Short NaN -12.0 5.456980e+07 -43.0 Energy 339 NYCB 17 -4.15 penny-cap Short NaN -17.0 5.380895e+07 -43.0 Financial Services 436 ADS 9 0.66 penny-cap Short NaN -32.0 5.180860e+07 -12.0 Financial Services 427 MDC 15 -0.66 penny-cap Short NaN -53.0 5.045393e+07 -24.0 Consumer Cyclical 388 KBH 9 -3.89 penny-cap Short NaN -52.0 4.391721e+07 -18.0 Consumer Cyclical 589 ENDP 9 -9.74 penny-cap Short NaN -9.0 3.049627e+07 -69.0 Healthcare 441 CBRL 18 -5.00 penny-cap Short NaN -56.0 2.904860e+07 -39.0 Consumer Cyclical 413 AVT 10 1.58 penny-cap Short NaN -45.0 2.704006e+07 -12.0 Technology 350 ALSN 12 1.06 penny-cap Short NaN -28.0 2.689294e+07 -20.0 Consumer Cyclical 512 ABM 15 -7.12 penny-cap Short NaN -53.0 2.636984e+07 -25.0 Industrials 454 PDCO 7 -2.82 penny-cap Short NaN -9.0 2.564639e+07 -8.0 Healthcare 531 THS 26 -7.20 penny-cap Short NaN -28.0 2.545565e+07 -43.0 Consumer Defensive 564 CAKE 12 -1.12 penny-cap Short NaN -39.0 2.495348e+07 -17.0 Consumer Cyclical 341 SAGE 14 -4.35 penny-cap Short NaN -14.0 2.490324e+07 -15.0 Healthcare 461 ALGT 23 -12.30 penny-cap Short NaN -72.0 2.173065e+07 -44.0 Industrials 386 HAIN 8 -0.00 penny-cap Short NaN -8.0 2.121949e+07 -54.0 Consumer Defensive 490 ASB 9 -3.53 penny-cap Short NaN -28.0 2.115312e+07 -12.0 Financial Services 516 FLR 13 -3.80 penny-cap Short NaN -36.0 2.049717e+07 -36.0 Industrials 636 PLAY 16 -6.74 penny-cap Short NaN -65.0 2.008335e+07 -39.0 Consumer Cyclical 633 FSM 12 -8.74 penny-cap Short NaN -13.0 1.992339e+07 -22.0 Basic Materials 489 HMY 6 0.86 penny-cap Short NaN -22.0 1.859555e+07 -15.0 Basic Materials 447 TRN 10 -0.34 penny-cap Short NaN -11.0 1.771749e+07 -12.0 Industrials 402 POR 7 -0.96 penny-cap Short NaN -44.0 1.719385e+07 -12.0 Utilities 587 BCC 9 1.02 penny-cap Short NaN -34.0 1.670270e+07 -15.0 Basic Materials 525 WWW 12 -1.22 penny-cap Short NaN -37.0 1.614613e+07 -32.0 Consumer Cyclical 471 BXS 16 -6.50 penny-cap Short NaN -16.0 1.523109e+07 -53.0 Financial Services 529 EQX 8 -3.46 penny-cap Short NaN -13.0 1.432439e+07 -12.0 Basic Materials 452 NG 6 6.74 penny-cap Short NaN -18.0 1.432186e+07 -13.0 Basic Materials 605 MDGL 9 -3.12 penny-cap Short NaN -31.0 1.422422e+07 -27.0 Healthcare 483 UTZ 15 -6.71 penny-cap Short NaN -37.0 1.368188e+07 -36.0 Consumer Defensive 625 CVI 11 1.83 penny-cap Short NaN -15.0 1.295684e+07 -64.0 Energy 448 SR 9 2.32 penny-cap Short NaN -9.0 1.223732e+07 -9.0 Utilities 474 DAN 10 1.42 penny-cap Short NaN -18.0 1.181299e+07 -12.0 Consumer Cyclical 488 ONB 12 -4.29 penny-cap Short NaN -70.0 1.179058e+07 -45.0 Financial Services 718 PLUS 24 -6.48 penny-cap Short NaN -71.0 1.124278e+07 -32.0 Technology 563 PVG 7 0.53 penny-cap Short NaN -22.0 1.045078e+07 -19.0 Basic Materials 523 IBOC 10 -5.57 penny-cap Short NaN -32.0 1.039057e+07 -12.0 Financial Services 575 SKYW 21 -9.41 penny-cap Short NaN -21.0 1.022137e+07 -45.0 Industrials 356 AL 17 -7.46 penny-cap Short NaN -17.0 9.775408e+06 -40.0 Industrials 570 CMP 12 -4.07 penny-cap Short NaN -30.0 9.584001e+06 -15.0 Basic Materials 566 TSE 12 1.06 penny-cap Short NaN -32.0 9.185859e+06 -33.0 Basic Materials 491 NWE 11 -1.37 penny-cap Short NaN -48.0 9.053695e+06 -28.0 Utilities 510 AVA 11 -1.71 penny-cap Short NaN -55.0 8.917767e+06 -24.0 Utilities 406 PSB 6 -1.32 penny-cap Short NaN -13.0 8.700652e+06 -13.0 Real Estate 506 AUB 9 -2.85 penny-cap Short NaN -23.0 8.615745e+06 -12.0 Financial Services 446 GATX 9 -2.97 penny-cap Short NaN -32.0 8.446619e+06 -12.0 Industrials 638 PATK 12 -0.23 penny-cap Short NaN -37.0 8.396209e+06 -22.0 Consumer Cyclical 581 FMBI 19 -7.49 penny-cap Short NaN -68.0 8.270565e+06 -33.0 Financial Services 651 AMWD 6 -1.76 penny-cap Short NaN -45.0 8.211393e+06 -37.0 Consumer Cyclical 517 MEOH 12 1.85 penny-cap Short NaN -31.0 8.113635e+06 -39.0 Basic Materials 546 FULT 11 2.38 penny-cap Short NaN -70.0 8.112330e+06 -28.0 Financial Services 591 MTOR 13 -3.13 penny-cap Short NaN -13.0 8.095300e+06 -66.0 Consumer Cyclical 545 IOSP 12 -3.41 penny-cap Short NaN -17.0 8.064288e+06 -18.0 Basic Materials 626 LZB 13 -0.30 penny-cap Short NaN -37.0 8.017123e+06 -33.0 Consumer Cyclical 423 HOMB 11 1.92 penny-cap Short NaN -71.0 7.981792e+06 -18.0 Financial Services 477 COLB 12 -6.31 penny-cap Short NaN -73.0 7.961310e+06 -58.0 Financial Services 500 SCL 9 -2.84 penny-cap Short NaN -29.0 7.694694e+06 -12.0 Basic Materials 634 NWBI 11 1.54 penny-cap Short NaN -11.0 7.195160e+06 -12.0 Financial Services 670 HOPE 11 -0.15 penny-cap Short NaN -67.0 7.093688e+06 -12.0 Financial Services 499 CVBF 11 -0.59 penny-cap Short NaN -12.0 7.070063e+06 -12.0 Financial Services 520 FIBK 18 -9.05 penny-cap Short NaN -72.0 6.916643e+06 -39.0 Financial Services 649 HTLD 32 -5.74 penny-cap Short NaN -52.0 6.895925e+06 -38.0 Industrials 348 ESGR 6 1.35 penny-cap Short NaN -67.0 6.727826e+06 -24.0 Financial Services 628 EB 14 -8.31 penny-cap Short NaN -14.0 6.329286e+06 -38.0 Technology 661 TBK 11 1.55 penny-cap Short NaN -51.0 6.150242e+06 -33.0 Financial Services 734 ACRS 19 -8.15 penny-cap Short NaN -58.0 6.005294e+06 -40.0 Healthcare 745 BJRI 17 -6.98 penny-cap Short NaN -73.0 5.805417e+06 -33.0 Consumer Cyclical 748 KRA 17 -6.25 penny-cap Short NaN -45.0 5.734125e+06 -46.0 Basic Materials 686 KROS 7 -6.87 penny-cap Short NaN -7.0 5.677935e+06 -45.0 Healthcare 659 PRIM 12 -2.73 penny-cap Short NaN -12.0 5.610605e+06 -51.0 Industrials 681 CVGW 18 -6.81 penny-cap Short NaN -48.0 5.346597e+06 -45.0 Consumer Defensive 704 TBPH 6 -8.04 penny-cap Short NaN -6.0 5.146774e+06 -36.0 Healthcare 744 NBHC 11 1.71 penny-cap Short NaN -71.0 5.045488e+06 -29.0 Financial Services 612 TRMK 12 -2.73 penny-cap Short NaN -67.0 4.867033e+06 -28.0 Financial Services 538 RUSHA 12 -2.81 penny-cap Short NaN -53.0 4.800735e+06 -23.0 Consumer Cyclical 562 FRME 17 -5.88 penny-cap Short NaN -70.0 4.780476e+06 -29.0 Financial Services 658 NBTB 12 -5.60 penny-cap Short NaN -28.0 4.473948e+06 -28.0 Financial Services 624 SBCF 11 1.41 penny-cap Short NaN -33.0 4.067275e+06 -12.0 Financial Services 656 CGEM 11 2.21 penny-cap Short NaN -11.0 3.957144e+06 -122.0 Healthcare 722 TCBK 11 -1.30 penny-cap Short NaN -17.0 3.517500e+06 -12.0 Financial Services 614 FBK 19 -8.31 penny-cap Short NaN -71.0 3.489266e+06 -48.0 Financial Services 726 OCFC 12 -4.16 penny-cap Short NaN -67.0 3.379453e+06 -41.0 Financial Services 582 BANF 17 -5.52 penny-cap Short NaN -33.0 3.217662e+06 -29.0 Financial Services 642 NTB 11 -0.55 penny-cap Short NaN -38.0 3.102246e+06 -29.0 Financial Services 738 ORIC 21 -5.76 penny-cap Short NaN -21.0 3.089286e+06 -139.0 Healthcare 617 CFFN 28 -4.54 penny-cap Short NaN -28.0 2.999034e+06 -63.0 Financial Services 742 CLS 11 3.94 penny-cap Short NaN -15.0 2.931799e+06 -16.0 Technology 674 TRS 6 -2.00 penny-cap Short NaN -17.0 2.875302e+06 -11.0 Industrials 647 WABC 17 -5.17 penny-cap Short NaN -72.0 2.815999e+06 -29.0 Financial Services 752 MATW 12 -4.66 penny-cap Short NaN -71.0 2.597229e+06 -29.0 Industrials 737 AMSF 10 -0.76 penny-cap Short NaN -31.0 2.461322e+06 -21.0 Financial Services 583 PRK 12 -5.85 penny-cap Short NaN -18.0 2.429492e+06 -45.0 Financial Services 730 SAFT 11 -0.25 penny-cap Short NaN -28.0 2.361750e+06 -24.0 Financial Services 753 PRA 12 -5.61 penny-cap Short NaN -70.0 1.963462e+06 -39.0 Financial Services 646 BV 11 3.56 penny-cap Short NaN -45.0 1.690066e+06 -18.0 Industrials 630 KRO 10 -3.84 penny-cap Short NaN -36.0 1.490245e+06 -20.0 Basic Materials 740 FOR 16 -2.81 penny-cap Short NaN -42.0 1.467309e+06 -30.0 Real Estate 422 IFS 6 -4.17 penny-cap Short NaN -17.0 9.285132e+05 -20.0 Financial Services 555 UZC 13 0.04 penny-cap Short NaN -40.0 6.440420e+05 -126.0 unknown 684 NEXA 13 3.17 penny-cap Short NaN -17.0 5.854999e+05 -18.0 Basic Materials 537 RUSHB 12 -1.87 penny-cap Short NaN -55.0 4.949264e+05 -23.0 Consumer Cyclical 637 SBLKZ 7 0.14 penny-cap Short NaN -7.0 4.569977e+05 -27.0 unknown 466 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -130.0 unknown 654 MNTK 10 -14.34 penny-cap Short NaN -10.0 6.925290e+04 -113.0 Utilities 556 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 468 HKIB 11 -2.51 penny-cap Short NaN -52.0 3.938880e+04 -31.0 Financial Services 464 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -130.0 Financial Services 629 PRTC 11 -3.81 penny-cap Short NaN -11.0 0.000000e+00 -37.0 Healthcare Mean Return: -2.971363636363637 Mean Day/Week: 12.590909090909092 Accuracy:0.7545454545454545 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/07/02 05-40-10
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 16 Consumer Cyclical 13 Consumer Defensive 5 Energy 5 Financial Services 12 Healthcare 30 Industrials 11 Real Estate 4 Technology 46 Utilities 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 8 Consumer Cyclical 5 Consumer Defensive 6 Financial Services 8 Healthcare 6 Industrials 9 Real Estate 2 Technology 6 Utilities 13 *******************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 168 BIP 1 0.0 big-cap Long NaN 1.0 1.561355e+07 4.0 Utilities Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 145 FOXA 2 1.13 big-cap Short NaN -3.0 8.878457e+07 -3.0 Communication Services Mean Return: 1.13 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 168 BIP 1 0.0 big-cap Long NaN 1.0 1.561355e+07 4.0 Utilities Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 145 FOXA 2 1.13 big-cap Short NaN -3.0 8.878457e+07 -3.0 Communication Services 144 FOX 2 1.02 big-cap Short NaN -67.0 2.836831e+07 -3.0 Communication Services Mean Return: 1.075 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 22 AMAT 2 -3.12 big-cap Long NaN 2.0 1.057815e+09 7.0 Technology 13 ACN 5 1.82 big-cap Long NaN 5.0 7.559172e+08 79.0 Technology 47 COP 1 0.00 big-cap Long NaN 1.0 7.316908e+08 23.0 Energy 26 EL 2 -0.31 big-cap Long NaN 5.0 3.787118e+08 6.0 Consumer Defensive 28 GILD 2 0.39 big-cap Long NaN 2.0 3.777083e+08 41.0 Healthcare 54 NXPI 2 -1.88 big-cap Long NaN 3.0 3.026842e+08 6.0 Technology 16 AZN 4 0.40 big-cap Long NaN 4.0 2.865306e+08 55.0 Healthcare 149 APO 5 2.31 big-cap Long NaN 5.0 2.501537e+08 55.0 Financial Services 99 ORLY 3 1.84 big-cap Long NaN 5.0 1.985539e+08 79.0 Consumer Cyclical 81 JCI 1 0.00 big-cap Long NaN 1.0 1.792328e+08 79.0 Industrials 120 MXIM 4 -1.33 big-cap Long NaN 4.0 1.749870e+08 31.0 Technology 95 CARR 4 1.82 big-cap Long NaN 4.0 1.679313e+08 79.0 Industrials 97 PAYX 5 2.69 big-cap Long NaN 5.0 1.462987e+08 79.0 Industrials 84 TROW 5 1.63 big-cap Long NaN 5.0 1.332308e+08 79.0 Financial Services 211 AAP 3 1.77 big-cap Long NaN 5.0 1.273063e+08 79.0 Consumer Cyclical 139 ZBRA 4 0.95 big-cap Long NaN 4.0 1.182478e+08 31.0 Technology 178 ZLAB 3 0.28 big-cap Long NaN 3.0 1.032848e+08 35.0 Healthcare 172 POOL 5 1.40 big-cap Long NaN 5.0 8.805287e+07 62.0 Consumer Cyclical 44 BAM 5 -0.97 big-cap Long NaN 5.0 7.562788e+07 79.0 Financial Services 101 BGNE 4 -2.27 big-cap Long NaN 4.0 5.464610e+07 9.0 Healthcare 165 BPY 4 0.17 big-cap Long NaN 4.0 5.032965e+07 79.0 Real Estate 168 BIP 1 0.00 big-cap Long NaN 1.0 1.561355e+07 4.0 Utilities 90 LBRDA 5 0.80 big-cap Long NaN 5.0 8.505101e+06 55.0 Communication Services Mean Return: 0.41950000000000004 Mean Day/Week: 3.95 Accuracy:0.7 *******************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 145 FOXA 2 1.13 big-cap Short NaN -3.0 8.878457e+07 -3.0 Communication Services Mean Return: 1.13 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 4 NVDA 27 26.19 big-cap Long NaN 27.0 9.672781e+09 61.0 Technology 24 NIO 7 12.12 big-cap Long NaN 27.0 6.299322e+09 23.0 Consumer Cyclical 2 FB 6 3.33 big-cap Long NaN 6.0 6.032104e+09 79.0 Communication Services 1 MSFT 15 5.23 big-cap Long NaN 16.0 4.344160e+09 79.0 Technology 50 ROKU 8 8.03 big-cap Long NaN 28.0 2.285224e+09 11.0 Communication Services 5 PYPL 11 3.91 big-cap Long NaN 25.0 1.628423e+09 30.0 Financial Services 87 XPEV 11 -0.42 big-cap Long NaN 30.0 1.492942e+09 23.0 Consumer Cyclical 39 MRNA 9 12.63 big-cap Long NaN 26.0 1.387082e+09 56.0 Healthcare 3 V 8 -0.31 big-cap Long NaN 8.0 1.253044e+09 72.0 Financial Services 15 SHOP 13 10.16 big-cap Long NaN 30.0 1.093175e+09 31.0 Technology 27 SNAP 10 7.09 big-cap Long NaN 27.0 9.915764e+08 28.0 Communication Services 8 CRM 24 2.99 big-cap Long NaN 27.0 9.243436e+08 30.0 Technology 7 ADBE 16 8.93 big-cap Long NaN 20.0 9.157632e+08 64.0 Technology 143 OXY 9 11.21 big-cap Long NaN 23.0 7.508647e+08 23.0 Energy 48 REGN 17 9.82 big-cap Long NaN 20.0 7.135315e+08 49.0 Healthcare 55 CRWD 12 7.45 big-cap Long NaN 29.0 6.253922e+08 30.0 Technology 110 LI 11 12.33 big-cap Long NaN 32.0 6.040741e+08 25.0 Consumer Cyclical 17 CHTR 6 1.44 big-cap Long NaN 6.0 5.922145e+08 55.0 Communication Services 72 EBAY 9 8.14 big-cap Long NaN 22.0 5.886335e+08 41.0 Consumer Cyclical 14 COST 6 0.63 big-cap Long NaN 6.0 5.845514e+08 61.0 Consumer Defensive 18 ZM 10 3.37 big-cap Long NaN 32.0 5.433781e+08 20.0 Communication Services 10 MRK 15 3.12 big-cap Long NaN 15.0 5.205220e+08 16.0 Healthcare 12 DHR 6 1.84 big-cap Long NaN 9.0 4.843579e+08 58.0 Healthcare 46 ADI 6 1.30 big-cap Long NaN 28.0 4.785266e+08 30.0 Technology 40 DASH 9 4.44 big-cap Long NaN 31.0 4.489693e+08 16.0 Communication Services 11 LLY 6 -0.78 big-cap Long NaN 41.0 4.447092e+08 31.0 Healthcare 23 TGT 9 4.09 big-cap Long NaN 30.0 4.399345e+08 73.0 Consumer Defensive 21 INTU 32 16.47 big-cap Long NaN 32.0 4.300621e+08 37.0 Technology 30 SPGI 14 4.03 big-cap Long NaN 14.0 3.847772e+08 79.0 Financial Services 33 ZTS 16 3.92 big-cap Long NaN 16.0 3.763547e+08 58.0 Healthcare 58 DOCU 12 9.70 big-cap Long NaN 24.0 3.661133e+08 20.0 Technology 192 CRSP 6 13.34 big-cap Long NaN 30.0 3.637456e+08 16.0 Healthcare 83 MRVL 12 6.06 big-cap Long NaN 28.0 3.494678e+08 30.0 Technology 25 ISRG 14 6.12 big-cap Long NaN 14.0 3.286028e+08 59.0 Healthcare 37 ILMN 15 3.87 big-cap Long NaN 29.0 3.216698e+08 25.0 Healthcare 60 LULU 14 7.69 big-cap Long NaN 26.0 3.172924e+08 54.0 Consumer Cyclical 74 MTCH 7 -1.24 big-cap Long NaN 14.0 2.992768e+08 11.0 Communication Services 68 U 7 -6.38 big-cap Long NaN 30.0 2.946935e+08 11.0 Technology 122 FTNT 20 9.07 big-cap Long NaN 20.0 2.756111e+08 79.0 Technology 52 EW 28 9.55 big-cap Long NaN 28.0 2.623730e+08 59.0 Healthcare 119 NET 19 20.05 big-cap Long NaN 27.0 2.575585e+08 32.0 Technology 162 GNRC 13 13.45 big-cap Long NaN 23.0 2.533484e+08 26.0 Industrials 71 SNPS 7 3.08 big-cap Long NaN 27.0 2.327369e+08 30.0 Technology 113 ZS 12 0.76 big-cap Long NaN 26.0 2.257056e+08 26.0 Technology 69 ROP 6 1.90 big-cap Long NaN 6.0 2.218981e+08 64.0 Industrials 57 CVNA 7 -2.05 big-cap Long NaN 24.0 2.193250e+08 15.0 Consumer Cyclical 164 ULTA 7 2.33 big-cap Long NaN 7.0 2.122462e+08 26.0 Consumer Cyclical 79 A 16 3.31 big-cap Long NaN 24.0 2.108272e+08 63.0 Healthcare 171 DPZ 17 5.40 big-cap Long NaN 17.0 2.035286e+08 62.0 Consumer Cyclical 70 PSA 20 4.68 big-cap Long NaN 20.0 2.023649e+08 79.0 Real Estate 67 IDXX 27 14.19 big-cap Long NaN 27.0 2.000840e+08 35.0 Healthcare 133 NDAQ 20 3.77 big-cap Long NaN 20.0 1.882282e+08 79.0 Financial Services 103 DDOG 11 2.84 big-cap Long NaN 31.0 1.878897e+08 30.0 Technology 118 WELL 21 8.91 big-cap Long NaN 22.0 1.854161e+08 79.0 Real Estate 88 INFO 13 3.44 big-cap Long NaN 13.0 1.827057e+08 79.0 Industrials 115 KEYS 6 0.60 big-cap Long NaN 21.0 1.710463e+08 30.0 Technology 203 BILL 10 0.89 big-cap Long NaN 24.0 1.695719e+08 19.0 Technology 45 TEAM 12 4.15 big-cap Long NaN 26.0 1.639488e+08 20.0 Technology 150 HUBS 11 2.84 big-cap Long NaN 14.0 1.636627e+08 20.0 Technology 92 MSCI 14 8.56 big-cap Long NaN 14.0 1.602864e+08 65.0 Financial Services 53 MCO 14 5.03 big-cap Long NaN 14.0 1.595298e+08 79.0 Financial Services 77 APTV 6 2.33 big-cap Long NaN 25.0 1.578057e+08 25.0 Consumer Cyclical 109 ROK 9 1.78 big-cap Long NaN 21.0 1.498316e+08 29.0 Industrials 111 MTD 14 2.22 big-cap Long NaN 14.0 1.453957e+08 62.0 Healthcare 154 AVTR 16 7.97 big-cap Long NaN 16.0 1.409868e+08 64.0 Basic Materials 94 CTAS 9 4.93 big-cap Long NaN 12.0 1.351759e+08 68.0 Industrials 169 EXR 20 7.47 big-cap Long NaN 20.0 1.351205e+08 79.0 Real Estate 136 WST 10 3.03 big-cap Long NaN 10.0 1.332544e+08 61.0 Healthcare 106 RMD 17 15.98 big-cap Long NaN 28.0 1.332417e+08 43.0 Healthcare 179 IFF 8 0.72 big-cap Long NaN 16.0 1.301944e+08 35.0 Basic Materials 160 WAT 17 6.93 big-cap Long NaN 17.0 1.210423e+08 69.0 Healthcare 132 KKR 7 0.69 big-cap Long NaN 7.0 1.203483e+08 79.0 Financial Services 62 VEEV 17 7.77 big-cap Long NaN 26.0 1.161861e+08 26.0 Healthcare 182 CRL 16 4.98 big-cap Long NaN 16.0 1.149878e+08 79.0 Healthcare 157 PKI 16 5.71 big-cap Long NaN 16.0 1.036123e+08 41.0 Healthcare 185 TECH 16 4.21 big-cap Long NaN 16.0 1.026862e+08 79.0 Healthcare 105 MSI 9 3.47 big-cap Long NaN 38.0 1.007519e+08 79.0 Technology 32 INFY 18 7.40 big-cap Long NaN 29.0 9.700428e+07 26.0 Technology 117 CPRT 9 2.07 big-cap Long NaN 9.0 9.391535e+07 60.0 Industrials 181 ESTC 10 1.50 big-cap Long NaN 29.0 8.745357e+07 21.0 Technology 89 LBRDK 6 3.11 big-cap Long NaN 6.0 8.407773e+07 55.0 Communication Services 156 PAGS 9 4.87 big-cap Long NaN 30.0 8.089665e+07 24.0 Technology 151 ALNY 17 7.93 big-cap Long NaN 31.0 7.713712e+07 25.0 Healthcare 134 VRSN 7 1.29 big-cap Long NaN 7.0 7.470265e+07 64.0 Technology 186 AVLR 8 1.21 big-cap Long NaN 26.0 7.443610e+07 15.0 Technology 204 AXON 7 4.37 big-cap Long NaN 23.0 7.339259e+07 19.0 Industrials 107 SGEN 17 1.85 big-cap Long NaN 63.0 6.138455e+07 33.0 Healthcare 170 BMRN 16 0.37 big-cap Long NaN 30.0 5.969064e+07 30.0 Healthcare 196 DT 7 1.51 big-cap Long NaN 26.0 5.361986e+07 19.0 Technology 209 CBOE 9 0.45 big-cap Long NaN 17.0 5.042945e+07 79.0 Financial Services 194 CABO 10 0.72 big-cap Long NaN 30.0 4.768700e+07 11.0 Communication Services 135 YNDX 7 1.66 big-cap Long NaN 46.0 4.596372e+07 28.0 Communication Services 201 CG 7 0.62 big-cap Long NaN 7.0 4.456055e+07 79.0 Financial Services 207 PEGA 6 -0.82 big-cap Long NaN 19.0 4.107751e+07 19.0 Technology 19 PTR 18 18.92 big-cap Long NaN 41.0 2.516525e+07 42.0 Energy 190 OTEX 6 1.55 big-cap Long NaN 22.0 1.694135e+07 19.0 Technology 123 EC 7 11.32 big-cap Long NaN 22.0 1.014583e+07 19.0 Energy 193 NTCO 35 20.38 big-cap Long NaN 60.0 7.743460e+06 41.0 Consumer Defensive 131 RCI 7 1.33 big-cap Long NaN 7.0 4.380783e+06 62.0 Communication Services Mean Return: 5.377878787878789 Mean Day/Week: 12.383838383838384 Accuracy:0.9292929292929293 *******************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 64 WBA 6 -6.43 big-cap Short NaN -55.0 1.147362e+09 -12.0 Healthcare 6 VZ 8 -0.14 big-cap Short NaN -32.0 6.554242e+08 -19.0 Communication Services 75 MAR 8 -1.46 big-cap Short NaN -11.0 4.348765e+08 -38.0 Consumer Cyclical 121 DAL 15 -4.86 big-cap Short NaN -15.0 4.325406e+08 -23.0 Industrials 116 LUV 11 -3.05 big-cap Short NaN -56.0 3.641858e+08 -21.0 Industrials 35 FISV 21 -4.12 big-cap Short NaN -47.0 3.419559e+08 -38.0 Technology 129 DTE 6 -14.15 big-cap Short NaN -36.0 3.003219e+08 -12.0 Utilities 76 LVS 21 -6.34 big-cap Short NaN -21.0 2.819836e+08 -42.0 Consumer Cyclical 140 FLT 19 -5.88 big-cap Short NaN -39.0 2.615438e+08 -37.0 Technology 59 MET 9 1.44 big-cap Short NaN -36.0 2.500657e+08 -11.0 Financial Services 31 MO 8 1.27 big-cap Short NaN -53.0 2.375558e+08 -14.0 Consumer Defensive 91 CMI 11 2.05 big-cap Short NaN -71.0 2.265233e+08 -32.0 Industrials 41 ECL 9 -0.27 big-cap Short NaN -35.0 2.180952e+08 -19.0 Basic Materials 38 SO 6 0.85 big-cap Short NaN -35.0 1.931051e+08 -12.0 Utilities 42 D 7 -0.56 big-cap Short NaN -39.0 1.852179e+08 -12.0 Utilities 36 CB 9 1.79 big-cap Short NaN -17.0 1.660419e+08 -11.0 Financial Services 155 MTB 8 0.19 big-cap Short NaN -27.0 1.431702e+08 -11.0 Financial Services 124 WY 8 0.60 big-cap Short NaN -36.0 1.250852e+08 -21.0 Real Estate 163 HPE 10 1.77 big-cap Short NaN -60.0 1.217433e+08 -12.0 Technology 199 CHRW 8 -1.18 big-cap Short NaN -11.0 1.207825e+08 -12.0 Industrials 138 PPL 10 2.38 big-cap Short NaN -12.0 1.198602e+08 -12.0 Utilities 100 PCAR 10 2.01 big-cap Short NaN -14.0 1.057021e+08 -19.0 Industrials 112 WEC 8 0.07 big-cap Short NaN -36.0 1.023909e+08 -14.0 Utilities 191 MPW 10 2.14 big-cap Short NaN -10.0 1.005735e+08 -43.0 Real Estate 128 TSN 6 -0.58 big-cap Short NaN -47.0 9.584136e+07 -13.0 Consumer Defensive 214 SNA 9 1.33 big-cap Short NaN -31.0 9.111805e+07 -12.0 Industrials 34 CNI 11 -0.34 big-cap Short NaN -11.0 8.595673e+07 -37.0 Industrials 56 VOD 8 -4.95 big-cap Short NaN -31.0 6.854032e+07 -32.0 Communication Services 187 PKG 8 0.91 big-cap Short NaN -27.0 5.403830e+07 -12.0 Consumer Cyclical 189 SMG 21 -5.16 big-cap Short NaN -54.0 5.264951e+07 -31.0 Basic Materials 65 ERIC 10 1.59 big-cap Short NaN -43.0 4.838713e+07 -22.0 Technology 51 PHG 14 -9.98 big-cap Short NaN -47.0 4.736641e+07 -25.0 Healthcare 198 PLTK 16 -10.38 big-cap Short NaN -16.0 4.514530e+07 -21.0 Communication Services 174 ABCL 19 -23.10 big-cap Short NaN -21.0 4.020411e+07 -26.0 Healthcare 175 ATHM 31 -27.55 big-cap Short NaN -31.0 2.826041e+07 -138.0 Communication Services 85 MFC 15 -2.49 big-cap Short NaN -67.0 2.821531e+07 -31.0 Financial Services 215 AQN 9 0.22 big-cap Short NaN -9.0 2.603047e+07 -138.0 Utilities 195 SBSW 11 3.53 big-cap Short NaN -16.0 2.602712e+07 -15.0 Basic Materials 102 ORAN 9 -3.31 big-cap Short NaN -25.0 9.257022e+06 -21.0 Communication Services 63 PUK 9 -5.59 big-cap Short NaN -60.0 9.232026e+06 -12.0 Financial Services 188 ZNH 19 -7.62 big-cap Short NaN -19.0 2.087673e+05 -44.0 Industrials 148 DISCB 6 -4.33 big-cap Short NaN -58.0 1.208359e+05 -35.0 Communication Services 210 CEA 8 -2.32 big-cap Short NaN -17.0 7.409500e+04 -47.0 Industrials Mean Return: -3.0697674418604652 Mean Day/Week: 11.279069767441861 Accuracy:0.6046511627906976 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 6 Consumer Defensive 1 Energy 2 Financial Services 6 Healthcare 13 Industrials 4 Real Estate 2 Technology 14 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 1 Consumer Cyclical 7 Consumer Defensive 4 Financial Services 12 Healthcare 4 Industrials 7 Real Estate 1 Technology 3 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 295 TPX 1 0.0 small-cap Long NaN 1.0 1.152045e+08 5.0 Consumer Cyclical Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 295 TPX 1 0.0 small-cap Long NaN 1.0 1.152045e+08 5.0 Consumer Cyclical Mean Return: nan Mean Day/Week: inf 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 310 BOKF 4 -0.56 small-cap Short NaN -17.0 1.176800e+07 -4.0 Financial Services Mean Return: -0.56 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 295 TPX 1 0.00 small-cap Long NaN 1.0 1.152045e+08 5.0 Consumer Cyclical 253 ATH 3 0.96 small-cap Long NaN 3.0 9.552724e+07 79.0 Financial Services 285 DKS 3 0.62 small-cap Long NaN 3.0 9.239707e+07 79.0 Consumer Cyclical 252 SYNH 4 0.88 small-cap Long NaN 4.0 7.615064e+07 18.0 Healthcare 303 SKX 1 0.00 small-cap Long NaN 1.0 6.828245e+07 79.0 Consumer Cyclical 302 STWD 4 0.80 small-cap Long NaN 4.0 6.195532e+07 9.0 Real Estate 271 CACC 3 0.38 small-cap Long NaN 5.0 6.124940e+07 48.0 Financial Services 239 AGNCM 2 -0.23 small-cap Long NaN 2.0 1.644991e+05 9.0 Real Estate Mean Return: 0.5683333333333332 Mean Day/Week: 3.5 Accuracy:0.8333333333333334 *******************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 249 BLDR 2 2.39 small-cap Short NaN -2.0 1.287395e+08 -24.0 Industrials 255 YY 1 0.00 small-cap Short NaN -1.0 7.204808e+07 -69.0 Communication Services 254 NFE 5 0.71 small-cap Short NaN -5.0 1.711911e+07 -138.0 Utilities 218 BSAC 5 -4.95 small-cap Short NaN -5.0 7.870666e+06 -39.0 Financial Services 281 ESLT 2 -0.84 small-cap Short NaN -2.0 2.427428e+06 -28.0 Industrials Mean Return: -0.6725 Mean Day/Week: 3.75 Accuracy:0.5 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 231 FANG 22 14.97 small-cap Long NaN 22.0 5.553782e+08 25.0 Energy 293 BEAM 7 46.74 small-cap Long NaN 30.0 2.096859e+08 19.0 Healthcare 244 LMND 6 3.04 small-cap Long NaN 29.0 1.834063e+08 19.0 Financial Services 227 DBX 17 3.94 small-cap Long NaN 29.0 1.706019e+08 34.0 Technology 294 ASAN 20 46.92 small-cap Long NaN 30.0 1.181531e+08 31.0 Technology 251 FVRR 6 -2.47 small-cap Long NaN 26.0 9.773659e+07 11.0 Communication Services 224 NTRA 6 -2.97 small-cap Long NaN 20.0 9.036118e+07 20.0 Healthcare 270 VRT 34 16.57 small-cap Long NaN 34.0 8.042905e+07 64.0 Industrials 260 CLR 9 9.44 small-cap Long NaN 41.0 7.746975e+07 48.0 Energy 307 BIGC 8 1.61 small-cap Long NaN 28.0 7.555320e+07 19.0 Technology 301 UPWK 8 5.10 small-cap Long NaN 26.0 7.017237e+07 20.0 Industrials 220 FWONK 6 1.47 small-cap Long NaN 15.0 6.151986e+07 7.0 Communication Services 278 NTNX 25 18.96 small-cap Long NaN 62.0 5.676817e+07 30.0 Technology 286 GMED 6 5.85 small-cap Long NaN 8.0 4.947256e+07 60.0 Healthcare 246 DNLI 22 21.42 small-cap Long NaN 55.0 4.703735e+07 28.0 Healthcare 238 SMAR 10 2.66 small-cap Long NaN 28.0 4.510046e+07 15.0 Technology 259 MANH 26 8.60 small-cap Long NaN 26.0 4.459328e+07 47.0 Technology 273 HQY 8 -1.31 small-cap Long NaN 8.0 4.261596e+07 33.0 Healthcare 221 GWRE 9 0.87 small-cap Long NaN 26.0 4.202139e+07 20.0 Technology 247 LSPD 11 8.43 small-cap Long NaN 28.0 3.759831e+07 30.0 Technology 282 MDLA 8 3.84 small-cap Long NaN 27.0 3.489213e+07 15.0 Technology 269 ARES 6 5.47 small-cap Long NaN 24.0 3.464799e+07 20.0 Financial Services 236 BRKR 16 4.71 small-cap Long NaN 17.0 3.191427e+07 79.0 Healthcare 314 OMCL 7 -0.13 small-cap Long NaN 19.0 2.771522e+07 32.0 Healthcare 290 TNDM 6 1.50 small-cap Long NaN 23.0 2.041481e+07 16.0 Healthcare 309 DSGX 6 2.20 small-cap Long NaN 20.0 7.633722e+06 20.0 Technology 230 KOF 24 7.82 small-cap Long NaN 38.0 6.925172e+06 62.0 Consumer Defensive 222 FWONA 6 1.55 small-cap Long NaN 7.0 3.151467e+06 9.0 Communication Services 266 PBCTP 11 0.28 small-cap Long NaN 31.0 3.740544e+05 34.0 Financial Services 268 JSM 24 2.34 small-cap Long NaN 27.0 2.132174e+05 43.0 unknown Mean Return: 7.980666666666668 Mean Day/Week: 12.666666666666666 Accuracy:0.8666666666666667 *******************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 284 ALK 11 -1.81 small-cap Short NaN -58.0 1.377986e+08 -22.0 Industrials 228 BG 9 -0.91 small-cap Short NaN -30.0 1.037697e+08 -13.0 Consumer Defensive 306 HBI 9 1.22 small-cap Short NaN -37.0 7.502608e+07 -24.0 Consumer Cyclical 223 GL 10 4.80 small-cap Short NaN -30.0 7.160109e+07 -11.0 Financial Services 261 RGA 11 0.17 small-cap Short NaN -50.0 6.262907e+07 -19.0 Financial Services 229 WU 12 -4.74 small-cap Short NaN -43.0 6.128661e+07 -30.0 Financial Services 280 CDK 9 -1.77 small-cap Short NaN -13.0 6.068023e+07 -15.0 Technology 308 VAC 12 -3.36 small-cap Short NaN -70.0 5.075880e+07 -32.0 Consumer Cyclical 265 CASY 15 -5.95 small-cap Short NaN -45.0 4.250026e+07 -17.0 Consumer Defensive 274 PFGC 6 -2.49 small-cap Short NaN -12.0 4.081362e+07 -38.0 Consumer Defensive 257 PAAS 9 -1.03 small-cap Short NaN -21.0 4.017717e+07 -15.0 Basic Materials 289 PBCT 6 -0.03 small-cap Short NaN -28.0 3.809274e+07 -11.0 Financial Services 288 TKR 9 -0.92 small-cap Short NaN -29.0 3.710663e+07 -13.0 Industrials 248 NLSN 6 -0.14 small-cap Short NaN -27.0 3.681740e+07 -11.0 Industrials 298 SNV 9 -0.07 small-cap Short NaN -37.0 3.559505e+07 -11.0 Financial Services 305 MDU 8 2.08 small-cap Short NaN -36.0 3.480359e+07 -11.0 Basic Materials 240 ATR 8 -0.35 small-cap Short NaN -32.0 3.182820e+07 -14.0 Consumer Cyclical 243 AEG 10 -0.13 small-cap Short NaN -28.0 1.039963e+07 -33.0 Financial Services 311 BWXT 12 -7.46 small-cap Short NaN -47.0 9.554172e+06 -31.0 Industrials 267 GLPG 6 2.09 small-cap Short NaN -6.0 8.945094e+06 -14.0 Healthcare 241 CIB 8 -1.29 small-cap Short NaN -8.0 5.533233e+06 -138.0 Financial Services 225 MNSO 8 -6.81 small-cap Short NaN -8.0 3.618443e+06 -27.0 Consumer Cyclical Mean Return: -1.313636363636364 Mean Day/Week: 9.227272727272727 Accuracy:0.7727272727272727 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 9 Consumer Cyclical 19 Consumer Defensive 3 Energy 13 Financial Services 42 Healthcare 46 Industrials 21 Real Estate 9 Technology 47 Utilities 4 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 19 Communication Services 2 Consumer Cyclical 21 Consumer Defensive 9 Energy 3 Financial Services 51 Healthcare 18 Industrials 23 Real Estate 5 Technology 9 Utilities 9 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 450 VEON 1 0.00 penny-cap Long NaN 2.0 7.336964e+07 4.0 Communication Services 611 HHR 2 -1.51 penny-cap Long NaN 3.0 6.659357e+06 5.0 Industrials Mean Return: -1.51 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 687 CVM 3 -32.69 penny-cap Short NaN -4.0 6.637238e+07 -4.0 Healthcare 377 PK 4 1.38 penny-cap Short NaN -4.0 5.582177e+07 -5.0 Real Estate 445 AVAV 1 0.00 penny-cap Short NaN -2.0 4.987936e+07 -5.0 Industrials Mean Return: -15.655 Mean Day/Week: 4.0 Accuracy:0.5 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 450 VEON 1 0.00 penny-cap Long NaN 2.0 7.336964e+07 4.0 Communication Services 411 CSIQ 2 -2.68 penny-cap Long NaN 26.0 5.581316e+07 4.0 Technology 506 LAC 2 -0.54 penny-cap Long NaN 7.0 1.984832e+07 4.0 Basic Materials 427 BIPC 1 0.00 penny-cap Long NaN 10.0 1.148313e+07 3.0 Utilities 611 HHR 2 -1.51 penny-cap Long NaN 3.0 6.659357e+06 5.0 Industrials Mean Return: -1.5766666666666669 Mean Day/Week: 2.6666666666666665 Accuracy:0.0 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 687 CVM 3 -32.69 penny-cap Short NaN -4.0 6.637238e+07 -4.0 Healthcare 377 PK 4 1.38 penny-cap Short NaN -4.0 5.582177e+07 -5.0 Real Estate 445 AVAV 1 0.00 penny-cap Short NaN -2.0 4.987936e+07 -5.0 Industrials 330 MMS 3 -0.01 penny-cap Short NaN -48.0 2.655477e+07 -4.0 Industrials 464 CATY 4 -0.80 penny-cap Short NaN -16.0 1.018112e+07 -4.0 Financial Services 563 HTLF 3 1.06 penny-cap Short NaN -17.0 5.824493e+06 -5.0 Financial Services Mean Return: -6.212 Mean Day/Week: 3.6 Accuracy:0.6 *******************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 469 KYMR 1 0.00 penny-cap Long NaN 1.0 1.624255e+08 26.0 Healthcare 450 VEON 1 0.00 penny-cap Long NaN 2.0 7.336964e+07 4.0 Communication Services 629 ANF 5 0.14 penny-cap Long NaN 5.0 3.967493e+07 79.0 Consumer Cyclical 657 QADA 4 -0.52 penny-cap Long NaN 4.0 3.732928e+07 25.0 Technology 670 CRTO 5 2.97 penny-cap Long NaN 5.0 1.505852e+07 79.0 Communication Services 456 ONTO 4 -2.15 penny-cap Long NaN 4.0 1.493755e+07 30.0 Technology 705 MDP 2 -0.09 penny-cap Long NaN 2.0 1.338265e+07 79.0 Communication Services 621 USA 5 -3.08 penny-cap Long NaN 5.0 1.305133e+07 79.0 Financial Services 329 DRVN 5 -1.17 penny-cap Long NaN 5.0 9.688656e+06 36.0 Consumer Cyclical 363 WTS 2 0.28 penny-cap Long NaN 2.0 9.500851e+06 50.0 Industrials 544 CALX 5 -2.41 penny-cap Long NaN 5.0 8.089409e+06 34.0 Technology 611 HHR 2 -1.51 penny-cap Long NaN 3.0 6.659357e+06 5.0 Industrials 395 NVG 3 -0.34 penny-cap Long NaN 3.0 6.467286e+06 62.0 Financial Services 420 SOGO 4 0.83 penny-cap Long NaN 4.0 5.854247e+06 59.0 Communication Services 646 BST 2 -0.13 penny-cap Long NaN 2.0 5.584180e+06 34.0 Financial Services 666 NMZ 2 0.32 penny-cap Long NaN 2.0 4.280555e+06 61.0 Financial Services 556 ADX 4 0.66 penny-cap Long NaN 4.0 3.353478e+06 79.0 Financial Services 520 NAC 3 0.25 penny-cap Long NaN 3.0 2.331820e+06 61.0 Financial Services 566 BSM 5 3.20 penny-cap Long NaN 5.0 2.249499e+06 59.0 Energy 581 NSS 1 0.00 penny-cap Long NaN 1.0 5.401423e+05 79.0 unknown 404 SLMBP 3 -1.00 penny-cap Long NaN 3.0 5.512461e+04 79.0 Financial Services Mean Return: -0.20833333333333337 Mean Day/Week: 3.7777777777777777 Accuracy:0.4444444444444444 *******************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 497 BTRS 1 0.00 penny-cap Short NaN -5.0 9.048741e+07 -10.0 Technology 687 CVM 3 -32.69 penny-cap Short NaN -4.0 6.637238e+07 -4.0 Healthcare 397 SABR 4 2.44 penny-cap Short NaN -5.0 5.701607e+07 -8.0 Technology 377 PK 4 1.38 penny-cap Short NaN -4.0 5.582177e+07 -5.0 Real Estate 445 AVAV 1 0.00 penny-cap Short NaN -2.0 4.987936e+07 -5.0 Industrials 630 CYTK 3 -0.28 penny-cap Short NaN -3.0 2.188027e+07 -24.0 Healthcare 509 FUN 4 0.69 penny-cap Short NaN -4.0 1.530866e+07 -38.0 Consumer Cyclical 523 AVNS 4 -2.31 penny-cap Short NaN -4.0 1.130821e+07 -74.0 Healthcare 474 XNCR 4 1.50 penny-cap Short NaN -4.0 1.013355e+07 -74.0 Healthcare 665 TBPH 5 -7.77 penny-cap Short NaN -5.0 7.944478e+06 -35.0 Healthcare 495 MANU 3 0.53 penny-cap Short NaN -3.0 5.519262e+06 -43.0 Consumer Cyclical 704 AKRO 3 -0.91 penny-cap Short NaN -3.0 5.302523e+06 -8.0 Healthcare 638 WMK 3 0.91 penny-cap Short NaN -3.0 4.689636e+06 -52.0 Consumer Defensive 639 ALX 2 1.29 penny-cap Short NaN -5.0 4.037346e+06 -50.0 Real Estate 575 SPNS 2 1.26 penny-cap Short NaN -2.0 2.306247e+06 -42.0 Technology 384 MOR 2 -1.51 penny-cap Short NaN -2.0 2.012206e+06 -138.0 Healthcare Mean Return: -2.5335714285714284 Mean Day/Week: 3.4285714285714284 Accuracy:0.42857142857142855 *******************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 345 AMC 15 12.03 penny-cap Long NaN 34.0 3.108522e+09 37.0 Communication Services 364 NTLA 7 82.82 penny-cap Long NaN 23.0 1.432368e+09 28.0 Healthcare 371 SRNE 6 10.30 penny-cap Long NaN 29.0 2.839743e+08 17.0 Healthcare 533 RIG 7 14.97 penny-cap Long NaN 7.0 2.534987e+08 23.0 Energy 475 TIGR 7 -1.03 penny-cap Long NaN 26.0 2.346736e+08 26.0 Financial Services 320 CROX 6 3.39 penny-cap Long NaN 6.0 1.515606e+08 79.0 Consumer Cyclical 323 DDD 8 4.68 penny-cap Long NaN 34.0 1.182839e+08 26.0 Technology 548 AR 7 6.52 penny-cap Long NaN 7.0 1.095168e+08 79.0 Energy 401 APLS 26 28.63 penny-cap Long NaN 56.0 8.652894e+07 33.0 Healthcare 394 SYNA 6 2.94 penny-cap Long NaN 20.0 7.998022e+07 20.0 Technology 343 JOBS 23 6.55 penny-cap Long NaN 62.0 7.574899e+07 42.0 Industrials 359 OVV 9 8.37 penny-cap Long NaN 25.0 7.572313e+07 26.0 Energy 335 RPD 12 5.10 penny-cap Long NaN 29.0 6.682857e+07 34.0 Technology 370 CELH 6 -0.53 penny-cap Long NaN 7.0 6.107015e+07 30.0 Consumer Defensive 619 DEN 30 26.29 penny-cap Long NaN 30.0 6.053040e+07 79.0 Energy 492 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 71.0 Real Estate 567 VSTO 8 3.67 penny-cap Long NaN 8.0 5.984235e+07 43.0 Consumer Cyclical 538 ASO 9 4.13 penny-cap Long NaN 24.0 5.578961e+07 79.0 Consumer Cyclical 552 DDS 9 15.31 penny-cap Long NaN 34.0 5.446247e+07 49.0 Consumer Cyclical 483 RVLV 12 22.64 penny-cap Long NaN 25.0 5.070354e+07 35.0 Consumer Cyclical 529 MAC 9 4.08 penny-cap Long NaN 50.0 5.031859e+07 40.0 Real Estate 490 RRC 6 4.73 penny-cap Long NaN 6.0 4.841992e+07 43.0 Energy 337 JCOM 16 8.48 penny-cap Long NaN 19.0 4.794960e+07 79.0 Technology 406 SPT 21 28.41 penny-cap Long NaN 27.0 4.770216e+07 29.0 Technology 557 MTDR 8 6.52 penny-cap Long NaN 8.0 4.631599e+07 79.0 Energy 346 HCM 6 21.84 penny-cap Long NaN 6.0 4.522570e+07 7.0 Healthcare 517 MGY 9 9.32 penny-cap Long NaN 25.0 4.339796e+07 26.0 Energy 521 SIG 15 6.93 penny-cap Long NaN 15.0 4.239886e+07 18.0 Consumer Cyclical 508 MCRB 6 -4.11 penny-cap Long NaN 10.0 3.853797e+07 11.0 Healthcare 355 LPSN 10 0.10 penny-cap Long NaN 30.0 3.774244e+07 20.0 Technology 618 CNST 16 0.86 penny-cap Long NaN 34.0 3.376346e+07 22.0 Healthcare 479 NSA 22 7.90 penny-cap Long NaN 22.0 3.145528e+07 79.0 Real Estate 672 RAVN 9 0.03 penny-cap Long NaN 9.0 3.073693e+07 51.0 Industrials 375 CDNA 19 5.70 penny-cap Long NaN 28.0 2.933248e+07 30.0 Healthcare 535 AXNX 6 -0.42 penny-cap Long NaN 19.0 2.860360e+07 12.0 Healthcare 466 FHI 9 2.41 penny-cap Long NaN 12.0 2.652016e+07 42.0 Financial Services 365 IMAB 8 6.75 penny-cap Long NaN 8.0 2.570682e+07 50.0 Healthcare 352 TRUP 18 19.48 penny-cap Long NaN 55.0 2.548903e+07 26.0 Financial Services 430 FRHC 12 6.80 penny-cap Long NaN 24.0 2.513381e+07 23.0 Financial Services 408 PZZA 14 2.14 penny-cap Long NaN 18.0 2.493815e+07 40.0 Consumer Cyclical 541 DOMO 21 20.75 penny-cap Long NaN 28.0 2.452635e+07 30.0 Technology 542 INMD 10 4.30 penny-cap Long NaN 20.0 2.358034e+07 34.0 Healthcare 674 EVRI 9 8.66 penny-cap Long NaN 48.0 2.272950e+07 51.0 Consumer Cyclical 676 RGR 10 10.09 penny-cap Long NaN 38.0 2.246244e+07 40.0 Industrials 692 ZUMZ 6 8.59 penny-cap Long NaN 7.0 2.227716e+07 9.0 Consumer Cyclical 591 ZUO 8 0.17 penny-cap Long NaN 14.0 2.194643e+07 14.0 Technology 321 WK 12 6.92 penny-cap Long NaN 28.0 2.098181e+07 20.0 Technology 679 LNTH 11 14.31 penny-cap Long NaN 23.0 2.084054e+07 25.0 Healthcare 689 FINV 15 15.52 penny-cap Long NaN 30.0 2.067928e+07 32.0 Financial Services 587 HSKA 17 15.54 penny-cap Long NaN 17.0 2.057165e+07 34.0 Healthcare 449 AMRC 21 16.19 penny-cap Long NaN 61.0 2.047298e+07 26.0 Industrials 336 HLI 9 4.60 penny-cap Long NaN 36.0 2.016794e+07 36.0 Financial Services 607 SYKE 9 -0.68 penny-cap Long NaN 10.0 1.995128e+07 10.0 Technology 413 AQUA 9 4.13 penny-cap Long NaN 29.0 1.949741e+07 59.0 Industrials 381 VICR 6 8.47 penny-cap Long NaN 28.0 1.938519e+07 23.0 Technology 391 SVMK 9 7.59 penny-cap Long NaN 57.0 1.936393e+07 23.0 Technology 539 SKY 10 7.33 penny-cap Long NaN 26.0 1.818085e+07 26.0 Consumer Cyclical 558 PRFT 58 26.00 penny-cap Long NaN 58.0 1.793813e+07 79.0 Technology 710 CDMO 22 20.54 penny-cap Long NaN 22.0 1.792083e+07 79.0 Healthcare 595 BOOT 7 0.87 penny-cap Long NaN 7.0 1.748480e+07 79.0 Consumer Cyclical 434 PHR 7 4.31 penny-cap Long NaN 26.0 1.744587e+07 18.0 Healthcare 392 OPCH 17 4.50 penny-cap Long NaN 26.0 1.620653e+07 19.0 Healthcare 451 ACCD 17 3.57 penny-cap Long NaN 28.0 1.613019e+07 32.0 Healthcare 576 GSAT 8 -8.26 penny-cap Long NaN 9.0 1.598480e+07 17.0 Communication Services 586 DRNA 20 20.53 penny-cap Long NaN 28.0 1.595012e+07 34.0 Healthcare 596 IRWD 8 2.89 penny-cap Long NaN 8.0 1.558143e+07 58.0 Healthcare 378 SIGI 6 3.78 penny-cap Long NaN 6.0 1.549546e+07 9.0 Financial Services 448 MIME 37 14.67 penny-cap Long NaN 58.0 1.549090e+07 39.0 Technology 470 MDRX 9 2.89 penny-cap Long NaN 56.0 1.546972e+07 37.0 Healthcare 685 CRK 18 11.44 penny-cap Long NaN 43.0 1.538999e+07 24.0 Energy 362 KRNT 14 3.15 penny-cap Long NaN 28.0 1.336985e+07 26.0 Industrials 667 VLRS 12 5.61 penny-cap Long NaN 12.0 1.297328e+07 79.0 Industrials 519 SITM 12 4.68 penny-cap Long NaN 28.0 1.288217e+07 19.0 Technology 400 WNS 12 3.44 penny-cap Long NaN 29.0 1.269425e+07 30.0 Industrials 578 ACMR 11 -4.11 penny-cap Long NaN 25.0 1.262274e+07 15.0 Technology 543 CVA 17 1.33 penny-cap Long NaN 17.0 1.222827e+07 44.0 Industrials 440 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 68.0 Financial Services 471 ATRC 6 3.13 penny-cap Long NaN 6.0 1.143463e+07 79.0 Healthcare 585 PMT 14 2.98 penny-cap Long NaN 19.0 1.120909e+07 20.0 Real Estate 379 MSP 8 2.38 penny-cap Long NaN 8.0 1.115337e+07 34.0 Technology 494 MXL 7 3.65 penny-cap Long NaN 26.0 1.111099e+07 28.0 Technology 372 INOV 17 4.96 penny-cap Long NaN 17.0 1.063409e+07 79.0 Healthcare 500 MODV 17 7.57 penny-cap Long NaN 43.0 1.061233e+07 18.0 Healthcare 652 INBX 10 16.25 penny-cap Long NaN 62.0 1.052392e+07 21.0 Healthcare 641 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 514 RMBS 11 5.17 penny-cap Long NaN 25.0 1.002058e+07 14.0 Technology 354 ALTR 6 0.35 penny-cap Long NaN 6.0 9.686758e+06 10.0 Technology 318 DAVA 32 25.54 penny-cap Long NaN 48.0 9.676040e+06 51.0 Technology 671 GLNG 9 2.08 penny-cap Long NaN 34.0 9.355109e+06 34.0 Energy 599 OSIS 6 1.73 penny-cap Long NaN 21.0 8.356556e+06 13.0 Technology 616 BSIG 8 0.66 penny-cap Long NaN 8.0 8.173345e+06 65.0 Financial Services 432 FN 6 0.90 penny-cap Long NaN 25.0 7.690029e+06 25.0 Technology 659 INVA 9 2.12 penny-cap Long NaN 9.0 7.432085e+06 38.0 Healthcare 360 NEA 6 0.71 penny-cap Long NaN 27.0 7.363059e+06 61.0 Financial Services 549 FTAI 16 7.63 penny-cap Long NaN 26.0 7.337399e+06 19.0 Industrials 416 NAD 30 3.94 penny-cap Long NaN 30.0 7.317048e+06 61.0 Financial Services 435 AEL 6 -0.52 penny-cap Long NaN 19.0 7.279262e+06 25.0 Financial Services 625 EVV 20 2.61 penny-cap Long NaN 31.0 6.966267e+06 34.0 Financial Services 562 RGNX 6 -1.55 penny-cap Long NaN 48.0 6.477360e+06 19.0 Healthcare 527 VRRM 13 4.63 penny-cap Long NaN 13.0 6.195485e+06 21.0 Industrials 446 BSTZ 12 5.70 penny-cap Long NaN 24.0 6.096206e+06 29.0 unknown 415 CNS 38 16.96 penny-cap Long NaN 81.0 5.555394e+06 49.0 Financial Services 651 BLFS 10 5.62 penny-cap Long NaN 30.0 5.475137e+06 13.0 Healthcare 569 CRVL 8 5.31 penny-cap Long NaN 8.0 5.418800e+06 62.0 Financial Services 486 PAX 7 -0.20 penny-cap Long NaN 39.0 4.703544e+06 22.0 Financial Services 673 ESTA 7 7.50 penny-cap Long NaN 7.0 4.393564e+06 79.0 Healthcare 649 RDWR 20 6.80 penny-cap Long NaN 29.0 4.322174e+06 39.0 Technology 640 PACK 8 1.86 penny-cap Long NaN 8.0 4.288868e+06 33.0 Consumer Cyclical 636 BTZ 7 2.98 penny-cap Long NaN 65.0 4.228051e+06 44.0 Financial Services 504 NZF 10 1.17 penny-cap Long NaN 24.0 3.914784e+06 61.0 Financial Services 582 CSII 9 0.58 penny-cap Long NaN 29.0 3.852562e+06 18.0 Healthcare 668 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 612 BBN 18 2.53 penny-cap Long NaN 67.0 3.730635e+06 32.0 Financial Services 697 HQH 7 2.71 penny-cap Long NaN 26.0 3.190682e+06 19.0 Financial Services 584 DCBO 9 9.24 penny-cap Long NaN 64.0 2.946208e+06 49.0 Technology 694 CHY 6 0.62 penny-cap Long NaN 23.0 2.739307e+06 62.0 Financial Services 678 FAX 8 1.60 penny-cap Long NaN 60.0 2.728486e+06 28.0 Financial Services 669 NRK 22 2.12 penny-cap Long NaN 22.0 2.406806e+06 58.0 Financial Services 536 EVA 7 3.05 penny-cap Long NaN 8.0 2.277166e+06 9.0 Basic Materials 622 VCTR 8 5.42 penny-cap Long NaN 8.0 2.159413e+06 79.0 Financial Services 654 NFJ 8 1.82 penny-cap Long NaN 20.0 2.098583e+06 65.0 Financial Services 708 AWF 21 2.30 penny-cap Long NaN 27.0 1.491468e+06 34.0 Financial Services 463 TDA 9 1.09 penny-cap Long NaN 22.0 1.915608e+05 34.0 unknown 570 SIM 6 6.39 penny-cap Long NaN 57.0 1.712279e+05 57.0 Basic Materials Mean Return: 7.086612903225806 Mean Day/Week: 12.42741935483871 Accuracy:0.9193548387096774 *******************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 JBLU 13 -5.25 penny-cap Short NaN -58.0 1.779678e+08 -22.0 Industrials 322 NYCB 16 -2.92 penny-cap Short NaN -16.0 8.619256e+07 -42.0 Financial Services 476 SAVE 20 -11.88 penny-cap Short NaN -20.0 7.809740e+07 -38.0 Industrials 342 HFC 11 -1.83 penny-cap Short NaN -11.0 7.601447e+07 -42.0 Energy 368 KBH 8 -2.98 penny-cap Short NaN -51.0 7.417630e+07 -17.0 Consumer Cyclical 407 ADS 8 1.91 penny-cap Short NaN -31.0 5.938417e+07 -11.0 Financial Services 402 MDC 14 -0.87 penny-cap Short NaN -52.0 4.092913e+07 -23.0 Consumer Cyclical 501 THS 25 -7.87 penny-cap Short NaN -27.0 3.794587e+07 -42.0 Consumer Defensive 412 CBRL 17 -5.06 penny-cap Short NaN -55.0 3.779446e+07 -38.0 Consumer Cyclical 426 PDCO 6 -1.59 penny-cap Short NaN -8.0 3.558864e+07 -7.0 Healthcare 418 TRN 9 1.48 penny-cap Short NaN -10.0 3.439229e+07 -11.0 Industrials 431 ALGT 22 -11.08 penny-cap Short NaN -71.0 3.397180e+07 -43.0 Industrials 460 ASB 8 -2.37 penny-cap Short NaN -27.0 3.364082e+07 -11.0 Financial Services 325 SAGE 13 -2.05 penny-cap Short NaN -13.0 3.253768e+07 -14.0 Healthcare 601 PLAY 15 -4.68 penny-cap Short NaN -64.0 3.192605e+07 -38.0 Consumer Cyclical 380 POR 6 -0.38 penny-cap Short NaN -43.0 3.078067e+07 -11.0 Utilities 532 CAKE 11 -0.54 penny-cap Short NaN -38.0 3.067259e+07 -16.0 Consumer Cyclical 334 ALSN 11 0.68 penny-cap Short NaN -27.0 2.936367e+07 -19.0 Consumer Cyclical 484 FLR 12 -2.38 penny-cap Short NaN -35.0 2.676230e+07 -35.0 Industrials 453 UTZ 14 -6.17 penny-cap Short NaN -36.0 2.550902e+07 -35.0 Consumer Defensive 366 HAIN 7 0.57 penny-cap Short NaN -7.0 2.078837e+07 -53.0 Consumer Defensive 571 MDGL 8 -2.75 penny-cap Short NaN -30.0 1.982968e+07 -26.0 Healthcare 551 BCC 8 2.37 penny-cap Short NaN -33.0 1.915616e+07 -14.0 Basic Materials 592 EB 13 -6.00 penny-cap Short NaN -13.0 1.811665e+07 -37.0 Technology 540 SKYW 20 -6.60 penny-cap Short NaN -20.0 1.803631e+07 -44.0 Industrials 338 AL 16 -6.99 penny-cap Short NaN -16.0 1.797870e+07 -39.0 Industrials 481 ABM 14 -6.32 penny-cap Short NaN -52.0 1.732732e+07 -24.0 Industrials 389 AVT 9 2.10 penny-cap Short NaN -44.0 1.700442e+07 -11.0 Technology 553 ENDP 8 -0.26 penny-cap Short NaN -8.0 1.692261e+07 -68.0 Healthcare 441 BXS 15 -4.96 penny-cap Short NaN -15.0 1.687859e+07 -52.0 Financial Services 356 RXT 13 -1.13 penny-cap Short NaN -48.0 1.685172e+07 -37.0 Technology 534 TSE 11 2.15 penny-cap Short NaN -31.0 1.615754e+07 -32.0 Basic Materials 444 DAN 9 3.89 penny-cap Short NaN -17.0 1.600207e+07 -11.0 Consumer Cyclical 537 CMP 11 -3.15 penny-cap Short NaN -29.0 1.595306e+07 -14.0 Basic Materials 399 HOMB 10 3.44 penny-cap Short NaN -70.0 1.578983e+07 -17.0 Financial Services 554 MTOR 12 -1.19 penny-cap Short NaN -12.0 1.444184e+07 -65.0 Consumer Cyclical 589 CVI 10 2.63 penny-cap Short NaN -14.0 1.385460e+07 -63.0 Energy 516 FULT 10 3.70 penny-cap Short NaN -69.0 1.373481e+07 -27.0 Financial Services 605 PATK 11 2.22 penny-cap Short NaN -36.0 1.366527e+07 -21.0 Consumer Cyclical 693 ACRS 18 -7.34 penny-cap Short NaN -57.0 1.321537e+07 -39.0 Healthcare 677 PLUS 23 -5.67 penny-cap Short NaN -70.0 1.286644e+07 -31.0 Technology 461 NWE 10 -0.48 penny-cap Short NaN -47.0 1.276643e+07 -27.0 Utilities 491 IBOC 9 -3.67 penny-cap Short NaN -31.0 1.247719e+07 -11.0 Financial Services 590 LZB 12 1.47 penny-cap Short NaN -36.0 1.210560e+07 -32.0 Consumer Cyclical 419 SR 8 2.63 penny-cap Short NaN -8.0 1.168137e+07 -8.0 Utilities 531 PVG 6 -1.90 penny-cap Short NaN -21.0 1.138248e+07 -18.0 Basic Materials 458 ONB 11 -2.76 penny-cap Short NaN -69.0 1.090344e+07 -44.0 Financial Services 499 EQX 7 -4.04 penny-cap Short NaN -12.0 1.068629e+07 -11.0 Basic Materials 597 FSM 11 -8.56 penny-cap Short NaN -12.0 1.016959e+07 -21.0 Basic Materials 468 SCL 8 -2.15 penny-cap Short NaN -28.0 9.563944e+06 -11.0 Basic Materials 447 COLB 11 -3.95 penny-cap Short NaN -72.0 9.503302e+06 -57.0 Financial Services 647 KROS 6 -6.31 penny-cap Short NaN -6.0 9.410897e+06 -44.0 Healthcare 473 AUB 8 -1.46 penny-cap Short NaN -22.0 8.899972e+06 -11.0 Financial Services 493 WWW 11 -0.12 penny-cap Short NaN -36.0 8.880310e+06 -31.0 Consumer Cyclical 478 AVA 10 -0.76 penny-cap Short NaN -54.0 8.816327e+06 -23.0 Utilities 507 RUSHA 11 -2.00 penny-cap Short NaN -52.0 8.465836e+06 -22.0 Consumer Cyclical 577 TRMK 11 -0.85 penny-cap Short NaN -66.0 8.439769e+06 -27.0 Financial Services 417 GATX 8 -1.87 penny-cap Short NaN -31.0 8.332764e+06 -11.0 Industrials 545 FMBI 18 -5.63 penny-cap Short NaN -67.0 8.241998e+06 -32.0 Financial Services 488 FIBK 17 -8.01 penny-cap Short NaN -71.0 7.649822e+06 -38.0 Financial Services 703 BJRI 16 -5.06 penny-cap Short NaN -72.0 7.489693e+06 -32.0 Consumer Cyclical 485 MEOH 11 1.73 penny-cap Short NaN -30.0 7.285169e+06 -38.0 Basic Materials 624 CGEM 10 6.11 penny-cap Short NaN -10.0 7.010113e+06 -121.0 Healthcare 515 IOSP 11 -2.95 penny-cap Short NaN -16.0 6.960706e+06 -17.0 Basic Materials 467 CVBF 10 1.25 penny-cap Short NaN -11.0 6.814412e+06 -11.0 Financial Services 617 HTLD 31 -4.66 penny-cap Short NaN -51.0 6.739071e+06 -37.0 Industrials 610 ATSG 10 1.41 penny-cap Short NaN -10.0 6.057903e+06 -51.0 Industrials 627 PRIM 11 -1.27 penny-cap Short NaN -11.0 6.007393e+06 -50.0 Industrials 702 NBHC 10 3.27 penny-cap Short NaN -70.0 5.850581e+06 -28.0 Financial Services 635 HOPE 10 2.51 penny-cap Short NaN -66.0 5.661570e+06 -11.0 Financial Services 598 NWBI 10 2.20 penny-cap Short NaN -10.0 5.375918e+06 -11.0 Financial Services 530 FRME 16 -3.74 penny-cap Short NaN -69.0 4.941132e+06 -28.0 Financial Services 579 FBK 18 -6.48 penny-cap Short NaN -70.0 4.466134e+06 -47.0 Financial Services 615 WABC 16 -3.65 penny-cap Short NaN -71.0 4.435572e+06 -28.0 Financial Services 695 AMSF 9 -0.05 penny-cap Short NaN -30.0 4.391236e+06 -20.0 Financial Services 602 HMN 7 -0.64 penny-cap Short NaN -7.0 4.210652e+06 -50.0 Financial Services 588 SBCF 10 3.71 penny-cap Short NaN -32.0 4.202229e+06 -11.0 Financial Services 583 CFFN 27 -3.02 penny-cap Short NaN -27.0 3.929441e+06 -62.0 Financial Services 628 TBK 10 2.90 penny-cap Short NaN -50.0 3.894638e+06 -32.0 Financial Services 626 NBTB 11 -4.21 penny-cap Short NaN -27.0 3.839471e+06 -27.0 Financial Services 609 NTB 10 0.29 penny-cap Short NaN -37.0 3.718741e+06 -28.0 Financial Services 642 CVGW 17 -6.95 penny-cap Short NaN -47.0 3.652905e+06 -44.0 Consumer Defensive 546 BANF 16 -3.45 penny-cap Short NaN -32.0 3.648105e+06 -28.0 Financial Services 696 ORIC 20 -4.72 penny-cap Short NaN -20.0 3.499920e+06 -138.0 Healthcare 688 SAFT 10 0.85 penny-cap Short NaN -27.0 3.347278e+06 -23.0 Financial Services 684 OCFC 11 -2.01 penny-cap Short NaN -66.0 2.964100e+06 -40.0 Financial Services 547 PRK 11 -3.49 penny-cap Short NaN -17.0 2.630300e+06 -44.0 Financial Services 680 TCBK 10 0.61 penny-cap Short NaN -16.0 2.561107e+06 -11.0 Financial Services 706 PRA 11 -3.09 penny-cap Short NaN -69.0 2.274765e+06 -38.0 Financial Services 700 CLS 10 4.06 penny-cap Short NaN -14.0 1.974429e+06 -15.0 Technology 594 KRO 9 -3.14 penny-cap Short NaN -35.0 1.865203e+06 -19.0 Basic Materials 614 BV 10 4.29 penny-cap Short NaN -44.0 1.703251e+06 -17.0 Industrials 698 FOR 15 -2.15 penny-cap Short NaN -41.0 1.567108e+06 -29.0 Real Estate 505 RUSHB 11 -2.84 penny-cap Short NaN -54.0 7.152258e+05 -22.0 Consumer Cyclical 524 UZC 13 0.04 penny-cap Short NaN -40.0 6.440420e+05 -126.0 unknown 645 NEXA 12 2.95 penny-cap Short NaN -16.0 6.278149e+05 -17.0 Basic Materials 603 SBLKZ 6 0.12 penny-cap Short NaN -6.0 4.944618e+05 -26.0 unknown 436 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -130.0 unknown 623 MNTK 9 -13.13 penny-cap Short NaN -9.0 2.143035e+05 -112.0 Utilities 525 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 593 PRTC 10 -3.81 penny-cap Short NaN -10.0 2.450000e+04 -36.0 Healthcare 438 HKIB 10 -5.64 penny-cap Short NaN -51.0 1.680640e+04 -30.0 Financial Services 433 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -130.0 Financial Services Mean Return: -1.9193203883495145 Mean Day/Week: 12.058252427184467 Accuracy:0.6893203883495146 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/07/01 05-40-10
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 13 Consumer Cyclical 13 Consumer Defensive 5 Energy 5 Financial Services 13 Healthcare 30 Industrials 10 Real Estate 5 Technology 49 **************************************** big_industry_downtrending_count tickers industry Basic Materials 7 Communication Services 10 Consumer Cyclical 8 Consumer Defensive 5 Financial Services 15 Healthcare 6 Industrials 14 Real Estate 2 Technology 7 Utilities 14 *******************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 65 NXPI 1 0.0 big-cap Long NaN 2.0 4.454647e+08 5.0 Technology 29 EL 1 0.0 big-cap Long NaN 4.0 3.422382e+08 5.0 Consumer Defensive 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 157 FOXA 1 0.0 big-cap Short NaN -2.0 7.969194e+07 -2.0 Communication Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 65 NXPI 1 0.0 big-cap Long NaN 2.0 4.454647e+08 5.0 Technology 29 EL 1 0.0 big-cap Long NaN 4.0 3.422382e+08 5.0 Consumer Defensive Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 157 FOXA 1 0.0 big-cap Short NaN -2.0 7.969194e+07 -2.0 Communication Services 156 FOX 1 0.0 big-cap Short NaN -66.0 2.825937e+07 -2.0 Communication Services 197 HBANO 1 0.0 big-cap Short NaN -44.0 4.194902e+06 -1.0 Financial Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 2 FB 5 1.41 big-cap Long NaN 5.0 5.074687e+09 78.0 Communication Services 25 AMAT 1 0.00 big-cap Long NaN 1.0 8.485852e+08 6.0 Technology 15 COST 5 0.92 big-cap Long NaN 5.0 7.602459e+08 60.0 Consumer Defensive 30 VALE 2 0.04 big-cap Long NaN 2.0 5.362839e+08 62.0 Basic Materials 22 AMT 2 -0.97 big-cap Long NaN 2.0 5.018772e+08 70.0 Real Estate 14 ACN 4 0.05 big-cap Long NaN 4.0 4.702862e+08 78.0 Technology 65 NXPI 1 0.00 big-cap Long NaN 2.0 4.454647e+08 5.0 Technology 32 GILD 1 0.00 big-cap Long NaN 1.0 3.778018e+08 40.0 Healthcare 18 CHTR 5 1.40 big-cap Long NaN 5.0 3.709840e+08 54.0 Communication Services 29 EL 1 0.00 big-cap Long NaN 4.0 3.422382e+08 5.0 Consumer Defensive 17 AZN 3 -0.28 big-cap Long NaN 3.0 2.721832e+08 54.0 Healthcare 104 CARR 3 1.51 big-cap Long NaN 3.0 2.389023e+08 78.0 Industrials 80 ROP 5 1.85 big-cap Long NaN 5.0 2.228123e+08 63.0 Industrials 162 APO 4 1.01 big-cap Long NaN 4.0 2.085071e+08 54.0 Financial Services 106 PAYX 4 1.60 big-cap Long NaN 4.0 1.944094e+08 78.0 Industrials 182 POOL 4 0.66 big-cap Long NaN 4.0 1.832223e+08 61.0 Consumer Cyclical 130 MXIM 3 0.73 big-cap Long NaN 3.0 1.662361e+08 30.0 Technology 107 ORLY 2 0.22 big-cap Long NaN 4.0 1.578928e+08 78.0 Consumer Cyclical 56 BAM 4 -2.32 big-cap Long NaN 4.0 1.518366e+08 78.0 Financial Services 150 ZBRA 3 0.47 big-cap Long NaN 3.0 1.371601e+08 30.0 Technology 92 TROW 4 0.64 big-cap Long NaN 4.0 1.339847e+08 78.0 Financial Services 97 LBRDK 5 2.74 big-cap Long NaN 5.0 1.250494e+08 54.0 Communication Services 230 AAP 2 -0.08 big-cap Long NaN 4.0 1.124580e+08 78.0 Consumer Cyclical 109 BGNE 3 -4.15 big-cap Long NaN 3.0 9.525239e+07 8.0 Healthcare 189 ZLAB 2 -0.49 big-cap Long NaN 2.0 7.100998e+07 34.0 Healthcare 177 BPY 3 -0.68 big-cap Long NaN 3.0 5.997961e+07 78.0 Real Estate 98 LBRDA 4 0.32 big-cap Long NaN 4.0 1.568824e+07 54.0 Communication Services Mean Return: 0.28695652173913044 Mean Day/Week: 3.6956521739130435 Accuracy:0.6956521739130435 *******************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 157 FOXA 1 0.00 big-cap Short NaN -2.0 7.969194e+07 -2.0 Communication Services 193 IEP 3 -0.87 big-cap Short NaN -4.0 1.919234e+07 -10.0 Industrials Mean Return: -0.87 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 4 NVDA 26 25.15 big-cap Long NaN 26.0 6.497054e+09 60.0 Technology 1 MSFT 14 4.97 big-cap Long NaN 15.0 5.860800e+09 78.0 Technology 27 NIO 6 16.44 big-cap Long NaN 26.0 4.881613e+09 22.0 Consumer Cyclical 203 SPCE 11 34.15 big-cap Long NaN 28.0 2.936688e+09 21.0 Industrials 61 ROKU 7 13.17 big-cap Long NaN 27.0 2.914568e+09 10.0 Communication Services 50 MRNA 8 12.57 big-cap Long NaN 25.0 2.169791e+09 55.0 Healthcare 3 V 7 -0.88 big-cap Long NaN 7.0 1.748239e+09 71.0 Financial Services 16 SHOP 12 10.37 big-cap Long NaN 29.0 1.494165e+09 30.0 Technology 5 PYPL 10 4.76 big-cap Long NaN 24.0 1.234118e+09 29.0 Financial Services 11 MRK 14 2.84 big-cap Long NaN 14.0 1.035746e+09 15.0 Healthcare 8 CRM 23 2.70 big-cap Long NaN 26.0 1.017458e+09 29.0 Technology 94 XPEV 10 1.29 big-cap Long NaN 29.0 9.877960e+08 22.0 Consumer Cyclical 7 ADBE 15 9.08 big-cap Long NaN 19.0 9.340408e+08 63.0 Technology 51 DASH 8 3.17 big-cap Long NaN 30.0 8.701782e+08 15.0 Communication Services 19 ZM 9 3.51 big-cap Long NaN 31.0 8.696703e+08 19.0 Communication Services 145 MDB 10 -2.86 big-cap Long NaN 28.0 7.911312e+08 19.0 Technology 31 SNAP 9 7.79 big-cap Long NaN 26.0 7.291250e+08 27.0 Communication Services 66 CRWD 11 7.51 big-cap Long NaN 28.0 7.077812e+08 29.0 Technology 48 PLTR 6 0.42 big-cap Long NaN 28.0 6.614260e+08 18.0 Technology 26 TGT 8 3.37 big-cap Long NaN 29.0 6.395461e+08 72.0 Consumer Defensive 36 SPGI 13 3.61 big-cap Long NaN 13.0 6.030479e+08 78.0 Financial Services 42 PBR 33 24.23 big-cap Long NaN 71.0 5.753345e+08 37.0 Energy 69 DOCU 11 10.23 big-cap Long NaN 23.0 4.934355e+08 19.0 Technology 83 EBAY 8 8.72 big-cap Long NaN 21.0 4.926054e+08 40.0 Consumer Cyclical 60 REGN 16 6.94 big-cap Long NaN 19.0 4.760643e+08 48.0 Healthcare 28 ISRG 13 5.27 big-cap Long NaN 13.0 4.644578e+08 58.0 Healthcare 118 LI 10 13.05 big-cap Long NaN 31.0 4.537846e+08 24.0 Consumer Cyclical 23 INTU 31 16.29 big-cap Long NaN 31.0 4.383502e+08 36.0 Technology 155 OXY 8 6.12 big-cap Long NaN 22.0 3.934374e+08 22.0 Energy 96 PANW 9 -0.14 big-cap Long NaN 27.0 3.924737e+08 29.0 Technology 122 ZS 11 1.85 big-cap Long NaN 25.0 3.528517e+08 25.0 Technology 180 DPZ 16 5.50 big-cap Long NaN 16.0 3.450085e+08 61.0 Consumer Cyclical 95 INFO 12 2.94 big-cap Long NaN 12.0 3.125827e+08 78.0 Industrials 91 MRVL 11 7.68 big-cap Long NaN 27.0 3.070110e+08 29.0 Technology 57 TEAM 11 3.54 big-cap Long NaN 25.0 2.625530e+08 19.0 Technology 63 EW 27 8.35 big-cap Long NaN 27.0 2.606890e+08 58.0 Healthcare 132 FTNT 19 7.33 big-cap Long NaN 19.0 2.598670e+08 78.0 Technology 68 CVNA 6 -4.10 big-cap Long NaN 23.0 2.540021e+08 14.0 Consumer Cyclical 84 MTCH 6 -0.15 big-cap Long NaN 13.0 2.443997e+08 10.0 Communication Services 46 ILMN 14 4.41 big-cap Long NaN 28.0 2.332419e+08 24.0 Healthcare 71 LULU 13 7.89 big-cap Long NaN 25.0 2.330392e+08 53.0 Consumer Cyclical 129 NET 18 21.42 big-cap Long NaN 26.0 2.326067e+08 31.0 Technology 101 MSCI 13 8.38 big-cap Long NaN 13.0 2.274722e+08 64.0 Financial Services 82 SNPS 6 2.60 big-cap Long NaN 26.0 2.241045e+08 29.0 Technology 78 IDXX 26 13.02 big-cap Long NaN 26.0 2.205840e+08 34.0 Healthcare 173 GNRC 12 13.87 big-cap Long NaN 22.0 2.199826e+08 25.0 Industrials 81 PSA 19 4.79 big-cap Long NaN 19.0 2.152901e+08 78.0 Real Estate 64 MCO 13 4.22 big-cap Long NaN 13.0 2.143509e+08 78.0 Financial Services 39 ZTS 15 2.35 big-cap Long NaN 15.0 2.125091e+08 57.0 Healthcare 143 NDAQ 19 3.64 big-cap Long NaN 19.0 2.043459e+08 78.0 Financial Services 119 MTD 13 2.52 big-cap Long NaN 13.0 1.941208e+08 61.0 Healthcare 89 A 15 3.32 big-cap Long NaN 23.0 1.861337e+08 62.0 Healthcare 79 U 6 -2.75 big-cap Long NaN 29.0 1.822337e+08 10.0 Technology 111 DDOG 10 2.37 big-cap Long NaN 30.0 1.802138e+08 29.0 Technology 176 ULTA 6 1.40 big-cap Long NaN 6.0 1.647815e+08 25.0 Consumer Cyclical 163 HUBS 10 2.26 big-cap Long NaN 13.0 1.561952e+08 19.0 Technology 166 AVTR 15 6.00 big-cap Long NaN 15.0 1.526895e+08 63.0 Basic Materials 117 ROK 8 2.04 big-cap Long NaN 20.0 1.399733e+08 28.0 Industrials 114 RMD 16 15.43 big-cap Long NaN 27.0 1.394611e+08 42.0 Healthcare 73 VEEV 16 6.90 big-cap Long NaN 25.0 1.314725e+08 25.0 Healthcare 128 WELL 20 8.15 big-cap Long NaN 21.0 1.292291e+08 78.0 Real Estate 103 CTAS 8 5.22 big-cap Long NaN 11.0 1.254133e+08 67.0 Industrials 211 DT 6 -0.60 big-cap Long NaN 25.0 1.211201e+08 18.0 Technology 38 INFY 17 8.48 big-cap Long NaN 28.0 1.207854e+08 25.0 Technology 222 BILL 9 2.70 big-cap Long NaN 23.0 1.175831e+08 18.0 Technology 168 PAGS 8 2.89 big-cap Long NaN 29.0 1.155543e+08 23.0 Technology 190 IFF 7 0.72 big-cap Long NaN 15.0 1.150428e+08 34.0 Basic Materials 142 KKR 6 -0.17 big-cap Long NaN 6.0 1.131563e+08 78.0 Financial Services 147 WST 9 1.94 big-cap Long NaN 9.0 1.122022e+08 60.0 Healthcare 152 EPAM 17 4.47 big-cap Long NaN 17.0 1.049640e+08 78.0 Technology 195 CRL 15 4.24 big-cap Long NaN 15.0 1.045575e+08 78.0 Healthcare 198 TECH 15 3.40 big-cap Long NaN 15.0 1.044797e+08 78.0 Healthcare 164 ALNY 16 7.79 big-cap Long NaN 30.0 1.038847e+08 24.0 Healthcare 171 NVCR 23 8.54 big-cap Long NaN 23.0 1.032865e+08 56.0 Healthcare 170 WAT 16 5.32 big-cap Long NaN 16.0 1.005113e+08 68.0 Healthcare 178 EXR 19 6.80 big-cap Long NaN 19.0 9.644051e+07 78.0 Real Estate 223 AXON 6 6.37 big-cap Long NaN 22.0 9.485356e+07 18.0 Industrials 144 VRSN 6 0.63 big-cap Long NaN 6.0 9.398019e+07 63.0 Technology 127 CPRT 8 0.10 big-cap Long NaN 8.0 8.951086e+07 59.0 Industrials 113 MSI 8 2.60 big-cap Long NaN 37.0 8.787500e+07 78.0 Technology 115 SGEN 16 1.60 big-cap Long NaN 62.0 8.497323e+07 32.0 Healthcare 194 ESTC 9 1.28 big-cap Long NaN 28.0 7.674934e+07 20.0 Technology 146 YNDX 6 2.14 big-cap Long NaN 45.0 6.846527e+07 27.0 Communication Services 199 AVLR 7 1.61 big-cap Long NaN 25.0 6.709652e+07 14.0 Technology 169 PKI 15 5.59 big-cap Long NaN 15.0 6.460684e+07 40.0 Healthcare 228 CBOE 8 0.92 big-cap Long NaN 16.0 6.176290e+07 78.0 Financial Services 179 BMRN 15 -0.19 big-cap Long NaN 29.0 6.112514e+07 29.0 Healthcare 208 CABO 9 1.27 big-cap Long NaN 29.0 5.618497e+07 10.0 Communication Services 216 CG 6 0.47 big-cap Long NaN 6.0 5.303163e+07 78.0 Financial Services 141 RCI 6 1.31 big-cap Long NaN 6.0 1.446210e+07 61.0 Communication Services 207 NTCO 34 20.69 big-cap Long NaN 59.0 1.186215e+07 40.0 Consumer Defensive 20 PTR 17 15.62 big-cap Long NaN 40.0 1.154764e+07 41.0 Energy 133 EC 6 9.67 big-cap Long NaN 21.0 5.786055e+06 18.0 Energy Mean Return: 5.961612903225806 Mean Day/Week: 12.591397849462366 Accuracy:0.9032258064516129 *******************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 33 BKNG 14 -5.06 big-cap Short NaN -41.0 8.683764e+08 -22.0 Consumer Cyclical 6 VZ 7 -0.60 big-cap Short NaN -31.0 8.152156e+08 -18.0 Communication Services 24 CAT 10 3.90 big-cap Short NaN -30.0 6.774742e+08 -15.0 Industrials 86 LVS 20 -7.18 big-cap Short NaN -20.0 4.951817e+08 -41.0 Consumer Cyclical 44 CSX 6 1.68 big-cap Short NaN -35.0 4.619909e+08 -11.0 Industrials 41 FISV 20 -5.48 big-cap Short NaN -46.0 4.336226e+08 -37.0 Technology 126 LUV 10 -4.50 big-cap Short NaN -55.0 3.631079e+08 -20.0 Industrials 131 DAL 14 -7.11 big-cap Short NaN -14.0 3.312978e+08 -22.0 Industrials 52 NSC 7 0.52 big-cap Short NaN -31.0 3.292634e+08 -11.0 Industrials 151 FLT 18 -6.06 big-cap Short NaN -38.0 3.164907e+08 -36.0 Technology 70 MET 8 0.33 big-cap Short NaN -35.0 3.141240e+08 -10.0 Financial Services 37 MO 7 0.96 big-cap Short NaN -52.0 3.035025e+08 -13.0 Consumer Defensive 85 MAR 7 -3.45 big-cap Short NaN -10.0 2.910795e+08 -37.0 Consumer Cyclical 45 TFC 9 5.05 big-cap Short NaN -21.0 2.619377e+08 -10.0 Financial Services 59 GPN 11 -2.28 big-cap Short NaN -41.0 2.544370e+08 -40.0 Industrials 99 CMI 10 2.74 big-cap Short NaN -70.0 2.463751e+08 -31.0 Industrials 54 D 6 -1.29 big-cap Short NaN -38.0 2.072223e+08 -11.0 Utilities 53 ECL 8 -1.83 big-cap Short NaN -34.0 2.009964e+08 -18.0 Basic Materials 43 CB 8 -0.03 big-cap Short NaN -16.0 1.723420e+08 -10.0 Financial Services 134 WY 7 0.86 big-cap Short NaN -35.0 1.655245e+08 -20.0 Real Estate 100 TRV 9 3.43 big-cap Short NaN -31.0 1.492431e+08 -10.0 Financial Services 167 MTB 7 -1.17 big-cap Short NaN -26.0 1.489404e+08 -10.0 Financial Services 224 DAR 10 2.65 big-cap Short NaN -11.0 1.438481e+08 -12.0 Consumer Defensive 40 CNI 10 -0.43 big-cap Short NaN -10.0 1.425690e+08 -36.0 Industrials 108 PCAR 9 2.52 big-cap Short NaN -13.0 1.339535e+08 -18.0 Industrials 181 CPB 16 -0.69 big-cap Short NaN -33.0 1.230266e+08 -18.0 Consumer Defensive 120 WEC 7 -1.32 big-cap Short NaN -35.0 1.209764e+08 -13.0 Utilities 172 CMS 9 1.68 big-cap Short NaN -35.0 1.191750e+08 -17.0 Utilities 232 SNA 8 1.34 big-cap Short NaN -30.0 1.167886e+08 -11.0 Industrials 175 CAH 7 0.73 big-cap Short NaN -9.0 1.140390e+08 -27.0 Healthcare 149 PPL 9 1.34 big-cap Short NaN -11.0 1.112107e+08 -11.0 Utilities 121 GLW 10 4.00 big-cap Short NaN -45.0 1.037634e+08 -18.0 Technology 213 CHRW 7 -1.75 big-cap Short NaN -10.0 1.021077e+08 -11.0 Industrials 185 ATHM 30 -26.21 big-cap Short NaN -30.0 8.347388e+07 -137.0 Communication Services 174 HPE 9 0.94 big-cap Short NaN -59.0 7.291690e+07 -11.0 Technology 215 WHR 7 1.12 big-cap Short NaN -33.0 7.121144e+07 -15.0 Consumer Cyclical 205 MPW 9 1.45 big-cap Short NaN -9.0 6.421367e+07 -42.0 Real Estate 200 PKG 7 0.08 big-cap Short NaN -26.0 6.414967e+07 -11.0 Consumer Cyclical 76 ERIC 9 0.24 big-cap Short NaN -42.0 5.086400e+07 -21.0 Technology 202 SMG 20 -4.69 big-cap Short NaN -53.0 4.899007e+07 -30.0 Basic Materials 93 MFC 14 -3.15 big-cap Short NaN -66.0 4.882226e+07 -30.0 Financial Services 184 ABCL 18 -16.56 big-cap Short NaN -20.0 4.688834e+07 -25.0 Healthcare 67 VOD 7 -4.36 big-cap Short NaN -30.0 4.651778e+07 -31.0 Communication Services 233 AQN 8 -0.79 big-cap Short NaN -8.0 4.510878e+07 -137.0 Utilities 221 RPM 7 -1.26 big-cap Short NaN -31.0 3.303552e+07 -13.0 Basic Materials 218 WRB 9 3.20 big-cap Short NaN -45.0 3.233336e+07 -21.0 Financial Services 210 SBSW 10 2.58 big-cap Short NaN -15.0 2.798651e+07 -14.0 Basic Materials 212 PLTK 15 -7.11 big-cap Short NaN -15.0 2.333035e+07 -20.0 Communication Services 62 PHG 13 -8.65 big-cap Short NaN -46.0 2.179315e+07 -24.0 Healthcare 123 SLF 8 1.52 big-cap Short NaN -34.0 2.144002e+07 -12.0 Financial Services 74 PUK 8 -6.75 big-cap Short NaN -59.0 9.220885e+06 -11.0 Financial Services 110 ORAN 8 -3.75 big-cap Short NaN -24.0 6.825321e+06 -20.0 Communication Services 229 CEA 7 -2.65 big-cap Short NaN -16.0 1.921366e+05 -46.0 Industrials 201 ZNH 18 -7.87 big-cap Short NaN -18.0 1.759494e+05 -43.0 Industrials Mean Return: -1.8364814814814818 Mean Day/Week: 10.481481481481481 Accuracy:0.5555555555555556 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 4 Consumer Cyclical 4 Consumer Defensive 1 Energy 2 Financial Services 6 Healthcare 11 Industrials 3 Real Estate 2 Technology 14 Utilities 2 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 1 Consumer Cyclical 10 Consumer Defensive 3 Financial Services 17 Healthcare 5 Industrials 11 Real Estate 1 Technology 2 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span 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 333 NXST 2 2.67 small-cap Short NaN -68.0 4.260822e+07 -2.0 Communication Services 316 NVST 1 0.00 small-cap Short NaN -34.0 3.743425e+07 -2.0 Healthcare 335 BOKF 3 -1.36 small-cap Short NaN -16.0 1.146298e+07 -3.0 Financial Services Mean Return: 0.6549999999999999 Mean Day/Week: 3.0 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 307 DKS 2 -0.68 small-cap Long NaN 2.0 1.706120e+08 78.0 Consumer Cyclical 272 SYNH 3 1.30 small-cap Long NaN 3.0 1.493559e+08 17.0 Healthcare 273 ATH 2 -0.37 small-cap Long NaN 2.0 1.432407e+08 78.0 Financial Services 294 CACC 2 0.69 small-cap Long NaN 4.0 4.799761e+07 47.0 Financial Services 326 STWD 3 -0.15 small-cap Long NaN 3.0 3.133004e+07 8.0 Real Estate 341 ASR 1 0.00 small-cap Long NaN 5.0 3.486104e+06 6.0 Industrials Mean Return: 0.158 Mean Day/Week: 2.6 Accuracy:0.4 *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 269 BLDR 1 0.00 small-cap Short NaN -1.0 1.624730e+08 -23.0 Industrials 259 WEX 2 0.94 small-cap Short NaN -2.0 6.332328e+07 -44.0 Technology 289 H 2 1.24 small-cap Short NaN -2.0 4.043701e+07 -7.0 Consumer Cyclical 274 NFE 4 -2.72 small-cap Short NaN -4.0 2.964940e+07 -137.0 Utilities 292 RBA 3 0.42 small-cap Short NaN -3.0 1.589439e+07 -18.0 Industrials 287 GLPG 5 0.19 small-cap Short NaN -5.0 8.592856e+06 -13.0 Healthcare 235 BSAC 4 -3.04 small-cap Short NaN -4.0 7.378149e+06 -38.0 Financial Services 304 ESLT 1 0.00 small-cap Short NaN -1.0 2.490551e+06 -27.0 Industrials Mean Return: -0.4950000000000001 Mean Day/Week: 3.6666666666666665 Accuracy:0.3333333333333333 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 317 BEAM 6 42.94 small-cap Long NaN 29.0 4.995482e+08 18.0 Healthcare 318 FUBO 9 9.99 small-cap Long NaN 35.0 2.290046e+08 21.0 Communication Services 251 FANG 21 8.89 small-cap Long NaN 21.0 1.955004e+08 24.0 Energy 252 NKLA 6 0.34 small-cap Long NaN 45.0 1.533047e+08 24.0 Consumer Cyclical 319 ASAN 19 48.05 small-cap Long NaN 29.0 1.358611e+08 30.0 Technology 267 LSPD 10 7.77 small-cap Long NaN 27.0 1.279282e+08 29.0 Technology 324 UPWK 7 7.12 small-cap Long NaN 25.0 9.682622e+07 19.0 Industrials 302 NTNX 24 18.80 small-cap Long NaN 61.0 9.630034e+07 29.0 Technology 238 GWRE 8 0.92 small-cap Long NaN 25.0 9.201097e+07 19.0 Technology 245 DBX 16 4.24 small-cap Long NaN 28.0 7.799290e+07 33.0 Technology 331 BIGC 7 1.60 small-cap Long NaN 27.0 6.909370e+07 18.0 Technology 255 BRKR 15 4.00 small-cap Long NaN 16.0 6.570591e+07 78.0 Healthcare 280 CLR 8 4.45 small-cap Long NaN 40.0 6.213855e+07 47.0 Energy 265 DNLI 21 21.68 small-cap Long NaN 54.0 6.207844e+07 27.0 Healthcare 296 HQY 7 -2.07 small-cap Long NaN 7.0 5.491778e+07 32.0 Healthcare 339 OMCL 6 1.69 small-cap Long NaN 18.0 4.544818e+07 31.0 Healthcare 305 MDLA 7 5.15 small-cap Long NaN 26.0 4.447116e+07 14.0 Technology 293 VRT 33 15.98 small-cap Long NaN 33.0 4.145117e+07 63.0 Industrials 256 SMAR 9 2.90 small-cap Long NaN 27.0 3.421452e+07 14.0 Technology 279 MANH 25 7.10 small-cap Long NaN 25.0 3.125082e+07 46.0 Technology 250 KOF 23 7.79 small-cap Long NaN 37.0 1.278969e+07 61.0 Consumer Defensive 286 PBCTP 10 0.28 small-cap Long NaN 30.0 9.681121e+05 33.0 Financial Services 290 JSM 23 1.86 small-cap Long NaN 26.0 9.322708e+05 42.0 unknown Mean Return: 9.629130434782608 Mean Day/Week: 13.91304347826087 Accuracy:0.9565217391304348 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 306 ALK 10 -3.67 small-cap Short NaN -57.0 2.471284e+08 -21.0 Industrials 303 CDK 8 -2.57 small-cap Short NaN -12.0 1.140906e+08 -14.0 Technology 282 VOYA 9 3.51 small-cap Short NaN -36.0 9.543545e+07 -16.0 Financial Services 311 TKR 8 -0.56 small-cap Short NaN -28.0 8.482750e+07 -12.0 Industrials 247 BG 8 -2.53 small-cap Short NaN -29.0 8.415403e+07 -12.0 Consumer Defensive 281 RGA 10 -1.55 small-cap Short NaN -49.0 6.819902e+07 -18.0 Financial Services 241 GL 9 3.32 small-cap Short NaN -29.0 6.083751e+07 -10.0 Financial Services 330 HBI 8 0.63 small-cap Short NaN -36.0 5.812955e+07 -23.0 Consumer Cyclical 248 WU 11 -5.04 small-cap Short NaN -42.0 5.601882e+07 -29.0 Financial Services 288 KNX 8 -0.03 small-cap Short NaN -49.0 5.451631e+07 -15.0 Industrials 283 WAL 9 4.28 small-cap Short NaN -36.0 5.208681e+07 -15.0 Financial Services 276 PAAS 8 -0.47 small-cap Short NaN -20.0 4.849517e+07 -14.0 Basic Materials 327 LSTR 18 -1.92 small-cap Short NaN -35.0 4.818978e+07 -21.0 Industrials 285 CASY 14 -6.27 small-cap Short NaN -44.0 3.841746e+07 -16.0 Consumer Defensive 332 VAC 11 -4.74 small-cap Short NaN -69.0 3.757059e+07 -31.0 Consumer Cyclical 328 MDU 7 1.12 small-cap Short NaN -35.0 3.259369e+07 -10.0 Basic Materials 249 GFL 11 -0.24 small-cap Short NaN -11.0 2.424720e+07 -30.0 Industrials 321 SNV 8 -1.51 small-cap Short NaN -36.0 2.277043e+07 -10.0 Financial Services 258 ATR 7 -0.55 small-cap Short NaN -31.0 1.908903e+07 -13.0 Consumer Cyclical 336 BWXT 11 -7.46 small-cap Short NaN -46.0 1.178273e+07 -30.0 Industrials 243 MNSO 7 -3.20 small-cap Short NaN -7.0 9.891675e+06 -26.0 Consumer Cyclical 261 AEG 9 -0.61 small-cap Short NaN -27.0 6.099655e+06 -32.0 Financial Services 260 CIB 7 0.65 small-cap Short NaN -7.0 5.659200e+06 -137.0 Financial Services Mean Return: -1.2786956521739132 Mean Day/Week: 9.391304347826088 Accuracy:0.7391304347826086 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 7 Consumer Cyclical 21 Consumer Defensive 3 Energy 13 Financial Services 45 Healthcare 39 Industrials 22 Real Estate 10 Technology 45 Utilities 2 unknown 5 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 18 Communication Services 3 Consumer Cyclical 29 Consumer Defensive 8 Energy 6 Financial Services 57 Healthcare 20 Industrials 36 Real Estate 7 Technology 9 Utilities 11 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 426 GOOS 2 0.39 penny-cap Long NaN 5.0 1.434991e+07 5.0 Consumer Cyclical 659 HHR 1 0.00 penny-cap Long NaN 2.0 1.278290e+07 4.0 Industrials Mean Return: 0.39 Mean Day/Week: 3.0 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 733 CVM 2 -32.35 penny-cap Short NaN -3.0 1.301381e+08 -3.0 Healthcare 417 PK 3 0.55 penny-cap Short NaN -3.0 7.191264e+07 -4.0 Real Estate Mean Return: -15.9 Mean Day/Week: 2.5 Accuracy:0.5 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 454 KTOS 2 -3.75 penny-cap Long NaN 20.0 7.773363e+07 5.0 Industrials 457 CSIQ 1 0.00 penny-cap Long NaN 25.0 7.161311e+07 3.0 Technology 554 LAC 1 0.00 penny-cap Long NaN 6.0 3.637800e+07 3.0 Basic Materials 426 GOOS 2 0.39 penny-cap Long NaN 5.0 1.434991e+07 5.0 Consumer Cyclical 659 HHR 1 0.00 penny-cap Long NaN 2.0 1.278290e+07 4.0 Industrials Mean Return: -1.68 Mean Day/Week: 3.5 Accuracy:0.5 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 733 CVM 2 -32.35 penny-cap Short NaN -3.0 1.301381e+08 -3.0 Healthcare 417 PK 3 0.55 penny-cap Short NaN -3.0 7.191264e+07 -4.0 Real Estate 358 MMS 2 -0.17 penny-cap Short NaN -47.0 2.234209e+07 -3.0 Industrials 512 CATY 3 -1.28 penny-cap Short NaN -15.0 1.530699e+07 -3.0 Financial Services 614 HTLF 2 -0.21 penny-cap Short NaN -16.0 7.252719e+06 -4.0 Financial Services 654 SASR 2 0.25 penny-cap Short NaN -30.0 5.031570e+06 -3.0 Financial Services Mean Return: -5.535 Mean Day/Week: 2.3333333333333335 Accuracy:0.6666666666666666 *******************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 378 HCM 5 23.27 penny-cap Long NaN 5.0 1.153557e+08 6.0 Healthcare 429 AEO 4 -0.12 penny-cap Long NaN 5.0 1.018590e+08 78.0 Consumer Cyclical 348 CROX 5 2.98 penny-cap Long NaN 5.0 9.793774e+07 78.0 Consumer Cyclical 541 RRC 5 4.38 penny-cap Long NaN 5.0 5.436515e+07 42.0 Energy 677 ANF 4 0.44 penny-cap Long NaN 4.0 5.042591e+07 78.0 Consumer Cyclical 704 QADA 3 -0.03 penny-cap Long NaN 3.0 3.757480e+07 24.0 Technology 419 SIGI 5 2.72 penny-cap Long NaN 5.0 2.397114e+07 8.0 Financial Services 757 MDP 1 0.00 penny-cap Long NaN 1.0 2.342002e+07 78.0 Communication Services 521 ATRC 5 0.99 penny-cap Long NaN 5.0 1.709109e+07 78.0 Healthcare 432 VIAV 3 -1.57 penny-cap Long NaN 3.0 1.691900e+07 34.0 Technology 387 ALTR 5 -1.39 penny-cap Long NaN 5.0 1.477875e+07 9.0 Technology 426 GOOS 2 0.39 penny-cap Long NaN 5.0 1.434991e+07 5.0 Consumer Cyclical 715 CRTO 4 3.81 penny-cap Long NaN 4.0 1.417988e+07 78.0 Communication Services 661 SCS 1 0.00 penny-cap Long NaN 5.0 1.344102e+07 7.0 Industrials 659 HHR 1 0.00 penny-cap Long NaN 2.0 1.278290e+07 4.0 Industrials 617 BSM 4 0.96 penny-cap Long NaN 4.0 1.185653e+07 58.0 Energy 504 ONTO 3 -0.72 penny-cap Long NaN 3.0 1.147962e+07 29.0 Technology 357 DRVN 4 0.32 penny-cap Long NaN 4.0 1.034212e+07 35.0 Consumer Cyclical 582 NVMI 3 -0.37 penny-cap Long NaN 3.0 9.386963e+06 31.0 Technology 396 WTS 1 0.00 penny-cap Long NaN 1.0 9.230996e+06 49.0 Industrials 597 CALX 4 -1.02 penny-cap Long NaN 4.0 9.058678e+06 33.0 Technology 669 USA 4 -1.75 penny-cap Long NaN 4.0 6.012594e+06 78.0 Financial Services 693 BST 1 0.00 penny-cap Long NaN 1.0 4.173743e+06 33.0 Financial Services 438 NVG 2 0.22 penny-cap Long NaN 2.0 4.132125e+06 61.0 Financial Services 466 SOGO 3 0.71 penny-cap Long NaN 3.0 4.107135e+06 58.0 Communication Services 740 RNP 1 0.00 penny-cap Long NaN 1.0 3.812324e+06 78.0 Financial Services 608 ADX 3 0.10 penny-cap Long NaN 3.0 3.232514e+06 78.0 Financial Services 711 NMZ 1 0.00 penny-cap Long NaN 1.0 3.229946e+06 60.0 Financial Services 570 NAC 2 0.25 penny-cap Long NaN 2.0 2.255408e+06 60.0 Financial Services 446 SLMBP 2 0.05 penny-cap Long NaN 2.0 6.011657e+05 78.0 Financial Services Mean Return: 1.505217391304348 Mean Day/Week: 3.9565217391304346 Accuracy:0.6521739130434783 *******************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 733 CVM 2 -32.35 penny-cap Short NaN -3.0 1.301381e+08 -3.0 Healthcare 439 SABR 3 1.56 penny-cap Short NaN -4.0 9.733509e+07 -7.0 Technology 417 PK 3 0.55 penny-cap Short NaN -3.0 7.191264e+07 -4.0 Real Estate 385 TRIP 1 0.00 penny-cap Short NaN -1.0 5.643076e+07 -45.0 Consumer Cyclical 563 PRPL 1 0.00 penny-cap Short NaN -1.0 5.369248e+07 -30.0 Consumer Cyclical 678 CYTK 2 -6.30 penny-cap Short NaN -2.0 3.058691e+07 -23.0 Healthcare 594 INT 3 -0.23 penny-cap Short NaN -3.0 1.481213e+07 -10.0 Energy 710 TBPH 4 -7.01 penny-cap Short NaN -4.0 1.188446e+07 -34.0 Healthcare 557 FUN 3 -0.38 penny-cap Short NaN -3.0 1.157757e+07 -37.0 Consumer Cyclical 572 AVNS 3 -3.30 penny-cap Short NaN -3.0 1.116032e+07 -73.0 Healthcare 524 XNCR 3 -1.95 penny-cap Short NaN -3.0 1.106360e+07 -73.0 Healthcare 625 SPNS 1 0.00 penny-cap Short NaN -1.0 6.773037e+06 -41.0 Technology 687 ALX 1 0.00 penny-cap Short NaN -4.0 6.058618e+06 -49.0 Real Estate 754 AKRO 2 -3.12 penny-cap Short NaN -2.0 5.089672e+06 -7.0 Healthcare 694 KROS 5 -3.37 penny-cap Short NaN -5.0 4.071854e+06 -43.0 Healthcare 685 WMK 2 0.66 penny-cap Short NaN -2.0 4.070291e+06 -51.0 Consumer Defensive 546 MANU 2 -0.13 penny-cap Short NaN -2.0 3.650278e+06 -42.0 Consumer Cyclical 427 MOR 1 0.00 penny-cap Short NaN -1.0 2.062118e+06 -137.0 Healthcare 489 TARO 2 -0.30 penny-cap Short NaN -2.0 1.060762e+06 -9.0 Healthcare 651 SBLKZ 5 0.08 penny-cap Short NaN -5.0 3.798344e+05 -25.0 unknown 717 BROG 1 0.00 penny-cap Short NaN -1.0 2.283382e+05 -54.0 Energy Mean Return: -3.706 Mean Day/Week: 3.3333333333333335 Accuracy:0.7333333333333333 *******************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 399 NTLA 6 76.81 penny-cap Long NaN 22.0 3.738932e+09 27.0 Healthcare 377 AMC 14 16.37 penny-cap Long NaN 33.0 3.306237e+09 36.0 Communication Services 351 DDD 7 8.36 penny-cap Long NaN 33.0 1.830931e+08 25.0 Technology 450 OSTK 6 1.22 penny-cap Long NaN 31.0 1.294991e+08 31.0 Consumer Cyclical 347 STAA 25 11.97 penny-cap Long NaN 25.0 1.228511e+08 64.0 Healthcare 525 TIGR 6 8.66 penny-cap Long NaN 25.0 1.216242e+08 25.0 Financial Services 584 RIG 6 5.46 penny-cap Long NaN 6.0 1.180864e+08 22.0 Energy 375 JOBS 22 6.68 penny-cap Long NaN 61.0 1.048678e+08 41.0 Industrials 517 QFIN 19 14.73 penny-cap Long NaN 27.0 9.843011e+07 27.0 unknown 535 RVLV 11 19.61 penny-cap Long NaN 24.0 9.528126e+07 34.0 Consumer Cyclical 590 ASO 8 3.42 penny-cap Long NaN 23.0 8.933314e+07 78.0 Consumer Cyclical 391 OVV 8 3.70 penny-cap Long NaN 24.0 8.858056e+07 25.0 Energy 718 RAVN 8 0.35 penny-cap Long NaN 8.0 7.741267e+07 50.0 Industrials 398 PD 6 -6.72 penny-cap Long NaN 25.0 7.492305e+07 10.0 Technology 406 SWAV 30 17.43 penny-cap Long NaN 30.0 7.448060e+07 65.0 Healthcare 601 AR 6 6.32 penny-cap Long NaN 6.0 6.589072e+07 78.0 Energy 400 IMAB 7 6.18 penny-cap Long NaN 7.0 6.513798e+07 49.0 Healthcare 443 APLS 25 21.35 penny-cap Long NaN 55.0 6.293734e+07 32.0 Healthcare 451 SPT 20 28.91 penny-cap Long NaN 26.0 6.097344e+07 28.0 Technology 543 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 71.0 Real Estate 763 SM 8 9.23 penny-cap Long NaN 24.0 5.767528e+07 78.0 Energy 414 CDNA 18 5.19 penny-cap Long NaN 27.0 5.684115e+07 29.0 Healthcare 764 CDMO 21 16.99 penny-cap Long NaN 21.0 5.561205e+07 78.0 Healthcare 578 MAC 8 2.71 penny-cap Long NaN 49.0 5.101527e+07 39.0 Real Estate 655 SYKE 8 -0.22 penny-cap Long NaN 9.0 4.766976e+07 9.0 Technology 520 MDRX 8 3.05 penny-cap Long NaN 55.0 4.760720e+07 36.0 Healthcare 477 FRHC 11 6.10 penny-cap Long NaN 23.0 4.679471e+07 22.0 Financial Services 571 SIG 14 8.15 penny-cap Long NaN 14.0 4.442852e+07 17.0 Consumer Cyclical 667 DEN 29 24.47 penny-cap Long NaN 29.0 4.242663e+07 78.0 Energy 604 DDS 8 11.69 penny-cap Long NaN 33.0 4.220690e+07 48.0 Consumer Cyclical 369 JCOM 15 7.68 penny-cap Long NaN 18.0 4.202304e+07 78.0 Technology 626 GSAT 7 -3.77 penny-cap Long NaN 8.0 4.147538e+07 16.0 Communication Services 364 RPD 11 3.63 penny-cap Long NaN 28.0 3.634066e+07 33.0 Technology 618 VSTO 7 6.33 penny-cap Long NaN 7.0 3.551573e+07 42.0 Consumer Cyclical 666 CNST 15 0.51 penny-cap Long NaN 33.0 3.404343e+07 21.0 Healthcare 384 TRUP 17 17.92 penny-cap Long NaN 54.0 3.376102e+07 25.0 Financial Services 634 DRNA 19 19.51 penny-cap Long NaN 27.0 3.098045e+07 33.0 Healthcare 566 MGY 8 6.44 penny-cap Long NaN 24.0 3.074032e+07 25.0 Energy 595 INMD 9 4.48 penny-cap Long NaN 19.0 3.056185e+07 33.0 Healthcare 349 WK 11 5.38 penny-cap Long NaN 27.0 3.054105e+07 19.0 Technology 723 RGR 9 11.18 penny-cap Long NaN 37.0 2.907884e+07 39.0 Industrials 453 PZZA 13 2.58 penny-cap Long NaN 17.0 2.892852e+07 39.0 Consumer Cyclical 610 MTDR 7 4.63 penny-cap Long NaN 7.0 2.661773e+07 78.0 Energy 475 CYRX 7 -4.14 penny-cap Long NaN 24.0 2.600439e+07 24.0 Industrials 388 LPSN 9 2.72 penny-cap Long NaN 29.0 2.583518e+07 19.0 Technology 529 NSA 21 8.37 penny-cap Long NaN 21.0 2.529765e+07 78.0 Real Estate 591 SKY 9 4.26 penny-cap Long NaN 25.0 2.416297e+07 25.0 Consumer Cyclical 344 DAVA 31 22.54 penny-cap Long NaN 47.0 2.396921e+07 50.0 Technology 366 HLI 8 4.87 penny-cap Long NaN 35.0 2.353924e+07 35.0 Financial Services 643 BOOT 6 0.76 penny-cap Long NaN 6.0 2.260088e+07 78.0 Consumer Cyclical 501 ACCD 16 3.48 penny-cap Long NaN 27.0 2.196161e+07 31.0 Healthcare 499 AMRC 20 13.38 penny-cap Long NaN 60.0 2.190891e+07 25.0 Industrials 593 DOMO 20 21.42 penny-cap Long NaN 27.0 2.111417e+07 29.0 Technology 579 SGRY 47 31.33 penny-cap Long NaN 47.0 2.022283e+07 78.0 Healthcare 497 MIME 36 14.41 penny-cap Long NaN 57.0 1.967556e+07 38.0 Technology 639 ZUO 7 -0.00 penny-cap Long NaN 13.0 1.965277e+07 13.0 Technology 483 PHR 6 3.16 penny-cap Long NaN 25.0 1.945913e+07 17.0 Healthcare 434 SVMK 9 7.59 penny-cap Long NaN 57.0 1.936393e+07 23.0 Technology 644 IRWD 7 2.42 penny-cap Long NaN 7.0 1.898407e+07 57.0 Healthcare 459 AQUA 8 4.21 penny-cap Long NaN 28.0 1.897548e+07 58.0 Industrials 628 ACMR 10 -3.79 penny-cap Long NaN 24.0 1.896631e+07 14.0 Technology 395 KRNT 13 3.09 penny-cap Long NaN 27.0 1.869612e+07 25.0 Industrials 635 HSKA 16 12.81 penny-cap Long NaN 16.0 1.864305e+07 33.0 Healthcare 548 MODV 16 5.34 penny-cap Long NaN 42.0 1.826586e+07 17.0 Healthcare 611 PRFT 57 24.06 penny-cap Long NaN 57.0 1.742339e+07 78.0 Technology 712 VLRS 11 2.80 penny-cap Long NaN 11.0 1.614499e+07 78.0 Industrials 442 WNS 11 2.77 penny-cap Long NaN 28.0 1.595635e+07 29.0 Industrials 731 CRK 17 10.39 penny-cap Long NaN 42.0 1.566972e+07 23.0 Energy 411 INOV 16 5.48 penny-cap Long NaN 16.0 1.531225e+07 78.0 Healthcare 721 EVRI 8 5.49 penny-cap Long NaN 47.0 1.502131e+07 50.0 Consumer Cyclical 726 LNTH 10 10.88 penny-cap Long NaN 22.0 1.473016e+07 24.0 Healthcare 514 FHI 8 1.14 penny-cap Long NaN 11.0 1.471104e+07 41.0 Financial Services 664 BSIG 7 -1.55 penny-cap Long NaN 7.0 1.456760e+07 64.0 Financial Services 736 FINV 14 15.31 penny-cap Long NaN 29.0 1.354724e+07 31.0 Financial Services 698 BLFS 9 5.28 penny-cap Long NaN 29.0 1.204868e+07 12.0 Healthcare 706 INVA 8 -0.05 penny-cap Long NaN 8.0 1.189730e+07 37.0 Healthcare 435 OPCH 16 4.36 penny-cap Long NaN 25.0 1.179681e+07 18.0 Healthcare 490 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 68.0 Financial Services 562 RMBS 10 6.48 penny-cap Long NaN 24.0 1.167819e+07 13.0 Technology 545 MXL 6 6.14 penny-cap Long NaN 25.0 1.154653e+07 27.0 Technology 689 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 716 GLNG 8 0.79 penny-cap Long NaN 33.0 9.050479e+06 33.0 Energy 596 CVA 16 0.42 penny-cap Long NaN 16.0 8.720913e+06 43.0 Industrials 688 PACK 7 4.66 penny-cap Long NaN 7.0 8.523341e+06 32.0 Consumer Cyclical 602 FTAI 15 8.20 penny-cap Long NaN 25.0 8.373140e+06 18.0 Industrials 473 NOAH 10 0.61 penny-cap Long NaN 33.0 8.358507e+06 14.0 Financial Services 569 SITM 11 7.44 penny-cap Long NaN 27.0 8.107963e+06 18.0 Technology 699 INBX 9 3.97 penny-cap Long NaN 61.0 7.594282e+06 20.0 Healthcare 633 PMT 13 2.94 penny-cap Long NaN 18.0 7.566626e+06 19.0 Real Estate 660 BBN 17 2.18 penny-cap Long NaN 66.0 7.483083e+06 31.0 Financial Services 462 NAD 29 3.63 penny-cap Long NaN 29.0 7.461317e+06 60.0 Financial Services 495 BSTZ 11 5.56 penny-cap Long NaN 23.0 7.158270e+06 28.0 unknown 421 MSP 7 3.27 penny-cap Long NaN 7.0 7.054183e+06 33.0 Technology 673 EVV 19 2.68 penny-cap Long NaN 30.0 6.793443e+06 33.0 Financial Services 461 CNS 37 16.89 penny-cap Long NaN 80.0 6.692879e+06 48.0 Financial Services 630 CSII 8 0.82 penny-cap Long NaN 28.0 6.425990e+06 17.0 Healthcare 576 VRRM 12 4.17 penny-cap Long NaN 12.0 6.079742e+06 20.0 Industrials 620 CRVL 7 4.44 penny-cap Long NaN 7.0 5.147719e+06 61.0 Financial Services 683 BTZ 6 2.15 penny-cap Long NaN 64.0 4.898269e+06 43.0 Financial Services 538 PAX 6 1.39 penny-cap Long NaN 38.0 4.717650e+06 21.0 Financial Services 552 NZF 9 0.94 penny-cap Long NaN 23.0 4.541822e+06 60.0 Financial Services 413 SAFE 14 2.44 penny-cap Long NaN 28.0 4.472852e+06 18.0 Real Estate 670 VCTR 7 2.82 penny-cap Long NaN 7.0 4.381947e+06 78.0 Financial Services 701 NFJ 7 1.62 penny-cap Long NaN 19.0 3.993444e+06 64.0 Financial Services 725 FAX 7 1.60 penny-cap Long NaN 59.0 3.833013e+06 27.0 Financial Services 713 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 588 EVA 6 0.91 penny-cap Long NaN 7.0 3.622370e+06 8.0 Basic Materials 746 HQH 6 1.86 penny-cap Long NaN 25.0 3.618358e+06 18.0 Financial Services 720 ESTA 6 6.50 penny-cap Long NaN 6.0 3.613605e+06 78.0 Healthcare 696 RDWR 19 6.05 penny-cap Long NaN 28.0 3.578052e+06 38.0 Technology 761 AWF 20 3.02 penny-cap Long NaN 26.0 2.363277e+06 33.0 Financial Services 632 DCBO 8 6.85 penny-cap Long NaN 63.0 2.331036e+06 48.0 Technology 511 TDA 8 1.28 penny-cap Long NaN 21.0 1.542615e+06 33.0 unknown 714 NRK 21 1.91 penny-cap Long NaN 21.0 1.080129e+06 57.0 Financial Services Mean Return: 7.1535087719298245 Mean Day/Week: 13.105263157894736 Accuracy:0.9298245614035088 *******************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 379 JBLU 12 -7.27 penny-cap Short NaN -57.0 1.802045e+08 -21.0 Industrials 526 SAVE 19 -14.67 penny-cap Short NaN -19.0 9.294620e+07 -37.0 Industrials 374 HFC 10 -2.26 penny-cap Short NaN -10.0 8.279884e+07 -41.0 Energy 403 KBH 7 -5.73 penny-cap Short NaN -50.0 7.346401e+07 -16.0 Consumer Cyclical 609 BLMN 10 3.94 penny-cap Short NaN -36.0 7.231423e+07 -14.0 Consumer Cyclical 452 ADS 7 -0.93 penny-cap Short NaN -30.0 5.374412e+07 -10.0 Financial Services 458 CBRL 16 -5.70 penny-cap Short NaN -54.0 5.210189e+07 -37.0 Consumer Cyclical 583 CAKE 10 0.45 penny-cap Short NaN -37.0 5.111103e+07 -15.0 Consumer Cyclical 350 NYCB 15 -5.73 penny-cap Short NaN -15.0 3.618254e+07 -41.0 Financial Services 649 PLAY 14 -5.10 penny-cap Short NaN -63.0 3.204395e+07 -37.0 Consumer Cyclical 549 THS 24 -9.33 penny-cap Short NaN -26.0 3.183300e+07 -41.0 Consumer Defensive 479 ALGT 21 -12.90 penny-cap Short NaN -70.0 3.164625e+07 -42.0 Industrials 739 ACRS 17 -5.35 penny-cap Short NaN -56.0 3.151223e+07 -38.0 Healthcare 503 UTZ 13 -8.38 penny-cap Short NaN -35.0 3.086358e+07 -34.0 Consumer Defensive 431 AVT 8 1.70 penny-cap Short NaN -43.0 3.076204e+07 -10.0 Technology 353 SAGE 12 -3.04 penny-cap Short NaN -12.0 3.035188e+07 -13.0 Healthcare 401 HAIN 6 0.67 penny-cap Short NaN -6.0 2.972186e+07 -52.0 Consumer Defensive 536 FLR 11 -1.98 penny-cap Short NaN -34.0 2.917466e+07 -34.0 Industrials 393 PNM 6 0.74 penny-cap Short NaN -35.0 2.798369e+07 -13.0 Utilities 447 TMHC 15 -4.24 penny-cap Short NaN -43.0 2.715799e+07 -21.0 Consumer Cyclical 507 ONB 10 -3.45 penny-cap Short NaN -68.0 2.548544e+07 -43.0 Financial Services 464 TRN 8 -0.45 penny-cap Short NaN -9.0 2.501595e+07 -10.0 Industrials 455 PCH 7 1.28 penny-cap Short NaN -35.0 2.491077e+07 -17.0 Real Estate 585 TSE 10 4.10 penny-cap Short NaN -30.0 2.381159e+07 -31.0 Basic Materials 645 FSM 10 -7.48 penny-cap Short NaN -11.0 2.345190e+07 -20.0 Basic Materials 456 LCII 8 2.26 penny-cap Short NaN -14.0 2.306237e+07 -15.0 Consumer Cyclical 346 PAG 9 3.99 penny-cap Short NaN -36.0 2.263402e+07 -19.0 Consumer Cyclical 480 CNO 9 4.53 penny-cap Short NaN -26.0 2.256964e+07 -15.0 Financial Services 370 AL 15 -8.62 penny-cap Short NaN -15.0 2.179463e+07 -38.0 Industrials 598 FMBI 17 -5.73 penny-cap Short NaN -66.0 2.063030e+07 -31.0 Financial Services 444 MDC 13 -3.04 penny-cap Short NaN -51.0 2.031231e+07 -22.0 Consumer Cyclical 603 BCC 7 1.94 penny-cap Short NaN -32.0 2.018735e+07 -13.0 Basic Materials 509 ASB 7 -3.25 penny-cap Short NaN -26.0 1.953233e+07 -10.0 Financial Services 510 NWE 9 -1.71 penny-cap Short NaN -46.0 1.853499e+07 -26.0 Utilities 389 RXT 12 -3.53 penny-cap Short NaN -47.0 1.853333e+07 -36.0 Technology 500 WOR 12 -1.02 penny-cap Short NaN -35.0 1.851900e+07 -31.0 Industrials 592 SKYW 19 -10.57 penny-cap Short NaN -19.0 1.740485e+07 -43.0 Industrials 465 SR 7 1.58 penny-cap Short NaN -7.0 1.693250e+07 -7.0 Utilities 622 MDGL 7 -4.76 penny-cap Short NaN -29.0 1.685622e+07 -25.0 Healthcare 755 KRA 15 -4.28 penny-cap Short NaN -43.0 1.666319e+07 -44.0 Basic Materials 652 PATK 10 -1.22 penny-cap Short NaN -35.0 1.662502e+07 -20.0 Consumer Cyclical 463 GATX 7 -2.23 penny-cap Short NaN -30.0 1.652496e+07 -10.0 Industrials 547 EQX 6 -3.46 penny-cap Short NaN -11.0 1.623931e+07 -10.0 Basic Materials 605 ENDP 7 -1.76 penny-cap Short NaN -7.0 1.562973e+07 -67.0 Healthcare 363 ALSN 10 0.48 penny-cap Short NaN -26.0 1.506567e+07 -18.0 Consumer Cyclical 589 CMP 10 -3.93 penny-cap Short NaN -28.0 1.491319e+07 -13.0 Basic Materials 491 BXS 14 -5.87 penny-cap Short NaN -14.0 1.465687e+07 -51.0 Financial Services 441 HOMB 9 2.51 penny-cap Short NaN -69.0 1.410482e+07 -16.0 Financial Services 496 COLB 10 -3.58 penny-cap Short NaN -71.0 1.336393e+07 -56.0 Financial Services 494 DAN 8 1.53 penny-cap Short NaN -16.0 1.335578e+07 -10.0 Consumer Cyclical 565 FULT 9 2.12 penny-cap Short NaN -68.0 1.322586e+07 -10.0 Financial Services 564 IOSP 10 -3.28 penny-cap Short NaN -15.0 1.305509e+07 -16.0 Basic Materials 532 ABM 13 -7.29 penny-cap Short NaN -51.0 1.298612e+07 -23.0 Industrials 636 SBCF 9 3.39 penny-cap Short NaN -31.0 1.281144e+07 -10.0 Financial Services 420 OGS 7 -0.78 penny-cap Short NaN -7.0 1.241844e+07 -9.0 Utilities 523 AUB 7 -2.81 penny-cap Short NaN -21.0 1.218024e+07 -10.0 Financial Services 606 MTOR 11 -2.77 penny-cap Short NaN -11.0 1.169396e+07 -64.0 Consumer Cyclical 528 AVA 9 -1.46 penny-cap Short NaN -53.0 1.136951e+07 -22.0 Utilities 423 SNDR 10 1.70 penny-cap Short NaN -31.0 1.133553e+07 -26.0 Industrials 418 AXS 9 3.57 penny-cap Short NaN -30.0 1.121128e+07 -16.0 Financial Services 640 EB 12 -6.43 penny-cap Short NaN -12.0 1.094812e+07 -36.0 Technology 658 ATSG 9 1.50 penny-cap Short NaN -9.0 1.057560e+07 -50.0 Industrials 542 IBOC 8 -4.97 penny-cap Short NaN -30.0 9.812563e+06 -10.0 Financial Services 534 DOOR 10 1.00 penny-cap Short NaN -41.0 9.749318e+06 -21.0 Industrials 657 NTB 9 -1.32 penny-cap Short NaN -36.0 9.619783e+06 -27.0 Financial Services 519 SCL 7 -4.21 penny-cap Short NaN -27.0 9.463805e+06 -10.0 Basic Materials 675 PRIM 10 -1.95 penny-cap Short NaN -10.0 9.457183e+06 -49.0 Industrials 537 MEOH 10 -0.21 penny-cap Short NaN -29.0 9.431266e+06 -37.0 Basic Materials 751 NBHC 9 3.40 penny-cap Short NaN -69.0 8.931398e+06 -27.0 Financial Services 752 BJRI 15 -4.67 penny-cap Short NaN -71.0 8.571932e+06 -31.0 Consumer Cyclical 638 LZB 11 -0.71 penny-cap Short NaN -35.0 8.567834e+06 -31.0 Consumer Cyclical 629 FBK 17 -7.85 penny-cap Short NaN -69.0 8.301722e+06 -46.0 Financial Services 555 RUSHA 10 -2.11 penny-cap Short NaN -51.0 8.216595e+06 -21.0 Consumer Cyclical 544 WWW 10 -1.04 penny-cap Short NaN -35.0 7.877781e+06 -30.0 Consumer Cyclical 580 FRME 15 -4.55 penny-cap Short NaN -68.0 7.832376e+06 -27.0 Financial Services 539 FIBK 16 -9.23 penny-cap Short NaN -70.0 7.652924e+06 -37.0 Financial Services 676 TBK 9 2.34 penny-cap Short NaN -49.0 7.007418e+06 -31.0 Financial Services 637 CVI 9 4.41 penny-cap Short NaN -13.0 6.757935e+06 -62.0 Energy 518 CVBF 9 0.81 penny-cap Short NaN -10.0 6.742875e+06 -10.0 Financial Services 627 TRMK 10 -2.57 penny-cap Short NaN -65.0 6.269186e+06 -26.0 Financial Services 735 CMCO 10 1.25 penny-cap Short NaN -70.0 6.065505e+06 -26.0 Industrials 646 NWBI 9 1.24 penny-cap Short NaN -9.0 6.015758e+06 -10.0 Financial Services 663 WABC 15 -4.55 penny-cap Short NaN -70.0 6.013185e+06 -27.0 Financial Services 758 MATW 10 -2.06 penny-cap Short NaN -69.0 5.964505e+06 -27.0 Industrials 650 HMN 6 -1.50 penny-cap Short NaN -6.0 5.518402e+06 -49.0 Financial Services 682 HOPE 9 1.66 penny-cap Short NaN -65.0 5.218595e+06 -10.0 Financial Services 690 CVGW 16 -7.09 penny-cap Short NaN -46.0 5.003140e+06 -43.0 Consumer Defensive 734 SAFT 9 -0.47 penny-cap Short NaN -26.0 4.826510e+06 -22.0 Financial Services 724 PLUS 22 -6.61 penny-cap Short NaN -69.0 4.773932e+06 -30.0 Technology 744 AMSF 8 -0.92 penny-cap Short NaN -29.0 4.752756e+06 -19.0 Financial Services 631 CFFN 26 -3.36 penny-cap Short NaN -26.0 4.666729e+06 -61.0 Financial Services 730 OCFC 10 -2.59 penny-cap Short NaN -65.0 4.469867e+06 -39.0 Financial Services 672 CGEM 9 1.65 penny-cap Short NaN -9.0 4.031780e+06 -120.0 Healthcare 686 AROC 10 -0.18 penny-cap Short NaN -10.0 4.024611e+06 -10.0 Energy 745 ORIC 19 -7.54 penny-cap Short NaN -19.0 3.737331e+06 -137.0 Healthcare 674 NBTB 10 -4.54 penny-cap Short NaN -26.0 3.686386e+06 -26.0 Financial Services 600 PRK 10 -4.30 penny-cap Short NaN -16.0 3.634384e+06 -43.0 Financial Services 722 RMAX 13 -2.05 penny-cap Short NaN -13.0 3.611139e+06 -56.0 Real Estate 749 CLS 9 1.13 penny-cap Short NaN -13.0 3.493619e+06 -14.0 Technology 727 TCBK 9 0.05 penny-cap Short NaN -15.0 3.174126e+06 -10.0 Financial Services 759 PRA 10 -4.54 penny-cap Short NaN -68.0 3.133812e+06 -37.0 Financial Services 599 BANF 15 -3.59 penny-cap Short NaN -31.0 3.126120e+06 -27.0 Financial Services 665 HTLD 30 -7.17 penny-cap Short NaN -50.0 2.942437e+06 -36.0 Industrials 642 KRO 8 -2.79 penny-cap Short NaN -34.0 2.092983e+06 -18.0 Basic Materials 662 BV 9 1.75 penny-cap Short NaN -43.0 1.850786e+06 -16.0 Industrials 692 NEXA 11 1.47 penny-cap Short NaN -15.0 1.439183e+06 -16.0 Basic Materials 671 MNTK 8 -10.12 penny-cap Short NaN -8.0 1.174163e+06 -111.0 Utilities 747 FOR 14 -3.44 penny-cap Short NaN -40.0 1.046650e+06 -28.0 Real Estate 573 UZC 13 0.04 penny-cap Short NaN -40.0 6.440420e+05 -126.0 unknown 553 RUSHB 10 -2.60 penny-cap Short NaN -53.0 6.139014e+05 -21.0 Consumer Cyclical 485 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -130.0 unknown 487 HKIB 9 -10.39 penny-cap Short NaN -50.0 5.221606e+04 -29.0 Financial Services 574 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 641 PRTC 10 -3.81 penny-cap Short NaN -10.0 2.234395e+04 -36.0 Healthcare 482 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -130.0 Financial Services Mean Return: -2.3746956521739127 Mean Day/Week: 11.208695652173914 Accuracy:0.6956521739130435 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/06/30 05-40-09
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 14 Consumer Cyclical 14 Consumer Defensive 5 Energy 6 Financial Services 15 Healthcare 33 Industrials 10 Real Estate 6 Technology 46 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 8 Consumer Cyclical 12 Consumer Defensive 10 Financial Services 13 Healthcare 9 Industrials 15 Real Estate 2 Technology 7 Utilities 13 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 240 FSLR 2 -0.04 big-cap Long NaN 24.0 1.842479e+08 5.0 Technology Mean Return: -0.04 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 227 IHG 1 0.0 big-cap Short NaN -6.0 9.558800e+06 -5.0 Consumer Cyclical Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 1 FB 4 2.60 big-cap Long NaN 4.0 7.505080e+09 77.0 Communication Services 19 CHTR 4 0.84 big-cap Long NaN 4.0 8.060950e+08 53.0 Communication Services 14 ACN 3 0.60 big-cap Long NaN 3.0 6.108471e+08 77.0 Technology 15 COST 4 1.70 big-cap Long NaN 4.0 5.986201e+08 59.0 Consumer Defensive 29 VALE 1 0.00 big-cap Long NaN 1.0 4.716900e+08 61.0 Basic Materials 23 AMT 1 0.00 big-cap Long NaN 1.0 4.424839e+08 69.0 Real Estate 109 CARR 2 1.73 big-cap Long NaN 2.0 4.371612e+08 77.0 Industrials 17 AZN 3 1.40 big-cap Long NaN 3.0 2.780196e+08 53.0 Healthcare 82 ROP 4 1.30 big-cap Long NaN 4.0 2.108675e+08 62.0 Industrials 171 APO 3 1.35 big-cap Long NaN 3.0 1.806330e+08 53.0 Financial Services 159 ZBRA 2 1.69 big-cap Long NaN 2.0 1.757285e+08 29.0 Technology 194 POOL 2 1.86 big-cap Long NaN 2.0 1.728200e+08 60.0 Consumer Cyclical 56 BAM 3 0.48 big-cap Long NaN 3.0 1.707812e+08 78.0 Financial Services 112 ORLY 1 0.00 big-cap Long NaN 3.0 1.685825e+08 78.0 Consumer Cyclical 111 PAYX 3 1.82 big-cap Long NaN 3.0 1.585622e+08 78.0 Industrials 153 VRSN 5 1.54 big-cap Long NaN 5.0 1.296796e+08 62.0 Technology 187 ULTA 5 0.82 big-cap Long NaN 5.0 1.276397e+08 24.0 Consumer Cyclical 245 AAP 1 0.00 big-cap Long NaN 3.0 1.173296e+08 78.0 Consumer Cyclical 151 KKR 5 1.72 big-cap Long NaN 5.0 1.167400e+08 78.0 Financial Services 97 TROW 3 0.55 big-cap Long NaN 3.0 1.134923e+08 78.0 Financial Services 139 MXIM 2 0.34 big-cap Long NaN 2.0 1.088069e+08 29.0 Technology 188 BPY 2 0.42 big-cap Long NaN 2.0 1.001354e+08 78.0 Real Estate 103 LBRDK 4 2.39 big-cap Long NaN 4.0 9.083118e+07 53.0 Communication Services 202 ZLAB 1 0.00 big-cap Long NaN 1.0 5.876202e+07 33.0 Healthcare 114 BGNE 2 -0.26 big-cap Long NaN 2.0 3.977407e+07 7.0 Healthcare 229 CG 5 1.19 big-cap Long NaN 5.0 3.409933e+07 78.0 Financial Services 218 OSH 3 -5.15 big-cap Long NaN 3.0 3.215406e+07 7.0 Healthcare 150 RCI 5 0.74 big-cap Long NaN 5.0 1.396022e+07 60.0 Communication Services 104 LBRDA 3 -0.21 big-cap Long NaN 3.0 8.119754e+06 53.0 Communication Services Mean Return: 0.8941666666666666 Mean Day/Week: 3.5833333333333335 Accuracy:0.875 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 205 IEP 2 -0.32 big-cap Short NaN -3.0 1.371032e+07 -9.0 Industrials Mean Return: -0.32 Mean Day/Week: 2.0 Accuracy:1.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 NVDA 25 25.27 big-cap Long NaN 25.0 7.313220e+09 59.0 Technology 0 MSFT 13 5.15 big-cap Long NaN 14.0 4.950835e+09 78.0 Technology 215 SPCE 10 36.32 big-cap Long NaN 27.0 3.443358e+09 20.0 Industrials 49 MRNA 7 12.35 big-cap Long NaN 24.0 2.669073e+09 54.0 Healthcare 16 SHOP 11 11.85 big-cap Long NaN 28.0 1.554403e+09 29.0 Technology 2 V 6 0.03 big-cap Long NaN 6.0 1.492167e+09 70.0 Financial Services 11 XOM 7 0.10 big-cap Long NaN 16.0 1.217655e+09 21.0 Energy 4 PYPL 9 5.19 big-cap Long NaN 23.0 1.175186e+09 28.0 Financial Services 61 ROKU 6 8.91 big-cap Long NaN 26.0 1.174118e+09 9.0 Communication Services 20 ZM 8 5.46 big-cap Long NaN 30.0 1.004292e+09 18.0 Communication Services 7 CRM 22 3.33 big-cap Long NaN 25.0 9.320746e+08 28.0 Technology 18 SE 6 2.32 big-cap Long NaN 25.0 8.870831e+08 28.0 Communication Services 35 SPGI 12 3.64 big-cap Long NaN 12.0 7.013429e+08 78.0 Financial Services 30 SNAP 8 6.95 big-cap Long NaN 25.0 6.802831e+08 26.0 Communication Services 6 ADBE 14 9.95 big-cap Long NaN 18.0 6.680798e+08 62.0 Technology 50 DASH 7 6.20 big-cap Long NaN 29.0 6.560890e+08 14.0 Communication Services 67 CRWD 10 9.77 big-cap Long NaN 27.0 5.900917e+08 28.0 Technology 100 XPEV 9 1.06 big-cap Long NaN 28.0 5.897812e+08 21.0 Consumer Cyclical 71 DOCU 10 11.95 big-cap Long NaN 22.0 5.627788e+08 18.0 Technology 33 SNOW 7 -0.99 big-cap Long NaN 30.0 5.486369e+08 23.0 Technology 9 MRK 13 2.11 big-cap Long NaN 13.0 5.095309e+08 14.0 Healthcare 166 OXY 7 6.22 big-cap Long NaN 21.0 4.837153e+08 21.0 Energy 101 INFO 11 2.97 big-cap Long NaN 11.0 4.565919e+08 78.0 Industrials 85 EBAY 7 9.12 big-cap Long NaN 20.0 4.530196e+08 39.0 Consumer Cyclical 125 LI 9 11.03 big-cap Long NaN 30.0 4.409898e+08 23.0 Consumer Cyclical 57 TEAM 10 6.30 big-cap Long NaN 24.0 4.396824e+08 18.0 Technology 26 TGT 7 3.42 big-cap Long NaN 28.0 4.375241e+08 71.0 Consumer Defensive 60 REGN 15 4.64 big-cap Long NaN 18.0 3.912356e+08 47.0 Healthcare 41 PBR 32 22.82 big-cap Long NaN 70.0 3.865253e+08 36.0 Energy 28 ISRG 12 5.39 big-cap Long NaN 12.0 3.751897e+08 57.0 Healthcare 24 INTU 30 16.54 big-cap Long NaN 30.0 3.488984e+08 35.0 Technology 96 MRVL 10 8.41 big-cap Long NaN 26.0 3.218075e+08 28.0 Technology 154 MDB 9 2.92 big-cap Long NaN 27.0 2.498501e+08 18.0 Technology 66 BX 27 8.78 big-cap Long NaN 27.0 2.420752e+08 78.0 Financial Services 73 LULU 12 8.35 big-cap Long NaN 23.0 2.374450e+08 52.0 Consumer Cyclical 141 FTNT 18 9.41 big-cap Long NaN 18.0 2.303135e+08 78.0 Technology 45 ILMN 13 5.65 big-cap Long NaN 27.0 2.170633e+08 23.0 Healthcare 136 KR 9 -0.79 big-cap Long NaN 18.0 2.148764e+08 47.0 Consumer Defensive 80 IDXX 25 13.88 big-cap Long NaN 25.0 2.135078e+08 33.0 Healthcare 124 ROK 7 1.18 big-cap Long NaN 19.0 2.119497e+08 27.0 Industrials 63 EW 26 8.37 big-cap Long NaN 26.0 2.048344e+08 57.0 Healthcare 184 GNRC 11 12.72 big-cap Long NaN 21.0 2.041019e+08 24.0 Industrials 129 ZS 10 4.28 big-cap Long NaN 24.0 2.036320e+08 24.0 Technology 192 DPZ 15 4.84 big-cap Long NaN 15.0 2.035018e+08 60.0 Consumer Cyclical 161 EPAM 16 6.06 big-cap Long NaN 16.0 1.909509e+08 78.0 Technology 133 CPRT 7 1.21 big-cap Long NaN 7.0 1.887544e+08 58.0 Industrials 236 BILL 8 4.42 big-cap Long NaN 22.0 1.846424e+08 17.0 Technology 107 MSCI 12 10.05 big-cap Long NaN 12.0 1.805209e+08 63.0 Financial Services 102 PANW 8 1.09 big-cap Long NaN 26.0 1.797634e+08 28.0 Technology 172 HUBS 9 4.56 big-cap Long NaN 12.0 1.783725e+08 18.0 Technology 75 VEEV 15 9.77 big-cap Long NaN 24.0 1.776193e+08 24.0 Healthcare 137 NET 17 23.05 big-cap Long NaN 25.0 1.769467e+08 30.0 Technology 65 MCO 12 5.30 big-cap Long NaN 12.0 1.596425e+08 78.0 Financial Services 38 ZTS 14 3.22 big-cap Long NaN 14.0 1.561560e+08 56.0 Healthcare 134 WELL 19 8.53 big-cap Long NaN 20.0 1.382462e+08 78.0 Real Estate 83 PSA 18 5.71 big-cap Long NaN 18.0 1.278273e+08 78.0 Real Estate 117 SBAC 21 6.42 big-cap Long NaN 21.0 1.262582e+08 70.0 Real Estate 173 ALNY 15 5.59 big-cap Long NaN 29.0 1.239626e+08 23.0 Healthcare 181 WAT 15 5.19 big-cap Long NaN 15.0 1.230049e+08 67.0 Healthcare 116 DDOG 9 5.28 big-cap Long NaN 29.0 1.215054e+08 28.0 Technology 207 CRL 14 4.71 big-cap Long NaN 14.0 1.178524e+08 78.0 Healthcare 126 MTD 12 3.40 big-cap Long NaN 12.0 1.153816e+08 60.0 Healthcare 108 CTAS 7 5.35 big-cap Long NaN 10.0 1.153359e+08 66.0 Industrials 175 AVTR 14 6.67 big-cap Long NaN 14.0 1.148249e+08 62.0 Basic Materials 156 WST 8 2.19 big-cap Long NaN 8.0 1.146791e+08 59.0 Healthcare 152 NDAQ 18 4.24 big-cap Long NaN 18.0 1.140753e+08 78.0 Financial Services 93 A 14 3.99 big-cap Long NaN 22.0 1.139764e+08 61.0 Healthcare 119 MSI 7 2.68 big-cap Long NaN 36.0 1.097509e+08 78.0 Technology 120 RMD 15 15.33 big-cap Long NaN 26.0 1.037487e+08 41.0 Healthcare 37 INFY 16 9.69 big-cap Long NaN 27.0 1.016811e+08 24.0 Technology 203 IFF 6 0.29 big-cap Long NaN 14.0 9.876622e+07 33.0 Basic Materials 179 HZNP 7 1.07 big-cap Long NaN 7.0 9.409050e+07 32.0 Healthcare 189 EXR 18 7.29 big-cap Long NaN 18.0 9.133080e+07 78.0 Real Estate 178 PKI 14 6.50 big-cap Long NaN 14.0 8.527502e+07 39.0 Healthcare 177 PAGS 7 3.67 big-cap Long NaN 28.0 8.220918e+07 22.0 Technology 182 NVCR 22 9.46 big-cap Long NaN 22.0 8.081147e+07 55.0 Healthcare 206 ESTC 8 3.42 big-cap Long NaN 27.0 8.080516e+07 19.0 Technology 211 AVLR 6 3.05 big-cap Long NaN 24.0 7.771890e+07 13.0 Technology 122 SGEN 15 2.05 big-cap Long NaN 61.0 7.212150e+07 31.0 Healthcare 162 INCY 7 -0.25 big-cap Long NaN 27.0 6.120676e+07 38.0 Healthcare 209 TECH 14 2.85 big-cap Long NaN 14.0 5.125071e+07 78.0 Healthcare 221 CABO 8 0.08 big-cap Long NaN 28.0 5.062819e+07 9.0 Communication Services 190 BMRN 14 -0.17 big-cap Long NaN 28.0 4.933137e+07 28.0 Healthcare 243 CBOE 7 1.68 big-cap Long NaN 15.0 4.691031e+07 78.0 Financial Services 246 DADA 6 3.97 big-cap Long NaN 47.0 2.602125e+07 16.0 Consumer Cyclical 135 XP 13 1.00 big-cap Long NaN 16.0 2.455843e+07 22.0 Financial Services 191 ARGX 8 -1.89 big-cap Long NaN 28.0 1.832203e+07 14.0 Healthcare 21 PTR 16 12.31 big-cap Long NaN 39.0 1.199850e+07 40.0 Energy 220 NTCO 33 20.64 big-cap Long NaN 58.0 1.059796e+07 39.0 Consumer Defensive Mean Return: 6.562808988764045 Mean Day/Week: 12.595505617977528 Accuracy:0.9438202247191011 *******************Part 1.8 Big Cap Short Maintainance********************* big_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 31 BKNG 13 -5.79 big-cap Short NaN -40.0 1.122060e+09 -21.0 Consumer Cyclical 5 VZ 6 -0.94 big-cap Short NaN -30.0 8.338960e+08 -17.0 Communication Services 25 CAT 9 2.73 big-cap Short NaN -29.0 7.292563e+08 -14.0 Industrials 52 VRTX 13 2.04 big-cap Short NaN -13.0 5.191184e+08 -13.0 Healthcare 40 FISV 19 -5.76 big-cap Short NaN -45.0 4.609719e+08 -36.0 Technology 51 NSC 6 -0.75 big-cap Short NaN -30.0 4.298929e+08 -10.0 Industrials 132 LUV 9 -4.82 big-cap Short NaN -54.0 4.261009e+08 -19.0 Industrials 140 DAL 12 -6.73 big-cap Short NaN -12.0 4.051583e+08 -21.0 Industrials 69 TAL 39 -64.54 big-cap Short NaN -39.0 3.364501e+08 -137.0 Consumer Defensive 72 MET 7 -0.29 big-cap Short NaN -34.0 2.780393e+08 -9.0 Financial Services 89 MAR 6 -4.58 big-cap Short NaN -9.0 2.604278e+08 -36.0 Consumer Cyclical 44 TFC 8 4.69 big-cap Short NaN -20.0 2.565063e+08 -9.0 Financial Services 163 VIPS 20 -15.93 big-cap Short NaN -67.0 2.538501e+08 -63.0 Consumer Cyclical 59 GPN 10 -2.29 big-cap Short NaN -40.0 2.458802e+08 -39.0 Industrials 36 MO 6 -0.96 big-cap Short NaN -51.0 2.303724e+08 -12.0 Consumer Defensive 90 LVS 19 -10.13 big-cap Short NaN -19.0 2.219120e+08 -40.0 Consumer Cyclical 160 FLT 17 -7.05 big-cap Short NaN -37.0 1.936131e+08 -35.0 Technology 53 ECL 7 -0.81 big-cap Short NaN -33.0 1.805532e+08 -17.0 Basic Materials 42 CB 7 -0.37 big-cap Short NaN -15.0 1.794149e+08 -9.0 Financial Services 183 CMS 8 1.29 big-cap Short NaN -34.0 1.744615e+08 -16.0 Utilities 121 EDU 10 1.22 big-cap Short NaN -36.0 1.609556e+08 -75.0 Consumer Defensive 105 CMI 9 0.99 big-cap Short NaN -69.0 1.542657e+08 -30.0 Industrials 95 SYY 8 1.36 big-cap Short NaN -31.0 1.357390e+08 -15.0 Consumer Defensive 128 GLW 9 3.88 big-cap Short NaN -44.0 1.305215e+08 -17.0 Technology 186 CAH 6 1.27 big-cap Short NaN -8.0 1.171232e+08 -26.0 Healthcare 180 CAG 6 0.65 big-cap Short NaN -15.0 1.168789e+08 -11.0 Consumer Defensive 238 DAR 9 -0.15 big-cap Short NaN -10.0 1.123183e+08 -11.0 Consumer Defensive 127 WEC 6 -1.24 big-cap Short NaN -34.0 1.070663e+08 -12.0 Utilities 158 PPL 8 0.62 big-cap Short NaN -10.0 1.060321e+08 -10.0 Utilities 106 TRV 8 3.30 big-cap Short NaN -30.0 1.048271e+08 -9.0 Financial Services 195 MAS 6 -0.52 big-cap Short NaN -34.0 1.021567e+08 -20.0 Industrials 143 WY 6 0.04 big-cap Short NaN -34.0 9.844143e+07 -19.0 Real Estate 113 PCAR 8 1.30 big-cap Short NaN -12.0 9.814555e+07 -17.0 Industrials 39 CNI 9 0.31 big-cap Short NaN -9.0 9.729767e+07 -35.0 Industrials 176 MTB 6 -0.80 big-cap Short NaN -25.0 9.539174e+07 -9.0 Financial Services 210 HAS 9 2.34 big-cap Short NaN -34.0 8.431311e+07 -12.0 Consumer Cyclical 228 WHR 6 1.00 big-cap Short NaN -32.0 7.722634e+07 -14.0 Consumer Cyclical 174 CVAC 9 16.23 big-cap Short NaN -15.0 7.377931e+07 -14.0 Healthcare 198 ATHM 29 -23.57 big-cap Short NaN -29.0 6.950226e+07 -137.0 Communication Services 185 HPE 8 0.60 big-cap Short NaN -58.0 6.916828e+07 -10.0 Technology 217 MPW 8 2.04 big-cap Short NaN -8.0 6.862886e+07 -41.0 Real Estate 247 SNA 7 -0.57 big-cap Short NaN -29.0 6.687873e+07 -10.0 Industrials 226 CHRW 6 -0.83 big-cap Short NaN -9.0 6.587670e+07 -10.0 Industrials 212 PKG 6 -0.17 big-cap Short NaN -25.0 6.413070e+07 -10.0 Consumer Cyclical 193 CPB 15 -0.60 big-cap Short NaN -16.0 6.299117e+07 -17.0 Consumer Defensive 78 ERIC 8 1.18 big-cap Short NaN -41.0 5.675098e+07 -20.0 Technology 68 VOD 6 -4.95 big-cap Short NaN -29.0 4.947852e+07 -30.0 Communication Services 214 SMG 19 -4.83 big-cap Short NaN -52.0 4.828107e+07 -29.0 Basic Materials 197 ABCL 17 -19.94 big-cap Short NaN -19.0 4.750726e+07 -24.0 Healthcare 98 MFC 13 -3.76 big-cap Short NaN -64.0 4.526651e+07 -29.0 Financial Services 248 AQN 7 -1.08 big-cap Short NaN -7.0 4.239440e+07 -11.0 Utilities 62 PHG 12 -8.03 big-cap Short NaN -45.0 4.234122e+07 -23.0 Healthcare 235 RPM 6 -1.59 big-cap Short NaN -30.0 3.862272e+07 -12.0 Basic Materials 231 WRB 8 2.88 big-cap Short NaN -44.0 2.884841e+07 -20.0 Financial Services 223 SBSW 9 1.97 big-cap Short NaN -14.0 2.681398e+07 -13.0 Basic Materials 130 SLF 7 1.71 big-cap Short NaN -33.0 1.951083e+07 -11.0 Financial Services 225 PLTK 14 -5.46 big-cap Short NaN -14.0 1.928995e+07 -19.0 Communication Services 115 ORAN 7 -3.75 big-cap Short NaN -23.0 7.234393e+06 -19.0 Communication Services 76 PUK 7 -3.23 big-cap Short NaN -58.0 6.252255e+06 -10.0 Financial Services 213 ZNH 17 -7.27 big-cap Short NaN -17.0 6.101014e+05 -42.0 Industrials 244 CEA 6 -1.71 big-cap Short NaN -15.0 1.614753e+05 -45.0 Industrials Mean Return: -2.7893442622950824 Mean Day/Week: 10.180327868852459 Accuracy:0.6065573770491803 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 4 Consumer Cyclical 3 Consumer Defensive 1 Energy 2 Financial Services 6 Healthcare 9 Industrials 2 Real Estate 3 Technology 14 Utilities 2 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 1 Consumer Cyclical 10 Consumer Defensive 5 Energy 1 Financial Services 17 Healthcare 5 Industrials 14 Real Estate 1 Technology 2 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 252 FWONK 4 1.59 small-cap Long NaN 13.0 3.953808e+07 5.0 Communication Services Mean Return: 1.59 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 351 NXST 1 0.00 small-cap Short NaN -67.0 6.070998e+07 -1.0 Communication Services 353 BOKF 2 -0.74 small-cap Short NaN -15.0 7.911092e+06 -2.0 Financial Services Mean Return: -0.74 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 327 DKS 1 0.00 small-cap Long NaN 1.0 2.034629e+08 78.0 Consumer Cyclical 288 ATH 1 0.00 small-cap Long NaN 1.0 9.419811e+07 78.0 Financial Services 287 SYNH 2 1.39 small-cap Long NaN 2.0 5.883477e+07 16.0 Healthcare 318 OMF 4 -1.37 small-cap Long NaN 4.0 5.185733e+07 67.0 Financial Services 314 CACC 1 0.00 small-cap Long NaN 4.0 3.983908e+07 46.0 Financial Services 315 HQY 5 -0.51 small-cap Long NaN 5.0 1.987805e+07 31.0 Healthcare 329 GMED 4 2.95 small-cap Long NaN 5.0 1.717222e+07 58.0 Healthcare 254 FWONA 4 1.72 small-cap Long NaN 5.0 3.652316e+06 7.0 Communication Services Mean Return: 0.836 Mean Day/Week: 4.4 Accuracy:0.6 *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 320 HTA 2 -1.31 small-cap Short NaN -5.0 7.494006e+07 -8.0 Real Estate 273 WEX 1 0.00 small-cap Short NaN -1.0 7.336993e+07 -43.0 Technology 309 H 1 0.00 small-cap Short NaN -1.0 3.617092e+07 -6.0 Consumer Cyclical 312 RBA 2 0.27 small-cap Short NaN -2.0 2.293831e+07 -17.0 Industrials 289 NFE 3 1.30 small-cap Short NaN -3.0 1.011462e+07 -137.0 Utilities 307 GLPG 4 1.97 small-cap Short NaN -4.0 7.991471e+06 -12.0 Healthcare 250 BSAC 3 -2.43 small-cap Short NaN -3.0 7.202457e+06 -37.0 Financial Services Mean Return: -0.040000000000000036 Mean Day/Week: 3.2 Accuracy:0.4 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 337 FUBO 8 9.46 small-cap Long NaN 34.0 2.826397e+08 20.0 Communication Services 338 ASAN 18 50.64 small-cap Long NaN 28.0 1.771136e+08 29.0 Technology 264 FANG 20 7.52 small-cap Long NaN 20.0 1.582118e+08 23.0 Energy 342 UPWK 6 8.74 small-cap Long NaN 24.0 1.064137e+08 18.0 Industrials 298 CLR 7 1.88 small-cap Long NaN 39.0 9.674684e+07 46.0 Energy 258 DBX 15 4.70 small-cap Long NaN 27.0 9.192688e+07 32.0 Technology 281 LSPD 9 9.79 small-cap Long NaN 26.0 6.319864e+07 28.0 Technology 322 NTNX 23 21.82 small-cap Long NaN 60.0 6.140925e+07 28.0 Technology 296 MANH 24 8.12 small-cap Long NaN 24.0 5.779918e+07 45.0 Technology 349 BIGC 6 1.24 small-cap Long NaN 26.0 4.714394e+07 17.0 Technology 253 GWRE 7 3.75 small-cap Long NaN 24.0 4.395646e+07 18.0 Technology 280 DNLI 20 19.65 small-cap Long NaN 53.0 4.320779e+07 26.0 Healthcare 313 VRT 32 15.54 small-cap Long NaN 32.0 4.297392e+07 62.0 Industrials 270 SMAR 8 4.97 small-cap Long NaN 26.0 4.255569e+07 13.0 Technology 326 LSI 33 11.42 small-cap Long NaN 61.0 4.152988e+07 78.0 Real Estate 324 MDLA 6 5.35 small-cap Long NaN 25.0 3.262020e+07 13.0 Technology 268 BRKR 14 4.02 small-cap Long NaN 15.0 2.817010e+07 78.0 Healthcare 302 CUBE 21 5.25 small-cap Long NaN 21.0 2.627428e+07 78.0 Real Estate 263 KOF 22 6.25 small-cap Long NaN 36.0 4.328354e+06 60.0 Consumer Defensive 331 FSV 16 2.73 small-cap Long NaN 16.0 2.566489e+06 78.0 Real Estate 310 JSM 22 1.74 small-cap Long NaN 25.0 5.533696e+05 41.0 unknown 306 PBCTP 9 0.28 small-cap Long NaN 29.0 3.960862e+05 32.0 Financial Services Mean Return: 9.311818181818182 Mean Day/Week: 15.727272727272727 Accuracy:1.0 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 325 ALK 9 -3.97 small-cap Short NaN -55.0 2.049466e+08 -20.0 Industrials 260 BG 7 -0.79 small-cap Short NaN -28.0 1.086180e+08 -11.0 Consumer Defensive 261 WU 10 -4.56 small-cap Short NaN -41.0 8.210980e+07 -28.0 Financial Services 299 RGA 9 -2.13 small-cap Short NaN -48.0 6.945226e+07 -17.0 Financial Services 301 WAL 8 3.74 small-cap Short NaN -35.0 6.372076e+07 -14.0 Financial Services 291 PAAS 7 -1.86 small-cap Short NaN -19.0 6.267796e+07 -13.0 Basic Materials 300 VOYA 8 2.36 small-cap Short NaN -35.0 5.590894e+07 -15.0 Financial Services 305 CASY 13 -6.95 small-cap Short NaN -43.0 5.482691e+07 -15.0 Consumer Defensive 350 VAC 10 -5.07 small-cap Short NaN -68.0 4.855361e+07 -30.0 Consumer Cyclical 340 SNV 7 -1.69 small-cap Short NaN -35.0 4.584787e+07 -9.0 Financial Services 308 KNX 7 0.71 small-cap Short NaN -48.0 4.341941e+07 -14.0 Industrials 348 HBI 7 -0.51 small-cap Short NaN -35.0 3.892097e+07 -22.0 Consumer Cyclical 345 LSTR 17 -1.13 small-cap Short NaN -34.0 3.859565e+07 -20.0 Industrials 323 CDK 7 -1.99 small-cap Short NaN -11.0 3.686820e+07 -13.0 Technology 255 GL 8 3.22 small-cap Short NaN -28.0 3.593699e+07 -9.0 Financial Services 346 MDU 6 0.05 small-cap Short NaN -34.0 3.390819e+07 -9.0 Basic Materials 332 TKR 7 -2.92 small-cap Short NaN -27.0 3.278900e+07 -11.0 Industrials 355 RBC 17 -4.00 small-cap Short NaN -65.0 2.135893e+07 -31.0 Industrials 272 ATR 6 -0.95 small-cap Short NaN -30.0 2.131246e+07 -12.0 Consumer Cyclical 257 MNSO 6 -4.96 small-cap Short NaN -6.0 1.892225e+07 -25.0 Consumer Cyclical 262 GFL 10 -0.05 small-cap Short NaN -10.0 1.797263e+07 -29.0 Industrials 354 BWXT 10 -8.24 small-cap Short NaN -45.0 1.494691e+07 -29.0 Industrials 328 FIZZ 8 4.45 small-cap Short NaN -8.0 1.454463e+07 -19.0 Consumer Defensive 274 CIB 6 -1.18 small-cap Short NaN -6.0 5.674693e+06 -137.0 Financial Services 276 AEG 8 -1.35 small-cap Short NaN -26.0 5.471520e+06 -31.0 Financial Services Mean Return: -1.5907999999999998 Mean Day/Week: 8.72 Accuracy:0.76 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 5 Consumer Cyclical 21 Consumer Defensive 4 Energy 12 Financial Services 40 Healthcare 42 Industrials 16 Real Estate 13 Technology 53 Utilities 3 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 21 Communication Services 4 Consumer Cyclical 32 Consumer Defensive 6 Energy 5 Financial Services 58 Healthcare 23 Industrials 44 Real Estate 6 Technology 9 Utilities 11 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 390 HCM 4 5.09 penny-cap Long NaN 4.0 4.298619e+07 5.0 Healthcare 436 GOOS 1 0.00 penny-cap Long NaN 4.0 2.253297e+07 4.0 Consumer Cyclical Mean Return: 5.09 Mean Day/Week: 5.0 Accuracy:1.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 763 CVM 1 0.00 penny-cap Short NaN -2.0 8.458375e+07 -2.0 Healthcare 719 RAD 2 -1.86 penny-cap Short NaN -4.0 5.384816e+07 -4.0 Healthcare 426 PK 2 -1.07 penny-cap Short NaN -2.0 3.090331e+07 -3.0 Real Estate 484 PDCO 4 -3.37 penny-cap Short NaN -5.0 2.845387e+07 -5.0 Healthcare 439 VC 1 0.00 penny-cap Short NaN -2.0 1.632054e+07 -2.0 Consumer Cyclical Mean Return: -2.1 Mean Day/Week: 3.3333333333333335 Accuracy:1.0 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 506 JKS 3 31.82 penny-cap Long NaN 28.0 3.438096e+08 5.0 Technology 465 KTOS 1 0.00 penny-cap Long NaN 19.0 3.190521e+08 4.0 Industrials 422 EDIT 2 4.80 penny-cap Long NaN 32.0 1.253103e+08 5.0 Healthcare 390 HCM 4 5.09 penny-cap Long NaN 4.0 4.298619e+07 5.0 Healthcare 436 GOOS 1 0.00 penny-cap Long NaN 4.0 2.253297e+07 4.0 Consumer Cyclical 646 CPK 2 -0.12 penny-cap Long NaN 12.0 1.034112e+07 4.0 Utilities Mean Return: 10.3975 Mean Day/Week: 3.25 Accuracy:0.75 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 763 CVM 1 0.00 penny-cap Short NaN -2.0 8.458375e+07 -2.0 Healthcare 373 MMS 1 0.00 penny-cap Short NaN -46.0 5.837677e+07 -2.0 Industrials 719 RAD 2 -1.86 penny-cap Short NaN -4.0 5.384816e+07 -4.0 Healthcare 426 PK 2 -1.07 penny-cap Short NaN -2.0 3.090331e+07 -3.0 Real Estate 484 PDCO 4 -3.37 penny-cap Short NaN -5.0 2.845387e+07 -5.0 Healthcare 531 FUL 2 -1.07 penny-cap Short NaN -34.0 1.755418e+07 -5.0 Basic Materials 439 VC 1 0.00 penny-cap Short NaN -2.0 1.632054e+07 -2.0 Consumer Cyclical 528 CATY 2 -1.13 penny-cap Short NaN -14.0 1.030076e+07 -2.0 Financial Services 634 HTLF 1 0.00 penny-cap Short NaN -15.0 6.589021e+06 -3.0 Financial Services 677 SASR 1 0.00 penny-cap Short NaN -29.0 4.138804e+06 -2.0 Financial Services Mean Return: -1.7 Mean Day/Week: 3.4 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 438 AEO 3 -1.17 penny-cap Long NaN 4.0 1.086882e+08 78.0 Consumer Cyclical 364 CROX 4 2.23 penny-cap Long NaN 4.0 9.930762e+07 78.0 Consumer Cyclical 699 ANF 3 -0.96 penny-cap Long NaN 3.0 7.555446e+07 78.0 Consumer Cyclical 419 CELH 4 1.82 penny-cap Long NaN 5.0 7.045134e+07 28.0 Consumer Defensive 620 AR 5 3.93 penny-cap Long NaN 5.0 6.106751e+07 78.0 Energy 537 URBN 3 -3.20 penny-cap Long NaN 5.0 5.973454e+07 6.0 Consumer Cyclical 743 CRTO 3 4.29 penny-cap Long NaN 3.0 4.907146e+07 78.0 Communication Services 558 RRC 4 0.47 penny-cap Long NaN 4.0 4.708074e+07 41.0 Energy 727 QADA 2 -0.06 penny-cap Long NaN 2.0 4.348042e+07 23.0 Technology 390 HCM 4 5.09 penny-cap Long NaN 4.0 4.298619e+07 5.0 Healthcare 638 VSTO 5 3.54 penny-cap Long NaN 5.0 4.106145e+07 41.0 Consumer Cyclical 399 ALTR 4 2.09 penny-cap Long NaN 4.0 3.322440e+07 8.0 Technology 665 BOOT 5 -2.13 penny-cap Long NaN 5.0 3.022440e+07 78.0 Consumer Cyclical 428 SIGI 4 2.58 penny-cap Long NaN 4.0 2.302314e+07 7.0 Financial Services 436 GOOS 1 0.00 penny-cap Long NaN 4.0 2.253297e+07 4.0 Consumer Cyclical 442 VIAV 2 -0.95 penny-cap Long NaN 2.0 1.742416e+07 33.0 Technology 615 CALX 3 -0.02 penny-cap Long NaN 3.0 1.672616e+07 32.0 Technology 519 ONTO 2 -0.15 penny-cap Long NaN 2.0 1.332124e+07 28.0 Technology 371 DRVN 3 -1.56 penny-cap Long NaN 3.0 1.212437e+07 34.0 Consumer Cyclical 536 ATRC 4 0.95 penny-cap Long NaN 4.0 1.003542e+07 78.0 Healthcare 748 ESTA 5 5.69 penny-cap Long NaN 5.0 7.757226e+06 78.0 Healthcare 769 ZUMZ 4 2.00 penny-cap Long NaN 5.0 6.749708e+06 7.0 Consumer Cyclical 690 USA 3 -1.31 penny-cap Long NaN 3.0 6.332782e+06 78.0 Financial Services 599 NVMI 2 0.13 penny-cap Long NaN 2.0 6.025118e+06 30.0 Technology 447 NVG 1 0.00 penny-cap Long NaN 1.0 5.159193e+06 60.0 Financial Services 627 ADX 2 0.05 penny-cap Long NaN 2.0 3.183415e+06 78.0 Financial Services 478 SOGO 2 0.00 penny-cap Long NaN 2.0 2.350645e+06 57.0 Communication Services 637 BSM 3 -0.84 penny-cap Long NaN 3.0 2.075610e+06 57.0 Energy 587 NAC 1 0.00 penny-cap Long NaN 1.0 1.660619e+06 59.0 Financial Services 456 SLMBP 1 0.00 penny-cap Long NaN 1.0 7.143705e+05 78.0 Financial Services 759 AFINP 2 0.15 penny-cap Long NaN 5.0 2.637195e+05 7.0 Real Estate Mean Return: 0.8392592592592593 Mean Day/Week: 3.4814814814814814 Accuracy:0.5555555555555556 *******************Part 3.6 Penny Cap Short Entry MACD********************* penny_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 763 CVM 1 0.00 penny-cap Short NaN -2.0 8.458375e+07 -2.0 Healthcare 448 SABR 2 -0.65 penny-cap Short NaN -3.0 6.771513e+07 -6.0 Technology 719 RAD 2 -1.86 penny-cap Short NaN -4.0 5.384816e+07 -4.0 Healthcare 426 PK 2 -1.07 penny-cap Short NaN -2.0 3.090331e+07 -3.0 Real Estate 484 PDCO 4 -3.37 penny-cap Short NaN -5.0 2.845387e+07 -5.0 Healthcare 700 CYTK 1 0.00 penny-cap Short NaN -1.0 1.975552e+07 -22.0 Healthcare 414 HAIN 5 0.47 penny-cap Short NaN -5.0 1.715033e+07 -51.0 Consumer Defensive 439 VC 1 0.00 penny-cap Short NaN -2.0 1.632054e+07 -2.0 Consumer Cyclical 576 FUN 2 -0.11 penny-cap Short NaN -2.0 1.314284e+07 -36.0 Consumer Cyclical 612 INT 2 -1.45 penny-cap Short NaN -2.0 9.755242e+06 -9.0 Energy 739 TBPH 3 -3.74 penny-cap Short NaN -3.0 9.422873e+06 -33.0 Healthcare 540 XNCR 2 -2.42 penny-cap Short NaN -2.0 8.546351e+06 -72.0 Healthcare 785 AKRO 1 0.00 penny-cap Short NaN -1.0 7.947808e+06 -6.0 Healthcare 672 HMN 5 -2.20 penny-cap Short NaN -5.0 7.793232e+06 -48.0 Financial Services 589 AVNS 2 -1.36 penny-cap Short NaN -2.0 7.562280e+06 -72.0 Healthcare 732 AMTI 1 0.00 penny-cap Short NaN -1.0 5.864671e+06 -40.0 Healthcare 715 KROS 4 -3.53 penny-cap Short NaN -4.0 5.337439e+06 -42.0 Healthcare 707 WMK 1 0.00 penny-cap Short NaN -1.0 4.122638e+06 -50.0 Consumer Defensive 564 MANU 1 0.00 penny-cap Short NaN -1.0 2.017561e+06 -41.0 Consumer Cyclical 752 FDMT 3 3.99 penny-cap Short NaN -3.0 1.747342e+06 -72.0 Healthcare 673 SBLKZ 4 0.00 penny-cap Short NaN -4.0 9.662672e+05 -24.0 unknown 503 TARO 1 0.00 penny-cap Short NaN -1.0 9.434648e+05 -8.0 Healthcare 745 BROG 1 0.00 penny-cap Short NaN -1.0 1.420565e+04 -53.0 Energy Mean Return: -1.2357142857142855 Mean Day/Week: 3.642857142857143 Accuracy:0.7857142857142857 *******************Part 3.7 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 389 AMC 13 15.92 penny-cap Long NaN 32.0 3.522059e+09 35.0 Communication Services 602 RIG 6 10.88 penny-cap Long NaN 6.0 2.584886e+08 21.0 Energy 532 QFIN 18 16.40 penny-cap Long NaN 26.0 1.819719e+08 26.0 unknown 367 DDD 6 4.27 penny-cap Long NaN 32.0 1.287900e+08 24.0 Technology 517 BOX 10 2.00 penny-cap Long NaN 31.0 1.123899e+08 36.0 Technology 608 ASO 7 1.37 penny-cap Long NaN 22.0 9.450598e+07 78.0 Consumer Cyclical 418 SWAV 29 18.81 penny-cap Long NaN 29.0 8.386511e+07 64.0 Healthcare 388 JOBS 21 7.55 penny-cap Long NaN 60.0 8.332613e+07 40.0 Industrials 552 RVLV 10 21.31 penny-cap Long NaN 23.0 8.166662e+07 33.0 Consumer Cyclical 595 MAC 7 3.31 penny-cap Long NaN 49.0 7.813627e+07 38.0 Real Estate 424 CDNA 17 8.55 penny-cap Long NaN 26.0 7.056059e+07 28.0 Healthcare 794 SM 7 6.91 penny-cap Long NaN 23.0 6.550063e+07 78.0 Energy 462 SPT 19 33.58 penny-cap Long NaN 25.0 6.061309e+07 27.0 Technology 561 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 72.0 Real Estate 404 OVV 7 3.51 penny-cap Long NaN 23.0 5.839518e+07 24.0 Energy 363 STAA 24 11.97 penny-cap Long NaN 24.0 5.777844e+07 63.0 Healthcare 609 SKY 8 6.60 penny-cap Long NaN 24.0 4.777202e+07 24.0 Consumer Cyclical 383 JCOM 14 8.40 penny-cap Long NaN 17.0 4.631630e+07 78.0 Technology 513 AMRC 19 17.60 penny-cap Long NaN 58.0 4.553735e+07 24.0 Industrials 746 RAVN 7 -0.43 penny-cap Long NaN 7.0 4.482630e+07 49.0 Industrials 624 DDS 7 9.72 penny-cap Long NaN 32.0 4.454758e+07 47.0 Consumer Cyclical 437 RETA 6 4.68 penny-cap Long NaN 29.0 4.326383e+07 26.0 Healthcare 588 SIG 13 2.37 penny-cap Long NaN 13.0 4.226087e+07 16.0 Consumer Cyclical 365 WK 10 6.86 penny-cap Long NaN 26.0 3.590552e+07 18.0 Technology 688 DEN 28 20.44 penny-cap Long NaN 28.0 3.500513e+07 78.0 Energy 515 ACCD 15 4.73 penny-cap Long NaN 26.0 3.496224e+07 30.0 Healthcare 379 RPD 10 4.02 penny-cap Long NaN 27.0 3.476848e+07 32.0 Technology 400 LPSN 8 5.13 penny-cap Long NaN 28.0 3.422438e+07 18.0 Technology 647 GSAT 6 -4.90 penny-cap Long NaN 7.0 3.352698e+07 15.0 Communication Services 453 APLS 24 21.74 penny-cap Long NaN 53.0 3.314990e+07 31.0 Healthcare 380 HLI 7 3.99 penny-cap Long NaN 34.0 3.199376e+07 34.0 Financial Services 629 MTDR 7 5.05 penny-cap Long NaN 7.0 3.146353e+07 78.0 Energy 413 IMAB 6 2.28 penny-cap Long NaN 6.0 3.062603e+07 48.0 Healthcare 444 OPCH 15 4.91 penny-cap Long NaN 24.0 3.052909e+07 17.0 Healthcare 596 SGRY 46 30.24 penny-cap Long NaN 46.0 2.791834e+07 78.0 Healthcare 678 SYKE 7 -0.86 penny-cap Long NaN 8.0 2.751669e+07 8.0 Technology 490 FRHC 10 4.04 penny-cap Long NaN 22.0 2.623039e+07 21.0 Financial Services 580 RMBS 9 7.02 penny-cap Long NaN 23.0 2.384567e+07 12.0 Technology 396 TRUP 16 19.29 penny-cap Long NaN 53.0 2.354364e+07 24.0 Financial Services 538 AXSM 14 3.45 penny-cap Long NaN 46.0 2.284855e+07 22.0 Healthcare 613 INMD 8 5.02 penny-cap Long NaN 18.0 2.249997e+07 32.0 Healthcare 583 MGY 7 4.22 penny-cap Long NaN 23.0 2.126495e+07 24.0 Energy 611 DOMO 19 24.17 penny-cap Long NaN 26.0 2.076678e+07 28.0 Technology 756 LNTH 9 10.40 penny-cap Long NaN 21.0 1.997768e+07 23.0 Healthcare 443 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 749 EVRI 7 5.65 penny-cap Long NaN 46.0 1.924781e+07 49.0 Consumer Cyclical 488 CYRX 6 0.09 penny-cap Long NaN 23.0 1.903990e+07 23.0 Industrials 535 MDRX 7 3.96 penny-cap Long NaN 54.0 1.865951e+07 35.0 Healthcare 753 RGR 8 7.18 penny-cap Long NaN 36.0 1.860924e+07 38.0 Industrials 795 CDMO 19 3.28 penny-cap Long NaN 19.0 1.817066e+07 78.0 Healthcare 489 CVLT 7 0.47 penny-cap Long NaN 26.0 1.785537e+07 78.0 Technology 471 AQUA 7 2.74 penny-cap Long NaN 27.0 1.769141e+07 57.0 Industrials 656 DRNA 18 15.82 penny-cap Long NaN 26.0 1.735902e+07 32.0 Healthcare 360 DAVA 30 24.77 penny-cap Long NaN 46.0 1.722734e+07 49.0 Technology 546 NSA 20 8.33 penny-cap Long NaN 20.0 1.706402e+07 78.0 Real Estate 661 ZUO 6 6.14 penny-cap Long NaN 12.0 1.705074e+07 12.0 Technology 630 PRFT 56 24.60 penny-cap Long NaN 56.0 1.701561e+07 78.0 Technology 464 PZZA 12 2.83 penny-cap Long NaN 16.0 1.700077e+07 38.0 Consumer Cyclical 511 MIME 35 15.76 penny-cap Long NaN 56.0 1.695205e+07 37.0 Technology 408 KRNT 12 3.14 penny-cap Long NaN 26.0 1.674712e+07 24.0 Industrials 529 FHI 7 0.31 penny-cap Long NaN 10.0 1.674350e+07 40.0 Financial Services 621 FTAI 14 6.22 penny-cap Long NaN 24.0 1.645128e+07 17.0 Industrials 666 IRWD 6 1.24 penny-cap Long NaN 6.0 1.555271e+07 56.0 Healthcare 761 CRK 16 8.09 penny-cap Long NaN 41.0 1.461631e+07 22.0 Energy 657 HSKA 15 10.53 penny-cap Long NaN 15.0 1.430923e+07 32.0 Healthcare 586 SITM 10 9.12 penny-cap Long NaN 26.0 1.348903e+07 17.0 Technology 649 ACMR 9 -0.44 penny-cap Long NaN 23.0 1.289489e+07 13.0 Technology 740 VLRS 10 -0.04 penny-cap Long NaN 10.0 1.260431e+07 78.0 Industrials 526 CSOD 10 4.55 penny-cap Long NaN 29.0 1.183036e+07 20.0 Technology 452 WNS 10 4.17 penny-cap Long NaN 27.0 1.182868e+07 28.0 Industrials 504 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 69.0 Financial Services 421 INOV 15 5.07 penny-cap Long NaN 15.0 1.161413e+07 78.0 Healthcare 766 FINV 13 14.57 penny-cap Long NaN 28.0 1.127033e+07 30.0 Financial Services 655 PMT 12 1.83 penny-cap Long NaN 17.0 1.065463e+07 18.0 Real Estate 614 CVA 15 1.10 penny-cap Long NaN 15.0 1.033409e+07 42.0 Industrials 711 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 687 CNST 14 0.62 penny-cap Long NaN 32.0 9.612151e+06 20.0 Healthcare 744 GLNG 7 1.39 penny-cap Long NaN 32.0 9.023184e+06 32.0 Energy 622 INFN 6 0.27 penny-cap Long NaN 25.0 8.987249e+06 24.0 Technology 695 EVV 18 2.15 penny-cap Long NaN 30.0 8.626840e+06 32.0 Financial Services 567 MODV 15 6.75 penny-cap Long NaN 43.0 8.351932e+06 16.0 Healthcare 468 BLKB 10 1.59 penny-cap Long NaN 23.0 7.962613e+06 24.0 Technology 720 BLFS 8 2.96 penny-cap Long NaN 28.0 7.865800e+06 11.0 Healthcare 600 PBH 36 11.00 penny-cap Long NaN 36.0 7.540995e+06 41.0 Healthcare 685 BSIG 6 -0.88 penny-cap Long NaN 6.0 7.107714e+06 63.0 Financial Services 717 RDWR 18 6.76 penny-cap Long NaN 27.0 5.933307e+06 37.0 Technology 473 CNS 36 16.64 penny-cap Long NaN 80.0 5.887891e+06 47.0 Financial Services 509 BSTZ 10 4.32 penny-cap Long NaN 22.0 5.660592e+06 27.0 unknown 593 VRRM 11 3.52 penny-cap Long NaN 11.0 5.658421e+06 19.0 Industrials 616 ARCE 9 0.77 penny-cap Long NaN 23.0 5.446482e+06 20.0 Consumer Defensive 730 INVA 7 -0.87 penny-cap Long NaN 7.0 5.142285e+06 36.0 Healthcare 431 MSP 6 4.06 penny-cap Long NaN 6.0 5.030990e+06 32.0 Technology 486 NOAH 9 4.28 penny-cap Long NaN 32.0 4.868346e+06 13.0 Financial Services 709 PACK 6 1.36 penny-cap Long NaN 6.0 4.825065e+06 31.0 Consumer Cyclical 474 NAD 28 3.57 penny-cap Long NaN 28.0 4.577232e+06 59.0 Financial Services 734 NYMTO 12 1.27 penny-cap Long NaN 12.0 4.514891e+06 78.0 Real Estate 768 CRTX 19 19.31 penny-cap Long NaN 26.0 4.487038e+06 26.0 Healthcare 651 CSII 7 1.24 penny-cap Long NaN 27.0 4.341035e+06 16.0 Healthcare 741 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 682 BBN 16 1.67 penny-cap Long NaN 65.0 3.627654e+06 30.0 Financial Services 723 NFJ 6 2.28 penny-cap Long NaN 18.0 3.321016e+06 63.0 Financial Services 423 SAFE 13 2.37 penny-cap Long NaN 27.0 3.244156e+06 17.0 Real Estate 782 AUDC 19 7.77 penny-cap Long NaN 58.0 3.135274e+06 39.0 Technology 721 INBX 8 1.20 penny-cap Long NaN 59.0 2.762678e+06 19.0 Healthcare 640 CRVL 6 3.69 penny-cap Long NaN 6.0 2.644539e+06 60.0 Financial Services 572 NZF 8 0.88 penny-cap Long NaN 22.0 2.323118e+06 59.0 Financial Services 755 FAX 6 0.92 penny-cap Long NaN 58.0 2.265199e+06 26.0 Financial Services 792 AWF 19 3.26 penny-cap Long NaN 25.0 1.968178e+06 32.0 Financial Services 691 VCTR 6 2.29 penny-cap Long NaN 6.0 1.788634e+06 78.0 Financial Services 750 SCWX 19 22.59 penny-cap Long NaN 31.0 1.715762e+06 21.0 Technology 654 DCBO 7 5.49 penny-cap Long NaN 61.0 1.572597e+06 47.0 Technology 742 NRK 20 1.62 penny-cap Long NaN 20.0 1.253931e+06 56.0 Financial Services 729 NYMTP 12 1.56 penny-cap Long NaN 15.0 5.955871e+05 17.0 Real Estate 733 NYMTN 15 3.57 penny-cap Long NaN 20.0 5.291969e+05 31.0 Real Estate 429 WTFCM 9 1.24 penny-cap Long NaN 19.0 3.973942e+05 62.0 Financial Services 527 TDA 7 0.16 penny-cap Long NaN 20.0 2.111033e+05 32.0 unknown Mean Return: 6.633103448275862 Mean Day/Week: 13.172413793103448 Accuracy:0.9396551724137931 *******************Part 3.8 Penny Cap Short Maintainance********************* penny_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 391 JBLU 11 -7.69 penny-cap Short NaN -56.0 1.289450e+08 -20.0 Industrials 543 SAVE 18 -13.89 penny-cap Short NaN -18.0 1.177102e+08 -36.0 Industrials 463 ADS 6 -2.57 penny-cap Short NaN -29.0 1.111233e+08 -9.0 Financial Services 416 KBH 6 -5.63 penny-cap Short NaN -49.0 9.814082e+07 -15.0 Consumer Cyclical 387 HFC 9 -3.39 penny-cap Short NaN -9.0 6.437534e+07 -40.0 Energy 366 NYCB 14 -6.00 penny-cap Short NaN -14.0 5.420010e+07 -40.0 Financial Services 369 SAGE 11 -3.80 penny-cap Short NaN -11.0 5.016811e+07 -12.0 Healthcare 553 FLR 10 -3.24 penny-cap Short NaN -33.0 4.802665e+07 -33.0 Industrials 469 CBRL 15 -7.81 penny-cap Short NaN -53.0 4.207123e+07 -36.0 Consumer Cyclical 671 PLAY 13 -7.06 penny-cap Short NaN -62.0 4.009412e+07 -36.0 Consumer Cyclical 458 TMHC 14 -5.00 penny-cap Short NaN -42.0 3.975641e+07 -20.0 Consumer Cyclical 568 THS 23 -8.59 penny-cap Short NaN -25.0 3.579797e+07 -40.0 Consumer Defensive 601 CAKE 9 -2.85 penny-cap Short NaN -35.0 3.443311e+07 -14.0 Consumer Cyclical 524 ASB 6 -3.25 penny-cap Short NaN -25.0 3.425294e+07 -9.0 Financial Services 491 ALGT 20 -14.74 penny-cap Short NaN -69.0 2.911164e+07 -41.0 Industrials 441 AVT 7 2.39 penny-cap Short NaN -42.0 2.799648e+07 -9.0 Technology 477 SR 6 1.65 penny-cap Short NaN -6.0 2.678820e+07 -6.0 Utilities 628 BLMN 9 2.33 penny-cap Short NaN -35.0 2.601276e+07 -13.0 Consumer Cyclical 476 TRN 7 -3.87 penny-cap Short NaN -8.0 2.583745e+07 -9.0 Industrials 467 LCII 7 0.24 penny-cap Short NaN -13.0 2.412271e+07 -14.0 Consumer Cyclical 454 MDC 12 -2.83 penny-cap Short NaN -50.0 2.385596e+07 -21.0 Consumer Cyclical 514 WOR 11 -2.45 penny-cap Short NaN -34.0 2.252849e+07 -30.0 Industrials 502 ABG 14 -6.67 penny-cap Short NaN -44.0 2.244147e+07 -20.0 Consumer Cyclical 549 ABM 12 -7.91 penny-cap Short NaN -50.0 2.237333e+07 -22.0 Industrials 667 FSM 9 -10.45 penny-cap Short NaN -10.0 2.226906e+07 -19.0 Basic Materials 378 ALSN 9 -0.15 penny-cap Short NaN -25.0 2.225870e+07 -17.0 Consumer Cyclical 562 WWW 9 -0.04 penny-cap Short NaN -34.0 2.185672e+07 -29.0 Consumer Cyclical 623 BCC 6 0.35 penny-cap Short NaN -32.0 2.122333e+07 -12.0 Basic Materials 411 VMI 8 4.81 penny-cap Short NaN -29.0 2.041716e+07 -14.0 Industrials 505 BXS 13 -6.02 penny-cap Short NaN -13.0 1.952992e+07 -50.0 Financial Services 384 AL 14 -8.64 penny-cap Short NaN -14.0 1.786036e+07 -37.0 Industrials 402 RXT 11 -2.87 penny-cap Short NaN -46.0 1.784948e+07 -35.0 Technology 607 CMP 9 -4.56 penny-cap Short NaN -27.0 1.753179e+07 -12.0 Basic Materials 430 OGS 6 0.38 penny-cap Short NaN -6.0 1.722340e+07 -8.0 Utilities 642 MDGL 6 -4.98 penny-cap Short NaN -28.0 1.707405e+07 -24.0 Healthcare 492 CNO 8 3.67 penny-cap Short NaN -25.0 1.699051e+07 -14.0 Financial Services 433 SNDR 9 2.25 penny-cap Short NaN -29.0 1.604898e+07 -25.0 Industrials 508 DAN 7 0.42 penny-cap Short NaN -15.0 1.562482e+07 -9.0 Consumer Cyclical 545 AVA 8 -0.97 penny-cap Short NaN -52.0 1.479742e+07 -21.0 Utilities 738 ARCB 9 5.65 penny-cap Short NaN -29.0 1.458741e+07 -18.0 Industrials 510 COLB 9 -4.26 penny-cap Short NaN -70.0 1.419666e+07 -55.0 Financial Services 516 UTZ 12 -6.53 penny-cap Short NaN -34.0 1.415554e+07 -33.0 Consumer Defensive 427 AXS 8 4.32 penny-cap Short NaN -29.0 1.375090e+07 -15.0 Financial Services 659 CVI 8 3.45 penny-cap Short NaN -12.0 1.370396e+07 -61.0 Energy 582 FULT 8 2.56 penny-cap Short NaN -65.0 1.273253e+07 -9.0 Financial Services 603 TSE 9 2.44 penny-cap Short NaN -29.0 1.265631e+07 -30.0 Basic Materials 466 PCH 6 -0.58 penny-cap Short NaN -34.0 1.237798e+07 -16.0 Real Estate 525 NWE 8 -2.58 penny-cap Short NaN -45.0 1.217534e+07 -25.0 Utilities 522 ONB 9 -3.16 penny-cap Short NaN -67.0 1.149784e+07 -42.0 Financial Services 610 SKYW 18 -11.32 penny-cap Short NaN -18.0 1.149445e+07 -42.0 Industrials 362 PAG 8 2.39 penny-cap Short NaN -35.0 1.144577e+07 -18.0 Consumer Cyclical 475 GATX 6 -4.34 penny-cap Short NaN -29.0 1.102173e+07 -9.0 Industrials 636 ADUS 15 -4.81 penny-cap Short NaN -15.0 1.039211e+07 -43.0 Healthcare 625 ENDP 6 0.33 penny-cap Short NaN -6.0 1.034775e+07 -66.0 Healthcare 681 ATSG 8 1.84 penny-cap Short NaN -8.0 1.026330e+07 -49.0 Industrials 662 EB 11 -5.38 penny-cap Short NaN -66.0 1.008778e+07 -35.0 Technology 660 LZB 10 -0.20 penny-cap Short NaN -34.0 1.001710e+07 -30.0 Consumer Cyclical 539 AUB 6 -2.89 penny-cap Short NaN -20.0 9.727835e+06 -9.0 Financial Services 770 ACRS 16 -7.68 penny-cap Short NaN -55.0 9.454748e+06 -37.0 Healthcare 626 MTOR 10 -5.13 penny-cap Short NaN -10.0 9.447792e+06 -63.0 Consumer Cyclical 574 RUSHA 9 -4.51 penny-cap Short NaN -50.0 8.876999e+06 -20.0 Consumer Cyclical 551 DOOR 9 0.98 penny-cap Short NaN -40.0 8.602950e+06 -20.0 Industrials 451 HOMB 8 2.71 penny-cap Short NaN -68.0 8.421505e+06 -15.0 Financial Services 697 PRIM 9 -3.60 penny-cap Short NaN -9.0 8.232951e+06 -48.0 Industrials 694 CGEM 8 2.65 penny-cap Short NaN -8.0 8.204464e+06 -119.0 Healthcare 617 FMBI 16 -6.44 penny-cap Short NaN -65.0 8.166723e+06 -30.0 Financial Services 704 HOPE 8 1.17 penny-cap Short NaN -64.0 8.133653e+06 -9.0 Financial Services 518 AIT 7 2.19 penny-cap Short NaN -29.0 7.940187e+06 -10.0 Industrials 675 PATK 9 -1.85 penny-cap Short NaN -34.0 7.846942e+06 -19.0 Consumer Cyclical 559 GCMG 17 -9.80 penny-cap Short NaN -33.0 7.745811e+06 -35.0 Financial Services 786 KRA 14 -7.02 penny-cap Short NaN -42.0 7.632304e+06 -43.0 Basic Materials 668 NWBI 8 1.17 penny-cap Short NaN -8.0 7.592169e+06 -9.0 Financial Services 783 BJRI 14 -6.68 penny-cap Short NaN -70.0 7.119815e+06 -30.0 Consumer Cyclical 650 FBK 16 -7.42 penny-cap Short NaN -68.0 6.838526e+06 -45.0 Financial Services 788 MATW 9 -1.15 penny-cap Short NaN -68.0 6.663243e+06 -26.0 Industrials 556 FIBK 15 -8.73 penny-cap Short NaN -69.0 6.585482e+06 -36.0 Financial Services 674 HBM 6 2.79 penny-cap Short NaN -28.0 5.697857e+06 -12.0 Basic Materials 534 SCL 6 -2.94 penny-cap Short NaN -26.0 5.573996e+06 -9.0 Basic Materials 708 AROC 9 -1.66 penny-cap Short NaN -9.0 5.172816e+06 -9.0 Energy 565 SPXC 6 0.33 penny-cap Short NaN -30.0 5.148126e+06 -9.0 Industrials 712 CVGW 15 -6.94 penny-cap Short NaN -45.0 5.133305e+06 -42.0 Consumer Defensive 581 IOSP 9 -3.96 penny-cap Short NaN -14.0 5.115960e+06 -15.0 Basic Materials 571 FLOW 7 1.36 penny-cap Short NaN -30.0 5.071132e+06 -10.0 Industrials 554 MEOH 9 0.00 penny-cap Short NaN -27.0 5.011398e+06 -36.0 Basic Materials 774 ORIC 18 -9.39 penny-cap Short NaN -18.0 4.993563e+06 -137.0 Healthcare 754 PLUS 21 -5.82 penny-cap Short NaN -68.0 4.877289e+06 -29.0 Technology 790 PRA 9 -4.54 penny-cap Short NaN -67.0 4.830371e+06 -36.0 Financial Services 658 SBCF 8 1.21 penny-cap Short NaN -30.0 4.778726e+06 -9.0 Financial Services 594 SANM 6 1.71 penny-cap Short NaN -56.0 4.732779e+06 -12.0 Technology 648 TRMK 9 -1.92 penny-cap Short NaN -63.0 4.685991e+06 -25.0 Financial Services 560 IBOC 7 -4.12 penny-cap Short NaN -29.0 4.465651e+06 -9.0 Financial Services 533 CVBF 8 0.00 penny-cap Short NaN -9.0 4.391240e+06 -9.0 Financial Services 692 MNTK 7 -18.16 penny-cap Short NaN -7.0 4.206433e+06 -110.0 Utilities 765 CMCO 9 -0.46 penny-cap Short NaN -69.0 4.038759e+06 -25.0 Industrials 760 OCFC 9 -2.64 penny-cap Short NaN -64.0 3.804433e+06 -38.0 Financial Services 618 BANF 14 -4.25 penny-cap Short NaN -30.0 3.769244e+06 -26.0 Financial Services 773 AMSF 7 -0.74 penny-cap Short NaN -28.0 3.637694e+06 -18.0 Financial Services 764 SAFT 8 0.14 penny-cap Short NaN -25.0 3.508679e+06 -21.0 Financial Services 686 HTLD 29 -6.87 penny-cap Short NaN -49.0 3.502418e+06 -35.0 Industrials 698 TBK 8 2.69 penny-cap Short NaN -47.0 3.414495e+06 -30.0 Financial Services 597 FRME 14 -3.91 penny-cap Short NaN -67.0 3.392359e+06 -26.0 Financial Services 696 NBTB 9 -4.41 penny-cap Short NaN -25.0 3.214533e+06 -25.0 Financial Services 757 TCBK 8 -0.30 penny-cap Short NaN -14.0 3.194130e+06 -9.0 Financial Services 779 CLS 8 3.13 penny-cap Short NaN -12.0 3.108921e+06 -13.0 Technology 776 SXI 7 1.86 penny-cap Short NaN -27.0 2.801911e+06 -9.0 Industrials 735 SWM 22 -4.06 penny-cap Short NaN -60.0 2.681227e+06 -35.0 Basic Materials 653 CFFN 25 -3.02 penny-cap Short NaN -25.0 2.666285e+06 -60.0 Financial Services 680 NTB 8 -1.21 penny-cap Short NaN -35.0 2.578881e+06 -26.0 Financial Services 684 WABC 14 -5.01 penny-cap Short NaN -69.0 2.543693e+06 -26.0 Financial Services 751 RMAX 15 -4.72 penny-cap Short NaN -72.0 2.283498e+06 -55.0 Real Estate 781 NBHC 8 -0.45 penny-cap Short NaN -68.0 2.239198e+06 -26.0 Financial Services 777 FOR 13 -4.07 penny-cap Short NaN -39.0 1.995088e+06 -27.0 Real Estate 619 PRK 9 -3.57 penny-cap Short NaN -15.0 1.870598e+06 -42.0 Financial Services 683 BV 8 2.18 penny-cap Short NaN -46.0 1.734046e+06 -15.0 Industrials 664 KRO 7 -3.77 penny-cap Short NaN -33.0 1.731832e+06 -17.0 Basic Materials 590 UZC 13 0.04 penny-cap Short NaN -40.0 6.440420e+05 -127.0 unknown 573 RUSHB 9 -5.13 penny-cap Short NaN -52.0 5.499276e+05 -20.0 Consumer Cyclical 714 NEXA 10 -1.71 penny-cap Short NaN -14.0 5.136210e+05 -15.0 Basic Materials 498 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -131.0 unknown 591 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 500 HKIB 8 -5.85 penny-cap Short NaN -49.0 3.737600e+04 -28.0 Financial Services 663 PRTC 9 -5.22 penny-cap Short NaN -9.0 3.672320e+03 -35.0 Healthcare 495 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -131.0 Financial Services Mean Return: -2.726178861788618 Mean Day/Week: 10.447154471544716 Accuracy:0.6910569105691057 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Stock daily Filter Report for 2021/06/29 05-42-08
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 16 Consumer Cyclical 12 Consumer Defensive 5 Energy 5 Financial Services 16 Healthcare 33 Industrials 10 Real Estate 8 Technology 43 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 7 Consumer Cyclical 11 Consumer Defensive 10 Financial Services 11 Healthcare 7 Industrials 15 Real Estate 3 Technology 7 Utilities 8 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 90 CSGP 1 0.0 big-cap Short NaN -1.0 2.832346e+08 -1.0 Real Estate Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 87 TTD 2 5.09 big-cap Long NaN 21.0 6.820300e+08 5.0 Technology 229 FSLR 1 0.00 big-cap Long NaN 23.0 3.564769e+08 4.0 Technology Mean Return: 5.09 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 90 CSGP 1 0.0 big-cap Short NaN -1.0 2.832346e+08 -1.0 Real Estate Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 2 FB 3 3.65 big-cap Long NaN 3.0 9.615580e+09 76.0 Communication Services 3 V 5 -0.77 big-cap Long NaN 5.0 2.154072e+09 69.0 Financial Services 20 CHTR 3 1.38 big-cap Long NaN 3.0 7.296441e+08 52.0 Communication Services 16 COST 3 1.14 big-cap Long NaN 3.0 6.426898e+08 58.0 Consumer Defensive 15 ACN 2 -0.26 big-cap Long NaN 2.0 4.881012e+08 76.0 Technology 18 AZN 2 1.21 big-cap Long NaN 2.0 3.485771e+08 52.0 Healthcare 60 BSX 3 -0.85 big-cap Long NaN 5.0 2.930144e+08 78.0 unknown 105 CARR 1 0.00 big-cap Long NaN 1.0 2.918437e+08 76.0 Industrials 177 ULTA 5 2.27 big-cap Long NaN 5.0 2.284534e+08 23.0 Consumer Cyclical 78 ROP 3 1.39 big-cap Long NaN 3.0 2.223092e+08 61.0 Industrials 160 APO 2 -0.08 big-cap Long NaN 2.0 2.169911e+08 52.0 Financial Services 106 PAYX 2 1.23 big-cap Long NaN 2.0 2.103835e+08 78.0 Industrials 149 ZBRA 1 0.00 big-cap Long NaN 1.0 2.004496e+08 28.0 Technology 52 BAM 2 -0.42 big-cap Long NaN 2.0 1.718506e+08 78.0 Financial Services 93 TROW 2 0.27 big-cap Long NaN 2.0 1.705786e+08 78.0 Financial Services 144 VRSN 4 1.06 big-cap Long NaN 4.0 1.196989e+08 61.0 Technology 178 BPY 1 0.00 big-cap Long NaN 1.0 1.126146e+08 78.0 Real Estate 132 MXIM 1 0.00 big-cap Long NaN 1.0 1.112180e+08 28.0 Technology 99 LBRDK 3 2.65 big-cap Long NaN 3.0 1.052276e+08 52.0 Communication Services 142 KKR 4 1.95 big-cap Long NaN 4.0 1.014016e+08 78.0 Financial Services 184 POOL 1 0.00 big-cap Long NaN 1.0 1.009661e+08 59.0 Consumer Cyclical 217 CG 4 1.21 big-cap Long NaN 4.0 5.127604e+07 78.0 Financial Services 108 BGNE 1 0.00 big-cap Long NaN 1.0 3.344207e+07 6.0 Healthcare 207 OSH 2 -1.97 big-cap Long NaN 2.0 2.693897e+07 6.0 Healthcare 191 LBTYA 2 -1.65 big-cap Long NaN 2.0 1.849002e+07 77.0 Communication Services 141 RCI 4 0.38 big-cap Long NaN 4.0 1.470883e+07 59.0 Communication Services 100 LBRDA 2 0.16 big-cap Long NaN 2.0 5.226199e+06 52.0 Communication Services Mean Return: 0.6642857142857143 Mean Day/Week: 3.238095238095238 Accuracy:0.6666666666666666 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 90 CSGP 1 0.0 big-cap Short NaN -1.0 2.832346e+08 -1.0 Real Estate 193 IEP 1 0.0 big-cap Short NaN -2.0 1.292201e+07 -8.0 Industrials Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 4 NVDA 24 25.06 big-cap Long NaN 24.0 9.706377e+09 58.0 Technology 204 SPCE 9 50.58 big-cap Long NaN 26.0 5.993241e+09 19.0 Industrials 0 MSFT 12 4.16 big-cap Long NaN 13.0 4.996111e+09 78.0 Technology 1 GOOG 16 2.83 big-cap Long NaN 16.0 3.470826e+09 78.0 Communication Services 17 SHOP 10 12.65 big-cap Long NaN 27.0 1.653635e+09 28.0 Technology 5 PYPL 8 5.50 big-cap Long NaN 22.0 1.476213e+09 27.0 Financial Services 45 MRNA 6 7.18 big-cap Long NaN 23.0 1.372646e+09 53.0 Healthcare 21 ZM 7 3.95 big-cap Long NaN 29.0 1.329511e+09 17.0 Communication Services 8 CRM 21 2.82 big-cap Long NaN 24.0 1.024040e+09 27.0 Technology 12 XOM 6 0.72 big-cap Long NaN 15.0 1.009383e+09 20.0 Energy 7 ADBE 13 9.62 big-cap Long NaN 17.0 9.662214e+08 61.0 Technology 28 SNAP 7 4.91 big-cap Long NaN 24.0 8.478362e+08 25.0 Communication Services 56 REGN 14 4.04 big-cap Long NaN 17.0 8.185105e+08 46.0 Healthcare 63 CRWD 9 8.97 big-cap Long NaN 26.0 8.055296e+08 27.0 Technology 31 SNOW 6 -0.23 big-cap Long NaN 29.0 7.305747e+08 22.0 Technology 96 XPEV 8 3.25 big-cap Long NaN 27.0 7.203149e+08 20.0 Consumer Cyclical 118 LI 8 9.43 big-cap Long NaN 30.0 7.092321e+08 22.0 Consumer Cyclical 10 MRK 12 1.66 big-cap Long NaN 12.0 6.759858e+08 13.0 Healthcare 92 MRVL 9 8.13 big-cap Long NaN 25.0 5.393454e+08 27.0 Technology 156 OXY 6 6.03 big-cap Long NaN 20.0 5.381549e+08 20.0 Energy 59 EW 25 7.38 big-cap Long NaN 25.0 5.013671e+08 56.0 Healthcare 25 TGT 6 3.17 big-cap Long NaN 27.0 4.939953e+08 70.0 Consumer Defensive 67 DOCU 9 11.84 big-cap Long NaN 21.0 4.895975e+08 17.0 Technology 23 INTU 29 15.64 big-cap Long NaN 29.0 4.551048e+08 34.0 Technology 69 LULU 11 7.57 big-cap Long NaN 23.0 4.388144e+08 51.0 Consumer Cyclical 32 SPGI 11 3.69 big-cap Long NaN 11.0 4.347176e+08 78.0 Financial Services 53 TEAM 9 5.95 big-cap Long NaN 23.0 4.000049e+08 17.0 Technology 174 GNRC 10 12.42 big-cap Long NaN 20.0 3.917516e+08 23.0 Industrials 98 PANW 7 1.83 big-cap Long NaN 25.0 3.891425e+08 27.0 Technology 27 ISRG 11 4.48 big-cap Long NaN 11.0 3.783454e+08 56.0 Healthcare 81 EBAY 6 6.69 big-cap Long NaN 19.0 3.724012e+08 38.0 Consumer Cyclical 122 ZS 9 4.20 big-cap Long NaN 23.0 3.452385e+08 23.0 Technology 162 ALNY 14 5.79 big-cap Long NaN 28.0 3.437365e+08 22.0 Healthcare 38 PBR 31 21.30 big-cap Long NaN 70.0 3.311794e+08 35.0 Energy 46 DASH 6 1.47 big-cap Long NaN 28.0 3.268517e+08 13.0 Communication Services 42 ILMN 12 6.13 big-cap Long NaN 26.0 2.845039e+08 22.0 Healthcare 62 BX 25 8.55 big-cap Long NaN 25.0 2.643367e+08 78.0 Financial Services 130 NET 16 21.58 big-cap Long NaN 24.0 2.527390e+08 29.0 Technology 35 ZTS 13 2.73 big-cap Long NaN 13.0 2.488252e+08 55.0 Healthcare 117 ROK 6 1.05 big-cap Long NaN 18.0 2.350620e+08 26.0 Industrials 129 KR 8 0.50 big-cap Long NaN 17.0 2.335656e+08 46.0 Consumer Defensive 88 A 13 3.40 big-cap Long NaN 21.0 2.301482e+08 60.0 Healthcare 161 HUBS 8 4.23 big-cap Long NaN 11.0 2.235590e+08 17.0 Technology 76 IDXX 24 13.06 big-cap Long NaN 24.0 2.217824e+08 32.0 Healthcare 182 DPZ 14 4.86 big-cap Long NaN 14.0 2.075085e+08 59.0 Consumer Cyclical 71 VEEV 14 9.34 big-cap Long NaN 23.0 2.045919e+08 23.0 Healthcare 103 MSCI 11 8.61 big-cap Long NaN 11.0 2.028554e+08 62.0 Financial Services 225 BILL 7 4.54 big-cap Long NaN 21.0 2.013190e+08 16.0 Technology 145 MDB 8 4.34 big-cap Long NaN 26.0 1.942094e+08 17.0 Technology 134 FTNT 17 10.95 big-cap Long NaN 17.0 1.874984e+08 78.0 Technology 111 SBAC 20 6.67 big-cap Long NaN 20.0 1.784411e+08 69.0 Real Estate 143 NDAQ 17 4.38 big-cap Long NaN 17.0 1.737058e+08 78.0 Financial Services 97 INFO 10 3.20 big-cap Long NaN 10.0 1.564203e+08 78.0 Industrials 110 DDOG 8 4.56 big-cap Long NaN 28.0 1.536507e+08 27.0 Technology 116 SGEN 14 3.60 big-cap Long NaN 59.0 1.413356e+08 30.0 Healthcare 104 CTAS 6 4.58 big-cap Long NaN 9.0 1.391159e+08 65.0 Industrials 61 MCO 11 5.14 big-cap Long NaN 11.0 1.385776e+08 78.0 Financial Services 79 PSA 17 6.05 big-cap Long NaN 17.0 1.365957e+08 78.0 Real Estate 127 WELL 18 7.98 big-cap Long NaN 19.0 1.352891e+08 78.0 Real Estate 9 NVS 19 3.84 big-cap Long NaN 36.0 1.327767e+08 37.0 Healthcare 114 RMD 14 15.66 big-cap Long NaN 25.0 1.300929e+08 40.0 Healthcare 126 CPRT 6 1.44 big-cap Long NaN 6.0 1.195983e+08 57.0 Industrials 168 HZNP 6 2.10 big-cap Long NaN 6.0 1.172845e+08 31.0 Healthcare 113 MSI 6 1.79 big-cap Long NaN 35.0 1.149210e+08 78.0 Technology 171 NVCR 21 8.98 big-cap Long NaN 21.0 1.066266e+08 54.0 Healthcare 195 CRL 13 3.18 big-cap Long NaN 13.0 1.037074e+08 78.0 Healthcare 170 WAT 14 4.84 big-cap Long NaN 14.0 1.014231e+08 66.0 Healthcare 151 EPAM 15 6.41 big-cap Long NaN 15.0 1.003614e+08 78.0 Technology 119 MTD 11 2.24 big-cap Long NaN 11.0 9.966539e+07 59.0 Healthcare 147 WST 7 3.07 big-cap Long NaN 7.0 9.956620e+07 58.0 Healthcare 34 INFY 15 8.94 big-cap Long NaN 26.0 9.939786e+07 23.0 Technology 179 EXR 17 7.87 big-cap Long NaN 17.0 9.196123e+07 78.0 Real Estate 194 ESTC 7 3.26 big-cap Long NaN 26.0 9.106849e+07 18.0 Technology 164 AVTR 13 6.95 big-cap Long NaN 13.0 8.424954e+07 61.0 Basic Materials 152 INCY 6 0.82 big-cap Long NaN 26.0 8.284625e+07 37.0 Healthcare 210 CABO 7 0.47 big-cap Long NaN 27.0 8.008778e+07 8.0 Communication Services 167 PKI 13 5.87 big-cap Long NaN 13.0 7.855401e+07 38.0 Healthcare 197 TECH 13 2.22 big-cap Long NaN 13.0 7.114830e+07 78.0 Healthcare 166 PAGS 6 2.17 big-cap Long NaN 27.0 7.110611e+07 21.0 Technology 234 CPT 24 7.40 big-cap Long NaN 24.0 5.746547e+07 78.0 Real Estate 218 ELS 25 7.17 big-cap Long NaN 25.0 4.903988e+07 74.0 Real Estate 232 CBOE 6 1.21 big-cap Long NaN 14.0 4.831784e+07 78.0 Financial Services 181 ARGX 7 -0.91 big-cap Long NaN 27.0 4.428509e+07 13.0 Healthcare 180 BMRN 13 0.98 big-cap Long NaN 27.0 4.384577e+07 27.0 Healthcare 128 XP 12 1.87 big-cap Long NaN 15.0 1.940721e+07 21.0 Financial Services 22 PTR 15 15.61 big-cap Long NaN 38.0 1.679473e+07 39.0 Energy 209 NTCO 32 22.63 big-cap Long NaN 57.0 1.059541e+07 38.0 Consumer Defensive 203 JHX 12 0.53 big-cap Long NaN 12.0 8.443872e+05 65.0 Basic Materials 173 BPYPP 8 -0.26 big-cap Long NaN 23.0 8.431452e+05 32.0 Real Estate Mean Return: 6.55123595505618 Mean Day/Week: 12.415730337078651 Accuracy:0.9662921348314607 *******************Part 1.8 Big Cap Short Maintainance********************* big_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 29 BKNG 12 -4.33 big-cap Short NaN -39.0 1.349346e+09 -20.0 Consumer Cyclical 133 DAL 11 -6.15 big-cap Short NaN -11.0 7.442836e+08 -20.0 Industrials 24 CAT 8 3.27 big-cap Short NaN -28.0 6.709271e+08 -13.0 Industrials 48 VRTX 12 2.57 big-cap Short NaN -12.0 5.523671e+08 -12.0 Healthcare 125 LUV 8 -4.24 big-cap Short NaN -53.0 4.372966e+08 -18.0 Industrials 37 FISV 18 -4.34 big-cap Short NaN -44.0 3.862133e+08 -35.0 Technology 65 TAL 38 -68.29 big-cap Short NaN -38.0 3.673144e+08 -77.0 Consumer Defensive 85 LVS 18 -9.76 big-cap Short NaN -18.0 3.446807e+08 -39.0 Consumer Cyclical 41 TFC 7 4.53 big-cap Short NaN -19.0 3.156945e+08 -8.0 Financial Services 68 MET 6 0.16 big-cap Short NaN -33.0 2.818578e+08 -8.0 Financial Services 49 ECL 6 -0.74 big-cap Short NaN -32.0 2.779594e+08 -16.0 Basic Materials 55 GPN 9 -1.17 big-cap Short NaN -39.0 2.450587e+08 -38.0 Industrials 91 SYY 7 2.07 big-cap Short NaN -29.0 2.422953e+08 -14.0 Consumer Defensive 39 CB 6 -0.02 big-cap Short NaN -14.0 2.164471e+08 -8.0 Financial Services 172 CMS 7 3.22 big-cap Short NaN -33.0 2.065995e+08 -15.0 Utilities 101 CMI 8 1.68 big-cap Short NaN -68.0 1.953681e+08 -29.0 Industrials 153 VIPS 19 -20.64 big-cap Short NaN -66.0 1.857705e+08 -62.0 Consumer Cyclical 115 EDU 9 -1.86 big-cap Short NaN -35.0 1.767228e+08 -74.0 Consumer Defensive 150 FLT 16 -6.45 big-cap Short NaN -36.0 1.678929e+08 -34.0 Technology 112 CTVA 13 -0.42 big-cap Short NaN -38.0 1.557323e+08 -28.0 Basic Materials 236 SNA 6 -0.65 big-cap Short NaN -28.0 1.324322e+08 -9.0 Industrials 102 TRV 7 3.25 big-cap Short NaN -29.0 1.305105e+08 -8.0 Financial Services 107 PCAR 7 1.83 big-cap Short NaN -11.0 1.267114e+08 -16.0 Industrials 121 GLW 8 4.22 big-cap Short NaN -43.0 1.099984e+08 -16.0 Technology 227 DAR 8 0.43 big-cap Short NaN -9.0 1.062275e+08 -10.0 Consumer Defensive 188 ATHM 28 -25.82 big-cap Short NaN -28.0 1.058003e+08 -137.0 Communication Services 36 CNI 8 -0.40 big-cap Short NaN -8.0 9.087080e+07 -34.0 Industrials 148 PPL 7 2.32 big-cap Short NaN -9.0 8.630917e+07 -9.0 Utilities 94 MFC 12 -3.31 big-cap Short NaN -63.0 8.286302e+07 -28.0 Financial Services 175 HPE 7 0.60 big-cap Short NaN -57.0 7.615246e+07 -9.0 Technology 198 HAS 8 1.93 big-cap Short NaN -33.0 7.517604e+07 -11.0 Consumer Cyclical 206 MPW 7 3.07 big-cap Short NaN -7.0 7.434142e+07 -40.0 Real Estate 183 CPB 14 -0.10 big-cap Short NaN -15.0 7.235933e+07 -16.0 Consumer Defensive 202 SMG 18 -5.09 big-cap Short NaN -51.0 6.239214e+07 -28.0 Basic Materials 187 ABCL 16 -25.34 big-cap Short NaN -18.0 5.559131e+07 -23.0 Healthcare 163 CVAC 8 10.18 big-cap Short NaN -14.0 5.127539e+07 -13.0 Healthcare 220 WRB 7 2.85 big-cap Short NaN -43.0 4.821206e+07 -19.0 Financial Services 237 AQN 6 1.45 big-cap Short NaN -6.0 4.234311e+07 -10.0 Utilities 74 ERIC 7 1.02 big-cap Short NaN -40.0 4.080760e+07 -19.0 Technology 213 PLTK 13 -4.44 big-cap Short NaN -13.0 3.410526e+07 -18.0 Communication Services 214 KC 10 0.55 big-cap Short NaN -10.0 3.331318e+07 -72.0 Technology 123 SLF 6 1.31 big-cap Short NaN -32.0 2.609399e+07 -10.0 Financial Services 211 SBSW 8 2.15 big-cap Short NaN -13.0 2.580832e+07 -12.0 Basic Materials 58 PHG 11 -7.87 big-cap Short NaN -44.0 2.382220e+07 -22.0 Healthcare 109 ORAN 6 -3.58 big-cap Short NaN -21.0 1.545802e+07 -18.0 Communication Services 72 PUK 6 -3.35 big-cap Short NaN -57.0 5.693834e+06 -9.0 Financial Services 201 ZNH 16 -4.71 big-cap Short NaN -16.0 6.331309e+05 -41.0 Industrials Mean Return: -3.3704255319148944 Mean Day/Week: 10.702127659574469 Accuracy:0.5319148936170213 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 4 Consumer Cyclical 2 Consumer Defensive 1 Energy 3 Financial Services 5 Healthcare 12 Industrials 3 Real Estate 6 Technology 13 Utilities 2 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 5 Consumer Cyclical 11 Consumer Defensive 5 Energy 1 Financial Services 18 Healthcare 4 Industrials 11 Real Estate 1 Technology 1 Utilities 1 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 347 ASR 3 -1.42 small-cap Long NaN 3.0 5.341946e+06 4.0 Industrials Mean Return: -1.42 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 240 FWONK 3 2.72 small-cap Long NaN 12.0 5.558746e+07 4.0 Communication Services 347 ASR 3 -1.42 small-cap Long NaN 3.0 5.341946e+06 4.0 Industrials Mean Return: 0.6500000000000001 Mean Day/Week: 3.0 Accuracy:0.5 *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 341 BOKF 1 0.0 small-cap Short NaN -14.0 9.705624e+06 -1.0 Financial Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 264 DECK 2 0.45 small-cap Long NaN 5.0 2.198352e+08 6.0 Consumer Cyclical 332 STWD 1 0.00 small-cap Long NaN 1.0 6.710221e+07 78.0 Real Estate 302 OMF 3 -1.18 small-cap Long NaN 3.0 5.501049e+07 66.0 Financial Services 273 SYNH 1 0.00 small-cap Long NaN 1.0 4.766800e+07 15.0 Healthcare 312 GMED 3 2.58 small-cap Long NaN 4.0 2.820948e+07 57.0 Healthcare 299 HQY 4 -1.77 small-cap Long NaN 4.0 2.776941e+07 30.0 Healthcare 347 ASR 3 -1.42 small-cap Long NaN 3.0 5.341946e+06 4.0 Industrials 242 FWONA 3 2.67 small-cap Long NaN 4.0 3.954008e+06 6.0 Communication Services 317 WF 2 -1.94 small-cap Long NaN 2.0 2.309731e+05 76.0 Financial Services Mean Return: -0.08714285714285709 Mean Day/Week: 3.142857142857143 Accuracy:0.42857142857142855 *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 304 HTA 1 0.00 small-cap Short NaN -4.0 5.630543e+07 -7.0 Real Estate 296 RBA 1 0.00 small-cap Short NaN -1.0 3.311359e+07 -16.0 Industrials 245 MNSO 5 -1.88 small-cap Short NaN -5.0 2.156035e+07 -24.0 Consumer Cyclical 274 NFE 2 0.62 small-cap Short NaN -2.0 1.586432e+07 -137.0 Utilities 292 GLPG 3 4.13 small-cap Short NaN -3.0 1.116350e+07 -11.0 Healthcare 260 CIB 5 0.69 small-cap Short NaN -5.0 6.400030e+06 -137.0 Financial Services 239 BSAC 2 -2.64 small-cap Short NaN -2.0 5.200187e+06 -36.0 Financial Services Mean Return: 0.18400000000000008 Mean Day/Week: 3.8 Accuracy:0.4 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 323 FUBO 7 15.02 small-cap Long NaN 33.0 3.210627e+08 19.0 Communication Services 320 MRO 6 -0.21 small-cap Long NaN 22.0 2.425497e+08 26.0 Energy 251 FANG 19 7.35 small-cap Long NaN 19.0 2.018197e+08 22.0 Energy 324 ASAN 17 46.96 small-cap Long NaN 27.0 1.425815e+08 28.0 Technology 246 DBX 14 4.24 small-cap Long NaN 25.0 1.058667e+08 31.0 Technology 283 CLR 6 0.65 small-cap Long NaN 38.0 1.038639e+08 45.0 Energy 306 NTNX 22 21.46 small-cap Long NaN 59.0 8.297995e+07 27.0 Technology 268 ARWR 14 5.72 small-cap Long NaN 51.0 6.333282e+07 27.0 Healthcare 257 SMAR 7 5.02 small-cap Long NaN 25.0 5.483517e+07 12.0 Technology 297 REXR 17 4.19 small-cap Long NaN 17.0 5.081124e+07 75.0 Real Estate 267 LSPD 8 10.76 small-cap Long NaN 25.0 4.514041e+07 27.0 Technology 287 CUBE 20 5.69 small-cap Long NaN 20.0 4.500931e+07 78.0 Real Estate 298 VRT 31 15.17 small-cap Long NaN 31.0 4.137066e+07 61.0 Industrials 241 GWRE 6 3.47 small-cap Long NaN 23.0 4.073486e+07 17.0 Technology 310 LSI 23 9.52 small-cap Long NaN 23.0 4.040193e+07 78.0 Real Estate 255 BRKR 13 3.71 small-cap Long NaN 14.0 3.758522e+07 78.0 Healthcare 265 DNLI 19 17.22 small-cap Long NaN 52.0 3.456803e+07 25.0 Healthcare 281 MANH 23 7.34 small-cap Long NaN 23.0 2.395824e+07 44.0 Technology 329 MPLN 29 16.68 small-cap Long NaN 57.0 1.636288e+07 32.0 Healthcare 250 KOF 21 5.69 small-cap Long NaN 35.0 6.038479e+06 59.0 Consumer Defensive 314 FSV 15 2.79 small-cap Long NaN 15.0 4.243092e+06 78.0 Real Estate 294 JSM 21 1.70 small-cap Long NaN 24.0 9.080461e+05 40.0 unknown 291 PBCTP 8 0.70 small-cap Long NaN 28.0 4.176829e+05 31.0 Financial Services Mean Return: 9.166956521739133 Mean Day/Week: 15.91304347826087 Accuracy:0.9565217391304348 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 309 ALK 8 -1.82 small-cap Short NaN -54.0 1.232307e+08 -19.0 Industrials 285 VOYA 7 2.93 small-cap Short NaN -34.0 1.163636e+08 -14.0 Financial Services 247 BG 6 -1.03 small-cap Short NaN -27.0 9.296003e+07 -10.0 Consumer Defensive 286 WAL 7 3.67 small-cap Short NaN -34.0 8.149394e+07 -13.0 Financial Services 293 KNX 6 0.21 small-cap Short NaN -47.0 7.333894e+07 -13.0 Industrials 248 WU 9 -5.31 small-cap Short NaN -40.0 6.918430e+07 -27.0 Financial Services 339 VAC 9 -5.26 small-cap Short NaN -67.0 6.858930e+07 -29.0 Consumer Cyclical 284 RGA 8 0.13 small-cap Short NaN -47.0 6.667538e+07 -16.0 Financial Services 337 HBI 6 0.14 small-cap Short NaN -34.0 4.647239e+07 -21.0 Consumer Cyclical 290 CASY 12 -5.12 small-cap Short NaN -41.0 4.635771e+07 -14.0 Consumer Defensive 276 PAAS 6 -1.96 small-cap Short NaN -18.0 4.238484e+07 -12.0 Basic Materials 243 GL 7 4.29 small-cap Short NaN -27.0 4.132313e+07 -8.0 Financial Services 327 SNV 6 -0.69 small-cap Short NaN -34.0 3.628729e+07 -8.0 Financial Services 316 TKR 6 -2.03 small-cap Short NaN -26.0 3.445956e+07 -10.0 Industrials 307 CDK 6 -1.93 small-cap Short NaN -10.0 3.412052e+07 -12.0 Technology 249 GFL 9 -1.48 small-cap Short NaN -9.0 3.346065e+07 -28.0 Industrials 334 LSTR 16 -1.42 small-cap Short NaN -33.0 3.303440e+07 -19.0 Industrials 343 RBC 16 -3.92 small-cap Short NaN -64.0 2.791991e+07 -30.0 Industrials 303 MAT 8 1.90 small-cap Short NaN -33.0 2.386113e+07 -16.0 Consumer Cyclical 311 FIZZ 7 3.48 small-cap Short NaN -7.0 1.548715e+07 -18.0 Consumer Defensive 342 BWXT 9 -7.07 small-cap Short NaN -44.0 1.400610e+07 -28.0 Industrials 261 AEG 7 -0.38 small-cap Short NaN -25.0 5.545861e+06 -30.0 Financial Services Mean Return: -1.0304545454545455 Mean Day/Week: 8.227272727272727 Accuracy:0.6363636363636364 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 6 Consumer Cyclical 22 Consumer Defensive 4 Energy 12 Financial Services 41 Healthcare 57 Industrials 19 Real Estate 15 Technology 55 Utilities 1 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 19 Communication Services 4 Consumer Cyclical 25 Consumer Defensive 5 Energy 4 Financial Services 56 Healthcare 20 Industrials 45 Real Estate 6 Technology 10 Utilities 8 unknown 3 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 524 URBN 2 -3.37 penny-cap Long NaN 4.0 6.414709e+07 5.0 Consumer Cyclical 474 TDC 2 -0.80 penny-cap Long NaN 2.0 3.305490e+07 5.0 Technology 375 HCM 3 5.90 penny-cap Long NaN 3.0 2.251217e+07 4.0 Healthcare Mean Return: 0.5766666666666668 Mean Day/Week: 2.3333333333333335 Accuracy:0.3333333333333333 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 436 SABR 1 0.00 penny-cap Short NaN -2.0 1.613210e+08 -5.0 Technology 711 RAD 1 0.00 penny-cap Short NaN -3.0 7.872086e+07 -3.0 Healthcare 471 PDCO 3 -2.68 penny-cap Short NaN -4.0 6.923694e+07 -4.0 Healthcare 414 PK 1 0.00 penny-cap Short NaN -1.0 5.964639e+07 -2.0 Real Estate 463 SR 5 2.53 penny-cap Short NaN -5.0 1.821468e+07 -5.0 Utilities Mean Return: -0.07500000000000018 Mean Day/Week: 5.5 Accuracy:0.5 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 492 JKS 2 22.91 penny-cap Long NaN 27.0 4.439577e+08 4.0 Technology 409 EDIT 1 0.00 penny-cap Long NaN 46.0 3.273930e+08 4.0 Healthcare 524 URBN 2 -3.37 penny-cap Long NaN 4.0 6.414709e+07 5.0 Consumer Cyclical 534 SSYS 1 0.00 penny-cap Long NaN 29.0 6.294242e+07 5.0 Technology 649 VXRT 1 0.00 penny-cap Long NaN 19.0 5.521189e+07 3.0 Healthcare 474 TDC 2 -0.80 penny-cap Long NaN 2.0 3.305490e+07 5.0 Technology 375 HCM 3 5.90 penny-cap Long NaN 3.0 2.251217e+07 4.0 Healthcare 635 CPK 1 0.00 penny-cap Long NaN 11.0 7.876349e+06 3.0 Utilities 470 CCU 2 -1.43 penny-cap Long NaN 10.0 1.252206e+06 5.0 Consumer Defensive Mean Return: 4.642 Mean Day/Week: 3.0 Accuracy:0.4 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 436 SABR 1 0.00 penny-cap Short NaN -2.0 1.613210e+08 -5.0 Technology 711 RAD 1 0.00 penny-cap Short NaN -3.0 7.872086e+07 -3.0 Healthcare 471 PDCO 3 -2.68 penny-cap Short NaN -4.0 6.923694e+07 -4.0 Healthcare 414 PK 1 0.00 penny-cap Short NaN -1.0 5.964639e+07 -2.0 Real Estate 517 FUL 1 0.00 penny-cap Short NaN -33.0 3.321857e+07 -4.0 Basic Materials 463 SR 5 2.53 penny-cap Short NaN -5.0 1.821468e+07 -5.0 Utilities 515 CATY 1 0.00 penny-cap Short NaN -13.0 1.549464e+07 -1.0 Financial Services Mean Return: -0.07500000000000018 Mean Day/Week: 6.5 Accuracy:0.5 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 370 M 1 0.00 penny-cap Long NaN 1.0 2.104740e+08 31.0 Consumer Cyclical 426 AEO 2 -2.45 penny-cap Long NaN 3.0 1.626171e+08 78.0 Consumer Cyclical 587 RIG 5 3.24 penny-cap Long NaN 5.0 1.486131e+08 20.0 Energy 718 QADA 1 0.00 penny-cap Long NaN 1.0 1.140766e+08 22.0 Technology 542 RRC 3 1.15 penny-cap Long NaN 3.0 1.092816e+08 40.0 Energy 353 CROX 3 2.58 penny-cap Long NaN 3.0 1.017724e+08 78.0 Consumer Cyclical 608 AR 4 2.62 penny-cap Long NaN 4.0 8.357870e+07 78.0 Energy 693 ANF 2 -1.79 penny-cap Long NaN 2.0 6.855003e+07 78.0 Consumer Cyclical 405 CELH 3 0.79 penny-cap Long NaN 4.0 6.759017e+07 27.0 Consumer Defensive 524 URBN 2 -3.37 penny-cap Long NaN 4.0 6.414709e+07 5.0 Consumer Cyclical 434 SEM 3 -1.91 penny-cap Long NaN 3.0 3.939030e+07 78.0 Healthcare 627 VSTO 5 2.62 penny-cap Long NaN 5.0 3.831794e+07 40.0 Consumer Cyclical 658 BOOT 4 -0.03 penny-cap Long NaN 4.0 3.661990e+07 78.0 Consumer Cyclical 474 TDC 2 -0.80 penny-cap Long NaN 2.0 3.305490e+07 5.0 Technology 416 SIGI 3 0.81 penny-cap Long NaN 3.0 2.662270e+07 6.0 Financial Services 430 VIAV 1 0.00 penny-cap Long NaN 1.0 2.642205e+07 32.0 Technology 659 IRWD 5 4.22 penny-cap Long NaN 5.0 2.315004e+07 55.0 Healthcare 375 HCM 3 5.90 penny-cap Long NaN 3.0 2.251217e+07 4.0 Healthcare 737 CRTO 2 1.84 penny-cap Long NaN 2.0 2.229928e+07 78.0 Communication Services 603 CALX 2 2.02 penny-cap Long NaN 2.0 1.931605e+07 31.0 Technology 399 IMAB 5 1.02 penny-cap Long NaN 5.0 1.586441e+07 47.0 Healthcare 523 ATRC 3 1.61 penny-cap Long NaN 3.0 1.389952e+07 78.0 Healthcare 505 ONTO 1 0.00 penny-cap Long NaN 1.0 1.305279e+07 27.0 Technology 359 DRVN 2 -3.44 penny-cap Long NaN 2.0 1.299919e+07 33.0 Consumer Cyclical 686 USA 2 -0.76 penny-cap Long NaN 2.0 1.202163e+07 78.0 Financial Services 741 ESTA 4 3.33 penny-cap Long NaN 4.0 1.141988e+07 78.0 Healthcare 385 ALTR 3 -0.70 penny-cap Long NaN 3.0 1.115045e+07 7.0 Technology 584 NVMI 1 0.00 penny-cap Long NaN 1.0 9.925589e+06 29.0 Technology 763 ZUMZ 3 1.23 penny-cap Long NaN 4.0 9.619030e+06 6.0 Consumer Cyclical 656 PIPR 2 -3.48 penny-cap Long NaN 2.0 9.113834e+06 78.0 Financial Services 419 MSP 5 3.59 penny-cap Long NaN 5.0 8.905229e+06 31.0 Technology 757 INGN 3 -2.03 penny-cap Long NaN 5.0 7.828172e+06 64.0 Healthcare 427 SEB 3 3.82 penny-cap Long NaN 3.0 7.743575e+06 12.0 Industrials 467 DNP 2 -0.38 penny-cap Long NaN 2.0 7.369441e+06 30.0 Financial Services 632 HLIO 2 2.31 penny-cap Long NaN 5.0 6.151895e+06 20.0 Industrials 629 CRVL 5 3.07 penny-cap Long NaN 5.0 5.314572e+06 59.0 Financial Services 617 ADX 1 0.00 penny-cap Long NaN 1.0 3.888775e+06 78.0 Financial Services 464 SOGO 1 0.00 penny-cap Long NaN 1.0 3.667298e+06 56.0 Communication Services 626 BSM 2 -1.50 penny-cap Long NaN 2.0 3.408400e+06 56.0 Energy 733 NMZ 1 0.00 penny-cap Long NaN 1.0 3.284978e+06 58.0 Financial Services 687 VCTR 5 1.35 penny-cap Long NaN 5.0 2.026043e+06 78.0 Financial Services 593 EVA 4 -0.88 penny-cap Long NaN 5.0 1.816619e+06 6.0 Basic Materials 753 AFINP 1 0.00 penny-cap Long NaN 5.0 2.290478e+05 6.0 Real Estate Mean Return: 0.7529411764705882 Mean Day/Week: 3.4411764705882355 Accuracy:0.5882352941176471 *******************Part 3.6 Penny Cap Short Entry MACD********************* penny_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 436 SABR 1 0.00 penny-cap Short NaN -2.0 1.613210e+08 -5.0 Technology 472 GBT 1 0.00 penny-cap Short NaN -5.0 9.936286e+07 -137.0 Healthcare 711 RAD 1 0.00 penny-cap Short NaN -3.0 7.872086e+07 -3.0 Healthcare 471 PDCO 3 -2.68 penny-cap Short NaN -4.0 6.923694e+07 -4.0 Healthcare 414 PK 1 0.00 penny-cap Short NaN -1.0 5.964639e+07 -2.0 Real Estate 561 FUN 1 0.00 penny-cap Short NaN -1.0 3.485277e+07 -35.0 Consumer Cyclical 400 HAIN 4 1.85 penny-cap Short NaN -4.0 3.273623e+07 -50.0 Consumer Defensive 418 OGS 5 1.64 penny-cap Short NaN -5.0 1.952978e+07 -7.0 Utilities 463 SR 5 2.53 penny-cap Short NaN -5.0 1.821468e+07 -5.0 Utilities 486 UNIT 4 0.31 penny-cap Short NaN -4.0 1.570121e+07 -137.0 Real Estate 614 ENDP 5 3.77 penny-cap Short NaN -5.0 1.379324e+07 -65.0 Healthcare 573 AVNS 1 0.00 penny-cap Short NaN -1.0 1.200519e+07 -71.0 Healthcare 600 INT 1 0.00 penny-cap Short NaN -1.0 1.076775e+07 -8.0 Energy 527 XNCR 1 0.00 penny-cap Short NaN -1.0 8.723057e+06 -71.0 Healthcare 732 TBPH 2 0.83 penny-cap Short NaN -2.0 7.223137e+06 -32.0 Healthcare 667 HMN 4 -1.74 penny-cap Short NaN -4.0 7.153362e+06 -47.0 Financial Services 707 KROS 3 -1.00 penny-cap Short NaN -3.0 4.864996e+06 -41.0 Healthcare 708 NXGN 1 0.00 penny-cap Short NaN -5.0 4.235872e+06 -137.0 Healthcare 745 FDMT 2 5.04 penny-cap Short NaN -2.0 2.822474e+06 -71.0 Healthcare 668 SBLKZ 3 0.00 penny-cap Short NaN -3.0 3.779623e+05 -23.0 unknown Mean Return: 0.9590909090909091 Mean Day/Week: 4.454545454545454 Accuracy:0.2727272727272727 *******************Part 3.7 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 374 AMC 12 18.81 penny-cap Long NaN 31.0 5.727956e+09 34.0 Communication Services 503 BOX 9 3.42 penny-cap Long NaN 30.0 1.621818e+08 35.0 Technology 352 STAA 23 13.55 penny-cap Long NaN 23.0 1.357492e+08 62.0 Healthcare 580 MAC 6 4.01 penny-cap Long NaN 48.0 1.236140e+08 37.0 Real Estate 411 CDNA 16 8.98 penny-cap Long NaN 25.0 1.053944e+08 27.0 Healthcare 788 SM 6 8.62 penny-cap Long NaN 22.0 9.603205e+07 78.0 Energy 518 QFIN 17 14.41 penny-cap Long NaN 25.0 8.559714e+07 25.0 unknown 537 RVLV 9 21.52 penny-cap Long NaN 22.0 7.827012e+07 32.0 Consumer Cyclical 596 ASO 6 1.42 penny-cap Long NaN 21.0 7.778825e+07 78.0 Consumer Cyclical 390 OVV 6 4.17 penny-cap Long NaN 22.0 7.428692e+07 23.0 Energy 404 SWAV 28 23.33 penny-cap Long NaN 28.0 6.693397e+07 63.0 Healthcare 432 OPCH 14 4.50 penny-cap Long NaN 24.0 6.693065e+07 16.0 Healthcare 685 DEN 27 21.67 penny-cap Long NaN 27.0 6.637683e+07 78.0 Energy 373 JOBS 20 8.12 penny-cap Long NaN 59.0 6.344767e+07 39.0 Industrials 620 MTDR 6 2.54 penny-cap Long NaN 6.0 6.255962e+07 78.0 Energy 545 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 73.0 Real Estate 572 SIG 12 4.62 penny-cap Long NaN 12.0 5.946029e+07 15.0 Consumer Cyclical 479 FRHC 9 4.37 penny-cap Long NaN 21.0 5.840816e+07 20.0 Financial Services 613 DDS 6 13.54 penny-cap Long NaN 31.0 5.731283e+07 46.0 Consumer Cyclical 784 SBLK 9 -5.55 penny-cap Long NaN 9.0 4.572867e+07 78.0 Industrials 368 JCOM 13 8.09 penny-cap Long NaN 16.0 4.542767e+07 78.0 Technology 546 CIM 30 12.77 penny-cap Long NaN 30.0 4.393987e+07 78.0 Real Estate 533 NSA 19 8.43 penny-cap Long NaN 19.0 3.481164e+07 78.0 Real Estate 440 APLS 23 22.55 penny-cap Long NaN 52.0 3.418698e+07 30.0 Healthcare 447 SPT 18 32.71 penny-cap Long NaN 24.0 3.398980e+07 26.0 Technology 383 NAV 20 0.29 penny-cap Long NaN 57.0 3.390486e+07 61.0 Industrials 567 MGY 6 4.54 penny-cap Long NaN 22.0 3.340650e+07 23.0 Energy 497 MIME 34 16.39 penny-cap Long NaN 55.0 2.934976e+07 36.0 Technology 601 INMD 7 6.34 penny-cap Long NaN 17.0 2.916121e+07 31.0 Healthcare 581 SGRY 45 31.21 penny-cap Long NaN 45.0 2.777345e+07 78.0 Healthcare 739 RAVN 6 0.18 penny-cap Long NaN 6.0 2.760791e+07 48.0 Industrials 366 HLI 6 4.38 penny-cap Long NaN 33.0 2.648984e+07 33.0 Financial Services 646 DRNA 17 17.35 penny-cap Long NaN 25.0 2.636311e+07 31.0 Healthcare 501 ACCD 14 2.79 penny-cap Long NaN 25.0 2.625795e+07 29.0 Healthcare 394 KRNT 11 3.22 penny-cap Long NaN 25.0 2.620514e+07 23.0 Industrials 449 PZZA 11 2.59 penny-cap Long NaN 15.0 2.564634e+07 37.0 Consumer Cyclical 386 LPSN 7 5.38 penny-cap Long NaN 27.0 2.563958e+07 17.0 Technology 621 PRFT 55 25.57 penny-cap Long NaN 55.0 2.539519e+07 78.0 Technology 756 CRK 15 7.94 penny-cap Long NaN 40.0 2.527573e+07 21.0 Energy 459 VG 18 5.25 penny-cap Long NaN 28.0 2.525230e+07 32.0 Communication Services 724 ERJ 24 18.45 penny-cap Long NaN 24.0 2.378064e+07 78.0 Industrials 742 EVRI 6 3.77 penny-cap Long NaN 45.0 2.279352e+07 48.0 Consumer Cyclical 477 CVLT 6 2.23 penny-cap Long NaN 25.0 2.269033e+07 78.0 Technology 525 AXSM 13 7.31 penny-cap Long NaN 45.0 2.258375e+07 21.0 Healthcare 652 MFA 6 -0.58 penny-cap Long NaN 16.0 2.164924e+07 78.0 Real Estate 516 FHI 6 0.43 penny-cap Long NaN 9.0 2.132570e+07 39.0 Financial Services 684 CNST 13 0.65 penny-cap Long NaN 31.0 2.120892e+07 19.0 Healthcare 365 RPD 9 5.78 penny-cap Long NaN 26.0 2.063404e+07 31.0 Technology 647 HSKA 14 8.29 penny-cap Long NaN 14.0 2.020247e+07 31.0 Healthcare 431 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 688 LX 10 3.34 penny-cap Long NaN 25.0 1.919397e+07 17.0 Financial Services 789 CDMO 19 12.10 penny-cap Long NaN 19.0 1.848215e+07 78.0 Healthcare 380 TRUP 15 17.33 penny-cap Long NaN 52.0 1.835526e+07 23.0 Financial Services 354 WK 9 7.96 penny-cap Long NaN 25.0 1.814814e+07 17.0 Technology 673 SYKE 6 -0.76 penny-cap Long NaN 7.0 1.786933e+07 7.0 Technology 599 DOMO 18 23.51 penny-cap Long NaN 25.0 1.779829e+07 27.0 Technology 522 MDRX 6 4.49 penny-cap Long NaN 53.0 1.738042e+07 34.0 Healthcare 455 AQUA 6 2.86 penny-cap Long NaN 26.0 1.715389e+07 56.0 Industrials 750 LNTH 8 9.15 penny-cap Long NaN 20.0 1.668646e+07 22.0 Healthcare 597 SKY 7 4.20 penny-cap Long NaN 23.0 1.654613e+07 23.0 Consumer Cyclical 439 WNS 9 4.16 penny-cap Long NaN 26.0 1.627088e+07 27.0 Industrials 452 BLKB 9 3.10 penny-cap Long NaN 23.0 1.596758e+07 23.0 Technology 512 CSOD 9 4.04 penny-cap Long NaN 28.0 1.562320e+07 19.0 Technology 602 CVA 14 0.93 penny-cap Long NaN 14.0 1.547654e+07 41.0 Industrials 747 RGR 7 6.73 penny-cap Long NaN 35.0 1.404746e+07 37.0 Industrials 521 EXLS 38 9.62 penny-cap Long NaN 38.0 1.370128e+07 78.0 Technology 645 PMT 11 2.83 penny-cap Long NaN 16.0 1.367287e+07 17.0 Real Estate 349 DAVA 29 23.10 penny-cap Long NaN 45.0 1.335722e+07 48.0 Technology 638 ACMR 8 0.37 penny-cap Long NaN 22.0 1.334786e+07 12.0 Technology 640 RVNC 14 2.05 penny-cap Long NaN 14.0 1.332435e+07 48.0 Healthcare 564 RMBS 8 5.27 penny-cap Long NaN 22.0 1.299055e+07 11.0 Technology 499 AMRC 18 16.58 penny-cap Long NaN 57.0 1.221928e+07 23.0 Industrials 618 INSG 7 3.24 penny-cap Long NaN 48.0 1.205060e+07 16.0 Technology 738 GLNG 6 0.79 penny-cap Long NaN 31.0 1.204996e+07 31.0 Energy 550 HCSG 14 4.27 penny-cap Long NaN 14.0 1.178862e+07 36.0 Healthcare 403 SWTX 6 -0.67 penny-cap Long NaN 48.0 1.178681e+07 26.0 Healthcare 490 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 70.0 Financial Services 571 SITM 9 9.37 penny-cap Long NaN 25.0 1.172278e+07 16.0 Technology 408 INOV 14 3.88 penny-cap Long NaN 14.0 1.164683e+07 78.0 Healthcare 641 CSII 6 1.70 penny-cap Long NaN 26.0 1.074786e+07 15.0 Healthcare 604 ARCE 8 2.96 penny-cap Long NaN 22.0 1.049872e+07 19.0 Consumer Defensive 703 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 585 PBH 35 11.30 penny-cap Long NaN 35.0 9.788666e+06 40.0 Healthcare 734 VLRS 9 0.54 penny-cap Long NaN 9.0 9.472697e+06 78.0 Industrials 671 SUPN 11 0.76 penny-cap Long NaN 11.0 9.392521e+06 54.0 Healthcare 577 VRRM 10 3.39 penny-cap Long NaN 10.0 9.281592e+06 18.0 Industrials 552 MODV 14 7.70 penny-cap Long NaN 42.0 8.993448e+06 15.0 Healthcare 762 CRTX 18 18.06 penny-cap Long NaN 29.0 8.847629e+06 25.0 Healthcare 610 FTAI 13 7.13 penny-cap Long NaN 23.0 8.533496e+06 16.0 Industrials 781 CMRE 19 7.65 penny-cap Long NaN 19.0 8.521548e+06 78.0 Industrials 761 FINV 12 15.61 penny-cap Long NaN 27.0 8.520730e+06 29.0 Financial Services 712 BLFS 7 5.05 penny-cap Long NaN 27.0 8.378165e+06 10.0 Healthcare 661 EBIX 12 -3.70 penny-cap Long NaN 20.0 8.139041e+06 15.0 Technology 458 CNS 35 16.17 penny-cap Long NaN 78.0 7.836958e+06 46.0 Financial Services 722 INVA 6 -0.05 penny-cap Long NaN 6.0 7.311869e+06 35.0 Healthcare 410 SAFE 12 3.06 penny-cap Long NaN 26.0 7.004315e+06 16.0 Real Estate 713 INBX 7 -1.60 penny-cap Long NaN 34.0 6.686774e+06 18.0 Healthcare 682 BSIG 6 -1.08 penny-cap Long NaN 6.0 6.576918e+06 62.0 Financial Services 460 NAD 27 3.06 penny-cap Long NaN 27.0 6.210440e+06 58.0 Financial Services 664 ZYME 14 -1.90 penny-cap Long NaN 47.0 5.694560e+06 20.0 Healthcare 690 EVV 17 2.23 penny-cap Long NaN 29.0 5.412581e+06 31.0 Financial Services 709 RDWR 17 6.83 penny-cap Long NaN 26.0 5.136695e+06 36.0 Technology 697 MMI 6 -1.11 penny-cap Long NaN 57.0 4.381419e+06 32.0 Real Estate 473 NOAH 8 4.91 penny-cap Long NaN 31.0 4.377495e+06 12.0 Financial Services 495 BSTZ 9 5.09 penny-cap Long NaN 21.0 3.941411e+06 26.0 unknown 735 LINX 16 1.81 penny-cap Long NaN 50.0 3.751500e+06 46.0 Technology 728 NYMTO 11 2.01 penny-cap Long NaN 11.0 3.189816e+06 78.0 Real Estate 679 BBN 15 1.59 penny-cap Long NaN 64.0 3.134216e+06 29.0 Financial Services 777 AUDC 18 6.80 penny-cap Long NaN 57.0 3.056427e+06 38.0 Technology 743 SCWX 18 24.75 penny-cap Long NaN 30.0 2.915247e+06 20.0 Technology 786 AWF 18 3.42 penny-cap Long NaN 24.0 1.984668e+06 31.0 Financial Services 644 DCBO 6 4.38 penny-cap Long NaN 60.0 1.741363e+06 46.0 Technology 557 NZF 7 0.76 penny-cap Long NaN 21.0 1.322379e+06 58.0 Financial Services 736 NRK 19 1.41 penny-cap Long NaN 19.0 8.899695e+05 55.0 Financial Services 407 ESGRP 11 0.28 penny-cap Long NaN 17.0 3.692296e+05 62.0 Financial Services 726 NYMTN 14 3.87 penny-cap Long NaN 19.0 3.459963e+05 30.0 Real Estate 721 NYMTP 11 1.23 penny-cap Long NaN 14.0 3.376303e+05 16.0 Real Estate 514 TDA 6 0.16 penny-cap Long NaN 19.0 1.741667e+05 31.0 unknown 417 WTFCM 8 0.40 penny-cap Long NaN 18.0 1.170711e+05 61.0 Financial Services Mean Return: 6.85890756302521 Mean Day/Week: 13.554621848739496 Accuracy:0.9159663865546218 *******************Part 3.8 Penny Cap Short Maintainance********************* penny_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 376 JBLU 10 -6.39 penny-cap Short NaN -55.0 1.642084e+08 -19.0 Industrials 529 SAVE 17 -11.66 penny-cap Short NaN -17.0 1.632385e+08 -35.0 Industrials 372 HFC 8 -2.84 penny-cap Short NaN -8.0 8.553724e+07 -39.0 Energy 666 PLAY 12 -5.64 penny-cap Short NaN -61.0 7.484695e+07 -35.0 Consumer Cyclical 358 SAGE 10 -2.37 penny-cap Short NaN -10.0 6.357088e+07 -11.0 Healthcare 355 NYCB 13 -4.66 penny-cap Short NaN -13.0 5.747157e+07 -39.0 Financial Services 480 ALGT 19 -14.40 penny-cap Short NaN -68.0 5.300532e+07 -40.0 Industrials 453 CBRL 14 -6.00 penny-cap Short NaN -52.0 5.191087e+07 -35.0 Consumer Cyclical 586 CAKE 8 -1.01 penny-cap Short NaN -34.0 5.082935e+07 -13.0 Consumer Cyclical 619 BLMN 8 3.92 penny-cap Short NaN -34.0 4.227405e+07 -12.0 Consumer Cyclical 538 FLR 9 -0.08 penny-cap Short NaN -32.0 4.146664e+07 -32.0 Industrials 444 TMHC 13 -4.96 penny-cap Short NaN -41.0 3.995936e+07 -19.0 Consumer Cyclical 489 ABG 13 -4.86 penny-cap Short NaN -43.0 3.844446e+07 -19.0 Consumer Cyclical 364 ALSN 8 0.60 penny-cap Short NaN -24.0 3.327662e+07 -16.0 Consumer Cyclical 502 UTZ 11 -7.71 penny-cap Short NaN -33.0 3.133690e+07 -32.0 Consumer Defensive 462 TRN 6 -2.02 penny-cap Short NaN -7.0 3.054461e+07 -8.0 Industrials 547 WWW 8 0.02 penny-cap Short NaN -33.0 3.052428e+07 -28.0 Consumer Cyclical 478 ENR 16 -1.83 penny-cap Short NaN -38.0 2.995870e+07 -21.0 Industrials 429 AVT 6 2.09 penny-cap Short NaN -41.0 2.939753e+07 -8.0 Technology 451 LCII 6 -0.13 penny-cap Short NaN -12.0 2.904873e+07 -13.0 Consumer Cyclical 441 MDC 11 -3.38 penny-cap Short NaN -49.0 2.852427e+07 -20.0 Consumer Cyclical 469 TCBI 8 -2.46 penny-cap Short NaN -8.0 2.842592e+07 -59.0 Financial Services 553 THS 22 -7.57 penny-cap Short NaN -24.0 2.441724e+07 -39.0 Consumer Defensive 397 VMI 7 5.27 penny-cap Short NaN -28.0 2.319021e+07 -13.0 Industrials 500 WOR 10 -3.59 penny-cap Short NaN -33.0 2.305712e+07 -29.0 Industrials 351 PAG 7 2.33 penny-cap Short NaN -34.0 2.263111e+07 -17.0 Consumer Cyclical 369 AL 13 -6.55 penny-cap Short NaN -13.0 2.158255e+07 -36.0 Industrials 508 ONB 8 -2.38 penny-cap Short NaN -66.0 2.120085e+07 -41.0 Financial Services 660 FSM 8 -7.92 penny-cap Short NaN -9.0 2.101696e+07 -18.0 Basic Materials 536 DOOR 8 0.98 penny-cap Short NaN -39.0 2.099982e+07 -19.0 Industrials 491 BXS 12 -5.98 penny-cap Short NaN -12.0 2.085713e+07 -49.0 Financial Services 650 CVI 7 6.61 penny-cap Short NaN -11.0 2.081260e+07 -60.0 Energy 481 CNO 7 4.56 penny-cap Short NaN -24.0 2.057093e+07 -13.0 Financial Services 589 TSE 8 1.46 penny-cap Short NaN -28.0 2.052735e+07 -29.0 Basic Materials 456 VSH 16 -5.12 penny-cap Short NaN -41.0 2.044072e+07 -35.0 Technology 496 COLB 8 -3.66 penny-cap Short NaN -69.0 1.986880e+07 -54.0 Financial Services 421 SNDR 8 1.42 penny-cap Short NaN -28.0 1.919854e+07 -24.0 Industrials 651 LZB 9 0.81 penny-cap Short NaN -33.0 1.859092e+07 -29.0 Consumer Cyclical 598 SKYW 17 -9.61 penny-cap Short NaN -17.0 1.820870e+07 -41.0 Industrials 605 FMBI 15 -5.44 penny-cap Short NaN -64.0 1.759863e+07 -29.0 Financial Services 654 EB 10 -4.66 penny-cap Short NaN -10.0 1.669237e+07 -34.0 Technology 778 BJRI 13 -5.88 penny-cap Short NaN -69.0 1.611357e+07 -29.0 Consumer Cyclical 535 ABM 11 -6.78 penny-cap Short NaN -49.0 1.527128e+07 -21.0 Industrials 764 ACRS 15 -3.54 penny-cap Short NaN -54.0 1.521996e+07 -36.0 Healthcare 731 ARCB 8 4.12 penny-cap Short NaN -28.0 1.490826e+07 -17.0 Industrials 566 FULT 7 3.62 penny-cap Short NaN -64.0 1.425955e+07 -8.0 Financial Services 511 NWE 7 -0.53 penny-cap Short NaN -44.0 1.408963e+07 -24.0 Utilities 594 CMP 8 -5.40 penny-cap Short NaN -26.0 1.395100e+07 -11.0 Basic Materials 494 DAN 6 0.80 penny-cap Short NaN -14.0 1.384551e+07 -8.0 Consumer Cyclical 559 RUSHA 8 -4.46 penny-cap Short NaN -49.0 1.360957e+07 -19.0 Consumer Cyclical 413 AAON 18 -4.23 penny-cap Short NaN -18.0 1.331119e+07 -68.0 Industrials 504 AIT 6 1.49 penny-cap Short NaN -28.0 1.292238e+07 -9.0 Industrials 438 HOMB 7 3.87 penny-cap Short NaN -67.0 1.268239e+07 -14.0 Financial Services 696 HOPE 7 1.94 penny-cap Short NaN -63.0 1.209505e+07 -8.0 Financial Services 532 AVA 7 0.41 penny-cap Short NaN -51.0 1.194317e+07 -20.0 Utilities 670 PATK 8 -2.17 penny-cap Short NaN -33.0 1.132382e+07 -18.0 Consumer Cyclical 387 RXT 10 -3.79 penny-cap Short NaN -45.0 1.110177e+07 -34.0 Technology 760 CMCO 8 0.00 penny-cap Short NaN -68.0 9.898049e+06 -24.0 Industrials 513 CWT 6 -1.27 penny-cap Short NaN -6.0 9.670515e+06 -7.0 Utilities 543 GCMG 16 -7.91 penny-cap Short NaN -32.0 9.516059e+06 -34.0 Financial Services 692 TBK 7 3.76 penny-cap Short NaN -46.0 9.462226e+06 -29.0 Financial Services 625 ADUS 14 -6.42 penny-cap Short NaN -14.0 9.435762e+06 -42.0 Healthcare 700 AROC 8 -3.28 penny-cap Short NaN -8.0 9.364533e+06 -8.0 Energy 616 MTOR 9 -5.97 penny-cap Short NaN -9.0 9.227025e+06 -62.0 Consumer Cyclical 780 KRA 13 -6.32 penny-cap Short NaN -41.0 9.076175e+06 -42.0 Basic Materials 720 PGTI 14 -1.90 penny-cap Short NaN -34.0 8.945938e+06 -28.0 Industrials 639 FBK 15 -6.58 penny-cap Short NaN -67.0 8.932593e+06 -44.0 Financial Services 689 CGEM 7 3.22 penny-cap Short NaN -7.0 8.678345e+06 -118.0 Healthcare 519 CVBF 7 1.58 penny-cap Short NaN -8.0 8.649385e+06 -8.0 Financial Services 678 ATSG 7 1.58 penny-cap Short NaN -7.0 8.600105e+06 -48.0 Industrials 565 IOSP 8 -2.67 penny-cap Short NaN -13.0 8.314157e+06 -14.0 Basic Materials 544 IBOC 6 -3.11 penny-cap Short NaN -28.0 8.146512e+06 -8.0 Financial Services 662 NWBI 7 0.36 penny-cap Short NaN -7.0 8.053580e+06 -8.0 Financial Services 541 FIBK 14 -7.58 penny-cap Short NaN -68.0 7.544099e+06 -35.0 Financial Services 556 FLOW 6 1.13 penny-cap Short NaN -29.0 6.737537e+06 -9.0 Industrials 675 LNN 7 4.31 penny-cap Short NaN -70.0 6.639539e+06 -14.0 Industrials 582 FRME 13 -3.29 penny-cap Short NaN -64.0 6.373129e+06 -25.0 Financial Services 637 TRMK 8 -1.22 penny-cap Short NaN -62.0 6.357547e+06 -24.0 Financial Services 606 BANF 13 -3.08 penny-cap Short NaN -29.0 6.315372e+06 -25.0 Financial Services 755 OCFC 8 -2.54 penny-cap Short NaN -63.0 6.228500e+06 -37.0 Financial Services 648 SBCF 7 1.65 penny-cap Short NaN -29.0 5.915000e+06 -8.0 Financial Services 704 CVGW 14 -7.00 penny-cap Short NaN -44.0 5.416558e+06 -41.0 Consumer Defensive 681 WABC 13 -4.51 penny-cap Short NaN -68.0 5.053252e+06 -25.0 Financial Services 539 MEOH 8 -2.53 penny-cap Short NaN -26.0 4.957823e+06 -35.0 Basic Materials 725 EPAC 6 -0.73 penny-cap Short NaN -29.0 4.860421e+06 -8.0 Industrials 677 NTB 7 0.07 penny-cap Short NaN -34.0 4.825856e+06 -25.0 Financial Services 748 PLUS 20 -5.93 penny-cap Short NaN -34.0 4.825187e+06 -28.0 Technology 691 NBTB 8 -4.57 penny-cap Short NaN -24.0 4.660380e+06 -24.0 Financial Services 744 RMAX 14 -4.48 penny-cap Short NaN -71.0 4.596564e+06 -54.0 Real Estate 785 PRA 8 -5.14 penny-cap Short NaN -66.0 4.560257e+06 -35.0 Financial Services 729 SWM 21 -4.31 penny-cap Short NaN -68.0 4.535637e+06 -34.0 Basic Materials 607 PRK 8 -3.07 penny-cap Short NaN -14.0 4.157478e+06 -41.0 Financial Services 783 MATW 8 -3.84 penny-cap Short NaN -66.0 3.932883e+06 -25.0 Industrials 643 CFFN 24 -1.69 penny-cap Short NaN -24.0 3.855379e+06 -59.0 Financial Services 775 NBHC 7 0.15 penny-cap Short NaN -67.0 3.826443e+06 -25.0 Financial Services 767 AMSF 6 -1.09 penny-cap Short NaN -27.0 3.732837e+06 -17.0 Financial Services 751 TCBK 7 0.12 penny-cap Short NaN -13.0 3.713376e+06 -8.0 Financial Services 683 HTLD 28 -6.47 penny-cap Short NaN -48.0 3.642924e+06 -34.0 Industrials 768 ORIC 17 -5.67 penny-cap Short NaN -17.0 3.595535e+06 -137.0 Healthcare 759 SAFT 7 -0.47 penny-cap Short NaN -24.0 3.453870e+06 -20.0 Financial Services 770 SXI 6 1.19 penny-cap Short NaN -26.0 3.351159e+06 -8.0 Industrials 771 FOR 12 -4.02 penny-cap Short NaN -38.0 3.042928e+06 -26.0 Real Estate 773 CLS 7 4.12 penny-cap Short NaN -11.0 2.823887e+06 -12.0 Technology 657 KRO 6 -2.80 penny-cap Short NaN -32.0 2.382791e+06 -16.0 Basic Materials 680 BV 7 2.85 penny-cap Short NaN -45.0 2.270818e+06 -14.0 Industrials 424 MOR 8 0.08 penny-cap Short NaN -8.0 1.682636e+06 -137.0 Healthcare 574 UZC 13 0.04 penny-cap Short NaN -39.0 6.440420e+05 -128.0 unknown 558 RUSHB 8 -3.91 penny-cap Short NaN -51.0 5.382367e+05 -19.0 Consumer Cyclical 488 HKIB 7 -8.42 penny-cap Short NaN -48.0 6.882720e+04 -27.0 Financial Services 575 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 655 PRTC 8 -5.22 penny-cap Short NaN -8.0 3.222944e+04 -34.0 Healthcare 484 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -132.0 Financial Services Mean Return: -2.308571428571429 Mean Day/Week: 10.25 Accuracy:0.6785714285714286 ************************************** ************************************** 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Stock daily Filter Report for 2021/06/26 05-40-13
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 18 Consumer Cyclical 11 Consumer Defensive 4 Energy 7 Financial Services 15 Healthcare 31 Industrials 12 Real Estate 8 Technology 40 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 8 Consumer Cyclical 9 Consumer Defensive 11 Financial Services 9 Healthcare 7 Industrials 13 Real Estate 2 Technology 8 Utilities 9 *******************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 OSH 1 0.0 big-cap Long NaN 1.0 1.135441e+08 5.0 Healthcare Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 89 TTD 1 0.0 big-cap Long NaN 20.0 8.859046e+08 4.0 Technology 204 OSH 1 0.0 big-cap Long NaN 1.0 1.135441e+08 5.0 Healthcare Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************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 3 FB 2 -0.53 big-cap Long NaN 2.0 4.974533e+09 75.0 Communication Services 4 V 4 0.59 big-cap Long NaN 4.0 1.607031e+09 68.0 Financial Services 15 DHR 2 -0.30 big-cap Long NaN 5.0 1.057165e+09 54.0 Healthcare 22 CHTR 2 1.37 big-cap Long NaN 2.0 7.521518e+08 51.0 Communication Services 18 COST 2 0.62 big-cap Long NaN 2.0 7.211256e+08 57.0 Consumer Defensive 20 AZN 1 0.00 big-cap Long NaN 1.0 5.548987e+08 51.0 Healthcare 17 ACN 1 0.00 big-cap Long NaN 1.0 5.247694e+08 75.0 Technology 159 APO 1 0.00 big-cap Long NaN 1.0 4.075868e+08 51.0 Financial Services 168 HZNP 5 2.17 big-cap Long NaN 5.0 3.861311e+08 30.0 Healthcare 145 VRSN 2 -0.74 big-cap Long NaN 2.0 3.416695e+08 60.0 Technology 80 ROP 2 0.97 big-cap Long NaN 2.0 3.269793e+08 60.0 Industrials 106 PAYX 1 0.00 big-cap Long NaN 1.0 3.060629e+08 77.0 Industrials 62 BSX 2 0.89 big-cap Long NaN 4.0 3.035477e+08 80.0 unknown 100 LBRDK 2 2.41 big-cap Long NaN 2.0 2.903178e+08 51.0 Communication Services 177 ULTA 4 3.92 big-cap Long NaN 4.0 2.797997e+08 22.0 Consumer Cyclical 162 TRU 1 0.00 big-cap Long NaN 1.0 1.992389e+08 60.0 Industrials 53 BAM 1 0.00 big-cap Long NaN 1.0 1.903014e+08 80.0 Financial Services 127 CPRT 5 1.19 big-cap Long NaN 5.0 1.686609e+08 56.0 Industrials 94 TROW 1 0.00 big-cap Long NaN 1.0 1.600020e+08 80.0 Financial Services 143 KKR 3 2.34 big-cap Long NaN 3.0 1.483080e+08 80.0 Financial Services 183 LYV 3 0.72 big-cap Long NaN 3.0 1.451870e+08 28.0 Communication Services 215 CG 3 1.53 big-cap Long NaN 3.0 1.409604e+08 80.0 Financial Services 204 OSH 1 0.00 big-cap Long NaN 1.0 1.135441e+08 5.0 Healthcare 187 LBTYA 1 0.00 big-cap Long NaN 1.0 2.900031e+07 76.0 Communication Services 142 RCI 3 0.27 big-cap Long NaN 3.0 1.739167e+07 58.0 Communication Services 101 LBRDA 1 0.00 big-cap Long NaN 1.0 1.401320e+07 51.0 Communication Services Mean Return: 1.08875 Mean Day/Week: 3.5 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 7 INTC 3 1.18 big-cap Short NaN -3.0 1.170344e+09 -45.0 Technology 232 AQN 5 0.93 big-cap Short NaN -5.0 4.710630e+07 -9.0 Utilities 202 BEP 2 1.27 big-cap Short NaN -2.0 1.606768e+07 -139.0 Utilities 189 LBTYB 3 0.00 big-cap Short NaN -3.0 3.053600e+02 -31.0 Communication Services Mean Return: 0.8450000000000001 Mean Day/Week: 3.25 Accuracy:0.0 *******************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 200 SPCE 8 52.49 big-cap Long NaN 25.0 1.445717e+10 18.0 Industrials 0 MSFT 11 2.76 big-cap Long NaN 12.0 6.743913e+09 80.0 Technology 5 NVDA 23 20.05 big-cap Long NaN 23.0 5.146660e+09 57.0 Technology 2 GOOG 15 2.97 big-cap Long NaN 15.0 3.740920e+09 80.0 Communication Services 19 SHOP 9 11.20 big-cap Long NaN 26.0 2.644080e+09 27.0 Technology 10 CRM 20 1.71 big-cap Long NaN 23.0 2.398338e+09 26.0 Technology 6 PYPL 7 4.10 big-cap Long NaN 21.0 1.850038e+09 26.0 Financial Services 23 ZM 6 -0.45 big-cap Long NaN 28.0 1.325472e+09 16.0 Communication Services 90 A 12 2.95 big-cap Long NaN 20.0 1.243626e+09 59.0 Healthcare 9 ADBE 12 8.04 big-cap Long NaN 16.0 1.236039e+09 60.0 Technology 131 NET 15 20.44 big-cap Long NaN 23.0 1.086843e+09 28.0 Technology 12 MRK 11 2.10 big-cap Long NaN 11.0 1.071791e+09 12.0 Healthcare 98 INFO 10 3.22 big-cap Long NaN 10.0 9.080062e+08 80.0 Industrials 66 CRWD 8 8.24 big-cap Long NaN 24.0 8.326382e+08 26.0 Technology 34 SPGI 10 4.07 big-cap Long NaN 10.0 8.157511e+08 80.0 Financial Services 65 BX 24 7.84 big-cap Long NaN 24.0 7.952078e+08 80.0 Financial Services 99 PANW 6 1.06 big-cap Long NaN 24.0 7.433184e+08 26.0 Technology 30 SNAP 6 7.05 big-cap Long NaN 23.0 7.025679e+08 24.0 Communication Services 25 INTU 28 15.45 big-cap Long NaN 28.0 6.844789e+08 33.0 Technology 174 GNRC 9 9.10 big-cap Long NaN 19.0 6.177378e+08 22.0 Industrials 72 LULU 10 7.54 big-cap Long NaN 22.0 6.022335e+08 50.0 Consumer Cyclical 170 WAT 13 3.01 big-cap Long NaN 13.0 5.723277e+08 65.0 Healthcare 70 DOCU 8 10.06 big-cap Long NaN 20.0 5.720775e+08 16.0 Technology 57 REGN 13 5.46 big-cap Long NaN 16.0 5.503171e+08 45.0 Healthcare 104 MSCI 10 8.10 big-cap Long NaN 10.0 5.328906e+08 61.0 Financial Services 40 PBR 30 21.89 big-cap Long NaN 68.0 5.313628e+08 34.0 Energy 93 MRVL 8 4.05 big-cap Long NaN 24.0 5.074966e+08 26.0 Technology 110 DDOG 7 4.20 big-cap Long NaN 27.0 5.025089e+08 26.0 Technology 97 XPEV 7 -4.22 big-cap Long NaN 26.0 4.772493e+08 19.0 Consumer Cyclical 111 SBAC 20 6.89 big-cap Long NaN 20.0 4.438821e+08 68.0 Real Estate 181 DPZ 13 3.65 big-cap Long NaN 13.0 4.399557e+08 58.0 Consumer Cyclical 178 EXR 17 8.61 big-cap Long NaN 17.0 3.969836e+08 80.0 Real Estate 160 HUBS 7 2.14 big-cap Long NaN 10.0 3.962777e+08 16.0 Technology 223 BILL 6 6.05 big-cap Long NaN 20.0 3.890472e+08 15.0 Technology 123 ZS 8 3.09 big-cap Long NaN 22.0 3.872787e+08 22.0 Technology 119 LI 7 3.02 big-cap Long NaN 29.0 3.844888e+08 21.0 Consumer Cyclical 29 ISRG 10 4.03 big-cap Long NaN 10.0 3.783378e+08 55.0 Healthcare 151 EPAM 14 6.81 big-cap Long NaN 14.0 3.488997e+08 77.0 Technology 37 ZTS 12 2.81 big-cap Long NaN 12.0 3.348850e+08 54.0 Healthcare 63 MCO 10 4.93 big-cap Long NaN 10.0 3.060875e+08 79.0 Financial Services 61 EW 24 8.34 big-cap Long NaN 24.0 3.052181e+08 55.0 Healthcare 115 RMD 13 14.60 big-cap Long NaN 24.0 3.051384e+08 39.0 Healthcare 44 ILMN 11 4.69 big-cap Long NaN 25.0 2.805184e+08 21.0 Healthcare 78 IDXX 23 11.25 big-cap Long NaN 23.0 2.721178e+08 31.0 Healthcare 54 TEAM 8 6.50 big-cap Long NaN 22.0 2.716040e+08 16.0 Technology 133 FTNT 16 8.88 big-cap Long NaN 16.0 2.560578e+08 80.0 Technology 146 MDB 7 1.70 big-cap Long NaN 25.0 2.342432e+08 16.0 Technology 120 MTD 10 0.05 big-cap Long NaN 10.0 2.334222e+08 58.0 Healthcare 179 BMRN 12 1.41 big-cap Long NaN 26.0 2.277732e+08 26.0 Healthcare 130 KR 7 0.12 big-cap Long NaN 16.0 2.236222e+08 45.0 Consumer Defensive 135 ANET 31 13.38 big-cap Long NaN 64.0 2.184781e+08 57.0 Technology 171 NVCR 20 8.27 big-cap Long NaN 20.0 1.948060e+08 53.0 Healthcare 128 WELL 17 9.25 big-cap Long NaN 18.0 1.873678e+08 80.0 Real Estate 208 CABO 6 0.78 big-cap Long NaN 26.0 1.803328e+08 7.0 Communication Services 167 PKI 12 4.28 big-cap Long NaN 12.0 1.713530e+08 37.0 Healthcare 81 PSA 16 6.13 big-cap Long NaN 16.0 1.701200e+08 80.0 Real Estate 148 WST 6 2.20 big-cap Long NaN 6.0 1.661940e+08 57.0 Healthcare 190 ESTC 6 3.32 big-cap Long NaN 25.0 1.547833e+08 17.0 Technology 161 ALNY 13 11.03 big-cap Long NaN 27.0 1.467977e+08 21.0 Healthcare 144 NDAQ 16 4.92 big-cap Long NaN 16.0 1.404333e+08 80.0 Financial Services 191 CRL 12 3.68 big-cap Long NaN 12.0 1.303013e+08 80.0 Healthcare 164 AVTR 12 6.47 big-cap Long NaN 12.0 1.266412e+08 60.0 Basic Materials 36 INFY 14 8.75 big-cap Long NaN 25.0 1.051101e+08 22.0 Technology 117 SGEN 13 1.11 big-cap Long NaN 58.0 1.028583e+08 29.0 Healthcare 193 TECH 12 0.29 big-cap Long NaN 12.0 1.011210e+08 80.0 Healthcare 229 CPT 24 8.27 big-cap Long NaN 24.0 9.820096e+07 80.0 Real Estate 73 VEEV 13 7.32 big-cap Long NaN 22.0 9.513454e+07 22.0 Healthcare 217 ELS 24 6.98 big-cap Long NaN 24.0 8.431369e+07 73.0 Real Estate 11 NVS 18 4.05 big-cap Long NaN 35.0 8.283580e+07 36.0 Healthcare 180 ARGX 6 -1.39 big-cap Long NaN 26.0 5.441440e+07 12.0 Healthcare 129 XP 11 1.72 big-cap Long NaN 14.0 2.598452e+07 20.0 Financial Services 24 PTR 14 18.62 big-cap Long NaN 37.0 1.676337e+07 38.0 Energy 206 NTCO 31 21.05 big-cap Long NaN 56.0 8.566898e+06 37.0 Consumer Defensive 199 JHX 11 1.11 big-cap Long NaN 11.0 1.695995e+06 64.0 Basic Materials 154 FITBI 9 1.97 big-cap Long NaN 9.0 1.109450e+06 13.0 Financial Services 173 BPYPP 7 -0.03 big-cap Long NaN 22.0 5.115863e+05 31.0 Real Estate Mean Return: 6.678684210526316 Mean Day/Week: 12.960526315789474 Accuracy:0.9473684210526315 *******************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 26 CAT 7 3.29 big-cap Short NaN -27.0 2.436501e+09 -12.0 Industrials 225 DAR 7 -0.40 big-cap Short NaN -8.0 1.665285e+09 -9.0 Consumer Defensive 132 DAL 10 -3.20 big-cap Short NaN -10.0 1.058255e+09 -19.0 Industrials 150 FLT 15 -3.68 big-cap Short NaN -35.0 8.752562e+08 -33.0 Technology 50 VRTX 11 0.78 big-cap Short NaN -11.0 7.750096e+08 -11.0 Healthcare 31 BKNG 11 -0.95 big-cap Short NaN -38.0 7.494911e+08 -19.0 Consumer Cyclical 87 LVS 17 -7.27 big-cap Short NaN -17.0 6.548734e+08 -38.0 Consumer Cyclical 39 FISV 17 -3.55 big-cap Short NaN -43.0 6.037477e+08 -34.0 Technology 68 TAL 36 -69.11 big-cap Short NaN -36.0 4.191665e+08 -76.0 Consumer Defensive 122 GLW 7 4.00 big-cap Short NaN -42.0 3.888557e+08 -15.0 Technology 137 MKC 7 -0.26 big-cap Short NaN -22.0 3.736389e+08 -19.0 Consumer Defensive 126 LUV 7 -1.82 big-cap Short NaN -51.0 3.349235e+08 -17.0 Industrials 92 SYY 6 3.13 big-cap Short NaN -29.0 3.012699e+08 -13.0 Consumer Defensive 153 VIPS 18 -19.65 big-cap Short NaN -65.0 2.795367e+08 -61.0 Consumer Cyclical 172 CMS 6 3.42 big-cap Short NaN -32.0 2.293194e+08 -14.0 Utilities 43 TFC 6 6.17 big-cap Short NaN -18.0 2.286005e+08 -7.0 Financial Services 107 PCAR 6 2.21 big-cap Short NaN -10.0 2.145674e+08 -15.0 Industrials 116 EDU 8 -1.98 big-cap Short NaN -34.0 2.067173e+08 -73.0 Consumer Defensive 163 CVAC 7 9.63 big-cap Short NaN -13.0 1.941713e+08 -12.0 Healthcare 103 TRV 6 4.75 big-cap Short NaN -28.0 1.875676e+08 -7.0 Financial Services 112 CTVA 12 -0.83 big-cap Short NaN -37.0 1.622152e+08 -27.0 Basic Materials 102 CMI 7 1.50 big-cap Short NaN -67.0 1.431747e+08 -28.0 Industrials 149 PPL 6 2.50 big-cap Short NaN -8.0 1.320240e+08 -8.0 Utilities 182 CPB 13 -0.32 big-cap Short NaN -14.0 1.244291e+08 -15.0 Consumer Defensive 113 ES 6 0.50 big-cap Short NaN -6.0 1.146100e+08 -23.0 Utilities 175 HPE 6 2.02 big-cap Short NaN -56.0 1.118686e+08 -8.0 Technology 95 MFC 11 -1.56 big-cap Short NaN -62.0 8.859122e+07 -27.0 Financial Services 38 CNI 6 1.79 big-cap Short NaN -6.0 8.119659e+07 -43.0 Industrials 203 MPW 6 3.41 big-cap Short NaN -6.0 7.416396e+07 -39.0 Real Estate 186 ATHM 27 -25.26 big-cap Short NaN -27.0 7.128589e+07 -78.0 Communication Services 185 ABCL 15 -22.69 big-cap Short NaN -17.0 6.367690e+07 -22.0 Healthcare 198 SMG 17 -6.06 big-cap Short NaN -51.0 6.331959e+07 -27.0 Basic Materials 211 PLTK 12 -4.81 big-cap Short NaN -12.0 6.005857e+07 -17.0 Communication Services 220 WRB 6 3.55 big-cap Short NaN -42.0 5.146418e+07 -18.0 Financial Services 194 HAS 7 1.85 big-cap Short NaN -32.0 4.787171e+07 -10.0 Consumer Cyclical 76 ERIC 6 0.55 big-cap Short NaN -39.0 4.603040e+07 -18.0 Technology 212 KC 10 -1.43 big-cap Short NaN -10.0 3.986241e+07 -71.0 Technology 209 SBSW 7 3.40 big-cap Short NaN -12.0 2.798816e+07 -11.0 Basic Materials 60 PHG 10 -6.86 big-cap Short NaN -43.0 2.773047e+07 -21.0 Healthcare 197 ZNH 15 -3.45 big-cap Short NaN -15.0 2.568660e+05 -40.0 Industrials Mean Return: -3.16725 Mean Day/Week: 10.5 Accuracy:0.525 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 5 Consumer Cyclical 2 Consumer Defensive 1 Energy 3 Financial Services 7 Healthcare 13 Industrials 3 Real Estate 5 Technology 12 Utilities 2 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 4 Consumer Cyclical 6 Consumer Defensive 4 Financial Services 11 Healthcare 3 Industrials 9 Technology 4 Utilities 2 *******************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 260 DECK 1 0.00 small-cap Long NaN 4.0 1.066791e+09 5.0 Consumer Cyclical 238 FWONA 2 1.61 small-cap Long NaN 3.0 1.366962e+07 5.0 Communication Services 329 ASR 2 0.80 small-cap Long NaN 2.0 5.954583e+06 3.0 Industrials Mean Return: 1.205 Mean Day/Week: 2.5 Accuracy:1.0 *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 260 DECK 1 0.00 small-cap Long NaN 4.0 1.066791e+09 5.0 Consumer Cyclical 236 FWONK 2 1.28 small-cap Long NaN 11.0 7.552154e+07 3.0 Communication Services 238 FWONA 2 1.61 small-cap Long NaN 3.0 1.366962e+07 5.0 Communication Services 329 ASR 2 0.80 small-cap Long NaN 2.0 5.954583e+06 3.0 Industrials Mean Return: 1.2300000000000002 Mean Day/Week: 2.3333333333333335 Accuracy:1.0 *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 260 DECK 1 0.00 small-cap Long NaN 4.0 1.066791e+09 5.0 Consumer Cyclical 290 OMF 2 1.47 small-cap Long NaN 2.0 8.691358e+07 65.0 Financial Services 299 GMED 2 4.37 small-cap Long NaN 3.0 7.202765e+07 56.0 Healthcare 287 HQY 4 1.35 small-cap Long NaN 4.0 5.890554e+07 29.0 Healthcare 286 CACC 1 0.00 small-cap Long NaN 1.0 3.503790e+07 44.0 Financial Services 238 FWONA 2 1.61 small-cap Long NaN 3.0 1.366962e+07 5.0 Communication Services 329 ASR 2 0.80 small-cap Long NaN 2.0 5.954583e+06 3.0 Industrials 303 WF 1 0.00 small-cap Long NaN 1.0 5.549775e+05 75.0 Financial Services Mean Return: 1.92 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 239 BEPC 2 3.28 small-cap Short NaN -2.0 6.229272e+08 -139.0 Utilities 240 RARE 3 0.12 small-cap Short NaN -3.0 4.567869e+08 -139.0 Healthcare 266 NFE 2 -0.89 small-cap Short NaN -2.0 8.416821e+07 -139.0 Utilities 243 MNSO 4 -2.98 small-cap Short NaN -4.0 4.894734e+07 -23.0 Consumer Cyclical 280 GLPG 2 4.63 small-cap Short NaN -2.0 1.696533e+07 -10.0 Healthcare 257 CIB 4 2.29 small-cap Short NaN -4.0 6.102124e+06 -139.0 Financial Services Mean Return: 1.075 Mean Day/Week: 2.8333333333333335 Accuracy:0.3333333333333333 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 308 FUBO 6 16.27 small-cap Long NaN 32.0 1.028411e+09 18.0 Communication Services 309 ASAN 16 49.05 small-cap Long NaN 26.0 6.403095e+08 27.0 Technology 250 FANG 18 11.34 small-cap Long NaN 18.0 4.697218e+08 21.0 Energy 313 MPLN 28 19.34 small-cap Long NaN 56.0 4.375270e+08 31.0 Healthcare 261 DNLI 18 16.72 small-cap Long NaN 30.0 2.420105e+08 24.0 Healthcare 244 DBX 13 3.90 small-cap Long NaN 24.0 2.336769e+08 30.0 Technology 263 ARWR 13 10.26 small-cap Long NaN 50.0 1.473734e+08 26.0 Healthcare 324 TENB 7 0.94 small-cap Long NaN 32.0 1.296853e+08 28.0 Technology 255 SMAR 6 4.44 small-cap Long NaN 23.0 1.231929e+08 11.0 Technology 254 BRKR 12 2.08 small-cap Long NaN 13.0 1.075181e+08 80.0 Healthcare 297 LSI 22 9.66 small-cap Long NaN 22.0 1.074208e+08 80.0 Real Estate 292 NTNX 21 23.16 small-cap Long NaN 56.0 1.069113e+08 26.0 Technology 285 VRT 30 15.43 small-cap Long NaN 30.0 1.041680e+08 60.0 Industrials 270 MANH 22 7.62 small-cap Long NaN 22.0 1.016614e+08 43.0 Technology 234 NBIX 6 -0.20 small-cap Long NaN 29.0 8.683479e+07 15.0 Healthcare 277 CUBE 19 6.99 small-cap Long NaN 19.0 6.698511e+07 80.0 Real Estate 284 REXR 16 5.20 small-cap Long NaN 16.0 5.578854e+07 74.0 Real Estate 262 LSPD 7 8.41 small-cap Long NaN 24.0 5.292487e+07 26.0 Technology 249 KOF 20 6.25 small-cap Long NaN 34.0 8.380158e+06 58.0 Consumer Defensive 300 FSV 14 2.88 small-cap Long NaN 14.0 3.598469e+06 80.0 Real Estate 279 PBCTP 7 0.28 small-cap Long NaN 27.0 3.299334e+05 30.0 Financial Services 282 JSM 20 1.66 small-cap Long NaN 23.0 3.165115e+05 39.0 unknown Mean Return: 10.076363636363636 Mean Day/Week: 15.5 Accuracy:0.9545454545454546 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 321 VAC 8 -2.68 small-cap Short NaN -66.0 6.164516e+08 -28.0 Consumer Cyclical 275 WAL 6 6.74 small-cap Short NaN -33.0 2.257498e+08 -12.0 Financial Services 271 DQ 6 -2.82 small-cap Short NaN -13.0 1.870232e+08 -15.0 Technology 296 ALK 7 1.05 small-cap Short NaN -53.0 1.020384e+08 -18.0 Industrials 274 VOYA 6 4.49 small-cap Short NaN -33.0 9.350936e+07 -13.0 Financial Services 278 CASY 11 -5.11 small-cap Short NaN -40.0 9.166210e+07 -13.0 Consumer Defensive 273 RGA 7 3.15 small-cap Short NaN -46.0 8.553129e+07 -15.0 Financial Services 248 GFL 8 -0.01 small-cap Short NaN -8.0 6.596067e+07 -27.0 Industrials 316 LSTR 15 -0.31 small-cap Short NaN -32.0 6.046269e+07 -18.0 Industrials 325 RBC 15 -4.23 small-cap Short NaN -63.0 5.935451e+07 -29.0 Industrials 247 WU 8 -2.71 small-cap Short NaN -39.0 5.333104e+07 -26.0 Financial Services 291 MAT 7 1.95 small-cap Short NaN -32.0 5.173636e+07 -15.0 Consumer Cyclical 241 GL 6 6.16 small-cap Short NaN -26.0 4.445089e+07 -7.0 Financial Services 323 BWXT 8 -5.50 small-cap Short NaN -44.0 3.878068e+07 -27.0 Industrials 294 LFUS 7 -0.81 small-cap Short NaN -7.0 3.710955e+07 -19.0 Technology 298 FIZZ 6 3.50 small-cap Short NaN -6.0 1.797048e+07 -17.0 Consumer Defensive 258 AEG 6 2.21 small-cap Short NaN -24.0 8.168538e+06 -29.0 Financial Services 235 BSAC 6 -0.35 small-cap Short NaN -6.0 6.642837e+06 -35.0 Financial Services Mean Return: 0.26222222222222213 Mean Day/Week: 7.944444444444445 Accuracy:0.5555555555555556 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 4 Communication Services 5 Consumer Cyclical 24 Consumer Defensive 6 Energy 17 Financial Services 41 Healthcare 52 Industrials 21 Real Estate 19 Technology 50 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 18 Consumer Cyclical 27 Consumer Defensive 5 Energy 3 Financial Services 42 Healthcare 16 Industrials 37 Real Estate 4 Technology 11 Utilities 9 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 491 URBN 1 0.00 penny-cap Long NaN 3.0 7.700952e+07 4.0 Consumer Cyclical 442 TDC 1 0.00 penny-cap Long NaN 1.0 6.396871e+07 4.0 Technology 382 SIGI 2 1.09 penny-cap Long NaN 2.0 6.124671e+07 5.0 Financial Services 507 YELP 3 0.59 penny-cap Long NaN 3.0 5.942042e+07 3.0 Communication Services 700 HCC 1 0.00 penny-cap Long NaN 1.0 2.289977e+07 3.0 Basic Materials 639 SCS 1 0.00 penny-cap Long NaN 2.0 1.869390e+07 4.0 Industrials 351 HCM 2 3.61 penny-cap Long NaN 2.0 1.701667e+07 3.0 Healthcare 725 ZUMZ 2 3.39 penny-cap Long NaN 3.0 1.519249e+07 5.0 Consumer Cyclical 555 EVA 3 -0.25 penny-cap Long NaN 4.0 4.580629e+06 5.0 Basic Materials Mean Return: 1.686 Mean Day/Week: 3.2 Accuracy:0.8 *******************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 440 PDCO 2 -2.88 penny-cap Short NaN -3.0 9.926905e+07 -3.0 Healthcare 432 SR 4 2.81 penny-cap Short NaN -4.0 6.493106e+07 -4.0 Utilities Mean Return: -0.03499999999999992 Mean Day/Week: 3.0 Accuracy:0.5 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 459 JKS 1 0.00 penny-cap Long NaN 26.0 2.143670e+08 3.0 Technology 491 URBN 1 0.00 penny-cap Long NaN 3.0 7.700952e+07 4.0 Consumer Cyclical 442 TDC 1 0.00 penny-cap Long NaN 1.0 6.396871e+07 4.0 Technology 382 SIGI 2 1.09 penny-cap Long NaN 2.0 6.124671e+07 5.0 Financial Services 507 YELP 3 0.59 penny-cap Long NaN 3.0 5.942042e+07 3.0 Communication Services 588 DEA 1 0.00 penny-cap Long NaN 22.0 5.582688e+07 2.0 Real Estate 700 HCC 1 0.00 penny-cap Long NaN 1.0 2.289977e+07 3.0 Basic Materials 639 SCS 1 0.00 penny-cap Long NaN 2.0 1.869390e+07 4.0 Industrials 351 HCM 2 3.61 penny-cap Long NaN 2.0 1.701667e+07 3.0 Healthcare 725 ZUMZ 2 3.39 penny-cap Long NaN 3.0 1.519249e+07 5.0 Consumer Cyclical 595 GSBD 1 0.00 penny-cap Long NaN 16.0 1.301303e+07 5.0 Financial Services 555 EVA 3 -0.25 penny-cap Long NaN 4.0 4.580629e+06 5.0 Basic Materials 438 CCU 1 0.00 penny-cap Long NaN 9.0 2.790942e+06 4.0 Consumer Defensive Mean Return: 1.686 Mean Day/Week: 4.0 Accuracy:0.8 *******************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 440 PDCO 2 -2.88 penny-cap Short NaN -3.0 9.926905e+07 -3.0 Healthcare 432 SR 4 2.81 penny-cap Short NaN -4.0 6.493106e+07 -4.0 Utilities Mean Return: -0.03499999999999992 Mean Day/Week: 3.0 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 551 RIG 3 3.32 penny-cap Long NaN 3.0 3.991291e+08 19.0 Energy 394 AEO 1 0.00 penny-cap Long NaN 2.0 3.847153e+08 80.0 Consumer Cyclical 334 CROX 2 1.14 penny-cap Long NaN 2.0 2.571129e+08 80.0 Consumer Cyclical 598 GSAT 4 1.51 penny-cap Long NaN 5.0 2.187442e+08 13.0 Communication Services 375 CELH 2 -1.17 penny-cap Long NaN 3.0 2.137677e+08 26.0 Consumer Defensive 570 AR 3 6.41 penny-cap Long NaN 3.0 1.717052e+08 80.0 Energy 657 ANF 1 0.00 penny-cap Long NaN 1.0 1.581099e+08 80.0 Consumer Cyclical 582 MTDR 4 7.15 penny-cap Long NaN 4.0 1.428583e+08 80.0 Energy 509 RRC 2 3.61 penny-cap Long NaN 2.0 1.412565e+08 39.0 Energy 621 IRWD 4 4.14 penny-cap Long NaN 4.0 8.717104e+07 54.0 Healthcare 491 URBN 1 0.00 penny-cap Long NaN 3.0 7.700952e+07 4.0 Consumer Cyclical 591 VSTO 3 2.96 penny-cap Long NaN 3.0 7.697502e+07 39.0 Consumer Cyclical 540 JACK 1 0.00 penny-cap Long NaN 4.0 6.615351e+07 80.0 Consumer Cyclical 442 TDC 1 0.00 penny-cap Long NaN 1.0 6.396871e+07 4.0 Technology 701 RAVN 5 0.04 penny-cap Long NaN 5.0 6.206468e+07 47.0 Industrials 382 SIGI 2 1.09 penny-cap Long NaN 2.0 6.124671e+07 5.0 Financial Services 507 YELP 3 0.59 penny-cap Long NaN 3.0 5.942042e+07 3.0 Communication Services 461 EPR 1 0.00 penny-cap Long NaN 1.0 5.561856e+07 26.0 Real Estate 620 BOOT 3 1.21 penny-cap Long NaN 3.0 5.514324e+07 80.0 Consumer Cyclical 401 SEM 2 1.27 penny-cap Long NaN 2.0 5.501687e+07 80.0 Healthcare 522 PDCE 1 0.00 penny-cap Long NaN 1.0 4.878188e+07 80.0 Energy 490 ATRC 2 2.05 penny-cap Long NaN 2.0 3.951294e+07 80.0 Healthcare 565 CALX 1 0.00 penny-cap Long NaN 1.0 3.363004e+07 30.0 Technology 703 ESTA 3 3.64 penny-cap Long NaN 3.0 3.214110e+07 80.0 Healthcare 357 ALTR 2 -0.63 penny-cap Long NaN 2.0 3.092623e+07 6.0 Technology 597 HLIO 1 0.00 penny-cap Long NaN 4.0 2.802491e+07 19.0 Industrials 642 BSIG 4 0.55 penny-cap Long NaN 4.0 2.508917e+07 61.0 Financial Services 648 USA 1 0.00 penny-cap Long NaN 1.0 2.494577e+07 79.0 Financial Services 617 PIPR 1 0.00 penny-cap Long NaN 1.0 2.413808e+07 80.0 Financial Services 700 HCC 1 0.00 penny-cap Long NaN 1.0 2.289977e+07 3.0 Basic Materials 592 REPL 1 0.00 penny-cap Long NaN 5.0 2.056374e+07 14.0 Healthcare 698 CRTO 1 0.00 penny-cap Long NaN 1.0 1.948465e+07 80.0 Communication Services 639 SCS 1 0.00 penny-cap Long NaN 2.0 1.869390e+07 4.0 Industrials 666 PACK 4 2.35 penny-cap Long NaN 4.0 1.850802e+07 29.0 Consumer Cyclical 720 INGN 2 -1.80 penny-cap Long NaN 4.0 1.835959e+07 63.0 Healthcare 351 HCM 2 3.61 penny-cap Long NaN 2.0 1.701667e+07 3.0 Healthcare 725 ZUMZ 2 3.39 penny-cap Long NaN 3.0 1.519249e+07 5.0 Consumer Cyclical 340 DRVN 1 0.00 penny-cap Long NaN 1.0 1.418958e+07 32.0 Consumer Cyclical 370 IMAB 4 -1.26 penny-cap Long NaN 4.0 1.410327e+07 46.0 Healthcare 593 CRVL 4 2.31 penny-cap Long NaN 4.0 1.357174e+07 58.0 Financial Services 682 INVA 5 0.61 penny-cap Long NaN 5.0 1.293548e+07 34.0 Healthcare 632 CPG 5 1.75 penny-cap Long NaN 5.0 1.085618e+07 19.0 Energy 396 SEB 2 8.33 penny-cap Long NaN 2.0 1.046224e+07 11.0 Industrials 385 MSP 4 4.41 penny-cap Long NaN 4.0 1.021853e+07 30.0 Technology 434 DNP 1 0.00 penny-cap Long NaN 1.0 6.468991e+06 29.0 Financial Services 590 BSM 1 0.00 penny-cap Long NaN 1.0 5.550503e+06 55.0 Energy 555 EVA 3 -0.25 penny-cap Long NaN 4.0 4.580629e+06 5.0 Basic Materials 649 VCTR 4 3.11 penny-cap Long NaN 4.0 2.372503e+06 79.0 Financial Services 535 NAC 5 -0.13 penny-cap Long NaN 5.0 1.082484e+06 57.0 Financial Services Mean Return: 2.1067741935483872 Mean Day/Week: 3.774193548387097 Accuracy:0.8064516129032258 *******************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 440 PDCO 2 -2.88 penny-cap Short NaN -3.0 9.926905e+07 -3.0 Healthcare 601 COHU 5 2.21 penny-cap Short NaN -5.0 9.123456e+07 -41.0 Technology 432 SR 4 2.81 penny-cap Short NaN -4.0 6.493106e+07 -4.0 Utilities 384 OGS 4 1.04 penny-cap Short NaN -4.0 5.629138e+07 -6.0 Utilities 694 TBPH 1 0.00 penny-cap Short NaN -1.0 5.397981e+07 -31.0 Healthcare 413 IRBT 4 0.88 penny-cap Short NaN -4.0 5.207619e+07 -75.0 Technology 371 HAIN 3 1.78 penny-cap Short NaN -3.0 4.730539e+07 -49.0 Consumer Defensive 479 CWT 5 -0.77 penny-cap Short NaN -5.0 3.600892e+07 -6.0 Utilities 576 ENDP 4 3.16 penny-cap Short NaN -4.0 3.012911e+07 -64.0 Healthcare 672 KROS 2 2.09 penny-cap Short NaN -2.0 1.937161e+07 -40.0 Healthcare 708 FDMT 1 0.00 penny-cap Short NaN -1.0 1.298841e+07 -70.0 Healthcare 409 NIU 4 7.98 penny-cap Short NaN -4.0 1.085983e+07 -67.0 Consumer Cyclical 705 ATRI 1 0.00 penny-cap Short NaN -4.0 9.965383e+06 -46.0 Healthcare 664 STKL 1 0.00 penny-cap Short NaN -4.0 9.190763e+06 -49.0 Consumer Defensive 629 SBLKZ 2 0.08 penny-cap Short NaN -2.0 2.453943e+05 -22.0 unknown 651 MNTK 5 -1.93 penny-cap Short NaN -5.0 1.956570e+05 -108.0 Utilities Mean Return: 1.3708333333333336 Mean Day/Week: 4.0 Accuracy:0.25 *******************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 350 AMC 11 11.32 penny-cap Long NaN 30.0 4.102254e+09 33.0 Communication Services 645 DEN 26 28.22 penny-cap Long NaN 26.0 4.920359e+08 80.0 Energy 502 RVLV 8 21.03 penny-cap Long NaN 21.0 3.426839e+08 31.0 Consumer Cyclical 581 CRC 28 15.35 penny-cap Long NaN 36.0 3.350660e+08 29.0 Energy 417 SPT 17 28.78 penny-cap Long NaN 23.0 2.019345e+08 25.0 Technology 536 SIG 11 4.47 penny-cap Long NaN 11.0 1.859207e+08 14.0 Consumer Cyclical 374 SWAV 27 19.51 penny-cap Long NaN 27.0 1.453290e+08 62.0 Healthcare 380 CDNA 15 6.43 penny-cap Long NaN 24.0 1.299437e+08 26.0 Healthcare 400 OPCH 13 6.95 penny-cap Long NaN 23.0 1.126874e+08 15.0 Healthcare 354 TRUP 14 15.28 penny-cap Long NaN 51.0 1.091822e+08 22.0 Financial Services 333 STAA 22 12.14 penny-cap Long NaN 22.0 9.838255e+07 61.0 Healthcare 485 KRTX 11 -6.84 penny-cap Long NaN 13.0 9.440505e+07 14.0 Healthcare 471 BOX 8 0.29 penny-cap Long NaN 29.0 9.398169e+07 34.0 Technology 346 JCOM 12 8.43 penny-cap Long NaN 14.0 9.360157e+07 80.0 Technology 719 CRK 14 7.78 penny-cap Long NaN 39.0 9.346355e+07 20.0 Energy 513 CIM 29 12.70 penny-cap Long NaN 29.0 9.013290e+07 80.0 Real Estate 713 LNTH 7 9.26 penny-cap Long NaN 19.0 7.980344e+07 21.0 Healthcare 609 HSKA 13 10.40 penny-cap Long NaN 13.0 7.790739e+07 30.0 Healthcare 546 SGRY 44 31.96 penny-cap Long NaN 44.0 7.651465e+07 80.0 Healthcare 359 SWCH 30 13.95 penny-cap Long NaN 61.0 7.161452e+07 52.0 Technology 499 NSA 18 9.91 penny-cap Long NaN 18.0 7.072836e+07 80.0 Real Estate 484 QFIN 16 15.27 penny-cap Long NaN 24.0 6.683819e+07 24.0 unknown 439 NSP 11 1.67 penny-cap Long NaN 29.0 6.531162e+07 26.0 Industrials 644 CNST 12 0.54 penny-cap Long NaN 30.0 6.442837e+07 18.0 Healthcare 744 SBLK 8 -2.74 penny-cap Long NaN 8.0 6.281873e+07 80.0 Industrials 512 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 76.0 Real Estate 428 VG 17 5.79 penny-cap Long NaN 27.0 5.408622e+07 31.0 Communication Services 408 APLS 22 21.01 penny-cap Long NaN 52.0 5.359901e+07 29.0 Healthcare 675 BLFS 6 5.48 penny-cap Long NaN 26.0 5.310869e+07 9.0 Healthcare 349 JOBS 19 6.96 penny-cap Long NaN 58.0 5.091403e+07 38.0 Industrials 677 INBX 6 -2.45 penny-cap Long NaN 32.0 4.942581e+07 17.0 Healthcare 470 SHOO 14 0.97 penny-cap Long NaN 14.0 4.899055e+07 79.0 Consumer Cyclical 492 AXSM 12 8.73 penny-cap Long NaN 44.0 4.892719e+07 20.0 Healthcare 529 RMBS 7 3.63 penny-cap Long NaN 21.0 4.785689e+07 10.0 Technology 465 AMRC 17 13.53 penny-cap Long NaN 56.0 4.709631e+07 22.0 Industrials 579 INSG 6 2.76 penny-cap Long NaN 46.0 4.671911e+07 15.0 Technology 583 PRFT 54 24.49 penny-cap Long NaN 54.0 4.648695e+07 80.0 Technology 355 NAV 19 0.25 penny-cap Long NaN 57.0 4.616879e+07 60.0 Industrials 422 BLKB 8 3.39 penny-cap Long NaN 22.0 4.518450e+07 22.0 Technology 358 LPSN 6 4.48 penny-cap Long NaN 26.0 4.328460e+07 16.0 Technology 561 DOMO 17 23.48 penny-cap Long NaN 24.0 4.292460e+07 26.0 Technology 446 FRHC 8 4.53 penny-cap Long NaN 20.0 4.273968e+07 19.0 Financial Services 684 ERJ 23 19.29 penny-cap Long NaN 23.0 4.130562e+07 80.0 Industrials 344 RPD 8 4.77 penny-cap Long NaN 25.0 3.803717e+07 30.0 Technology 488 EXLS 37 10.14 penny-cap Long NaN 37.0 3.713655e+07 80.0 Technology 564 CVA 13 1.10 penny-cap Long NaN 13.0 3.694185e+07 40.0 Industrials 559 SKY 6 4.93 penny-cap Long NaN 22.0 3.686409e+07 22.0 Consumer Cyclical 607 PMT 10 3.82 penny-cap Long NaN 15.0 3.667344e+07 16.0 Real Estate 335 WK 8 7.22 penny-cap Long NaN 24.0 3.592919e+07 16.0 Technology 608 DRNA 16 19.86 penny-cap Long NaN 24.0 3.458265e+07 30.0 Healthcare 365 KRNT 10 2.82 penny-cap Long NaN 24.0 3.445117e+07 22.0 Industrials 419 PZZA 10 1.26 penny-cap Long NaN 14.0 3.433306e+07 36.0 Consumer Cyclical 464 MIME 33 17.29 penny-cap Long NaN 54.0 3.407271e+07 35.0 Technology 562 INMD 6 6.56 penny-cap Long NaN 16.0 3.402343e+07 30.0 Healthcare 478 CSOD 8 3.33 penny-cap Long NaN 27.0 3.290132e+07 18.0 Technology 427 CNS 34 16.86 penny-cap Long NaN 78.0 3.222905e+07 45.0 Financial Services 378 INOV 13 3.10 penny-cap Long NaN 13.0 3.218319e+07 80.0 Healthcare 379 SAFE 11 5.66 penny-cap Long NaN 25.0 3.061920e+07 15.0 Real Estate 519 MODV 13 7.94 penny-cap Long NaN 41.0 2.954772e+07 14.0 Healthcare 724 CRTX 17 21.72 penny-cap Long NaN 28.0 2.818712e+07 24.0 Healthcare 517 HCSG 13 5.34 penny-cap Long NaN 13.0 2.809221e+07 35.0 Healthcare 534 SITM 8 6.53 penny-cap Long NaN 24.0 2.730746e+07 15.0 Technology 650 LX 9 1.88 penny-cap Long NaN 25.0 2.700699e+07 16.0 Financial Services 549 PBH 34 12.31 penny-cap Long NaN 34.0 2.668853e+07 39.0 Healthcare 748 CDMO 18 14.57 penny-cap Long NaN 18.0 2.588621e+07 80.0 Healthcare 710 RGR 6 7.34 penny-cap Long NaN 33.0 2.402900e+07 36.0 Industrials 603 RVNC 13 3.80 penny-cap Long NaN 13.0 2.360504e+07 47.0 Healthcare 541 VRRM 9 6.75 penny-cap Long NaN 9.0 2.247597e+07 17.0 Industrials 633 SUPN 10 2.29 penny-cap Long NaN 10.0 2.139602e+07 53.0 Healthcare 600 ACMR 7 -2.45 penny-cap Long NaN 21.0 1.982899e+07 11.0 Technology 399 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 467 ACCD 13 0.82 penny-cap Long NaN 24.0 1.677162e+07 28.0 Healthcare 740 CMRE 18 10.89 penny-cap Long NaN 18.0 1.402408e+07 80.0 Industrials 407 WNS 8 4.32 penny-cap Long NaN 25.0 1.249126e+07 26.0 Industrials 623 EBIX 11 -1.83 penny-cap Long NaN 19.0 1.205303e+07 14.0 Technology 457 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 73.0 Financial Services 626 ZYME 13 -0.30 penny-cap Long NaN 52.0 1.146887e+07 19.0 Healthcare 331 DAVA 28 23.46 penny-cap Long NaN 44.0 1.129151e+07 47.0 Technology 572 FTAI 12 10.02 penny-cap Long NaN 22.0 1.028223e+07 15.0 Industrials 667 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 723 FINV 11 13.69 penny-cap Long NaN 26.0 9.349986e+06 28.0 Financial Services 695 VLRS 8 0.12 penny-cap Long NaN 8.0 8.805693e+06 80.0 Industrials 673 RDWR 16 5.65 penny-cap Long NaN 25.0 7.344327e+06 35.0 Technology 653 EVV 16 1.92 penny-cap Long NaN 28.0 5.828577e+06 30.0 Financial Services 566 ARCE 7 3.23 penny-cap Long NaN 21.0 4.849370e+06 18.0 Consumer Defensive 429 NAD 26 2.81 penny-cap Long NaN 26.0 4.584270e+06 57.0 Financial Services 674 USAC 10 2.79 penny-cap Long NaN 10.0 3.849791e+06 31.0 Energy 696 LINX 20 4.00 penny-cap Long NaN 50.0 3.751170e+06 46.0 Technology 537 AFYA 20 14.10 penny-cap Long NaN 20.0 3.661630e+06 35.0 Consumer Defensive 462 BSTZ 8 3.65 penny-cap Long NaN 20.0 3.486663e+06 25.0 unknown 706 SCWX 17 24.17 penny-cap Long NaN 29.0 3.435230e+06 19.0 Technology 638 BBN 14 1.44 penny-cap Long NaN 63.0 3.180428e+06 28.0 Financial Services 746 AWF 17 2.78 penny-cap Long NaN 23.0 3.043448e+06 30.0 Financial Services 441 NOAH 7 4.73 penny-cap Long NaN 29.0 2.903931e+06 11.0 Financial Services 736 AUDC 17 6.29 penny-cap Long NaN 56.0 1.600237e+06 37.0 Technology 525 NZF 6 0.53 penny-cap Long NaN 20.0 1.556980e+06 57.0 Financial Services 688 NYMTO 10 0.91 penny-cap Long NaN 10.0 6.906006e+05 80.0 Real Estate 697 NRK 18 1.20 penny-cap Long NaN 18.0 6.660766e+05 54.0 Financial Services 686 NYMTN 13 3.68 penny-cap Long NaN 18.0 4.964153e+05 29.0 Real Estate 681 NYMTP 10 0.72 penny-cap Long NaN 13.0 3.538984e+05 15.0 Real Estate 377 ESGRP 10 0.72 penny-cap Long NaN 16.0 2.864096e+05 61.0 Financial Services 383 WTFCM 7 0.92 penny-cap Long NaN 17.0 7.290129e+04 60.0 Financial Services 468 TDI 29 5.30 penny-cap Long NaN 94.0 1.803619e+04 59.0 unknown Mean Return: 7.798446601941749 Mean Day/Week: 14.912621359223301 Accuracy:0.941747572815534 *******************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 445 ENR 15 -4.46 penny-cap Short NaN -37.0 2.014389e+08 -20.0 Industrials 520 THS 21 -6.50 penny-cap Short NaN -23.0 1.899959e+08 -38.0 Consumer Defensive 469 UTZ 10 -6.41 penny-cap Short NaN -32.0 1.427165e+08 -31.0 Consumer Defensive 348 HFC 7 2.87 penny-cap Short NaN -7.0 1.329060e+08 -38.0 Energy 495 SAVE 16 -9.69 penny-cap Short NaN -16.0 1.319160e+08 -34.0 Industrials 474 EAT 10 -0.40 penny-cap Short NaN -67.0 1.196999e+08 -40.0 Consumer Cyclical 339 SAGE 9 -0.41 penny-cap Short NaN -9.0 1.196539e+08 -10.0 Healthcare 550 CAKE 7 0.28 penny-cap Short NaN -34.0 1.019956e+08 -12.0 Consumer Cyclical 447 ALGT 18 -14.86 penny-cap Short NaN -67.0 1.013154e+08 -39.0 Industrials 514 WWW 7 -0.36 penny-cap Short NaN -32.0 9.381353e+07 -27.0 Consumer Cyclical 423 CBRL 13 -5.29 penny-cap Short NaN -51.0 9.202612e+07 -34.0 Consumer Cyclical 437 TCBI 7 0.83 penny-cap Short NaN -7.0 8.907147e+07 -58.0 Financial Services 352 JBLU 9 -4.94 penny-cap Short NaN -54.0 8.792437e+07 -18.0 Industrials 455 ABG 12 -3.16 penny-cap Short NaN -42.0 8.702882e+07 -18.0 Consumer Cyclical 415 TMHC 12 -6.12 penny-cap Short NaN -40.0 7.922507e+07 -18.0 Consumer Cyclical 477 NWE 6 -0.29 penny-cap Short NaN -43.0 7.558852e+07 -23.0 Utilities 410 MDC 10 -4.55 penny-cap Short NaN -48.0 7.302237e+07 -19.0 Consumer Cyclical 503 FLR 8 2.61 penny-cap Short NaN -31.0 6.906311e+07 -31.0 Industrials 405 MUSA 8 -1.33 penny-cap Short NaN -49.0 6.683429e+07 -26.0 Consumer Cyclical 612 LZB 8 1.44 penny-cap Short NaN -32.0 6.543042e+07 -28.0 Consumer Cyclical 627 PLAY 11 -4.91 penny-cap Short NaN -60.0 6.031662e+07 -34.0 Consumer Cyclical 463 COLB 7 -0.86 penny-cap Short NaN -68.0 5.914617e+07 -53.0 Financial Services 448 CNO 6 5.65 penny-cap Short NaN -23.0 5.843929e+07 -12.0 Financial Services 336 NYCB 12 -2.72 penny-cap Short NaN -12.0 5.589397e+07 -38.0 Financial Services 360 RXT 9 -2.28 penny-cap Short NaN -45.0 5.353841e+07 -33.0 Technology 406 HOMB 6 6.10 penny-cap Short NaN -66.0 5.237408e+07 -13.0 Financial Services 553 TSE 7 2.76 penny-cap Short NaN -27.0 5.080613e+07 -28.0 Basic Materials 466 WOR 9 -2.68 penny-cap Short NaN -32.0 4.917848e+07 -28.0 Industrials 341 FTDR 16 -3.90 penny-cap Short NaN -16.0 4.907934e+07 -46.0 Consumer Cyclical 368 VMI 6 7.17 penny-cap Short NaN -27.0 4.809150e+07 -12.0 Industrials 510 GCMG 15 -8.51 penny-cap Short NaN -31.0 4.803727e+07 -33.0 Financial Services 426 VSH 15 -5.99 penny-cap Short NaN -40.0 4.693934e+07 -34.0 Technology 527 RUSHA 7 -6.24 penny-cap Short NaN -48.0 4.601246e+07 -18.0 Consumer Cyclical 531 FULT 6 5.94 penny-cap Short NaN -65.0 4.491753e+07 -7.0 Financial Services 458 BXS 11 -3.53 penny-cap Short NaN -11.0 4.392413e+07 -48.0 Financial Services 412 SWX 8 -2.48 penny-cap Short NaN -42.0 4.290006e+07 -22.0 Utilities 347 AL 12 -2.39 penny-cap Short NaN -12.0 4.196839e+07 -35.0 Industrials 505 INDB 6 3.96 penny-cap Short NaN -6.0 4.185135e+07 -7.0 Financial Services 332 PAG 6 3.25 penny-cap Short NaN -33.0 4.167190e+07 -16.0 Consumer Cyclical 343 ALSN 7 1.89 penny-cap Short NaN -23.0 3.920184e+07 -15.0 Consumer Cyclical 580 BLMN 7 4.25 penny-cap Short NaN -33.0 3.741797e+07 -11.0 Consumer Cyclical 501 DOOR 7 0.73 penny-cap Short NaN -38.0 3.663026e+07 -18.0 Industrials 500 ABM 10 -5.81 penny-cap Short NaN -48.0 3.488388e+07 -20.0 Industrials 556 CMP 7 -3.12 penny-cap Short NaN -25.0 3.349470e+07 -10.0 Basic Materials 615 EB 9 -4.61 penny-cap Short NaN -9.0 3.328933e+07 -33.0 Technology 547 FRME 12 -0.37 penny-cap Short NaN -65.0 3.160717e+07 -24.0 Financial Services 655 PRIM 7 0.83 penny-cap Short NaN -7.0 3.123931e+07 -46.0 Industrials 473 ONB 7 0.20 penny-cap Short NaN -65.0 3.048949e+07 -40.0 Financial Services 611 CVI 6 14.85 penny-cap Short NaN -10.0 2.791481e+07 -59.0 Energy 568 BANF 12 -0.49 penny-cap Short NaN -28.0 2.779967e+07 -24.0 Financial Services 530 IOSP 7 0.33 penny-cap Short NaN -12.0 2.749500e+07 -13.0 Basic Materials 646 BCAB 8 9.30 penny-cap Short NaN -8.0 2.658186e+07 -56.0 Healthcare 737 BJRI 12 -5.51 penny-cap Short NaN -68.0 2.648668e+07 -28.0 Consumer Cyclical 692 ARCB 7 4.72 penny-cap Short NaN -27.0 2.586974e+07 -16.0 Industrials 722 CMCO 7 0.65 penny-cap Short NaN -67.0 2.569318e+07 -23.0 Industrials 498 AVA 6 0.61 penny-cap Short NaN -50.0 2.561428e+07 -19.0 Utilities 387 SNDR 7 2.11 penny-cap Short NaN -27.0 2.460647e+07 -23.0 Industrials 660 HOPE 6 4.88 penny-cap Short NaN -62.0 2.192226e+07 -7.0 Financial Services 693 ACLS 6 1.67 penny-cap Short NaN -6.0 2.173229e+07 -34.0 Technology 381 AAON 17 -4.79 penny-cap Short NaN -17.0 2.154909e+07 -67.0 Industrials 635 LNN 6 4.57 penny-cap Short NaN -69.0 2.036771e+07 -13.0 Industrials 610 SBCF 6 4.63 penny-cap Short NaN -28.0 1.997046e+07 -7.0 Financial Services 729 ORIC 16 -2.14 penny-cap Short NaN -16.0 1.981878e+07 -139.0 Healthcare 637 ATSG 6 1.28 penny-cap Short NaN -6.0 1.942989e+07 -47.0 Industrials 656 TBK 6 6.41 penny-cap Short NaN -45.0 1.924029e+07 -28.0 Financial Services 680 PGTI 13 -2.25 penny-cap Short NaN -33.0 1.888609e+07 -27.0 Industrials 739 KRA 12 -5.35 penny-cap Short NaN -40.0 1.797245e+07 -41.0 Basic Materials 628 HMN 6 1.14 penny-cap Short NaN -6.0 1.758007e+07 -46.0 Financial Services 508 FIBK 13 -5.96 penny-cap Short NaN -67.0 1.717952e+07 -34.0 Financial Services 599 TRMK 7 0.73 penny-cap Short NaN -62.0 1.695986e+07 -23.0 Financial Services 602 FBK 14 -4.53 penny-cap Short NaN -66.0 1.621502e+07 -43.0 Financial Services 589 ADUS 13 -4.21 penny-cap Short NaN -13.0 1.598553e+07 -41.0 Healthcare 569 PRK 7 -0.85 penny-cap Short NaN -13.0 1.549738e+07 -40.0 Financial Services 624 NWBI 6 1.38 penny-cap Short NaN -6.0 1.540017e+07 -7.0 Financial Services 578 MTOR 8 -5.75 penny-cap Short NaN -8.0 1.525499e+07 -61.0 Consumer Cyclical 631 PATK 7 0.25 penny-cap Short NaN -32.0 1.504437e+07 -17.0 Consumer Cyclical 726 ACRS 14 -4.16 penny-cap Short NaN -53.0 1.450120e+07 -35.0 Healthcare 560 SKYW 16 -6.37 penny-cap Short NaN -16.0 1.449026e+07 -40.0 Industrials 622 FSM 7 -6.49 penny-cap Short NaN -8.0 1.401092e+07 -17.0 Basic Materials 605 CFFN 23 0.60 penny-cap Short NaN -23.0 1.328480e+07 -58.0 Financial Services 643 HTLD 27 -4.65 penny-cap Short NaN -47.0 1.257515e+07 -33.0 Industrials 718 OCFC 7 -1.64 penny-cap Short NaN -63.0 1.214149e+07 -36.0 Financial Services 742 MATW 7 -2.58 penny-cap Short NaN -65.0 1.194158e+07 -24.0 Industrials 654 NBTB 7 -0.82 penny-cap Short NaN -23.0 1.167982e+07 -23.0 Financial Services 636 NTB 6 2.01 penny-cap Short NaN -33.0 1.159930e+07 -24.0 Financial Services 641 WABC 12 -2.57 penny-cap Short NaN -67.0 1.119786e+07 -24.0 Financial Services 714 TCBK 6 2.55 penny-cap Short NaN -12.0 1.112222e+07 -7.0 Financial Services 689 SWM 20 -1.89 penny-cap Short NaN -68.0 1.075872e+07 -33.0 Basic Materials 665 AROC 7 0.07 penny-cap Short NaN -7.0 1.024541e+07 -7.0 Energy 735 NBHC 6 3.36 penny-cap Short NaN -28.0 9.534319e+06 -24.0 Financial Services 567 FMBI 14 -2.70 penny-cap Short NaN -63.0 9.351581e+06 -28.0 Financial Services 668 CVGW 13 -6.45 penny-cap Short NaN -43.0 8.294262e+06 -40.0 Consumer Defensive 745 PRA 7 -0.71 penny-cap Short NaN -66.0 8.183008e+06 -34.0 Financial Services 716 JOUT 23 -0.72 penny-cap Short NaN -48.0 7.518981e+06 -28.0 Consumer Cyclical 721 SAFT 6 0.98 penny-cap Short NaN -23.0 7.151242e+06 -19.0 Financial Services 711 PLUS 19 -5.40 penny-cap Short NaN -33.0 7.144254e+06 -27.0 Technology 652 CGEM 6 8.09 penny-cap Short NaN -6.0 5.351280e+06 -117.0 Healthcare 707 RMAX 13 -3.91 penny-cap Short NaN -70.0 5.265946e+06 -53.0 Real Estate 486 CVBF 6 4.59 penny-cap Short NaN -7.0 5.099915e+06 -7.0 Financial Services 504 MEOH 7 -0.15 penny-cap Short NaN -26.0 5.046957e+06 -34.0 Basic Materials 640 BV 6 5.83 penny-cap Short NaN -44.0 4.760801e+06 -13.0 Industrials 732 FOR 11 -4.36 penny-cap Short NaN -37.0 3.754982e+06 -25.0 Real Estate 391 MOR 7 -0.73 penny-cap Short NaN -7.0 2.965349e+06 -139.0 Healthcare 734 CLS 6 4.24 penny-cap Short NaN -10.0 2.149214e+06 -11.0 Technology 526 RUSHB 7 -7.94 penny-cap Short NaN -51.0 9.272630e+05 -18.0 Consumer Cyclical 671 NEXA 8 4.36 penny-cap Short NaN -12.0 6.893271e+05 -13.0 Basic Materials 538 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -131.0 unknown 453 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -135.0 unknown 616 PRTC 7 -9.02 penny-cap Short NaN -7.0 5.371870e+04 -33.0 Healthcare 454 HKIB 6 -4.86 penny-cap Short NaN -47.0 4.807210e+04 -26.0 Financial Services 539 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 450 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -135.0 Financial Services Mean Return: -0.9145535714285715 Mean Day/Week: 9.794642857142858 Accuracy:0.5803571428571429 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/06/25 05-40-08
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 15 Consumer Cyclical 11 Consumer Defensive 4 Energy 7 Financial Services 13 Healthcare 30 Industrials 9 Real Estate 9 Technology 36 unknown 2 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 7 Consumer Cyclical 10 Consumer Defensive 12 Financial Services 13 Healthcare 8 Industrials 17 Real Estate 2 Technology 9 Utilities 12 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span 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 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 3 FB 1 0.00 big-cap Long NaN 1.0 4.216325e+09 74.0 Communication Services 4 V 3 0.13 big-cap Long NaN 3.0 1.061815e+09 67.0 Financial Services 15 DHR 1 0.00 big-cap Long NaN 4.0 8.366152e+08 53.0 Healthcare 18 COST 1 0.00 big-cap Long NaN 1.0 5.319967e+08 56.0 Consumer Defensive 22 CHTR 1 0.00 big-cap Long NaN 1.0 4.483058e+08 50.0 Communication Services 179 ULTA 3 4.77 big-cap Long NaN 3.0 2.753948e+08 21.0 Consumer Cyclical 64 BSX 1 0.00 big-cap Long NaN 3.0 2.240874e+08 79.0 unknown 101 LBRDK 1 0.00 big-cap Long NaN 1.0 1.818753e+08 50.0 Communication Services 84 ROP 1 0.00 big-cap Long NaN 1.0 1.613029e+08 59.0 Industrials 187 LYV 2 0.05 big-cap Long NaN 2.0 1.362796e+08 27.0 Communication Services 147 VRSN 1 0.00 big-cap Long NaN 1.0 1.258557e+08 59.0 Technology 144 KKR 2 1.30 big-cap Long NaN 2.0 1.018795e+08 79.0 Financial Services 130 CPRT 4 -0.25 big-cap Long NaN 4.0 9.165556e+07 55.0 Industrials 150 WST 5 2.05 big-cap Long NaN 5.0 8.460048e+07 56.0 Healthcare 217 CG 2 0.04 big-cap Long NaN 2.0 8.079887e+07 79.0 Financial Services 170 HZNP 4 0.48 big-cap Long NaN 4.0 7.499779e+07 29.0 Healthcare Mean Return: 1.07125 Mean Day/Week: 4.125 Accuracy:0.875 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 7 INTC 2 1.47 big-cap Short NaN -2.0 1.179930e+09 -44.0 Technology 90 MCHP 3 2.21 big-cap Short NaN -5.0 2.940379e+08 -7.0 Technology 112 ES 5 -0.78 big-cap Short NaN -5.0 9.832678e+07 -22.0 Utilities 206 MPW 5 3.41 big-cap Short NaN -5.0 9.714046e+07 -38.0 Real Estate 151 EIX 4 -1.46 big-cap Short NaN -4.0 9.007334e+07 -22.0 Utilities 178 CAH 3 -0.88 big-cap Short NaN -5.0 7.989038e+07 -23.0 Healthcare 145 PCG 1 0.00 big-cap Short NaN -1.0 6.267792e+07 -36.0 Utilities 234 AQN 4 0.47 big-cap Short NaN -4.0 2.019030e+07 -8.0 Utilities 205 BEP 1 0.00 big-cap Short NaN -1.0 1.981757e+07 -138.0 Utilities 192 LBTYB 1 0.00 big-cap Short NaN -1.0 1.943200e+04 -29.0 Communication Services Mean Return: 0.6342857142857142 Mean Day/Week: 4.142857142857143 Accuracy:0.42857142857142855 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 5 NVDA 22 20.95 big-cap Long NaN 22.0 6.131048e+09 56.0 Technology 0 MSFT 10 3.39 big-cap Long NaN 11.0 5.206693e+09 79.0 Technology 2 GOOG 14 3.20 big-cap Long NaN 14.0 2.259238e+09 79.0 Communication Services 6 PYPL 6 5.33 big-cap Long NaN 20.0 2.075199e+09 25.0 Financial Services 19 SHOP 8 11.57 big-cap Long NaN 25.0 1.961098e+09 26.0 Technology 10 CRM 19 2.49 big-cap Long NaN 22.0 1.192406e+09 25.0 Technology 9 ADBE 11 7.80 big-cap Long NaN 15.0 1.054748e+09 59.0 Technology 34 SPGI 9 3.78 big-cap Long NaN 9.0 8.762328e+08 79.0 Financial Services 69 CRWD 7 8.42 big-cap Long NaN 23.0 8.161953e+08 25.0 Technology 12 MRK 10 1.00 big-cap Long NaN 10.0 6.203078e+08 11.0 Healthcare 98 XPEV 6 -7.18 big-cap Long NaN 25.0 6.029745e+08 18.0 Consumer Cyclical 73 DOCU 7 9.17 big-cap Long NaN 19.0 5.889429e+08 15.0 Technology 134 NET 14 20.18 big-cap Long NaN 22.0 5.453747e+08 27.0 Technology 203 SPCE 7 13.62 big-cap Long NaN 24.0 5.270898e+08 17.0 Industrials 68 BX 23 8.91 big-cap Long NaN 23.0 5.105102e+08 79.0 Financial Services 25 INTU 27 14.73 big-cap Long NaN 27.0 4.965914e+08 32.0 Technology 176 GNRC 8 8.22 big-cap Long NaN 18.0 4.348149e+08 21.0 Industrials 59 REGN 12 4.34 big-cap Long NaN 15.0 4.301210e+08 44.0 Healthcare 41 PBR 29 23.62 big-cap Long NaN 67.0 3.883464e+08 33.0 Energy 96 MRVL 7 3.76 big-cap Long NaN 23.0 3.536966e+08 25.0 Technology 29 ISRG 9 3.61 big-cap Long NaN 9.0 3.079618e+08 54.0 Healthcare 104 MSCI 9 8.35 big-cap Long NaN 9.0 3.067721e+08 60.0 Financial Services 109 DDOG 6 4.56 big-cap Long NaN 26.0 3.024009e+08 25.0 Technology 17 TMUS 21 4.24 big-cap Long NaN 77.0 2.978500e+08 59.0 Communication Services 38 ZTS 11 1.81 big-cap Long NaN 11.0 2.961347e+08 53.0 Healthcare 118 LI 6 -0.24 big-cap Long NaN 28.0 2.919774e+08 20.0 Consumer Cyclical 125 ZS 7 3.45 big-cap Long NaN 21.0 2.842427e+08 21.0 Technology 75 LULU 9 7.05 big-cap Long NaN 21.0 2.759072e+08 49.0 Consumer Cyclical 99 INFO 9 3.27 big-cap Long NaN 9.0 2.474255e+08 79.0 Industrials 82 IDXX 22 10.32 big-cap Long NaN 22.0 2.418015e+08 30.0 Healthcare 163 HUBS 6 3.16 big-cap Long NaN 9.0 2.302073e+08 15.0 Technology 55 TEAM 7 7.35 big-cap Long NaN 21.0 2.219617e+08 15.0 Technology 184 DPZ 12 4.05 big-cap Long NaN 12.0 2.209125e+08 57.0 Consumer Cyclical 45 ILMN 10 3.28 big-cap Long NaN 24.0 2.118288e+08 20.0 Healthcare 133 KR 6 -0.03 big-cap Long NaN 15.0 1.975566e+08 44.0 Consumer Defensive 85 PSA 15 5.17 big-cap Long NaN 15.0 1.939470e+08 79.0 Real Estate 63 EW 23 8.56 big-cap Long NaN 23.0 1.915046e+08 54.0 Healthcare 131 WELL 16 8.57 big-cap Long NaN 17.0 1.885736e+08 79.0 Real Estate 169 PKI 11 3.70 big-cap Long NaN 11.0 1.804562e+08 36.0 Healthcare 110 SBAC 19 5.83 big-cap Long NaN 19.0 1.773395e+08 67.0 Real Estate 65 MCO 9 4.10 big-cap Long NaN 9.0 1.739277e+08 78.0 Financial Services 172 WAT 12 4.98 big-cap Long NaN 12.0 1.737052e+08 64.0 Healthcare 94 A 11 2.54 big-cap Long NaN 19.0 1.722998e+08 58.0 Healthcare 148 MDB 6 2.59 big-cap Long NaN 24.0 1.626905e+08 15.0 Technology 154 EPAM 13 5.92 big-cap Long NaN 13.0 1.623341e+08 76.0 Technology 136 FTNT 15 8.03 big-cap Long NaN 15.0 1.622481e+08 79.0 Technology 76 VEEV 12 7.18 big-cap Long NaN 21.0 1.622010e+08 21.0 Healthcare 119 MTD 9 0.30 big-cap Long NaN 9.0 1.557258e+08 57.0 Healthcare 146 NDAQ 15 4.77 big-cap Long NaN 15.0 1.471466e+08 79.0 Financial Services 180 MAA 17 2.36 big-cap Long NaN 17.0 1.377362e+08 79.0 Real Estate 114 RMD 12 15.19 big-cap Long NaN 23.0 1.333337e+08 38.0 Healthcare 164 ALNY 12 10.05 big-cap Long NaN 26.0 1.314289e+08 20.0 Healthcare 37 INFY 13 8.47 big-cap Long NaN 24.0 1.257046e+08 21.0 Technology 181 EXR 16 6.98 big-cap Long NaN 16.0 1.199216e+08 79.0 Real Estate 195 CRL 11 3.38 big-cap Long NaN 11.0 1.122761e+08 79.0 Healthcare 166 AVTR 11 4.99 big-cap Long NaN 11.0 1.030568e+08 59.0 Basic Materials 138 ANET 30 13.73 big-cap Long NaN 63.0 1.007295e+08 56.0 Technology 11 NVS 17 4.02 big-cap Long NaN 34.0 9.978098e+07 35.0 Healthcare 182 BMRN 11 0.20 big-cap Long NaN 25.0 9.061226e+07 25.0 Healthcare 173 NVCR 19 9.37 big-cap Long NaN 19.0 9.023095e+07 52.0 Healthcare 218 ELS 23 5.89 big-cap Long NaN 23.0 7.709906e+07 73.0 Real Estate 116 SGEN 12 1.25 big-cap Long NaN 57.0 7.503683e+07 28.0 Healthcare 231 CPT 23 8.09 big-cap Long NaN 23.0 7.014694e+07 79.0 Real Estate 196 TECH 11 0.96 big-cap Long NaN 11.0 6.447348e+07 79.0 Healthcare 132 XP 10 3.64 big-cap Long NaN 13.0 3.821670e+07 19.0 Financial Services 24 PTR 13 14.99 big-cap Long NaN 36.0 1.272441e+07 37.0 Energy 208 NTCO 30 22.95 big-cap Long NaN 55.0 1.267013e+07 36.0 Consumer Defensive 157 FITBI 8 3.61 big-cap Long NaN 8.0 4.019981e+06 12.0 Financial Services 202 JHX 10 2.07 big-cap Long NaN 10.0 2.667393e+06 63.0 Basic Materials 175 BPYPP 6 -0.50 big-cap Long NaN 21.0 3.535220e+05 30.0 Real Estate Mean Return: 6.363714285714285 Mean Day/Week: 12.957142857142857 Accuracy:0.9428571428571428 *******************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 26 CAT 6 4.67 big-cap Short NaN -26.0 1.449036e+09 -11.0 Industrials 92 LVS 16 -8.74 big-cap Short NaN -16.0 8.909802e+08 -37.0 Consumer Cyclical 71 TAL 35 -66.95 big-cap Short NaN -35.0 5.173722e+08 -75.0 Consumer Defensive 52 VRTX 10 -0.47 big-cap Short NaN -10.0 4.748561e+08 -10.0 Healthcare 31 BKNG 10 -2.52 big-cap Short NaN -37.0 4.719352e+08 -18.0 Consumer Cyclical 129 LUV 6 -1.61 big-cap Short NaN -50.0 4.379740e+08 -16.0 Industrials 135 DAL 9 -2.13 big-cap Short NaN -9.0 4.165574e+08 -18.0 Industrials 156 VIPS 17 -16.83 big-cap Short NaN -64.0 3.957259e+08 -60.0 Consumer Cyclical 153 FLT 14 -5.91 big-cap Short NaN -34.0 3.412835e+08 -32.0 Technology 58 GPN 7 -0.20 big-cap Short NaN -37.0 3.368121e+08 -36.0 Industrials 40 FISV 16 -4.00 big-cap Short NaN -42.0 3.267066e+08 -33.0 Technology 115 EDU 7 3.05 big-cap Short NaN -33.0 3.054565e+08 -72.0 Consumer Defensive 193 HBAN 11 -0.62 big-cap Short NaN -15.0 2.551869e+08 -32.0 Financial Services 102 CMI 6 0.77 big-cap Short NaN -66.0 2.381077e+08 -27.0 Industrials 128 CLX 22 -3.47 big-cap Short NaN -41.0 1.846452e+08 -32.0 Consumer Defensive 81 CTSH 11 -1.87 big-cap Short NaN -35.0 1.735544e+08 -35.0 Technology 124 GLW 6 4.25 big-cap Short NaN -41.0 1.579457e+08 -14.0 Technology 111 CTVA 11 -0.40 big-cap Short NaN -36.0 1.565076e+08 -26.0 Basic Materials 185 CPB 12 -1.56 big-cap Short NaN -13.0 1.348090e+08 -14.0 Consumer Defensive 212 SAM 10 -0.82 big-cap Short NaN -41.0 1.289615e+08 -27.0 Consumer Defensive 226 DAR 6 -0.90 big-cap Short NaN -7.0 1.191588e+08 -8.0 Consumer Defensive 39 CNI 6 -0.01 big-cap Short NaN -6.0 9.663596e+07 -32.0 Industrials 140 MKC 6 -1.42 big-cap Short NaN -21.0 7.859349e+07 -18.0 Consumer Defensive 201 SMG 16 -4.68 big-cap Short NaN -50.0 7.803040e+07 -26.0 Basic Materials 97 MFC 10 -3.60 big-cap Short NaN -61.0 7.508610e+07 -26.0 Financial Services 189 ABCL 14 -20.24 big-cap Short NaN -16.0 7.179217e+07 -21.0 Healthcare 165 CVAC 6 3.77 big-cap Short NaN -12.0 6.239900e+07 -11.0 Healthcare 197 HAS 6 1.46 big-cap Short NaN -31.0 5.243248e+07 -9.0 Consumer Cyclical 213 PLTK 11 -8.28 big-cap Short NaN -11.0 4.287047e+07 -16.0 Communication Services 120 IBKR 14 -1.86 big-cap Short NaN -69.0 3.108090e+07 -41.0 Financial Services 210 SBSW 6 3.99 big-cap Short NaN -11.0 2.802020e+07 -10.0 Basic Materials 62 PHG 9 -7.48 big-cap Short NaN -42.0 2.651928e+07 -20.0 Healthcare 214 KC 9 -2.37 big-cap Short NaN -9.0 2.601156e+07 -70.0 Technology 190 ATHM 26 -27.94 big-cap Short NaN -26.0 2.430253e+07 -77.0 Communication Services 200 ZNH 14 -2.81 big-cap Short NaN -14.0 2.057484e+05 -39.0 Industrials Mean Return: -5.078 Mean Day/Week: 11.457142857142857 Accuracy:0.8 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 4 Consumer Cyclical 2 Consumer Defensive 1 Energy 3 Financial Services 5 Healthcare 12 Industrials 3 Real Estate 5 Technology 13 Utilities 1 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 2 Consumer Cyclical 12 Consumer Defensive 4 Financial Services 15 Healthcare 4 Industrials 11 Technology 4 Utilities 2 *******************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 341 ASR 1 0.0 small-cap Long NaN 1.0 9.884932e+06 2.0 Industrials 239 FWONA 1 0.0 small-cap Long NaN 2.0 4.562016e+06 4.0 Communication Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 237 FWONK 1 0.0 small-cap Long NaN 10.0 6.710881e+07 2.0 Communication Services 341 ASR 1 0.0 small-cap Long NaN 1.0 9.884932e+06 2.0 Industrials 239 FWONA 1 0.0 small-cap Long NaN 2.0 4.562016e+06 4.0 Communication Services Mean Return: nan Mean Day/Week: inf 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 254 LNC 1 0.0 small-cap Short NaN -13.0 1.004354e+08 -5.0 Financial Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 300 OMF 1 0.00 small-cap Long NaN 1.0 3.241792e+07 64.0 Financial Services 297 HQY 3 1.26 small-cap Long NaN 3.0 3.219368e+07 28.0 Healthcare 310 GMED 1 0.00 small-cap Long NaN 2.0 1.973354e+07 55.0 Healthcare 341 ASR 1 0.00 small-cap Long NaN 1.0 9.884932e+06 2.0 Industrials 239 FWONA 1 0.00 small-cap Long NaN 2.0 4.562016e+06 4.0 Communication Services Mean Return: 1.26 Mean Day/Week: 7.0 Accuracy:1.0 *******************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 241 RARE 2 -0.55 small-cap Short NaN -2.0 5.717559e+07 -138.0 Healthcare 240 BEPC 1 0.00 small-cap Short NaN -1.0 4.481136e+07 -138.0 Utilities 244 MNSO 3 -2.27 small-cap Short NaN -3.0 2.065921e+07 -22.0 Consumer Cyclical 273 NFE 1 0.00 small-cap Short NaN -1.0 1.676642e+07 -138.0 Utilities 288 GLPG 1 0.00 small-cap Short NaN -1.0 1.538305e+07 -9.0 Healthcare 309 FIZZ 5 3.01 small-cap Short NaN -5.0 1.461768e+07 -16.0 Consumer Defensive 261 CIB 3 1.74 small-cap Short NaN -3.0 8.529087e+06 -138.0 Financial Services 282 ANGI 5 2.42 small-cap Short NaN -5.0 6.454297e+06 -45.0 Communication Services 236 BSAC 5 2.22 small-cap Short NaN -5.0 5.778666e+06 -34.0 Financial Services Mean Return: 1.095 Mean Day/Week: 4.333333333333333 Accuracy:0.3333333333333333 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 251 FANG 17 9.16 small-cap Long NaN 17.0 1.657670e+08 20.0 Energy 319 ASAN 15 44.07 small-cap Long NaN 25.0 1.575618e+08 26.0 Technology 303 NTNX 20 22.28 small-cap Long NaN 55.0 9.474755e+07 25.0 Technology 245 DBX 12 2.66 small-cap Long NaN 23.0 9.277522e+07 29.0 Technology 267 LSPD 6 8.91 small-cap Long NaN 23.0 7.256577e+07 25.0 Technology 268 ARWR 12 9.36 small-cap Long NaN 49.0 6.308414e+07 25.0 Healthcare 294 VRT 29 15.65 small-cap Long NaN 29.0 5.001266e+07 59.0 Industrials 338 TENB 6 0.51 small-cap Long NaN 31.0 4.611457e+07 27.0 Technology 276 MANH 21 5.51 small-cap Long NaN 21.0 3.681232e+07 42.0 Technology 324 MPLN 27 20.60 small-cap Long NaN 55.0 3.128248e+07 30.0 Healthcare 256 BRKR 11 0.45 small-cap Long NaN 12.0 3.083267e+07 79.0 Healthcare 308 LSI 21 8.91 small-cap Long NaN 21.0 2.990968e+07 79.0 Real Estate 265 DNLI 17 15.03 small-cap Long NaN 29.0 2.764913e+07 23.0 Healthcare 284 CUBE 18 5.29 small-cap Long NaN 18.0 2.658373e+07 79.0 Real Estate 293 REXR 15 3.61 small-cap Long NaN 15.0 2.195258e+07 73.0 Real Estate 270 MCFE 15 4.15 small-cap Long NaN 20.0 1.573216e+07 79.0 Technology 312 FSV 13 3.08 small-cap Long NaN 13.0 8.301747e+06 79.0 Real Estate 250 KOF 19 5.53 small-cap Long NaN 33.0 3.677651e+06 57.0 Consumer Defensive 290 JSM 19 1.74 small-cap Long NaN 22.0 7.213257e+05 38.0 unknown 287 PBCTP 6 0.08 small-cap Long NaN 26.0 3.230140e+05 29.0 Financial Services 259 AGNCM 9 -0.87 small-cap Long NaN 12.0 1.800117e+05 27.0 Real Estate Mean Return: 8.843333333333332 Mean Day/Week: 15.619047619047619 Accuracy:0.9523809523809523 *******************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 296 THO 18 -12.36 small-cap Short NaN -33.0 1.284956e+08 -28.0 Consumer Cyclical 307 ALK 6 1.49 small-cap Short NaN -52.0 8.124098e+07 -17.0 Industrials 285 BLD 16 -2.10 small-cap Short NaN -34.0 7.343381e+07 -24.0 Industrials 248 WU 7 -3.79 small-cap Short NaN -38.0 7.171928e+07 -25.0 Financial Services 335 VAC 7 -1.94 small-cap Short NaN -65.0 6.906051e+07 -27.0 Consumer Cyclical 274 YY 46 -27.15 small-cap Short NaN -79.0 6.585364e+07 -64.0 Communication Services 286 CASY 10 -6.14 small-cap Short NaN -39.0 6.573663e+07 -12.0 Consumer Defensive 262 AGCO 13 -6.75 small-cap Short NaN -40.0 6.560732e+07 -19.0 Industrials 326 BPMC 18 -4.77 small-cap Short NaN -18.0 5.477436e+07 -39.0 Healthcare 266 GNTX 14 -3.98 small-cap Short NaN -67.0 4.921740e+07 -33.0 Consumer Cyclical 328 LSTR 14 -1.54 small-cap Short NaN -31.0 4.725403e+07 -17.0 Industrials 279 RGA 6 0.97 small-cap Short NaN -45.0 4.152934e+07 -14.0 Financial Services 249 GFL 7 -0.76 small-cap Short NaN -7.0 3.584665e+07 -26.0 Industrials 302 PB 6 0.45 small-cap Short NaN -6.0 2.957043e+07 -6.0 Financial Services 301 MAT 6 2.16 small-cap Short NaN -31.0 2.512706e+07 -14.0 Consumer Cyclical 311 COLM 9 -0.92 small-cap Short NaN -38.0 2.468227e+07 -27.0 Consumer Cyclical 339 RBC 14 -5.26 small-cap Short NaN -62.0 2.223129e+07 -28.0 Industrials 329 VRNT 8 -1.16 small-cap Short NaN -81.0 2.010753e+07 -41.0 Technology 331 TX 7 4.89 small-cap Short NaN -26.0 1.833710e+07 -9.0 Basic Materials 305 LFUS 6 -1.58 small-cap Short NaN -6.0 1.540851e+07 -18.0 Technology 337 BWXT 7 -6.42 small-cap Short NaN -43.0 1.416785e+07 -26.0 Industrials Mean Return: -3.65047619047619 Mean Day/Week: 11.666666666666666 Accuracy:0.7619047619047619 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 4 Communication Services 6 Consumer Cyclical 17 Consumer Defensive 6 Energy 20 Financial Services 38 Healthcare 53 Industrials 22 Real Estate 17 Technology 40 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 17 Consumer Cyclical 31 Consumer Defensive 7 Energy 3 Financial Services 44 Healthcare 19 Industrials 40 Real Estate 4 Technology 14 Utilities 10 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 651 SYKE 4 -0.63 penny-cap Long NaN 5.0 3.389322e+07 5.0 Technology 368 ALTR 1 0.00 penny-cap Long NaN 1.0 2.513947e+07 5.0 Technology 361 HCM 1 0.00 penny-cap Long NaN 1.0 1.621132e+07 2.0 Healthcare 525 YELP 2 0.17 penny-cap Long NaN 2.0 1.525212e+07 2.0 Communication Services 399 SIGI 1 0.00 penny-cap Long NaN 1.0 1.144905e+07 4.0 Financial Services 574 EVA 2 1.94 penny-cap Long NaN 3.0 7.837384e+06 4.0 Basic Materials 738 ZUMZ 1 0.00 penny-cap Long NaN 2.0 5.143689e+06 4.0 Consumer Cyclical Mean Return: 0.49333333333333335 Mean Day/Week: 4.0 Accuracy:0.6666666666666666 *******************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 454 PDCO 1 0.00 penny-cap Short NaN -2.0 7.300514e+07 -2.0 Healthcare 448 SR 3 -0.14 penny-cap Short NaN -3.0 1.653543e+07 -3.0 Utilities 401 OGS 3 -1.17 penny-cap Short NaN -3.0 1.471646e+07 -5.0 Utilities 495 CWT 4 -1.70 penny-cap Short NaN -4.0 6.520942e+06 -5.0 Utilities Mean Return: -1.0033333333333332 Mean Day/Week: 3.6666666666666665 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 571 AUPH 3 3.08 penny-cap Long NaN 27.0 4.288694e+07 5.0 Healthcare 651 SYKE 4 -0.63 penny-cap Long NaN 5.0 3.389322e+07 5.0 Technology 368 ALTR 1 0.00 penny-cap Long NaN 1.0 2.513947e+07 5.0 Technology 361 HCM 1 0.00 penny-cap Long NaN 1.0 1.621132e+07 2.0 Healthcare 525 YELP 2 0.17 penny-cap Long NaN 2.0 1.525212e+07 2.0 Communication Services 399 SIGI 1 0.00 penny-cap Long NaN 1.0 1.144905e+07 4.0 Financial Services 574 EVA 2 1.94 penny-cap Long NaN 3.0 7.837384e+06 4.0 Basic Materials 738 ZUMZ 1 0.00 penny-cap Long NaN 2.0 5.143689e+06 4.0 Consumer Cyclical Mean Return: 1.14 Mean Day/Week: 3.75 Accuracy:0.75 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 454 PDCO 1 0.00 penny-cap Short NaN -2.0 7.300514e+07 -2.0 Healthcare 403 POR 1 0.00 penny-cap Short NaN -38.0 2.534934e+07 -5.0 Utilities 434 ALE 1 0.00 penny-cap Short NaN -42.0 1.892412e+07 -5.0 Utilities 448 SR 3 -0.14 penny-cap Short NaN -3.0 1.653543e+07 -3.0 Utilities 401 OGS 3 -1.17 penny-cap Short NaN -3.0 1.471646e+07 -5.0 Utilities 495 CWT 4 -1.70 penny-cap Short NaN -4.0 6.520942e+06 -5.0 Utilities Mean Return: -1.0033333333333332 Mean Day/Week: 4.333333333333333 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 570 RIG 2 7.42 penny-cap Long NaN 2.0 1.943957e+08 18.0 Energy 389 CELH 1 0.00 penny-cap Long NaN 2.0 8.885040e+07 25.0 Consumer Defensive 345 CROX 1 0.00 penny-cap Long NaN 1.0 8.463650e+07 79.0 Consumer Cyclical 529 RRC 1 0.00 penny-cap Long NaN 1.0 7.606673e+07 38.0 Energy 587 AR 2 3.82 penny-cap Long NaN 2.0 7.215555e+07 79.0 Energy 614 GSAT 3 -6.53 penny-cap Long NaN 4.0 6.502957e+07 12.0 Communication Services 715 RAVN 4 0.21 penny-cap Long NaN 4.0 5.555701e+07 46.0 Industrials 600 MTDR 3 4.71 penny-cap Long NaN 3.0 4.264419e+07 79.0 Energy 381 IMAB 3 2.76 penny-cap Long NaN 3.0 3.867977e+07 45.0 Healthcare 635 BOOT 2 1.47 penny-cap Long NaN 2.0 3.684063e+07 79.0 Consumer Cyclical 609 VSTO 2 2.99 penny-cap Long NaN 2.0 3.656598e+07 38.0 Consumer Cyclical 651 SYKE 4 -0.63 penny-cap Long NaN 5.0 3.389322e+07 5.0 Technology 416 SEM 1 0.00 penny-cap Long NaN 1.0 3.132799e+07 79.0 Healthcare 368 ALTR 1 0.00 penny-cap Long NaN 1.0 2.513947e+07 5.0 Technology 636 IRWD 3 1.88 penny-cap Long NaN 3.0 2.247866e+07 53.0 Healthcare 545 MCRB 1 0.00 penny-cap Long NaN 5.0 1.771046e+07 6.0 Healthcare 361 HCM 1 0.00 penny-cap Long NaN 1.0 1.621132e+07 2.0 Healthcare 525 YELP 2 0.17 penny-cap Long NaN 2.0 1.525212e+07 2.0 Communication Services 649 CPG 4 1.32 penny-cap Long NaN 4.0 1.515525e+07 18.0 Energy 718 ESTA 2 3.16 penny-cap Long NaN 2.0 1.222005e+07 79.0 Healthcare 402 MSP 3 1.63 penny-cap Long NaN 3.0 1.178764e+07 29.0 Technology 399 SIGI 1 0.00 penny-cap Long NaN 1.0 1.144905e+07 4.0 Financial Services 507 ATRC 1 0.00 penny-cap Long NaN 1.0 9.613197e+06 79.0 Healthcare 574 EVA 2 1.94 penny-cap Long NaN 3.0 7.837384e+06 4.0 Basic Materials 679 PACK 3 3.32 penny-cap Long NaN 3.0 5.869393e+06 28.0 Consumer Cyclical 660 BSIG 3 0.08 penny-cap Long NaN 3.0 5.833589e+06 60.0 Financial Services 698 INVA 4 0.32 penny-cap Long NaN 4.0 5.225791e+06 33.0 Healthcare 738 ZUMZ 1 0.00 penny-cap Long NaN 2.0 5.143689e+06 4.0 Consumer Cyclical 732 INGN 1 0.00 penny-cap Long NaN 3.0 4.867781e+06 62.0 Healthcare 610 CRVL 3 1.15 penny-cap Long NaN 3.0 4.042118e+06 57.0 Financial Services 411 SEB 1 0.00 penny-cap Long NaN 1.0 2.467119e+06 10.0 Industrials 667 VCTR 3 -0.31 penny-cap Long NaN 3.0 2.117858e+06 78.0 Financial Services 553 NAC 4 -0.06 penny-cap Long NaN 4.0 1.339623e+06 56.0 Financial Services Mean Return: 1.4676190476190478 Mean Day/Week: 3.4761904761904763 Accuracy:0.8095238095238095 *******************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 454 PDCO 1 0.00 penny-cap Short NaN -2.0 7.300514e+07 -2.0 Healthcare 427 IRBT 3 1.75 penny-cap Short NaN -3.0 3.296418e+07 -74.0 Technology 455 GBT 3 1.19 penny-cap Short NaN -3.0 3.139339e+07 -138.0 Healthcare 447 TRN 4 1.54 penny-cap Short NaN -5.0 2.839021e+07 -6.0 Industrials 422 NIU 3 6.81 penny-cap Short NaN -3.0 2.423537e+07 -66.0 Consumer Cyclical 617 COHU 4 3.20 penny-cap Short NaN -4.0 2.171756e+07 -40.0 Technology 522 INDB 5 4.33 penny-cap Short NaN -5.0 1.782804e+07 -6.0 Financial Services 382 HAIN 2 0.38 penny-cap Short NaN -2.0 1.745168e+07 -48.0 Consumer Defensive 448 SR 3 -0.14 penny-cap Short NaN -3.0 1.653543e+07 -3.0 Utilities 401 OGS 3 -1.17 penny-cap Short NaN -3.0 1.471646e+07 -5.0 Utilities 396 APAM 3 1.70 penny-cap Short NaN -5.0 1.403968e+07 -7.0 Financial Services 702 AIR 2 2.08 penny-cap Short NaN -5.0 1.379655e+07 -7.0 Industrials 593 ENDP 3 2.54 penny-cap Short NaN -3.0 1.281525e+07 -63.0 Healthcare 511 XNCR 1 0.00 penny-cap Short NaN -1.0 1.265597e+07 -69.0 Healthcare 708 ACLS 5 2.83 penny-cap Short NaN -5.0 1.116120e+07 -33.0 Technology 687 KROS 1 0.00 penny-cap Short NaN -1.0 7.897276e+06 -39.0 Healthcare 467 UNIT 2 1.05 penny-cap Short NaN -2.0 7.726108e+06 -138.0 Real Estate 461 VNE 5 5.42 penny-cap Short NaN -5.0 6.541724e+06 -9.0 Consumer Cyclical 495 CWT 4 -1.70 penny-cap Short NaN -4.0 6.520942e+06 -5.0 Utilities 656 ATSG 5 2.31 penny-cap Short NaN -5.0 6.159343e+06 -46.0 Industrials 688 NXGN 3 0.49 penny-cap Short NaN -3.0 5.070942e+06 -138.0 Healthcare 645 HMN 5 1.64 penny-cap Short NaN -5.0 4.943504e+06 -45.0 Financial Services 640 NWBI 5 2.90 penny-cap Short NaN -5.0 4.202901e+06 -6.0 Financial Services 670 CGEM 5 2.77 penny-cap Short NaN -5.0 3.569577e+06 -116.0 Healthcare 666 ZEAL 2 0.42 penny-cap Short NaN -2.0 2.038480e+06 -37.0 Healthcare 646 SBLKZ 1 0.00 penny-cap Short NaN -1.0 1.113362e+06 -21.0 unknown 669 MNTK 4 -1.69 penny-cap Short NaN -4.0 1.467581e+05 -107.0 Utilities 632 PRTC 5 -1.99 penny-cap Short NaN -5.0 1.001400e+04 -31.0 Healthcare Mean Return: 1.6108333333333331 Mean Day/Week: 3.8333333333333335 Accuracy:0.20833333333333334 *******************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 360 AMC 10 15.98 penny-cap Long NaN 29.0 4.527870e+09 32.0 Communication Services 373 QTS 14 -0.56 penny-cap Long NaN 16.0 1.427349e+08 52.0 Real Estate 430 SPT 16 31.85 penny-cap Long NaN 22.0 9.848360e+07 24.0 Technology 664 DEN 25 29.39 penny-cap Long NaN 25.0 9.678366e+07 79.0 Energy 394 CDNA 14 8.51 penny-cap Long NaN 23.0 9.369513e+07 25.0 Healthcare 485 BOX 7 0.40 penny-cap Long NaN 28.0 9.066513e+07 33.0 Technology 363 EH 7 3.71 penny-cap Long NaN 25.0 8.391314e+07 13.0 Industrials 500 QFIN 15 17.23 penny-cap Long NaN 23.0 7.572826e+07 23.0 unknown 344 STAA 21 13.54 penny-cap Long NaN 21.0 7.505039e+07 60.0 Healthcare 460 FRHC 7 3.14 penny-cap Long NaN 19.0 7.067987e+07 18.0 Financial Services 519 RVLV 7 20.44 penny-cap Long NaN 20.0 6.710406e+07 30.0 Consumer Cyclical 668 LX 8 3.84 penny-cap Long NaN 24.0 6.590464e+07 15.0 Financial Services 352 RPD 7 4.46 penny-cap Long NaN 24.0 6.544206e+07 29.0 Technology 554 SIG 10 6.36 penny-cap Long NaN 10.0 6.194846e+07 13.0 Consumer Cyclical 532 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 76.0 Real Estate 369 CRNC 13 -4.69 penny-cap Long NaN 21.0 5.777924e+07 17.0 Technology 359 JOBS 18 6.83 penny-cap Long NaN 57.0 5.757371e+07 37.0 Industrials 387 SWAV 26 18.81 penny-cap Long NaN 26.0 5.528670e+07 61.0 Healthcare 354 JCOM 11 8.61 penny-cap Long NaN 13.0 5.393976e+07 79.0 Technology 527 MIC 14 -0.83 penny-cap Long NaN 14.0 4.758896e+07 56.0 Industrials 421 APLS 21 21.13 penny-cap Long NaN 51.0 4.717661e+07 28.0 Healthcare 371 SWCH 29 13.24 penny-cap Long NaN 60.0 3.961436e+07 51.0 Technology 756 SBLK 7 -1.03 penny-cap Long NaN 7.0 3.727148e+07 79.0 Industrials 377 KRNT 9 1.81 penny-cap Long NaN 23.0 3.633535e+07 21.0 Industrials 516 NSA 17 8.85 penny-cap Long NaN 17.0 3.114216e+07 79.0 Real Estate 599 CRC 27 14.47 penny-cap Long NaN 35.0 2.844240e+07 28.0 Energy 365 TRUP 13 17.20 penny-cap Long NaN 50.0 2.618466e+07 21.0 Financial Services 565 SGRY 43 31.57 penny-cap Long NaN 43.0 2.585608e+07 79.0 Healthcare 481 ACCD 12 1.03 penny-cap Long NaN 23.0 2.580234e+07 27.0 Healthcare 346 WK 7 7.89 penny-cap Long NaN 23.0 2.571388e+07 15.0 Technology 699 ERJ 22 22.73 penny-cap Long NaN 22.0 2.562567e+07 79.0 Industrials 501 KRTX 10 -6.20 penny-cap Long NaN 12.0 2.560405e+07 13.0 Healthcare 580 DOMO 16 24.17 penny-cap Long NaN 23.0 2.444726e+07 25.0 Technology 508 ITCI 14 7.51 penny-cap Long NaN 41.0 2.431988e+07 33.0 Healthcare 533 CIM 28 13.60 penny-cap Long NaN 28.0 2.422325e+07 79.0 Real Estate 444 VG 16 7.40 penny-cap Long NaN 26.0 2.365457e+07 30.0 Communication Services 513 AZUL 23 24.62 penny-cap Long NaN 48.0 2.227403e+07 34.0 Industrials 367 NAV 18 0.36 penny-cap Long NaN 56.0 2.117252e+07 59.0 Industrials 662 CNST 11 0.51 penny-cap Long NaN 29.0 2.113615e+07 17.0 Healthcare 415 OPCH 12 2.14 penny-cap Long NaN 22.0 2.098787e+07 14.0 Healthcare 432 PZZA 9 2.70 penny-cap Long NaN 13.0 2.092154e+07 35.0 Consumer Cyclical 731 CRK 13 10.33 penny-cap Long NaN 38.0 2.038246e+07 19.0 Energy 509 AXSM 11 4.49 penny-cap Long NaN 43.0 2.011982e+07 19.0 Healthcare 484 SHOO 13 -0.48 penny-cap Long NaN 13.0 1.990357e+07 78.0 Consumer Cyclical 552 SITM 7 12.51 penny-cap Long NaN 23.0 1.948100e+07 14.0 Technology 487 SMPL 8 1.91 penny-cap Long NaN 8.0 1.941278e+07 64.0 Consumer Defensive 453 NSP 10 2.71 penny-cap Long NaN 28.0 1.890143e+07 25.0 Industrials 601 PRFT 53 26.14 penny-cap Long NaN 53.0 1.845116e+07 79.0 Technology 616 ACMR 6 -3.95 penny-cap Long NaN 20.0 1.836301e+07 10.0 Technology 479 AMRC 16 15.93 penny-cap Long NaN 55.0 1.795886e+07 21.0 Industrials 623 PMT 9 4.05 penny-cap Long NaN 14.0 1.791287e+07 15.0 Real Estate 547 RMBS 6 6.24 penny-cap Long NaN 20.0 1.785629e+07 9.0 Technology 761 CDMO 17 13.73 penny-cap Long NaN 17.0 1.582688e+07 79.0 Healthcare 624 DRNA 15 21.92 penny-cap Long NaN 23.0 1.578303e+07 29.0 Healthcare 714 PTEN 17 11.09 penny-cap Long NaN 36.0 1.572562e+07 21.0 Energy 477 MIME 32 15.80 penny-cap Long NaN 53.0 1.538493e+07 34.0 Technology 736 FINV 10 14.75 penny-cap Long NaN 25.0 1.505127e+07 27.0 Financial Services 420 WNS 7 4.14 penny-cap Long NaN 24.0 1.471439e+07 25.0 Industrials 625 HSKA 12 12.50 penny-cap Long NaN 12.0 1.464220e+07 29.0 Healthcare 582 CVA 12 1.54 penny-cap Long NaN 12.0 1.365635e+07 39.0 Industrials 726 LNTH 6 6.78 penny-cap Long NaN 18.0 1.273546e+07 20.0 Healthcare 414 SVMK 11 6.54 penny-cap Long NaN 58.0 1.210946e+07 25.0 Technology 494 CSOD 7 2.08 penny-cap Long NaN 26.0 1.135987e+07 17.0 Technology 639 EBIX 10 0.83 penny-cap Long NaN 18.0 1.126556e+07 13.0 Technology 689 RDWR 15 6.14 penny-cap Long NaN 24.0 1.107465e+07 34.0 Technology 737 CRTX 16 26.72 penny-cap Long NaN 27.0 1.073771e+07 23.0 Healthcare 650 SUPN 9 1.37 penny-cap Long NaN 9.0 1.044688e+07 52.0 Healthcare 443 CNS 33 16.57 penny-cap Long NaN 77.0 1.023014e+07 44.0 Financial Services 681 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 437 BLKB 7 3.34 penny-cap Long NaN 21.0 9.967118e+06 21.0 Technology 619 RVNC 12 7.01 penny-cap Long NaN 12.0 9.840311e+06 46.0 Healthcare 539 MODV 12 9.10 penny-cap Long NaN 40.0 9.579692e+06 13.0 Healthcare 504 EXLS 36 10.31 penny-cap Long NaN 36.0 9.422745e+06 79.0 Technology 559 VRRM 8 4.81 penny-cap Long NaN 8.0 9.224764e+06 16.0 Industrials 537 HCSG 12 5.41 penny-cap Long NaN 12.0 8.500222e+06 34.0 Healthcare 393 SAFE 10 5.71 penny-cap Long NaN 24.0 8.496976e+06 14.0 Real Estate 342 DAVA 27 24.77 penny-cap Long NaN 43.0 8.060492e+06 46.0 Technology 392 INOV 12 2.07 penny-cap Long NaN 12.0 8.036503e+06 79.0 Healthcare 710 VLRS 7 0.17 penny-cap Long NaN 7.0 7.994525e+06 79.0 Industrials 568 PBH 33 12.25 penny-cap Long NaN 33.0 7.476312e+06 38.0 Healthcare 449 SUN 16 3.00 penny-cap Long NaN 16.0 6.322702e+06 65.0 Energy 753 MDP 16 7.02 penny-cap Long NaN 16.0 5.934620e+06 79.0 Communication Services 475 BSTZ 7 3.48 penny-cap Long NaN 19.0 5.767267e+06 24.0 unknown 642 ZYME 12 -1.01 penny-cap Long NaN 51.0 5.332694e+06 18.0 Healthcare 671 EVV 15 1.92 penny-cap Long NaN 27.0 5.308099e+06 29.0 Financial Services 752 CMRE 17 10.57 penny-cap Long NaN 17.0 4.749621e+06 79.0 Industrials 456 NOAH 6 5.46 penny-cap Long NaN 28.0 4.679014e+06 10.0 Financial Services 445 NAD 25 2.81 penny-cap Long NaN 25.0 4.486084e+06 56.0 Financial Services 583 ARCE 6 3.80 penny-cap Long NaN 20.0 4.441082e+06 17.0 Consumer Defensive 555 AFYA 19 17.84 penny-cap Long NaN 19.0 3.814693e+06 34.0 Consumer Defensive 758 NESR 16 9.51 penny-cap Long NaN 16.0 3.591799e+06 36.0 Energy 589 FTAI 11 9.79 penny-cap Long NaN 21.0 3.351785e+06 14.0 Industrials 657 BBN 13 1.47 penny-cap Long NaN 62.0 3.164595e+06 27.0 Financial Services 691 USAC 9 3.10 penny-cap Long NaN 9.0 2.657898e+06 30.0 Energy 720 SCWX 16 29.60 penny-cap Long NaN 28.0 2.212736e+06 18.0 Technology 748 AUDC 16 6.15 penny-cap Long NaN 55.0 1.720382e+06 36.0 Technology 759 AWF 16 2.54 penny-cap Long NaN 22.0 1.548618e+06 29.0 Financial Services 712 NRK 17 1.34 penny-cap Long NaN 17.0 5.998302e+05 53.0 Financial Services 391 ESGRP 9 0.52 penny-cap Long NaN 15.0 5.130212e+05 60.0 Financial Services 697 NYMTP 9 0.36 penny-cap Long NaN 12.0 2.697205e+05 14.0 Real Estate 701 NYMTN 12 3.19 penny-cap Long NaN 17.0 2.565747e+05 28.0 Real Estate 703 NYMTO 9 0.45 penny-cap Long NaN 9.0 2.448852e+05 79.0 Real Estate 711 LINX 19 6.60 penny-cap Long NaN 49.0 1.889503e+05 45.0 Technology 482 TDI 28 5.52 penny-cap Long NaN 93.0 1.818299e+05 58.0 unknown 400 WTFCM 6 0.65 penny-cap Long NaN 16.0 9.567786e+04 59.0 Financial Services 472 FSKR 13 2.00 penny-cap Long NaN 13.0 0.000000e+00 74.0 Financial Services Mean Return: 8.335188679245283 Mean Day/Week: 14.69811320754717 Accuracy:0.9245283018867925 *******************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 362 JBLU 8 -3.84 penny-cap Short NaN -53.0 9.825657e+07 -17.0 Industrials 514 SAVE 15 -7.37 penny-cap Short NaN -15.0 9.702588e+07 -33.0 Industrials 358 HFC 6 -0.13 penny-cap Short NaN -6.0 8.092432e+07 -37.0 Energy 546 WGO 13 -2.73 penny-cap Short NaN -32.0 6.485076e+07 -31.0 Consumer Cyclical 520 FLR 7 2.50 penny-cap Short NaN -30.0 6.394498e+07 -30.0 Industrials 490 EAT 9 -0.11 penny-cap Short NaN -66.0 5.807730e+07 -39.0 Consumer Cyclical 476 COLB 6 -2.45 penny-cap Short NaN -67.0 4.885866e+07 -52.0 Financial Services 644 PLAY 10 -1.81 penny-cap Short NaN -59.0 4.868018e+07 -33.0 Consumer Cyclical 569 CAKE 6 0.54 penny-cap Short NaN -33.0 4.704498e+07 -11.0 Consumer Cyclical 598 BLMN 6 4.65 penny-cap Short NaN -32.0 4.572030e+07 -10.0 Consumer Cyclical 423 MDC 9 -2.56 penny-cap Short NaN -47.0 4.112026e+07 -18.0 Consumer Cyclical 663 TUP 7 -0.51 penny-cap Short NaN -12.0 3.880435e+07 -12.0 Consumer Cyclical 438 CBRL 12 -3.38 penny-cap Short NaN -50.0 3.716358e+07 -33.0 Consumer Cyclical 428 TMHC 11 -5.85 penny-cap Short NaN -39.0 3.648710e+07 -17.0 Consumer Cyclical 462 ALGT 17 -11.18 penny-cap Short NaN -66.0 3.599831e+07 -38.0 Industrials 450 SONO 12 -2.82 penny-cap Short NaN -48.0 3.357728e+07 -34.0 Technology 347 NYCB 11 -3.97 penny-cap Short NaN -11.0 3.354176e+07 -37.0 Financial Services 349 SAGE 8 -2.74 penny-cap Short NaN -8.0 3.352901e+07 -9.0 Healthcare 488 DY 6 4.62 penny-cap Short NaN -39.0 3.286902e+07 -26.0 Industrials 628 LZB 7 2.69 penny-cap Short NaN -31.0 3.162267e+07 -27.0 Consumer Cyclical 575 CMP 6 -2.29 penny-cap Short NaN -24.0 3.121992e+07 -9.0 Basic Materials 351 ALSN 6 0.53 penny-cap Short NaN -22.0 2.707474e+07 -14.0 Consumer Cyclical 418 MUSA 7 -1.40 penny-cap Short NaN -48.0 2.703365e+07 -25.0 Consumer Cyclical 540 THS 20 -6.07 penny-cap Short NaN -22.0 2.628509e+07 -37.0 Consumer Defensive 489 ONB 6 -0.52 penny-cap Short NaN -64.0 2.523394e+07 -39.0 Financial Services 471 ABG 11 -8.13 penny-cap Short NaN -41.0 2.505026e+07 -17.0 Consumer Cyclical 459 ENR 14 -3.75 penny-cap Short NaN -36.0 2.448808e+07 -19.0 Industrials 480 WOR 8 -0.96 penny-cap Short NaN -31.0 2.301069e+07 -27.0 Industrials 452 TCBI 6 0.44 penny-cap Short NaN -6.0 2.062163e+07 -57.0 Financial Services 473 BXS 10 -3.67 penny-cap Short NaN -10.0 2.002571e+07 -47.0 Financial Services 355 AL 11 -2.62 penny-cap Short NaN -11.0 2.001513e+07 -34.0 Industrials 534 WWW 6 -1.80 penny-cap Short NaN -31.0 1.952654e+07 -26.0 Consumer Cyclical 388 LOPE 8 -0.59 penny-cap Short NaN -60.0 1.879040e+07 -35.0 Consumer Defensive 483 UTZ 9 -4.12 penny-cap Short NaN -31.0 1.862208e+07 -30.0 Consumer Defensive 707 ARCB 6 5.00 penny-cap Short NaN -26.0 1.856266e+07 -15.0 Industrials 441 VSH 14 -6.91 penny-cap Short NaN -39.0 1.741337e+07 -33.0 Technology 572 TSE 6 1.02 penny-cap Short NaN -26.0 1.701846e+07 -27.0 Basic Materials 607 KN 14 -3.20 penny-cap Short NaN -14.0 1.677278e+07 -37.0 Technology 608 ADUS 12 -5.87 penny-cap Short NaN -12.0 1.574977e+07 -40.0 Healthcare 364 NEU 13 -4.65 penny-cap Short NaN -13.0 1.444833e+07 -138.0 Basic Materials 739 ACRS 13 -8.32 penny-cap Short NaN -52.0 1.442276e+07 -34.0 Healthcare 530 GCMG 14 -5.04 penny-cap Short NaN -30.0 1.431816e+07 -32.0 Financial Services 680 ASTE 12 -5.43 penny-cap Short NaN -40.0 1.423477e+07 -28.0 Industrials 426 SWX 7 -3.80 penny-cap Short NaN -41.0 1.404833e+07 -21.0 Utilities 517 ABM 9 -5.47 penny-cap Short NaN -47.0 1.397921e+07 -19.0 Industrials 404 SNDR 6 1.55 penny-cap Short NaN -26.0 1.394712e+07 -22.0 Industrials 631 EB 8 -5.13 penny-cap Short NaN -8.0 1.360863e+07 -32.0 Technology 372 RXT 8 -2.73 penny-cap Short NaN -44.0 1.297594e+07 -32.0 Technology 350 FTDR 15 -5.09 penny-cap Short NaN -15.0 1.296501e+07 -45.0 Consumer Cyclical 673 PRIM 6 2.10 penny-cap Short NaN -6.0 1.270652e+07 -45.0 Industrials 749 BJRI 11 -1.95 penny-cap Short NaN -67.0 1.222578e+07 -27.0 Consumer Cyclical 637 FSM 6 -5.09 penny-cap Short NaN -7.0 1.127151e+07 -16.0 Basic Materials 518 DOOR 6 0.93 penny-cap Short NaN -37.0 1.067970e+07 -17.0 Industrials 579 SKYW 15 -3.37 penny-cap Short NaN -15.0 1.003729e+07 -39.0 Industrials 613 SAH 9 -2.27 penny-cap Short NaN -33.0 9.747865e+06 -26.0 Consumer Cyclical 648 PATK 6 -0.82 penny-cap Short NaN -31.0 9.732643e+06 -16.0 Consumer Cyclical 751 KRA 11 -3.48 penny-cap Short NaN -39.0 9.723448e+06 -40.0 Basic Materials 544 RUSHA 6 -2.64 penny-cap Short NaN -47.0 8.882503e+06 -17.0 Consumer Cyclical 665 BCAB 7 5.31 penny-cap Short NaN -7.0 8.824755e+06 -55.0 Healthcare 595 MTOR 7 -5.27 penny-cap Short NaN -7.0 8.415678e+06 -60.0 Consumer Cyclical 584 FMBI 6 0.10 penny-cap Short NaN -62.0 7.999803e+06 -27.0 Financial Services 397 AAON 16 -4.50 penny-cap Short NaN -16.0 7.918957e+06 -66.0 Industrials 682 CVGW 12 -6.20 penny-cap Short NaN -42.0 7.505579e+06 -39.0 Consumer Defensive 548 IOSP 6 0.29 penny-cap Short NaN -11.0 7.360638e+06 -12.0 Basic Materials 618 FBK 13 -4.01 penny-cap Short NaN -65.0 6.903030e+06 -42.0 Financial Services 735 CMCO 6 1.56 penny-cap Short NaN -66.0 5.949957e+06 -22.0 Industrials 521 MEOH 6 -0.18 penny-cap Short NaN -25.0 5.212919e+06 -33.0 Basic Materials 728 JOUT 22 -1.14 penny-cap Short NaN -47.0 5.118402e+06 -27.0 Consumer Cyclical 566 FRME 11 -0.56 penny-cap Short NaN -64.0 4.658784e+06 -23.0 Financial Services 696 PGTI 12 -3.24 penny-cap Short NaN -32.0 4.562670e+06 -26.0 Industrials 643 SMCI 7 -0.94 penny-cap Short NaN -8.0 4.485022e+06 -26.0 Technology 757 PRA 6 -2.52 penny-cap Short NaN -65.0 4.463948e+06 -33.0 Financial Services 615 TRMK 6 1.13 penny-cap Short NaN -61.0 4.302682e+06 -22.0 Financial Services 724 PLUS 18 -5.49 penny-cap Short NaN -32.0 4.181421e+06 -26.0 Technology 742 ORIC 15 -5.17 penny-cap Short NaN -15.0 4.059048e+06 -138.0 Healthcare 585 BANF 11 0.67 penny-cap Short NaN -27.0 3.963058e+06 -23.0 Financial Services 661 HTLD 26 -5.68 penny-cap Short NaN -46.0 3.865449e+06 -32.0 Industrials 659 WABC 11 -3.00 penny-cap Short NaN -66.0 3.741557e+06 -23.0 Financial Services 526 FIBK 12 -5.50 penny-cap Short NaN -66.0 3.664319e+06 -33.0 Financial Services 754 MATW 6 -1.64 penny-cap Short NaN -64.0 3.650973e+06 -23.0 Industrials 406 MOR 6 -3.05 penny-cap Short NaN -6.0 3.180283e+06 -138.0 Healthcare 704 SWM 19 -1.76 penny-cap Short NaN -67.0 3.164150e+06 -32.0 Basic Materials 621 CFFN 22 -0.06 penny-cap Short NaN -22.0 3.117471e+06 -57.0 Financial Services 678 AROC 6 0.07 penny-cap Short NaN -6.0 3.038616e+06 -6.0 Energy 672 NBTB 6 -1.09 penny-cap Short NaN -22.0 2.876137e+06 -22.0 Financial Services 745 FOR 10 -3.78 penny-cap Short NaN -36.0 2.566509e+06 -24.0 Real Estate 730 OCFC 6 -0.70 penny-cap Short NaN -62.0 2.560737e+06 -35.0 Financial Services 586 PRK 6 -0.06 penny-cap Short NaN -65.0 2.411097e+06 -39.0 Financial Services 721 RMAX 12 -4.15 penny-cap Short NaN -69.0 1.852188e+06 -52.0 Real Estate 716 NRC 9 2.87 penny-cap Short NaN -17.0 1.472739e+06 -14.0 Healthcare 384 ARD 11 0.50 penny-cap Short NaN -62.0 1.173169e+06 -22.0 Consumer Cyclical 556 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -131.0 unknown 686 NEXA 7 5.12 penny-cap Short NaN -11.0 5.698214e+05 -12.0 Basic Materials 543 RUSHB 6 0.18 penny-cap Short NaN -50.0 4.331242e+05 -17.0 Consumer Cyclical 469 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -135.0 unknown 603 ITCB 6 -1.29 penny-cap Short NaN -42.0 4.258848e+04 -34.0 Financial Services 557 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 465 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -135.0 Financial Services Mean Return: -1.9948979591836735 Mean Day/Week: 9.928571428571429 Accuracy:0.7448979591836735 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/06/24 05-40-09
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 13 Consumer Cyclical 10 Consumer Defensive 3 Energy 6 Financial Services 13 Healthcare 27 Industrials 9 Real Estate 11 Technology 32 **************************************** big_industry_downtrending_count tickers industry Basic Materials 8 Communication Services 6 Consumer Cyclical 10 Consumer Defensive 10 Financial Services 16 Healthcare 7 Industrials 20 Real Estate 2 Technology 15 Utilities 8 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 184 CDAY 1 0.0 big-cap Long NaN 5.0 1.047559e+08 5.0 Technology Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 55 ROKU 2 4.51 big-cap Long NaN 22.0 3.622331e+09 5.0 Communication Services 75 U 1 0.00 big-cap Long NaN 24.0 4.222266e+08 5.0 Technology 80 MTCH 1 0.00 big-cap Long NaN 9.0 3.282743e+08 5.0 Communication Services 203 CABO 4 -2.11 big-cap Long NaN 24.0 1.057108e+08 5.0 Communication Services 184 CDAY 1 0.00 big-cap Long NaN 5.0 1.047559e+08 5.0 Technology Mean Return: 1.2 Mean Day/Week: 4.5 Accuracy:0.5 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 67 MET 3 -0.72 big-cap Short NaN -30.0 2.221515e+08 -5.0 Financial Services 41 TFC 4 3.44 big-cap Short NaN -16.0 1.950766e+08 -5.0 Financial Services 39 CB 3 0.29 big-cap Short NaN -11.0 1.718264e+08 -5.0 Financial Services 217 ZNGA 2 -0.58 big-cap Short NaN -7.0 1.658790e+08 -4.0 Communication Services 156 MTB 2 -0.35 big-cap Short NaN -21.0 9.635734e+07 -5.0 Financial Services 93 TRV 4 2.18 big-cap Short NaN -26.0 9.602866e+07 -5.0 Financial Services 192 ACGL 3 1.29 big-cap Short NaN -43.0 8.164785e+07 -5.0 Financial Services 14 BBL 2 0.29 big-cap Short NaN -25.0 6.876021e+07 -5.0 Basic Materials Mean Return: 0.73 Mean Day/Week: 2.875 Accuracy:0.375 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 V 2 -0.53 big-cap Long NaN 2.0 1.210353e+09 66.0 Financial Services 170 ULTA 2 1.64 big-cap Long NaN 2.0 2.399338e+08 20.0 Consumer Cyclical 180 LYV 1 0.00 big-cap Long NaN 1.0 1.912808e+08 26.0 Communication Services 133 KKR 1 0.00 big-cap Long NaN 1.0 1.363954e+08 78.0 Financial Services 159 HZNP 3 0.59 big-cap Long NaN 3.0 1.067200e+08 28.0 Healthcare 184 CDAY 1 0.00 big-cap Long NaN 5.0 1.047559e+08 5.0 Technology 120 CPRT 3 -0.03 big-cap Long NaN 3.0 9.114639e+07 54.0 Industrials 138 WST 4 1.82 big-cap Long NaN 4.0 9.085046e+07 55.0 Healthcare 211 CG 1 0.00 big-cap Long NaN 1.0 4.581207e+07 78.0 Financial Services 176 TW 2 -1.28 big-cap Long NaN 2.0 3.469717e+07 78.0 Financial Services 132 RCI 1 0.00 big-cap Long NaN 1.0 2.068607e+07 56.0 Communication Services Mean Return: 0.36833333333333335 Mean Day/Week: 3.5 Accuracy:0.5 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 6 INTC 1 0.00 big-cap Short NaN -1.0 1.071367e+09 -43.0 Technology 31 BDX 3 -0.25 big-cap Short NaN -5.0 3.354134e+08 -21.0 Healthcare 65 KLAC 4 2.09 big-cap Short NaN -4.0 1.952512e+08 -7.0 Technology 82 MAR 2 -0.21 big-cap Short NaN -5.0 1.817817e+08 -32.0 Consumer Cyclical 81 MCHP 2 0.40 big-cap Short NaN -4.0 1.384719e+08 -6.0 Technology 168 CAH 2 -0.72 big-cap Short NaN -4.0 1.317104e+08 -22.0 Healthcare 103 ES 4 -1.46 big-cap Short NaN -4.0 1.023128e+08 -21.0 Utilities 201 MPW 4 2.22 big-cap Short NaN -4.0 9.251239e+07 -37.0 Real Estate 35 CNI 5 -0.61 big-cap Short NaN -5.0 8.636753e+07 -31.0 Industrials 139 EIX 3 -1.95 big-cap Short NaN -3.0 7.996473e+07 -21.0 Utilities 197 CREE 3 2.46 big-cap Short NaN -3.0 6.804526e+07 -39.0 Technology 209 CHRW 2 -1.06 big-cap Short NaN -5.0 5.448552e+07 -6.0 Industrials 228 AQN 3 0.07 big-cap Short NaN -3.0 4.090576e+07 -7.0 Utilities 186 LBTYB 1 0.00 big-cap Short NaN -1.0 1.818280e+04 -29.0 Communication Services Mean Return: 0.08166666666666668 Mean Day/Week: 3.25 Accuracy:0.5833333333333334 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 4 NVDA 21 20.18 big-cap Long NaN 21.0 6.233872e+09 55.0 Technology 0 MSFT 9 2.85 big-cap Long NaN 10.0 4.910308e+09 78.0 Technology 2 GOOG 13 2.55 big-cap Long NaN 13.0 2.383018e+09 78.0 Communication Services 15 SHOP 7 13.00 big-cap Long NaN 24.0 2.018037e+09 25.0 Technology 9 CRM 18 1.69 big-cap Long NaN 21.0 1.076258e+09 24.0 Technology 62 CRWD 6 8.11 big-cap Long NaN 22.0 8.832135e+08 24.0 Technology 8 ADBE 10 7.10 big-cap Long NaN 14.0 8.819604e+08 58.0 Technology 200 SPCE 6 14.99 big-cap Long NaN 23.0 8.406740e+08 16.0 Industrials 37 EQIX 29 12.25 big-cap Long NaN 66.0 7.222839e+08 49.0 Real Estate 11 MRK 9 -0.03 big-cap Long NaN 9.0 7.127397e+08 10.0 Healthcare 70 BIIB 13 -5.95 big-cap Long NaN 13.0 6.599641e+08 37.0 Healthcare 66 DOCU 6 8.47 big-cap Long NaN 18.0 6.368094e+08 14.0 Technology 20 INTU 26 13.89 big-cap Long NaN 26.0 5.734508e+08 31.0 Technology 30 SPGI 8 1.20 big-cap Long NaN 8.0 4.828506e+08 78.0 Financial Services 61 BX 22 8.87 big-cap Long NaN 22.0 4.174019e+08 78.0 Financial Services 25 ISRG 8 3.70 big-cap Long NaN 8.0 3.822810e+08 53.0 Healthcare 38 PBR 28 21.60 big-cap Long NaN 66.0 3.819106e+08 32.0 Energy 165 GNRC 7 11.55 big-cap Long NaN 17.0 3.486800e+08 20.0 Industrials 53 REGN 11 1.58 big-cap Long NaN 14.0 3.317491e+08 43.0 Healthcare 13 TMUS 20 3.85 big-cap Long NaN 76.0 3.304406e+08 58.0 Communication Services 124 NET 13 19.38 big-cap Long NaN 21.0 3.179879e+08 26.0 Technology 116 ZS 6 3.10 big-cap Long NaN 20.0 2.941588e+08 20.0 Technology 50 TEAM 6 7.55 big-cap Long NaN 20.0 2.784798e+08 14.0 Technology 68 LULU 8 6.35 big-cap Long NaN 20.0 2.444164e+08 48.0 Consumer Cyclical 89 INFO 8 0.65 big-cap Long NaN 8.0 2.330969e+08 78.0 Industrials 34 ZTS 10 2.21 big-cap Long NaN 10.0 2.317568e+08 52.0 Healthcare 42 ILMN 9 3.51 big-cap Long NaN 23.0 2.223221e+08 19.0 Healthcare 57 EW 22 9.48 big-cap Long NaN 22.0 2.167213e+08 53.0 Healthcare 84 A 10 2.93 big-cap Long NaN 18.0 2.069084e+08 57.0 Healthcare 86 MRVL 6 0.81 big-cap Long NaN 22.0 1.996681e+08 24.0 Technology 129 ANET 29 14.03 big-cap Long NaN 62.0 1.996360e+08 55.0 Technology 127 FTNT 14 8.05 big-cap Long NaN 14.0 1.850421e+08 78.0 Technology 76 PSA 14 5.80 big-cap Long NaN 14.0 1.839695e+08 78.0 Real Estate 177 DPZ 11 3.38 big-cap Long NaN 11.0 1.830955e+08 56.0 Consumer Cyclical 74 IDXX 21 10.48 big-cap Long NaN 21.0 1.819303e+08 29.0 Healthcare 121 WELL 15 8.59 big-cap Long NaN 16.0 1.776823e+08 78.0 Real Estate 134 NDAQ 14 4.86 big-cap Long NaN 14.0 1.672351e+08 78.0 Financial Services 10 NVS 16 3.94 big-cap Long NaN 33.0 1.591186e+08 34.0 Healthcare 110 MTD 8 0.39 big-cap Long NaN 8.0 1.581891e+08 56.0 Healthcare 94 MSCI 8 6.59 big-cap Long NaN 8.0 1.567677e+08 59.0 Financial Services 101 SBAC 18 6.30 big-cap Long NaN 18.0 1.561173e+08 66.0 Real Estate 58 MCO 8 2.87 big-cap Long NaN 8.0 1.506876e+08 77.0 Financial Services 105 RMD 11 14.14 big-cap Long NaN 22.0 1.380093e+08 37.0 Healthcare 143 EPAM 12 5.41 big-cap Long NaN 12.0 1.358962e+08 75.0 Technology 69 VEEV 11 6.89 big-cap Long NaN 20.0 1.352392e+08 20.0 Healthcare 189 CRL 10 3.42 big-cap Long NaN 10.0 1.350035e+08 78.0 Healthcare 158 PKI 10 5.70 big-cap Long NaN 10.0 1.330545e+08 35.0 Healthcare 161 WAT 11 5.67 big-cap Long NaN 11.0 1.206945e+08 63.0 Healthcare 33 INFY 12 6.05 big-cap Long NaN 23.0 1.177265e+08 20.0 Technology 125 WORK 18 0.33 big-cap Long NaN 23.0 1.169023e+08 26.0 Technology 155 AVTR 10 4.99 big-cap Long NaN 10.0 1.113242e+08 58.0 Basic Materials 172 EXR 15 7.62 big-cap Long NaN 15.0 1.079139e+08 78.0 Real Estate 174 BMRN 10 -1.25 big-cap Long NaN 24.0 1.034094e+08 24.0 Healthcare 162 NVCR 18 10.20 big-cap Long NaN 18.0 9.791841e+07 51.0 Healthcare 153 ALNY 11 10.59 big-cap Long NaN 25.0 8.545397e+07 19.0 Healthcare 171 MAA 16 2.27 big-cap Long NaN 16.0 8.336838e+07 78.0 Real Estate 225 CPT 22 8.32 big-cap Long NaN 22.0 7.603933e+07 78.0 Real Estate 107 SGEN 11 0.92 big-cap Long NaN 56.0 6.304396e+07 27.0 Healthcare 213 ELS 22 6.49 big-cap Long NaN 22.0 5.470008e+07 72.0 Real Estate 191 TECH 10 2.07 big-cap Long NaN 10.0 5.205209e+07 78.0 Healthcare 212 BAH 22 2.12 big-cap Long NaN 22.0 4.996965e+07 41.0 Industrials 122 XP 9 4.53 big-cap Long NaN 12.0 2.048092e+07 18.0 Financial Services 19 PTR 12 12.47 big-cap Long NaN 35.0 9.928617e+06 36.0 Energy 202 NTCO 29 20.38 big-cap Long NaN 54.0 5.203600e+06 35.0 Consumer Defensive 199 JHX 9 1.50 big-cap Long NaN 9.0 6.174801e+05 62.0 Basic Materials 146 FITBI 7 1.90 big-cap Long NaN 7.0 5.746664e+05 11.0 Financial Services Mean Return: 6.44590909090909 Mean Day/Week: 13.318181818181818 Accuracy:0.9545454545454546 *******************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 23 MU 6 -1.72 big-cap Short NaN -11.0 1.301417e+09 -38.0 Technology 83 LVS 15 -6.02 big-cap Short NaN -15.0 3.838669e+08 -36.0 Consumer Cyclical 91 PH 8 -0.43 big-cap Short NaN -49.0 3.783852e+08 -15.0 Industrials 27 BKNG 9 -2.52 big-cap Short NaN -36.0 3.628865e+08 -17.0 Consumer Cyclical 47 VRTX 9 -2.83 big-cap Short NaN -9.0 3.569610e+08 -9.0 Healthcare 126 DAL 8 -1.33 big-cap Short NaN -8.0 3.339687e+08 -17.0 Industrials 36 FISV 15 -5.05 big-cap Short NaN -41.0 3.332316e+08 -32.0 Technology 52 GPN 6 -0.57 big-cap Short NaN -36.0 2.501829e+08 -35.0 Industrials 141 FLT 13 -6.47 big-cap Short NaN -33.0 2.423742e+08 -31.0 Technology 187 HBAN 10 -3.06 big-cap Short NaN -14.0 2.287547e+08 -31.0 Financial Services 145 VIPS 16 -26.50 big-cap Short NaN -63.0 2.239176e+08 -59.0 Consumer Cyclical 63 TAL 34 -75.40 big-cap Short NaN -34.0 2.080432e+08 -74.0 Consumer Defensive 73 CTSH 10 -2.90 big-cap Short NaN -34.0 1.923238e+08 -34.0 Technology 118 CLX 21 -3.32 big-cap Short NaN -40.0 1.914617e+08 -31.0 Consumer Defensive 173 ON 14 -3.35 big-cap Short NaN -14.0 1.825088e+08 -17.0 Technology 106 EDU 6 -2.38 big-cap Short NaN -32.0 1.761720e+08 -71.0 Consumer Defensive 182 ABCL 13 -18.17 big-cap Short NaN -15.0 1.361007e+08 -20.0 Healthcare 206 SAM 9 -1.77 big-cap Short NaN -40.0 1.324076e+08 -26.0 Consumer Defensive 102 CTVA 10 -2.19 big-cap Short NaN -35.0 1.142993e+08 -25.0 Basic Materials 198 SMG 15 -4.83 big-cap Short NaN -49.0 1.053692e+08 -25.0 Basic Materials 178 CPB 11 -1.51 big-cap Short NaN -12.0 8.299041e+07 -13.0 Consumer Defensive 151 IR 10 -1.03 big-cap Short NaN -38.0 6.058534e+07 -15.0 Industrials 207 PLTK 10 -9.70 big-cap Short NaN -10.0 4.827125e+07 -15.0 Communication Services 111 IBKR 13 -2.62 big-cap Short NaN -68.0 3.894511e+07 -40.0 Financial Services 87 MFC 9 -4.99 big-cap Short NaN -60.0 3.540539e+07 -25.0 Financial Services 183 ATHM 25 -28.49 big-cap Short NaN -25.0 3.318930e+07 -76.0 Communication Services 56 PHG 8 -8.04 big-cap Short NaN -41.0 2.648384e+07 -19.0 Healthcare 208 KC 8 -4.08 big-cap Short NaN -8.0 2.524358e+07 -69.0 Technology 166 NMR 6 -4.16 big-cap Short NaN -6.0 2.146195e+06 -61.0 Financial Services 190 HBANO 10 0.00 big-cap Short NaN -40.0 1.020584e+06 -39.0 Financial Services 196 ZNH 13 -3.67 big-cap Short NaN -13.0 2.832535e+05 -38.0 Industrials Mean Return: -7.7129032258064525 Mean Day/Week: 11.935483870967742 Accuracy:0.967741935483871 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 2 Consumer Cyclical 1 Consumer Defensive 1 Energy 4 Financial Services 1 Healthcare 11 Industrials 2 Real Estate 7 Technology 11 Utilities 1 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 4 Communication Services 2 Consumer Cyclical 12 Consumer Defensive 4 Energy 1 Financial Services 20 Healthcare 4 Industrials 15 Real Estate 1 Technology 6 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 295 PB 5 -1.27 small-cap Short NaN -5.0 2.258004e+07 -5.0 Financial Services Mean Return: -1.27 Mean Day/Week: 5.0 Accuracy:1.0 *******************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 272 ZION 4 5.60 small-cap Short NaN -22.0 5.825935e+07 -5.0 Financial Services 234 GL 4 3.06 small-cap Short NaN -24.0 5.113415e+07 -5.0 Financial Services 317 SNV 3 -0.29 small-cap Short NaN -30.0 3.347186e+07 -5.0 Financial Services 326 MDU 2 -0.55 small-cap Short NaN -30.0 3.329530e+07 -5.0 Basic Materials 288 ITT 2 -0.51 small-cap Short NaN -30.0 2.523591e+07 -5.0 Industrials 295 PB 5 -1.27 small-cap Short NaN -5.0 2.258004e+07 -5.0 Financial Services 316 PRI 1 0.00 small-cap Short NaN -10.0 1.873507e+07 -5.0 Financial Services 331 BOKF 4 4.07 small-cap Short NaN -11.0 6.942453e+06 -5.0 Financial Services Mean Return: 1.4442857142857142 Mean Day/Week: 3.5714285714285716 Accuracy:0.5714285714285714 *******************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 292 HQY 2 1.82 small-cap Long NaN 2.0 3.127739e+07 27.0 Healthcare Mean Return: 1.82 Mean Day/Week: 2.0 Accuracy:1.0 *******************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 271 COG 5 3.14 small-cap Short NaN -5.0 9.502338e+07 -54.0 Energy 259 OHI 4 2.13 small-cap Short NaN -4.0 7.166920e+07 -7.0 Real Estate 232 RARE 1 0.00 small-cap Short NaN -1.0 4.469844e+07 -137.0 Healthcare 251 ST 4 2.08 small-cap Short NaN -5.0 3.592761e+07 -6.0 Technology 295 PB 5 -1.27 small-cap Short NaN -5.0 2.258004e+07 -5.0 Financial Services 235 MNSO 2 -2.70 small-cap Short NaN -2.0 1.345151e+07 -21.0 Consumer Cyclical 298 LFUS 5 -2.90 small-cap Short NaN -5.0 1.248030e+07 -17.0 Technology 302 FIZZ 4 1.68 small-cap Short NaN -4.0 1.243319e+07 -15.0 Consumer Defensive 280 ANGI 4 1.69 small-cap Short NaN -4.0 7.283722e+06 -44.0 Communication Services 230 BSAC 4 1.74 small-cap Short NaN -4.0 6.811062e+06 -33.0 Financial Services 254 CIB 2 0.24 small-cap Short NaN -2.0 2.459806e+06 -137.0 Financial Services Mean Return: 0.583 Mean Day/Week: 4.0 Accuracy:0.3 *******************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 296 NTNX 19 21.11 small-cap Long NaN 54.0 2.413124e+08 24.0 Technology 244 FANG 16 6.61 small-cap Long NaN 16.0 2.120338e+08 19.0 Energy 313 ASAN 14 42.12 small-cap Long NaN 24.0 1.992318e+08 25.0 Technology 263 ARWR 11 7.74 small-cap Long NaN 48.0 9.006224e+07 24.0 Healthcare 236 DBX 11 2.40 small-cap Long NaN 22.0 7.703626e+07 28.0 Technology 293 TRGP 20 19.15 small-cap Long NaN 42.0 6.929037e+07 78.0 Energy 240 MRVI 15 6.78 small-cap Long NaN 15.0 6.028726e+07 78.0 Healthcare 301 LSI 20 9.30 small-cap Long NaN 20.0 5.707636e+07 78.0 Real Estate 248 BRKR 10 0.79 small-cap Long NaN 11.0 5.616217e+07 78.0 Healthcare 273 MANH 20 4.91 small-cap Long NaN 20.0 4.416363e+07 41.0 Technology 308 COR 13 -0.30 small-cap Long NaN 18.0 4.399935e+07 33.0 Real Estate 289 REXR 14 3.90 small-cap Long NaN 14.0 4.267487e+07 72.0 Real Estate 290 VRT 28 14.80 small-cap Long NaN 28.0 3.521929e+07 58.0 Industrials 281 CUBE 17 5.50 small-cap Long NaN 17.0 3.495505e+07 78.0 Real Estate 319 MPLN 26 17.90 small-cap Long NaN 54.0 2.603790e+07 29.0 Healthcare 264 MCFE 14 4.04 small-cap Long NaN 19.0 2.591055e+07 78.0 Technology 260 DNLI 16 11.64 small-cap Long NaN 28.0 2.505370e+07 22.0 Healthcare 267 MBT 26 1.70 small-cap Long NaN 48.0 1.783776e+07 34.0 Communication Services 243 KOF 18 4.40 small-cap Long NaN 32.0 3.997465e+06 56.0 Consumer Defensive 305 FSV 12 3.09 small-cap Long NaN 12.0 3.231818e+06 78.0 Real Estate 287 JSM 18 1.62 small-cap Long NaN 21.0 2.887668e+05 37.0 unknown 252 AGNCM 8 -0.91 small-cap Long NaN 11.0 8.823638e+04 26.0 Real Estate Mean Return: 8.558636363636364 Mean Day/Week: 16.636363636363637 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 247 LAD 15 -3.93 small-cap Short NaN -65.0 1.062947e+08 -35.0 Consumer Cyclical 291 THO 17 -13.24 small-cap Short NaN -32.0 9.864008e+07 -27.0 Consumer Cyclical 283 BLD 15 -3.41 small-cap Short NaN -33.0 9.655435e+07 -23.0 Industrials 330 VAC 6 -2.77 small-cap Short NaN -64.0 8.185823e+07 -26.0 Consumer Cyclical 256 AGCO 12 -7.24 small-cap Short NaN -39.0 6.679669e+07 -18.0 Industrials 241 WU 6 -4.83 small-cap Short NaN -37.0 5.783395e+07 -24.0 Financial Services 268 YY 45 -28.68 small-cap Short NaN -78.0 5.653758e+07 -63.0 Communication Services 284 CASY 9 -4.46 small-cap Short NaN -38.0 5.232365e+07 -11.0 Consumer Defensive 261 GNTX 13 -4.38 small-cap Short NaN -66.0 4.868400e+07 -32.0 Consumer Cyclical 266 RNR 25 -8.87 small-cap Short NaN -38.0 4.682540e+07 -32.0 Financial Services 336 RAMP 7 4.91 small-cap Short NaN -7.0 4.064249e+07 -137.0 Technology 324 LSTR 13 -2.21 small-cap Short NaN -30.0 3.526221e+07 -16.0 Industrials 239 UHAL 19 -2.67 small-cap Short NaN -64.0 3.362601e+07 -25.0 Industrials 242 GFL 6 -0.86 small-cap Short NaN -6.0 3.115286e+07 -25.0 Industrials 327 TX 6 0.94 small-cap Short NaN -22.0 2.407513e+07 -8.0 Basic Materials 321 BPMC 17 -6.10 small-cap Short NaN -17.0 2.308823e+07 -38.0 Healthcare 335 RBC 13 -6.64 small-cap Short NaN -61.0 2.303185e+07 -27.0 Industrials 304 COLM 8 -0.51 small-cap Short NaN -37.0 1.907882e+07 -26.0 Consumer Cyclical 333 BWXT 6 -6.22 small-cap Short NaN -42.0 1.732791e+07 -25.0 Industrials 325 VRNT 7 -2.09 small-cap Short NaN -80.0 1.680596e+07 -40.0 Technology 339 TNET 18 -4.19 small-cap Short NaN -39.0 9.472674e+06 -32.0 Industrials 307 DOOO 6 -0.46 small-cap Short NaN -36.0 6.731480e+06 -16.0 Consumer Cyclical 338 ABCM 7 1.81 small-cap Short NaN -25.0 1.710314e+06 -15.0 Healthcare Mean Return: -4.613043478260869 Mean Day/Week: 12.869565217391305 Accuracy:0.8695652173913043 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 6 Consumer Cyclical 16 Consumer Defensive 3 Energy 18 Financial Services 35 Healthcare 42 Industrials 22 Real Estate 20 Technology 38 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 16 Communication Services 1 Consumer Cyclical 38 Consumer Defensive 10 Energy 3 Financial Services 57 Healthcare 20 Industrials 49 Real Estate 9 Technology 16 Utilities 8 unknown 3 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 658 SYKE 3 -0.67 penny-cap Long NaN 4.0 3.444032e+07 4.0 Technology 523 KFY 1 0.00 penny-cap Long NaN 1.0 3.177279e+07 3.0 Industrials 535 YELP 1 0.00 penny-cap Long NaN 1.0 2.951493e+07 1.0 Communication Services 584 EVA 1 0.00 penny-cap Long NaN 2.0 6.909931e+06 3.0 Basic Materials Mean Return: -0.67 Mean Day/Week: 6.0 Accuracy:0.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 366 XRX 3 -1.34 penny-cap Short NaN -3.0 4.453225e+07 -5.0 Technology 454 SR 2 -1.19 penny-cap Short NaN -2.0 3.581583e+07 -2.0 Utilities 532 INDB 4 3.24 penny-cap Short NaN -4.0 2.794180e+07 -5.0 Financial Services 453 TRN 3 -0.92 penny-cap Short NaN -4.0 2.256520e+07 -5.0 Industrials 429 EQC 1 0.00 penny-cap Short NaN -2.0 2.181752e+07 -2.0 Real Estate 406 OGS 2 -1.54 penny-cap Short NaN -2.0 1.886825e+07 -4.0 Utilities 513 CVBF 4 2.09 penny-cap Short NaN -5.0 1.076175e+07 -5.0 Financial Services 504 CWT 3 -2.13 penny-cap Short NaN -3.0 9.509969e+06 -4.0 Utilities 649 NWBI 4 1.36 penny-cap Short NaN -4.0 8.043937e+06 -5.0 Financial Services 688 AROC 5 -0.94 penny-cap Short NaN -5.0 4.368643e+06 -5.0 Energy Mean Return: -0.15222222222222215 Mean Day/Week: 3.4444444444444446 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 643 TWO 3 -2.09 penny-cap Long NaN 12.0 7.614191e+07 5.0 Real Estate 386 PD 1 0.00 penny-cap Long NaN 20.0 3.553430e+07 5.0 Technology 658 SYKE 3 -0.67 penny-cap Long NaN 4.0 3.444032e+07 4.0 Technology 523 KFY 1 0.00 penny-cap Long NaN 1.0 3.177279e+07 3.0 Industrials 535 YELP 1 0.00 penny-cap Long NaN 1.0 2.951493e+07 1.0 Communication Services 582 AUPH 2 -0.43 penny-cap Long NaN 26.0 2.787895e+07 4.0 Healthcare 584 EVA 1 0.00 penny-cap Long NaN 2.0 6.909931e+06 3.0 Basic Materials Mean Return: -1.0633333333333332 Mean Day/Week: 4.0 Accuracy:0.0 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 437 ADS 2 0.66 penny-cap Short NaN -25.0 6.406640e+07 -5.0 Financial Services 366 XRX 3 -1.34 penny-cap Short NaN -3.0 4.453225e+07 -5.0 Technology 454 SR 2 -1.19 penny-cap Short NaN -2.0 3.581583e+07 -2.0 Utilities 416 AVT 3 -0.21 penny-cap Short NaN -38.0 3.392960e+07 -5.0 Technology 500 ASB 2 -0.24 penny-cap Short NaN -21.0 3.256644e+07 -5.0 Financial Services 549 EQX 1 0.00 penny-cap Short NaN -6.0 2.947932e+07 -5.0 Basic Materials 532 INDB 4 3.24 penny-cap Short NaN -4.0 2.794180e+07 -5.0 Financial Services 453 TRN 3 -0.92 penny-cap Short NaN -4.0 2.256520e+07 -5.0 Industrials 429 EQC 1 0.00 penny-cap Short NaN -2.0 2.181752e+07 -2.0 Real Estate 384 VLY 2 0.00 penny-cap Short NaN -61.0 1.986452e+07 -5.0 Financial Services 406 OGS 2 -1.54 penny-cap Short NaN -2.0 1.886825e+07 -4.0 Utilities 380 UBSI 2 0.61 penny-cap Short NaN -21.0 1.642576e+07 -5.0 Financial Services 452 GATX 2 -1.07 penny-cap Short NaN -25.0 1.443034e+07 -5.0 Industrials 519 AUB 2 -0.70 penny-cap Short NaN -16.0 1.398308e+07 -5.0 Financial Services 482 DAN 3 1.40 penny-cap Short NaN -11.0 1.353432e+07 -5.0 Consumer Cyclical 448 FNB 4 3.90 penny-cap Short NaN -64.0 1.352305e+07 -5.0 Financial Services 506 CATY 2 0.07 penny-cap Short NaN -10.0 1.236023e+07 -5.0 Financial Services 635 SBCF 4 4.48 penny-cap Short NaN -26.0 1.178423e+07 -5.0 Financial Services 560 FULT 4 4.83 penny-cap Short NaN -63.0 1.139632e+07 -5.0 Financial Services 604 MWA 2 -0.80 penny-cap Short NaN -30.0 1.125135e+07 -5.0 Industrials 683 HOPE 4 3.62 penny-cap Short NaN -60.0 1.079683e+07 -5.0 Financial Services 513 CVBF 4 2.09 penny-cap Short NaN -5.0 1.076175e+07 -5.0 Financial Services 504 CWT 3 -2.13 penny-cap Short NaN -3.0 9.509969e+06 -4.0 Utilities 514 SCL 2 -1.55 penny-cap Short NaN -22.0 9.113179e+06 -5.0 Basic Materials 541 IBOC 3 -1.29 penny-cap Short NaN -25.0 8.273099e+06 -5.0 Financial Services 649 NWBI 4 1.36 penny-cap Short NaN -4.0 8.043937e+06 -5.0 Financial Services 547 SPXC 2 -0.59 penny-cap Short NaN -26.0 7.338365e+06 -5.0 Industrials 737 TCBK 4 3.63 penny-cap Short NaN -10.0 6.154952e+06 -5.0 Financial Services 688 AROC 5 -0.94 penny-cap Short NaN -5.0 4.368643e+06 -5.0 Energy 538 UTF 3 0.26 penny-cap Short NaN -31.0 4.060231e+06 -5.0 Financial Services 753 SXI 3 1.01 penny-cap Short NaN -23.0 3.876110e+06 -5.0 Industrials 711 EPAC 3 -0.20 penny-cap Short NaN -27.0 3.476560e+06 -5.0 Industrials Mean Return: 0.5483333333333333 Mean Day/Week: 3.0 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 623 GSAT 2 -4.84 penny-cap Long NaN 3.0 2.005717e+08 11.0 Communication Services 581 RIG 1 0.00 penny-cap Long NaN 1.0 1.397308e+08 17.0 Energy 725 RAVN 3 0.71 penny-cap Long NaN 3.0 1.115710e+08 45.0 Industrials 596 AR 1 0.00 penny-cap Long NaN 1.0 7.005742e+07 78.0 Energy 609 MTDR 2 4.46 penny-cap Long NaN 2.0 6.621758e+07 78.0 Energy 644 BOOT 1 0.00 penny-cap Long NaN 1.0 5.027349e+07 78.0 Consumer Cyclical 658 SYKE 3 -0.67 penny-cap Long NaN 4.0 3.444032e+07 4.0 Technology 523 KFY 1 0.00 penny-cap Long NaN 1.0 3.177279e+07 3.0 Industrials 535 YELP 1 0.00 penny-cap Long NaN 1.0 2.951493e+07 1.0 Communication Services 619 VSTO 1 0.00 penny-cap Long NaN 1.0 2.746888e+07 37.0 Consumer Cyclical 645 IRWD 2 -1.43 penny-cap Long NaN 2.0 2.144559e+07 52.0 Healthcare 389 IMAB 2 -0.14 penny-cap Long NaN 2.0 1.899504e+07 44.0 Healthcare 656 CPG 3 0.89 penny-cap Long NaN 3.0 1.695306e+07 17.0 Energy 426 LEGN 1 0.00 penny-cap Long NaN 1.0 1.522093e+07 46.0 Healthcare 727 ESTA 1 0.00 penny-cap Long NaN 1.0 1.152236e+07 78.0 Healthcare 667 BSIG 2 0.21 penny-cap Long NaN 2.0 9.070394e+06 59.0 Financial Services 584 EVA 1 0.00 penny-cap Long NaN 2.0 6.909931e+06 3.0 Basic Materials 708 INVA 3 -1.27 penny-cap Long NaN 3.0 5.816697e+06 32.0 Healthcare 689 PACK 2 1.71 penny-cap Long NaN 2.0 5.562834e+06 27.0 Consumer Cyclical 407 MSP 2 -0.15 penny-cap Long NaN 2.0 5.274382e+06 28.0 Technology 620 CRVL 2 -0.06 penny-cap Long NaN 2.0 3.949685e+06 56.0 Financial Services 674 VCTR 2 -1.21 penny-cap Long NaN 2.0 2.789813e+06 77.0 Financial Services 564 NAC 3 -0.25 penny-cap Long NaN 3.0 1.208959e+06 55.0 Financial Services Mean Return: -0.14571428571428569 Mean Day/Week: 3.0 Accuracy:0.35714285714285715 *******************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 432 IRBT 2 -0.01 penny-cap Short NaN -2.0 8.277777e+07 -73.0 Technology 362 HFC 5 0.19 penny-cap Short NaN -5.0 5.986828e+07 -36.0 Energy 366 XRX 3 -1.34 penny-cap Short NaN -3.0 4.453225e+07 -5.0 Technology 454 SR 2 -1.19 penny-cap Short NaN -2.0 3.581583e+07 -2.0 Utilities 462 GBT 2 -0.94 penny-cap Short NaN -2.0 3.392394e+07 -137.0 Healthcare 479 SNBR 4 6.29 penny-cap Short NaN -4.0 3.022398e+07 -44.0 Consumer Cyclical 383 HR 3 -0.55 penny-cap Short NaN -3.0 2.934880e+07 -6.0 Real Estate 532 INDB 4 3.24 penny-cap Short NaN -4.0 2.794180e+07 -5.0 Financial Services 427 NIU 2 7.17 penny-cap Short NaN -2.0 2.491088e+07 -65.0 Consumer Cyclical 453 TRN 3 -0.92 penny-cap Short NaN -4.0 2.256520e+07 -5.0 Industrials 429 EQC 1 0.00 penny-cap Short NaN -2.0 2.181752e+07 -2.0 Real Estate 390 HAIN 1 0.00 penny-cap Short NaN -1.0 2.119886e+07 -47.0 Consumer Defensive 406 OGS 2 -1.54 penny-cap Short NaN -2.0 1.886825e+07 -4.0 Utilities 601 ENDP 2 -0.84 penny-cap Short NaN -2.0 1.878290e+07 -62.0 Healthcare 402 APAM 2 0.92 penny-cap Short NaN -4.0 1.837808e+07 -6.0 Financial Services 459 TCBI 5 -0.27 penny-cap Short NaN -5.0 1.695041e+07 -56.0 Financial Services 663 ATSG 4 1.66 penny-cap Short NaN -4.0 1.413187e+07 -45.0 Industrials 475 UNIT 1 0.00 penny-cap Short NaN -1.0 1.370772e+07 -137.0 Real Estate 626 COHU 3 1.85 penny-cap Short NaN -3.0 1.302040e+07 -39.0 Technology 713 AIR 1 0.00 penny-cap Short NaN -4.0 1.291953e+07 -6.0 Industrials 557 CTRE 3 0.04 penny-cap Short NaN -3.0 1.232055e+07 -7.0 Real Estate 513 CVBF 4 2.09 penny-cap Short NaN -5.0 1.076175e+07 -5.0 Financial Services 729 ATRI 2 3.95 penny-cap Short NaN -2.0 9.789527e+06 -44.0 Healthcare 504 CWT 3 -2.13 penny-cap Short NaN -3.0 9.509969e+06 -4.0 Utilities 680 PRIM 5 -1.90 penny-cap Short NaN -5.0 8.778655e+06 -44.0 Industrials 649 NWBI 4 1.36 penny-cap Short NaN -4.0 8.043937e+06 -5.0 Financial Services 653 HMN 4 1.43 penny-cap Short NaN -4.0 7.699358e+06 -44.0 Financial Services 709 AMTI 4 3.58 penny-cap Short NaN -4.0 7.399622e+06 -36.0 Healthcare 687 STKL 2 0.66 penny-cap Short NaN -2.0 6.953657e+06 -47.0 Consumer Defensive 719 ACLS 4 0.35 penny-cap Short NaN -4.0 6.848755e+06 -32.0 Technology 762 WPRT 4 5.68 penny-cap Short NaN -4.0 5.963769e+06 -65.0 Consumer Cyclical 468 VNE 4 2.62 penny-cap Short NaN -4.0 4.961092e+06 -8.0 Consumer Cyclical 696 NXGN 2 -0.78 penny-cap Short NaN -2.0 4.903239e+06 -137.0 Healthcare 688 AROC 5 -0.94 penny-cap Short NaN -5.0 4.368643e+06 -5.0 Energy 677 CGEM 4 -0.11 penny-cap Short NaN -4.0 2.576857e+06 -115.0 Healthcare 411 MOR 5 -5.27 penny-cap Short NaN -5.0 2.217207e+06 -137.0 Healthcare 676 MNTK 3 -2.29 penny-cap Short NaN -3.0 4.253085e+05 -106.0 Utilities 673 ZEAL 1 0.00 penny-cap Short NaN -1.0 3.210042e+05 -36.0 Healthcare 641 PRTC 5 -1.99 penny-cap Short NaN -5.0 1.036449e+04 -31.0 Healthcare Mean Return: 0.590294117647059 Mean Day/Week: 3.5294117647058822 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 364 AMC 9 18.72 penny-cap Long NaN 28.0 6.702970e+09 31.0 Communication Services 671 DEN 24 24.26 penny-cap Long NaN 24.0 1.345035e+08 78.0 Energy 379 QTS 13 -0.49 penny-cap Long NaN 15.0 1.344471e+08 51.0 Real Estate 537 MIC 13 -0.83 penny-cap Long NaN 13.0 9.205573e+07 55.0 Industrials 367 EH 6 6.81 penny-cap Long NaN 24.0 9.000887e+07 12.0 Industrials 510 QFIN 14 18.17 penny-cap Long NaN 22.0 8.990460e+07 22.0 unknown 529 RVLV 6 17.78 penny-cap Long NaN 19.0 7.942420e+07 29.0 Consumer Cyclical 435 SPT 15 27.37 penny-cap Long NaN 21.0 7.570853e+07 23.0 Technology 363 JOBS 17 6.77 penny-cap Long NaN 56.0 6.099252e+07 36.0 Industrials 542 CLNY 12 15.42 penny-cap Long NaN 12.0 6.041885e+07 76.0 Real Estate 358 JCOM 10 8.29 penny-cap Long NaN 12.0 5.963919e+07 78.0 Technology 565 SIG 9 5.34 penny-cap Long NaN 9.0 5.446480e+07 12.0 Consumer Cyclical 355 RPD 6 6.72 penny-cap Long NaN 23.0 5.439271e+07 28.0 Technology 494 BOX 6 0.29 penny-cap Long NaN 27.0 5.389870e+07 32.0 Technology 525 NSA 16 9.88 penny-cap Long NaN 16.0 5.166750e+07 78.0 Real Estate 697 RDWR 14 6.24 penny-cap Long NaN 23.0 5.073269e+07 33.0 Technology 374 CRNC 12 -8.82 penny-cap Long NaN 20.0 4.748794e+07 16.0 Technology 425 APLS 20 23.86 penny-cap Long NaN 50.0 4.643328e+07 27.0 Healthcare 400 CDNA 13 7.44 penny-cap Long NaN 22.0 4.635176e+07 24.0 Healthcare 395 SWAV 25 19.55 penny-cap Long NaN 25.0 4.555403e+07 60.0 Healthcare 589 DOMO 15 22.58 penny-cap Long NaN 22.0 3.969203e+07 24.0 Technology 543 CIM 27 12.03 penny-cap Long NaN 27.0 3.598054e+07 78.0 Real Estate 608 CRC 26 13.89 penny-cap Long NaN 34.0 3.485861e+07 27.0 Energy 343 STAA 20 12.15 penny-cap Long NaN 20.0 3.480106e+07 59.0 Healthcare 771 SBLK 6 -6.72 penny-cap Long NaN 6.0 3.369493e+07 78.0 Industrials 669 CNST 10 0.39 penny-cap Long NaN 28.0 3.224228e+07 16.0 Healthcare 517 ITCI 13 6.38 penny-cap Long NaN 40.0 3.103616e+07 32.0 Healthcare 438 PZZA 8 2.99 penny-cap Long NaN 12.0 3.075071e+07 34.0 Consumer Cyclical 376 SWCH 28 14.92 penny-cap Long NaN 59.0 3.005857e+07 50.0 Technology 521 AZUL 22 24.62 penny-cap Long NaN 47.0 2.842012e+07 33.0 Industrials 450 VG 15 7.93 penny-cap Long NaN 25.0 2.782216e+07 29.0 Communication Services 369 TRUP 12 14.04 penny-cap Long NaN 49.0 2.693101e+07 20.0 Financial Services 373 NAV 17 0.29 penny-cap Long NaN 55.0 2.692645e+07 58.0 Industrials 512 KRTX 9 -7.47 penny-cap Long NaN 11.0 2.641842e+07 12.0 Healthcare 710 ERJ 21 21.72 penny-cap Long NaN 21.0 2.628735e+07 78.0 Industrials 496 SMPL 7 1.83 penny-cap Long NaN 7.0 2.552908e+07 63.0 Consumer Defensive 741 CRK 12 12.10 penny-cap Long NaN 37.0 2.365549e+07 18.0 Energy 675 LX 7 -2.98 penny-cap Long NaN 23.0 2.272847e+07 14.0 Financial Services 577 SGRY 42 27.09 penny-cap Long NaN 42.0 2.191744e+07 78.0 Healthcare 724 PTEN 16 8.09 penny-cap Long NaN 35.0 2.184114e+07 20.0 Energy 493 SHOO 12 -0.64 penny-cap Long NaN 12.0 2.081298e+07 77.0 Consumer Cyclical 399 SAFE 9 5.35 penny-cap Long NaN 23.0 2.076867e+07 13.0 Real Estate 344 WK 6 6.78 penny-cap Long NaN 22.0 1.977438e+07 14.0 Technology 419 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 489 ACCD 11 3.08 penny-cap Long NaN 22.0 1.934336e+07 26.0 Healthcare 518 AXSM 10 3.30 penny-cap Long NaN 42.0 1.902362e+07 18.0 Healthcare 467 FRHC 6 0.09 penny-cap Long NaN 18.0 1.864436e+07 17.0 Financial Services 633 DRNA 14 18.57 penny-cap Long NaN 22.0 1.834713e+07 28.0 Healthcare 486 AMRC 15 12.65 penny-cap Long NaN 54.0 1.834691e+07 20.0 Industrials 420 OPCH 11 1.43 penny-cap Long NaN 21.0 1.767701e+07 13.0 Healthcare 385 KRNT 8 -1.52 penny-cap Long NaN 22.0 1.729312e+07 20.0 Industrials 442 BLKB 6 2.25 penny-cap Long NaN 20.0 1.677396e+07 20.0 Technology 610 PRFT 52 24.58 penny-cap Long NaN 52.0 1.628253e+07 78.0 Technology 632 PMT 8 1.60 penny-cap Long NaN 13.0 1.600716e+07 14.0 Real Estate 461 NSP 9 2.48 penny-cap Long NaN 27.0 1.574405e+07 24.0 Industrials 485 MIME 31 15.49 penny-cap Long NaN 52.0 1.472085e+07 33.0 Technology 563 SITM 6 8.43 penny-cap Long NaN 22.0 1.416029e+07 13.0 Technology 634 HSKA 11 10.39 penny-cap Long NaN 11.0 1.414907e+07 28.0 Healthcare 777 CDMO 16 11.13 penny-cap Long NaN 16.0 1.372170e+07 78.0 Healthcare 424 WNS 6 2.15 penny-cap Long NaN 23.0 1.284898e+07 24.0 Industrials 591 CVA 11 -0.91 penny-cap Long NaN 11.0 1.260694e+07 38.0 Industrials 746 FINV 9 15.59 penny-cap Long NaN 24.0 1.259675e+07 26.0 Financial Services 480 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 73.0 Financial Services 515 EXLS 35 9.40 penny-cap Long NaN 35.0 1.153989e+07 78.0 Technology 682 ALEC 6 -6.95 penny-cap Long NaN 19.0 1.113922e+07 9.0 Healthcare 548 HCSG 11 3.50 penny-cap Long NaN 11.0 1.113390e+07 33.0 Healthcare 341 DAVA 26 25.45 penny-cap Long NaN 42.0 1.101879e+07 45.0 Technology 628 RVNC 11 5.28 penny-cap Long NaN 11.0 1.098624e+07 45.0 Healthcare 503 CSOD 6 1.20 penny-cap Long NaN 25.0 1.037237e+07 16.0 Technology 691 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 571 VRRM 7 3.57 penny-cap Long NaN 7.0 9.560546e+06 15.0 Industrials 657 SUPN 8 0.02 penny-cap Long NaN 8.0 9.542823e+06 51.0 Healthcare 579 PBH 32 11.06 penny-cap Long NaN 32.0 9.497901e+06 37.0 Healthcare 398 INOV 11 2.13 penny-cap Long NaN 11.0 9.445479e+06 78.0 Healthcare 648 EBIX 9 -3.62 penny-cap Long NaN 17.0 9.306776e+06 12.0 Technology 449 CNS 32 14.81 penny-cap Long NaN 76.0 8.657856e+06 43.0 Financial Services 720 VLRS 6 -0.58 penny-cap Long NaN 6.0 8.574558e+06 78.0 Industrials 550 MODV 11 6.25 penny-cap Long NaN 39.0 8.363423e+06 12.0 Healthcare 700 IRT 17 5.12 penny-cap Long NaN 17.0 8.307810e+06 78.0 Real Estate 765 MDP 15 7.31 penny-cap Long NaN 15.0 8.190990e+06 78.0 Communication Services 747 CRTX 15 24.00 penny-cap Long NaN 26.0 7.978210e+06 22.0 Healthcare 597 FTAI 10 9.67 penny-cap Long NaN 20.0 6.370817e+06 13.0 Industrials 764 CMRE 16 7.81 penny-cap Long NaN 16.0 6.114731e+06 78.0 Industrials 650 ZYME 11 -1.94 penny-cap Long NaN 50.0 6.013144e+06 17.0 Healthcare 567 AFYA 18 16.89 penny-cap Long NaN 18.0 5.830136e+06 33.0 Consumer Defensive 678 EVV 14 2.15 penny-cap Long NaN 26.0 5.724579e+06 28.0 Financial Services 457 SUN 15 3.81 penny-cap Long NaN 15.0 5.187636e+06 64.0 Energy 483 BSTZ 6 2.29 penny-cap Long NaN 18.0 4.516220e+06 23.0 unknown 451 NAD 24 2.69 penny-cap Long NaN 24.0 4.004158e+06 55.0 Financial Services 775 NXRT 19 7.75 penny-cap Long NaN 19.0 3.919986e+06 76.0 Real Estate 730 SCWX 15 28.59 penny-cap Long NaN 27.0 3.292736e+06 17.0 Technology 773 NESR 15 8.02 penny-cap Long NaN 15.0 2.905905e+06 35.0 Energy 759 AUDC 15 5.77 penny-cap Long NaN 54.0 2.785669e+06 35.0 Technology 664 BBN 12 1.59 penny-cap Long NaN 61.0 2.417678e+06 26.0 Financial Services 698 USAC 8 2.91 penny-cap Long NaN 8.0 2.076256e+06 29.0 Energy 774 AWF 15 2.38 penny-cap Long NaN 21.0 1.620027e+06 28.0 Financial Services 722 NRK 16 1.27 penny-cap Long NaN 16.0 7.807452e+05 52.0 Financial Services 707 NYMTP 8 0.01 penny-cap Long NaN 11.0 5.689431e+05 13.0 Real Estate 712 NYMTN 11 2.80 penny-cap Long NaN 16.0 5.618009e+05 27.0 Real Estate 397 ESGRP 8 1.26 penny-cap Long NaN 14.0 1.973386e+05 59.0 Financial Services 721 LINX 18 4.61 penny-cap Long NaN 48.0 1.704790e+05 44.0 Technology 714 NYMTO 8 0.55 penny-cap Long NaN 8.0 1.261957e+05 78.0 Real Estate 490 TDI 27 5.56 penny-cap Long NaN 92.0 8.954946e+04 57.0 unknown 511 FISK 16 4.47 penny-cap Long NaN 16.0 0.000000e+00 21.0 Real Estate Mean Return: 7.4975000000000005 Mean Day/Week: 14.240384615384615 Accuracy:0.875 *******************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 556 WGO 12 -4.32 penny-cap Short NaN -31.0 1.678934e+08 -30.0 Consumer Cyclical 522 SAVE 14 -6.79 penny-cap Short NaN -14.0 1.043493e+08 -32.0 Industrials 365 JBLU 7 -4.13 penny-cap Short NaN -52.0 1.027598e+08 -16.0 Industrials 370 TRIP 8 1.98 penny-cap Short NaN -63.0 6.176593e+07 -40.0 Consumer Cyclical 566 SI 8 1.12 penny-cap Short NaN -8.0 6.127003e+07 -47.0 Financial Services 443 CBRL 11 -5.39 penny-cap Short NaN -49.0 5.788669e+07 -32.0 Consumer Cyclical 421 CNNE 31 -5.50 penny-cap Short NaN -38.0 5.753544e+07 -36.0 Consumer Cyclical 458 SONO 11 -2.06 penny-cap Short NaN -47.0 5.679599e+07 -33.0 Technology 472 SIX 10 3.43 penny-cap Short NaN -10.0 5.371018e+07 -36.0 Consumer Cyclical 433 TMHC 10 -5.66 penny-cap Short NaN -38.0 4.691519e+07 -16.0 Consumer Cyclical 530 FLR 6 -2.01 penny-cap Short NaN -29.0 4.506737e+07 -29.0 Industrials 345 NYCB 10 -5.32 penny-cap Short NaN -10.0 4.154786e+07 -36.0 Financial Services 499 EAT 8 -4.77 penny-cap Short NaN -65.0 4.063330e+07 -38.0 Consumer Cyclical 652 PLAY 9 -4.90 penny-cap Short NaN -58.0 3.897625e+07 -32.0 Consumer Cyclical 347 SAGE 7 -3.86 penny-cap Short NaN -7.0 3.829234e+07 -8.0 Healthcare 422 MUSA 6 -2.09 penny-cap Short NaN -47.0 3.817837e+07 -24.0 Consumer Cyclical 469 ALGT 16 -10.92 penny-cap Short NaN -65.0 3.670190e+07 -37.0 Industrials 456 HI 11 -5.29 penny-cap Short NaN -64.0 3.631333e+07 -35.0 Industrials 670 TUP 6 1.85 penny-cap Short NaN -11.0 3.587092e+07 -11.0 Consumer Cyclical 617 ADUS 11 -7.77 penny-cap Short NaN -11.0 3.231479e+07 -39.0 Healthcare 348 SAIA 11 3.17 penny-cap Short NaN -40.0 3.106553e+07 -16.0 Industrials 445 KMT 15 -7.98 penny-cap Short NaN -46.0 2.864498e+07 -25.0 Industrials 428 MDC 8 -0.95 penny-cap Short NaN -46.0 2.535648e+07 -17.0 Consumer Cyclical 466 ENR 13 -3.84 penny-cap Short NaN -35.0 2.187386e+07 -18.0 Industrials 481 BXS 9 -5.14 penny-cap Short NaN -9.0 2.159405e+07 -46.0 Financial Services 616 KN 13 -5.62 penny-cap Short NaN -13.0 2.135220e+07 -36.0 Technology 478 ABG 10 -7.49 penny-cap Short NaN -40.0 2.094577e+07 -16.0 Consumer Cyclical 352 FTDR 14 -4.75 penny-cap Short NaN -14.0 2.092337e+07 -44.0 Consumer Cyclical 637 LZB 6 1.53 penny-cap Short NaN -30.0 1.885315e+07 -26.0 Consumer Cyclical 491 UTZ 8 -0.20 penny-cap Short NaN -30.0 1.851537e+07 -29.0 Consumer Defensive 539 RCUS 27 -17.31 penny-cap Short NaN -34.0 1.770533e+07 -64.0 Healthcare 551 THS 19 -7.08 penny-cap Short NaN -21.0 1.740220e+07 -36.0 Consumer Defensive 431 SWX 6 -4.48 penny-cap Short NaN -40.0 1.669455e+07 -20.0 Utilities 377 RXT 7 -4.17 penny-cap Short NaN -43.0 1.634314e+07 -31.0 Technology 396 LOPE 7 -1.69 penny-cap Short NaN -59.0 1.496027e+07 -34.0 Consumer Defensive 690 ASTE 11 -9.26 penny-cap Short NaN -39.0 1.434375e+07 -27.0 Industrials 349 PPC 6 1.59 penny-cap Short NaN -22.0 1.305187e+07 -20.0 Consumer Defensive 640 EB 7 -5.86 penny-cap Short NaN -7.0 1.290210e+07 -31.0 Technology 447 VSH 13 -8.92 penny-cap Short NaN -38.0 1.277820e+07 -32.0 Technology 359 AL 10 -4.73 penny-cap Short NaN -10.0 1.247593e+07 -33.0 Industrials 350 KMPR 20 -3.61 penny-cap Short NaN -38.0 1.232537e+07 -32.0 Financial Services 487 WOR 7 -6.08 penny-cap Short NaN -30.0 1.178600e+07 -26.0 Industrials 748 ACRS 12 -7.45 penny-cap Short NaN -51.0 1.133501e+07 -33.0 Healthcare 471 ROCK 16 -3.76 penny-cap Short NaN -35.0 1.059334e+07 -35.0 Industrials 368 NEU 12 -5.58 penny-cap Short NaN -12.0 1.049750e+07 -137.0 Basic Materials 540 GCMG 13 -7.00 penny-cap Short NaN -29.0 1.046385e+07 -31.0 Financial Services 526 ABM 8 -5.61 penny-cap Short NaN -46.0 1.022477e+07 -18.0 Industrials 527 ESE 30 -8.88 penny-cap Short NaN -38.0 9.465716e+06 -32.0 Technology 672 BCAB 6 0.51 penny-cap Short NaN -6.0 9.133685e+06 -54.0 Healthcare 460 PCI 7 -1.03 penny-cap Short NaN -31.0 9.083099e+06 -25.0 Financial Services 588 SKYW 14 -4.28 penny-cap Short NaN -14.0 8.884326e+06 -38.0 Industrials 353 ESGR 6 -0.66 penny-cap Short NaN -60.0 8.467206e+06 -17.0 Financial Services 760 BJRI 10 -6.09 penny-cap Short NaN -66.0 8.062628e+06 -26.0 Consumer Cyclical 403 AAON 15 -4.94 penny-cap Short NaN -15.0 7.616431e+06 -65.0 Industrials 770 DENN 8 -2.58 penny-cap Short NaN -34.0 7.605030e+06 -34.0 Consumer Cyclical 630 CFFN 21 -1.31 penny-cap Short NaN -21.0 7.304868e+06 -56.0 Financial Services 666 WABC 10 -3.42 penny-cap Short NaN -65.0 7.152536e+06 -22.0 Financial Services 659 LTC 15 -2.14 penny-cap Short NaN -64.0 7.141430e+06 -39.0 Real Estate 622 SAH 8 -2.88 penny-cap Short NaN -32.0 7.047400e+06 -25.0 Consumer Cyclical 603 MTOR 6 -7.69 penny-cap Short NaN -6.0 7.025620e+06 -59.0 Consumer Cyclical 742 CHCO 10 -1.58 penny-cap Short NaN -61.0 6.958912e+06 -41.0 Financial Services 627 FBK 12 -5.29 penny-cap Short NaN -64.0 6.866500e+06 -41.0 Financial Services 692 CVGW 11 -6.72 penny-cap Short NaN -41.0 6.298011e+06 -38.0 Consumer Defensive 651 SMCI 6 -3.94 penny-cap Short NaN -7.0 5.937970e+06 -25.0 Technology 578 FRME 10 -1.77 penny-cap Short NaN -63.0 5.791437e+06 -22.0 Financial Services 757 PFC 16 -4.35 penny-cap Short NaN -65.0 4.918943e+06 -40.0 Financial Services 704 OMER 7 3.65 penny-cap Short NaN -83.0 4.883374e+06 -61.0 Healthcare 734 PLUS 17 -5.54 penny-cap Short NaN -31.0 4.790887e+06 -25.0 Technology 594 BANF 10 -0.83 penny-cap Short NaN -26.0 4.685184e+06 -22.0 Financial Services 706 PGTI 11 -4.02 penny-cap Short NaN -31.0 4.589195e+06 -25.0 Industrials 763 KRA 10 -4.82 penny-cap Short NaN -38.0 4.587824e+06 -39.0 Basic Materials 536 FIBK 11 -6.71 penny-cap Short NaN -65.0 4.512673e+06 -32.0 Financial Services 668 HTLD 25 -6.38 penny-cap Short NaN -45.0 4.319175e+06 -31.0 Industrials 749 ECOL 18 -4.98 penny-cap Short NaN -63.0 4.096700e+06 -25.0 Industrials 738 JOUT 21 -1.48 penny-cap Short NaN -46.0 3.646022e+06 -26.0 Consumer Cyclical 615 GCP 7 0.18 penny-cap Short NaN -25.0 3.410013e+06 -22.0 Basic Materials 751 ORIC 14 -6.34 penny-cap Short NaN -14.0 3.245974e+06 -137.0 Healthcare 546 MANU 8 -0.19 penny-cap Short NaN -32.0 3.123022e+06 -37.0 Consumer Cyclical 715 SWM 18 -3.49 penny-cap Short NaN -66.0 2.983970e+06 -31.0 Basic Materials 392 ARD 10 -0.74 penny-cap Short NaN -61.0 2.569172e+06 -21.0 Consumer Cyclical 731 RMAX 11 -4.91 penny-cap Short NaN -68.0 2.438282e+06 -51.0 Real Estate 754 FOR 9 -4.61 penny-cap Short NaN -35.0 2.308343e+06 -23.0 Real Estate 684 BATRA 7 0.45 penny-cap Short NaN -7.0 1.831933e+06 -46.0 Communication Services 726 NRC 8 0.87 penny-cap Short NaN -16.0 1.305442e+06 -13.0 Healthcare 568 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -131.0 unknown 695 NEXA 6 1.72 penny-cap Short NaN -10.0 5.602632e+05 -11.0 Basic Materials 476 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.602880e+05 -135.0 unknown 569 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 473 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -135.0 Financial Services Mean Return: -3.619550561797752 Mean Day/Week: 11.47191011235955 Accuracy:0.8314606741573034 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/06/23 05-40-10
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 11 Consumer Cyclical 8 Consumer Defensive 4 Energy 7 Financial Services 12 Healthcare 30 Industrials 10 Real Estate 13 Technology 30 Utilities 1 **************************************** big_industry_downtrending_count tickers industry Basic Materials 8 Communication Services 7 Consumer Cyclical 10 Consumer Defensive 10 Financial Services 17 Healthcare 8 Industrials 21 Real Estate 2 Technology 15 Utilities 7 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 84 MCHP 1 0.00 big-cap Short NaN -3.0 2.413424e+08 -5.0 Technology 143 PPL 3 1.38 big-cap Short NaN -5.0 1.298297e+08 -5.0 Utilities 214 CHRW 1 0.00 big-cap Short NaN -4.0 8.212556e+07 -5.0 Industrials Mean Return: 1.38 Mean Day/Week: 5.0 Accuracy:0.0 *******************Part 1.3 Big Cap Long Entry SPAN********************* big_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 58 ROKU 1 0.0 big-cap Long NaN 21.0 2.669178e+09 4.0 Communication Services 209 CABO 3 -1.3 big-cap Long NaN 23.0 9.226798e+07 4.0 Communication Services Mean Return: -1.3 Mean Day/Week: 4.0 Accuracy:0.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 70 MET 2 -0.69 big-cap Short NaN -28.0 5.160878e+08 -4.0 Financial Services 18 HON 1 0.00 big-cap Short NaN -10.0 4.375798e+08 -5.0 Industrials 50 NSC 1 0.00 big-cap Short NaN -25.0 3.356620e+08 -5.0 Industrials 46 TFC 3 2.94 big-cap Short NaN -15.0 2.497931e+08 -4.0 Financial Services 84 MCHP 1 0.00 big-cap Short NaN -3.0 2.413424e+08 -5.0 Technology 140 FTV 4 0.14 big-cap Short NaN -9.0 2.017856e+08 -5.0 Technology 45 CB 2 0.18 big-cap Short NaN -10.0 1.934076e+08 -4.0 Financial Services 173 HPE 3 1.12 big-cap Short NaN -53.0 1.315243e+08 -5.0 Technology 143 PPL 3 1.38 big-cap Short NaN -5.0 1.298297e+08 -5.0 Utilities 232 SNA 2 -0.34 big-cap Short NaN -24.0 1.133313e+08 -5.0 Industrials 16 BBL 1 0.00 big-cap Short NaN -24.0 1.037512e+08 -4.0 Basic Materials 118 SWK 1 0.00 big-cap Short NaN -25.0 1.033385e+08 -5.0 Industrials 96 TRV 3 2.45 big-cap Short NaN -25.0 9.981361e+07 -4.0 Financial Services 146 VMC 1 0.00 big-cap Short NaN -22.0 9.735711e+07 -5.0 Basic Materials 214 CHRW 1 0.00 big-cap Short NaN -4.0 8.212556e+07 -5.0 Industrials 222 ZNGA 1 0.00 big-cap Short NaN -6.0 8.084781e+07 -3.0 Communication Services 197 ACGL 2 0.29 big-cap Short NaN -39.0 7.493515e+07 -4.0 Financial Services 162 MTB 1 0.00 big-cap Short NaN -20.0 7.387515e+07 -4.0 Financial Services 200 PKG 1 0.00 big-cap Short NaN -20.0 4.611963e+07 -5.0 Consumer Cyclical 75 PUK 2 -1.96 big-cap Short NaN -54.0 1.228487e+07 -5.0 Financial Services Mean Return: 0.5510000000000002 Mean Day/Week: 3.6 Accuracy:0.3 *******************Part 1.5 Big Cap Long Entry MACD********************* big_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 V 1 0.00 big-cap Long NaN 1.0 1.715170e+09 65.0 Financial Services 7 CMCSA 1 0.00 big-cap Long NaN 1.0 7.332077e+08 21.0 Communication Services 98 CTAS 2 3.23 big-cap Long NaN 5.0 2.136088e+08 61.0 Industrials 176 ULTA 1 0.00 big-cap Long NaN 1.0 1.444841e+08 19.0 Consumer Cyclical 165 HZNP 2 -0.55 big-cap Long NaN 2.0 1.395035e+08 27.0 Healthcare 79 ROP 1 0.00 big-cap Long NaN 1.0 1.141870e+08 57.0 Industrials 126 CPRT 2 -0.14 big-cap Long NaN 2.0 1.131789e+08 53.0 Industrials 141 WST 3 2.20 big-cap Long NaN 3.0 8.812158e+07 54.0 Healthcare 183 TW 1 0.00 big-cap Long NaN 1.0 8.485327e+07 78.0 Financial Services Mean Return: 1.185 Mean Day/Week: 3.5 Accuracy:0.5 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 5 DIS 3 0.63 big-cap Short NaN -3.0 1.347215e+09 -42.0 Communication Services 35 BDX 1 0.00 big-cap Short NaN -1.0 3.434238e+08 -20.0 Healthcare 84 MCHP 1 0.00 big-cap Short NaN -3.0 2.413424e+08 -5.0 Technology 85 MAR 1 0.00 big-cap Short NaN -4.0 2.278969e+08 -31.0 Consumer Cyclical 68 KLAC 3 1.36 big-cap Short NaN -3.0 2.029389e+08 -6.0 Technology 144 QRVO 3 1.19 big-cap Short NaN -3.0 1.400692e+08 -6.0 Technology 225 DAR 4 -3.76 big-cap Short NaN -5.0 1.360085e+08 -6.0 Consumer Defensive 206 MPW 3 2.71 big-cap Short NaN -3.0 1.347047e+08 -36.0 Real Estate 174 CAH 1 0.00 big-cap Short NaN -3.0 1.331901e+08 -21.0 Healthcare 143 PPL 3 1.38 big-cap Short NaN -5.0 1.298297e+08 -5.0 Utilities 107 ES 3 0.38 big-cap Short NaN -3.0 1.124773e+08 -20.0 Utilities 39 CNI 4 -0.40 big-cap Short NaN -4.0 1.115499e+08 -30.0 Industrials 142 EIX 2 -0.78 big-cap Short NaN -2.0 1.103288e+08 -20.0 Utilities 214 CHRW 1 0.00 big-cap Short NaN -4.0 8.212556e+07 -5.0 Industrials 202 CREE 2 0.64 big-cap Short NaN -2.0 7.012431e+07 -38.0 Technology 233 AQN 2 0.99 big-cap Short NaN -2.0 5.615285e+07 -6.0 Utilities 172 NMR 4 -2.26 big-cap Short NaN -4.0 1.718910e+06 -60.0 Financial Services Mean Return: 0.17333333333333334 Mean Day/Week: 3.4166666666666665 Accuracy:0.3333333333333333 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 4 NVDA 20 19.27 big-cap Long NaN 20.0 1.089099e+10 54.0 Technology 0 MSFT 8 2.94 big-cap Long NaN 9.0 5.584938e+09 78.0 Technology 17 SHOP 6 13.53 big-cap Long NaN 23.0 3.262863e+09 24.0 Technology 2 GOOG 12 2.97 big-cap Long NaN 12.0 2.584437e+09 78.0 Communication Services 9 ADBE 9 7.36 big-cap Long NaN 13.0 1.333956e+09 57.0 Technology 10 CRM 17 2.21 big-cap Long NaN 20.0 1.078370e+09 23.0 Technology 12 MRK 8 0.77 big-cap Long NaN 8.0 8.311517e+08 9.0 Healthcare 74 BIIB 12 -5.28 big-cap Long NaN 12.0 6.550738e+08 36.0 Healthcare 24 INTU 25 13.68 big-cap Long NaN 25.0 6.312259e+08 30.0 Technology 34 SPGI 7 1.95 big-cap Long NaN 7.0 4.987275e+08 78.0 Financial Services 43 EQIX 28 14.56 big-cap Long NaN 65.0 4.645908e+08 48.0 Real Estate 130 NET 12 18.24 big-cap Long NaN 20.0 4.185886e+08 25.0 Technology 29 ISRG 7 3.32 big-cap Long NaN 7.0 3.896594e+08 52.0 Healthcare 44 PBR 27 20.76 big-cap Long NaN 65.0 3.692490e+08 31.0 Energy 65 BX 21 7.68 big-cap Long NaN 21.0 3.587968e+08 78.0 Financial Services 13 LLY 12 -0.26 big-cap Long NaN 34.0 3.357048e+08 24.0 Healthcare 171 GNRC 6 9.19 big-cap Long NaN 16.0 3.305435e+08 19.0 Industrials 72 LULU 7 6.27 big-cap Long NaN 19.0 3.251931e+08 47.0 Consumer Cyclical 56 REGN 10 2.37 big-cap Long NaN 13.0 3.226923e+08 42.0 Healthcare 127 WELL 14 7.07 big-cap Long NaN 15.0 3.218685e+08 78.0 Real Estate 23 AMT 16 3.62 big-cap Long NaN 16.0 2.961992e+08 64.0 Real Estate 19 AZN 10 0.53 big-cap Long NaN 70.0 2.833032e+08 48.0 Healthcare 60 EW 21 9.25 big-cap Long NaN 21.0 2.575084e+08 52.0 Healthcare 38 ZTS 9 2.48 big-cap Long NaN 9.0 2.532168e+08 51.0 Healthcare 63 ITUB 31 19.40 big-cap Long NaN 71.0 2.427536e+08 43.0 Financial Services 78 IDXX 20 9.78 big-cap Long NaN 20.0 2.421263e+08 28.0 Healthcare 215 BSY 15 10.73 big-cap Long NaN 22.0 2.242313e+08 58.0 Technology 15 TMUS 19 4.39 big-cap Long NaN 75.0 2.202333e+08 57.0 Communication Services 97 MSCI 7 6.27 big-cap Long NaN 7.0 2.179130e+08 58.0 Financial Services 92 INFO 7 1.76 big-cap Long NaN 7.0 2.121211e+08 78.0 Industrials 47 ILMN 8 2.77 big-cap Long NaN 22.0 2.090715e+08 18.0 Healthcare 184 DPZ 10 4.04 big-cap Long NaN 10.0 2.061782e+08 55.0 Consumer Cyclical 73 VEEV 10 7.25 big-cap Long NaN 19.0 2.016657e+08 19.0 Healthcare 87 A 9 2.51 big-cap Long NaN 17.0 1.991589e+08 56.0 Healthcare 134 ANET 28 13.96 big-cap Long NaN 61.0 1.981179e+08 54.0 Technology 133 FTNT 13 8.81 big-cap Long NaN 13.0 1.900942e+08 78.0 Technology 61 MCO 7 3.40 big-cap Long NaN 7.0 1.802440e+08 76.0 Financial Services 168 NVCR 16 10.37 big-cap Long NaN 16.0 1.662023e+08 50.0 Healthcare 131 WORK 17 0.58 big-cap Long NaN 22.0 1.385381e+08 25.0 Technology 80 PSA 13 5.36 big-cap Long NaN 13.0 1.363088e+08 78.0 Real Estate 115 MTD 7 1.87 big-cap Long NaN 7.0 1.305607e+08 55.0 Healthcare 105 SBAC 17 7.48 big-cap Long NaN 17.0 1.198906e+08 65.0 Real Estate 138 NDAQ 13 5.28 big-cap Long NaN 13.0 1.190408e+08 78.0 Financial Services 11 NVS 15 4.74 big-cap Long NaN 32.0 1.179916e+08 33.0 Healthcare 159 ALNY 10 9.62 big-cap Long NaN 24.0 1.170034e+08 18.0 Healthcare 167 WAT 10 5.28 big-cap Long NaN 10.0 1.164318e+08 62.0 Healthcare 37 INFY 11 6.39 big-cap Long NaN 22.0 1.161695e+08 19.0 Technology 147 EPAM 11 6.04 big-cap Long NaN 11.0 1.158028e+08 74.0 Technology 164 PKI 9 4.75 big-cap Long NaN 9.0 1.142478e+08 34.0 Healthcare 109 RMD 10 13.18 big-cap Long NaN 21.0 1.104486e+08 36.0 Healthcare 194 CRL 9 2.61 big-cap Long NaN 9.0 1.015484e+08 78.0 Healthcare 180 BMRN 9 -3.03 big-cap Long NaN 23.0 9.626563e+07 23.0 Healthcare 112 SGEN 10 2.05 big-cap Long NaN 55.0 9.551314e+07 26.0 Healthcare 161 AVTR 9 5.25 big-cap Long NaN 9.0 9.287483e+07 57.0 Basic Materials 207 CVE 16 11.43 big-cap Long NaN 16.0 8.994455e+07 18.0 Energy 218 ELS 21 7.18 big-cap Long NaN 21.0 7.220190e+07 71.0 Real Estate 230 CPT 21 8.09 big-cap Long NaN 21.0 6.910935e+07 78.0 Real Estate 196 TECH 9 1.49 big-cap Long NaN 9.0 6.421665e+07 78.0 Healthcare 177 MAA 15 2.31 big-cap Long NaN 15.0 6.034115e+07 78.0 Real Estate 217 BAH 21 3.78 big-cap Long NaN 21.0 5.587773e+07 40.0 Industrials 178 EXR 14 6.48 big-cap Long NaN 14.0 5.228668e+07 78.0 Real Estate 128 XP 8 3.36 big-cap Long NaN 11.0 2.541750e+07 17.0 Financial Services 123 GMAB 26 12.77 big-cap Long NaN 57.0 2.259208e+07 34.0 Healthcare 22 PTR 11 11.43 big-cap Long NaN 34.0 1.806820e+07 35.0 Energy 137 FMS 13 0.89 big-cap Long NaN 73.0 1.761432e+07 44.0 Healthcare 190 VIV 9 -0.14 big-cap Long NaN 38.0 1.490636e+07 18.0 Communication Services 208 NTCO 28 21.56 big-cap Long NaN 53.0 1.476710e+07 34.0 Consumer Defensive 150 FITBI 6 1.59 big-cap Long NaN 6.0 1.249205e+06 10.0 Financial Services 204 JHX 8 1.95 big-cap Long NaN 8.0 6.818195e+05 61.0 Basic Materials Mean Return: 6.399130434782609 Mean Day/Week: 13.478260869565217 Accuracy:0.9420289855072463 *******************Part 1.8 Big Cap Short Maintainance********************* big_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 27 DE 7 2.01 big-cap Short NaN -61.0 5.554124e+08 -17.0 Industrials 31 BKNG 8 -2.32 big-cap Short NaN -35.0 4.810646e+08 -16.0 Consumer Cyclical 40 FISV 14 -4.19 big-cap Short NaN -40.0 3.861228e+08 -31.0 Technology 145 FLT 12 -3.80 big-cap Short NaN -33.0 3.733825e+08 -30.0 Technology 132 DAL 7 -1.11 big-cap Short NaN -7.0 3.511649e+08 -16.0 Industrials 86 LVS 14 -5.59 big-cap Short NaN -14.0 3.376561e+08 -35.0 Consumer Cyclical 51 VRTX 8 -2.12 big-cap Short NaN -8.0 3.283103e+08 -8.0 Healthcare 149 VIPS 15 -29.81 big-cap Short NaN -62.0 3.127868e+08 -58.0 Consumer Cyclical 67 TAL 33 -78.34 big-cap Short NaN -33.0 2.463679e+08 -73.0 Consumer Defensive 94 PH 7 -2.49 big-cap Short NaN -48.0 2.251504e+08 -14.0 Industrials 124 CLX 20 -2.26 big-cap Short NaN -39.0 2.223947e+08 -30.0 Consumer Defensive 77 CTSH 9 -2.29 big-cap Short NaN -33.0 2.175653e+08 -33.0 Technology 192 HBAN 9 -4.53 big-cap Short NaN -13.0 2.012528e+08 -30.0 Financial Services 179 ON 13 -3.51 big-cap Short NaN -13.0 1.885507e+08 -16.0 Technology 203 SMG 14 -2.24 big-cap Short NaN -48.0 1.346103e+08 -24.0 Basic Materials 211 SAM 8 -2.35 big-cap Short NaN -39.0 1.344607e+08 -25.0 Consumer Defensive 106 CTVA 9 -2.38 big-cap Short NaN -34.0 9.642664e+07 -24.0 Basic Materials 185 CPB 10 -0.70 big-cap Short NaN -11.0 9.092702e+07 -12.0 Consumer Defensive 90 MFC 8 -4.53 big-cap Short NaN -58.0 6.317559e+07 -24.0 Financial Services 156 IR 9 -1.48 big-cap Short NaN -37.0 6.257695e+07 -14.0 Industrials 189 ATHM 24 -27.82 big-cap Short NaN -24.0 4.406119e+07 -75.0 Communication Services 116 IBKR 12 -4.07 big-cap Short NaN -66.0 4.046967e+07 -39.0 Financial Services 188 ABCL 12 -16.54 big-cap Short NaN -14.0 3.233343e+07 -19.0 Healthcare 213 KC 7 -3.84 big-cap Short NaN -7.0 3.077924e+07 -68.0 Technology 59 PHG 7 -6.76 big-cap Short NaN -40.0 2.721612e+07 -18.0 Healthcare 212 PLTK 9 -7.68 big-cap Short NaN -9.0 2.138666e+07 -14.0 Communication Services 195 HBANO 9 0.00 big-cap Short NaN -38.0 1.182445e+06 -38.0 Financial Services 201 ZNH 12 -2.96 big-cap Short NaN -12.0 3.052122e+05 -37.0 Industrials 157 DISCB 7 -1.61 big-cap Short NaN -51.0 6.999750e+04 -28.0 Communication Services Mean Return: -7.769310344827587 Mean Day/Week: 11.482758620689655 Accuracy:0.9310344827586207 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 2 Consumer Cyclical 1 Consumer Defensive 1 Energy 5 Financial Services 1 Healthcare 9 Industrials 3 Real Estate 9 Technology 12 Utilities 1 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 4 Communication Services 2 Consumer Cyclical 16 Consumer Defensive 5 Energy 1 Financial Services 20 Healthcare 4 Industrials 17 Real Estate 1 Technology 6 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 257 ST 3 1.63 small-cap Short NaN -4.0 2.984041e+07 -5.0 Technology 309 PB 4 -0.46 small-cap Short NaN -4.0 1.637048e+07 -4.0 Financial Services Mean Return: 0.585 Mean Day/Week: 3.5 Accuracy:0.5 *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 283 ZION 3 5.00 small-cap Short NaN -21.0 6.570259e+07 -4.0 Financial Services 286 WWD 1 0.00 small-cap Short NaN -9.0 5.253802e+07 -5.0 Industrials 331 SNV 2 -0.74 small-cap Short NaN -29.0 4.732051e+07 -4.0 Financial Services 238 GL 3 3.06 small-cap Short NaN -22.0 4.621540e+07 -4.0 Financial Services 328 TPX 2 -0.13 small-cap Short NaN -60.0 4.483055e+07 -5.0 Consumer Cyclical 340 MDU 1 0.00 small-cap Short NaN -29.0 3.393102e+07 -4.0 Basic Materials 257 ST 3 1.63 small-cap Short NaN -4.0 2.984041e+07 -5.0 Technology 347 PNFP 3 3.86 small-cap Short NaN -63.0 2.076874e+07 -4.0 Financial Services 301 ITT 1 0.00 small-cap Short NaN -29.0 1.696412e+07 -4.0 Industrials 309 PB 4 -0.46 small-cap Short NaN -4.0 1.637048e+07 -4.0 Financial Services 345 BOKF 3 4.31 small-cap Short NaN -10.0 1.175910e+07 -4.0 Financial Services Mean Return: 2.0662499999999997 Mean Day/Week: 3.25 Accuracy:0.375 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 305 HQY 1 0.0 small-cap Long NaN 1.0 2.828546e+07 26.0 Healthcare Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 2.6 Small Cap Short Entry MACD********************* small_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 306 PFGC 5 1.60 small-cap Short NaN -5.0 1.096047e+08 -31.0 Consumer Defensive 266 OHI 3 2.21 small-cap Short NaN -3.0 9.880130e+07 -6.0 Real Estate 282 COG 4 1.02 small-cap Short NaN -4.0 9.096709e+07 -53.0 Energy 249 BHC 4 -1.92 small-cap Short NaN -5.0 3.636297e+07 -6.0 Healthcare 246 GFL 5 -1.91 small-cap Short NaN -5.0 3.445918e+07 -24.0 Industrials 257 ST 3 1.63 small-cap Short NaN -4.0 2.984041e+07 -5.0 Technology 316 FIZZ 3 1.32 small-cap Short NaN -3.0 2.005946e+07 -14.0 Consumer Defensive 312 LFUS 4 -2.56 small-cap Short NaN -4.0 1.717680e+07 -16.0 Technology 309 PB 4 -0.46 small-cap Short NaN -4.0 1.637048e+07 -4.0 Financial Services 239 MNSO 1 0.00 small-cap Short NaN -1.0 8.527296e+06 -20.0 Consumer Cyclical 292 ANGI 2 -2.20 small-cap Short NaN -2.0 7.925231e+06 -43.0 Communication Services 235 BSAC 3 1.60 small-cap Short NaN -3.0 6.970192e+06 -32.0 Financial Services 260 CIB 1 0.00 small-cap Short NaN -1.0 6.325595e+06 -137.0 Financial Services Mean Return: 0.029999999999999947 Mean Day/Week: 3.8181818181818183 Accuracy:0.45454545454545453 *******************Part 2.7 Small Cap Long Maintaiance********************* small_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 310 NTNX 18 20.57 small-cap Long NaN 53.0 3.252751e+08 23.0 Technology 327 ASAN 13 37.48 small-cap Long NaN 23.0 2.682155e+08 24.0 Technology 248 FANG 15 5.98 small-cap Long NaN 15.0 1.805938e+08 18.0 Energy 240 DBX 10 1.72 small-cap Long NaN 21.0 1.680375e+08 27.0 Technology 307 TRGP 19 19.46 small-cap Long NaN 41.0 8.853782e+07 78.0 Energy 270 ARWR 10 8.58 small-cap Long NaN 47.0 6.424728e+07 23.0 Healthcare 253 BRKR 9 -0.00 small-cap Long NaN 10.0 5.636932e+07 78.0 Healthcare 267 DNLI 15 8.91 small-cap Long NaN 47.0 5.350862e+07 21.0 Healthcare 302 REXR 13 4.16 small-cap Long NaN 13.0 4.976945e+07 71.0 Real Estate 303 VRT 27 14.39 small-cap Long NaN 27.0 4.226818e+07 57.0 Industrials 244 MRVI 14 11.39 small-cap Long NaN 14.0 4.216716e+07 78.0 Healthcare 284 MANH 19 6.30 small-cap Long NaN 19.0 4.002714e+07 40.0 Technology 293 CUBE 16 4.92 small-cap Long NaN 16.0 3.931039e+07 78.0 Real Estate 315 LSI 19 9.06 small-cap Long NaN 19.0 3.478299e+07 78.0 Real Estate 323 COR 12 -0.06 small-cap Long NaN 17.0 3.087667e+07 32.0 Real Estate 332 MPLN 25 18.55 small-cap Long NaN 53.0 2.642303e+07 28.0 Healthcare 271 MCFE 13 4.36 small-cap Long NaN 18.0 2.570712e+07 78.0 Technology 275 MBT 25 2.02 small-cap Long NaN 47.0 1.220926e+07 33.0 Communication Services 247 KOF 17 5.02 small-cap Long NaN 31.0 8.787548e+06 55.0 Consumer Defensive 320 FSV 11 3.21 small-cap Long NaN 11.0 3.963233e+06 78.0 Real Estate 300 JSM 17 1.62 small-cap Long NaN 20.0 4.528440e+05 36.0 unknown 258 AGNCM 7 -0.85 small-cap Long NaN 10.0 2.219271e+05 25.0 Real Estate Mean Return: 8.490454545454547 Mean Day/Week: 15.636363636363637 Accuracy:0.8636363636363636 *******************Part 2.8 Small Cap Short Maintaiance********************* small_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 276 YY 44 -31.17 small-cap Short NaN -77.0 1.118854e+08 -62.0 Communication Services 295 BLD 14 -3.68 small-cap Short NaN -32.0 1.073233e+08 -22.0 Industrials 334 BPMC 16 -6.93 small-cap Short NaN -16.0 9.738432e+07 -37.0 Healthcare 273 IAA 8 0.94 small-cap Short NaN -30.0 7.865898e+07 -18.0 Industrials 251 LAD 14 -3.72 small-cap Short NaN -64.0 7.496004e+07 -34.0 Consumer Cyclical 296 CASY 8 -4.19 small-cap Short NaN -37.0 7.242821e+07 -10.0 Consumer Defensive 304 THO 16 -13.17 small-cap Short NaN -31.0 6.902066e+07 -26.0 Consumer Cyclical 262 AGCO 11 -8.40 small-cap Short NaN -38.0 6.343012e+07 -17.0 Industrials 351 RAMP 6 3.56 small-cap Short NaN -6.0 5.338212e+07 -137.0 Technology 274 RNR 24 -8.93 small-cap Short NaN -37.0 4.394313e+07 -31.0 Financial Services 268 GNTX 12 -4.81 small-cap Short NaN -65.0 3.446783e+07 -31.0 Consumer Cyclical 339 VRNT 6 -1.83 small-cap Short NaN -79.0 3.253505e+07 -39.0 Technology 338 LSTR 12 -1.76 small-cap Short NaN -29.0 2.887717e+07 -15.0 Industrials 319 COLM 7 -1.27 small-cap Short NaN -36.0 2.539495e+07 -25.0 Consumer Cyclical 350 RBC 12 -6.70 small-cap Short NaN -60.0 1.948031e+07 -26.0 Industrials 243 UHAL 18 -5.54 small-cap Short NaN -60.0 1.741599e+07 -24.0 Industrials 354 TNET 17 -3.97 small-cap Short NaN -38.0 8.411440e+06 -31.0 Industrials 352 ABCM 6 2.34 small-cap Short NaN -24.0 5.330853e+05 -14.0 Healthcare Mean Return: -5.512777777777777 Mean Day/Week: 13.944444444444445 Accuracy:0.8333333333333334 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 4 Consumer Cyclical 14 Consumer Defensive 7 Energy 19 Financial Services 34 Healthcare 37 Industrials 21 Real Estate 21 Technology 36 Utilities 2 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 14 Communication Services 4 Consumer Cyclical 40 Consumer Defensive 7 Energy 4 Financial Services 61 Healthcare 22 Industrials 49 Real Estate 9 Technology 19 Utilities 7 unknown 2 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 676 SYKE 2 -0.19 penny-cap Long NaN 3.0 4.309322e+07 3.0 Technology Mean Return: -0.19 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 475 SR 1 0.00 penny-cap Short NaN -1.0 6.689404e+07 -1.0 Utilities 385 XRX 2 -1.56 penny-cap Short NaN -2.0 4.867711e+07 -4.0 Technology 513 CNX 3 4.61 penny-cap Short NaN -3.0 4.149960e+07 -4.0 Energy 421 PK 1 0.00 penny-cap Short NaN -3.0 3.284488e+07 -4.0 Real Estate 432 RDN 1 0.00 penny-cap Short NaN -3.0 3.147702e+07 -3.0 Financial Services 474 TRN 2 -0.92 penny-cap Short NaN -3.0 2.622624e+07 -4.0 Industrials 403 HR 2 -0.36 penny-cap Short NaN -2.0 1.839857e+07 -5.0 Real Estate 419 APAM 1 0.00 penny-cap Short NaN -3.0 1.830501e+07 -5.0 Financial Services 557 INDB 3 3.08 penny-cap Short NaN -3.0 1.543346e+07 -4.0 Financial Services 424 OGS 1 0.00 penny-cap Short NaN -1.0 1.317113e+07 -3.0 Utilities 427 PSB 1 0.00 penny-cap Short NaN -5.0 9.906875e+06 -5.0 Real Estate 528 CWT 2 -0.49 penny-cap Short NaN -2.0 7.157534e+06 -3.0 Utilities 537 CVBF 3 3.54 penny-cap Short NaN -4.0 6.267879e+06 -4.0 Financial Services 665 NWBI 3 2.37 penny-cap Short NaN -3.0 4.501174e+06 -4.0 Financial Services 707 AROC 4 -0.72 penny-cap Short NaN -4.0 3.178591e+06 -4.0 Energy Mean Return: 1.061111111111111 Mean Day/Week: 3.3333333333333335 Accuracy:0.5555555555555556 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 660 TWO 2 1.00 penny-cap Long NaN 11.0 7.853026e+07 4.0 Real Estate 601 AUPH 1 0.00 penny-cap Long NaN 25.0 5.022100e+07 3.0 Healthcare 676 SYKE 2 -0.19 penny-cap Long NaN 3.0 4.309322e+07 3.0 Technology Mean Return: 0.405 Mean Day/Week: 2.5 Accuracy:0.5 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 457 ADS 1 0.00 penny-cap Short NaN -24.0 1.093304e+08 -4.0 Financial Services 475 SR 1 0.00 penny-cap Short NaN -1.0 6.689404e+07 -1.0 Utilities 385 XRX 2 -1.56 penny-cap Short NaN -2.0 4.867711e+07 -4.0 Technology 513 CNX 3 4.61 penny-cap Short NaN -3.0 4.149960e+07 -4.0 Energy 421 PK 1 0.00 penny-cap Short NaN -3.0 3.284488e+07 -4.0 Real Estate 524 ASB 1 0.00 penny-cap Short NaN -20.0 3.224022e+07 -4.0 Financial Services 558 TEX 2 1.82 penny-cap Short NaN -21.0 3.167838e+07 -5.0 Industrials 432 RDN 1 0.00 penny-cap Short NaN -3.0 3.147702e+07 -3.0 Financial Services 474 TRN 2 -0.92 penny-cap Short NaN -3.0 2.622624e+07 -4.0 Industrials 504 DAN 2 0.64 penny-cap Short NaN -10.0 2.116993e+07 -4.0 Consumer Cyclical 435 AVT 2 -1.50 penny-cap Short NaN -37.0 2.100416e+07 -4.0 Technology 404 VLY 1 0.00 penny-cap Short NaN -60.0 2.051473e+07 -4.0 Financial Services 469 FNB 3 3.65 penny-cap Short NaN -63.0 1.874217e+07 -4.0 Financial Services 403 HR 2 -0.36 penny-cap Short NaN -2.0 1.839857e+07 -5.0 Real Estate 419 APAM 1 0.00 penny-cap Short NaN -3.0 1.830501e+07 -5.0 Financial Services 695 TTMI 1 0.00 penny-cap Short NaN -35.0 1.685614e+07 -3.0 Technology 530 CATY 1 0.00 penny-cap Short NaN -9.0 1.554193e+07 -4.0 Financial Services 557 INDB 3 3.08 penny-cap Short NaN -3.0 1.543346e+07 -4.0 Financial Services 582 FULT 3 4.02 penny-cap Short NaN -62.0 1.436810e+07 -4.0 Financial Services 424 OGS 1 0.00 penny-cap Short NaN -1.0 1.317113e+07 -3.0 Utilities 544 AUB 1 0.00 penny-cap Short NaN -15.0 1.315996e+07 -4.0 Financial Services 399 UBSI 1 0.00 penny-cap Short NaN -20.0 1.221660e+07 -4.0 Financial Services 464 FELE 1 0.00 penny-cap Short NaN -24.0 1.217599e+07 -5.0 Industrials 570 SPXC 1 0.00 penny-cap Short NaN -25.0 1.192323e+07 -4.0 Industrials 473 GATX 1 0.00 penny-cap Short NaN -24.0 1.171274e+07 -4.0 Industrials 427 PSB 1 0.00 penny-cap Short NaN -5.0 9.906875e+06 -5.0 Real Estate 519 AIT 2 -0.72 penny-cap Short NaN -24.0 9.842302e+06 -5.0 Industrials 620 MWA 1 0.00 penny-cap Short NaN -29.0 9.734251e+06 -4.0 Industrials 652 SBCF 3 4.97 penny-cap Short NaN -25.0 8.981664e+06 -4.0 Financial Services 528 CWT 2 -0.49 penny-cap Short NaN -2.0 7.157534e+06 -3.0 Utilities 702 HOPE 3 4.24 penny-cap Short NaN -59.0 6.414452e+06 -4.0 Financial Services 537 CVBF 3 3.54 penny-cap Short NaN -4.0 6.267879e+06 -4.0 Financial Services 383 NOVT 1 0.00 penny-cap Short NaN -7.0 6.183255e+06 -3.0 Technology 565 IBOC 2 -0.97 penny-cap Short NaN -24.0 4.539151e+06 -4.0 Financial Services 665 NWBI 3 2.37 penny-cap Short NaN -3.0 4.501174e+06 -4.0 Financial Services 574 FLOW 2 -0.22 penny-cap Short NaN -25.0 4.350990e+06 -5.0 Industrials 561 UTF 2 1.12 penny-cap Short NaN -30.0 4.158323e+06 -4.0 Financial Services 538 SCL 1 0.00 penny-cap Short NaN -21.0 3.989888e+06 -4.0 Basic Materials 757 TCBK 3 4.95 penny-cap Short NaN -9.0 3.897212e+06 -4.0 Financial Services 730 EPAC 2 0.08 penny-cap Short NaN -26.0 3.444299e+06 -4.0 Industrials 707 AROC 4 -0.72 penny-cap Short NaN -4.0 3.178591e+06 -4.0 Energy 771 SXI 2 0.37 penny-cap Short NaN -22.0 2.637600e+06 -4.0 Industrials Mean Return: 1.391304347826087 Mean Day/Week: 3.3043478260869565 Accuracy:0.391304347826087 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 640 GSAT 1 0.00 penny-cap Long NaN 2.0 2.924945e+08 10.0 Communication Services 745 RAVN 2 0.29 penny-cap Long NaN 2.0 1.540508e+08 44.0 Industrials 625 MTDR 1 0.00 penny-cap Long NaN 1.0 6.583942e+07 78.0 Energy 787 SBLK 5 -3.27 penny-cap Long NaN 5.0 5.917570e+07 78.0 Industrials 676 SYKE 2 -0.19 penny-cap Long NaN 3.0 4.309322e+07 3.0 Technology 661 IRWD 1 0.00 penny-cap Long NaN 1.0 4.216519e+07 51.0 Healthcare 634 VSTO 1 0.00 penny-cap Long NaN 1.0 3.560173e+07 36.0 Consumer Cyclical 407 IMAB 1 0.00 penny-cap Long NaN 1.0 3.369336e+07 43.0 Healthcare 531 FHI 2 -0.69 penny-cap Long NaN 5.0 1.808723e+07 35.0 Financial Services 686 BSIG 2 -0.34 penny-cap Long NaN 2.0 1.373703e+07 58.0 Financial Services 674 CPG 2 -0.87 penny-cap Long NaN 2.0 1.337979e+07 16.0 Energy 727 INVA 2 -0.15 penny-cap Long NaN 2.0 7.688250e+06 31.0 Healthcare 739 VLRS 5 -1.78 penny-cap Long NaN 5.0 6.139346e+06 78.0 Industrials 366 DRVN 1 0.00 penny-cap Long NaN 1.0 5.932290e+06 29.0 Consumer Cyclical 635 CRVL 1 0.00 penny-cap Long NaN 1.0 5.792523e+06 55.0 Financial Services 425 MSP 1 0.00 penny-cap Long NaN 1.0 4.977706e+06 27.0 Technology 708 PACK 1 0.00 penny-cap Long NaN 1.0 4.568859e+06 26.0 Consumer Cyclical 692 VCTR 1 0.00 penny-cap Long NaN 1.0 3.169461e+06 76.0 Financial Services 585 NAC 2 0.06 penny-cap Long NaN 2.0 1.114470e+06 54.0 Financial Services Mean Return: -0.7711111111111111 Mean Day/Week: 3.7777777777777777 Accuracy:0.2222222222222222 *******************Part 3.6 Penny Cap Short Entry MACD********************* penny_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 475 SR 1 0.00 penny-cap Short NaN -1.0 6.689404e+07 -1.0 Utilities 453 IRBT 1 0.00 penny-cap Short NaN -1.0 6.591783e+07 -72.0 Technology 385 XRX 2 -1.56 penny-cap Short NaN -2.0 4.867711e+07 -4.0 Technology 380 HFC 4 1.16 penny-cap Short NaN -4.0 4.257998e+07 -35.0 Energy 513 CNX 3 4.61 penny-cap Short NaN -3.0 4.149960e+07 -4.0 Energy 501 SNBR 3 4.91 penny-cap Short NaN -3.0 3.931634e+07 -43.0 Consumer Cyclical 449 NIU 1 0.00 penny-cap Short NaN -1.0 3.546812e+07 -64.0 Consumer Cyclical 618 ENDP 1 0.00 penny-cap Short NaN -1.0 3.383539e+07 -61.0 Healthcare 421 PK 1 0.00 penny-cap Short NaN -3.0 3.284488e+07 -4.0 Real Estate 432 RDN 1 0.00 penny-cap Short NaN -3.0 3.147702e+07 -3.0 Financial Services 485 GBT 1 0.00 penny-cap Short NaN -1.0 2.676769e+07 -137.0 Healthcare 474 TRN 2 -0.92 penny-cap Short NaN -3.0 2.622624e+07 -4.0 Industrials 482 TCBI 4 0.30 penny-cap Short NaN -4.0 2.528844e+07 -55.0 Financial Services 507 MC 3 2.26 penny-cap Short NaN -3.0 2.098454e+07 -37.0 Financial Services 403 HR 2 -0.36 penny-cap Short NaN -2.0 1.839857e+07 -5.0 Real Estate 419 APAM 1 0.00 penny-cap Short NaN -3.0 1.830501e+07 -5.0 Financial Services 662 FSM 4 -4.22 penny-cap Short NaN -5.0 1.653870e+07 -14.0 Basic Materials 557 INDB 3 3.08 penny-cap Short NaN -3.0 1.543346e+07 -4.0 Financial Services 643 COHU 2 1.24 penny-cap Short NaN -2.0 1.328522e+07 -38.0 Technology 424 OGS 1 0.00 penny-cap Short NaN -1.0 1.317113e+07 -3.0 Utilities 699 PRIM 4 -1.90 penny-cap Short NaN -4.0 1.108113e+07 -43.0 Industrials 691 BCAB 5 -1.28 penny-cap Short NaN -5.0 1.089456e+07 -53.0 Healthcare 619 MTOR 5 -7.51 penny-cap Short NaN -5.0 1.047395e+07 -58.0 Consumer Cyclical 706 STKL 1 0.00 penny-cap Short NaN -1.0 1.027827e+07 -46.0 Consumer Defensive 427 PSB 1 0.00 penny-cap Short NaN -5.0 9.906875e+06 -5.0 Real Estate 682 ATSG 3 1.53 penny-cap Short NaN -3.0 9.690848e+06 -44.0 Industrials 715 NXGN 1 0.00 penny-cap Short NaN -1.0 9.463201e+06 -137.0 Healthcare 748 ATRI 1 0.00 penny-cap Short NaN -1.0 9.341818e+06 -43.0 Healthcare 491 VNE 3 1.27 penny-cap Short NaN -3.0 7.355707e+06 -7.0 Consumer Cyclical 528 CWT 2 -0.49 penny-cap Short NaN -2.0 7.157534e+06 -3.0 Utilities 737 ACLS 3 0.32 penny-cap Short NaN -3.0 6.936248e+06 -31.0 Technology 670 HMN 3 2.86 penny-cap Short NaN -3.0 6.861700e+06 -43.0 Financial Services 779 WPRT 3 4.73 penny-cap Short NaN -3.0 6.778406e+06 -64.0 Consumer Cyclical 537 CVBF 3 3.54 penny-cap Short NaN -4.0 6.267879e+06 -4.0 Financial Services 728 AMTI 3 1.73 penny-cap Short NaN -3.0 5.950221e+06 -35.0 Healthcare 579 CTRE 2 0.09 penny-cap Short NaN -2.0 5.478679e+06 -6.0 Real Estate 755 DBD 4 -1.30 penny-cap Short NaN -4.0 4.916610e+06 -38.0 Technology 665 NWBI 3 2.37 penny-cap Short NaN -3.0 4.501174e+06 -4.0 Financial Services 647 PGEN 1 0.00 penny-cap Short NaN -1.0 4.496556e+06 -69.0 Healthcare 563 KW 1 0.00 penny-cap Short NaN -4.0 4.396605e+06 -7.0 Real Estate 707 AROC 4 -0.72 penny-cap Short NaN -4.0 3.178591e+06 -4.0 Energy 696 CGEM 3 -1.79 penny-cap Short NaN -3.0 2.859867e+06 -114.0 Healthcare 429 MOR 4 -3.20 penny-cap Short NaN -4.0 1.751891e+06 -137.0 Healthcare 694 MNTK 2 0.93 penny-cap Short NaN -2.0 1.890147e+05 -105.0 Utilities 658 PRTC 4 -2.90 penny-cap Short NaN -4.0 3.140946e+04 -30.0 Healthcare Mean Return: 0.2926666666666667 Mean Day/Week: 3.6666666666666665 Accuracy:0.43333333333333335 *******************Part 3.7 Penny Cap Long Maintainance********************* penny_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 382 AMC 8 18.67 penny-cap Long NaN 27.0 9.748417e+09 30.0 Communication Services 398 QTS 12 -0.58 penny-cap Long NaN 14.0 1.406985e+08 50.0 Real Estate 381 JOBS 16 6.96 penny-cap Long NaN 56.0 1.288234e+08 35.0 Industrials 690 DEN 23 26.55 penny-cap Long NaN 23.0 1.183602e+08 78.0 Energy 534 QFIN 13 17.62 penny-cap Long NaN 21.0 1.166724e+08 21.0 unknown 560 MIC 12 -0.44 penny-cap Long NaN 12.0 1.003717e+08 54.0 Industrials 586 SIG 8 1.89 penny-cap Long NaN 8.0 7.825354e+07 11.0 Consumer Cyclical 624 CRC 25 13.12 penny-cap Long NaN 34.0 6.750598e+07 26.0 Energy 411 SWAV 24 19.76 penny-cap Long NaN 24.0 6.530042e+07 59.0 Healthcare 455 SPT 14 29.78 penny-cap Long NaN 20.0 6.285869e+07 22.0 Technology 566 CLNY 12 15.42 penny-cap Long NaN 13.0 6.041885e+07 77.0 Real Estate 377 JCOM 9 6.84 penny-cap Long NaN 11.0 5.533918e+07 78.0 Technology 417 CDNA 12 3.60 penny-cap Long NaN 21.0 5.425541e+07 23.0 Healthcare 358 STAA 19 9.77 penny-cap Long NaN 19.0 4.784379e+07 58.0 Healthcare 688 CNST 9 0.36 penny-cap Long NaN 26.0 4.749934e+07 15.0 Healthcare 393 CRNC 11 -8.10 penny-cap Long NaN 19.0 4.649107e+07 15.0 Technology 597 SGRY 41 29.46 penny-cap Long NaN 41.0 3.667201e+07 78.0 Healthcare 607 DOMO 14 18.20 penny-cap Long NaN 21.0 3.630703e+07 23.0 Technology 693 LX 6 -3.31 penny-cap Long NaN 22.0 3.590228e+07 13.0 Financial Services 448 APLS 19 22.10 penny-cap Long NaN 49.0 3.547445e+07 26.0 Healthcare 376 STAG 12 3.07 penny-cap Long NaN 12.0 3.411282e+07 78.0 Real Estate 729 ERJ 20 23.52 penny-cap Long NaN 20.0 3.001166e+07 78.0 Industrials 458 PZZA 7 2.94 penny-cap Long NaN 11.0 2.967737e+07 33.0 Consumer Cyclical 567 CIM 26 12.43 penny-cap Long NaN 26.0 2.934135e+07 78.0 Real Estate 392 NAV 16 0.25 penny-cap Long NaN 53.0 2.882529e+07 57.0 Industrials 388 TRUP 11 12.06 penny-cap Long NaN 48.0 2.832331e+07 19.0 Financial Services 395 SWCH 27 16.29 penny-cap Long NaN 58.0 2.768059e+07 49.0 Technology 520 SMPL 6 2.60 penny-cap Long NaN 6.0 2.695691e+07 62.0 Consumer Defensive 550 NSA 15 8.16 penny-cap Long NaN 15.0 2.689355e+07 78.0 Real Estate 764 FINV 8 12.12 penny-cap Long NaN 23.0 2.391877e+07 25.0 Financial Services 439 OPCH 10 2.41 penny-cap Long NaN 20.0 2.319846e+07 12.0 Healthcare 543 AXSM 9 5.38 penny-cap Long NaN 41.0 2.315959e+07 17.0 Healthcare 517 SHOO 11 -2.33 penny-cap Long NaN 11.0 2.305172e+07 76.0 Consumer Cyclical 626 PRFT 51 24.18 penny-cap Long NaN 51.0 2.248618e+07 78.0 Technology 512 ACCD 10 3.41 penny-cap Long NaN 20.0 2.149508e+07 25.0 Healthcare 405 KRNT 7 -1.35 penny-cap Long NaN 21.0 2.119914e+07 19.0 Industrials 650 PMT 7 2.27 penny-cap Long NaN 12.0 2.105966e+07 13.0 Real Estate 471 VG 14 8.33 penny-cap Long NaN 24.0 2.097782e+07 28.0 Communication Services 438 SVMK 9 7.59 penny-cap Long NaN 56.0 1.936393e+07 23.0 Technology 401 DCP 16 10.55 penny-cap Long NaN 39.0 1.929657e+07 35.0 Energy 536 KRTX 8 -3.45 penny-cap Long NaN 10.0 1.908773e+07 11.0 Healthcare 547 AZUL 21 24.72 penny-cap Long NaN 46.0 1.885881e+07 32.0 Industrials 542 ITCI 12 9.10 penny-cap Long NaN 39.0 1.784067e+07 31.0 Healthcare 539 EXLS 35 10.59 penny-cap Long NaN 35.0 1.714111e+07 78.0 Technology 508 MIME 30 16.15 penny-cap Long NaN 51.0 1.542321e+07 32.0 Technology 743 PTEN 15 5.19 penny-cap Long NaN 34.0 1.466003e+07 19.0 Energy 760 CRK 11 7.32 penny-cap Long NaN 36.0 1.416102e+07 17.0 Energy 571 HCSG 10 5.85 penny-cap Long NaN 10.0 1.361260e+07 32.0 Healthcare 609 CVA 10 0.05 penny-cap Long NaN 10.0 1.246254e+07 37.0 Industrials 481 BRFS 20 17.96 penny-cap Long NaN 23.0 1.240269e+07 23.0 Consumer Defensive 356 DAVA 25 24.76 penny-cap Long NaN 41.0 1.226026e+07 44.0 Technology 614 FTAI 9 11.12 penny-cap Long NaN 19.0 1.201861e+07 12.0 Industrials 502 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 74.0 Financial Services 484 NSP 8 2.40 penny-cap Long NaN 26.0 1.154016e+07 23.0 Industrials 572 MODV 10 5.12 penny-cap Long NaN 38.0 1.150819e+07 11.0 Healthcare 470 CNS 31 14.78 penny-cap Long NaN 75.0 1.130991e+07 42.0 Financial Services 645 RVNC 10 5.38 penny-cap Long NaN 10.0 1.105451e+07 44.0 Healthcare 509 AMRC 14 13.65 penny-cap Long NaN 53.0 1.100737e+07 19.0 Industrials 667 ZYME 10 -2.27 penny-cap Long NaN 57.0 1.040356e+07 16.0 Healthcare 711 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 710 ETV 9 -0.53 penny-cap Long NaN 9.0 9.990307e+06 60.0 Financial Services 794 CDMO 15 9.11 penny-cap Long NaN 15.0 9.404324e+06 78.0 Healthcare 479 SUN 14 3.87 penny-cap Long NaN 14.0 9.324353e+06 63.0 Energy 765 CRTX 14 22.17 penny-cap Long NaN 25.0 9.189718e+06 21.0 Healthcare 781 CMRE 15 9.05 penny-cap Long NaN 15.0 9.059355e+06 78.0 Industrials 416 SAFE 8 3.94 penny-cap Long NaN 22.0 8.521706e+06 12.0 Real Estate 591 VRRM 6 4.47 penny-cap Long NaN 6.0 8.432896e+06 14.0 Industrials 675 SUPN 7 1.77 penny-cap Long NaN 7.0 8.311778e+06 50.0 Healthcare 599 PBH 31 12.16 penny-cap Long NaN 31.0 7.949589e+06 36.0 Healthcare 415 INOV 10 1.76 penny-cap Long NaN 10.0 7.605448e+06 78.0 Healthcare 782 MDP 14 7.91 penny-cap Long NaN 14.0 6.961907e+06 78.0 Communication Services 720 IRT 16 5.66 penny-cap Long NaN 16.0 6.765228e+06 78.0 Real Estate 664 EBIX 8 -7.73 penny-cap Long NaN 16.0 6.027351e+06 11.0 Technology 716 RDWR 13 3.98 penny-cap Long NaN 22.0 5.490206e+06 32.0 Technology 697 EVV 13 1.85 penny-cap Long NaN 25.0 5.450293e+06 27.0 Financial Services 776 AUDC 14 5.63 penny-cap Long NaN 53.0 4.985504e+06 34.0 Technology 683 BBN 11 2.33 penny-cap Long NaN 60.0 4.712021e+06 25.0 Financial Services 402 NEA 20 2.34 penny-cap Long NaN 20.0 4.385871e+06 54.0 Financial Services 472 NAD 23 2.94 penny-cap Long NaN 23.0 4.058713e+06 54.0 Financial Services 718 USAC 7 3.52 penny-cap Long NaN 7.0 3.903141e+06 28.0 Energy 588 AFYA 17 15.24 penny-cap Long NaN 17.0 3.865048e+06 32.0 Consumer Defensive 749 SCWX 14 28.35 penny-cap Long NaN 26.0 3.823996e+06 16.0 Technology 791 NXRT 18 8.79 penny-cap Long NaN 18.0 3.631513e+06 75.0 Real Estate 789 NESR 14 9.55 penny-cap Long NaN 14.0 3.050270e+06 34.0 Energy 738 NMZ 8 0.04 penny-cap Long NaN 16.0 2.205788e+06 54.0 Financial Services 790 AWF 14 2.05 penny-cap Long NaN 20.0 1.536918e+06 27.0 Financial Services 414 ESGRP 7 0.37 penny-cap Long NaN 13.0 9.756830e+05 58.0 Financial Services 741 NRK 15 1.13 penny-cap Long NaN 15.0 6.531994e+05 51.0 Financial Services 740 LINX 17 4.61 penny-cap Long NaN 47.0 4.751819e+05 43.0 Technology 731 NYMTN 10 2.46 penny-cap Long NaN 15.0 4.052077e+05 26.0 Real Estate 732 NYMTO 7 0.51 penny-cap Long NaN 7.0 3.614358e+05 78.0 Real Estate 726 NYMTP 7 0.64 penny-cap Long NaN 10.0 1.578196e+05 12.0 Real Estate 514 TDI 26 4.83 penny-cap Long NaN 26.0 6.688317e+04 56.0 unknown 535 FISK 15 4.47 penny-cap Long NaN 15.0 0.000000e+00 20.0 Real Estate Mean Return: 7.78287234042553 Mean Day/Week: 14.617021276595745 Accuracy:0.8936170212765957 *******************Part 3.8 Penny Cap Short Maintainance********************* penny_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 389 TRIP 7 -0.24 penny-cap Short NaN -62.0 9.757072e+07 -39.0 Consumer Cyclical 578 WGO 11 -3.51 penny-cap Short NaN -30.0 9.158918e+07 -29.0 Consumer Cyclical 548 SAVE 13 -5.04 penny-cap Short NaN -13.0 9.069162e+07 -31.0 Industrials 495 SIX 9 3.07 penny-cap Short NaN -9.0 8.815684e+07 -35.0 Consumer Cyclical 587 SI 7 -1.94 penny-cap Short NaN -7.0 8.613014e+07 -46.0 Financial Services 384 JBLU 6 -3.33 penny-cap Short NaN -51.0 8.068019e+07 -15.0 Industrials 454 TMHC 9 -4.37 penny-cap Short NaN -37.0 5.756063e+07 -15.0 Consumer Cyclical 360 NYCB 9 -4.87 penny-cap Short NaN -9.0 5.366470e+07 -35.0 Financial Services 480 SONO 10 -1.73 penny-cap Short NaN -45.0 4.632926e+07 -32.0 Technology 362 SAGE 6 -5.10 penny-cap Short NaN -6.0 4.544103e+07 -7.0 Healthcare 523 EAT 7 -2.16 penny-cap Short NaN -64.0 4.300206e+07 -37.0 Consumer Cyclical 564 GCMG 12 -6.32 penny-cap Short NaN -28.0 3.780583e+07 -30.0 Financial Services 744 MGNX 10 7.45 penny-cap Short NaN -36.0 3.748692e+07 -14.0 Healthcare 492 ALGT 15 -10.12 penny-cap Short NaN -64.0 3.728943e+07 -36.0 Industrials 657 EB 6 -4.88 penny-cap Short NaN -6.0 3.499528e+07 -30.0 Technology 669 PLAY 8 -3.41 penny-cap Short NaN -57.0 3.153028e+07 -31.0 Consumer Cyclical 363 SAIA 10 3.02 penny-cap Short NaN -39.0 3.001288e+07 -15.0 Industrials 463 CBRL 10 -6.72 penny-cap Short NaN -48.0 2.986212e+07 -31.0 Consumer Cyclical 500 ABG 9 -7.61 penny-cap Short NaN -40.0 2.794292e+07 -15.0 Consumer Cyclical 489 ENR 12 -3.61 penny-cap Short NaN -34.0 2.747057e+07 -17.0 Industrials 468 VSH 12 -8.88 penny-cap Short NaN -37.0 2.411730e+07 -31.0 Technology 503 BXS 8 -4.07 penny-cap Short NaN -8.0 2.330350e+07 -45.0 Financial Services 412 LOPE 6 -2.26 penny-cap Short NaN -58.0 2.310387e+07 -33.0 Consumer Defensive 766 ACRS 11 -3.28 penny-cap Short NaN -50.0 2.199409e+07 -32.0 Healthcare 451 SLQT 6 0.81 penny-cap Short NaN -45.0 2.059894e+07 -31.0 Financial Services 515 UTZ 7 -1.96 penny-cap Short NaN -29.0 1.954443e+07 -28.0 Consumer Defensive 450 MDC 7 0.14 penny-cap Short NaN -45.0 1.952575e+07 -16.0 Consumer Cyclical 632 ADUS 10 -8.96 penny-cap Short NaN -10.0 1.928212e+07 -38.0 Healthcare 673 BALY 9 2.28 penny-cap Short NaN -9.0 1.826109e+07 -46.0 Consumer Cyclical 367 KMPR 19 -3.59 penny-cap Short NaN -37.0 1.641595e+07 -31.0 Financial Services 573 THS 18 -5.57 penny-cap Short NaN -20.0 1.616698e+07 -35.0 Consumer Defensive 465 KMT 14 -9.26 penny-cap Short NaN -45.0 1.592121e+07 -24.0 Industrials 396 RXT 6 -4.89 penny-cap Short NaN -41.0 1.549769e+07 -30.0 Technology 444 CNNE 30 -5.06 penny-cap Short NaN -37.0 1.418209e+07 -35.0 Consumer Cyclical 477 HI 10 -4.66 penny-cap Short NaN -63.0 1.388674e+07 -34.0 Industrials 709 ASTE 10 -10.13 penny-cap Short NaN -38.0 1.371697e+07 -26.0 Industrials 638 SAH 7 -3.02 penny-cap Short NaN -31.0 1.267130e+07 -24.0 Consumer Cyclical 510 WOR 6 -6.33 penny-cap Short NaN -29.0 1.220589e+07 -25.0 Industrials 378 AL 9 -4.44 penny-cap Short NaN -9.0 1.182848e+07 -32.0 Industrials 551 ABM 7 -5.12 penny-cap Short NaN -45.0 1.161890e+07 -17.0 Industrials 631 KN 12 -5.20 penny-cap Short NaN -12.0 1.159160e+07 -35.0 Technology 387 NEU 11 -5.55 penny-cap Short NaN -11.0 1.105073e+07 -137.0 Basic Materials 369 FTDR 13 -3.95 penny-cap Short NaN -13.0 9.661231e+06 -43.0 Consumer Cyclical 420 AAON 14 -3.36 penny-cap Short NaN -14.0 9.501550e+06 -64.0 Industrials 494 ROCK 15 -2.81 penny-cap Short NaN -34.0 9.198984e+06 -34.0 Industrials 612 BANF 9 -0.43 penny-cap Short NaN -25.0 8.746746e+06 -21.0 Financial Services 677 LTC 14 -1.67 penny-cap Short NaN -63.0 8.566943e+06 -38.0 Real Estate 562 RCUS 26 -20.17 penny-cap Short NaN -33.0 8.491710e+06 -63.0 Healthcare 552 ESE 29 -9.15 penny-cap Short NaN -37.0 7.826742e+06 -31.0 Technology 559 FIBK 10 -6.55 penny-cap Short NaN -64.0 7.282660e+06 -31.0 Financial Services 606 SKYW 13 -3.55 penny-cap Short NaN -13.0 6.768254e+06 -37.0 Industrials 712 CVGW 10 -6.25 penny-cap Short NaN -40.0 6.593380e+06 -37.0 Consumer Defensive 687 HTLD 24 -5.23 penny-cap Short NaN -44.0 6.477561e+06 -30.0 Industrials 777 BJRI 9 -5.60 penny-cap Short NaN -65.0 6.139168e+06 -25.0 Consumer Cyclical 483 PCI 6 -0.72 penny-cap Short NaN -30.0 6.026962e+06 -24.0 Financial Services 630 GCP 6 0.70 penny-cap Short NaN -24.0 6.010353e+06 -21.0 Basic Materials 792 ENTA 10 -2.93 penny-cap Short NaN -32.0 5.954713e+06 -26.0 Healthcare 723 OMER 6 3.71 penny-cap Short NaN -82.0 5.784637e+06 -60.0 Healthcare 725 PGTI 10 -2.54 penny-cap Short NaN -30.0 5.753176e+06 -24.0 Industrials 569 MANU 7 -0.58 penny-cap Short NaN -31.0 5.541174e+06 -36.0 Consumer Cyclical 651 CLBK 11 -0.58 penny-cap Short NaN -37.0 5.126559e+06 -15.0 Financial Services 786 DENN 7 -3.06 penny-cap Short NaN -33.0 5.070559e+06 -33.0 Consumer Cyclical 770 ORIC 13 -3.63 penny-cap Short NaN -13.0 4.746327e+06 -77.0 Healthcare 761 CHCO 9 -1.82 penny-cap Short NaN -60.0 4.723420e+06 -40.0 Financial Services 644 FBK 11 -5.11 penny-cap Short NaN -63.0 4.692843e+06 -40.0 Financial Services 758 JOUT 20 -2.56 penny-cap Short NaN -45.0 4.499945e+06 -25.0 Consumer Cyclical 598 FRME 9 -1.88 penny-cap Short NaN -62.0 4.102327e+06 -21.0 Financial Services 774 PFC 15 -5.49 penny-cap Short NaN -64.0 3.926353e+06 -39.0 Financial Services 753 PLUS 16 -5.34 penny-cap Short NaN -30.0 3.591108e+06 -24.0 Technology 780 KRA 9 -3.62 penny-cap Short NaN -37.0 3.419423e+06 -38.0 Basic Materials 733 SWM 17 -2.99 penny-cap Short NaN -65.0 3.014917e+06 -30.0 Basic Materials 685 WABC 9 -2.54 penny-cap Short NaN -64.0 2.954486e+06 -21.0 Financial Services 648 CFFN 20 -0.89 penny-cap Short NaN -20.0 2.793355e+06 -55.0 Financial Services 767 ECOL 17 -5.44 penny-cap Short NaN -61.0 2.564634e+06 -24.0 Industrials 746 NRC 7 1.78 penny-cap Short NaN -15.0 2.561024e+06 -12.0 Healthcare 679 HY 10 -3.35 penny-cap Short NaN -10.0 2.208600e+06 -53.0 Industrials 639 SPNS 14 0.12 penny-cap Short NaN -35.0 2.163586e+06 -35.0 Technology 408 ARD 9 -1.53 penny-cap Short NaN -60.0 2.104824e+06 -20.0 Consumer Cyclical 750 RMAX 10 -4.82 penny-cap Short NaN -67.0 2.049867e+06 -50.0 Real Estate 772 FOR 8 -4.08 penny-cap Short NaN -34.0 2.035152e+06 -22.0 Real Estate 703 BATRA 6 0.19 penny-cap Short NaN -6.0 1.710318e+06 -45.0 Communication Services 704 BATRK 7 -0.18 penny-cap Short NaN -15.0 1.646447e+06 -42.0 Communication Services 589 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -132.0 unknown 590 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 496 TCBIP 16 -0.10 penny-cap Short NaN -32.0 0.000000e+00 -136.0 Financial Services Mean Return: -3.3964705882352946 Mean Day/Week: 11.129411764705882 Accuracy:0.8588235294117647 ************************************** ************************************** 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Stock daily Filter Report for 2021/06/22 05-40-10
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 2 Communication Services 8 Consumer Cyclical 7 Consumer Defensive 4 Energy 9 Financial Services 12 Healthcare 32 Industrials 9 Real Estate 16 Technology 29 Utilities 1 **************************************** big_industry_downtrending_count tickers industry Basic Materials 6 Communication Services 7 Consumer Cyclical 10 Consumer Defensive 9 Financial Services 16 Healthcare 6 Industrials 14 Real Estate 1 Technology 15 Utilities 5 *******************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 61 KLAC 2 1.42 big-cap Short NaN -2.0 2.695340e+08 -5.0 Technology 136 PPL 2 1.85 big-cap Short NaN -4.0 1.510873e+08 -4.0 Utilities 137 QRVO 2 1.18 big-cap Short NaN -2.0 1.377337e+08 -5.0 Technology 210 DAR 3 -2.99 big-cap Short NaN -4.0 1.321221e+08 -5.0 Consumer Defensive 217 AQN 1 0.00 big-cap Short NaN -1.0 6.978655e+07 -5.0 Utilities Mean Return: 0.365 Mean Day/Week: 2.5 Accuracy:0.25 *******************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 196 CABO 2 -1.88 big-cap Long NaN 22.0 1.216853e+08 3.0 Communication Services Mean Return: -1.88 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 64 MET 1 0.00 big-cap Short NaN -28.0 3.351195e+08 -3.0 Financial Services 41 CB 1 0.00 big-cap Short NaN -9.0 3.294920e+08 -3.0 Financial Services 42 TFC 2 3.20 big-cap Short NaN -14.0 2.763279e+08 -3.0 Financial Services 61 KLAC 2 1.42 big-cap Short NaN -2.0 2.695340e+08 -5.0 Technology 133 FTV 3 0.04 big-cap Short NaN -8.0 2.370554e+08 -4.0 Technology 136 PPL 2 1.85 big-cap Short NaN -4.0 1.510873e+08 -4.0 Utilities 216 SNA 1 0.00 big-cap Short NaN -23.0 1.388666e+08 -4.0 Industrials 137 QRVO 2 1.18 big-cap Short NaN -2.0 1.377337e+08 -5.0 Technology 210 DAR 3 -2.99 big-cap Short NaN -4.0 1.321221e+08 -5.0 Consumer Defensive 88 TRV 2 2.69 big-cap Short NaN -24.0 1.248389e+08 -3.0 Financial Services 162 HPE 2 1.94 big-cap Short NaN -54.0 1.174401e+08 -4.0 Technology 185 ACGL 1 0.00 big-cap Short NaN -41.0 7.392126e+07 -3.0 Financial Services 217 AQN 1 0.00 big-cap Short NaN -1.0 6.978655e+07 -5.0 Utilities 113 SLF 1 0.00 big-cap Short NaN -27.0 2.006735e+07 -5.0 Financial Services 69 PUK 1 0.00 big-cap Short NaN -54.0 4.504934e+06 -4.0 Financial Services Mean Return: 1.1662499999999998 Mean Day/Week: 3.125 Accuracy:0.125 *******************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 84 INFO 5 0.74 big-cap Long NaN 5.0 2.410797e+08 78.0 Industrials 155 HZNP 1 0.00 big-cap Long NaN 1.0 2.001649e+08 26.0 Healthcare 118 CPRT 1 0.00 big-cap Long NaN 1.0 1.909200e+08 52.0 Industrials 134 WST 2 1.50 big-cap Long NaN 2.0 1.025933e+08 53.0 Healthcare 90 CTAS 1 0.00 big-cap Long NaN 4.0 9.374022e+07 60.0 Industrials 142 FITBI 5 0.83 big-cap Long NaN 5.0 4.251887e+05 9.0 Financial Services Mean Return: 1.0233333333333334 Mean Day/Week: 5.0 Accuracy:1.0 *******************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 3 DIS 2 0.90 big-cap Short NaN -2.0 1.426262e+09 -41.0 Communication Services 32 BDX 1 0.00 big-cap Short NaN -3.0 3.389644e+08 -19.0 Healthcare 61 KLAC 2 1.42 big-cap Short NaN -2.0 2.695340e+08 -5.0 Technology 99 ES 2 0.96 big-cap Short NaN -2.0 1.588278e+08 -19.0 Utilities 35 CNI 3 -0.90 big-cap Short NaN -3.0 1.527088e+08 -29.0 Industrials 136 PPL 2 1.85 big-cap Short NaN -4.0 1.510873e+08 -4.0 Utilities 137 QRVO 2 1.18 big-cap Short NaN -2.0 1.377337e+08 -5.0 Technology 210 DAR 3 -2.99 big-cap Short NaN -4.0 1.321221e+08 -5.0 Consumer Defensive 135 EIX 1 0.00 big-cap Short NaN -1.0 1.315773e+08 -19.0 Utilities 193 MPW 2 2.27 big-cap Short NaN -2.0 1.266271e+08 -35.0 Real Estate 189 CREE 1 0.00 big-cap Short NaN -1.0 8.949202e+07 -37.0 Technology 217 AQN 1 0.00 big-cap Short NaN -1.0 6.978655e+07 -5.0 Utilities 178 SQM 1 0.00 big-cap Short NaN -1.0 4.953770e+07 -25.0 Basic Materials 161 NMR 3 -1.87 big-cap Short NaN -3.0 1.862084e+06 -59.0 Financial Services 179 LBTYB 1 0.00 big-cap Short NaN -4.0 1.284980e+03 -27.0 Communication Services Mean Return: 0.31333333333333335 Mean Day/Week: 3.0 Accuracy:0.3333333333333333 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 2 NVDA 19 16.78 big-cap Long NaN 19.0 1.236404e+10 53.0 Technology 0 MSFT 7 1.85 big-cap Long NaN 8.0 6.317228e+09 78.0 Technology 1 GOOG 11 2.54 big-cap Long NaN 11.0 3.211765e+09 78.0 Communication Services 6 CRM 16 2.77 big-cap Long NaN 19.0 1.432539e+09 22.0 Technology 5 ADBE 8 5.88 big-cap Long NaN 12.0 1.336741e+09 56.0 Technology 10 LLY 11 0.29 big-cap Long NaN 33.0 7.673486e+08 23.0 Healthcare 8 MRK 7 1.50 big-cap Long NaN 7.0 6.956242e+08 8.0 Healthcare 68 BIIB 11 -3.58 big-cap Long NaN 11.0 6.920491e+08 35.0 Healthcare 39 EQIX 27 14.55 big-cap Long NaN 64.0 6.375946e+08 47.0 Real Estate 14 BMY 6 -0.68 big-cap Long NaN 6.0 5.739830e+08 49.0 Healthcare 30 SPGI 6 0.87 big-cap Long NaN 6.0 5.719504e+08 78.0 Financial Services 13 TMUS 18 4.28 big-cap Long NaN 74.0 5.516943e+08 56.0 Communication Services 20 INTU 24 13.75 big-cap Long NaN 24.0 5.000344e+08 29.0 Technology 58 BX 20 7.58 big-cap Long NaN 20.0 4.424438e+08 78.0 Financial Services 122 NET 11 16.76 big-cap Long NaN 19.0 4.290060e+08 24.0 Technology 26 ISRG 6 2.43 big-cap Long NaN 6.0 3.826096e+08 51.0 Healthcare 51 REGN 9 2.41 big-cap Long NaN 12.0 3.592806e+08 41.0 Healthcare 19 AMT 15 4.05 big-cap Long NaN 15.0 3.476890e+08 63.0 Real Estate 16 AZN 9 1.25 big-cap Long NaN 68.0 3.069483e+08 47.0 Healthcare 173 DPZ 9 3.97 big-cap Long NaN 9.0 2.870780e+08 54.0 Consumer Cyclical 34 ZTS 8 2.47 big-cap Long NaN 8.0 2.853289e+08 50.0 Healthcare 66 LULU 6 4.33 big-cap Long NaN 18.0 2.850104e+08 46.0 Consumer Cyclical 201 BSY 14 11.42 big-cap Long NaN 21.0 2.734831e+08 57.0 Technology 40 PBR 26 19.64 big-cap Long NaN 64.0 2.650212e+08 30.0 Energy 54 EW 20 7.61 big-cap Long NaN 20.0 2.103969e+08 51.0 Healthcare 108 MTD 6 0.96 big-cap Long NaN 6.0 2.067075e+08 54.0 Healthcare 157 NVCR 15 8.60 big-cap Long NaN 15.0 2.058325e+08 49.0 Healthcare 67 VEEV 9 5.96 big-cap Long NaN 18.0 2.047223e+08 18.0 Healthcare 73 PSA 12 5.73 big-cap Long NaN 12.0 2.040955e+08 78.0 Real Estate 126 FTNT 12 7.14 big-cap Long NaN 12.0 1.940114e+08 78.0 Technology 43 ILMN 7 1.76 big-cap Long NaN 21.0 1.903307e+08 17.0 Healthcare 89 MSCI 6 4.99 big-cap Long NaN 6.0 1.873948e+08 57.0 Financial Services 131 NDAQ 12 5.32 big-cap Long NaN 12.0 1.868632e+08 78.0 Financial Services 79 A 8 2.36 big-cap Long NaN 16.0 1.826566e+08 55.0 Healthcare 149 ALNY 9 8.63 big-cap Long NaN 23.0 1.815517e+08 17.0 Healthcare 123 WORK 16 1.23 big-cap Long NaN 21.0 1.766794e+08 24.0 Technology 72 IDXX 19 8.96 big-cap Long NaN 19.0 1.675379e+08 27.0 Healthcare 97 SBAC 16 7.51 big-cap Long NaN 16.0 1.670177e+08 64.0 Real Estate 156 WAT 9 4.35 big-cap Long NaN 9.0 1.658981e+08 61.0 Healthcare 56 ITUB 30 19.40 big-cap Long NaN 70.0 1.635206e+08 42.0 Financial Services 127 ANET 27 15.36 big-cap Long NaN 60.0 1.577706e+08 53.0 Technology 55 MCO 6 2.32 big-cap Long NaN 6.0 1.572595e+08 75.0 Financial Services 152 AVTR 8 4.28 big-cap Long NaN 8.0 1.571732e+08 56.0 Basic Materials 119 WELL 13 5.03 big-cap Long NaN 14.0 1.464319e+08 78.0 Real Estate 166 MAA 14 3.17 big-cap Long NaN 14.0 1.174094e+08 78.0 Real Estate 105 SGEN 9 1.81 big-cap Long NaN 54.0 1.130697e+08 25.0 Healthcare 215 CPT 20 8.43 big-cap Long NaN 20.0 1.121626e+08 78.0 Real Estate 182 CRL 8 1.67 big-cap Long NaN 8.0 1.116848e+08 78.0 Healthcare 101 RMD 9 12.53 big-cap Long NaN 20.0 1.091430e+08 35.0 Healthcare 7 NVS 14 5.57 big-cap Long NaN 31.0 1.003048e+08 32.0 Healthcare 194 CVE 15 12.83 big-cap Long NaN 15.0 9.463910e+07 17.0 Energy 167 EXR 13 6.93 big-cap Long NaN 13.0 9.073949e+07 78.0 Real Estate 154 PKI 8 4.25 big-cap Long NaN 8.0 8.876410e+07 33.0 Healthcare 170 BMRN 8 -3.50 big-cap Long NaN 22.0 8.867650e+07 22.0 Healthcare 184 TECH 8 1.11 big-cap Long NaN 8.0 8.401848e+07 78.0 Healthcare 33 INFY 10 5.27 big-cap Long NaN 21.0 8.062872e+07 18.0 Technology 77 BBD 18 10.77 big-cap Long NaN 35.0 7.933561e+07 33.0 Financial Services 139 EPAM 10 5.92 big-cap Long NaN 10.0 7.893267e+07 73.0 Technology 120 XP 7 3.43 big-cap Long NaN 10.0 7.858997e+07 16.0 Financial Services 203 ELS 20 7.82 big-cap Long NaN 20.0 6.047148e+07 70.0 Real Estate 12 NVO 12 2.12 big-cap Long NaN 49.0 5.781806e+07 45.0 Healthcare 9 TM 25 12.27 big-cap Long NaN 25.0 5.037905e+07 28.0 Consumer Cyclical 202 BAH 20 3.36 big-cap Long NaN 20.0 4.978430e+07 39.0 Industrials 115 GMAB 25 12.14 big-cap Long NaN 56.0 3.359236e+07 33.0 Healthcare 195 NTCO 27 20.73 big-cap Long NaN 52.0 1.513695e+07 33.0 Consumer Defensive 130 FMS 12 1.06 big-cap Long NaN 72.0 1.196171e+07 43.0 Healthcare 110 BSBR 27 18.91 big-cap Long NaN 48.0 1.056523e+07 33.0 Financial Services 18 PTR 10 6.44 big-cap Long NaN 33.0 7.815204e+06 34.0 Energy 177 VIV 8 1.75 big-cap Long NaN 37.0 7.411095e+06 17.0 Communication Services 191 JHX 7 0.86 big-cap Long NaN 7.0 6.229378e+05 60.0 Basic Materials Mean Return: 6.175142857142858 Mean Day/Week: 13.257142857142858 Accuracy:0.9571428571428572 *******************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 23 DE 6 0.77 big-cap Short NaN -60.0 6.674667e+08 -16.0 Industrials 138 FLT 11 -3.49 big-cap Short NaN -32.0 6.411098e+08 -29.0 Technology 141 VIPS 14 -29.08 big-cap Short NaN -61.0 5.228728e+08 -57.0 Consumer Cyclical 125 DAL 6 -0.24 big-cap Short NaN -6.0 4.505742e+08 -15.0 Industrials 28 BKNG 7 -1.78 big-cap Short NaN -34.0 4.500862e+08 -15.0 Consumer Cyclical 36 FISV 13 -4.02 big-cap Short NaN -39.0 3.902462e+08 -30.0 Technology 60 TAL 32 -76.27 big-cap Short NaN -32.0 3.822466e+08 -72.0 Consumer Defensive 46 VRTX 7 -2.74 big-cap Short NaN -7.0 3.796781e+08 -7.0 Healthcare 180 HBAN 8 -4.53 big-cap Short NaN -12.0 3.016895e+08 -29.0 Financial Services 78 LVS 13 -3.81 big-cap Short NaN -13.0 2.399607e+08 -34.0 Consumer Cyclical 71 CTSH 8 -2.16 big-cap Short NaN -32.0 2.317880e+08 -32.0 Technology 86 PH 6 -2.92 big-cap Short NaN -47.0 2.262877e+08 -13.0 Industrials 169 ON 12 -4.47 big-cap Short NaN -12.0 2.130836e+08 -15.0 Technology 116 CLX 19 -3.22 big-cap Short NaN -38.0 1.943759e+08 -29.0 Consumer Defensive 198 SAM 7 -4.19 big-cap Short NaN -38.0 1.912443e+08 -24.0 Consumer Defensive 98 CTVA 8 -2.56 big-cap Short NaN -33.0 1.657933e+08 -23.0 Basic Materials 165 DRI 6 -2.90 big-cap Short NaN -57.0 1.440666e+08 -15.0 Consumer Cyclical 104 BLL 11 -1.70 big-cap Short NaN -28.0 1.283140e+08 -19.0 Consumer Cyclical 190 SMG 13 -3.34 big-cap Short NaN -47.0 1.170869e+08 -23.0 Basic Materials 146 IR 8 -0.79 big-cap Short NaN -36.0 1.055738e+08 -13.0 Industrials 174 CPB 9 -0.79 big-cap Short NaN -10.0 1.012767e+08 -11.0 Consumer Defensive 82 MFC 7 -4.12 big-cap Short NaN -59.0 8.054507e+07 -23.0 Financial Services 175 ABCL 11 -13.68 big-cap Short NaN -13.0 5.692382e+07 -18.0 Healthcare 208 WB 7 1.20 big-cap Short NaN -7.0 5.635924e+07 -14.0 Communication Services 109 IBKR 11 -4.16 big-cap Short NaN -65.0 4.808916e+07 -38.0 Financial Services 176 ATHM 23 -27.71 big-cap Short NaN -23.0 4.453650e+07 -74.0 Communication Services 200 KC 6 -4.29 big-cap Short NaN -6.0 4.402190e+07 -67.0 Technology 53 PHG 6 -5.99 big-cap Short NaN -39.0 3.571152e+07 -17.0 Healthcare 199 PLTK 8 -5.82 big-cap Short NaN -8.0 2.750054e+07 -13.0 Communication Services 211 DNB 11 -0.25 big-cap Short NaN -31.0 2.575902e+07 -33.0 Technology 187 ERIE 36 -11.61 big-cap Short NaN -36.0 1.077809e+07 -76.0 Financial Services 183 HBANO 8 -0.04 big-cap Short NaN -37.0 6.454627e+05 -37.0 Financial Services 188 ZNH 11 -0.81 big-cap Short NaN -11.0 1.429904e+05 -36.0 Industrials 147 DISCB 6 -2.73 big-cap Short NaN -50.0 7.062150e+04 -27.0 Communication Services Mean Return: -6.889411764705883 Mean Day/Week: 11.029411764705882 Accuracy:0.9411764705882353 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 2 Consumer Cyclical 1 Consumer Defensive 1 Energy 6 Financial Services 1 Healthcare 7 Industrials 3 Real Estate 10 Technology 11 Utilities 2 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 2 Consumer Cyclical 13 Consumer Defensive 5 Energy 1 Financial Services 19 Healthcare 5 Industrials 15 Real Estate 1 Technology 6 *******************Part 2.1 Small Cap Long Entry SPAN MACD********************* small_long_signal_entry_span_macd Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.2 Small Cap Short Entry SPAN MACD********************* small_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 231 BHC 3 -1.51 small-cap Short NaN -4.0 7.289156e+07 -5.0 Healthcare 245 OHI 2 2.37 small-cap Short NaN -2.0 5.730933e+07 -5.0 Real Estate 272 USFD 1 0.00 small-cap Short NaN -5.0 3.510207e+07 -5.0 Consumer Defensive 286 PB 3 -0.17 small-cap Short NaN -3.0 3.344224e+07 -3.0 Financial Services 238 ST 2 1.61 small-cap Short NaN -3.0 3.070087e+07 -4.0 Technology Mean Return: 0.5750000000000001 Mean Day/Week: 2.75 Accuracy:0.5 *******************Part 2.3 Small Cap Long Entry SPAN********************* small_long_signal_entry_span Empty DataFrame Columns: [Symbol, Day, Return, Market Cap, Long/Short, score, MACD Signal Count, Market Value, Span Signal Count, industry] Index: [] Mean Return: nan Mean Day/Week: nan Accuracy:nan *******************Part 2.4 Small Cap Short Entry SPAN********************* small_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 224 BG 1 0.00 small-cap Short NaN -22.0 1.736368e+08 -5.0 Consumer Defensive 261 ZION 2 4.73 small-cap Short NaN -20.0 1.081840e+08 -3.0 Financial Services 222 GL 2 3.74 small-cap Short NaN -22.0 7.818833e+07 -3.0 Financial Services 231 BHC 3 -1.51 small-cap Short NaN -4.0 7.289156e+07 -5.0 Healthcare 245 OHI 2 2.37 small-cap Short NaN -2.0 5.730933e+07 -5.0 Real Estate 309 SNV 1 0.00 small-cap Short NaN -29.0 4.923193e+07 -3.0 Financial Services 307 TPX 1 0.00 small-cap Short NaN -59.0 4.629409e+07 -4.0 Consumer Cyclical 324 PNFP 2 3.89 small-cap Short NaN -62.0 4.219690e+07 -3.0 Financial Services 272 USFD 1 0.00 small-cap Short NaN -5.0 3.510207e+07 -5.0 Consumer Defensive 286 PB 3 -0.17 small-cap Short NaN -3.0 3.344224e+07 -3.0 Financial Services 302 TKR 1 0.00 small-cap Short NaN -21.0 3.150298e+07 -5.0 Industrials 238 ST 2 1.61 small-cap Short NaN -3.0 3.070087e+07 -4.0 Technology 322 BOKF 2 4.31 small-cap Short NaN -9.0 1.567763e+07 -3.0 Financial Services Mean Return: 2.3712500000000003 Mean Day/Week: 2.875 Accuracy:0.25 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_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 2.6 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 260 COG 3 0.27 small-cap Short NaN -3.0 1.398674e+08 -52.0 Energy 231 BHC 3 -1.51 small-cap Short NaN -4.0 7.289156e+07 -5.0 Healthcare 245 OHI 2 2.37 small-cap Short NaN -2.0 5.730933e+07 -5.0 Real Estate 282 PFGC 4 0.81 small-cap Short NaN -4.0 5.107550e+07 -30.0 Consumer Defensive 228 GFL 4 -2.94 small-cap Short NaN -4.0 4.638022e+07 -23.0 Industrials 328 RAMP 5 -1.97 small-cap Short NaN -5.0 4.158316e+07 -137.0 Technology 272 USFD 1 0.00 small-cap Short NaN -5.0 3.510207e+07 -5.0 Consumer Defensive 286 PB 3 -0.17 small-cap Short NaN -3.0 3.344224e+07 -3.0 Financial Services 238 ST 2 1.61 small-cap Short NaN -3.0 3.070087e+07 -4.0 Technology 288 CDK 1 0.00 small-cap Short NaN -5.0 2.654509e+07 -7.0 Technology 289 LFUS 3 -2.56 small-cap Short NaN -3.0 1.947830e+07 -15.0 Technology 292 FIZZ 2 1.60 small-cap Short NaN -2.0 1.838322e+07 -13.0 Consumer Defensive 270 ANGI 2 0.52 small-cap Short NaN -2.0 7.961351e+06 -42.0 Communication Services 219 BSAC 2 0.58 small-cap Short NaN -2.0 3.546763e+06 -31.0 Financial Services Mean Return: -0.11583333333333329 Mean Day/Week: 3.0833333333333335 Accuracy:0.4166666666666667 *******************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 306 ASAN 12 43.45 small-cap Long NaN 22.0 3.604618e+08 23.0 Technology 230 FANG 14 6.16 small-cap Long NaN 14.0 2.502776e+08 17.0 Energy 235 BRKR 8 -1.60 small-cap Long NaN 9.0 1.191871e+08 78.0 Healthcare 223 DBX 9 0.76 small-cap Long NaN 20.0 1.154705e+08 26.0 Technology 287 NTNX 17 13.44 small-cap Long NaN 52.0 1.035869e+08 22.0 Technology 283 TRGP 18 20.16 small-cap Long NaN 40.0 8.550599e+07 78.0 Energy 249 ARWR 9 9.67 small-cap Long NaN 45.0 7.692666e+07 22.0 Healthcare 246 DNLI 14 13.84 small-cap Long NaN 26.0 6.871494e+07 20.0 Healthcare 301 COR 11 0.21 small-cap Long NaN 15.0 5.854365e+07 31.0 Real Estate 291 LSI 18 9.67 small-cap Long NaN 18.0 5.452648e+07 78.0 Real Estate 296 CACI 7 -1.29 small-cap Long NaN 7.0 5.381374e+07 56.0 Technology 280 VRT 26 13.52 small-cap Long NaN 26.0 4.917549e+07 56.0 Industrials 262 MANH 18 4.55 small-cap Long NaN 18.0 4.855097e+07 39.0 Technology 279 REXR 12 4.65 small-cap Long NaN 12.0 4.744150e+07 70.0 Real Estate 311 MPLN 24 18.55 small-cap Long NaN 51.0 3.930805e+07 27.0 Healthcare 271 CUBE 15 5.98 small-cap Long NaN 15.0 3.470653e+07 78.0 Real Estate 226 MRVI 13 10.54 small-cap Long NaN 13.0 3.351220e+07 78.0 Healthcare 250 MCFE 12 3.93 small-cap Long NaN 17.0 2.981988e+07 78.0 Technology 254 MBT 24 1.80 small-cap Long NaN 46.0 1.813597e+07 32.0 Communication Services 229 KOF 16 5.47 small-cap Long NaN 30.0 7.784227e+06 54.0 Consumer Defensive 332 ASR 7 -3.48 small-cap Long NaN 7.0 6.771125e+06 9.0 Industrials 298 FSV 10 3.28 small-cap Long NaN 10.0 5.581266e+06 78.0 Real Estate 239 AGNCM 6 -0.75 small-cap Long NaN 9.0 2.576738e+05 24.0 Real Estate Mean Return: 7.935217391304349 Mean Day/Week: 13.91304347826087 Accuracy:0.8260869565217391 *******************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 312 BPMC 15 -7.20 small-cap Short NaN -15.0 1.162105e+08 -36.0 Healthcare 233 LAD 13 -4.63 small-cap Short NaN -63.0 1.096634e+08 -33.0 Consumer Cyclical 255 YY 43 -33.32 small-cap Short NaN -76.0 9.791889e+07 -61.0 Communication Services 281 THO 15 -13.18 small-cap Short NaN -30.0 9.149386e+07 -25.0 Consumer Cyclical 274 BLD 13 -2.95 small-cap Short NaN -31.0 7.277518e+07 -21.0 Industrials 241 AGCO 10 -8.88 small-cap Short NaN -37.0 6.646323e+07 -16.0 Industrials 310 PSTH 11 -1.42 small-cap Short NaN -11.0 6.614360e+07 -69.0 Financial Services 253 RNR 23 -9.45 small-cap Short NaN -36.0 5.737112e+07 -30.0 Financial Services 327 RBC 11 -6.02 small-cap Short NaN -59.0 5.229202e+07 -25.0 Industrials 252 IAA 7 0.01 small-cap Short NaN -29.0 4.516330e+07 -17.0 Industrials 247 GNTX 11 -5.46 small-cap Short NaN -64.0 4.087928e+07 -30.0 Consumer Cyclical 273 RCM 18 -3.97 small-cap Short NaN -33.0 4.000605e+07 -35.0 Healthcare 275 CASY 7 -2.66 small-cap Short NaN -36.0 3.918887e+07 -9.0 Consumer Defensive 317 LSTR 11 -1.90 small-cap Short NaN -28.0 2.882819e+07 -14.0 Industrials 297 COLM 6 -1.32 small-cap Short NaN -35.0 2.874135e+07 -24.0 Consumer Cyclical 268 ALLK 13 2.27 small-cap Short NaN -13.0 2.620497e+07 -137.0 Healthcare 225 UHAL 17 -5.68 small-cap Short NaN -62.0 1.946426e+07 -23.0 Industrials 330 TNET 16 -4.11 small-cap Short NaN -38.0 1.372265e+07 -30.0 Industrials Mean Return: -6.103888888888889 Mean Day/Week: 14.444444444444445 Accuracy:0.8888888888888888 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 3 Consumer Cyclical 12 Consumer Defensive 7 Energy 24 Financial Services 32 Healthcare 43 Industrials 20 Real Estate 30 Technology 31 Utilities 2 unknown 4 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 11 Communication Services 5 Consumer Cyclical 43 Consumer Defensive 6 Energy 4 Financial Services 56 Healthcare 16 Industrials 45 Real Estate 6 Technology 18 Utilities 5 unknown 3 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 637 SYKE 1 0.0 penny-cap Long NaN 2.0 1.538566e+08 2.0 Technology 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 358 XRX 1 0.00 penny-cap Short NaN -1.0 6.108604e+07 -3.0 Technology 477 CNX 2 3.80 penny-cap Short NaN -2.0 4.514165e+07 -3.0 Energy 434 TRN 1 0.00 penny-cap Short NaN -2.0 3.343894e+07 -3.0 Industrials 376 HR 1 0.00 penny-cap Short NaN -1.0 2.210662e+07 -4.0 Real Estate 517 INDB 2 2.90 penny-cap Short NaN -2.0 2.041504e+07 -3.0 Financial Services 540 CTRE 1 0.00 penny-cap Short NaN -1.0 1.375452e+07 -5.0 Real Estate 498 CVBF 2 3.54 penny-cap Short NaN -3.0 1.102251e+07 -3.0 Financial Services 491 CWT 1 0.00 penny-cap Short NaN -1.0 1.010145e+07 -2.0 Utilities 647 SCS 1 0.00 penny-cap Short NaN -3.0 8.756141e+06 -3.0 Industrials 671 AROC 3 0.62 penny-cap Short NaN -3.0 6.088972e+06 -3.0 Energy 625 NWBI 2 2.37 penny-cap Short NaN -2.0 5.611729e+06 -3.0 Financial Services 524 CSQ 2 0.34 penny-cap Short NaN -2.0 3.687037e+06 -5.0 Financial Services Mean Return: 2.2616666666666663 Mean Day/Week: 3.1666666666666665 Accuracy:0.0 *******************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 621 TWO 1 0.0 penny-cap Long NaN 10.0 7.725030e+08 3.0 Real Estate 637 SYKE 1 0.0 penny-cap Long NaN 2.0 1.538566e+08 2.0 Technology 683 BLFS 2 2.3 penny-cap Long NaN 22.0 1.535633e+07 5.0 Healthcare Mean Return: 2.3 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 358 XRX 1 0.00 penny-cap Short NaN -1.0 6.108604e+07 -3.0 Technology 477 CNX 2 3.80 penny-cap Short NaN -2.0 4.514165e+07 -3.0 Energy 518 TEX 1 0.00 penny-cap Short NaN -20.0 3.679408e+07 -4.0 Industrials 434 TRN 1 0.00 penny-cap Short NaN -2.0 3.343894e+07 -3.0 Industrials 400 AVT 1 0.00 penny-cap Short NaN -36.0 2.874778e+07 -3.0 Technology 430 FNB 2 4.14 penny-cap Short NaN -62.0 2.621139e+07 -3.0 Financial Services 467 DAN 1 0.00 penny-cap Short NaN -9.0 2.581329e+07 -3.0 Consumer Cyclical 483 AIT 1 0.00 penny-cap Short NaN -23.0 2.462931e+07 -4.0 Industrials 376 HR 1 0.00 penny-cap Short NaN -1.0 2.210662e+07 -4.0 Real Estate 517 INDB 2 2.90 penny-cap Short NaN -2.0 2.041504e+07 -3.0 Financial Services 544 FULT 2 4.27 penny-cap Short NaN -62.0 1.854992e+07 -3.0 Financial Services 540 CTRE 1 0.00 penny-cap Short NaN -1.0 1.375452e+07 -5.0 Real Estate 666 HOPE 2 4.51 penny-cap Short NaN -59.0 1.104751e+07 -3.0 Financial Services 498 CVBF 2 3.54 penny-cap Short NaN -3.0 1.102251e+07 -3.0 Financial Services 491 CWT 1 0.00 penny-cap Short NaN -1.0 1.010145e+07 -2.0 Utilities 612 SBCF 2 4.69 penny-cap Short NaN -28.0 9.209295e+06 -3.0 Financial Services 647 SCS 1 0.00 penny-cap Short NaN -3.0 8.756141e+06 -3.0 Industrials 526 IBOC 1 0.00 penny-cap Short NaN -23.0 8.029142e+06 -3.0 Financial Services 535 FLOW 1 0.00 penny-cap Short NaN -24.0 7.862786e+06 -4.0 Industrials 719 TCBK 2 5.37 penny-cap Short NaN -8.0 6.495890e+06 -3.0 Financial Services 734 SXI 1 0.00 penny-cap Short NaN -21.0 6.475328e+06 -3.0 Industrials 671 AROC 3 0.62 penny-cap Short NaN -3.0 6.088972e+06 -3.0 Energy 625 NWBI 2 2.37 penny-cap Short NaN -2.0 5.611729e+06 -3.0 Financial Services 521 UTF 1 0.00 penny-cap Short NaN -29.0 4.996189e+06 -3.0 Financial Services 524 CSQ 2 0.34 penny-cap Short NaN -2.0 3.687037e+06 -5.0 Financial Services 692 EPAC 1 0.00 penny-cap Short NaN -27.0 3.510913e+06 -3.0 Industrials Mean Return: 3.3227272727272723 Mean Day/Week: 3.4545454545454546 Accuracy:0.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 707 RAVN 1 0.00 penny-cap Long NaN 1.0 4.530143e+08 43.0 Industrials 637 SYKE 1 0.00 penny-cap Long NaN 2.0 1.538566e+08 2.0 Technology 752 SBLK 4 -7.67 penny-cap Long NaN 4.0 3.726848e+07 78.0 Industrials 493 FHI 1 0.00 penny-cap Long NaN 4.0 2.411772e+07 34.0 Financial Services 635 CPG 1 0.00 penny-cap Long NaN 1.0 1.977968e+07 15.0 Energy 484 SMPL 5 1.88 penny-cap Long NaN 5.0 1.908701e+07 61.0 Consumer Defensive 554 VRRM 4 3.73 penny-cap Long NaN 4.0 1.099425e+07 13.0 Industrials 596 REPL 1 0.00 penny-cap Long NaN 1.0 1.094204e+07 10.0 Healthcare 700 VLRS 4 -0.54 penny-cap Long NaN 4.0 9.913620e+06 78.0 Industrials 689 INVA 1 0.00 penny-cap Long NaN 1.0 7.002234e+06 30.0 Healthcare 595 BSM 1 0.00 penny-cap Long NaN 5.0 5.716275e+06 51.0 Energy 399 SEB 2 0.19 penny-cap Long NaN 5.0 2.984335e+06 7.0 Industrials 536 NZF 2 0.53 penny-cap Long NaN 2.0 2.245049e+06 53.0 Financial Services 548 NAC 1 0.00 penny-cap Long NaN 1.0 2.033413e+06 53.0 Financial Services Mean Return: -0.3133333333333333 Mean Day/Week: 4.833333333333333 Accuracy:0.6666666666666666 *******************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 338 SAGE 5 -2.05 penny-cap Short NaN -5.0 6.689118e+07 -6.0 Healthcare 358 XRX 1 0.00 penny-cap Short NaN -1.0 6.108604e+07 -3.0 Technology 354 HFC 3 0.48 penny-cap Short NaN -3.0 6.099390e+07 -34.0 Energy 477 CNX 2 3.80 penny-cap Short NaN -2.0 4.514165e+07 -3.0 Energy 394 GOOS 4 -2.58 penny-cap Short NaN -4.0 4.485528e+07 -6.0 Consumer Cyclical 464 SNBR 2 1.53 penny-cap Short NaN -2.0 3.979228e+07 -42.0 Consumer Cyclical 441 TCBI 3 0.17 penny-cap Short NaN -3.0 3.649553e+07 -54.0 Financial Services 434 TRN 1 0.00 penny-cap Short NaN -2.0 3.343894e+07 -3.0 Industrials 471 MC 2 1.61 penny-cap Short NaN -2.0 3.029184e+07 -36.0 Financial Services 376 HR 1 0.00 penny-cap Short NaN -1.0 2.210662e+07 -4.0 Real Estate 583 MTOR 4 -6.89 penny-cap Short NaN -4.0 2.159089e+07 -57.0 Consumer Cyclical 517 INDB 2 2.90 penny-cap Short NaN -2.0 2.041504e+07 -3.0 Financial Services 601 COHU 1 0.00 penny-cap Short NaN -1.0 2.006357e+07 -37.0 Technology 654 BCAB 4 -2.51 penny-cap Short NaN -4.0 1.939533e+07 -52.0 Healthcare 359 JAMF 4 3.26 penny-cap Short NaN -4.0 1.687571e+07 -12.0 Technology 622 FSM 3 -2.50 penny-cap Short NaN -4.0 1.492956e+07 -13.0 Basic Materials 540 CTRE 1 0.00 penny-cap Short NaN -1.0 1.375452e+07 -5.0 Real Estate 643 ATSG 2 1.70 penny-cap Short NaN -2.0 1.256613e+07 -43.0 Industrials 698 ACLS 2 -0.86 penny-cap Short NaN -2.0 1.220933e+07 -30.0 Technology 498 CVBF 2 3.54 penny-cap Short NaN -3.0 1.102251e+07 -3.0 Financial Services 662 PRIM 3 -1.13 penny-cap Short NaN -3.0 1.088840e+07 -42.0 Industrials 690 AMTI 2 3.99 penny-cap Short NaN -2.0 1.065040e+07 -34.0 Healthcare 491 CWT 1 0.00 penny-cap Short NaN -1.0 1.010145e+07 -2.0 Utilities 743 WPRT 2 3.97 penny-cap Short NaN -2.0 9.063025e+06 -63.0 Consumer Cyclical 647 SCS 1 0.00 penny-cap Short NaN -3.0 8.756141e+06 -3.0 Industrials 659 CGEM 2 2.32 penny-cap Short NaN -2.0 8.718020e+06 -113.0 Healthcare 559 THRM 1 0.00 penny-cap Short NaN -5.0 8.477940e+06 -6.0 Consumer Cyclical 451 VNE 2 0.27 penny-cap Short NaN -2.0 8.115409e+06 -6.0 Consumer Cyclical 628 SMCI 4 -2.27 penny-cap Short NaN -5.0 7.781286e+06 -23.0 Technology 630 HMN 2 2.88 penny-cap Short NaN -2.0 7.247014e+06 -42.0 Financial Services 671 AROC 3 0.62 penny-cap Short NaN -3.0 6.088972e+06 -3.0 Energy 717 DBD 3 -0.76 penny-cap Short NaN -3.0 6.080968e+06 -37.0 Technology 625 NWBI 2 2.37 penny-cap Short NaN -2.0 5.611729e+06 -3.0 Financial Services 524 CSQ 2 0.34 penny-cap Short NaN -2.0 3.687037e+06 -5.0 Financial Services 396 MOR 3 -2.74 penny-cap Short NaN -3.0 2.944188e+06 -137.0 Healthcare 667 BATRA 5 -1.09 penny-cap Short NaN -5.0 1.074212e+06 -44.0 Communication Services 657 MNTK 1 0.00 penny-cap Short NaN -1.0 4.454266e+05 -104.0 Utilities 619 PRTC 3 0.00 penny-cap Short NaN -3.0 7.665000e+02 -29.0 Healthcare Mean Return: 0.3575862068965517 Mean Day/Week: 3.1379310344827585 Accuracy:0.3793103448275862 *******************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 356 AMC 7 14.04 penny-cap Long NaN 26.0 1.029288e+10 29.0 Communication Services 355 JOBS 15 4.85 penny-cap Long NaN 55.0 3.836724e+08 34.0 Industrials 653 DEN 22 26.08 penny-cap Long NaN 22.0 1.696161e+08 78.0 Energy 372 QTS 11 -0.58 penny-cap Long NaN 13.0 1.667262e+08 49.0 Real Estate 495 QFIN 12 11.04 penny-cap Long NaN 20.0 1.193067e+08 20.0 unknown 504 BNL 37 20.71 penny-cap Long NaN 59.0 1.029141e+08 47.0 Real Estate 587 CRC 24 13.89 penny-cap Long NaN 32.0 8.843617e+07 25.0 Energy 549 SIG 7 1.10 penny-cap Long NaN 7.0 6.932835e+07 10.0 Consumer Cyclical 527 CLNY 12 15.42 penny-cap Long NaN 12.0 6.040610e+07 78.0 Real Estate 351 JCOM 7 5.20 penny-cap Long NaN 7.0 5.953799e+07 78.0 Technology 520 MIC 11 0.48 penny-cap Long NaN 11.0 5.907027e+07 53.0 Industrials 421 SPT 13 29.59 penny-cap Long NaN 19.0 5.891436e+07 21.0 Technology 422 PZZA 6 3.35 penny-cap Long NaN 10.0 5.752754e+07 32.0 Consumer Cyclical 388 CDNA 11 5.30 penny-cap Long NaN 20.0 5.534224e+07 22.0 Healthcare 381 SWAV 22 15.65 penny-cap Long NaN 22.0 5.446775e+07 58.0 Healthcare 335 STAA 18 9.01 penny-cap Long NaN 18.0 5.445117e+07 57.0 Healthcare 572 DOMO 13 20.57 penny-cap Long NaN 20.0 5.103883e+07 22.0 Technology 401 ARVN 9 1.03 penny-cap Long NaN 25.0 4.588119e+07 17.0 Healthcare 429 AGIO 6 5.11 penny-cap Long NaN 11.0 4.468286e+07 57.0 Healthcare 369 SWCH 26 16.02 penny-cap Long NaN 57.0 4.111575e+07 48.0 Technology 497 KRTX 7 -0.04 penny-cap Long NaN 9.0 3.969617e+07 10.0 Healthcare 580 FTAI 8 10.92 penny-cap Long NaN 17.0 3.953979e+07 11.0 Industrials 432 VG 13 6.51 penny-cap Long NaN 23.0 3.934383e+07 27.0 Communication Services 560 SGRY 40 30.92 penny-cap Long NaN 40.0 3.711917e+07 78.0 Healthcare 726 FINV 7 9.56 penny-cap Long NaN 22.0 3.517646e+07 24.0 Financial Services 367 CRNC 10 -7.34 penny-cap Long NaN 18.0 3.198678e+07 14.0 Technology 528 CIM 25 12.88 penny-cap Long NaN 25.0 3.073942e+07 78.0 Real Estate 350 STAG 11 4.20 penny-cap Long NaN 11.0 3.037200e+07 78.0 Real Estate 510 NSA 14 8.06 penny-cap Long NaN 14.0 3.034452e+07 78.0 Real Estate 366 NAV 15 0.25 penny-cap Long NaN 52.0 3.031526e+07 56.0 Industrials 503 AXSM 8 4.80 penny-cap Long NaN 40.0 2.942351e+07 16.0 Healthcare 403 SVMK 8 8.00 penny-cap Long NaN 55.0 2.851490e+07 22.0 Technology 362 TRUP 10 9.32 penny-cap Long NaN 47.0 2.834393e+07 18.0 Financial Services 588 PRFT 50 23.63 penny-cap Long NaN 50.0 2.826521e+07 78.0 Technology 610 DRNA 12 19.62 penny-cap Long NaN 20.0 2.816544e+07 26.0 Healthcare 651 CNST 8 0.51 penny-cap Long NaN 25.0 2.607035e+07 14.0 Healthcare 691 ERJ 19 23.77 penny-cap Long NaN 19.0 2.487024e+07 78.0 Industrials 404 OPCH 9 2.18 penny-cap Long NaN 19.0 2.409206e+07 11.0 Healthcare 476 ACCD 9 2.09 penny-cap Long NaN 19.0 2.389209e+07 24.0 Healthcare 481 SHOO 10 -2.65 penny-cap Long NaN 10.0 2.359906e+07 75.0 Consumer Cyclical 415 AMN 15 2.79 penny-cap Long NaN 43.0 2.296929e+07 43.0 Healthcare 417 ALKS 18 10.55 penny-cap Long NaN 47.0 2.237312e+07 41.0 Healthcare 414 APLS 18 18.71 penny-cap Long NaN 47.0 2.229736e+07 25.0 Healthcare 472 MIME 29 15.39 penny-cap Long NaN 49.0 2.131172e+07 31.0 Technology 413 FOCS 16 7.20 penny-cap Long NaN 43.0 2.114281e+07 22.0 Financial Services 608 PMT 6 2.79 penny-cap Long NaN 11.0 1.972904e+07 12.0 Real Estate 374 DCP 15 12.57 penny-cap Long NaN 38.0 1.914801e+07 34.0 Energy 627 ZYME 9 -0.81 penny-cap Long NaN 48.0 1.593549e+07 15.0 Healthcare 611 HSKA 9 13.37 penny-cap Long NaN 9.0 1.572876e+07 26.0 Healthcare 704 PTEN 14 5.48 penny-cap Long NaN 33.0 1.552037e+07 18.0 Energy 473 AMRC 13 12.38 penny-cap Long NaN 52.0 1.529915e+07 18.0 Industrials 507 AZUL 20 24.86 penny-cap Long NaN 45.0 1.525175e+07 31.0 Industrials 603 RVNC 9 4.99 penny-cap Long NaN 9.0 1.462888e+07 43.0 Healthcare 562 PBH 30 12.65 penny-cap Long NaN 30.0 1.456920e+07 35.0 Healthcare 499 EXLS 33 9.76 penny-cap Long NaN 33.0 1.433953e+07 77.0 Technology 502 ITCI 11 6.68 penny-cap Long NaN 38.0 1.423231e+07 30.0 Healthcare 443 NSP 7 2.01 penny-cap Long NaN 25.0 1.391268e+07 22.0 Industrials 377 KRNT 6 -3.79 penny-cap Long NaN 20.0 1.373327e+07 18.0 Industrials 531 HCSG 9 4.61 penny-cap Long NaN 9.0 1.333069e+07 31.0 Healthcare 727 CRTX 13 22.17 penny-cap Long NaN 24.0 1.251050e+07 20.0 Healthcare 722 CRK 10 6.54 penny-cap Long NaN 35.0 1.232650e+07 16.0 Energy 746 MDP 13 7.11 penny-cap Long NaN 13.0 1.217413e+07 78.0 Communication Services 465 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 75.0 Financial Services 574 CVA 9 -2.27 penny-cap Long NaN 9.0 1.172958e+07 36.0 Industrials 759 CDMO 14 7.79 penny-cap Long NaN 14.0 1.126614e+07 78.0 Healthcare 386 INOV 9 0.90 penny-cap Long NaN 9.0 1.126234e+07 78.0 Healthcare 566 FLWS 12 8.52 penny-cap Long NaN 36.0 1.115287e+07 37.0 Consumer Cyclical 713 GTY 14 1.54 penny-cap Long NaN 14.0 1.088021e+07 75.0 Real Estate 684 IRT 15 6.42 penny-cap Long NaN 15.0 1.042246e+07 78.0 Real Estate 674 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 636 SUPN 6 2.51 penny-cap Long NaN 6.0 1.003468e+07 49.0 Healthcare 624 EBIX 7 -6.88 penny-cap Long NaN 15.0 9.731077e+06 10.0 Technology 431 CNS 30 13.75 penny-cap Long NaN 60.0 9.548161e+06 41.0 Financial Services 387 SAFE 7 2.06 penny-cap Long NaN 21.0 9.096955e+06 11.0 Real Estate 673 ETV 8 0.62 penny-cap Long NaN 8.0 8.630559e+06 59.0 Financial Services 740 AUDC 13 5.86 penny-cap Long NaN 52.0 8.548369e+06 33.0 Technology 438 SUN 13 3.29 penny-cap Long NaN 13.0 8.342551e+06 62.0 Energy 440 BRFS 19 17.26 penny-cap Long NaN 22.0 8.310996e+06 22.0 Consumer Defensive 532 MODV 9 4.91 penny-cap Long NaN 35.0 8.026134e+06 10.0 Healthcare 644 PRAA 16 2.77 penny-cap Long NaN 60.0 7.843799e+06 60.0 Financial Services 333 DAVA 24 24.28 penny-cap Long NaN 40.0 7.629230e+06 43.0 Technology 754 NESR 13 9.62 penny-cap Long NaN 13.0 7.581285e+06 33.0 Energy 679 RDWR 12 4.84 penny-cap Long NaN 21.0 7.537407e+06 31.0 Technology 660 EVV 12 1.77 penny-cap Long NaN 24.0 7.072448e+06 26.0 Financial Services 756 NXRT 17 8.97 penny-cap Long NaN 17.0 6.530397e+06 74.0 Real Estate 745 CMRE 14 7.11 penny-cap Long NaN 14.0 6.272203e+06 78.0 Industrials 433 NAD 22 3.00 penny-cap Long NaN 22.0 5.963211e+06 53.0 Financial Services 711 SCWX 13 27.42 penny-cap Long NaN 25.0 5.302676e+06 15.0 Technology 375 NEA 19 2.34 penny-cap Long NaN 19.0 5.027287e+06 53.0 Financial Services 551 AFYA 16 14.31 penny-cap Long NaN 16.0 4.166346e+06 31.0 Consumer Defensive 681 USAC 6 3.58 penny-cap Long NaN 6.0 4.025188e+06 27.0 Energy 646 BBN 10 0.39 penny-cap Long NaN 59.0 3.011610e+06 24.0 Financial Services 755 AWF 13 1.49 penny-cap Long NaN 19.0 2.808282e+06 26.0 Financial Services 699 NMZ 7 -0.03 penny-cap Long NaN 15.0 2.587773e+06 53.0 Financial Services 730 CHY 8 2.20 penny-cap Long NaN 15.0 2.377265e+06 54.0 Financial Services 702 NRK 14 1.20 penny-cap Long NaN 14.0 1.049240e+06 50.0 Financial Services 385 ESGRP 6 0.17 penny-cap Long NaN 12.0 5.234138e+05 57.0 Financial Services 701 LINX 16 4.21 penny-cap Long NaN 46.0 3.561547e+05 42.0 Technology 693 NYMTN 9 1.53 penny-cap Long NaN 13.0 3.159660e+05 25.0 Real Estate 694 NYMTO 6 0.39 penny-cap Long NaN 6.0 1.284727e+05 78.0 Real Estate 478 TDI 25 3.28 penny-cap Long NaN 25.0 4.785976e+04 55.0 unknown 496 FISK 14 4.47 penny-cap Long NaN 14.0 0.000000e+00 19.0 Real Estate Mean Return: 7.657156862745099 Mean Day/Week: 14.029411764705882 Accuracy:0.9117647058823529 *******************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 508 SAVE 12 -3.48 penny-cap Short NaN -12.0 1.144976e+08 -30.0 Industrials 439 SONO 9 -1.73 penny-cap Short NaN -45.0 1.131702e+08 -31.0 Technology 363 TRIP 6 0.57 penny-cap Short NaN -61.0 9.108449e+07 -38.0 Consumer Cyclical 456 SIX 8 3.07 penny-cap Short NaN -8.0 8.818243e+07 -34.0 Consumer Cyclical 550 SI 6 -0.75 penny-cap Short NaN -6.0 7.934707e+07 -45.0 Financial Services 337 NYCB 8 -3.11 penny-cap Short NaN -8.0 7.909625e+07 -34.0 Financial Services 539 WGO 10 -5.86 penny-cap Short NaN -29.0 6.925444e+07 -28.0 Consumer Cyclical 466 BXS 7 -3.83 penny-cap Short NaN -7.0 4.345243e+07 -44.0 Financial Services 452 ALGT 14 -8.48 penny-cap Short NaN -63.0 4.267837e+07 -35.0 Industrials 629 PLAY 7 -4.80 penny-cap Short NaN -56.0 4.143276e+07 -30.0 Consumer Cyclical 487 EAT 6 -3.43 penny-cap Short NaN -63.0 3.994154e+07 -36.0 Consumer Cyclical 420 TMHC 8 -2.29 penny-cap Short NaN -36.0 3.799939e+07 -14.0 Consumer Cyclical 425 CBRL 9 -7.21 penny-cap Short NaN -47.0 3.622132e+07 -30.0 Consumer Cyclical 463 ABG 8 -7.94 penny-cap Short NaN -39.0 3.621668e+07 -14.0 Consumer Cyclical 339 SAIA 9 1.92 penny-cap Short NaN -39.0 3.542000e+07 -14.0 Industrials 594 ADUS 9 -8.55 penny-cap Short NaN -9.0 3.406652e+07 -37.0 Healthcare 525 GCMG 11 -6.81 penny-cap Short NaN -27.0 3.204407e+07 -29.0 Financial Services 428 VSH 11 -8.41 penny-cap Short NaN -36.0 3.090064e+07 -30.0 Technology 511 ABM 6 -4.60 penny-cap Short NaN -44.0 3.022663e+07 -16.0 Industrials 542 PRPL 14 -5.96 penny-cap Short NaN -33.0 2.955466e+07 -23.0 Consumer Cyclical 523 RCUS 25 -16.94 penny-cap Short NaN -32.0 2.725371e+07 -62.0 Healthcare 342 KMPR 18 -3.77 penny-cap Short NaN -36.0 2.458726e+07 -30.0 Financial Services 706 MGNX 9 1.26 penny-cap Short NaN -35.0 2.346625e+07 -13.0 Healthcare 449 ENR 11 -3.82 penny-cap Short NaN -33.0 2.319045e+07 -16.0 Industrials 436 HI 9 -5.46 penny-cap Short NaN -62.0 2.259137e+07 -33.0 Industrials 582 AVYA 6 -2.36 penny-cap Short NaN -6.0 2.236935e+07 -34.0 Technology 741 BJRI 8 -6.26 penny-cap Short NaN -64.0 2.125216e+07 -24.0 Consumer Cyclical 533 THS 17 -4.26 penny-cap Short NaN -19.0 2.105181e+07 -34.0 Consumer Defensive 715 PLUS 15 -4.07 penny-cap Short NaN -29.0 1.955010e+07 -23.0 Technology 634 BALY 8 0.44 penny-cap Short NaN -8.0 1.906204e+07 -45.0 Consumer Cyclical 352 AL 8 -3.37 penny-cap Short NaN -8.0 1.838603e+07 -31.0 Industrials 426 KMT 13 -9.23 penny-cap Short NaN -44.0 1.798805e+07 -23.0 Industrials 416 MDC 6 1.10 penny-cap Short NaN -44.0 1.797573e+07 -15.0 Consumer Cyclical 593 KN 11 -5.72 penny-cap Short NaN -11.0 1.723447e+07 -34.0 Technology 409 CNNE 29 -7.31 penny-cap Short NaN -37.0 1.698197e+07 -34.0 Consumer Cyclical 479 UTZ 6 -4.92 penny-cap Short NaN -28.0 1.596466e+07 -27.0 Consumer Defensive 638 LTC 14 -2.14 penny-cap Short NaN -63.0 1.327815e+07 -38.0 Real Estate 578 BANF 8 -0.66 penny-cap Short NaN -24.0 1.324739e+07 -20.0 Financial Services 361 NEU 11 -5.70 penny-cap Short NaN -11.0 1.312353e+07 -137.0 Basic Materials 672 ASTE 9 -11.34 penny-cap Short NaN -38.0 1.295348e+07 -25.0 Industrials 658 MBUU 18 -1.85 penny-cap Short NaN -63.0 1.281359e+07 -24.0 Consumer Cyclical 655 AMWD 17 -7.40 penny-cap Short NaN -36.0 1.261908e+07 -28.0 Consumer Cyclical 512 ESE 28 -8.14 penny-cap Short NaN -37.0 1.242436e+07 -30.0 Technology 597 SAH 6 -2.39 penny-cap Short NaN -31.0 1.240867e+07 -23.0 Consumer Cyclical 389 AAON 13 -2.41 penny-cap Short NaN -13.0 1.197830e+07 -63.0 Industrials 571 SKYW 12 -2.69 penny-cap Short NaN -12.0 1.189704e+07 -36.0 Industrials 737 PFC 14 -7.83 penny-cap Short NaN -63.0 1.079187e+07 -38.0 Financial Services 675 CVGW 9 -6.44 penny-cap Short NaN -39.0 1.050449e+07 -36.0 Consumer Defensive 344 FTDR 12 -3.51 penny-cap Short NaN -12.0 9.649524e+06 -42.0 Consumer Cyclical 757 ENTA 9 -3.23 penny-cap Short NaN -31.0 8.975738e+06 -25.0 Healthcare 728 ACRS 10 -3.67 penny-cap Short NaN -49.0 8.821284e+06 -31.0 Healthcare 519 FIBK 9 -6.27 penny-cap Short NaN -63.0 8.558108e+06 -30.0 Financial Services 561 FRME 8 -1.42 penny-cap Short NaN -62.0 8.309055e+06 -20.0 Financial Services 602 FBK 10 -5.21 penny-cap Short NaN -62.0 8.076630e+06 -39.0 Financial Services 454 ROCK 14 -4.31 penny-cap Short NaN -33.0 7.845435e+06 -33.0 Industrials 744 KRA 8 -1.99 penny-cap Short NaN -36.0 7.541547e+06 -37.0 Basic Materials 723 CHCO 8 -1.74 penny-cap Short NaN -60.0 7.015312e+06 -39.0 Financial Services 609 CLBK 10 -0.76 penny-cap Short NaN -38.0 6.892606e+06 -14.0 Financial Services 605 CFFN 19 -0.73 penny-cap Short NaN -19.0 6.556397e+06 -54.0 Financial Services 751 DENN 6 -3.78 penny-cap Short NaN -32.0 6.549219e+06 -32.0 Consumer Cyclical 649 WABC 8 -2.80 penny-cap Short NaN -63.0 5.781063e+06 -20.0 Financial Services 650 HTLD 23 -7.70 penny-cap Short NaN -43.0 5.630148e+06 -29.0 Industrials 729 ECOL 16 -5.49 penny-cap Short NaN -61.0 5.572111e+06 -23.0 Industrials 530 MANU 6 0.00 penny-cap Short NaN -30.0 5.232087e+06 -35.0 Consumer Cyclical 688 PGTI 9 -2.36 penny-cap Short NaN -29.0 5.226088e+06 -23.0 Industrials 695 SWM 16 -3.11 penny-cap Short NaN -64.0 4.544879e+06 -29.0 Basic Materials 720 JOUT 19 -1.25 penny-cap Short NaN -44.0 4.294471e+06 -24.0 Consumer Cyclical 733 ORIC 12 -1.20 penny-cap Short NaN -12.0 3.149099e+06 -76.0 Healthcare 598 SPNS 13 0.52 penny-cap Short NaN -34.0 2.765030e+06 -34.0 Technology 712 RMAX 9 -4.82 penny-cap Short NaN -66.0 2.636099e+06 -49.0 Real Estate 640 HY 9 -4.38 penny-cap Short NaN -9.0 2.583384e+06 -52.0 Industrials 708 NRC 6 0.43 penny-cap Short NaN -14.0 2.496020e+06 -11.0 Healthcare 668 BATRK 6 -1.41 penny-cap Short NaN -14.0 1.993593e+06 -41.0 Communication Services 408 IFS 8 -1.94 penny-cap Short NaN -8.0 1.864573e+06 -11.0 Financial Services 735 FOR 7 -2.75 penny-cap Short NaN -33.0 1.739303e+06 -21.0 Real Estate 379 ARD 8 -1.99 penny-cap Short NaN -59.0 1.254034e+06 -19.0 Consumer Cyclical 552 UZC 13 0.04 penny-cap Short NaN -36.0 6.440420e+05 -133.0 unknown 459 TCBIL 12 0.12 penny-cap Short NaN -37.0 3.601879e+05 -137.0 unknown 645 HLG 63 -36.24 penny-cap Short NaN -63.0 2.064178e+05 -137.0 Consumer Defensive 553 HWCPL 11 -0.32 penny-cap Short NaN -32.0 4.250000e+04 -33.0 unknown 458 TCBIP 15 -0.10 penny-cap Short NaN -31.0 0.000000e+00 -136.0 Financial Services Mean Return: -4.058395061728396 Mean Day/Week: 11.703703703703704 Accuracy:0.8641975308641975 ************************************** ************************************** ************************************** Error: ['CHRS2 Error: *** YAHOO! FINANCE IS CURRENTLY DOWN! ***\nOur engineers are working quickly to resolve the issue. Thank you for your patience.', 'NYMTP2 Error: Expecting value: line 1 column 1 (char 0)']
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Stock daily Filter Report for 2021/06/19 05-40-11
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 7 Consumer Cyclical 6 Consumer Defensive 3 Energy 5 Financial Services 11 Healthcare 29 Industrials 4 Real Estate 10 Technology 26 **************************************** big_industry_downtrending_count tickers industry Basic Materials 4 Communication Services 6 Consumer Cyclical 10 Consumer Defensive 9 Financial Services 11 Healthcare 6 Industrials 12 Real Estate 1 Technology 13 Utilities 3 *******************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 50 KLAC 1 0.00 big-cap Short NaN -1.0 5.859675e+08 -4.0 Technology 111 QRVO 1 0.00 big-cap Short NaN -1.0 3.635737e+08 -4.0 Technology 175 DAR 2 -5.48 big-cap Short NaN -3.0 2.713849e+08 -4.0 Consumer Defensive 110 PPL 1 0.00 big-cap Short NaN -3.0 2.651749e+08 -3.0 Utilities Mean Return: -5.48 Mean Day/Week: 5.0 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 163 CABO 1 0.0 big-cap Long NaN 21.0 1.844561e+08 2.0 Communication Services Mean Return: nan Mean Day/Week: inf Accuracy:nan *******************Part 1.4 Big Cap Short Entry SPAN********************* big_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 36 TFC 1 0.00 big-cap Short NaN -13.0 6.888656e+08 -2.0 Financial Services 50 KLAC 1 0.00 big-cap Short NaN -1.0 5.859675e+08 -4.0 Technology 74 TRV 1 0.00 big-cap Short NaN -23.0 4.500540e+08 -2.0 Financial Services 107 FTV 2 -0.79 big-cap Short NaN -7.0 4.362142e+08 -3.0 Technology 111 QRVO 1 0.00 big-cap Short NaN -1.0 3.635737e+08 -4.0 Technology 175 DAR 2 -5.48 big-cap Short NaN -3.0 2.713849e+08 -4.0 Consumer Defensive 110 PPL 1 0.00 big-cap Short NaN -3.0 2.651749e+08 -3.0 Utilities 135 HPE 1 0.00 big-cap Short NaN -56.0 1.599559e+08 -3.0 Technology 154 HAS 2 -0.88 big-cap Short NaN -27.0 8.825559e+07 -5.0 Consumer Cyclical Mean Return: -2.3833333333333333 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 14 BMY 5 -1.22 big-cap Long NaN 5.0 9.313604e+08 48.0 Healthcare 29 SPGI 5 -1.39 big-cap Long NaN 5.0 9.297870e+08 78.0 Financial Services 86 MTD 5 0.09 big-cap Long NaN 5.0 6.278426e+08 53.0 Healthcare 26 ISRG 5 0.71 big-cap Long NaN 5.0 5.929009e+08 50.0 Healthcare 124 HUBS 2 3.97 big-cap Long NaN 5.0 4.361769e+08 11.0 Technology 44 MCO 5 0.34 big-cap Long NaN 5.0 3.676025e+08 74.0 Financial Services 75 MSCI 5 2.47 big-cap Long NaN 5.0 3.162411e+08 56.0 Financial Services 70 INFO 5 -1.47 big-cap Long NaN 5.0 2.941412e+08 78.0 Industrials 109 WST 1 0.00 big-cap Long NaN 1.0 1.828706e+08 52.0 Healthcare 115 FITBI 4 0.73 big-cap Long NaN 4.0 4.276111e+05 8.0 Financial Services Mean Return: 0.47000000000000003 Mean Day/Week: 4.666666666666667 Accuracy:0.6666666666666666 *******************Part 1.6 Big Cap Short Entry MACD********************* big_short_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 DIS 1 0.00 big-cap Short NaN -1.0 2.091664e+09 -40.0 Communication Services 50 KLAC 1 0.00 big-cap Short NaN -1.0 5.859675e+08 -4.0 Technology 63 MAR 2 -2.09 big-cap Short NaN -2.0 3.971113e+08 -29.0 Consumer Cyclical 32 CNI 1 0.00 big-cap Short NaN -1.0 3.673751e+08 -38.0 Industrials 111 QRVO 1 0.00 big-cap Short NaN -1.0 3.635737e+08 -4.0 Technology 80 ES 1 0.00 big-cap Short NaN -1.0 3.153427e+08 -18.0 Utilities 167 KC 5 -0.96 big-cap Short NaN -5.0 3.028663e+08 -66.0 Technology 175 DAR 2 -5.48 big-cap Short NaN -3.0 2.713849e+08 -4.0 Consumer Defensive 160 MPW 1 0.00 big-cap Short NaN -1.0 2.699202e+08 -34.0 Real Estate 110 PPL 1 0.00 big-cap Short NaN -3.0 2.651749e+08 -3.0 Utilities 76 PCAR 1 0.00 big-cap Short NaN -5.0 2.474998e+08 -10.0 Industrials 134 NMR 3 -3.97 big-cap Short NaN -3.0 2.002314e+06 -58.0 Financial Services Mean Return: -3.125 Mean Day/Week: 5.0 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 NVDA 18 17.91 big-cap Long NaN 18.0 1.800548e+10 52.0 Technology 0 MSFT 6 0.61 big-cap Long NaN 7.0 9.610775e+09 80.0 Technology 1 GOOG 10 1.83 big-cap Long NaN 10.0 6.512790e+09 80.0 Communication Services 5 ADBE 7 5.57 big-cap Long NaN 11.0 3.648521e+09 55.0 Technology 34 EQIX 26 14.58 big-cap Long NaN 63.0 2.119450e+09 46.0 Real Estate 7 CRM 15 2.07 big-cap Long NaN 18.0 1.722147e+09 21.0 Technology 9 MRK 6 1.32 big-cap Long NaN 6.0 1.479752e+09 7.0 Healthcare 56 BIIB 10 -1.64 big-cap Long NaN 10.0 1.099863e+09 34.0 Healthcare 11 LLY 10 -1.60 big-cap Long NaN 32.0 8.741987e+08 22.0 Healthcare 16 AZN 8 1.35 big-cap Long NaN 68.0 8.216933e+08 46.0 Healthcare 20 AMT 14 3.37 big-cap Long NaN 14.0 7.367469e+08 62.0 Real Estate 98 NET 10 17.35 big-cap Long NaN 18.0 6.939988e+08 23.0 Technology 13 TMUS 17 3.62 big-cap Long NaN 73.0 6.923760e+08 55.0 Communication Services 21 INTU 22 11.89 big-cap Long NaN 22.0 6.756346e+08 28.0 Technology 46 BX 19 5.58 big-cap Long NaN 19.0 6.106182e+08 80.0 Financial Services 31 ZTS 7 1.81 big-cap Long NaN 7.0 5.495970e+08 49.0 Healthcare 60 PSA 11 3.99 big-cap Long NaN 11.0 5.476932e+08 80.0 Real Estate 143 DPZ 8 4.12 big-cap Long NaN 8.0 5.285314e+08 53.0 Consumer Cyclical 129 WAT 8 4.43 big-cap Long NaN 8.0 5.192502e+08 60.0 Healthcare 130 NVCR 14 7.46 big-cap Long NaN 14.0 5.190143e+08 48.0 Healthcare 37 ILMN 6 0.69 big-cap Long NaN 20.0 4.947785e+08 16.0 Healthcare 41 REGN 8 3.09 big-cap Long NaN 11.0 4.920596e+08 40.0 Healthcare 65 A 7 1.39 big-cap Long NaN 15.0 4.670277e+08 54.0 Healthcare 151 CRL 7 -0.28 big-cap Long NaN 7.0 4.465845e+08 80.0 Healthcare 102 ANET 26 13.54 big-cap Long NaN 59.0 4.204374e+08 52.0 Technology 59 IDXX 18 8.03 big-cap Long NaN 18.0 3.991561e+08 26.0 Healthcare 95 WELL 12 2.39 big-cap Long NaN 13.0 3.894846e+08 80.0 Real Estate 35 PBR 25 16.83 big-cap Long NaN 61.0 3.797981e+08 29.0 Energy 153 TECH 7 -0.81 big-cap Long NaN 7.0 3.655826e+08 80.0 Healthcare 101 FTNT 11 5.32 big-cap Long NaN 11.0 3.596109e+08 80.0 Technology 43 EW 19 5.50 big-cap Long NaN 19.0 3.243918e+08 50.0 Healthcare 105 NDAQ 11 3.63 big-cap Long NaN 11.0 3.140744e+08 80.0 Financial Services 55 VEEV 8 5.45 big-cap Long NaN 17.0 3.129803e+08 17.0 Healthcare 81 RMD 8 11.65 big-cap Long NaN 19.0 2.973046e+08 34.0 Healthcare 78 SBAC 15 6.67 big-cap Long NaN 15.0 2.807284e+08 63.0 Real Estate 137 MAA 13 1.30 big-cap Long NaN 13.0 2.790669e+08 80.0 Real Estate 148 IFF 7 -1.97 big-cap Long NaN 7.0 2.669203e+08 80.0 Basic Materials 125 ALNY 8 11.81 big-cap Long NaN 22.0 2.616838e+08 16.0 Healthcare 99 WORK 15 0.50 big-cap Long NaN 20.0 2.446958e+08 23.0 Technology 45 ITUB 29 18.30 big-cap Long NaN 68.0 2.362885e+08 41.0 Financial Services 92 GMAB 24 11.88 big-cap Long NaN 55.0 2.310102e+08 32.0 Healthcare 127 AVTR 7 3.64 big-cap Long NaN 7.0 2.307250e+08 55.0 Basic Materials 30 INFY 9 3.59 big-cap Long NaN 20.0 2.306387e+08 17.0 Technology 168 BSY 13 7.46 big-cap Long NaN 20.0 2.294320e+08 56.0 Technology 113 EPAM 9 4.35 big-cap Long NaN 9.0 1.988128e+08 72.0 Technology 84 SGEN 8 0.54 big-cap Long NaN 53.0 1.683321e+08 24.0 Healthcare 178 CPT 18 5.76 big-cap Long NaN 18.0 1.561118e+08 80.0 Real Estate 128 PKI 7 3.10 big-cap Long NaN 7.0 1.507580e+08 32.0 Healthcare 170 ELS 19 5.66 big-cap Long NaN 19.0 1.419843e+08 69.0 Real Estate 62 BBD 17 9.29 big-cap Long NaN 34.0 1.311386e+08 32.0 Financial Services 10 TM 24 11.22 big-cap Long NaN 24.0 1.299919e+08 27.0 Consumer Cyclical 49 ABEV 31 17.35 big-cap Long NaN 31.0 1.237686e+08 47.0 Consumer Defensive 8 NVS 13 4.60 big-cap Long NaN 30.0 1.221219e+08 31.0 Healthcare 139 EXR 12 4.26 big-cap Long NaN 12.0 1.181373e+08 80.0 Real Estate 169 BAH 19 1.42 big-cap Long NaN 19.0 1.125967e+08 38.0 Industrials 161 CVE 14 9.21 big-cap Long NaN 14.0 1.103584e+08 16.0 Energy 141 BMRN 7 -2.10 big-cap Long NaN 21.0 1.060068e+08 21.0 Healthcare 12 NVO 11 1.68 big-cap Long NaN 48.0 7.399827e+07 44.0 Healthcare 96 XP 6 4.08 big-cap Long NaN 9.0 5.255022e+07 15.0 Financial Services 104 FMS 11 1.16 big-cap Long NaN 71.0 1.942297e+07 42.0 Healthcare 19 PTR 10 5.86 big-cap Long NaN 33.0 1.473955e+07 34.0 Energy 147 VIV 8 1.97 big-cap Long NaN 38.0 1.365993e+07 17.0 Communication Services 88 BSBR 26 18.45 big-cap Long NaN 46.0 1.120210e+07 32.0 Financial Services 162 NTCO 26 20.99 big-cap Long NaN 51.0 8.473819e+06 32.0 Consumer Defensive 158 JHX 6 -0.47 big-cap Long NaN 6.0 6.614597e+05 59.0 Basic Materials Mean Return: 5.747692307692308 Mean Day/Week: 13.246153846153845 Accuracy:0.8923076923076924 *******************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 28 BKNG 6 -2.69 big-cap Short NaN -33.0 1.081719e+09 -14.0 Consumer Cyclical 48 TAL 31 -80.16 big-cap Short NaN -31.0 7.608617e+08 -71.0 Consumer Defensive 100 DAL 6 -3.33 big-cap Short NaN -6.0 6.804476e+08 -14.0 Industrials 38 VRTX 6 -2.66 big-cap Short NaN -6.0 6.117285e+08 -6.0 Healthcare 149 HBAN 7 -7.62 big-cap Short NaN -63.0 6.059104e+08 -28.0 Financial Services 33 FISV 12 -4.88 big-cap Short NaN -38.0 5.255790e+08 -29.0 Technology 93 CLX 18 -3.18 big-cap Short NaN -37.0 4.754234e+08 -28.0 Consumer Defensive 64 LVS 12 -6.77 big-cap Short NaN -12.0 4.047683e+08 -33.0 Consumer Cyclical 79 CTVA 7 -4.20 big-cap Short NaN -32.0 3.372424e+08 -22.0 Basic Materials 58 CTSH 7 -4.07 big-cap Short NaN -31.0 3.209761e+08 -31.0 Technology 140 ON 11 -6.45 big-cap Short NaN -11.0 3.123922e+08 -14.0 Technology 120 COO 9 3.08 big-cap Short NaN -28.0 2.824398e+08 -13.0 Healthcare 112 FLT 10 -4.65 big-cap Short NaN -31.0 2.547927e+08 -28.0 Technology 114 VIPS 13 -22.41 big-cap Short NaN -60.0 2.530113e+08 -56.0 Consumer Cyclical 83 BLL 10 -2.67 big-cap Short NaN -27.0 2.507605e+08 -18.0 Consumer Cyclical 165 SAM 6 -5.84 big-cap Short NaN -37.0 2.131004e+08 -23.0 Consumer Defensive 122 IR 7 -3.92 big-cap Short NaN -35.0 1.927670e+08 -12.0 Industrials 144 CPB 8 -1.41 big-cap Short NaN -8.0 1.926992e+08 -10.0 Consumer Defensive 157 SMG 12 -4.47 big-cap Short NaN -46.0 1.059130e+08 -22.0 Basic Materials 146 ATHM 22 -28.83 big-cap Short NaN -22.0 1.012614e+08 -73.0 Communication Services 68 MFC 6 -4.95 big-cap Short NaN -58.0 9.530086e+07 -22.0 Financial Services 145 ABCL 10 -11.65 big-cap Short NaN -12.0 6.776547e+07 -17.0 Healthcare 87 IBKR 10 -5.47 big-cap Short NaN -65.0 6.155122e+07 -37.0 Financial Services 173 WB 6 -2.33 big-cap Short NaN -10.0 4.516470e+07 -13.0 Communication Services 176 DNB 10 -1.06 big-cap Short NaN -30.0 2.662729e+07 -32.0 Technology 155 ERIE 35 -12.12 big-cap Short NaN -35.0 2.184060e+07 -75.0 Financial Services 166 PLTK 7 -6.74 big-cap Short NaN -7.0 2.063203e+07 -12.0 Communication Services 138 SUZ 23 -11.23 big-cap Short NaN -26.0 8.516211e+06 -41.0 Basic Materials 152 HBANO 7 0.00 big-cap Short NaN -37.0 7.608463e+06 -36.0 Financial Services 156 ZNH 10 -0.51 big-cap Short NaN -10.0 4.571333e+05 -35.0 Industrials 177 CEA 8 -1.64 big-cap Short NaN -8.0 1.562119e+05 -38.0 Industrials Mean Return: -8.220322580645162 Mean Day/Week: 11.35483870967742 Accuracy:0.9354838709677419 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 2 Consumer Defensive 1 Energy 2 Financial Services 1 Healthcare 6 Industrials 2 Real Estate 6 Technology 9 Utilities 1 unknown 2 **************************************** small_industry_downtrending_count tickers industry Basic Materials 2 Communication Services 2 Consumer Cyclical 12 Consumer Defensive 3 Energy 1 Financial Services 18 Healthcare 6 Industrials 12 Real Estate 1 Technology 5 *******************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 203 OHI 1 0.00 small-cap Short NaN -1.0 1.205942e+08 -4.0 Real Estate 190 BHC 2 -1.61 small-cap Short NaN -3.0 6.830156e+07 -4.0 Healthcare 240 PB 2 -3.51 small-cap Short NaN -2.0 5.627223e+07 -2.0 Financial Services 197 ST 1 0.00 small-cap Short NaN -2.0 4.907954e+07 -3.0 Technology Mean Return: -2.56 Mean Day/Week: 3.0 Accuracy:1.0 *******************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 182 GL 1 0.00 small-cap Short NaN -21.0 1.711547e+08 -2.0 Financial Services 218 ZION 1 0.00 small-cap Short NaN -20.0 1.499893e+08 -2.0 Financial Services 203 OHI 1 0.00 small-cap Short NaN -1.0 1.205942e+08 -4.0 Real Estate 265 PNFP 1 0.00 small-cap Short NaN -61.0 7.254633e+07 -2.0 Financial Services 190 BHC 2 -1.61 small-cap Short NaN -3.0 6.830156e+07 -4.0 Healthcare 240 PB 2 -3.51 small-cap Short NaN -2.0 5.627223e+07 -2.0 Financial Services 197 ST 1 0.00 small-cap Short NaN -2.0 4.907954e+07 -3.0 Technology 263 BOKF 1 0.00 small-cap Short NaN -8.0 3.629193e+07 -2.0 Financial Services 261 TX 3 -4.37 small-cap Short NaN -19.0 3.543812e+07 -5.0 Basic Materials Mean Return: -3.1633333333333336 Mean Day/Week: 4.333333333333333 Accuracy:1.0 *******************Part 2.5 Small Cap Long Entry MACD********************* small_long_signal_entry_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 2.6 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 217 COG 2 -3.65 small-cap Short NaN -2.0 2.017929e+08 -51.0 Energy 203 OHI 1 0.00 small-cap Short NaN -1.0 1.205942e+08 -4.0 Real Estate 181 FIVE 1 0.00 small-cap Short NaN -1.0 1.018282e+08 -28.0 Consumer Cyclical 236 PFGC 3 -2.84 small-cap Short NaN -3.0 8.045173e+07 -29.0 Consumer Defensive 190 BHC 2 -1.61 small-cap Short NaN -3.0 6.830156e+07 -4.0 Healthcare 269 RAMP 4 -3.12 small-cap Short NaN -4.0 6.511670e+07 -139.0 Technology 242 LFUS 3 -6.50 small-cap Short NaN -3.0 6.125731e+07 -14.0 Technology 194 ARMK 1 0.00 small-cap Short NaN -1.0 5.715455e+07 -35.0 Consumer Cyclical 240 PB 2 -3.51 small-cap Short NaN -2.0 5.627223e+07 -2.0 Financial Services 197 ST 1 0.00 small-cap Short NaN -2.0 4.907954e+07 -3.0 Technology 187 GFL 3 -3.52 small-cap Short NaN -3.0 1.829302e+07 -22.0 Industrials 245 FIZZ 1 0.00 small-cap Short NaN -1.0 1.692749e+07 -12.0 Consumer Defensive 180 BSAC 1 0.00 small-cap Short NaN -1.0 4.910676e+06 -30.0 Financial Services Mean Return: -3.5357142857142856 Mean Day/Week: 3.5714285714285716 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 241 NTNX 16 14.96 small-cap Long NaN 51.0 4.275975e+08 21.0 Technology 254 ASAN 11 40.39 small-cap Long NaN 21.0 3.757133e+08 22.0 Technology 252 COR 10 0.40 small-cap Long NaN 15.0 3.754403e+08 30.0 Real Estate 189 FANG 13 -0.01 small-cap Long NaN 13.0 3.095451e+08 16.0 Energy 193 BRKR 7 -1.02 small-cap Long NaN 8.0 1.790226e+08 80.0 Healthcare 183 DBX 8 0.28 small-cap Long NaN 19.0 1.529150e+08 25.0 Technology 247 CACI 6 -2.18 small-cap Long NaN 6.0 1.521696e+08 55.0 Technology 237 TRGP 17 16.69 small-cap Long NaN 39.0 1.470831e+08 80.0 Energy 204 DNLI 13 15.20 small-cap Long NaN 24.0 1.204911e+08 19.0 Healthcare 185 MRVI 12 11.21 small-cap Long NaN 12.0 1.032403e+08 80.0 Healthcare 208 ARWR 8 4.80 small-cap Long NaN 44.0 1.004940e+08 21.0 Healthcare 244 LSI 17 7.31 small-cap Long NaN 17.0 8.749882e+07 80.0 Real Estate 233 REXR 11 2.00 small-cap Long NaN 11.0 8.091007e+07 69.0 Real Estate 209 MCFE 11 3.47 small-cap Long NaN 16.0 7.907745e+07 80.0 Technology 219 MANH 17 3.48 small-cap Long NaN 17.0 7.210999e+07 38.0 Technology 225 CUBE 14 2.99 small-cap Long NaN 14.0 5.495446e+07 80.0 Real Estate 256 MPLN 23 16.36 small-cap Long NaN 50.0 3.676006e+07 26.0 Healthcare 234 VRT 25 11.53 small-cap Long NaN 25.0 3.216033e+07 55.0 Industrials 213 MBT 23 1.91 small-cap Long NaN 45.0 3.159573e+07 31.0 Communication Services 188 KOF 15 4.49 small-cap Long NaN 29.0 1.441177e+07 53.0 Consumer Defensive 249 FSV 9 1.13 small-cap Long NaN 9.0 7.573104e+06 80.0 Real Estate 272 ASR 6 -5.38 small-cap Long NaN 6.0 7.569932e+06 8.0 Industrials 231 JSM 15 1.62 small-cap Long NaN 18.0 3.843504e+05 34.0 unknown Mean Return: 6.5926086956521734 Mean Day/Week: 13.347826086956522 Accuracy:0.8260869565217391 *******************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 192 LAD 12 -7.56 small-cap Short NaN -62.0 2.021143e+08 -32.0 Consumer Cyclical 200 AGCO 9 -10.80 small-cap Short NaN -36.0 1.441465e+08 -15.0 Industrials 235 THO 14 -16.76 small-cap Short NaN -29.0 1.303893e+08 -24.0 Consumer Cyclical 212 RNR 22 -10.71 small-cap Short NaN -35.0 1.269966e+08 -29.0 Financial Services 227 BLD 12 -6.64 small-cap Short NaN -30.0 1.090588e+08 -20.0 Industrials 207 NYT 12 -2.77 small-cap Short NaN -74.0 9.584065e+07 -71.0 Communication Services 257 BPMC 14 -7.18 small-cap Short NaN -14.0 9.564017e+07 -35.0 Healthcare 214 YY 42 -30.18 small-cap Short NaN -75.0 8.466020e+07 -60.0 Communication Services 255 PSTH 10 -1.42 small-cap Short NaN -10.0 7.149946e+07 -68.0 Financial Services 184 UHAL 16 -7.26 small-cap Short NaN -61.0 7.122943e+07 -22.0 Industrials 223 ALLK 12 1.27 small-cap Short NaN -12.0 6.638088e+07 -139.0 Healthcare 205 GNTX 10 -7.98 small-cap Short NaN -63.0 6.075082e+07 -29.0 Consumer Cyclical 228 CASY 6 -5.11 small-cap Short NaN -35.0 5.983853e+07 -8.0 Consumer Defensive 226 RCM 17 -7.56 small-cap Short NaN -32.0 5.884789e+07 -34.0 Healthcare 268 RBC 10 -9.18 small-cap Short NaN -58.0 5.141784e+07 -24.0 Industrials 211 IAA 6 -1.06 small-cap Short NaN -28.0 5.037467e+07 -16.0 Industrials 259 LSTR 10 -3.90 small-cap Short NaN -27.0 4.749297e+07 -13.0 Industrials 232 ONEM 8 -0.38 small-cap Short NaN -8.0 3.732905e+07 -75.0 Healthcare 271 TNET 15 -6.65 small-cap Short NaN -37.0 1.961481e+07 -29.0 Industrials Mean Return: -7.464736842105264 Mean Day/Week: 13.526315789473685 Accuracy:0.9473684210526315 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Communication Services 3 Consumer Cyclical 7 Consumer Defensive 4 Energy 8 Financial Services 25 Healthcare 34 Industrials 20 Real Estate 15 Technology 27 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 10 Communication Services 3 Consumer Cyclical 39 Consumer Defensive 6 Energy 4 Financial Services 56 Healthcare 22 Industrials 39 Real Estate 6 Technology 15 Utilities 3 unknown 3 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_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 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 278 SAGE 4 -3.04 penny-cap Short NaN -4.0 9.404500e+07 -5.0 Healthcare 323 PK 1 0.00 penny-cap Short NaN -1.0 6.757319e+07 -2.0 Real Estate 397 CNX 1 0.00 penny-cap Short NaN -1.0 6.717289e+07 -2.0 Energy 430 INDB 1 0.00 penny-cap Short NaN -1.0 5.077288e+07 -2.0 Financial Services 413 CVBF 1 0.00 penny-cap Short NaN -2.0 3.004530e+07 -2.0 Financial Services 376 VNE 1 0.00 penny-cap Short NaN -1.0 2.616911e+07 -5.0 Consumer Cyclical 434 KW 2 -0.31 penny-cap Short NaN -2.0 2.527853e+07 -5.0 Real Estate 514 NWBI 2 -3.65 penny-cap Short NaN -2.0 1.591306e+07 -2.0 Financial Services 327 GOOS 3 -2.81 penny-cap Short NaN -3.0 1.587586e+07 -5.0 Consumer Cyclical 554 AROC 2 -5.02 penny-cap Short NaN -2.0 1.359793e+07 -2.0 Energy 435 CSQ 1 0.00 penny-cap Short NaN -1.0 6.619431e+06 -4.0 Financial Services Mean Return: -2.9659999999999997 Mean Day/Week: 3.8 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 449 RMBS 2 0.09 penny-cap Long NaN 16.0 3.375831e+07 5.0 Technology 563 BLFS 1 0.00 penny-cap Long NaN 21.0 2.662439e+07 4.0 Healthcare Mean Return: 0.09 Mean Day/Week: 3.0 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 278 SAGE 4 -3.04 penny-cap Short NaN -4.0 9.404500e+07 -5.0 Healthcare 467 CMP 2 -5.31 penny-cap Short NaN -20.0 9.121196e+07 -5.0 Basic Materials 357 FNB 1 0.00 penny-cap Short NaN -61.0 6.961078e+07 -2.0 Financial Services 323 PK 1 0.00 penny-cap Short NaN -1.0 6.757319e+07 -2.0 Real Estate 397 CNX 1 0.00 penny-cap Short NaN -1.0 6.717289e+07 -2.0 Energy 430 INDB 1 0.00 penny-cap Short NaN -1.0 5.077288e+07 -2.0 Financial Services 550 HOPE 1 0.00 penny-cap Short NaN -58.0 4.406348e+07 -2.0 Financial Services 419 GPI 1 0.00 penny-cap Short NaN -28.0 3.468905e+07 -5.0 Consumer Cyclical 452 FULT 1 0.00 penny-cap Short NaN -61.0 3.450287e+07 -2.0 Financial Services 413 CVBF 1 0.00 penny-cap Short NaN -2.0 3.004530e+07 -2.0 Financial Services 376 VNE 1 0.00 penny-cap Short NaN -1.0 2.616911e+07 -5.0 Consumer Cyclical 434 KW 2 -0.31 penny-cap Short NaN -2.0 2.527853e+07 -5.0 Real Estate 465 RNST 1 0.00 penny-cap Short NaN -18.0 2.228847e+07 -2.0 Financial Services 514 NWBI 2 -3.65 penny-cap Short NaN -2.0 1.591306e+07 -2.0 Financial Services 327 GOOS 3 -2.81 penny-cap Short NaN -3.0 1.587586e+07 -5.0 Consumer Cyclical 554 AROC 2 -5.02 penny-cap Short NaN -2.0 1.359793e+07 -2.0 Energy 592 TCBK 1 0.00 penny-cap Short NaN -7.0 1.292026e+07 -2.0 Financial Services 506 SBCF 1 0.00 penny-cap Short NaN -27.0 1.254466e+07 -2.0 Financial Services 435 CSQ 1 0.00 penny-cap Short NaN -1.0 6.619431e+06 -4.0 Financial Services Mean Return: -3.356666666666667 Mean Day/Week: 4.666666666666667 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 618 SBLK 3 -9.34 penny-cap Long NaN 3.0 3.375927e+07 80.0 Industrials 403 SMPL 3 0.36 penny-cap Long NaN 3.0 3.111967e+07 60.0 Consumer Defensive 522 SUPN 5 0.48 penny-cap Long NaN 5.0 2.631200e+07 48.0 Healthcare 459 VRRM 3 0.86 penny-cap Long NaN 3.0 1.680668e+07 12.0 Industrials 578 VLRS 3 -1.80 penny-cap Long NaN 3.0 1.677753e+07 80.0 Industrials 330 SEB 1 0.00 penny-cap Long NaN 4.0 3.964122e+06 6.0 Industrials 561 USAC 5 0.33 penny-cap Long NaN 5.0 3.082776e+06 26.0 Energy 444 NZF 1 0.00 penny-cap Long NaN 1.0 1.741146e+06 52.0 Financial Services 572 NYMTO 5 -0.04 penny-cap Long NaN 5.0 3.664554e+05 80.0 Real Estate Mean Return: -1.3071428571428572 Mean Day/Week: 4.142857142857143 Accuracy:0.5714285714285714 *******************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 293 HFC 2 -3.70 penny-cap Short NaN -2.0 1.410374e+08 -33.0 Energy 366 TCBI 2 -4.75 penny-cap Short NaN -2.0 1.069882e+08 -53.0 Financial Services 455 SI 5 -4.00 penny-cap Short NaN -5.0 1.001265e+08 -44.0 Financial Services 278 SAGE 4 -3.04 penny-cap Short NaN -4.0 9.404500e+07 -5.0 Healthcare 323 PK 1 0.00 penny-cap Short NaN -1.0 6.757319e+07 -2.0 Real Estate 397 CNX 1 0.00 penny-cap Short NaN -1.0 6.717289e+07 -2.0 Energy 386 SNBR 1 0.00 penny-cap Short NaN -1.0 5.913906e+07 -41.0 Consumer Cyclical 569 AMTI 1 0.00 penny-cap Short NaN -1.0 5.461997e+07 -33.0 Healthcare 430 INDB 1 0.00 penny-cap Short NaN -1.0 5.077288e+07 -2.0 Financial Services 539 BCAB 3 1.23 penny-cap Short NaN -3.0 4.564624e+07 -51.0 Healthcare 507 CVI 1 0.00 penny-cap Short NaN -5.0 4.551608e+07 -54.0 Energy 480 AVYA 5 -3.28 penny-cap Short NaN -5.0 3.865210e+07 -33.0 Technology 528 ATSG 1 0.00 penny-cap Short NaN -1.0 3.383378e+07 -42.0 Industrials 391 MC 1 0.00 penny-cap Short NaN -1.0 3.332017e+07 -35.0 Financial Services 413 CVBF 1 0.00 penny-cap Short NaN -2.0 3.004530e+07 -2.0 Financial Services 481 MTOR 3 -9.30 penny-cap Short NaN -3.0 2.918284e+07 -56.0 Consumer Cyclical 501 FMTX 4 7.56 penny-cap Short NaN -4.0 2.793358e+07 -8.0 Healthcare 543 CGEM 1 0.00 penny-cap Short NaN -1.0 2.701537e+07 -112.0 Healthcare 376 VNE 1 0.00 penny-cap Short NaN -1.0 2.616911e+07 -5.0 Consumer Cyclical 434 KW 2 -0.31 penny-cap Short NaN -2.0 2.527853e+07 -5.0 Real Estate 552 OCUL 2 0.15 penny-cap Short NaN -2.0 2.498389e+07 -35.0 Healthcare 297 JAMF 3 3.54 penny-cap Short NaN -3.0 2.457242e+07 -11.0 Technology 328 MOR 2 -3.15 penny-cap Short NaN -2.0 2.257142e+07 -139.0 Healthcare 512 FSM 2 -2.50 penny-cap Short NaN -3.0 2.154277e+07 -12.0 Basic Materials 518 HMN 1 0.00 penny-cap Short NaN -1.0 1.994049e+07 -41.0 Financial Services 576 ACLS 1 0.00 penny-cap Short NaN -1.0 1.613389e+07 -29.0 Technology 514 NWBI 2 -3.65 penny-cap Short NaN -2.0 1.591306e+07 -2.0 Financial Services 327 GOOS 3 -2.81 penny-cap Short NaN -3.0 1.587586e+07 -5.0 Consumer Cyclical 546 PRIM 2 -3.25 penny-cap Short NaN -2.0 1.443370e+07 -41.0 Industrials 554 AROC 2 -5.02 penny-cap Short NaN -2.0 1.359793e+07 -2.0 Energy 516 SMCI 3 -4.23 penny-cap Short NaN -5.0 1.072821e+07 -22.0 Technology 611 WPRT 1 0.00 penny-cap Short NaN -1.0 1.040637e+07 -62.0 Consumer Cyclical 590 DBD 2 -3.03 penny-cap Short NaN -2.0 8.143778e+06 -36.0 Technology 435 CSQ 1 0.00 penny-cap Short NaN -1.0 6.619431e+06 -4.0 Financial Services 606 CLS 1 0.00 penny-cap Short NaN -5.0 4.008465e+06 -6.0 Technology 551 BATRA 5 -2.89 penny-cap Short NaN -5.0 1.871166e+06 -43.0 Communication Services 510 PRTC 2 0.00 penny-cap Short NaN -2.0 1.430800e+03 -28.0 Healthcare Mean Return: -2.210952380952381 Mean Day/Week: 3.619047619047619 Accuracy:0.7619047619047619 *******************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 295 AMC 6 20.06 penny-cap Long NaN 25.0 1.436763e+10 28.0 Communication Services 418 BNL 36 20.35 penny-cap Long NaN 56.0 4.811598e+08 46.0 Real Estate 309 QTS 10 -0.59 penny-cap Long NaN 12.0 4.484207e+08 48.0 Real Estate 287 CLDR 8 -0.70 penny-cap Long NaN 23.0 2.805693e+08 14.0 Technology 538 DEN 21 22.08 penny-cap Long NaN 21.0 2.007312e+08 80.0 Energy 410 QFIN 11 17.45 penny-cap Long NaN 19.0 1.353107e+08 19.0 unknown 321 CDNA 10 1.72 penny-cap Long NaN 19.0 1.216198e+08 21.0 Healthcare 349 SPT 12 28.16 penny-cap Long NaN 18.0 1.003361e+08 20.0 Technology 316 SWAV 22 16.32 penny-cap Long NaN 22.0 9.713862e+07 57.0 Healthcare 454 SIG 6 -2.24 penny-cap Long NaN 6.0 9.445504e+07 9.0 Consumer Cyclical 423 NSA 13 5.45 penny-cap Long NaN 13.0 8.905303e+07 80.0 Real Estate 485 CRC 23 13.40 penny-cap Long NaN 30.0 8.135458e+07 24.0 Energy 289 STAG 10 1.60 penny-cap Long NaN 10.0 7.662193e+07 80.0 Real Estate 290 JCOM 6 1.89 penny-cap Long NaN 6.0 7.602003e+07 80.0 Technology 275 STAA 17 7.17 penny-cap Long NaN 17.0 7.487157e+07 56.0 Healthcare 341 APLS 17 16.18 penny-cap Long NaN 46.0 7.339143e+07 24.0 Healthcare 437 CLNY 11 8.90 penny-cap Long NaN 11.0 7.049386e+07 80.0 Real Estate 471 DOMO 12 17.86 penny-cap Long NaN 19.0 7.044461e+07 21.0 Technology 438 CIM 23 8.81 penny-cap Long NaN 23.0 6.923337e+07 80.0 Real Estate 392 MIME 28 14.67 penny-cap Long NaN 48.0 6.901651e+07 30.0 Technology 535 CNST 7 0.39 penny-cap Long NaN 24.0 6.675378e+07 13.0 Healthcare 624 CDMO 12 -0.78 penny-cap Long NaN 12.0 6.020553e+07 80.0 Healthcare 474 WBT 14 -3.48 penny-cap Long NaN 14.0 5.927656e+07 80.0 Industrials 570 ERJ 18 20.77 penny-cap Long NaN 18.0 5.776311e+07 80.0 Industrials 344 ALKS 17 9.24 penny-cap Long NaN 46.0 5.643762e+07 40.0 Healthcare 504 DRNA 11 16.16 penny-cap Long NaN 19.0 5.203176e+07 25.0 Healthcare 401 SHOO 9 -5.22 penny-cap Long NaN 9.0 5.125104e+07 74.0 Consumer Cyclical 515 ZYME 8 -2.27 penny-cap Long NaN 47.0 5.112656e+07 14.0 Healthcare 300 TRUP 9 8.19 penny-cap Long NaN 46.0 4.950710e+07 17.0 Financial Services 331 ARVN 8 1.11 penny-cap Long NaN 24.0 4.653193e+07 16.0 Healthcare 460 SGRY 39 28.25 penny-cap Long NaN 39.0 4.490228e+07 80.0 Healthcare 305 CRNC 9 -9.16 penny-cap Long NaN 17.0 4.378686e+07 13.0 Technology 412 KRTX 6 -1.58 penny-cap Long NaN 8.0 4.377709e+07 9.0 Healthcare 307 SWCH 25 17.02 penny-cap Long NaN 56.0 4.327672e+07 47.0 Technology 599 FINV 6 18.65 penny-cap Long NaN 21.0 4.058771e+07 23.0 Financial Services 581 PTEN 13 -0.55 penny-cap Long NaN 32.0 3.997957e+07 17.0 Energy 600 CRTX 12 17.73 penny-cap Long NaN 23.0 3.661132e+07 19.0 Healthcare 432 MIC 10 -0.29 penny-cap Long NaN 10.0 3.603560e+07 52.0 Industrials 340 FOCS 15 5.02 penny-cap Long NaN 41.0 3.485676e+07 21.0 Financial Services 393 AMRC 12 9.60 penny-cap Long NaN 51.0 3.440844e+07 17.0 Industrials 486 PRFT 49 23.19 penny-cap Long NaN 49.0 3.431969e+07 80.0 Technology 304 NAV 14 0.27 penny-cap Long NaN 51.0 3.389315e+07 55.0 Industrials 368 NSP 6 0.10 penny-cap Long NaN 24.0 3.209261e+07 21.0 Industrials 441 HCSG 8 2.01 penny-cap Long NaN 8.0 3.206160e+07 30.0 Healthcare 359 VG 12 5.76 penny-cap Long NaN 22.0 3.206068e+07 26.0 Communication Services 560 RDWR 11 4.97 penny-cap Long NaN 20.0 3.139180e+07 30.0 Technology 416 AXSM 7 -0.25 penny-cap Long NaN 39.0 3.027254e+07 15.0 Healthcare 342 AMN 14 1.13 penny-cap Long NaN 42.0 2.980535e+07 42.0 Healthcare 473 CVA 8 -3.92 penny-cap Long NaN 8.0 2.952955e+07 35.0 Industrials 310 DCP 14 8.07 penny-cap Long NaN 37.0 2.916890e+07 33.0 Energy 415 ITCI 10 6.06 penny-cap Long NaN 36.0 2.831468e+07 29.0 Healthcare 414 EXLS 32 9.34 penny-cap Long NaN 32.0 2.749297e+07 76.0 Technology 442 MODV 8 1.39 penny-cap Long NaN 34.0 2.747340e+07 9.0 Healthcare 365 BRFS 18 17.26 penny-cap Long NaN 21.0 2.560076e+07 21.0 Consumer Defensive 505 HSKA 8 13.15 penny-cap Long NaN 8.0 2.342144e+07 25.0 Healthcare 294 JOBS 14 2.52 penny-cap Long NaN 53.0 2.301855e+07 33.0 Industrials 564 IRT 14 3.35 penny-cap Long NaN 14.0 2.274036e+07 80.0 Real Estate 586 GTY 13 0.70 penny-cap Long NaN 13.0 2.249636e+07 74.0 Real Estate 462 PBH 29 10.67 penny-cap Long NaN 29.0 2.236094e+07 34.0 Healthcare 396 ACCD 8 0.74 penny-cap Long NaN 19.0 2.173811e+07 23.0 Healthcare 614 MDP 12 5.22 penny-cap Long NaN 12.0 1.972896e+07 80.0 Communication Services 358 CNS 29 11.02 penny-cap Long NaN 58.0 1.939242e+07 40.0 Financial Services 333 OPCH 8 -2.06 penny-cap Long NaN 18.0 1.922189e+07 10.0 Healthcare 373 CYRX 7 0.39 penny-cap Long NaN 16.0 1.857835e+07 16.0 Industrials 420 AZUL 19 21.01 penny-cap Long NaN 42.0 1.821935e+07 30.0 Industrials 466 FLWS 11 8.20 penny-cap Long NaN 35.0 1.682230e+07 36.0 Consumer Cyclical 363 SUN 12 0.47 penny-cap Long NaN 12.0 1.664251e+07 61.0 Energy 529 PRAA 15 2.49 penny-cap Long NaN 17.0 1.654438e+07 59.0 Financial Services 595 CRK 9 2.16 penny-cap Long NaN 34.0 1.498499e+07 15.0 Energy 320 SAFE 6 -0.54 penny-cap Long NaN 20.0 1.494734e+07 10.0 Real Estate 513 EBIX 6 -10.33 penny-cap Long NaN 14.0 1.488652e+07 9.0 Technology 319 INOV 8 -0.56 penny-cap Long NaN 8.0 1.480809e+07 80.0 Healthcare 584 SCWX 12 23.35 penny-cap Long NaN 24.0 1.464644e+07 14.0 Technology 498 RVNC 8 2.33 penny-cap Long NaN 8.0 1.457896e+07 42.0 Healthcare 332 SVMK 7 8.27 penny-cap Long NaN 54.0 1.415341e+07 21.0 Technology 468 GGAL 19 18.22 penny-cap Long NaN 38.0 1.211901e+07 25.0 Financial Services 387 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 78.0 Financial Services 622 NXRT 16 6.73 penny-cap Long NaN 16.0 1.026389e+07 73.0 Real Estate 557 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 273 DAVA 23 22.12 penny-cap Long NaN 39.0 9.894873e+06 42.0 Technology 613 CMRE 13 5.57 penny-cap Long NaN 13.0 9.749658e+06 80.0 Industrials 544 EVV 11 1.46 penny-cap Long NaN 22.0 8.045038e+06 25.0 Financial Services 479 FTAI 7 6.97 penny-cap Long NaN 11.0 7.737684e+06 10.0 Industrials 556 ETV 7 0.07 penny-cap Long NaN 7.0 7.233918e+06 58.0 Financial Services 620 NESR 12 6.53 penny-cap Long NaN 12.0 5.631010e+06 32.0 Energy 311 NEA 18 2.66 penny-cap Long NaN 18.0 4.964045e+06 52.0 Financial Services 360 NAD 21 2.75 penny-cap Long NaN 21.0 4.488306e+06 52.0 Financial Services 609 AUDC 12 2.36 penny-cap Long NaN 51.0 3.800855e+06 32.0 Technology 577 NMZ 6 0.10 penny-cap Long NaN 14.0 3.770541e+06 52.0 Financial Services 603 CHY 7 1.71 penny-cap Long NaN 14.0 3.501163e+06 53.0 Financial Services 456 AFYA 15 13.14 penny-cap Long NaN 15.0 2.971217e+06 30.0 Consumer Defensive 531 BBN 9 0.83 penny-cap Long NaN 58.0 2.669725e+06 23.0 Financial Services 621 AWF 12 1.16 penny-cap Long NaN 18.0 2.304845e+06 25.0 Financial Services 580 NRK 13 1.06 penny-cap Long NaN 13.0 1.397010e+06 49.0 Financial Services 579 LINX 15 3.27 penny-cap Long NaN 44.0 8.453589e+05 41.0 Technology 571 NYMTN 8 1.33 penny-cap Long NaN 12.0 3.026027e+05 24.0 Real Estate 398 TDI 24 3.02 penny-cap Long NaN 24.0 7.886700e+04 54.0 unknown 411 FISK 13 4.47 penny-cap Long NaN 13.0 0.000000e+00 18.0 Real Estate Mean Return: 6.461020408163266 Mean Day/Week: 13.653061224489797 Accuracy:0.826530612244898 *******************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 421 SAVE 11 -6.29 penny-cap Short NaN -11.0 1.383562e+08 -29.0 Industrials 277 NYCB 8 -8.22 penny-cap Short NaN -8.0 1.050177e+08 -33.0 Financial Services 388 BXS 7 -7.85 penny-cap Short NaN -7.0 1.029212e+08 -43.0 Financial Services 364 SONO 8 -5.37 penny-cap Short NaN -44.0 7.762166e+07 -30.0 Technology 371 PCRX 11 -2.04 penny-cap Short NaN -11.0 7.312508e+07 -55.0 Healthcare 448 WGO 9 -9.83 penny-cap Short NaN -28.0 7.064245e+07 -27.0 Consumer Cyclical 377 ALGT 13 -12.66 penny-cap Short NaN -62.0 6.441001e+07 -34.0 Industrials 354 TRTN 8 -2.44 penny-cap Short NaN -8.0 6.143652e+07 -36.0 Industrials 352 CBRL 8 -8.85 penny-cap Short NaN -46.0 5.958763e+07 -29.0 Consumer Cyclical 380 SIX 7 -0.97 penny-cap Short NaN -7.0 5.928798e+07 -33.0 Consumer Cyclical 279 SAIA 8 -0.26 penny-cap Short NaN -38.0 5.835928e+07 -13.0 Industrials 450 PRPL 13 -7.92 penny-cap Short NaN -32.0 5.598132e+07 -22.0 Consumer Cyclical 347 TMHC 7 -3.23 penny-cap Short NaN -35.0 5.410136e+07 -13.0 Consumer Cyclical 517 PLAY 6 -7.60 penny-cap Short NaN -55.0 5.174828e+07 -29.0 Consumer Cyclical 355 VSH 10 -8.60 penny-cap Short NaN -35.0 5.129827e+07 -29.0 Technology 362 HI 8 -9.89 penny-cap Short NaN -62.0 4.843797e+07 -32.0 Industrials 433 RCUS 24 -18.89 penny-cap Short NaN -31.0 4.636529e+07 -61.0 Healthcare 521 BALY 7 -1.81 penny-cap Short NaN -7.0 4.533200e+07 -44.0 Consumer Cyclical 582 MGNX 8 0.16 penny-cap Short NaN -34.0 4.483869e+07 -12.0 Healthcare 385 ABG 7 -9.87 penny-cap Short NaN -38.0 4.243092e+07 -13.0 Consumer Cyclical 281 KMPR 17 -6.40 penny-cap Short NaN -37.0 3.992944e+07 -29.0 Financial Services 436 GCMG 10 -4.32 penny-cap Short NaN -26.0 3.558244e+07 -28.0 Financial Services 353 KMT 12 -12.70 penny-cap Short NaN -43.0 3.450752e+07 -22.0 Industrials 374 ENR 10 -3.66 penny-cap Short NaN -33.0 3.064220e+07 -15.0 Industrials 291 AL 7 -7.28 penny-cap Short NaN -7.0 2.903503e+07 -30.0 Industrials 447 FUN 12 -2.59 penny-cap Short NaN -63.0 2.852965e+07 -29.0 Consumer Cyclical 470 SKYW 11 -5.10 penny-cap Short NaN -11.0 2.835381e+07 -35.0 Industrials 283 FTDR 11 -3.89 penny-cap Short NaN -11.0 2.466262e+07 -41.0 Consumer Cyclical 443 THS 16 -4.84 penny-cap Short NaN -18.0 2.430894e+07 -33.0 Consumer Defensive 492 MDGL 11 4.15 penny-cap Short NaN -21.0 2.316566e+07 -17.0 Healthcare 523 LTC 12 -4.63 penny-cap Short NaN -61.0 2.262760e+07 -34.0 Real Estate 299 NEU 10 -8.00 penny-cap Short NaN -10.0 2.172073e+07 -139.0 Basic Materials 425 ESE 27 -9.80 penny-cap Short NaN -36.0 2.171721e+07 -29.0 Technology 336 CNNE 28 -8.55 penny-cap Short NaN -37.0 2.122936e+07 -33.0 Consumer Cyclical 497 FBK 9 -8.89 penny-cap Short NaN -61.0 2.104691e+07 -38.0 Financial Services 490 KN 10 -5.67 penny-cap Short NaN -10.0 2.087199e+07 -33.0 Technology 461 FRME 7 -5.06 penny-cap Short NaN -61.0 2.061814e+07 -19.0 Financial Services 588 PLUS 14 -7.32 penny-cap Short NaN -28.0 1.923024e+07 -22.0 Technology 477 BANF 7 -2.71 penny-cap Short NaN -23.0 1.880315e+07 -19.0 Financial Services 540 AMWD 16 -7.50 penny-cap Short NaN -35.0 1.841433e+07 -27.0 Consumer Cyclical 610 BJRI 7 -9.21 penny-cap Short NaN -63.0 1.802982e+07 -23.0 Consumer Cyclical 322 AAON 12 -5.14 penny-cap Short NaN -12.0 1.770838e+07 -62.0 Industrials 623 ENTA 8 -4.35 penny-cap Short NaN -30.0 1.767869e+07 -24.0 Healthcare 542 MBUU 17 -5.32 penny-cap Short NaN -62.0 1.702119e+07 -23.0 Consumer Cyclical 379 ROCK 13 -5.94 penny-cap Short NaN -32.0 1.691996e+07 -32.0 Industrials 558 CVGW 8 -7.58 penny-cap Short NaN -38.0 1.582153e+07 -35.0 Consumer Defensive 555 ASTE 8 -11.73 penny-cap Short NaN -37.0 1.473845e+07 -24.0 Industrials 596 CHCO 7 -4.88 penny-cap Short NaN -60.0 1.451104e+07 -38.0 Financial Services 417 XNCR 31 -6.61 penny-cap Short NaN -31.0 1.406306e+07 -65.0 Healthcare 525 HY 8 -6.69 penny-cap Short NaN -8.0 1.298393e+07 -51.0 Industrials 499 CFFN 18 -2.67 penny-cap Short NaN -18.0 1.228888e+07 -53.0 Financial Services 601 ACRS 9 -1.59 penny-cap Short NaN -48.0 1.165792e+07 -30.0 Healthcare 491 ADUS 8 -13.01 penny-cap Short NaN -8.0 1.154749e+07 -36.0 Healthcare 573 SWM 15 -4.81 penny-cap Short NaN -63.0 1.145344e+07 -28.0 Basic Materials 431 FIBK 8 -10.68 penny-cap Short NaN -62.0 1.143856e+07 -29.0 Financial Services 604 ORIC 11 4.21 penny-cap Short NaN -11.0 1.058670e+07 -75.0 Healthcare 602 ECOL 15 -7.67 penny-cap Short NaN -60.0 1.054765e+07 -22.0 Industrials 533 WABC 7 -5.23 penny-cap Short NaN -62.0 1.040776e+07 -19.0 Financial Services 534 HTLD 22 -9.24 penny-cap Short NaN -42.0 9.983795e+06 -28.0 Industrials 567 PGTI 8 -4.32 penny-cap Short NaN -28.0 9.132693e+06 -22.0 Industrials 612 KRA 7 -7.84 penny-cap Short NaN -35.0 8.349296e+06 -36.0 Basic Materials 585 RMAX 8 -5.67 penny-cap Short NaN -65.0 8.283284e+06 -48.0 Real Estate 503 CLBK 9 -4.48 penny-cap Short NaN -37.0 7.871286e+06 -13.0 Financial Services 607 PFC 13 -9.12 penny-cap Short NaN -62.0 6.623711e+06 -37.0 Financial Services 494 SPNS 12 -0.70 penny-cap Short NaN -33.0 6.146784e+06 -33.0 Technology 487 OFLX 7 3.09 penny-cap Short NaN -21.0 5.683162e+06 -68.0 Industrials 593 JOUT 18 -1.75 penny-cap Short NaN -44.0 4.907423e+06 -23.0 Consumer Cyclical 315 ARD 7 -3.56 penny-cap Short NaN -58.0 3.558411e+06 -18.0 Consumer Cyclical 335 IFS 7 -1.31 penny-cap Short NaN -7.0 3.512588e+06 -10.0 Financial Services 605 FOR 6 -4.68 penny-cap Short NaN -32.0 2.516450e+06 -20.0 Real Estate 457 UZC 13 0.04 penny-cap Short NaN -39.0 6.440420e+05 -136.0 unknown 530 HLG 62 -36.89 penny-cap Short NaN -62.0 1.280400e+05 -139.0 Consumer Defensive 382 TCBIL 11 0.04 penny-cap Short NaN -36.0 6.732500e+04 -139.0 unknown 458 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 381 TCBIP 14 -0.10 penny-cap Short NaN -30.0 0.000000e+00 -138.0 Financial Services Mean Return: -5.905333333333333 Mean Day/Week: 11.866666666666667 Accuracy:0.92 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/06/18 05-40-08
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 9 Consumer Cyclical 8 Consumer Defensive 4 Energy 13 Financial Services 16 Healthcare 29 Industrials 8 Real Estate 20 Technology 30 Utilities 5 **************************************** big_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 6 Consumer Cyclical 8 Consumer Defensive 8 Financial Services 7 Healthcare 6 Industrials 11 Technology 10 *******************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 45 VRTX 5 -2.39 big-cap Short NaN -5.0 8.031262e+08 -5.0 Healthcare 199 DAR 1 0.00 big-cap Short NaN -2.0 2.576146e+08 -3.0 Consumer Defensive Mean Return: -2.39 Mean Day/Week: 6.0 Accuracy:1.0 *******************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 45 VRTX 5 -2.39 big-cap Short NaN -5.0 8.031262e+08 -5.0 Healthcare 127 FTV 1 0.00 big-cap Short NaN -6.0 3.212660e+08 -2.0 Technology 199 DAR 1 0.00 big-cap Short NaN -2.0 2.576146e+08 -3.0 Consumer Defensive 180 HAS 1 0.00 big-cap Short NaN -26.0 8.460686e+07 -4.0 Consumer Cyclical Mean Return: -2.39 Mean Day/Week: 8.0 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 12 MRK 5 2.12 big-cap Long NaN 5.0 1.098749e+09 6.0 Healthcare 8 CMCSA 1 0.00 big-cap Long NaN 1.0 8.860775e+08 18.0 Communication Services 33 SPGI 4 0.97 big-cap Long NaN 4.0 8.457662e+08 77.0 Financial Services 18 BMY 4 -0.77 big-cap Long NaN 4.0 5.815424e+08 47.0 Healthcare 30 ISRG 4 1.40 big-cap Long NaN 4.0 4.611964e+08 49.0 Healthcare 144 HUBS 1 0.00 big-cap Long NaN 4.0 3.089889e+08 10.0 Technology 53 MCO 4 2.20 big-cap Long NaN 4.0 3.067218e+08 73.0 Financial Services 85 INFO 4 0.87 big-cap Long NaN 4.0 2.467517e+08 77.0 Industrials 88 MSCI 4 2.99 big-cap Long NaN 4.0 1.900027e+08 55.0 Financial Services 81 SRE 4 -1.86 big-cap Long NaN 4.0 1.822267e+08 70.0 Utilities 40 ENB 5 1.86 big-cap Long NaN 5.0 1.667043e+08 79.0 Energy 104 MTD 4 1.20 big-cap Long NaN 4.0 1.582478e+08 52.0 Healthcare 89 CTAS 2 1.36 big-cap Long NaN 2.0 1.574173e+08 58.0 Industrials 188 EVRG 3 -0.06 big-cap Long NaN 3.0 7.217530e+07 73.0 Utilities 168 PBA 5 -0.10 big-cap Long NaN 5.0 3.943980e+07 75.0 Energy 173 LBTYA 3 -1.65 big-cap Long NaN 3.0 3.255718e+07 70.0 Communication Services 55 RELX 4 0.11 big-cap Long NaN 4.0 9.558297e+06 53.0 Communication Services 133 FITBI 3 0.70 big-cap Long NaN 3.0 6.983789e+05 7.0 Financial Services 184 JHX 5 -0.85 big-cap Long NaN 5.0 3.710387e+05 58.0 Basic Materials Mean Return: 0.6170588235294118 Mean Day/Week: 4.0588235294117645 Accuracy:0.6470588235294118 *******************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 79 TTD 1 0.00 big-cap Short NaN -1.0 8.074863e+08 -34.0 Technology 45 VRTX 5 -2.39 big-cap Short NaN -5.0 8.031262e+08 -5.0 Healthcare 120 DAL 5 -4.21 big-cap Short NaN -5.0 4.114995e+08 -13.0 Industrials 34 BDX 1 0.00 big-cap Short NaN -1.0 3.775550e+08 -17.0 Healthcare 199 DAR 1 0.00 big-cap Short NaN -2.0 2.576146e+08 -3.0 Consumer Defensive 37 CNI 1 0.00 big-cap Short NaN -1.0 2.453225e+08 -27.0 Industrials 77 MAR 1 0.00 big-cap Short NaN -1.0 2.217985e+08 -28.0 Consumer Cyclical 189 BAP 3 -0.26 big-cap Short NaN -4.0 8.573885e+07 -9.0 Financial Services 192 KC 4 -5.21 big-cap Short NaN -4.0 6.228371e+07 -65.0 Technology 155 NMR 2 -1.13 big-cap Short NaN -2.0 2.607596e+06 -57.0 Financial Services Mean Return: -2.6399999999999997 Mean Day/Week: 4.8 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 5 NVDA 17 18.01 big-cap Long NaN 17.0 1.491921e+10 51.0 Technology 2 GOOGL 7 1.13 big-cap Long NaN 7.0 3.108389e+09 79.0 Communication Services 1 GOOG 9 2.47 big-cap Long NaN 9.0 3.014277e+09 79.0 Communication Services 9 ADBE 6 2.99 big-cap Long NaN 10.0 1.924025e+09 54.0 Technology 15 XOM 8 -0.10 big-cap Long NaN 8.0 1.613838e+09 13.0 Energy 10 CRM 14 2.75 big-cap Long NaN 17.0 1.249700e+09 20.0 Technology 135 OXY 7 -0.00 big-cap Long NaN 13.0 1.099542e+09 13.0 Energy 48 COP 9 -1.25 big-cap Long NaN 30.0 8.017979e+08 13.0 Energy 66 BIIB 9 -2.92 big-cap Long NaN 9.0 6.972493e+08 33.0 Healthcare 116 NET 9 16.37 big-cap Long NaN 17.0 6.641669e+08 22.0 Technology 24 INTU 21 12.17 big-cap Long NaN 21.0 6.366177e+08 27.0 Technology 41 EQIX 25 13.69 big-cap Long NaN 62.0 5.377315e+08 45.0 Real Estate 56 BX 18 6.35 big-cap Long NaN 18.0 5.330182e+08 79.0 Financial Services 7 ASML 13 4.04 big-cap Long NaN 13.0 5.163900e+08 71.0 Technology 17 TMUS 16 4.81 big-cap Long NaN 72.0 5.075097e+08 54.0 Communication Services 50 REGN 7 2.74 big-cap Long NaN 10.0 4.500796e+08 39.0 Healthcare 73 EBAY 6 -2.12 big-cap Long NaN 12.0 4.178984e+08 31.0 Consumer Cyclical 14 LLY 9 0.05 big-cap Long NaN 31.0 4.166589e+08 21.0 Healthcare 42 PBR 24 17.18 big-cap Long NaN 60.0 4.007550e+08 28.0 Energy 47 ADI 6 -0.66 big-cap Long NaN 18.0 3.833708e+08 20.0 Technology 23 AMT 13 4.21 big-cap Long NaN 13.0 3.478719e+08 62.0 Real Estate 54 ITUB 28 20.90 big-cap Long NaN 67.0 3.380117e+08 40.0 Financial Services 80 A 6 2.69 big-cap Long NaN 14.0 2.930009e+08 53.0 Healthcare 20 AZN 7 1.32 big-cap Long NaN 67.0 2.841316e+08 45.0 Healthcare 90 CARR 14 0.50 big-cap Long NaN 14.0 2.812025e+08 69.0 Industrials 121 FTNT 10 6.72 big-cap Long NaN 10.0 2.774858e+08 79.0 Technology 167 DPZ 7 3.47 big-cap Long NaN 7.0 2.720413e+08 52.0 Consumer Cyclical 122 ANET 25 15.47 big-cap Long NaN 58.0 2.589296e+08 51.0 Technology 52 EW 18 5.78 big-cap Long NaN 18.0 2.521164e+08 49.0 Healthcare 193 BSY 12 9.37 big-cap Long NaN 19.0 2.343670e+08 55.0 Technology 39 CCI 13 3.51 big-cap Long NaN 13.0 2.335992e+08 68.0 Real Estate 36 ZTS 6 2.38 big-cap Long NaN 6.0 2.322017e+08 48.0 Healthcare 150 WAT 7 5.54 big-cap Long NaN 7.0 2.263404e+08 59.0 Healthcare 69 EXC 8 0.58 big-cap Long NaN 8.0 2.132107e+08 60.0 Utilities 175 IFF 6 -1.32 big-cap Long NaN 6.0 2.057526e+08 79.0 Basic Materials 68 IDXX 17 8.55 big-cap Long NaN 17.0 2.031882e+08 25.0 Healthcare 98 RMD 7 12.91 big-cap Long NaN 18.0 2.023428e+08 33.0 Healthcare 61 EPD 12 1.16 big-cap Long NaN 12.0 2.008950e+08 77.0 Energy 166 NTAP 8 -0.43 big-cap Long NaN 8.0 1.991504e+08 71.0 Technology 151 NVCR 13 9.38 big-cap Long NaN 13.0 1.963844e+08 47.0 Healthcare 92 TDG 6 1.16 big-cap Long NaN 17.0 1.919999e+08 20.0 Industrials 125 NDAQ 10 5.84 big-cap Long NaN 10.0 1.890058e+08 79.0 Financial Services 65 VEEV 7 5.02 big-cap Long NaN 16.0 1.889732e+08 16.0 Healthcare 147 AVTR 6 4.16 big-cap Long NaN 6.0 1.882070e+08 54.0 Basic Materials 94 SBAC 14 7.74 big-cap Long NaN 14.0 1.859745e+08 62.0 Real Estate 71 PSA 10 3.07 big-cap Long NaN 10.0 1.847230e+08 79.0 Real Estate 117 WORK 14 1.07 big-cap Long NaN 19.0 1.767639e+08 22.0 Technology 97 MSI 25 6.98 big-cap Long NaN 28.0 1.763739e+08 79.0 Technology 35 INFY 8 5.91 big-cap Long NaN 19.0 1.761303e+08 16.0 Technology 113 WELL 11 4.93 big-cap Long NaN 12.0 1.728350e+08 79.0 Real Estate 11 NVS 12 5.81 big-cap Long NaN 29.0 1.647912e+08 30.0 Healthcare 75 BBD 16 11.82 big-cap Long NaN 33.0 1.610254e+08 31.0 Financial Services 148 INVH 25 7.76 big-cap Long NaN 67.0 1.481546e+08 70.0 Real Estate 159 MAA 12 2.47 big-cap Long NaN 12.0 1.460764e+08 79.0 Real Estate 118 MXIM 6 -0.98 big-cap Long NaN 19.0 1.450448e+08 21.0 Technology 177 CRL 6 0.86 big-cap Long NaN 6.0 1.440394e+08 79.0 Healthcare 172 VICI 8 -2.46 big-cap Long NaN 8.0 1.435106e+08 79.0 Real Estate 161 EXR 11 5.47 big-cap Long NaN 11.0 1.377463e+08 79.0 Real Estate 70 TRP 12 1.77 big-cap Long NaN 12.0 1.347297e+08 75.0 Energy 59 ABEV 30 19.21 big-cap Long NaN 30.0 1.304273e+08 46.0 Consumer Defensive 131 EPAM 8 5.14 big-cap Long NaN 8.0 1.296766e+08 71.0 Technology 186 CVE 13 9.31 big-cap Long NaN 13.0 1.199173e+08 15.0 Energy 138 AKAM 30 5.89 big-cap Long NaN 63.0 1.140079e+08 31.0 Technology 26 GSK 7 2.57 big-cap Long NaN 7.0 1.121768e+08 45.0 Healthcare 145 ALNY 7 9.12 big-cap Long NaN 21.0 1.052752e+08 15.0 Healthcare 149 PKI 6 2.43 big-cap Long NaN 6.0 1.010069e+08 31.0 Healthcare 140 VTR 11 1.63 big-cap Long NaN 13.0 1.006682e+08 18.0 Real Estate 100 AWK 6 1.59 big-cap Long NaN 11.0 1.005097e+08 47.0 Utilities 76 CM 36 13.32 big-cap Long NaN 36.0 1.004013e+08 79.0 Financial Services 197 UDR 13 0.99 big-cap Long NaN 13.0 9.841611e+07 79.0 Real Estate 102 SGEN 7 -1.37 big-cap Long NaN 52.0 9.813130e+07 23.0 Healthcare 152 PEAK 7 -1.30 big-cap Long NaN 7.0 9.417314e+07 72.0 Real Estate 91 PAYX 19 3.45 big-cap Long NaN 19.0 9.186119e+07 71.0 Industrials 157 ESS 12 0.20 big-cap Long NaN 12.0 8.780568e+07 79.0 Real Estate 119 MPLX 6 0.18 big-cap Long NaN 6.0 8.614026e+07 79.0 Energy 179 TECH 6 2.17 big-cap Long NaN 6.0 8.555840e+07 79.0 Healthcare 162 DRE 13 3.60 big-cap Long NaN 13.0 8.277737e+07 69.0 Real Estate 16 NVO 10 2.27 big-cap Long NaN 47.0 8.233272e+07 43.0 Healthcare 156 SUI 13 3.42 big-cap Long NaN 13.0 7.637636e+07 68.0 Real Estate 201 CBOE 7 2.85 big-cap Long NaN 7.0 7.249741e+07 79.0 Financial Services 203 CPT 17 7.16 big-cap Long NaN 17.0 6.960415e+07 79.0 Real Estate 164 BMRN 6 -0.80 big-cap Long NaN 20.0 6.641354e+07 20.0 Healthcare 110 GMAB 23 13.28 big-cap Long NaN 54.0 5.672930e+07 31.0 Healthcare 196 ELS 18 6.53 big-cap Long NaN 18.0 5.577606e+07 68.0 Real Estate 165 LDOS 12 2.44 big-cap Long NaN 12.0 5.541821e+07 35.0 Technology 195 BAH 18 2.69 big-cap Long NaN 18.0 5.294409e+07 37.0 Industrials 13 TM 23 15.64 big-cap Long NaN 23.0 5.100204e+07 26.0 Consumer Cyclical 129 CCEP 47 14.32 big-cap Long NaN 47.0 3.585579e+07 79.0 Consumer Defensive 124 FMS 10 2.13 big-cap Long NaN 70.0 2.781666e+07 41.0 Healthcare 22 PTR 14 12.84 big-cap Long NaN 31.0 2.323531e+07 36.0 Energy 60 HMC 12 0.74 big-cap Long NaN 14.0 2.198664e+07 73.0 Consumer Cyclical 174 VIV 8 2.08 big-cap Long NaN 38.0 1.535517e+07 17.0 Communication Services 96 BBVA 29 7.60 big-cap Long NaN 35.0 1.351253e+07 38.0 Financial Services 187 NTCO 25 20.64 big-cap Long NaN 50.0 1.341634e+07 31.0 Consumer Defensive 106 BSBR 25 20.80 big-cap Long NaN 45.0 6.420824e+06 31.0 Financial Services 74 BBDO 20 10.93 big-cap Long NaN 31.0 2.212428e+05 36.0 Financial Services Mean Return: 5.359166666666667 Mean Day/Week: 13.229166666666666 Accuracy:0.8645833333333334 *******************Part 1.8 Big Cap Short Maintainance********************* big_short_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 58 TAL 30 -88.70 big-cap Short NaN -30.0 9.475641e+08 -70.0 Consumer Defensive 38 FISV 11 -3.52 big-cap Short NaN -37.0 4.505802e+08 -28.0 Technology 176 HBAN 6 -5.77 big-cap Short NaN -62.0 3.631365e+08 -27.0 Financial Services 78 LVS 11 -4.67 big-cap Short NaN -11.0 3.359481e+08 -32.0 Consumer Cyclical 132 VIPS 12 -18.65 big-cap Short NaN -59.0 3.339457e+08 -55.0 Consumer Cyclical 111 CLX 17 -1.78 big-cap Short NaN -36.0 2.640329e+08 -27.0 Consumer Defensive 130 FLT 9 -3.51 big-cap Short NaN -30.0 2.566070e+08 -27.0 Technology 142 IR 6 -2.85 big-cap Short NaN -34.0 2.451640e+08 -11.0 Industrials 95 CTVA 6 -2.36 big-cap Short NaN -31.0 2.339818e+08 -21.0 Basic Materials 101 BLL 9 -1.73 big-cap Short NaN -26.0 1.998566e+08 -17.0 Consumer Cyclical 67 CTSH 6 -2.84 big-cap Short NaN -30.0 1.940708e+08 -30.0 Technology 169 CPB 7 -0.49 big-cap Short NaN -7.0 1.569747e+08 -9.0 Consumer Defensive 163 ON 10 -3.16 big-cap Short NaN -10.0 1.557366e+08 -13.0 Technology 183 SMG 11 -6.32 big-cap Short NaN -45.0 1.297976e+08 -21.0 Basic Materials 139 COO 8 2.53 big-cap Short NaN -27.0 1.032309e+08 -12.0 Healthcare 171 ATHM 21 -26.00 big-cap Short NaN -21.0 9.023542e+07 -72.0 Communication Services 191 PLTK 6 -3.43 big-cap Short NaN -6.0 6.859146e+07 -11.0 Communication Services 105 IBKR 9 -2.80 big-cap Short NaN -64.0 6.631534e+07 -36.0 Financial Services 170 ABCL 9 -13.32 big-cap Short NaN -11.0 4.813517e+07 -16.0 Healthcare 200 DNB 9 -1.83 big-cap Short NaN -29.0 2.831187e+07 -31.0 Technology 181 ERIE 34 -12.05 big-cap Short NaN -34.0 1.447029e+07 -74.0 Financial Services 160 SUZ 22 -11.59 big-cap Short NaN -25.0 5.653189e+06 -40.0 Basic Materials 178 HBANO 6 0.00 big-cap Short NaN -36.0 1.292297e+06 -35.0 Financial Services 182 ZNH 9 -0.42 big-cap Short NaN -9.0 4.003920e+05 -34.0 Industrials 202 CEA 7 -2.56 big-cap Short NaN -7.0 1.156300e+05 -37.0 Industrials Mean Return: -8.712799999999998 Mean Day/Week: 11.64 Accuracy:0.92 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Communication Services 1 Consumer Cyclical 3 Consumer Defensive 2 Energy 3 Financial Services 2 Healthcare 7 Industrials 4 Real Estate 12 Technology 12 Utilities 2 unknown 3 **************************************** small_industry_downtrending_count tickers industry Basic Materials 2 Communication Services 2 Consumer Cyclical 11 Consumer Defensive 2 Energy 1 Financial Services 6 Healthcare 6 Industrials 11 Technology 3 *******************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 215 BHC 1 0.0 small-cap Short NaN -2.0 5.014402e+07 -3.0 Healthcare 260 PB 1 0.0 small-cap Short NaN -1.0 2.479410e+07 -1.0 Financial Services 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 290 BOKFL 1 0.0 small-cap Long NaN 14.0 128474.303814 5.0 unknown Mean Return: nan Mean Day/Week: inf 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 215 BHC 1 0.00 small-cap Short NaN -2.0 5.014402e+07 -3.0 Healthcare 288 TX 2 -4.83 small-cap Short NaN -18.0 4.382459e+07 -4.0 Basic Materials 260 PB 1 0.00 small-cap Short NaN -1.0 2.479410e+07 -1.0 Financial Services Mean Return: -4.83 Mean Day/Week: 4.0 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 266 CACI 5 -1.02 small-cap Long NaN 5.0 5.577208e+07 54.0 Technology 298 ASR 5 -4.02 small-cap Long NaN 5.0 6.031076e+06 7.0 Industrials Mean Return: -2.5199999999999996 Mean Day/Week: 5.0 Accuracy:0.0 *******************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 239 COG 1 0.00 small-cap Short NaN -1.0 1.837741e+08 -50.0 Energy 215 BHC 1 0.00 small-cap Short NaN -2.0 5.014402e+07 -3.0 Healthcare 256 PFGC 2 -2.89 small-cap Short NaN -2.0 4.833934e+07 -28.0 Consumer Defensive 294 RAMP 3 -0.89 small-cap Short NaN -3.0 4.801783e+07 -138.0 Technology 212 GFL 2 -2.69 small-cap Short NaN -2.0 3.347852e+07 -21.0 Industrials 260 PB 1 0.00 small-cap Short NaN -1.0 2.479410e+07 -1.0 Financial Services 262 LFUS 2 -2.20 small-cap Short NaN -2.0 2.113044e+07 -13.0 Technology Mean Return: -2.1675 Mean Day/Week: 3.0 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 214 FANG 12 0.80 small-cap Long NaN 12.0 2.434902e+08 15.0 Energy 277 ASAN 10 32.60 small-cap Long NaN 20.0 2.266378e+08 21.0 Technology 257 TRGP 16 19.29 small-cap Long NaN 38.0 1.407573e+08 79.0 Energy 207 DBX 7 0.52 small-cap Long NaN 18.0 1.318936e+08 24.0 Technology 261 NTNX 15 15.79 small-cap Long NaN 50.0 1.145656e+08 20.0 Technology 219 BRKR 6 -0.31 small-cap Long NaN 7.0 9.427184e+07 79.0 Healthcare 271 COR 9 -0.21 small-cap Long NaN 14.0 9.410910e+07 29.0 Real Estate 210 MRVI 11 11.30 small-cap Long NaN 11.0 9.127717e+07 79.0 Healthcare 205 MGP 14 2.42 small-cap Long NaN 14.0 8.402380e+07 79.0 Real Estate 253 VRT 24 12.78 small-cap Long NaN 24.0 8.254810e+07 54.0 Industrials 204 IRM 25 10.00 small-cap Long NaN 29.0 7.846443e+07 79.0 Real Estate 229 JNPR 10 -0.12 small-cap Long NaN 10.0 7.646010e+07 38.0 Technology 223 CIEN 11 -2.62 small-cap Long NaN 14.0 6.715613e+07 20.0 Technology 297 BHVN 10 5.27 small-cap Long NaN 22.0 6.141162e+07 20.0 Healthcare 284 FR 13 3.74 small-cap Long NaN 13.0 5.904468e+07 79.0 Real Estate 254 FRT 12 1.12 small-cap Long NaN 12.0 5.544230e+07 79.0 Real Estate 264 LSI 16 8.04 small-cap Long NaN 16.0 5.236494e+07 79.0 Real Estate 206 DOX 7 -1.14 small-cap Long NaN 18.0 5.223770e+07 24.0 Technology 252 REXR 10 4.30 small-cap Long NaN 10.0 5.071141e+07 68.0 Real Estate 274 PRGO 27 8.11 small-cap Long NaN 45.0 4.895666e+07 30.0 Healthcare 224 DNLI 12 16.64 small-cap Long NaN 23.0 4.778616e+07 18.0 Healthcare 236 UGI 11 0.95 small-cap Long NaN 11.0 4.639056e+07 79.0 Utilities 228 ARWR 7 5.19 small-cap Long NaN 43.0 4.580198e+07 20.0 Healthcare 240 MANH 16 5.59 small-cap Long NaN 16.0 4.415009e+07 37.0 Technology 244 CUBE 13 4.11 small-cap Long NaN 13.0 4.152655e+07 79.0 Real Estate 230 MCFE 10 4.91 small-cap Long NaN 15.0 3.481439e+07 79.0 Technology 265 WES 6 -2.70 small-cap Long NaN 6.0 3.346384e+07 79.0 Energy 281 MPLN 22 15.81 small-cap Long NaN 49.0 3.125806e+07 25.0 Healthcare 278 EGP 13 4.59 small-cap Long NaN 13.0 2.811765e+07 70.0 Real Estate 233 MBT 22 2.86 small-cap Long NaN 44.0 2.585050e+07 30.0 Communication Services 276 ACC 17 3.48 small-cap Long NaN 45.0 2.568125e+07 45.0 Real Estate 282 SAIC 10 -0.42 small-cap Long NaN 43.0 2.528842e+07 19.0 Technology 241 ADT 21 19.27 small-cap Long NaN 21.0 2.048707e+07 48.0 Industrials 213 KOF 14 5.19 small-cap Long NaN 28.0 1.851808e+07 52.0 Consumer Defensive 279 CHH 25 4.97 small-cap Long NaN 29.0 1.558270e+07 60.0 Consumer Cyclical 268 FSV 8 0.99 small-cap Long NaN 8.0 1.388872e+07 79.0 Real Estate 272 PAC 6 -3.38 small-cap Long NaN 7.0 1.239059e+07 8.0 Industrials 250 JSM 14 1.62 small-cap Long NaN 17.0 1.163459e+06 33.0 unknown Mean Return: 5.825 Mean Day/Week: 13.473684210526315 Accuracy:0.7894736842105263 *******************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 217 LAD 11 -4.15 small-cap Short NaN -61.0 1.526810e+08 -31.0 Consumer Cyclical 255 THO 13 -16.30 small-cap Short NaN -28.0 1.510086e+08 -23.0 Consumer Cyclical 283 BPMC 13 -6.30 small-cap Short NaN -13.0 1.154306e+08 -34.0 Healthcare 222 AGCO 8 -11.30 small-cap Short NaN -35.0 1.121812e+08 -14.0 Industrials 234 YY 36 -32.76 small-cap Short NaN -74.0 8.331500e+07 -58.0 Communication Services 246 BLD 11 -5.55 small-cap Short NaN -29.0 6.726437e+07 -19.0 Industrials 280 PSTH 9 -1.24 small-cap Short NaN -9.0 5.637839e+07 -67.0 Financial Services 232 RNR 21 -8.53 small-cap Short NaN -34.0 5.074050e+07 -28.0 Financial Services 286 LSTR 9 -2.24 small-cap Short NaN -26.0 5.044024e+07 -12.0 Industrials 225 GNTX 9 -5.85 small-cap Short NaN -62.0 4.425742e+07 -28.0 Consumer Cyclical 227 NYT 11 -4.26 small-cap Short NaN -73.0 4.251204e+07 -70.0 Communication Services 245 RCM 16 -5.02 small-cap Short NaN -31.0 3.832373e+07 -33.0 Healthcare 293 RBC 9 -7.10 small-cap Short NaN -57.0 3.732891e+07 -23.0 Industrials 251 ONEM 7 -0.65 small-cap Short NaN -7.0 3.475528e+07 -74.0 Healthcare 209 UHAL 15 -6.31 small-cap Short NaN -60.0 2.830769e+07 -21.0 Industrials 243 ALLK 11 -1.51 small-cap Short NaN -11.0 1.725490e+07 -138.0 Healthcare 296 TNET 14 -4.53 small-cap Short NaN -36.0 9.139521e+06 -28.0 Industrials Mean Return: -7.270588235294118 Mean Day/Week: 13.117647058823529 Accuracy:1.0 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 6 Consumer Cyclical 12 Consumer Defensive 10 Energy 24 Financial Services 37 Healthcare 39 Industrials 21 Real Estate 31 Technology 34 Utilities 5 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 10 Communication Services 3 Consumer Cyclical 34 Consumer Defensive 6 Energy 2 Financial Services 35 Healthcare 21 Industrials 30 Real Estate 5 Technology 13 Utilities 2 unknown 3 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 449 URBN 2 -2.05 penny-cap Long NaN 5.0 6.275596e+07 5.0 Consumer Cyclical Mean Return: -2.05 Mean Day/Week: 2.0 Accuracy:0.0 *******************Part 3.2 Penny Cap Short Entry SPAN MACD********************* penny_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 304 SAGE 3 -6.14 penny-cap Short NaN -3.0 1.132859e+08 -4.0 Healthcare 354 GOOS 2 -0.15 penny-cap Short NaN -2.0 1.904600e+07 -4.0 Consumer Cyclical 571 NWBI 1 0.00 penny-cap Short NaN -1.0 9.862124e+06 -1.0 Financial Services 613 AROC 1 0.00 penny-cap Short NaN -1.0 8.227852e+06 -1.0 Energy 469 KW 1 0.00 penny-cap Short NaN -1.0 7.167482e+06 -4.0 Real Estate Mean Return: -3.145 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 3.3 Penny Cap Long Entry SPAN********************* penny_long_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 551 ACMR 1 0.00 penny-cap Long NaN 15.0 7.587218e+07 5.0 Technology 449 URBN 2 -2.05 penny-cap Long NaN 5.0 6.275596e+07 5.0 Consumer Cyclical 490 RMBS 1 0.00 penny-cap Long NaN 15.0 4.598930e+07 4.0 Technology 465 YELP 2 -1.06 penny-cap Long NaN 8.0 2.577672e+07 5.0 Communication Services 606 ALEC 2 -4.73 penny-cap Long NaN 15.0 1.116933e+07 5.0 Healthcare 399 NOAH 1 0.00 penny-cap Long NaN 23.0 1.006140e+07 5.0 Financial Services Mean Return: -2.6133333333333333 Mean Day/Week: 3.0 Accuracy:0.0 *******************Part 3.4 Penny Cap Short Entry SPAN********************* penny_short_signal_entry_span Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 304 SAGE 3 -6.14 penny-cap Short NaN -3.0 1.132859e+08 -4.0 Healthcare 533 BLMN 1 0.00 penny-cap Short NaN -27.0 5.673457e+07 -5.0 Consumer Cyclical 515 CMP 1 0.00 penny-cap Short NaN -19.0 2.215158e+07 -4.0 Basic Materials 354 GOOS 2 -0.15 penny-cap Short NaN -2.0 1.904600e+07 -4.0 Consumer Cyclical 571 NWBI 1 0.00 penny-cap Short NaN -1.0 9.862124e+06 -1.0 Financial Services 613 AROC 1 0.00 penny-cap Short NaN -1.0 8.227852e+06 -1.0 Energy 469 KW 1 0.00 penny-cap Short NaN -1.0 7.167482e+06 -4.0 Real Estate Mean Return: -3.145 Mean Day/Week: 5.0 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 301 CROX 4 -3.92 penny-cap Long NaN 4.0 1.637751e+08 79.0 Consumer Cyclical 496 SIG 5 -0.59 penny-cap Long NaN 5.0 7.466499e+07 8.0 Consumer Cyclical 449 URBN 2 -2.05 penny-cap Long NaN 5.0 6.275596e+07 5.0 Consumer Cyclical 681 SBLK 2 -7.22 penny-cap Long NaN 2.0 6.063353e+07 79.0 Industrials 318 JCOM 5 3.47 penny-cap Long NaN 5.0 5.664991e+07 79.0 Technology 448 ATRC 3 -0.65 penny-cap Long NaN 3.0 3.714518e+07 79.0 Healthcare 442 FHI 2 -1.96 penny-cap Long NaN 2.0 3.698748e+07 32.0 Financial Services 640 VLRS 2 0.80 penny-cap Long NaN 2.0 2.701612e+07 79.0 Industrials 591 CEQP 5 -5.13 penny-cap Long NaN 5.0 2.272572e+07 79.0 Energy 626 VBTX 1 0.00 penny-cap Long NaN 1.0 1.999995e+07 79.0 Financial Services 502 VRRM 2 1.05 penny-cap Long NaN 2.0 1.715438e+07 11.0 Industrials 437 SMPL 2 0.31 penny-cap Long NaN 2.0 1.683283e+07 59.0 Consumer Defensive 582 SUPN 4 1.98 penny-cap Long NaN 4.0 1.566736e+07 47.0 Healthcare 597 HEP 5 -0.62 penny-cap Long NaN 5.0 5.783474e+06 79.0 Energy 480 MGEE 3 -0.62 penny-cap Long NaN 3.0 5.457305e+06 70.0 Utilities 545 BSM 3 -3.29 penny-cap Long NaN 3.0 4.316920e+06 49.0 Energy 623 USAC 4 0.64 penny-cap Long NaN 4.0 4.045481e+06 25.0 Energy 308 SHI 2 1.10 penny-cap Long NaN 2.0 3.302884e+06 50.0 Energy 482 NUV 2 -0.09 penny-cap Long NaN 2.0 2.111601e+06 24.0 Financial Services 635 NYMTO 4 -0.28 penny-cap Long NaN 4.0 6.483079e+05 79.0 Real Estate Mean Return: -0.8984210526315788 Mean Day/Week: 3.263157894736842 Accuracy:0.3684210526315789 *******************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 321 HFC 1 0.00 penny-cap Short NaN -1.0 1.179577e+08 -32.0 Energy 304 SAGE 3 -6.14 penny-cap Short NaN -3.0 1.132859e+08 -4.0 Healthcare 497 SI 4 1.49 penny-cap Short NaN -4.0 5.654448e+07 -43.0 Financial Services 530 AVYA 4 -3.17 penny-cap Short NaN -4.0 4.510844e+07 -32.0 Technology 568 FSM 1 0.00 penny-cap Short NaN -2.0 4.508648e+07 -11.0 Basic Materials 395 TCBI 1 0.00 penny-cap Short NaN -1.0 4.488880e+07 -52.0 Financial Services 595 BCAB 2 -1.82 penny-cap Short NaN -2.0 2.933752e+07 -50.0 Healthcare 325 JAMF 2 1.53 penny-cap Short NaN -2.0 2.673664e+07 -10.0 Technology 531 MTOR 2 -6.08 penny-cap Short NaN -2.0 1.953062e+07 -55.0 Consumer Cyclical 354 GOOS 2 -0.15 penny-cap Short NaN -2.0 1.904600e+07 -4.0 Consumer Cyclical 602 PRIM 1 0.00 penny-cap Short NaN -1.0 1.231367e+07 -40.0 Industrials 558 FMTX 3 5.04 penny-cap Short NaN -3.0 1.183085e+07 -7.0 Healthcare 609 OCUL 1 0.00 penny-cap Short NaN -1.0 9.987726e+06 -34.0 Healthcare 571 NWBI 1 0.00 penny-cap Short NaN -1.0 9.862124e+06 -1.0 Financial Services 613 AROC 1 0.00 penny-cap Short NaN -1.0 8.227852e+06 -1.0 Energy 469 KW 1 0.00 penny-cap Short NaN -1.0 7.167482e+06 -4.0 Real Estate 656 DBD 1 0.00 penny-cap Short NaN -1.0 6.510720e+06 -35.0 Technology 575 SMCI 2 -1.03 penny-cap Short NaN -4.0 5.852409e+06 -21.0 Technology 501 GTH 2 2.37 penny-cap Short NaN -2.0 5.246431e+06 -18.0 Healthcare 356 MOR 1 0.00 penny-cap Short NaN -1.0 4.278460e+06 -138.0 Healthcare 608 BATRA 4 -0.91 penny-cap Short NaN -4.0 1.300450e+06 -42.0 Communication Services 567 PRTC 1 0.00 penny-cap Short NaN -1.0 4.767630e+04 -27.0 Healthcare Mean Return: -0.8063636363636363 Mean Day/Week: 3.727272727272727 Accuracy:0.6363636363636364 *******************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 336 QTS 10 -0.53 penny-cap Long NaN 12.0 2.558554e+08 48.0 Real Estate 443 QFIN 10 19.38 penny-cap Long NaN 18.0 1.981409e+08 18.0 unknown 594 DEN 20 17.43 penny-cap Long NaN 20.0 1.489485e+08 79.0 Energy 453 BNL 35 18.21 penny-cap Long NaN 55.0 1.474880e+08 45.0 Real Estate 363 SEM 16 5.34 penny-cap Long NaN 16.0 1.116983e+08 78.0 Healthcare 337 OVV 12 0.42 penny-cap Long NaN 14.0 1.058053e+08 16.0 Energy 505 MAC 18 14.99 penny-cap Long NaN 40.0 1.031131e+08 30.0 Real Estate 315 CLDR 7 -0.44 penny-cap Long NaN 22.0 1.024321e+08 13.0 Technology 343 SWAV 21 16.38 penny-cap Long NaN 21.0 8.796521e+07 56.0 Healthcare 540 MUR 26 16.59 penny-cap Long NaN 30.0 8.013545e+07 38.0 Energy 377 SPT 11 24.50 penny-cap Long NaN 17.0 7.954796e+07 19.0 Technology 467 MIC 9 0.27 penny-cap Long NaN 9.0 7.631775e+07 51.0 Industrials 455 SFM 10 1.30 penny-cap Long NaN 10.0 7.129392e+07 79.0 Consumer Defensive 535 MTDR 32 20.18 penny-cap Long NaN 32.0 6.977092e+07 79.0 Energy 534 CRC 22 10.17 penny-cap Long NaN 29.0 6.572236e+07 23.0 Energy 633 ERJ 17 22.46 penny-cap Long NaN 17.0 6.526207e+07 79.0 Industrials 349 CDNA 9 5.79 penny-cap Long NaN 18.0 5.877823e+07 20.0 Healthcare 355 SGMS 37 31.57 penny-cap Long NaN 45.0 5.680825e+07 41.0 Consumer Cyclical 577 PAGP 29 21.23 penny-cap Long NaN 36.0 5.519047e+07 39.0 Energy 300 STAA 16 10.92 penny-cap Long NaN 16.0 5.425076e+07 55.0 Healthcare 334 SWCH 24 16.70 penny-cap Long NaN 55.0 5.333100e+07 46.0 Technology 357 RETA 9 -2.11 penny-cap Long NaN 21.0 5.322545e+07 18.0 Healthcare 592 CNST 6 0.56 penny-cap Long NaN 23.0 5.238248e+07 12.0 Healthcare 359 ARVN 7 0.45 penny-cap Long NaN 23.0 5.201746e+07 15.0 Healthcare 509 MAG 19 11.85 penny-cap Long NaN 49.0 5.160486e+07 24.0 Basic Materials 493 MGY 13 8.56 penny-cap Long NaN 15.0 5.064857e+07 16.0 Energy 370 APLS 16 15.66 penny-cap Long NaN 45.0 4.737350e+07 23.0 Healthcare 516 WHD 12 3.50 penny-cap Long NaN 32.0 4.604278e+07 19.0 Energy 503 NAVI 16 8.76 penny-cap Long NaN 16.0 4.254833e+07 79.0 Financial Services 317 STAG 9 3.02 penny-cap Long NaN 9.0 4.076155e+07 79.0 Real Estate 338 DCP 13 12.75 penny-cap Long NaN 36.0 3.773201e+07 32.0 Energy 519 DOMO 11 15.98 penny-cap Long NaN 18.0 3.759057e+07 20.0 Technology 472 CIM 22 11.10 penny-cap Long NaN 22.0 3.639547e+07 79.0 Real Estate 507 SGRY 38 30.32 penny-cap Long NaN 38.0 3.629511e+07 79.0 Healthcare 447 MDRX 24 4.78 penny-cap Long NaN 46.0 3.604175e+07 27.0 Healthcare 494 EPRT 6 -1.70 penny-cap Long NaN 12.0 3.565139e+07 79.0 Real Estate 331 NAV 13 0.29 penny-cap Long NaN 50.0 3.391376e+07 54.0 Industrials 383 AQUA 19 8.41 penny-cap Long NaN 19.0 3.365566e+07 49.0 Industrials 333 CRNC 8 -5.81 penny-cap Long NaN 16.0 3.315094e+07 12.0 Technology 476 BGS 8 1.70 penny-cap Long NaN 18.0 3.290456e+07 9.0 Consumer Defensive 529 DDS 24 27.11 penny-cap Long NaN 24.0 3.272807e+07 39.0 Consumer Cyclical 316 HLI 12 3.84 penny-cap Long NaN 26.0 3.247832e+07 26.0 Financial Services 410 OFC 6 -3.76 penny-cap Long NaN 11.0 3.224904e+07 25.0 Real Estate 536 PRFT 48 22.46 penny-cap Long NaN 48.0 3.203639e+07 79.0 Technology 425 MIME 27 15.12 penny-cap Long NaN 47.0 3.185086e+07 29.0 Technology 506 BCRX 23 14.02 penny-cap Long NaN 30.0 3.165207e+07 30.0 Healthcare 373 ALKS 16 10.33 penny-cap Long NaN 45.0 3.108920e+07 39.0 Healthcare 624 BGCP 12 -0.80 penny-cap Long NaN 12.0 2.957665e+07 79.0 Financial Services 328 TRUP 8 4.19 penny-cap Long NaN 45.0 2.868384e+07 16.0 Financial Services 458 NSA 12 6.78 penny-cap Long NaN 12.0 2.835199e+07 79.0 Real Estate 358 DOC 6 -2.42 penny-cap Long NaN 8.0 2.754187e+07 9.0 Real Estate 405 CVLT 9 1.27 penny-cap Long NaN 18.0 2.752567e+07 79.0 Technology 412 ETRN 13 0.68 penny-cap Long NaN 30.0 2.748191e+07 70.0 Energy 433 SHOO 8 -3.88 penny-cap Long NaN 8.0 2.710057e+07 73.0 Consumer Cyclical 421 EPR 11 0.58 penny-cap Long NaN 13.0 2.691857e+07 20.0 Real Estate 404 CYRX 6 2.16 penny-cap Long NaN 15.0 2.676550e+07 15.0 Industrials 322 JOBS 13 2.23 penny-cap Long NaN 52.0 2.460060e+07 32.0 Industrials 429 ACCD 7 1.60 penny-cap Long NaN 18.0 2.392806e+07 22.0 Healthcare 387 VG 11 4.65 penny-cap Long NaN 21.0 2.375177e+07 25.0 Communication Services 539 CSTM 32 17.48 penny-cap Long NaN 38.0 2.372868e+07 73.0 Basic Materials 644 PTEN 12 1.84 penny-cap Long NaN 31.0 2.355785e+07 16.0 Energy 392 SUN 11 3.62 penny-cap Long NaN 11.0 2.264762e+07 60.0 Energy 484 ODP 10 -4.07 penny-cap Long NaN 14.0 2.246434e+07 33.0 Consumer Cyclical 654 CYH 15 7.02 penny-cap Long NaN 31.0 2.174109e+07 34.0 Healthcare 504 ENLC 14 23.37 penny-cap Long NaN 38.0 2.160709e+07 24.0 Energy 426 AMRC 11 14.62 penny-cap Long NaN 50.0 2.130961e+07 16.0 Industrials 471 CLNY 10 9.53 penny-cap Long NaN 10.0 2.097412e+07 79.0 Real Estate 345 TRNO 9 2.06 penny-cap Long NaN 9.0 2.012944e+07 54.0 Real Estate 369 FOCS 14 6.90 penny-cap Long NaN 40.0 2.005796e+07 20.0 Financial Services 660 CRK 8 5.91 penny-cap Long NaN 33.0 1.978917e+07 14.0 Energy 361 SVMK 6 6.85 penny-cap Long NaN 53.0 1.935421e+07 20.0 Technology 456 AZUL 18 20.02 penny-cap Long NaN 41.0 1.927912e+07 29.0 Industrials 554 RVNC 7 3.37 penny-cap Long NaN 7.0 1.906760e+07 41.0 Healthcare 477 FCFS 39 16.35 penny-cap Long NaN 48.0 1.894276e+07 74.0 Financial Services 523 WBT 13 -1.04 penny-cap Long NaN 13.0 1.829025e+07 79.0 Industrials 561 DRNA 10 15.04 penny-cap Long NaN 18.0 1.706574e+07 24.0 Healthcare 562 HSKA 7 12.65 penny-cap Long NaN 7.0 1.675872e+07 24.0 Healthcare 643 GLNG 15 5.62 penny-cap Long NaN 24.0 1.649671e+07 24.0 Energy 362 OPCH 7 -1.24 penny-cap Long NaN 17.0 1.605294e+07 9.0 Healthcare 478 HCSG 7 1.79 penny-cap Long NaN 7.0 1.601386e+07 29.0 Healthcare 528 FTAI 6 6.36 penny-cap Long NaN 10.0 1.597485e+07 9.0 Industrials 521 CVA 7 -2.75 penny-cap Long NaN 7.0 1.579014e+07 34.0 Industrials 394 BRFS 17 17.44 penny-cap Long NaN 20.0 1.569782e+07 20.0 Consumer Defensive 371 AMN 13 2.60 penny-cap Long NaN 41.0 1.553937e+07 41.0 Healthcare 514 FLWS 10 10.30 penny-cap Long NaN 34.0 1.527272e+07 35.0 Consumer Cyclical 574 ZYME 7 2.79 penny-cap Long NaN 46.0 1.513253e+07 13.0 Healthcare 522 PDM 13 1.99 penny-cap Long NaN 13.0 1.449129e+07 25.0 Real Estate 309 DRVN 6 -0.31 penny-cap Long NaN 48.0 1.414853e+07 26.0 Consumer Cyclical 578 ARI 11 2.81 penny-cap Long NaN 11.0 1.411719e+07 79.0 Real Estate 649 EVRI 20 11.59 penny-cap Long NaN 37.0 1.345813e+07 41.0 Consumer Cyclical 621 RDWR 10 7.03 penny-cap Long NaN 19.0 1.268140e+07 29.0 Technology 451 AXSM 6 -1.47 penny-cap Long NaN 38.0 1.265198e+07 14.0 Healthcare 648 ESTA 18 6.01 penny-cap Long NaN 18.0 1.256354e+07 79.0 Healthcare 511 PBH 28 12.04 penny-cap Long NaN 28.0 1.255780e+07 33.0 Healthcare 306 LANC 11 3.07 penny-cap Long NaN 11.0 1.251039e+07 45.0 Consumer Defensive 450 ITCI 9 6.01 penny-cap Long NaN 35.0 1.241614e+07 28.0 Healthcare 564 AAT 14 4.43 penny-cap Long NaN 15.0 1.215860e+07 79.0 Real Estate 419 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178254e+07 78.0 Financial Services 687 CDMO 11 1.62 penny-cap Long NaN 11.0 1.166338e+07 79.0 Healthcare 446 EXLS 31 9.48 penny-cap Long NaN 31.0 1.166078e+07 75.0 Technology 299 DAVA 22 23.33 penny-cap Long NaN 38.0 1.093027e+07 41.0 Technology 616 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 683 NESR 11 7.95 penny-cap Long NaN 11.0 9.510754e+06 31.0 Energy 386 CNS 28 11.84 penny-cap Long NaN 57.0 9.429794e+06 39.0 Financial Services 347 INOV 7 -0.31 penny-cap Long NaN 7.0 9.415515e+06 79.0 Healthcare 669 DRQ 7 -1.50 penny-cap Long NaN 31.0 8.976895e+06 12.0 Energy 678 MDP 11 6.98 penny-cap Long NaN 11.0 8.890380e+06 79.0 Communication Services 625 IRT 13 6.22 penny-cap Long NaN 13.0 8.657082e+06 79.0 Real Estate 612 MSEX 11 1.50 penny-cap Long NaN 16.0 8.553641e+06 59.0 Utilities 665 CRTX 11 13.78 penny-cap Long NaN 22.0 8.124413e+06 18.0 Healthcare 645 BPMP 31 11.31 penny-cap Long NaN 39.0 8.080330e+06 75.0 Energy 677 CMRE 12 7.58 penny-cap Long NaN 12.0 7.653441e+06 79.0 Industrials 600 EVV 10 2.15 penny-cap Long NaN 21.0 7.452455e+06 24.0 Financial Services 652 GTY 12 3.40 penny-cap Long NaN 12.0 7.182125e+06 73.0 Real Estate 586 PRAA 14 2.34 penny-cap Long NaN 16.0 7.145938e+06 58.0 Financial Services 479 MODV 7 2.49 penny-cap Long NaN 33.0 6.986342e+06 8.0 Healthcare 653 TVTY 19 7.42 penny-cap Long NaN 20.0 6.929168e+06 42.0 Healthcare 422 LAUR 10 -0.69 penny-cap Long NaN 32.0 6.525938e+06 28.0 Consumer Defensive 622 AVO 11 11.14 penny-cap Long NaN 17.0 6.428305e+06 24.0 Consumer Defensive 605 ILPT 9 1.32 penny-cap Long NaN 9.0 6.325152e+06 68.0 Real Estate 391 DNP 17 0.73 penny-cap Long NaN 48.0 6.042467e+06 23.0 Financial Services 555 MNR 9 0.56 penny-cap Long NaN 9.0 6.041322e+06 31.0 Real Estate 673 AUDC 11 2.12 penny-cap Long NaN 50.0 5.836891e+06 31.0 Technology 517 GGAL 18 20.64 penny-cap Long NaN 37.0 5.655895e+06 24.0 Financial Services 454 EXG 22 3.34 penny-cap Long NaN 22.0 5.469080e+06 73.0 Financial Services 685 NXRT 15 9.39 penny-cap Long NaN 15.0 5.113286e+06 72.0 Real Estate 340 NEA 17 2.54 penny-cap Long NaN 17.0 4.762093e+06 51.0 Financial Services 615 ETV 6 0.80 penny-cap Long NaN 6.0 4.506308e+06 57.0 Financial Services 388 NAD 20 2.69 penny-cap Long NaN 20.0 4.504478e+06 51.0 Financial Services 360 CIGI 12 0.01 penny-cap Long NaN 12.0 4.499818e+06 79.0 Real Estate 650 SCWX 11 25.25 penny-cap Long NaN 23.0 4.188070e+06 13.0 Technology 573 OTTR 8 0.14 penny-cap Long NaN 8.0 4.121434e+06 72.0 Utilities 542 ETY 14 3.11 penny-cap Long NaN 20.0 3.547607e+06 70.0 Financial Services 675 CLNC 25 11.84 penny-cap Long NaN 30.0 3.407627e+06 25.0 Real Estate 588 BBN 8 0.31 penny-cap Long NaN 57.0 2.679165e+06 22.0 Financial Services 619 ETG 17 3.09 penny-cap Long NaN 17.0 2.553801e+06 79.0 Financial Services 498 AFYA 14 11.61 penny-cap Long NaN 14.0 2.110741e+06 29.0 Consumer Defensive 668 CHY 6 1.95 penny-cap Long NaN 13.0 1.973733e+06 52.0 Financial Services 684 AWF 11 1.73 penny-cap Long NaN 17.0 1.596435e+06 24.0 Financial Services 435 TEO 9 -5.97 penny-cap Long NaN 29.0 1.559216e+06 15.0 Communication Services 569 AMK 19 7.40 penny-cap Long NaN 34.0 1.393247e+06 25.0 Financial Services 662 LOMA 16 6.64 penny-cap Long NaN 23.0 1.015412e+06 69.0 Basic Materials 641 LINX 14 3.94 penny-cap Long NaN 43.0 6.772275e+05 40.0 Technology 642 NRK 12 0.99 penny-cap Long NaN 12.0 6.114272e+05 48.0 Financial Services 634 NYMTN 7 1.12 penny-cap Long NaN 11.0 2.936002e+05 23.0 Real Estate 430 TDI 23 3.50 penny-cap Long NaN 23.0 1.046404e+05 53.0 unknown 444 FISK 12 4.47 penny-cap Long NaN 12.0 0.000000e+00 17.0 Real Estate Mean Return: 6.941428571428571 Mean Day/Week: 14.374149659863946 Accuracy:0.8707482993197279 *******************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 457 SAVE 10 -5.63 penny-cap Short NaN -10.0 1.353120e+08 -28.0 Industrials 303 NYCB 7 -4.54 penny-cap Short NaN -7.0 9.322659e+07 -32.0 Financial Services 488 WGO 8 -9.49 penny-cap Short NaN -27.0 9.227868e+07 -26.0 Consumer Cyclical 418 ABG 6 -3.03 penny-cap Short NaN -37.0 7.934865e+07 -12.0 Consumer Cyclical 380 CBRL 7 -7.24 penny-cap Short NaN -45.0 7.053264e+07 -28.0 Consumer Cyclical 491 PRPL 12 -7.88 penny-cap Short NaN -31.0 7.002546e+07 -21.0 Consumer Cyclical 411 SIX 6 -1.73 penny-cap Short NaN -6.0 6.313997e+07 -32.0 Consumer Cyclical 305 SAIA 7 -0.57 penny-cap Short NaN -37.0 5.828584e+07 -12.0 Industrials 382 TRTN 7 -5.43 penny-cap Short NaN -7.0 5.100485e+07 -35.0 Industrials 376 TMHC 6 -2.08 penny-cap Short NaN -34.0 4.817882e+07 -12.0 Consumer Cyclical 393 SONO 7 -3.76 penny-cap Short NaN -43.0 4.624930e+07 -29.0 Technology 408 ALGT 12 -9.79 penny-cap Short NaN -61.0 4.033204e+07 -33.0 Industrials 470 GCMG 9 -7.08 penny-cap Short NaN -25.0 3.900856e+07 -27.0 Financial Services 319 AL 6 -4.00 penny-cap Short NaN -6.0 3.763779e+07 -29.0 Industrials 487 FUN 11 -1.14 penny-cap Short NaN -62.0 3.414507e+07 -28.0 Consumer Cyclical 420 BXS 6 -4.25 penny-cap Short NaN -6.0 3.135836e+07 -42.0 Financial Services 406 ENR 9 -2.17 penny-cap Short NaN -32.0 2.684354e+07 -14.0 Industrials 384 VSH 10 -4.43 penny-cap Short NaN -35.0 2.669708e+07 -29.0 Technology 581 BALY 6 -2.97 penny-cap Short NaN -6.0 2.652521e+07 -43.0 Consumer Cyclical 402 PCRX 10 -0.70 penny-cap Short NaN -10.0 2.536409e+07 -54.0 Healthcare 646 MGNX 7 -1.23 penny-cap Short NaN -33.0 2.206245e+07 -11.0 Healthcare 310 KMPR 16 -4.40 penny-cap Short NaN -36.0 1.978276e+07 -28.0 Financial Services 607 ORGO 8 8.51 penny-cap Short NaN -42.0 1.935590e+07 -21.0 Healthcare 381 KMT 11 -9.60 penny-cap Short NaN -42.0 1.820968e+07 -21.0 Industrials 327 NEU 9 -6.28 penny-cap Short NaN -9.0 1.782858e+07 -138.0 Basic Materials 481 THS 15 -3.34 penny-cap Short NaN -17.0 1.674109e+07 -32.0 Consumer Defensive 311 FTDR 10 -4.29 penny-cap Short NaN -10.0 1.664299e+07 -40.0 Consumer Cyclical 518 SKYW 10 -3.61 penny-cap Short NaN -10.0 1.660430e+07 -34.0 Industrials 390 HI 7 -7.42 penny-cap Short NaN -61.0 1.623980e+07 -31.0 Industrials 614 ASTE 7 -11.73 penny-cap Short NaN -36.0 1.594989e+07 -23.0 Industrials 546 MDGL 10 4.02 penny-cap Short NaN -20.0 1.519530e+07 -16.0 Healthcare 460 ESE 26 -8.36 penny-cap Short NaN -35.0 1.493475e+07 -28.0 Technology 543 KN 9 -3.46 penny-cap Short NaN -9.0 1.474925e+07 -32.0 Technology 599 MBUU 16 -6.18 penny-cap Short NaN -61.0 1.444621e+07 -22.0 Consumer Cyclical 468 RCUS 23 -15.90 penny-cap Short NaN -30.0 1.437020e+07 -60.0 Healthcare 617 CVGW 7 -6.98 penny-cap Short NaN -37.0 1.394327e+07 -34.0 Consumer Defensive 366 CNNE 27 -6.59 penny-cap Short NaN -36.0 1.331699e+07 -32.0 Consumer Cyclical 674 BJRI 6 -6.11 penny-cap Short NaN -62.0 1.314775e+07 -22.0 Consumer Cyclical 544 ADUS 7 -8.96 penny-cap Short NaN -7.0 1.252924e+07 -35.0 Healthcare 667 ECOL 14 -5.59 penny-cap Short NaN -59.0 1.232289e+07 -21.0 Industrials 549 SPNS 11 1.11 penny-cap Short NaN -32.0 1.161198e+07 -32.0 Technology 666 ACRS 8 -2.31 penny-cap Short NaN -47.0 1.155132e+07 -29.0 Healthcare 584 LTC 11 -1.96 penny-cap Short NaN -60.0 1.125509e+07 -33.0 Real Estate 526 BANF 6 -0.78 penny-cap Short NaN -22.0 1.078928e+07 -18.0 Financial Services 556 CFFN 17 1.61 penny-cap Short NaN -17.0 1.068350e+07 -52.0 Financial Services 508 FRME 6 -1.84 penny-cap Short NaN -60.0 1.031324e+07 -18.0 Financial Services 596 AMWD 15 -7.37 penny-cap Short NaN -34.0 9.642270e+06 -26.0 Consumer Cyclical 351 AAON 11 -1.52 penny-cap Short NaN -11.0 9.447410e+06 -61.0 Industrials 466 FIBK 7 -5.53 penny-cap Short NaN -61.0 8.748434e+06 -28.0 Financial Services 553 FBK 8 -3.64 penny-cap Short NaN -60.0 8.654753e+06 -37.0 Financial Services 661 CHCO 6 -1.76 penny-cap Short NaN -59.0 8.648572e+06 -37.0 Financial Services 339 IMVT 12 12.32 penny-cap Short NaN -12.0 8.351658e+06 -138.0 Healthcare 409 ROCK 12 -4.66 penny-cap Short NaN -31.0 8.128655e+06 -31.0 Industrials 655 PLUS 13 -2.80 penny-cap Short NaN -27.0 7.486889e+06 -21.0 Technology 676 KRA 6 -4.06 penny-cap Short NaN -34.0 7.414103e+06 -35.0 Basic Materials 590 HTLD 21 -6.91 penny-cap Short NaN -41.0 6.502247e+06 -27.0 Industrials 686 ENTA 7 -3.35 penny-cap Short NaN -29.0 6.181006e+06 -23.0 Healthcare 589 WABC 6 -1.70 penny-cap Short NaN -61.0 5.994619e+06 -18.0 Financial Services 636 SWM 14 -3.57 penny-cap Short NaN -62.0 5.415701e+06 -27.0 Basic Materials 452 XNCR 30 -6.34 penny-cap Short NaN -30.0 5.301165e+06 -64.0 Healthcare 630 PGTI 7 -2.49 penny-cap Short NaN -27.0 5.145662e+06 -21.0 Industrials 560 CLBK 8 -2.27 penny-cap Short NaN -36.0 4.892717e+06 -12.0 Financial Services 672 PFC 12 -5.72 penny-cap Short NaN -61.0 4.222054e+06 -36.0 Financial Services 585 HY 7 -6.53 penny-cap Short NaN -7.0 3.984988e+06 -50.0 Industrials 572 ICLK 10 -2.37 penny-cap Short NaN -11.0 3.645207e+06 -61.0 Communication Services 658 JOUT 17 -1.88 penny-cap Short NaN -43.0 3.383805e+06 -22.0 Consumer Cyclical 583 SYKE 6 -0.59 penny-cap Short NaN -51.0 2.918706e+06 -27.0 Technology 670 ORIC 10 1.64 penny-cap Short NaN -10.0 2.652124e+06 -74.0 Healthcare 651 RMAX 7 -2.82 penny-cap Short NaN -64.0 2.417169e+06 -47.0 Real Estate 342 ARD 6 -2.43 penny-cap Short NaN -57.0 2.176952e+06 -17.0 Consumer Cyclical 365 IFS 6 0.48 penny-cap Short NaN -6.0 1.994311e+06 -9.0 Financial Services 499 UZC 13 0.04 penny-cap Short NaN -39.0 6.440420e+05 -136.0 unknown 537 OFLX 6 -1.21 penny-cap Short NaN -20.0 5.912325e+05 -67.0 Industrials 415 TCBIL 10 0.03 penny-cap Short NaN -35.0 5.071891e+05 -138.0 unknown 587 HLG 61 -34.40 penny-cap Short NaN -61.0 1.813949e+05 -138.0 Consumer Defensive 500 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 413 TCBIP 13 -0.10 penny-cap Short NaN -29.0 0.000000e+00 -137.0 Financial Services Mean Return: -3.9144155844155857 Mean Day/Week: 10.96103896103896 Accuracy:0.8831168831168831 ************************************** ************************************** ************************************** Error: []
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Stock daily Filter Report for 2021/06/17 05-40-08
*******************Part 1.0 Big Cap Industry Overiew********************* big_industry_uptrending_count tickers industry Basic Materials 3 Communication Services 8 Consumer Cyclical 9 Consumer Defensive 5 Energy 28 Financial Services 17 Healthcare 29 Industrials 13 Real Estate 23 Technology 31 Utilities 7 unknown 3 **************************************** big_industry_downtrending_count tickers industry Basic Materials 3 Communication Services 5 Consumer Cyclical 6 Consumer Defensive 6 Financial Services 7 Healthcare 6 Industrials 7 Technology 8 Utilities 1 *******************Part 1.1 Big Cap Long Entry SPAN MACD********************* big_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 9 MRK 4 1.31 big-cap Long NaN 4.0 1.342969e+09 5.0 Healthcare Mean Return: 1.31 Mean Day/Week: 4.0 Accuracy:1.0 *******************Part 1.2 Big Cap Short Entry SPAN MACD********************* big_short_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 41 VRTX 4 -2.85 big-cap Short NaN -4.0 5.184957e+08 -4.0 Healthcare Mean Return: -2.85 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 9 MRK 4 1.31 big-cap Long NaN 4.0 1.342969e+09 5.0 Healthcare Mean Return: 1.31 Mean Day/Week: 4.0 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 41 VRTX 4 -2.85 big-cap Short NaN -4.0 5.184957e+08 -4.0 Healthcare 194 FICO 1 0.00 big-cap Short NaN -30.0 6.401202e+07 -2.0 Technology Mean Return: -2.85 Mean Day/Week: 5.0 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 0 MSFT 4 -0.19 big-cap Long NaN 5.0 6.380677e+09 78.0 Technology 9 MRK 4 1.31 big-cap Long NaN 4.0 1.342969e+09 5.0 Healthcare 16 BMY 3 -0.55 big-cap Long NaN 3.0 7.142617e+08 46.0 Healthcare 30 SPGI 3 -0.91 big-cap Long NaN 3.0 5.216367e+08 76.0 Financial Services 90 ALXN 5 -0.79 big-cap Long NaN 5.0 3.960539e+08 44.0 Healthcare 28 ISRG 3 -0.16 big-cap Long NaN 3.0 3.410381e+08 48.0 Healthcare 33 ZTS 5 1.11 big-cap Long NaN 5.0 3.139676e+08 47.0 Healthcare 86 INFO 3 -1.21 big-cap Long NaN 3.0 2.629175e+08 76.0 Industrials 84 TROW 1 0.00 big-cap Long NaN 1.0 2.456496e+08 78.0 Financial Services 81 SRE 3 -1.45 big-cap Long NaN 3.0 2.341866e+08 69.0 Utilities 88 MSCI 3 1.05 big-cap Long NaN 3.0 2.044744e+08 54.0 Financial Services 50 MCO 3 -0.24 big-cap Long NaN 3.0 2.042336e+08 72.0 Financial Services 220 XPO 1 0.00 big-cap Long NaN 1.0 2.030869e+08 58.0 Industrials 151 OKE 1 0.00 big-cap Long NaN 1.0 1.914731e+08 78.0 Energy 156 AVTR 5 1.75 big-cap Long NaN 5.0 1.768257e+08 53.0 Basic Materials 206 EVRG 2 -0.46 big-cap Long NaN 2.0 1.473511e+08 72.0 Utilities 110 MTD 3 -0.14 big-cap Long NaN 3.0 1.417295e+08 51.0 Healthcare 37 ENB 4 2.55 big-cap Long NaN 4.0 1.372758e+08 78.0 Energy 89 CTAS 1 0.00 big-cap Long NaN 1.0 1.239395e+08 57.0 Industrials 190 IFF 5 -0.32 big-cap Long NaN 5.0 1.165383e+08 78.0 Basic Materials 193 CRL 5 -0.52 big-cap Long NaN 5.0 1.149090e+08 78.0 Healthcare 158 PKI 5 1.86 big-cap Long NaN 5.0 9.425182e+07 30.0 Healthcare 15 SAP 3 -2.29 big-cap Long NaN 3.0 8.706590e+07 49.0 Technology 187 LBTYK 1 0.00 big-cap Long NaN 1.0 6.443265e+07 70.0 unknown 196 TECH 5 1.58 big-cap Long NaN 5.0 6.417361e+07 78.0 Healthcare 127 MPLX 5 2.48 big-cap Long NaN 5.0 6.031998e+07 78.0 Energy 181 PBA 4 2.50 big-cap Long NaN 4.0 3.105246e+07 74.0 Energy 188 LBTYA 2 -0.68 big-cap Long NaN 2.0 1.662657e+07 69.0 Communication Services 52 RELX 3 -0.18 big-cap Long NaN 3.0 1.491643e+07 52.0 Communication Services 145 FTS 3 -0.71 big-cap Long NaN 3.0 1.264795e+07 68.0 Utilities 142 FITBI 2 0.00 big-cap Long NaN 2.0 8.774637e+05 6.0 Financial Services 202 JHX 4 0.76 big-cap Long NaN 4.0 7.143030e+05 57.0 Basic Materials Mean Return: 0.22777777777777772 Mean Day/Week: 3.8518518518518516 Accuracy:0.37037037037037035 *******************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 41 VRTX 4 -2.85 big-cap Short NaN -4.0 5.184957e+08 -4.0 Healthcare 128 DAL 4 -2.12 big-cap Short NaN -4.0 3.818686e+08 -12.0 Industrials 100 ES 1 0.00 big-cap Short NaN -1.0 1.333565e+08 -16.0 Utilities 207 BAP 2 -1.99 big-cap Short NaN -3.0 6.741857e+07 -8.0 Financial Services 210 KC 3 -3.43 big-cap Short NaN -3.0 5.797831e+07 -64.0 Technology 209 PLTK 5 -4.86 big-cap Short NaN -5.0 4.124866e+07 -10.0 Communication Services 164 NMR 1 0.00 big-cap Short NaN -1.0 2.612489e+06 -56.0 Financial Services 191 LBTYB 1 0.00 big-cap Short NaN -1.0 3.885750e+04 -24.0 Communication Services Mean Return: -3.0500000000000003 Mean Day/Week: 4.2 Accuracy:1.0 *******************Part 1.7 Big Cap Long Maintainance********************* big_long_signal_maintainance Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 3 NVDA 16 13.26 big-cap Long NaN 16.0 5.447437e+09 50.0 Technology 1 GOOG 8 1.93 big-cap Long NaN 8.0 3.291926e+09 78.0 Communication Services 2 GOOGL 6 0.33 big-cap Long NaN 6.0 3.186713e+09 78.0 Communication Services 34 GM 8 -2.28 big-cap Long NaN 13.0 1.901239e+09 15.0 Consumer Cyclical 12 XOM 7 3.19 big-cap Long NaN 7.0 1.553378e+09 12.0 Energy 144 OXY 6 7.60 big-cap Long NaN 12.0 1.297483e+09 12.0 Energy 7 CRM 13 1.90 big-cap Long NaN 16.0 1.235006e+09 19.0 Technology 63 F 14 1.33 big-cap Long NaN 18.0 1.025187e+09 18.0 Consumer Cyclical 14 TMUS 15 3.75 big-cap Long NaN 71.0 5.999250e+08 53.0 Communication Services 65 BIIB 8 -0.93 big-cap Long NaN 8.0 5.860795e+08 32.0 Healthcare 44 COP 8 2.21 big-cap Long NaN 29.0 5.536128e+08 12.0 Energy 11 LLY 8 -0.61 big-cap Long NaN 30.0 5.503692e+08 20.0 Healthcare 23 INTU 20 11.03 big-cap Long NaN 20.0 5.394477e+08 26.0 Technology 24 AXP 12 0.61 big-cap Long NaN 12.0 5.172167e+08 78.0 Financial Services 38 EQIX 24 13.01 big-cap Long NaN 61.0 5.106375e+08 44.0 Real Estate 51 ITUB 27 21.21 big-cap Long NaN 66.0 4.884658e+08 39.0 Financial Services 46 REGN 6 0.36 big-cap Long NaN 9.0 4.782202e+08 38.0 Healthcare 54 BX 17 7.72 big-cap Long NaN 17.0 4.278267e+08 78.0 Financial Services 120 PXD 10 -5.19 big-cap Long NaN 10.0 4.228973e+08 12.0 Energy 22 AMT 12 3.09 big-cap Long NaN 12.0 4.189129e+08 61.0 Real Estate 4 ASML 12 4.07 big-cap Long NaN 12.0 4.109981e+08 70.0 Technology 18 AZN 6 1.42 big-cap Long NaN 66.0 4.059113e+08 44.0 Healthcare 68 DLR 11 2.60 big-cap Long NaN 11.0 3.979147e+08 47.0 Real Estate 39 PBR 23 20.49 big-cap Long NaN 59.0 3.768098e+08 27.0 Energy 96 SLB 12 3.71 big-cap Long NaN 31.0 3.716594e+08 32.0 Energy 53 EMR 12 1.19 big-cap Long NaN 12.0 3.455456e+08 78.0 Industrials 109 MPC 29 7.34 big-cap Long NaN 31.0 3.168414e+08 78.0 Energy 123 NET 8 10.11 big-cap Long NaN 16.0 3.047777e+08 21.0 Technology 91 CARR 13 2.16 big-cap Long NaN 13.0 2.866334e+08 68.0 Industrials 79 APTV 10 -0.96 big-cap Long NaN 14.0 2.839957e+08 14.0 Consumer Cyclical 180 DPZ 6 1.32 big-cap Long NaN 6.0 2.781696e+08 51.0 Consumer Cyclical 217 DVN 17 13.17 big-cap Long NaN 31.0 2.733883e+08 38.0 Energy 69 EXC 7 1.01 big-cap Long NaN 7.0 2.717664e+08 59.0 Utilities 212 BSY 11 9.43 big-cap Long NaN 18.0 2.712212e+08 54.0 Technology 133 EQR 14 3.28 big-cap Long NaN 14.0 2.563349e+08 78.0 Real Estate 31 BP 12 3.40 big-cap Long NaN 12.0 2.521509e+08 78.0 Energy 124 WORK 13 0.64 big-cap Long NaN 18.0 2.485656e+08 21.0 Technology 49 EW 17 4.93 big-cap Long NaN 17.0 2.472161e+08 48.0 Healthcare 114 CNQ 15 9.43 big-cap Long NaN 29.0 2.373772e+08 78.0 Energy 97 SPG 14 2.03 big-cap Long NaN 14.0 2.362031e+08 78.0 Real Estate 139 SYF 33 12.80 big-cap Long NaN 33.0 2.338391e+08 78.0 unknown 36 CCI 12 2.01 big-cap Long NaN 12.0 2.296461e+08 67.0 Real Estate 64 VEEV 6 2.51 big-cap Long NaN 15.0 2.289305e+08 15.0 Healthcare 75 BBD 15 12.18 big-cap Long NaN 32.0 2.223103e+08 30.0 Financial Services 159 HES 32 15.02 big-cap Long NaN 32.0 2.221319e+08 78.0 Energy 71 PSA 9 1.89 big-cap Long NaN 9.0 2.141014e+08 78.0 Real Estate 67 IDXX 16 6.75 big-cap Long NaN 16.0 2.121460e+08 24.0 Healthcare 167 HAL 10 -2.38 big-cap Long NaN 29.0 2.051721e+08 14.0 Energy 102 RMD 6 11.36 big-cap Long NaN 17.0 2.018175e+08 32.0 Healthcare 172 EXR 10 4.33 big-cap Long NaN 10.0 1.945379e+08 78.0 Real Estate 121 WMB 14 5.89 big-cap Long NaN 33.0 1.892594e+08 78.0 Energy 213 CNP 23 2.74 big-cap Long NaN 23.0 1.848231e+08 67.0 Utilities 77 APH 8 0.05 big-cap Long NaN 11.0 1.835442e+08 57.0 Technology 186 BXP 21 7.63 big-cap Long NaN 21.0 1.786553e+08 78.0 Real Estate 25 GSK 6 2.79 big-cap Long NaN 6.0 1.779347e+08 44.0 Healthcare 104 PSX 10 1.76 big-cap Long NaN 30.0 1.717541e+08 14.0 Energy 60 EPD 11 4.58 big-cap Long NaN 11.0 1.709777e+08 76.0 Energy 101 MSI 24 6.42 big-cap Long NaN 27.0 1.690392e+08 78.0 Technology 135 NDAQ 9 4.47 big-cap Long NaN 9.0 1.676435e+08 78.0 Financial Services 161 NVCR 12 8.61 big-cap Long NaN 12.0 1.671396e+08 46.0 Healthcare 95 SBAC 13 6.29 big-cap Long NaN 13.0 1.634827e+08 61.0 Real Estate 129 FTNT 9 3.81 big-cap Long NaN 9.0 1.583035e+08 78.0 Technology 157 INVH 24 7.03 big-cap Long NaN 66.0 1.559492e+08 69.0 Real Estate 178 NTAP 7 1.11 big-cap Long NaN 7.0 1.495415e+08 70.0 Technology 8 NVS 11 5.43 big-cap Long NaN 28.0 1.462102e+08 29.0 Healthcare 155 ET 12 10.22 big-cap Long NaN 35.0 1.435713e+08 78.0 Energy 146 AKAM 29 5.81 big-cap Long NaN 62.0 1.398268e+08 30.0 Technology 130 ANET 24 14.87 big-cap Long NaN 57.0 1.381252e+08 50.0 Technology 162 PEAK 6 -1.06 big-cap Long NaN 6.0 1.297764e+08 71.0 Real Estate 122 SU 12 3.41 big-cap Long NaN 30.0 1.256291e+08 78.0 Energy 118 WELL 10 5.24 big-cap Long NaN 11.0 1.251378e+08 78.0 Real Estate 168 ESS 11 0.32 big-cap Long NaN 11.0 1.251250e+08 78.0 Real Estate 140 EPAM 7 3.01 big-cap Long NaN 7.0 1.220252e+08 70.0 Technology 32 INFY 7 4.49 big-cap Long NaN 18.0 1.175922e+08 15.0 Technology 185 VICI 7 -1.51 big-cap Long NaN 7.0 1.103042e+08 78.0 Real Estate 160 WAT 6 4.53 big-cap Long NaN 6.0 1.060134e+08 58.0 Healthcare 166 LNG 34 14.22 big-cap Long NaN 34.0 1.058138e+08 78.0 Energy 154 ALNY 6 6.77 big-cap Long NaN 20.0 1.033885e+08 14.0 Healthcare 93 PAYX 18 3.04 big-cap Long NaN 18.0 1.002721e+08 70.0 Industrials 204 CVE 12 13.56 big-cap Long NaN 12.0 1.001721e+08 14.0 Energy 165 SUI 12 2.73 big-cap Long NaN 12.0 9.687048e+07 67.0 Real Estate 13 NVO 9 3.30 big-cap Long NaN 46.0 9.387200e+07 42.0 Healthcare 148 VTR 10 1.56 big-cap Long NaN 12.0 9.374032e+07 17.0 Real Estate 107 SGEN 6 -2.73 big-cap Long NaN 51.0 8.934796e+07 22.0 Healthcare 58 ABEV 29 20.01 big-cap Long NaN 29.0 8.746401e+07 45.0 Consumer Defensive 19 BUD 42 14.68 big-cap Long NaN 67.0 8.024926e+07 48.0 Consumer Defensive 215 ELS 17 5.79 big-cap Long NaN 17.0 7.974410e+07 67.0 Real Estate 211 WPC 12 -0.22 big-cap Long NaN 12.0 7.961874e+07 58.0 Real Estate 174 DRE 12 2.16 big-cap Long NaN 12.0 7.915927e+07 68.0 Real Estate 170 MAA 11 2.38 big-cap Long NaN 11.0 7.537488e+07 78.0 Real Estate 198 LUMN 11 0.68 big-cap Long NaN 27.0 7.267834e+07 29.0 Communication Services 216 UDR 12 0.99 big-cap Long NaN 12.0 6.124494e+07 78.0 Real Estate 222 CBOE 6 1.94 big-cap Long NaN 6.0 6.116073e+07 78.0 Financial Services 177 LDOS 11 2.43 big-cap Long NaN 11.0 6.048289e+07 34.0 Technology 214 BAH 17 2.80 big-cap Long NaN 17.0 6.032318e+07 36.0 Industrials 224 CPT 16 6.54 big-cap Long NaN 16.0 5.976626e+07 78.0 Real Estate 10 TM 22 14.90 big-cap Long NaN 22.0 5.897863e+07 25.0 Consumer Cyclical 70 TRP 11 2.01 big-cap Long NaN 11.0 5.390562e+07 74.0 Energy 76 CM 35 15.21 big-cap Long NaN 35.0 5.372586e+07 78.0 Financial Services 134 FMS 9 2.23 big-cap Long NaN 69.0 4.509916e+07 40.0 Healthcare 179 AGR 10 0.91 big-cap Long NaN 10.0 4.464751e+07 72.0 Utilities 137 CCEP 46 14.03 big-cap Long NaN 46.0 4.464622e+07 78.0 Consumer Defensive 55 STLA 22 10.61 big-cap Long NaN 23.0 4.458501e+07 30.0 unknown 116 GMAB 22 15.62 big-cap Long NaN 53.0 3.556124e+07 30.0 Healthcare 47 UBS 10 -2.06 big-cap Long NaN 18.0 3.159207e+07 19.0 Financial Services 173 HEI 12 -0.59 big-cap Long NaN 12.0 2.831315e+07 49.0 Industrials 125 FMX 11 0.76 big-cap Long NaN 11.0 2.653354e+07 66.0 Consumer Defensive 197 TTM 9 0.16 big-cap Long NaN 25.0 2.271432e+07 17.0 Consumer Cyclical 92 WIT 21 8.48 big-cap Long NaN 42.0 1.875063e+07 44.0 Technology 59 HMC 11 1.56 big-cap Long NaN 13.0 1.872995e+07 72.0 Consumer Cyclical 205 NTCO 24 19.57 big-cap Long NaN 49.0 1.352595e+07 30.0 Consumer Defensive 99 BBVA 28 8.53 big-cap Long NaN 34.0 1.199208e+07 37.0 Financial Services 112 BSBR 24 22.34 big-cap Long NaN 44.0 1.192282e+07 30.0 Financial Services 189 VIV 8 1.31 big-cap Long NaN 38.0 1.039193e+07 17.0 Communication Services 21 PTR 13 11.26 big-cap Long NaN 30.0 8.970210e+06 35.0 Energy 82 E 10 1.56 big-cap Long NaN 10.0 1.964605e+06 78.0 Energy 74 BBDO 19 12.41 big-cap Long NaN 30.0 2.536510e+05 35.0 Financial Services Mean Return: 5.402905982905983 Mean Day/Week: 14.264957264957266 Accuracy:0.8974358974358975 *******************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 57 TAL 29 -74.72 big-cap Short NaN -29.0 8.989831e+08 -69.0 Consumer Defensive 6 ABT 12 4.02 big-cap Short NaN -35.0 7.719692e+08 -35.0 Healthcare 35 FISV 10 -4.30 big-cap Short NaN -36.0 4.927924e+08 -27.0 Technology 117 CLX 16 -2.52 big-cap Short NaN -35.0 2.635743e+08 -26.0 Consumer Defensive 131 DLTR 14 0.61 big-cap Short NaN -36.0 2.234206e+08 -14.0 Consumer Defensive 138 FLT 8 -2.31 big-cap Short NaN -29.0 2.217512e+08 -26.0 Technology 78 LVS 10 -4.25 big-cap Short NaN -10.0 1.863372e+08 -31.0 Consumer Cyclical 175 ON 9 -2.38 big-cap Short NaN -9.0 1.844270e+08 -12.0 Technology 141 VIPS 11 -13.94 big-cap Short NaN -58.0 1.843899e+08 -54.0 Consumer Cyclical 106 BLL 8 -1.05 big-cap Short NaN -25.0 1.541086e+08 -16.0 Consumer Cyclical 182 CPB 6 -0.86 big-cap Short NaN -6.0 1.378918e+08 -8.0 Consumer Defensive 147 COO 7 2.44 big-cap Short NaN -26.0 1.240064e+08 -11.0 Healthcare 184 ATHM 20 -25.13 big-cap Short NaN -20.0 1.161771e+08 -71.0 Communication Services 201 SMG 10 -5.50 big-cap Short NaN -44.0 7.818856e+07 -20.0 Basic Materials 111 IBKR 8 -1.99 big-cap Short NaN -63.0 5.649702e+07 -35.0 Financial Services 183 ABCL 8 -12.32 big-cap Short NaN -10.0 4.381747e+07 -15.0 Healthcare 221 DNB 8 -1.97 big-cap Short NaN -28.0 3.232515e+07 -30.0 Technology 199 ERIE 33 -11.42 big-cap Short NaN -33.0 1.542345e+07 -73.0 Financial Services 171 SUZ 21 -9.83 big-cap Short NaN -24.0 6.316421e+06 -39.0 Basic Materials 200 ZNH 8 2.48 big-cap Short NaN -8.0 7.955700e+05 -33.0 Industrials 223 CEA 6 -2.75 big-cap Short NaN -6.0 1.689415e+05 -36.0 Industrials Mean Return: -7.9852380952380955 Mean Day/Week: 12.476190476190476 Accuracy:0.8095238095238095 ************************************** ************************************** ************************************** *******************Part 2.0 Small Cap Industry Overiew********************* small_industry_uptrending_count tickers industry Basic Materials 1 Communication Services 1 Consumer Cyclical 2 Consumer Defensive 2 Energy 9 Financial Services 4 Healthcare 9 Industrials 4 Real Estate 17 Technology 11 Utilities 3 unknown 1 **************************************** small_industry_downtrending_count tickers industry Basic Materials 1 Communication Services 2 Consumer Cyclical 7 Consumer Defensive 2 Financial Services 3 Healthcare 6 Industrials 9 Technology 3 *******************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 311 TX 1 0.0 small-cap Short NaN -17.0 3.137679e+07 -3.0 Basic Materials 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 284 OGE 5 -0.29 small-cap Long NaN 5.0 5.926828e+07 58.0 Utilities 287 CACI 4 -0.93 small-cap Long NaN 4.0 5.289232e+07 53.0 Technology 285 WES 5 2.95 small-cap Long NaN 5.0 3.463830e+07 78.0 Energy 321 ASR 4 -2.89 small-cap Long NaN 4.0 7.140890e+06 6.0 Industrials Mean Return: -0.29000000000000004 Mean Day/Week: 4.5 Accuracy:0.25 *******************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 230 AMED 1 0.00 small-cap Short NaN -2.0 1.378055e+08 -12.0 Healthcare 277 PFGC 1 0.00 small-cap Short NaN -1.0 7.133078e+07 -27.0 Consumer Defensive 316 RAMP 2 -2.68 small-cap Short NaN -2.0 5.147315e+07 -137.0 Technology 234 GFL 1 0.00 small-cap Short NaN -1.0 2.561677e+07 -20.0 Industrials 282 LFUS 1 0.00 small-cap Short NaN -1.0 1.691035e+07 -12.0 Technology Mean Return: -2.68 Mean Day/Week: 6.0 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 256 CLF 6 -1.71 small-cap Long NaN 6.0 9.660211e+08 55.0 Basic Materials 296 MRO 12 -0.64 small-cap Long NaN 14.0 2.789219e+08 18.0 Energy 299 ASAN 9 24.30 small-cap Long NaN 19.0 1.984090e+08 20.0 Technology 298 APA 11 -4.06 small-cap Long NaN 12.0 1.610492e+08 15.0 Energy 236 FANG 11 4.66 small-cap Long NaN 11.0 1.500115e+08 14.0 Energy 320 BHVN 9 3.89 small-cap Long NaN 21.0 1.311032e+08 19.0 Healthcare 229 DBX 6 1.40 small-cap Long NaN 17.0 1.286789e+08 23.0 Technology 278 TRGP 15 26.65 small-cap Long NaN 37.0 1.274250e+08 78.0 Energy 274 KRC 9 0.63 small-cap Long NaN 16.0 1.160824e+08 78.0 Real Estate 280 NTNX 14 16.93 small-cap Long NaN 49.0 1.125598e+08 19.0 Technology 241 JAZZ 6 -0.35 small-cap Long NaN 6.0 1.069969e+08 30.0 Healthcare 243 CIEN 10 -1.37 small-cap Long NaN 13.0 9.322901e+07 19.0 Technology 276 DXC 38 25.83 small-cap Long NaN 55.0 9.173650e+07 58.0 Technology 226 IRM 24 9.54 small-cap Long NaN 28.0 8.611038e+07 78.0 Real Estate 272 VRT 23 13.16 small-cap Long NaN 23.0 8.154232e+07 53.0 Industrials 248 JNPR 9 1.51 small-cap Long NaN 9.0 8.030185e+07 37.0 Technology 227 MGP 13 3.25 small-cap Long NaN 13.0 7.937220e+07 78.0 Real Estate 307 FR 12 2.90 small-cap Long NaN 12.0 7.696455e+07 78.0 Real Estate 283 LSI 15 7.03 small-cap Long NaN 15.0 7.128800e+07 78.0 Real Estate 273 FRT 11 2.12 small-cap Long NaN 11.0 7.038329e+07 78.0 Real Estate 232 MRVI 10 10.35 small-cap Long NaN 10.0 6.827466e+07 78.0 Healthcare 271 REXR 9 2.62 small-cap Long NaN 9.0 6.642092e+07 67.0 Real Estate 279 OMF 12 0.79 small-cap Long NaN 13.0 6.474680e+07 58.0 Financial Services 261 CLR 26 19.35 small-cap Long NaN 30.0 5.873263e+07 37.0 Energy 265 CUBE 12 3.04 small-cap Long NaN 12.0 5.641533e+07 78.0 Real Estate 313 QRTEA 8 1.32 small-cap Long NaN 28.0 5.426222e+07 28.0 Consumer Cyclical 286 PAA 27 20.90 small-cap Long NaN 34.0 4.740933e+07 38.0 Energy 247 ARWR 6 5.03 small-cap Long NaN 42.0 4.628312e+07 19.0 Healthcare 225 MMP 19 8.17 small-cap Long NaN 50.0 4.624447e+07 52.0 Energy 294 PRGO 26 8.45 small-cap Long NaN 44.0 4.493992e+07 29.0 Healthcare 297 ACC 16 3.89 small-cap Long NaN 44.0 4.453343e+07 44.0 Real Estate 291 COR 8 0.83 small-cap Long NaN 13.0 4.439330e+07 28.0 Real Estate 257 VNO 11 -1.07 small-cap Long NaN 12.0 4.272910e+07 15.0 Real Estate 318 BRX 11 -1.59 small-cap Long NaN 11.0 4.231355e+07 78.0 Real Estate 228 DOX 6 -0.70 small-cap Long NaN 17.0 3.959984e+07 23.0 Technology 244 DNLI 11 15.01 small-cap Long NaN 22.0 3.956228e+07 17.0 Healthcare 259 MANH 15 6.02 small-cap Long NaN 15.0 3.757916e+07 36.0 Technology 281 AIRC 17 6.04 small-cap Long NaN 17.0 3.653147e+07 29.0 Real Estate 300 EGP 12 4.22 small-cap Long NaN 12.0 3.551559e+07 69.0 Real Estate 249 MCFE 9 5.67 small-cap Long NaN 14.0 3.197751e+07 78.0 Technology 252 MBT 21 2.65 small-cap Long NaN 43.0 3.053582e+07 29.0 Communication Services 308 STWD 7 -1.12 small-cap Long NaN 7.0 2.827488e+07 78.0 Real Estate 254 UGI 10 0.59 small-cap Long NaN 10.0 2.720840e+07 78.0 Utilities 301 CHH 24 5.87 small-cap Long NaN 28.0 1.884731e+07 59.0 Consumer Cyclical 235 KOF 13 6.17 small-cap Long NaN 27.0 1.821520e+07 51.0 Consumer Defensive 305 SAIC 9 -0.01 small-cap Long NaN 42.0 1.797386e+07 18.0 Technology 260 ADT 21 18.32 small-cap Long NaN 21.0 1.295342e+07 48.0 Industrials 304 MPLN 21 13.79 small-cap Long NaN 48.0 1.287297e+07 24.0 Healthcare 237 EBR 24 17.71 small-cap Long NaN 80.0 1.137967e+07 54.0 Utilities 264 BSMX 9 5.13 small-cap Long NaN 9.0 7.324188e+06 58.0 Financial Services 289 FSV 7 0.73 small-cap Long NaN 7.0 6.389700e+06 78.0 Real Estate 269 JSM 13 1.14 small-cap Long NaN 16.0 1.188441e+06 32.0 unknown Mean Return: 6.249615384615385 Mean Day/Week: 13.711538461538462 Accuracy:0.8076923076923077 *******************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 306 BPMC 12 -3.92 small-cap Short NaN -12.0 1.639297e+08 -33.0 Healthcare 238 LAD 10 -0.92 small-cap Short NaN -60.0 1.315692e+08 -30.0 Consumer Cyclical 267 BLD 10 -5.56 small-cap Short NaN -28.0 7.964437e+07 -18.0 Industrials 275 THO 13 -14.26 small-cap Short NaN -27.0 7.685118e+07 -22.0 Consumer Cyclical 242 AGCO 7 -8.22 small-cap Short NaN -34.0 5.719337e+07 -13.0 Industrials 253 YY 35 -30.05 small-cap Short NaN -73.0 5.714914e+07 -57.0 Communication Services 270 ONEM 6 -3.35 small-cap Short NaN -6.0 5.644226e+07 -73.0 Healthcare 302 PSTH 8 -2.76 small-cap Short NaN -8.0 5.380269e+07 -66.0 Financial Services 246 NYT 10 -4.78 small-cap Short NaN -72.0 5.333651e+07 -69.0 Communication Services 266 RCM 15 -3.81 small-cap Short NaN -30.0 5.275161e+07 -32.0 Healthcare 251 RNR 20 -6.22 small-cap Short NaN -33.0 4.143835e+07 -27.0 Financial Services 309 LSTR 8 -0.82 small-cap Short NaN -25.0 3.677560e+07 -11.0 Industrials 245 GNTX 8 -4.72 small-cap Short NaN -61.0 3.662893e+07 -27.0 Consumer Cyclical 315 RBC 8 -3.08 small-cap Short NaN -56.0 3.347732e+07 -22.0 Industrials 231 UHAL 14 -5.75 small-cap Short NaN -59.0 2.797888e+07 -20.0 Industrials 262 ALLK 10 -1.64 small-cap Short NaN -10.0 2.448625e+07 -137.0 Healthcare 319 TNET 13 -3.44 small-cap Short NaN -35.0 1.149909e+07 -27.0 Industrials Mean Return: -6.076470588235295 Mean Day/Week: 12.176470588235293 Accuracy:1.0 ************************************** ************************************** ************************************** *******************Part 3.0 Penny Cap Industry Overiew********************* penny_industry_uptrending_count tickers industry Basic Materials 11 Communication Services 9 Consumer Cyclical 18 Consumer Defensive 10 Energy 42 Financial Services 47 Healthcare 40 Industrials 28 Real Estate 53 Technology 33 Utilities 5 unknown 3 **************************************** penny_industry_downtrending_count tickers industry Basic Materials 5 Communication Services 3 Consumer Cyclical 27 Consumer Defensive 6 Financial Services 20 Healthcare 19 Industrials 21 Real Estate 4 Technology 12 Utilities 2 unknown 4 *******************Part 3.1 Penny Cap Long Entry SPAN MACD********************* penny_long_signal_entry_span_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 490 URBN 1 0.0 penny-cap Long NaN 4.0 5.650584e+07 4.0 Consumer Cyclical 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 330 SAGE 2 -6.67 penny-cap Short NaN -2.0 2.475038e+08 -3.0 Healthcare 384 GOOS 1 0.00 penny-cap Short NaN -1.0 1.748133e+07 -3.0 Consumer Cyclical Mean Return: -6.67 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 490 URBN 1 0.0 penny-cap Long NaN 4.0 5.650584e+07 4.0 Consumer Cyclical 653 ALEC 1 0.0 penny-cap Long NaN 14.0 4.021677e+07 4.0 Healthcare 505 YELP 1 0.0 penny-cap Long NaN 7.0 2.925625e+07 4.0 Communication Services 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 330 SAGE 2 -6.67 penny-cap Short NaN -2.0 2.475038e+08 -3.0 Healthcare 384 GOOS 1 0.00 penny-cap Short NaN -1.0 1.748133e+07 -3.0 Consumer Cyclical Mean Return: -6.67 Mean Day/Week: 3.0 Accuracy:1.0 *******************Part 3.5 Penny Cap Long Entry MACD********************* penny_long_signal_entry_macd Symbol Day Return Market Cap Long/Short score MACD Signal Count Market Value Span Signal Count industry 325 CROX 3 -1.94 penny-cap Long NaN 3.0 1.227060e+08 78.0 Consumer Cyclical 737 SBLK 1 0.00 penny-cap Long NaN 1.0 9.336525e+07 78.0 Industrials 534 SIG 4 0.87 penny-cap Long NaN 4.0 7.183284e+07 7.0 Consumer Cyclical 343 JCOM 4 3.27 penny-cap Long NaN 4.0 6.913681e+07 78.0 Technology 490 URBN 1 0.00 penny-cap Long NaN 4.0 5.650584e+07 4.0 Consumer Cyclical 479 FHI 1 0.00 penny-cap Long NaN 1.0 5.384107e+07 31.0 Financial Services 473 SMPL 1 0.00 penny-cap Long NaN 1.0 3.104994e+07 58.0 Consumer Defensive 622 SUPN 3 3.82 penny-cap Long NaN 3.0 2.858641e+07 46.0 Healthcare 489 ATRC 2 -2.63 penny-cap Long NaN 2.0 2.781161e+07 78.0 Healthcare 693 VLRS 1 0.00 penny-cap Long NaN 1.0 2.139063e+07 78.0 Industrials 632 CEQP 4 1.75 penny-cap Long NaN 4.0 1.970445e+07 78.0 Energy 544 VRRM 1 0.00 penny-cap Long NaN 1.0 1.775890e+07 10.0 Industrials 684 GBX 4 -0.01 penny-cap Long NaN 4.0 1.212424e+07 12.0 Industrials 482 SFNC 1 0.00 penny-cap Long NaN 1.0 1.020289e+07 10.0 Financial Services 718 OXM 5 -2.65 penny-cap Long NaN 5.0 8.378162e+06 78.0 Consumer Cyclical 521 MGEE 2 -0.44 penny-cap Long NaN 2.0 7.292864e+06 69.0 Utilities 484 NNI 4 -1.12 penny-cap Long NaN 4.0 6.638669e+06 13.0 Financial Services 661 ETV 5 1.34 penny-cap Long NaN 5.0 4.825118e+06 56.0 Financial Services 641 HEP 4 2.29 penny-cap Long NaN 4.0 4.662827e+06 78.0 Energy 585 BSM 2 -1.49 penny-cap Long NaN 2.0 4.118625e+06 48.0 Energy 334 SHI 1 0.00 penny-cap Long NaN 1.0 3.278836e+06 49.0 Energy 523 NUV 1 0.00 penny-cap Long NaN 1.0 2.928560e+06 23.0 Financial Services 675 USAC 3 1.75 penny-cap Long NaN 3.0 2.602029e+06 24.0 Energy 689 NYMTO 3 -0.24 penny-cap Long NaN 3.0 1.308331e+06 78.0 Real Estate Mean Return: 0.3046666666666667 Mean Day/Week: 4.066666666666666 Accuracy:0.4666666666666667 *******************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 330 SAGE 2 -6.67 penny-cap Short NaN -2.0 2.475038e+08 -3.0 Healthcare 536 SI 3 2.96 penny-cap Short NaN -3.0 8.762100e+07 -42.0 Financial Services 446 SIX 5 1.10 penny-cap Short NaN -5.0 4.500783e+07 -31.0 Consumer Cyclical 349 JAMF 1 0.00 penny-cap Short NaN -1.0 3.677561e+07 -9.0 Technology 620 BALY 5 0.41 penny-cap Short NaN -5.0 3.209434e+07 -42.0 Consumer Cyclical 456 BXS 5 0.85 penny-cap Short NaN -5.0 2.322953e+07 -41.0 Financial Services 344 AL 5 -0.71 penny-cap Short NaN -5.0 2.269417e+07 -28.0 Industrials 639 BCAB 1 0.00 penny-cap Short NaN -1.0 1.806662e+07 -49.0 Healthcare 384 GOOS 1 0.00 penny-cap Short NaN -1.0 1.748133e+07 -3.0 Consumer Cyclical 572 MTOR 1 0.00 penny-cap Short NaN -1.0 1.694730e+07 -54.0 Consumer Cyclical 571 AVYA 3 2.89 penny-cap Short NaN -3.0 1.690310e+07 -31.0 Technology 597 FMTX 2 0.41 penny-cap Short NaN -2.0 8.119327e+06 -6.0 Healthcare 435 BIPC 1 0.00 penny-cap Short NaN -5.0 6.569078e+06 -10.0 Utilities 671 NEXA 1 0.00 penny-cap Short NaN -5.0 4.862023e+06 -6.0 Basic Materials 615 SMCI 1 0.00 penny-cap Short NaN -3.0 4.508478e+06 -20.0 Technology 541 GTH 1 0.00 penny-cap Short NaN -1.0 3.964010e+06 -17.0 Healthcare 396 IFS 5 -0.82 penny-cap Short NaN -5.0 1.587109e+06 -8.0 Financial Services 656 BATRA 3 0.16 penny-cap Short NaN -3.0 7.543157e+05 -41.0 Communication Services Mean Return: 0.05800000000000002 Mean Day/Week: 4.6 Accuracy:0.3 *******************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 371 NTLA 6 -0.74 penny-cap Long NaN 12.0 1.911102e+08 17.0 Healthcare 362 QTS 8 -0.36 penny-cap Long NaN 10.0 1.794142e+08 47.0 Real Estate 480 QFIN 9 13.44 penny-cap Long NaN 17.0 1.722533e+08 17.0 unknown 495 BNL 34 20.78 penny-cap Long NaN 54.0 1.406402e+08 44.0 Real Estate 638 DEN 19 21.47 penny-cap Long NaN 19.0 1.287813e+08 78.0 Energy 547 MAC 17 18.31 penny-cap Long NaN 39.0 1.132826e+08 29.0 Real Estate 368 PGNY 19 12.45 penny-cap Long NaN 19.0 1.103885e+08 48.0 Healthcare 340 CLDR 6 -0.38 penny-cap Long NaN 21.0 1.085720e+08 12.0 Technology 558 ASO 13 6.86 penny-cap Long NaN 13.0 1.031549e+08 78.0 Consumer Cyclical 507 MIC 8 0.66 penny-cap Long NaN 8.0 8.834910e+07 50.0 Industrials 373 SWAV 20 19.17 penny-cap Long NaN 20.0 8.567935e+07 55.0 Healthcare 410 OSTK 10 -2.33 penny-cap Long NaN 21.0 8.005873e+07 21.0 Consumer Cyclical 411 SPT 10 23.61 penny-cap Long NaN 16.0 7.530994e+07 18.0 Technology 363 OVV 11 7.51 penny-cap Long NaN 13.0 7.351120e+07 15.0 Energy 568 AR 28 26.87 penny-cap Long NaN 28.0 7.159150e+07 78.0 Energy 574 CRC 21 13.33 penny-cap Long NaN 28.0 6.605056e+07 22.0 Energy 497 SFM 9 0.14 penny-cap Long NaN 9.0 6.404111e+07 78.0 Consumer Defensive 323 STAA 15 8.77 penny-cap Long NaN 15.0 6.328795e+07 54.0 Healthcare 360 SWCH 23 15.59 penny-cap Long NaN 54.0 6.196231e+07 45.0 Technology 487 HP 8 6.92 penny-cap Long NaN 29.0 6.127587e+07 12.0 Energy 510 RRC 25 26.36 penny-cap Long NaN 32.0 5.952960e+07 32.0 Energy 548 BCRX 22 12.27 penny-cap Long NaN 29.0 5.624597e+07 29.0 Healthcare 742 SM 14 13.67 penny-cap Long NaN 14.0 5.323977e+07 78.0 Energy 390 VIAV 15 2.85 penny-cap Long NaN 18.0 5.308794e+07 24.0 Technology 579 MUR 25 22.39 penny-cap Long NaN 29.0 5.246137e+07 37.0 Energy 686 ERJ 16 23.76 penny-cap Long NaN 16.0 5.205260e+07 78.0 Industrials 575 MTDR 31 22.89 penny-cap Long NaN 31.0 4.960063e+07 78.0 Energy 401 APLS 15 15.48 penny-cap Long NaN 44.0 4.874960e+07 22.0 Healthcare 385 SGMS 36 31.53 penny-cap Long NaN 44.0 4.697583e+07 40.0 Consumer Cyclical 600 DRNA 9 14.37 penny-cap Long NaN 17.0 4.637800e+07 23.0 Healthcare 359 CRNC 7 -4.80 penny-cap Long NaN 15.0 4.591009e+07 11.0 Technology 326 FTI 11 -1.24 penny-cap Long NaN 32.0 4.557213e+07 14.0 Energy 491 OUT 6 -1.83 penny-cap Long NaN 6.0 4.476479e+07 78.0 Real Estate 735 PBF 6 4.35 penny-cap Long NaN 12.0 4.469819e+07 14.0 Energy 570 DDS 23 29.72 penny-cap Long NaN 23.0 4.451659e+07 38.0 Consumer Cyclical 545 NAVI 15 12.06 penny-cap Long NaN 15.0 4.223216e+07 78.0 Financial Services 381 CDNA 8 1.62 penny-cap Long NaN 17.0 4.200770e+07 19.0 Healthcare 386 RETA 8 -0.12 penny-cap Long NaN 20.0 4.177035e+07 17.0 Healthcare 516 BGS 7 1.10 penny-cap Long NaN 17.0 4.095747e+07 8.0 Consumer Defensive 556 RPAI 12 -1.38 penny-cap Long NaN 12.0 4.065999e+07 24.0 Real Estate 395 SEM 15 5.98 penny-cap Long NaN 15.0 3.972448e+07 77.0 Healthcare 418 AQUA 18 7.80 penny-cap Long NaN 18.0 3.961884e+07 48.0 Industrials 342 STAG 8 2.87 penny-cap Long NaN 8.0 3.934629e+07 78.0 Real Estate 346 SRC 12 1.14 penny-cap Long NaN 12.0 3.688831e+07 78.0 Real Estate 358 ESI 18 6.19 penny-cap Long NaN 38.0 3.687000e+07 78.0 Basic Materials 565 WBT 12 -0.83 penny-cap Long NaN 12.0 3.686343e+07 78.0 Industrials 524 PDCE 15 17.50 penny-cap Long NaN 28.0 3.563915e+07 78.0 Energy 341 HLI 11 7.05 penny-cap Long NaN 25.0 3.465009e+07 25.0 Financial Services 391 ARVN 6 4.56 penny-cap Long NaN 22.0 3.332366e+07 14.0 Healthcare 429 BRFS 16 18.30 penny-cap Long NaN 19.0 3.223657e+07 19.0 Consumer Defensive 549 SGRY 37 27.57 penny-cap Long NaN 37.0 3.146592e+07 78.0 Healthcare 560 DOMO 10 13.68 penny-cap Long NaN 17.0 3.034162e+07 19.0 Technology 459 APLE 12 -0.20 penny-cap Long NaN 12.0 3.013075e+07 78.0 Real Estate 500 NSA 11 6.19 penny-cap Long NaN 11.0 2.991637e+07 78.0 Real Estate 440 CVLT 8 1.53 penny-cap Long NaN 17.0 2.953330e+07 78.0 Technology 617 PAGP 28 27.08 penny-cap Long NaN 35.0 2.882084e+07 38.0 Energy 513 CIM 21 12.72 penny-cap Long NaN 21.0 2.807197e+07 78.0 Real Estate 383 AM 27 12.51 penny-cap Long NaN 31.0 2.766314e+07 40.0 Energy 356 CC 32 18.22 penny-cap Long NaN 57.0 2.763687e+07 57.0 Basic Materials 601 HSKA 6 8.71 penny-cap Long NaN 6.0 2.657623e+07 23.0 Healthcare 352 TRUP 7 3.25 penny-cap Long NaN 44.0 2.644661e+07 15.0 Financial Services 526 ODP 9 -0.81 penny-cap Long NaN 13.0 2.632230e+07 32.0 Consumer Cyclical 586 VSTO 25 18.04 penny-cap Long NaN 31.0 2.596945e+07 32.0 Consumer Cyclical 546 ENLC 13 30.55 penny-cap Long NaN 37.0 2.578665e+07 23.0 Energy 531 MGY 12 14.37 penny-cap Long NaN 14.0 2.570059e+07 15.0 Energy 488 MDRX 23 4.73 penny-cap Long NaN 45.0 2.512264e+07 26.0 Healthcare 400 FOCS 13 7.27 penny-cap Long NaN 39.0 2.504085e+07 19.0 Financial Services 405 ALKS 15 11.93 penny-cap Long NaN 44.0 2.498299e+07 38.0 Healthcare 576 PRFT 47 21.04 penny-cap Long NaN 47.0 2.487755e+07 78.0 Technology 719 CRTX 10 11.61 penny-cap Long NaN 21.0 2.418042e+07 17.0 Healthcare 447 ETRN 12 5.09 penny-cap Long NaN 29.0 2.371304e+07 69.0 Energy 434 COMM 28 14.32 penny-cap Long NaN 28.0 2.310443e+07 78.0 Technology 512 CLNY 9 8.65 penny-cap Long NaN 9.0 2.287995e+07 78.0 Real Estate 621 CPG 11 -3.22 penny-cap Long NaN 11.0 2.206249e+07 12.0 Energy 468 SHOO 7 -1.43 penny-cap Long NaN 7.0 2.176909e+07 72.0 Consumer Cyclical 345 JOBS 12 2.00 penny-cap Long NaN 51.0 2.128284e+07 31.0 Industrials 461 MIME 26 13.68 penny-cap Long NaN 46.0 2.083152e+07 28.0 Technology 697 PTEN 11 7.04 penny-cap Long NaN 30.0 2.063134e+07 15.0 Energy 555 WHD 11 11.07 penny-cap Long NaN 31.0 2.058090e+07 18.0 Energy 540 SITC 11 -1.74 penny-cap Long NaN 11.0 2.035605e+07 78.0 Real Estate 518 PSEC 10 -0.79 penny-cap Long NaN 13.0 2.024829e+07 78.0 Financial Services 677 SAND 26 12.74 penny-cap Long NaN 70.0 1.969863e+07 53.0 Basic Materials 376 TRNO 8 1.39 penny-cap Long NaN 8.0 1.959704e+07 53.0 Real Estate 394 OPCH 6 -1.77 penny-cap Long NaN 16.0 1.958104e+07 8.0 Healthcare 498 AZUL 17 20.71 penny-cap Long NaN 40.0 1.942099e+07 28.0 Industrials 562 CVA 6 -1.26 penny-cap Long NaN 6.0 1.871155e+07 33.0 Industrials 422 VG 10 5.13 penny-cap Long NaN 20.0 1.863481e+07 24.0 Communication Services 636 CLB 12 9.19 penny-cap Long NaN 33.0 1.845388e+07 21.0 Energy 673 RDWR 9 6.83 penny-cap Long NaN 18.0 1.811190e+07 28.0 Technology 613 ZYME 6 1.73 penny-cap Long NaN 45.0 1.782902e+07 12.0 Healthcare 364 DCP 12 17.11 penny-cap Long NaN 35.0 1.779856e+07 31.0 Energy 578 CSTM 31 20.36 penny-cap Long NaN 37.0 1.773726e+07 72.0 Basic Materials 554 FLWS 9 12.99 penny-cap Long NaN 33.0 1.748276e+07 34.0 Consumer Cyclical 738 NESR 10 10.20 penny-cap Long NaN 10.0 1.700126e+07 30.0 Energy 402 AMN 12 3.16 penny-cap Long NaN 40.0 1.699650e+07 40.0 Healthcare 353 TV 8 -6.03 penny-cap Long NaN 8.0 1.677003e+07 68.0 Communication Services 619 ARI 10 4.83 penny-cap Long NaN 10.0 1.666982e+07 78.0 Real Estate 702 ESTA 17 5.77 penny-cap Long NaN 17.0 1.660894e+07 78.0 Healthcare 389 NFG 8 0.27 penny-cap Long NaN 8.0 1.649990e+07 78.0 Energy 462 AMRC 10 11.32 penny-cap Long NaN 49.0 1.637246e+07 15.0 Industrials 696 GLNG 14 8.13 penny-cap Long NaN 23.0 1.636963e+07 23.0 Energy 457 EPR 10 0.54 penny-cap Long NaN 12.0 1.632879e+07 19.0 Real Estate 370 WTS 15 4.37 penny-cap Long NaN 44.0 1.616432e+07 39.0 Industrials 449 LXP 12 -0.19 penny-cap Long NaN 12.0 1.601463e+07 72.0 Real Estate 709 CYH 14 6.50 penny-cap Long NaN 30.0 1.598205e+07 33.0 Healthcare 676 BGCP 11 3.15 penny-cap Long NaN 11.0 1.575348e+07 78.0 Financial Services 464 ACCD 6 1.66 penny-cap Long NaN 17.0 1.563004e+07 21.0 Healthcare 646 GNL 13 1.50 penny-cap Long NaN 13.0 1.553956e+07 24.0 Real Estate 421 CNS 27 10.70 penny-cap Long NaN 56.0 1.551636e+07 38.0 Financial Services 563 PDM 12 3.21 penny-cap Long NaN 12.0 1.510928e+07 24.0 Real Estate 551 MAG 18 16.36 penny-cap Long NaN 48.0 1.509375e+07 23.0 Basic Materials 608 ROIC 8 -0.31 penny-cap Long NaN 8.0 1.491163e+07 78.0 Real Estate 430 IGMS 8 -12.62 penny-cap Long NaN 27.0 1.481076e+07 12.0 Healthcare 643 CNR 21 18.13 penny-cap Long NaN 21.0 1.446105e+07 78.0 Industrials 614 UE 11 0.39 penny-cap Long NaN 11.0 1.438672e+07 78.0 Real Estate 566 OR 32 15.93 penny-cap Long NaN 67.0 1.428899e+07 50.0 Basic Materials 322 DAVA 21 21.58 penny-cap Long NaN 37.0 1.385060e+07 40.0 Technology 678 IRT 12 6.06 penny-cap Long NaN 12.0 1.376365e+07 78.0 Real Estate 492 ITCI 8 5.64 penny-cap Long NaN 34.0 1.367800e+07 27.0 Healthcare 332 LANC 10 2.92 penny-cap Long NaN 10.0 1.345517e+07 44.0 Consumer Defensive 733 MDP 10 9.84 penny-cap Long NaN 10.0 1.340381e+07 78.0 Communication Services 525 ENBL 35 30.85 penny-cap Long NaN 35.0 1.330681e+07 78.0 Energy 714 CRK 7 7.75 penny-cap Long NaN 32.0 1.275853e+07 13.0 Energy 366 CIG 10 -1.36 penny-cap Long NaN 61.0 1.250688e+07 24.0 Utilities 703 EVRI 19 14.61 penny-cap Long NaN 36.0 1.240758e+07 40.0 Consumer Cyclical 603 AAT 13 5.37 penny-cap Long NaN 14.0 1.238065e+07 78.0 Real Estate 486 EXLS 30 8.82 penny-cap Long NaN 30.0 1.225242e+07 74.0 Technology 427 SUN 10 3.59 penny-cap Long NaN 10.0 1.201280e+07 59.0 Energy 425 SXT 24 4.47 penny-cap Long NaN 45.0 1.185096e+07 72.0 Basic Materials 519 HCSG 6 2.01 penny-cap Long NaN 6.0 1.182082e+07 28.0 Healthcare 455 FSKR 12 2.00 penny-cap Long NaN 12.0 1.178237e+07 78.0 Financial Services 552 PBH 27 12.23 penny-cap Long NaN 27.0 1.165769e+07 32.0 Healthcare 374 JBGS 10 -1.46 penny-cap Long NaN 13.0 1.113768e+07 13.0 Real Estate 465 ESRT 12 1.08 penny-cap Long NaN 12.0 1.103339e+07 78.0 Real Estate 379 INOV 6 -0.41 penny-cap Long NaN 6.0 1.055989e+07 78.0 Healthcare 743 CDMO 10 4.05 penny-cap Long NaN 10.0 1.053626e+07 78.0 Healthcare 662 FFG 17 0.38 penny-cap Long NaN 17.0 1.006323e+07 17.0 Financial Services 647 EVV 9 2.22 penny-cap Long NaN 20.0 1.003654e+07 23.0 Financial Services 593 RVNC 6 1.21 penny-cap Long NaN 6.0 9.667956e+06 40.0 Healthcare 637 ROAD 13 5.75 penny-cap Long NaN 14.0 9.666554e+06 43.0 Industrials 668 KRG 11 3.46 penny-cap Long NaN 11.0 9.637476e+06 78.0 Real Estate 357 NAV 12 0.27 penny-cap Long NaN 49.0 9.439213e+06 53.0 Industrials 663 EGBN 11 1.83 penny-cap Long NaN 12.0 9.314023e+06 78.0 Financial Services 517 FCFS 38 16.61 penny-cap Long NaN 47.0 9.270004e+06 73.0 Financial Services 367 NEA 16 2.21 penny-cap Long NaN 16.0 8.765280e+06 50.0 Financial Services 727 CNDT 14 3.13 penny-cap Long NaN 14.0 8.733376e+06 78.0 Technology 508 B 6 0.27 penny-cap Long NaN 14.0 8.642036e+06 13.0 Industrials 520 MODV 6 0.83 penny-cap Long NaN 32.0 8.100449e+06 7.0 Healthcare 723 DRQ 6 4.52 penny-cap Long NaN 30.0 7.828216e+06 11.0 Energy 666 XPEL 28 36.70 penny-cap Long NaN 47.0 7.711113e+06 53.0 Consumer Cyclical 659 MSEX 10 0.41 penny-cap Long NaN 15.0 7.575515e+06 58.0 Utilities 732 CMRE 11 10.51 penny-cap Long NaN 11.0 7.392804e+06 78.0 Industrials 423 NAD 19 2.12 penny-cap Long NaN 19.0 7.331489e+06 50.0 Financial Services 458 LAUR 9 0.48 penny-cap Long NaN 31.0 7.285998e+06 27.0 Consumer Defensive 594 MNR 8 2.04 penny-cap Long NaN 8.0 7.071107e+06 30.0 Real Estate 710 RGR 26 10.08 penny-cap Long NaN 26.0 7.059935e+06 29.0 Industrials 426 DNP 16 0.54 penny-cap Long NaN 47.0 6.988447e+06 22.0 Financial Services 607 NS 7 -2.37 penny-cap Long NaN 11.0 6.915363e+06 18.0 Energy 454 JJSF 34 7.02 penny-cap Long NaN 39.0 6.821326e+06 43.0 Consumer Defensive 388 BAK 9 -3.10 penny-cap Long NaN 9.0 6.777139e+06 78.0 Basic Materials 707 GTY 11 4.17 penny-cap Long NaN 11.0 6.645030e+06 72.0 Real Estate 649 MEI 17 2.25 penny-cap Long NaN 17.0 6.424152e+06 58.0 Technology 557 GGAL 17 23.67 penny-cap Long NaN 36.0 6.411037e+06 23.0 Financial Services 634 NPO 12 4.87 penny-cap Long NaN 12.0 6.374555e+06 78.0 Industrials 652 ILPT 8 1.16 penny-cap Long NaN 8.0 5.810034e+06 67.0 Real Estate 665 HYT 9 1.70 penny-cap Long NaN 16.0 5.461247e+06 23.0 Financial Services 674 AVO 10 11.49 penny-cap Long NaN 16.0 5.173439e+06 23.0 Consumer Defensive 627 PRAA 13 2.86 penny-cap Long NaN 15.0 5.137730e+06 57.0 Financial Services 623 YPF 13 16.40 penny-cap Long NaN 27.0 4.971224e+06 23.0 Energy 698 BPMP 30 15.90 penny-cap Long NaN 38.0 4.835367e+06 74.0 Energy 708 TVTY 18 9.26 penny-cap Long NaN 19.0 4.779551e+06 41.0 Healthcare 496 EXG 21 4.02 penny-cap Long NaN 21.0 4.571950e+06 72.0 Financial Services 740 NXRT 14 9.46 penny-cap Long NaN 14.0 4.569478e+06 71.0 Real Estate 712 ALEX 12 -0.21 penny-cap Long NaN 20.0 4.485586e+06 24.0 Real Estate 704 SCWX 10 25.44 penny-cap Long NaN 22.0 4.341647e+06 12.0 Technology 705 OPI 7 -0.99 penny-cap Long NaN 16.0 4.122044e+06 19.0 Real Estate 392 CIGI 11 0.10 penny-cap Long NaN 11.0 3.780369e+06 78.0 Real Estate 728 AUDC 10 1.94 penny-cap Long NaN 49.0 3.690708e+06 30.0 Technology 654 KAMN 11 -0.97 penny-cap Long NaN 13.0 3.426802e+06 14.0 Industrials 669 ETG 16 3.47 penny-cap Long NaN 16.0 3.274986e+06 78.0 Financial Services 582 ETY 13 3.89 penny-cap Long NaN 19.0 3.270586e+06 69.0 Financial Services 730 CLNC 24 13.21 penny-cap Long NaN 29.0 3.156054e+06 24.0 Real Estate 612 OTTR 7 0.08 penny-cap Long NaN 7.0 3.098120e+06 71.0 Utilities 537 AFYA 13 10.61 penny-cap Long NaN 13.0 2.361230e+06 28.0 Consumer Defensive 695 NRK 11 0.91 penny-cap Long NaN 11.0 2.334436e+06 47.0 Financial Services 629 BBN 7 -0.24 penny-cap Long NaN 56.0 2.247631e+06 21.0 Financial Services 739 AWF 10 1.73 penny-cap Long NaN 16.0 2.144541e+06 23.0 Financial Services 573 ADX 7 0.16 penny-cap Long NaN 7.0 1.966775e+06 72.0 Financial Services 716 LOMA 15 9.16 penny-cap Long NaN 22.0 1.254900e+06 68.0 Basic Materials 609 AMK 18 7.63 penny-cap Long NaN 33.0 1.176209e+06 24.0 Financial Services 470 TEO 8 -2.17 penny-cap Long NaN 28.0 7.728136e+05 14.0 Communication Services 688 NYMTN 6 0.95 penny-cap Long NaN 10.0 2.183768e+05 22.0 Real Estate 694 LINX 13 3.27 penny-cap Long NaN 42.0 2.158414e+05 39.0 Technology 466 TDI 22 3.77 penny-cap Long NaN 22.0 8.047475e+04 52.0 unknown 471 ESBA 12 2.48 penny-cap Long NaN 12.0 4.753410e+04 19.0 Real Estate 475 OGCP 11 4.30 penny-cap Long NaN 11.0 1.265000e+04 77.0 Real Estate 483 FISK 11 4.47 penny-cap Long NaN 11.0 0.000000e+00 16.0 Real Estate Mean Return: 7.469137055837564 Mean Day/Week: 14.319796954314722 Accuracy:0.8375634517766497 *******************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 499 SAVE 9 -3.14 penny-cap Short NaN -9.0 1.171287e+08 -27.0 Industrials 415 CBRL 6 -3.76 penny-cap Short NaN -44.0 6.731660e+07 -27.0 Consumer Cyclical 328 NYCB 6 -1.39 penny-cap Short NaN -6.0 6.562515e+07 -31.0 Financial Services 530 PRPL 11 -10.44 penny-cap Short NaN -30.0 5.919935e+07 -20.0 Consumer Cyclical 528 WGO 7 -6.21 penny-cap Short NaN -26.0 5.768169e+07 -25.0 Consumer Cyclical 443 ALGT 11 -8.84 penny-cap Short NaN -60.0 5.503380e+07 -32.0 Industrials 428 SONO 6 -0.98 penny-cap Short NaN -42.0 4.740163e+07 -28.0 Technology 331 SAIA 6 3.42 penny-cap Short NaN -36.0 3.891555e+07 -11.0 Industrials 511 GCMG 8 -5.72 penny-cap Short NaN -24.0 3.836238e+07 -26.0 Financial Services 700 MGNX 6 -4.73 penny-cap Short NaN -32.0 3.213756e+07 -10.0 Healthcare 527 FUN 10 0.38 penny-cap Short NaN -61.0 3.166482e+07 -27.0 Consumer Cyclical 645 MBUU 15 -7.20 penny-cap Short NaN -60.0 2.600245e+07 -21.0 Consumer Cyclical 419 VSH 8 -1.88 penny-cap Short NaN -33.0 2.533832e+07 -27.0 Technology 417 TRTN 6 1.00 penny-cap Short NaN -6.0 2.326261e+07 -34.0 Industrials 438 PCRX 9 -0.09 penny-cap Short NaN -9.0 2.230038e+07 -53.0 Healthcare 502 ESE 25 -7.71 penny-cap Short NaN -34.0 2.207182e+07 -27.0 Technology 655 ORGO 7 4.02 penny-cap Short NaN -41.0 2.195007e+07 -20.0 Healthcare 441 ENR 8 -1.55 penny-cap Short NaN -31.0 1.976645e+07 -13.0 Industrials 416 KMT 10 -5.38 penny-cap Short NaN -41.0 1.907694e+07 -20.0 Industrials 522 THS 14 -2.30 penny-cap Short NaN -16.0 1.842649e+07 -31.0 Consumer Defensive 424 HI 6 -4.02 penny-cap Short NaN -60.0 1.839861e+07 -30.0 Industrials 351 NEU 8 -3.27 penny-cap Short NaN -8.0 1.809246e+07 -137.0 Basic Materials 336 KMPR 15 -2.58 penny-cap Short NaN -35.0 1.727450e+07 -27.0 Financial Services 583 KN 8 -1.59 penny-cap Short NaN -8.0 1.703950e+07 -31.0 Technology 397 CNNE 26 -6.74 penny-cap Short NaN -35.0 1.534097e+07 -31.0 Consumer Cyclical 664 CVGW 6 -5.17 penny-cap Short NaN -36.0 1.432867e+07 -33.0 Consumer Defensive 592 FBK 7 0.89 penny-cap Short NaN -59.0 1.383376e+07 -36.0 Financial Services 509 RCUS 22 -14.94 penny-cap Short NaN -29.0 1.362391e+07 -59.0 Healthcare 720 ACRS 7 -3.25 penny-cap Short NaN -46.0 1.251208e+07 -28.0 Healthcare 587 MDGL 9 4.55 penny-cap Short NaN -19.0 1.172746e+07 -15.0 Healthcare 337 FTDR 9 -4.07 penny-cap Short NaN -9.0 1.115772e+07 -39.0 Consumer Cyclical 559 SKYW 9 -1.79 penny-cap Short NaN -9.0 1.097324e+07 -33.0 Industrials 625 LTC 10 -0.99 penny-cap Short NaN -59.0 1.042296e+07 -32.0 Real Estate 660 ASTE 6 -10.00 penny-cap Short NaN -35.0 1.014465e+07 -22.0 Industrials 382 AAON 10 -2.09 penny-cap Short NaN -10.0 8.852747e+06 -60.0 Industrials 494 XNCR 29 -4.90 penny-cap Short NaN -29.0 8.761364e+06 -63.0 Healthcare 584 ADUS 6 -8.70 penny-cap Short NaN -6.0 8.583640e+06 -34.0 Healthcare 365 IMVT 11 10.03 penny-cap Short NaN -11.0 8.464993e+06 -137.0 Healthcare 444 ROCK 11 -3.47 penny-cap Short NaN -30.0 7.762855e+06 -30.0 Industrials 640 AMWD 14 -6.84 penny-cap Short NaN -33.0 7.544205e+06 -25.0 Consumer Cyclical 506 FIBK 6 -1.92 penny-cap Short NaN -60.0 6.966194e+06 -27.0 Financial Services 721 ECOL 13 -5.00 penny-cap Short NaN -58.0 6.729260e+06 -20.0 Industrials 690 SWM 13 -0.22 penny-cap Short NaN -61.0 6.423753e+06 -26.0 Basic Materials 724 ORIC 9 -0.73 penny-cap Short NaN -9.0 5.771894e+06 -73.0 Healthcare 631 HTLD 20 -4.09 penny-cap Short NaN -40.0 5.464774e+06 -26.0 Industrials 741 ENTA 6 -1.25 penny-cap Short NaN -28.0 5.103598e+06 -22.0 Healthcare 711 PLUS 12 -1.03 penny-cap Short NaN -26.0 4.287910e+06 -20.0 Technology 595 CFFN 16 2.80 penny-cap Short NaN -16.0 4.275760e+06 -51.0 Financial Services 682 PGTI 6 -0.77 penny-cap Short NaN -26.0 4.000110e+06 -20.0 Industrials 713 JOUT 16 -0.45 penny-cap Short NaN -42.0 3.995899e+06 -21.0 Consumer Cyclical 611 ICLK 9 -3.01 penny-cap Short NaN -10.0 3.979580e+06 -60.0 Communication Services 590 SPNS 10 0.67 penny-cap Short NaN -31.0 3.776795e+06 -31.0 Technology 726 PFC 11 -3.49 penny-cap Short NaN -60.0 3.412166e+06 -35.0 Financial Services 599 CLBK 7 -0.98 penny-cap Short NaN -35.0 2.697607e+06 -11.0 Financial Services 626 HY 6 -4.03 penny-cap Short NaN -6.0 2.668442e+06 -49.0 Industrials 706 RMAX 6 -2.03 penny-cap Short NaN -63.0 2.423757e+06 -46.0 Real Estate 538 UZC 13 0.04 penny-cap Short NaN -39.0 6.440420e+05 -136.0 unknown 628 HLG 60 -34.60 penny-cap Short NaN -60.0 8.855330e+04 -137.0 Consumer Defensive 450 TCBIL 9 0.03 penny-cap Short NaN -34.0 6.434665e+04 -137.0 unknown 539 HWCPL 11 -0.32 penny-cap Short NaN -31.0 4.250000e+04 -33.0 unknown 448 TCBIP 12 -0.10 penny-cap Short NaN -28.0 0.000000e+00 -136.0 Financial Services Mean Return: -3.146229508196721 Mean Day/Week: 11.278688524590164 Accuracy:0.819672131147541 ************************************** ************************************** ************************************** Error: []
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