| Ticker | Industry | |
|---|---|---|
| 1 | AAPL | Information Electronics |
| 2 | MSFT | Information Technology |
| 3 | JPM | Financial |
| 4 | XOM | Energy |
| 5 | JNJ | Healthcare |
| 6 | PG | Consumer Staples |
| 7 | NVDA | Semiconductors |
| 8 | CAT | Industrial |
| 9 | HD | Retail |
| 10 | AMZN | Communication Services |
AlphaSignal533
Welcome to AplhaSignal533! Here is a short vedio introducing our website:
Mean Reversion Strategy
1. Strategy Overview
This strategy is based on mean reversion, under the assumption that prices of large-cap, liquid stocks tend to revert to their average levels. When prices deviate significantly from the mean, they are expected to revert: - Go long when prices are abnormally low and expected to rebound. - Go short when prices are abnormally high and expected to pull back.
In addition, we are interested in studying how leverage control affects strategy performance. Without constraint, excessive leverage may amplify returns in the short term, but it can also lead to extreme losses and unstable drawdowns, especially when signals are weak or noisy. Therefore, we compare the performance of the strategy with and without leverage control.
2. Portfolio Choice
We selected these 10 stocks for their strong sector representation, high liquidity, and market relevance. Each stock comes from a different major industry, ensuring diversification and reducing sector-specific risk.
3. Adjustment Method
- Monthly portfolio adjustment based on re-ranking of stocks.
- Stop-loss and take-profit mechanism: Each stock position is monitored during the holding month and is closed early if either a stop-loss or take-profit threshold is reached. If no trigger is hit, the stock is force-closed at the end of the month.
Scoring System
1. Technical Indicator Scoring System
Each stock is scored for both long and short setups based on the following indicators:
1.1 EMA Deviation (Delta) Calculation
The EMA deviation measures how far the current price is from its 20-day Exponential Moving Average (EMA). It is calculated as: Δ = 100% × (Close − EMA₍₂₀₎) / EMA₍₂₀₎
| Δ Range | Short Score | Long Score | |
|---|---|---|---|
| 1 | > +5% | 5 | 0 |
| 2 | +3% – +5% | 4 | 0 |
| 3 | +1% – +3% | 3 | 0 |
| 4 | 0 – +1% | 2 | 0 |
| 5 | < 0% | 0 | 0 |
| 6 | < –5% | 0 | 5 |
| 7 | –5% – –3% | 0 | 4 |
| 8 | –3% – –1% | 0 | 3 |
| 9 | –1% – 0% | 0 | 2 |
| 10 | > 0% | 0 | 0 |
1.2 MACD (Moving Average Convergence Divergence)
The MACD difference is calculated as: MACD difference = MACD line – Signal line
| MACD_diff Range | Short Score | Long Score | |
|---|---|---|---|
| 1 | > +1.5 | 5 | 0 |
| 2 | +1.0 – +1.5 | 4 | 0 |
| 3 | +0.5 – +1.0 | 3 | 0 |
| 4 | +0.1 – +0.5 | 2 | 0 |
| 5 | 0 – +0.1 | 1 | 0 |
| 6 | –0.1 – 0 | 0 | 1 |
| 7 | –0.5 – –0.1 | 0 | 2 |
| 8 | –1.0 – –0.5 | 0 | 3 |
| 9 | –1.5 – –1.0 | 0 | 4 |
| 10 | < –1.5 | 0 | 5 |
1.3 ADX (Average Directional Index)
| ADX Value Range | Explanation | Score (Both Directions) | |
|---|---|---|---|
| 1 | 0–15 | Very weak trend, sideways market | 0 |
| 2 | 15–20 | Weak trend, reversal possible | 2 |
| 3 | 20–30 | Moderate trend, ideal for reversal | 5 |
| 4 | 30–40 | Strong trend, caution | 2 |
| 5 | > 40 | Very strong trend, high risk | 0 |
1.4 ATR (Average True Range)
| ATR Value Range | Explanation | Score (Both Directions) | |
|---|---|---|---|
| 1 | > 30 | Extremely high volatility, avoid trading | 0 |
| 2 | 20 – 30 | High volatility, elevated risk | 2 |
| 3 | 10 – 20 | Ideal volatility level | 5 |
| 4 | 5 – 10 | Moderate-low volatility, acceptable | 4 |
| 5 | < 5 | Very low volatility, may stall | 2 |
2. Non-Technical Indicator Scoring System
2.1 Implied Volatility
| IV Percentile Range | Long Score | Short Score | Explanation | |
|---|---|---|---|---|
| 1 | < 10% | 5 | 0 | Extremely calm, likely to rebound, long favorable |
| 2 | 10% – 30% | 4 | 1 | Relatively calm, supports long |
| 3 | 30% – 70% | 2 | 2 | Neutral volatility, direction uncertain |
| 4 | 70% – 90% | 1 | 4 | Mild panic, possible short-term drop |
| 5 | > 90% | 0 | 5 | Extreme panic, suitable for shorting |
2.2 10–2 Yield Spread
| 10–2 Spread Range (%) | Long Score | Short Score | Explanation | |
|---|---|---|---|---|
| 1 | > 1.5 | 5 | 0 | Large spread, optimistic economy, strong rever... |
| 2 | 0.5 – 1.5 | 4 | 1 | Mild steepness, supports long positions |
| 3 | –0.5 – 0.5 | 2 | 2 | Neutral curve, unclear direction |
| 4 | –1.5 – –0.5 | 1 | 4 | Significant inversion, growing concern |
| 5 | < –1.5 | 0 | 5 | Severe inversion, market panic, short-favoring... |
3. Determining Trade Direction & Weight Allocation
For each stock, we compute both long and short scores as weighted sums of indicator scores:
Total_Long = 0.25 * EMA_long + 0.25 * MACD_long + 0.10 * ADX + 0.10 * ATR + 0.15 * IV_long + 0.15 * Yield_long
Total_Short = 0.25 * EMA_short + 0.25 * MACD_short + 0.10 * ADX + 0.10 * ATR + 0.15 * IV_short + 0.15 * Yield_shortThe direction (LONG/SHORT) is determined based on which score is higher. The higher score is used to allocate capital.
Option A: Without Leverage Control
- All stocks are scored.
- Normalize all non-zero scores to sum to 1:
weight_i = score_i / sum(|scores|)- Pros: Simple.
- Cons: May lead to excessive total exposure, especially if all assets are scored as strong.
Option B: With Leverage Control
- Split stocks into long group and short group based on score sign.
- Normalize within group, then assign proportions:
# Assume MAX_GROSS_LEVERAGE = 1.5, max per stock = 0.2
# long positions account for 60% of the total leverage
long_weights = score_i / sum_long * 0.6 * MAX_GROSS_LEVERAGE
# short positions account for 40% of the total leverage
short_weights = score_i / sum_short * 0.4 * MAX_GROSS_LEVERAGE- Cap each stock to ±0.2 and re-normalize total exposure to 1.0
- Pros: Controlled leverage, avoids overweight.
- Cons: More complex.
4. Execution
- Entry is performed at the first hourly timestamp of the period.
- Stop-loss and take-profit are set at dynamic thresholds derived from price volatility: entry_price*(1±vol_last_month).
- If either threshold is hit intra-month, the position is closed early. Otherwise, all positions are force-closed at month end.
This strategy allows for clear comparison between raw signal-driven allocation and a risk-controlled variant, helping evaluate the cost and benefit of leverage in short-horizon mean reversion trading.
Strategy Outcome
The strategy produces a blotter and ledger to record all trade signals and executed positions based on the computed indicator scores.
Below is a placeholder for the interactive portfolio visualization. It will display results such as:
- Capital allocation weights (long/short)
- Historical position tracking
- Cumulative return curve
Blotter
Original(without controlling lever)
| trd_prd | AAPL weight | MSFT weight | JPM weight | XOM weight | JNJ weight | PG weight | NVDA weight | CAT weight | HD weight | AMZN weight | AAPL entry timestamp | MSFT entry timestamp | JPM entry timestamp | XOM entry timestamp | JNJ entry timestamp | PG entry timestamp | NVDA entry timestamp | CAT entry timestamp | HD entry timestamp | AMZN entry timestamp | AAPL exit timestamp | MSFT exit timestamp | JPM exit timestamp | XOM exit timestamp | JNJ exit timestamp | PG exit timestamp | NVDA exit timestamp | CAT exit timestamp | HD exit timestamp | AMZN exit timestamp | AAPL entry price | MSFT entry price | JPM entry price | XOM entry price | JNJ entry price | PG entry price | NVDA entry price | CAT entry price | HD entry price | AMZN entry price | AAPL exit price | MSFT exit price | JPM exit price | XOM exit price | JNJ exit price | PG exit price | NVDA exit price | CAT exit price | HD exit price | AMZN exit price |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024.11 | 0.106719 | 0.124506 | -0.088933 | 0.118577 | 0.098814 | 0.138340 | 0.098814 | 0.156126 | 0.144269 | 0.102767 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-07 12:00:00 | 2024-11-07 09:30:00 | 2024-11-06 09:30:00 | 2024-11-01 12:00:00 | 2024-11-08 12:00:00 | 2024-11-06 11:00:00 | 2024-11-05 09:30:00 | 2024-11-06 09:30:00 | 2024-11-06 10:00:00 | 2024-11-06 11:00:00 | 221.00 | 409.00 | 223.56 | 119.65 | 160.58 | 165.31 | 134.70 | 378.07 | 394.80 | 198.88 | 227.20 | 421.90 | 240.47 | 116.29 | 156.11 | 160.32 | 138.77 | 409.22 | 382.40 | 205.57 |
| 2024.12 | -0.186246 | -0.140401 | -0.191977 | 0.143266 | -0.106017 | -0.200573 | 0.183381 | -0.186246 | -0.186246 | -0.128940 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-11 10:00:00 | 2024-12-05 12:00:00 | 2024-12-18 14:00:00 | 2024-12-11 10:00:00 | 2024-12-11 15:00:00 | 2024-12-18 09:30:00 | 2024-12-05 11:00:00 | 2024-12-12 09:30:00 | 2024-12-18 14:00:00 | 2024-12-05 12:00:00 | 237.27 | 421.57 | 249.55 | 118.05 | 154.75 | 179.12 | 138.83 | 407.46 | 429.00 | 209.90 | 250.14 | 443.94 | 234.00 | 111.69 | 146.64 | 169.56 | 146.08 | 385.24 | 397.82 | 221.54 |
| 2025.01 | -0.126949 | 0.144766 | 0.113586 | 0.124722 | 0.091314 | 0.113586 | 0.142539 | 0.144766 | 0.131403 | 0.120267 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-10 11:00:00 | 2025-01-31 00:00:00 | 2025-01-16 09:30:00 | 2025-01-31 00:00:00 | 2025-01-30 13:00:00 | 2025-01-10 14:00:00 | 2025-01-03 09:30:00 | 2025-01-17 11:00:00 | 2025-01-21 09:30:00 | 2025-01-22 11:00:00 | 248.93 | 425.53 | 240.92 | 108.28 | 145.23 | 168.10 | 136.00 | 365.51 | 392.13 | 222.44 | 234.89 | 415.06 | 256.01 | 106.83 | 154.01 | 157.79 | 143.93 | 386.36 | 416.46 | 235.07 |
| 2025.02 | 0.239583 | 0.354167 | -0.348958 | -0.213542 | -0.312500 | -0.239583 | 0.385417 | -0.244792 | -0.286458 | -0.333333 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-21 11:00:00 | 2025-02-28 00:00:00 | 2025-02-28 00:00:00 | 2025-02-28 00:00:00 | 2025-02-21 14:00:00 | 2025-02-28 00:00:00 | 2025-02-05 11:00:00 | 2025-02-28 00:00:00 | 2025-02-28 00:00:00 | 2025-02-21 13:00:00 | 229.99 | 411.68 | 261.83 | 106.64 | 152.00 | 165.47 | 114.76 | 364.14 | 406.12 | 233.94 | 247.02 | 396.99 | 264.65 | 111.33 | 163.25 | 173.84 | 124.05 | 343.95 | 396.60 | 215.77 |
| 2025.03 | -0.522936 | 0.532110 | 0.477064 | -0.422018 | -0.559633 | -0.633028 | 0.550459 | 0.495413 | 0.541284 | 0.541284 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-12 10:00:00 | 2025-03-31 00:00:00 | 2025-03-10 09:30:00 | 2025-03-31 00:00:00 | 2025-03-31 00:00:00 | 2025-03-31 00:00:00 | 2025-03-06 14:00:00 | 2025-03-31 00:00:00 | 2025-03-13 09:30:00 | 2025-03-10 10:00:00 | 241.81 | 398.82 | 264.00 | 111.70 | 164.96 | 173.58 | 123.50 | 347.63 | 396.95 | 213.17 | 216.10 | 375.39 | 234.95 | 118.93 | 165.84 | 170.42 | 110.84 | 329.80 | 354.79 | 191.09 |
| 2025.04 | 0.228311 | 0.214612 | -0.136986 | -0.305936 | 0.182648 | 0.210046 | 0.301370 | -0.200913 | 0.178082 | 0.328767 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-03 09:30:00 | 2025-04-07 09:30:00 | 2025-04-03 10:00:00 | 2025-04-03 14:00:00 | 2025-04-07 09:30:00 | 2025-04-07 09:30:00 | 2025-04-03 10:00:00 | 2025-04-03 10:00:00 | 2025-04-07 09:30:00 | 2025-04-02 12:00:00 | 219.87 | 374.65 | 242.62 | 119.22 | 160.73 | 170.57 | 108.52 | 327.01 | 364.14 | 187.86 | 204.36 | 353.35 | 227.65 | 113.16 | 148.41 | 160.57 | 102.78 | 309.20 | 339.60 | 197.12 |
After Controlling Lever
| trd_prd | AAPL weight | MSFT weight | JPM weight | XOM weight | JNJ weight | PG weight | NVDA weight | CAT weight | HD weight | AMZN weight | AAPL entry timestamp | MSFT entry timestamp | JPM entry timestamp | XOM entry timestamp | JNJ entry timestamp | PG entry timestamp | NVDA entry timestamp | CAT entry timestamp | HD entry timestamp | AMZN entry timestamp | AAPL exit timestamp | MSFT exit timestamp | JPM exit timestamp | XOM exit timestamp | JNJ exit timestamp | PG exit timestamp | NVDA exit timestamp | CAT exit timestamp | HD exit timestamp | AMZN exit timestamp | AAPL entry price | MSFT entry price | JPM entry price | XOM entry price | JNJ entry price | PG entry price | NVDA entry price | CAT entry price | HD entry price | AMZN entry price | AAPL exit price | MSFT exit price | JPM exit price | XOM exit price | JNJ exit price | PG exit price | NVDA exit price | CAT exit price | HD exit price | AMZN exit price |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024.11 | 0.080185 | 0.093549 | -0.181818 | 0.089094 | 0.074245 | 0.103943 | 0.074245 | 0.117307 | 0.108398 | 0.077215 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-01 09:30:00 | 2024-11-07 12:00:00 | 2024-11-07 09:30:00 | 2024-11-06 09:30:00 | 2024-11-01 12:00:00 | 2024-11-08 12:00:00 | 2024-11-06 11:00:00 | 2024-11-05 09:30:00 | 2024-11-06 09:30:00 | 2024-11-06 10:00:00 | 2024-11-06 11:00:00 | 221.00 | 409.00 | 223.56 | 119.65 | 160.58 | 165.31 | 134.70 | 378.07 | 394.80 | 198.88 | 227.20 | 421.90 | 240.47 | 116.29 | 156.11 | 160.32 | 138.77 | 409.22 | 382.40 | 205.57 |
| 2024.12 | -0.084233 | -0.063499 | -0.086825 | 0.200000 | -0.047948 | -0.090713 | 0.200000 | -0.084233 | -0.084233 | -0.058315 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-02 09:30:00 | 2024-12-11 10:00:00 | 2024-12-05 12:00:00 | 2024-12-18 14:00:00 | 2024-12-11 10:00:00 | 2024-12-11 15:00:00 | 2024-12-18 09:30:00 | 2024-12-05 11:00:00 | 2024-12-12 09:30:00 | 2024-12-18 14:00:00 | 2024-12-05 12:00:00 | 237.27 | 421.57 | 249.55 | 118.05 | 154.75 | 179.12 | 138.83 | 407.46 | 429.00 | 209.90 | 250.14 | 443.94 | 234.00 | 111.69 | 146.64 | 169.56 | 146.08 | 385.24 | 397.82 | 221.54 |
| 2025.01 | -0.181818 | 0.105102 | 0.082465 | 0.090550 | 0.066295 | 0.082465 | 0.103485 | 0.105102 | 0.095401 | 0.087316 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-02 09:30:00 | 2025-01-10 11:00:00 | 2025-01-31 00:00:00 | 2025-01-16 09:30:00 | 2025-01-31 00:00:00 | 2025-01-30 13:00:00 | 2025-01-10 14:00:00 | 2025-01-03 09:30:00 | 2025-01-17 11:00:00 | 2025-01-21 09:30:00 | 2025-01-22 11:00:00 | 248.93 | 425.53 | 240.92 | 108.28 | 145.23 | 168.10 | 136.00 | 365.51 | 392.13 | 222.44 | 234.89 | 415.06 | 256.01 | 106.83 | 154.01 | 157.79 | 143.93 | 386.36 | 416.46 | 235.07 |
| 2025.02 | 0.166667 | 0.166667 | -0.088158 | -0.053947 | -0.078947 | -0.060526 | 0.166667 | -0.061842 | -0.072368 | -0.084211 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-03 09:30:00 | 2025-02-21 11:00:00 | 2025-02-28 00:00:00 | 2025-02-28 00:00:00 | 2025-02-28 00:00:00 | 2025-02-21 14:00:00 | 2025-02-28 00:00:00 | 2025-02-05 11:00:00 | 2025-02-28 00:00:00 | 2025-02-28 00:00:00 | 2025-02-21 13:00:00 | 229.99 | 411.68 | 261.83 | 106.64 | 152.00 | 165.47 | 114.76 | 364.14 | 406.12 | 233.94 | 247.02 | 396.99 | 264.65 | 111.33 | 163.25 | 173.84 | 124.05 | 343.95 | 396.60 | 215.77 |
| 2025.03 | -0.097854 | 0.101754 | 0.091228 | -0.078970 | -0.104721 | -0.118455 | 0.105263 | 0.094737 | 0.103509 | 0.103509 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-03 09:30:00 | 2025-03-12 10:00:00 | 2025-03-31 00:00:00 | 2025-03-10 09:30:00 | 2025-03-31 00:00:00 | 2025-03-31 00:00:00 | 2025-03-31 00:00:00 | 2025-03-06 14:00:00 | 2025-03-31 00:00:00 | 2025-03-13 09:30:00 | 2025-03-10 10:00:00 | 241.81 | 398.82 | 264.00 | 111.70 | 164.96 | 173.58 | 123.50 | 347.63 | 396.95 | 213.17 | 216.10 | 375.39 | 234.95 | 118.93 | 165.84 | 170.42 | 110.84 | 329.80 | 354.79 | 191.09 |
| 2025.04 | 0.088346 | 0.083045 | -0.090226 | -0.141353 | 0.070677 | 0.081278 | 0.116617 | -0.132331 | 0.068910 | 0.127218 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-01 09:30:00 | 2025-04-03 09:30:00 | 2025-04-07 09:30:00 | 2025-04-03 10:00:00 | 2025-04-03 14:00:00 | 2025-04-07 09:30:00 | 2025-04-07 09:30:00 | 2025-04-03 10:00:00 | 2025-04-03 10:00:00 | 2025-04-07 09:30:00 | 2025-04-02 12:00:00 | 219.87 | 374.65 | 242.62 | 119.22 | 160.73 | 170.57 | 108.52 | 327.01 | 364.14 | 187.86 | 204.36 | 353.35 | 227.65 | 113.16 | 148.41 | 160.57 | 102.78 | 309.20 | 339.60 | 197.12 |
Ledger
Original(without controlling lever)
| Date | Cash | AAPL Qty | MSFT Qty | JPM Qty | XOM Qty | JNJ Qty | PG Qty | NVDA Qty | CAT Qty | HD Qty | AMZN Qty | AAPL Close | MSFT Close | JPM Close | XOM Close | JNJ Close | PG Close | NVDA Close | CAT Close | HD Close | AMZN Close | Portfolio Value | Market Value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-01 | 116385.68 | 482 | 304 | -397 | 0 | 615 | 836 | 733 | 412 | 365 | 516 | 222.91 | 410.37 | 222.94 | 114.95 | 160.13 | 165.10 | 135.40 | 379.63 | 392.59 | 197.93 | 881274.46 | 997660.14 |
| 2024-11-04 | 116385.68 | 482 | 304 | -397 | 0 | 615 | 836 | 733 | 412 | 365 | 516 | 222.01 | 408.46 | 219.78 | 118.61 | 158.24 | 165.08 | 136.05 | 376.52 | 395.57 | 195.78 | 879508.90 | 995894.58 |
| 2024-11-05 | 218104.09 | 482 | 304 | -397 | 0 | 615 | 836 | 0 | 412 | 365 | 516 | 223.45 | 411.46 | 221.49 | 118.96 | 158.35 | 165.76 | 139.91 | 383.37 | 400.09 | 199.50 | 787739.11 | 1005843.20 |
| 2024-11-06 | 670913.78 | 482 | 304 | 0 | 0 | 615 | 0 | 0 | 0 | 0 | 0 | 222.72 | 420.18 | 247.06 | 121.00 | 157.88 | 161.05 | 145.61 | 416.88 | 388.37 | 207.09 | 332181.96 | 1003095.74 |
| 2024-11-07 | 908681.78 | 0 | 0 | 0 | 0 | 615 | 0 | 0 | 0 | 0 | 0 | 227.48 | 425.43 | 236.38 | 121.15 | 156.73 | 163.41 | 148.88 | 408.21 | 399.44 | 210.05 | 96388.95 | 1005070.73 |
| 2024-11-08 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 226.96 | 422.54 | 236.98 | 121.11 | 155.47 | 167.71 | 147.63 | 393.37 | 405.90 | 208.18 | 0.00 | 1004689.43 |
| 2024-11-11 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 224.23 | 418.01 | 239.29 | 120.47 | 155.04 | 166.03 | 145.26 | 396.54 | 408.29 | 206.84 | 0.00 | 1004689.43 |
| 2024-11-12 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 224.23 | 423.03 | 239.56 | 120.35 | 152.64 | 165.84 | 148.29 | 393.01 | 403.08 | 208.91 | 0.00 | 1004689.43 |
| 2024-11-13 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 225.12 | 425.20 | 241.16 | 121.47 | 153.24 | 166.58 | 146.27 | 387.07 | 410.19 | 214.10 | 0.00 | 1004689.43 |
| 2024-11-14 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.22 | 426.89 | 241.87 | 120.56 | 151.87 | 167.08 | 146.76 | 387.36 | 405.72 | 211.48 | 0.00 | 1004689.43 |
| 2024-11-15 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 225.00 | 415.00 | 245.31 | 119.31 | 154.00 | 169.54 | 141.98 | 384.07 | 408.18 | 202.61 | 0.00 | 1004689.43 |
| 2024-11-18 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.02 | 415.76 | 245.03 | 120.31 | 154.77 | 170.75 | 140.15 | 384.46 | 410.44 | 201.70 | 0.00 | 1004689.43 |
| 2024-11-19 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.28 | 417.79 | 243.09 | 118.63 | 153.00 | 170.76 | 147.01 | 382.33 | 406.80 | 204.61 | 0.00 | 1004689.43 |
| 2024-11-20 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 229.00 | 415.49 | 240.78 | 120.32 | 153.11 | 170.89 | 145.89 | 381.50 | 400.00 | 202.88 | 0.00 | 1004689.43 |
| 2024-11-21 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.52 | 412.87 | 244.76 | 121.93 | 155.50 | 172.75 | 146.67 | 389.59 | 410.45 | 198.38 | 0.00 | 1004689.43 |
| 2024-11-22 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 229.87 | 417.00 | 248.55 | 121.79 | 155.17 | 176.28 | 141.95 | 397.49 | 420.00 | 197.12 | 0.00 | 1004689.43 |
| 2024-11-25 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 232.87 | 418.79 | 250.29 | 119.97 | 155.78 | 177.39 | 136.02 | 405.65 | 428.67 | 201.45 | 0.00 | 1004689.43 |
| 2024-11-26 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 235.06 | 427.99 | 249.97 | 117.97 | 154.52 | 179.31 | 136.92 | 407.83 | 429.52 | 207.86 | 0.00 | 1004689.43 |
| 2024-11-27 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 234.93 | 422.99 | 249.79 | 117.66 | 155.40 | 179.36 | 135.34 | 403.70 | 427.19 | 205.74 | 0.00 | 1004689.43 |
| 2024-11-29 | 1004689.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 237.33 | 423.46 | 249.72 | 117.96 | 155.01 | 179.26 | 138.25 | 406.11 | 429.13 | 207.89 | 0.00 | 1004689.43 |
| 2024-12-02 | 2004258.47 | -784 | -333 | -769 | 1213 | -685 | -1119 | 1320 | -457 | -434 | -614 | 239.59 | 430.98 | 246.25 | 117.85 | 154.80 | 179.70 | 138.63 | 402.51 | 426.96 | 210.71 | -1000523.45 | 1003735.02 |
| 2024-12-03 | 2004258.47 | -784 | -333 | -769 | 1213 | -685 | -1119 | 1320 | -457 | -434 | -614 | 242.65 | 431.20 | 244.82 | 117.67 | 152.36 | 175.42 | 140.26 | 399.26 | 429.35 | 213.44 | -994730.33 | 1009528.14 |
| 2024-12-04 | 2004258.47 | -784 | -333 | -769 | 1213 | -685 | -1119 | 1320 | -457 | -434 | -614 | 243.01 | 437.42 | 243.40 | 114.28 | 150.47 | 175.11 | 145.14 | 399.51 | 427.92 | 218.16 | -994412.49 | 1009845.98 |
| 2024-12-05 | 1913226.49 | -784 | 0 | -769 | 1213 | -685 | -1119 | 0 | -457 | -434 | 0 | 243.04 | 442.62 | 245.48 | 114.78 | 149.52 | 176.03 | 145.06 | 394.98 | 426.54 | 220.55 | -905112.33 | 1008114.16 |
| 2024-12-06 | 1913226.49 | -784 | 0 | -769 | 1213 | -685 | -1119 | 0 | -457 | -434 | 0 | 242.84 | 443.57 | 247.36 | 113.57 | 149.31 | 173.82 | 142.44 | 395.03 | 431.37 | 227.03 | -907371.21 | 1005855.28 |
| 2024-12-09 | 1913226.49 | -784 | 0 | -769 | 1213 | -685 | -1119 | 0 | -457 | -434 | 0 | 246.75 | 446.02 | 243.81 | 112.90 | 149.60 | 170.79 | 138.81 | 399.26 | 429.18 | 226.09 | -906310.14 | 1006916.35 |
| 2024-12-10 | 1913226.49 | -784 | 0 | -769 | 1213 | -685 | -1119 | 0 | -457 | -434 | 0 | 247.77 | 443.33 | 242.86 | 112.67 | 149.23 | 172.28 | 135.07 | 388.39 | 422.59 | 225.04 | -900244.47 | 1012982.02 |
| 2024-12-11 | 1752148.30 | 0 | 0 | -769 | 0 | 0 | -1119 | 0 | -457 | -434 | 0 | 246.49 | 448.99 | 243.53 | 111.92 | 146.64 | 170.63 | 139.31 | 388.87 | 421.38 | 230.26 | -738802.05 | 1013346.25 |
| 2024-12-12 | 1576093.62 | 0 | 0 | -769 | 0 | 0 | -1119 | 0 | 0 | -434 | 0 | 247.96 | 449.56 | 241.53 | 111.82 | 146.24 | 170.85 | 137.34 | 380.78 | 414.42 | 228.97 | -556776.00 | 1019317.62 |
| 2024-12-13 | 1576093.62 | 0 | 0 | -769 | 0 | 0 | -1119 | 0 | 0 | -434 | 0 | 248.13 | 447.27 | 239.94 | 110.84 | 146.62 | 171.06 | 134.25 | 380.51 | 416.98 | 227.46 | -556899.32 | 1019194.30 |
| 2024-12-16 | 1576093.62 | 0 | 0 | -769 | 0 | 0 | -1119 | 0 | 0 | -434 | 0 | 251.04 | 451.59 | 239.58 | 108.47 | 143.85 | 171.14 | 132.00 | 378.92 | 410.71 | 232.93 | -553990.82 | 1022102.80 |
| 2024-12-17 | 1576093.62 | 0 | 0 | -769 | 0 | 0 | -1119 | 0 | 0 | -434 | 0 | 253.48 | 454.46 | 238.36 | 108.01 | 146.41 | 170.33 | 130.39 | 375.80 | 408.47 | 231.15 | -551174.09 | 1024919.53 |
| 2024-12-18 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 248.05 | 437.39 | 230.37 | 106.42 | 144.75 | 169.08 | 128.91 | 363.89 | 393.82 | 220.52 | 0.00 | 1033756.10 |
| 2024-12-19 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 249.79 | 437.03 | 232.96 | 105.51 | 143.58 | 169.19 | 130.68 | 360.37 | 385.02 | 223.29 | 0.00 | 1033756.10 |
| 2024-12-20 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 254.49 | 436.60 | 237.60 | 105.87 | 144.47 | 168.06 | 134.70 | 366.04 | 392.60 | 224.92 | 0.00 | 1033756.10 |
| 2024-12-23 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 255.27 | 435.25 | 238.39 | 106.30 | 145.27 | 168.11 | 139.67 | 365.39 | 392.45 | 225.06 | 0.00 | 1033756.10 |
| 2024-12-24 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 258.20 | 439.33 | 242.31 | 106.40 | 145.85 | 168.94 | 140.22 | 367.57 | 396.14 | 229.05 | 0.00 | 1033756.10 |
| 2024-12-26 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 259.02 | 438.11 | 243.14 | 106.49 | 145.58 | 170.16 | 139.93 | 367.12 | 395.14 | 227.05 | 0.00 | 1033756.10 |
| 2024-12-27 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 255.59 | 430.53 | 241.17 | 106.48 | 145.05 | 169.53 | 137.01 | 364.86 | 392.86 | 223.75 | 0.00 | 1033756.10 |
| 2024-12-30 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 252.20 | 424.83 | 239.32 | 105.76 | 143.34 | 167.09 | 137.49 | 363.01 | 389.43 | 221.30 | 0.00 | 1033756.10 |
| 2024-12-31 | 1033756.10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 250.42 | 421.50 | 239.71 | 107.57 | 144.62 | 167.65 | 134.29 | 362.76 | 388.99 | 219.39 | 0.00 | 1033756.10 |
| 2025-01-02 | 34254.62 | -509 | 340 | 471 | 1151 | 628 | 675 | 1048 | 396 | 335 | 540 | 243.85 | 418.58 | 240.00 | 107.31 | 144.02 | 165.98 | 138.31 | 359.77 | 388.46 | 220.22 | 993703.12 | 1027957.74 |
| 2025-01-03 | 185093.26 | -509 | 340 | 471 | 1151 | 628 | 675 | 0 | 396 | 335 | 540 | 243.36 | 423.35 | 243.28 | 107.86 | 144.19 | 165.13 | 144.47 | 363.79 | 389.18 | 224.19 | 856313.31 | 1041406.57 |
| 2025-01-06 | 185093.26 | -509 | 340 | 471 | 1151 | 628 | 675 | 0 | 396 | 335 | 540 | 245.00 | 427.85 | 240.85 | 107.74 | 143.66 | 160.60 | 149.43 | 364.20 | 389.37 | 227.61 | 854408.12 | 1039501.38 |
| 2025-01-07 | 185093.26 | -509 | 340 | 471 | 1151 | 628 | 675 | 0 | 396 | 335 | 540 | 242.21 | 422.37 | 243.17 | 108.75 | 146.23 | 161.30 | 140.14 | 363.00 | 384.23 | 222.11 | 853139.62 | 1038232.88 |
| 2025-01-08 | 185093.26 | -509 | 340 | 471 | 1151 | 628 | 675 | 0 | 396 | 335 | 540 | 242.70 | 424.56 | 243.13 | 106.93 | 142.27 | 162.10 | 140.11 | 361.07 | 387.20 | 222.13 | 849815.74 | 1034909.00 |
| 2025-01-10 | 172042.50 | 0 | 340 | 471 | 1151 | 628 | 0 | 0 | 396 | 335 | 540 | 236.85 | 418.95 | 239.87 | 106.54 | 142.06 | 158.56 | 135.91 | 351.00 | 389.89 | 218.94 | 855099.74 | 1027142.24 |
| 2025-01-13 | 172042.50 | 0 | 340 | 471 | 1151 | 628 | 0 | 0 | 396 | 335 | 540 | 234.40 | 417.19 | 244.21 | 109.29 | 144.47 | 158.84 | 133.23 | 362.50 | 389.18 | 218.46 | 865281.16 | 1037323.66 |
| 2025-01-14 | 172042.50 | 0 | 340 | 471 | 1151 | 628 | 0 | 0 | 396 | 335 | 540 | 233.28 | 415.67 | 247.47 | 109.72 | 144.75 | 159.74 | 131.76 | 371.57 | 392.78 | 217.76 | 871390.31 | 1043432.81 |
| 2025-01-15 | 172042.50 | 0 | 340 | 471 | 1151 | 628 | 0 | 0 | 396 | 335 | 540 | 237.87 | 426.31 | 252.35 | 111.51 | 144.97 | 159.65 | 136.24 | 374.89 | 406.09 | 223.35 | 888297.01 | 1060339.51 |
| 2025-01-16 | 292623.21 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 396 | 335 | 540 | 228.26 | 424.58 | 254.27 | 111.32 | 147.77 | 160.50 | 133.57 | 380.55 | 409.33 | 220.66 | 772265.83 | 1064889.04 |
| 2025-01-17 | 445621.77 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 335 | 540 | 229.98 | 429.03 | 259.16 | 112.32 | 147.03 | 161.13 | 137.71 | 386.02 | 409.38 | 225.94 | 626635.26 | 1072257.03 |
| 2025-01-21 | 585135.87 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 540 | 222.64 | 428.50 | 263.03 | 111.47 | 148.15 | 161.72 | 140.83 | 398.36 | 418.43 | 230.71 | 491613.57 | 1076749.44 |
| 2025-01-22 | 712073.67 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 0 | 223.83 | 446.20 | 262.84 | 109.53 | 145.27 | 164.74 | 147.07 | 397.61 | 410.10 | 235.01 | 369006.59 | 1081080.26 |
| 2025-01-23 | 712073.67 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 0 | 223.66 | 446.71 | 265.95 | 110.15 | 146.64 | 166.15 | 147.22 | 406.40 | 414.39 | 235.42 | 370753.97 | 1082827.64 |
| 2025-01-24 | 712073.67 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 0 | 222.78 | 444.06 | 264.84 | 108.66 | 146.82 | 164.12 | 142.62 | 407.63 | 414.50 | 234.85 | 368251.02 | 1080324.69 |
| 2025-01-27 | 712073.67 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 0 | 229.86 | 434.56 | 265.85 | 110.17 | 152.89 | 169.66 | 118.42 | 394.98 | 424.87 | 235.42 | 370570.99 | 1082644.66 |
| 2025-01-28 | 712073.67 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 0 | 238.26 | 447.20 | 267.14 | 108.04 | 150.38 | 166.19 | 128.99 | 390.29 | 418.83 | 238.15 | 370840.68 | 1082914.35 |
| 2025-01-29 | 712073.67 | 0 | 340 | 0 | 1151 | 628 | 0 | 0 | 0 | 0 | 0 | 239.36 | 442.33 | 266.58 | 108.67 | 151.15 | 166.23 | 123.70 | 393.23 | 413.42 | 237.07 | 370393.57 | 1082467.24 |
| 2025-01-30 | 808791.95 | 0 | 340 | 0 | 1151 | 0 | 0 | 0 | 0 | 0 | 0 | 237.59 | 414.99 | 268.23 | 109.57 | 152.87 | 167.41 | 124.65 | 374.98 | 414.50 | 234.64 | 267211.67 | 1076003.62 |
| 2025-01-31 | 1072873.68 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 236.00 | 415.06 | 267.30 | 106.83 | 152.15 | 165.99 | 120.07 | 371.44 | 411.98 | 237.68 | 0.00 | 1072873.68 |
| 2025-02-03 | 2072238.38 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 3358 | -672 | -705 | -1424 | 228.01 | 410.92 | 266.81 | 107.09 | 151.87 | 168.76 | 116.66 | 361.55 | 408.76 | 237.42 | -1012803.26 | 1059435.12 |
| 2025-02-04 | 2072238.38 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 3358 | -672 | -705 | -1424 | 232.80 | 412.37 | 267.94 | 109.96 | 153.49 | 168.13 | 118.65 | 361.95 | 411.49 | 242.06 | -1018356.65 | 1053881.73 |
| 2025-02-05 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 232.47 | 413.29 | 270.43 | 109.88 | 154.69 | 169.01 | 124.83 | 358.85 | 413.82 | 236.17 | -1414403.65 | 1074394.63 |
| 2025-02-06 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 233.22 | 415.82 | 276.90 | 108.43 | 153.51 | 168.88 | 128.68 | 365.45 | 414.16 | 238.83 | -1423011.97 | 1065786.31 |
| 2025-02-07 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 227.63 | 409.75 | 275.80 | 108.89 | 153.12 | 167.97 | 129.84 | 363.88 | 407.37 | 229.15 | -1411762.55 | 1077035.73 |
| 2025-02-10 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 227.65 | 412.22 | 271.04 | 110.97 | 154.24 | 167.53 | 133.57 | 363.22 | 413.99 | 233.14 | -1419011.63 | 1069786.65 |
| 2025-02-11 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 232.62 | 411.44 | 274.99 | 111.67 | 156.13 | 169.43 | 132.80 | 362.23 | 416.36 | 232.76 | -1428269.16 | 1060529.12 |
| 2025-02-12 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 236.87 | 409.04 | 275.45 | 107.35 | 155.26 | 169.58 | 131.14 | 352.04 | 407.14 | 228.93 | -1397500.49 | 1091297.79 |
| 2025-02-13 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 241.53 | 410.54 | 276.32 | 108.13 | 157.25 | 171.02 | 135.29 | 353.70 | 412.43 | 230.37 | -1407148.49 | 1081649.79 |
| 2025-02-14 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 244.60 | 408.43 | 276.59 | 108.24 | 156.15 | 162.89 | 138.85 | 353.32 | 409.50 | 228.68 | -1387594.90 | 1101203.38 |
| 2025-02-18 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 244.47 | 409.64 | 279.95 | 110.14 | 154.99 | 165.43 | 139.40 | 354.00 | 403.31 | 226.65 | -1389462.82 | 1099335.46 |
| 2025-02-19 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 244.87 | 414.77 | 279.25 | 110.30 | 157.89 | 166.49 | 139.23 | 353.00 | 395.43 | 226.63 | -1385259.98 | 1103538.30 |
| 2025-02-20 | 2488798.28 | 1041 | 860 | -1332 | -2002 | -2055 | -1447 | 0 | -672 | -705 | -1424 | 245.83 | 416.13 | 266.80 | 112.00 | 159.68 | 167.21 | 140.11 | 349.15 | 394.64 | 222.88 | -1366147.16 | 1122651.12 |
| 2025-02-21 | 2103210.87 | 0 | 860 | -1332 | -2002 | 0 | -1447 | 0 | -672 | -705 | 0 | 245.55 | 408.21 | 264.24 | 110.69 | 162.30 | 170.23 | 134.43 | 340.04 | 385.30 | 216.58 | -968974.65 | 1134236.22 |
| 2025-02-24 | 2103210.87 | 0 | 860 | -1332 | -2002 | 0 | -1447 | 0 | -672 | -705 | 0 | 247.10 | 404.00 | 261.34 | 111.27 | 163.74 | 170.54 | 130.28 | 338.92 | 382.42 | 212.71 | -967559.14 | 1135651.73 |
| 2025-02-25 | 2103210.87 | 0 | 860 | -1332 | -2002 | 0 | -1447 | 0 | -672 | -705 | 0 | 247.04 | 397.90 | 257.40 | 109.73 | 166.09 | 172.65 | 126.63 | 342.36 | 393.29 | 212.80 | -977502.18 | 1125708.69 |
| 2025-02-26 | 2103210.87 | 0 | 860 | -1332 | -2002 | 0 | -1447 | 0 | -672 | -705 | 0 | 240.36 | 399.73 | 258.79 | 109.46 | 163.08 | 171.30 | 131.28 | 342.58 | 390.48 | 214.35 | -973452.66 | 1129758.21 |
| 2025-02-27 | 2103210.87 | 0 | 860 | -1332 | -2002 | 0 | -1447 | 0 | -672 | -705 | 0 | 237.30 | 392.53 | 259.05 | 110.15 | 163.73 | 171.97 | 120.15 | 340.00 | 390.27 | 208.74 | -980460.04 | 1122750.83 |
| 2025-02-28 | 1106941.93 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 241.84 | 396.99 | 264.65 | 111.33 | 165.02 | 173.84 | 124.92 | 343.95 | 396.60 | 212.28 | 0.00 | 1106941.93 |
| 2025-03-03 | 106987.14 | -2162 | 1334 | 1807 | -3778 | -3392 | -3646 | 4457 | 1425 | 1363 | 2539 | 238.03 | 388.49 | 260.62 | 107.76 | 167.28 | 175.59 | 114.06 | 332.04 | 389.69 | 205.02 | 893048.63 | 1000035.77 |
| 2025-03-04 | 106987.14 | -2162 | 1334 | 1807 | -3778 | -3392 | -3646 | 4457 | 1425 | 1363 | 2539 | 235.93 | 388.61 | 250.25 | 107.54 | 165.42 | 173.18 | 115.99 | 326.75 | 381.68 | 203.80 | 881986.01 | 988973.15 |
| 2025-03-05 | 106987.14 | -2162 | 1334 | 1807 | -3778 | -3392 | -3646 | 4457 | 1425 | 1363 | 2539 | 235.74 | 401.02 | 251.53 | 105.44 | 165.12 | 174.61 | 117.30 | 338.49 | 386.35 | 208.36 | 945513.53 | 1052500.67 |
| 2025-03-06 | 601001.02 | -2162 | 1334 | 1807 | -3778 | -3392 | -3646 | 0 | 1425 | 1363 | 2539 | 235.33 | 396.89 | 246.54 | 107.62 | 165.83 | 174.66 | 110.57 | 341.01 | 381.73 | 200.70 | 376086.04 | 977087.06 |
| 2025-03-07 | 601001.02 | -2162 | 1334 | 1807 | -3778 | -3392 | -3646 | 0 | 1425 | 1363 | 2539 | 239.07 | 393.31 | 242.28 | 109.02 | 166.69 | 175.95 | 112.69 | 350.30 | 376.80 | 199.25 | 345454.07 | 946455.09 |
| 2025-03-10 | 1510733.18 | -2162 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 1363 | 0 | 227.48 | 380.16 | 232.22 | 111.80 | 167.70 | 176.26 | 106.98 | 345.21 | 374.65 | 194.54 | -615968.88 | 894764.30 |
| 2025-03-11 | 1510733.18 | -2162 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 1363 | 0 | 220.84 | 380.45 | 229.14 | 109.16 | 165.86 | 173.12 | 108.76 | 339.77 | 368.16 | 196.59 | -590160.57 | 920572.61 |
| 2025-03-12 | 1043524.98 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 1363 | 0 | 216.98 | 383.27 | 227.90 | 109.13 | 162.85 | 168.37 | 115.74 | 338.13 | 364.73 | 198.89 | -88312.94 | 955212.04 |
| 2025-03-13 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 209.68 | 378.77 | 225.19 | 108.67 | 162.99 | 168.59 | 115.58 | 333.31 | 347.25 | 193.89 | -597850.55 | 929253.20 |
| 2025-03-14 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 213.49 | 388.56 | 232.44 | 111.90 | 162.81 | 167.97 | 121.67 | 339.64 | 351.31 | 197.95 | -585102.30 | 942001.45 |
| 2025-03-17 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 214.00 | 388.70 | 233.93 | 113.76 | 162.84 | 169.76 | 119.53 | 342.64 | 354.13 | 195.74 | -594295.72 | 932808.03 |
| 2025-03-18 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 212.69 | 383.52 | 234.97 | 113.64 | 164.25 | 167.71 | 115.43 | 336.71 | 349.57 | 192.82 | -606511.15 | 920592.60 |
| 2025-03-19 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 215.24 | 387.82 | 239.11 | 115.41 | 162.99 | 168.57 | 117.52 | 338.62 | 353.42 | 195.54 | -603601.90 | 923501.85 |
| 2025-03-20 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 214.10 | 386.84 | 239.01 | 115.90 | 163.02 | 167.55 | 118.53 | 336.25 | 355.52 | 194.95 | -606520.53 | 920583.22 |
| 2025-03-21 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 218.27 | 391.26 | 241.63 | 115.50 | 163.63 | 166.69 | 117.70 | 335.78 | 351.15 | 196.21 | -598716.36 | 928387.39 |
| 2025-03-24 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 220.73 | 393.08 | 248.06 | 115.80 | 163.29 | 165.65 | 121.41 | 341.67 | 363.77 | 203.26 | -584083.51 | 943020.24 |
| 2025-03-25 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 223.75 | 395.16 | 251.13 | 116.59 | 161.02 | 162.85 | 120.69 | 342.62 | 360.99 | 205.71 | -565031.02 | 962072.73 |
| 2025-03-26 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 221.53 | 389.97 | 251.03 | 118.27 | 161.72 | 166.58 | 113.76 | 341.11 | 362.13 | 201.13 | -596427.25 | 930676.50 |
| 2025-03-27 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 223.85 | 390.58 | 248.12 | 117.89 | 163.13 | 168.71 | 111.43 | 339.30 | 362.73 | 201.36 | -609305.82 | 917797.93 |
| 2025-03-28 | 1527103.75 | 0 | 1334 | 0 | -3778 | -3392 | -3646 | 0 | 1425 | 0 | 0 | 217.90 | 378.80 | 242.85 | 117.73 | 163.71 | 168.03 | 109.67 | 329.69 | 358.15 | 192.72 | -637598.19 | 889505.56 |
| 2025-03-31 | 864640.87 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 222.13 | 375.39 | 245.30 | 118.93 | 165.84 | 170.42 | 108.38 | 329.80 | 366.49 | 190.26 | 0.00 | 864640.87 |
| 2025-04-01 | -135084.10 | 1038 | 572 | -564 | -2566 | 1136 | 1231 | 2777 | -614 | 489 | 1750 | 223.19 | 382.19 | 243.66 | 119.04 | 153.25 | 170.56 | 110.15 | 330.57 | 365.52 | 192.17 | 1009407.73 | 874323.63 |
| 2025-04-02 | 209875.90 | 1038 | 572 | -564 | -2566 | 1136 | 1231 | 2777 | -614 | 489 | 0 | 223.89 | 382.14 | 245.82 | 118.67 | 155.36 | 169.50 | 110.42 | 334.66 | 370.89 | 196.01 | 675495.97 | 885371.87 |
| 2025-04-03 | 98809.68 | 0 | 572 | 0 | 0 | 1136 | 1231 | 0 | 0 | 489 | 0 | 203.19 | 373.11 | 228.69 | 112.43 | 159.82 | 172.39 | 101.80 | 305.76 | 355.91 | 178.41 | 781226.52 | 880036.20 |
| 2025-04-04 | 98809.68 | 0 | 572 | 0 | 0 | 1136 | 1231 | 0 | 0 | 489 | 0 | 188.38 | 359.84 | 210.28 | 104.34 | 153.24 | 163.75 | 94.31 | 288.08 | 353.90 | 171.00 | 754542.47 | 853352.15 |
| 2025-04-07 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 181.46 | 357.86 | 214.44 | 102.94 | 150.62 | 160.23 | 97.64 | 280.06 | 341.51 | 175.26 | 0.00 | 833245.71 |
| 2025-04-08 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 172.42 | 354.56 | 216.87 | 100.77 | 150.00 | 158.39 | 96.30 | 273.94 | 335.24 | 170.66 | 0.00 | 833245.71 |
| 2025-04-09 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 198.85 | 390.49 | 234.34 | 105.80 | 150.97 | 162.32 | 114.33 | 301.01 | 355.39 | 191.10 | 0.00 | 833245.71 |
| 2025-04-10 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 190.42 | 381.35 | 227.11 | 99.93 | 148.69 | 163.56 | 107.57 | 289.16 | 353.62 | 181.22 | 0.00 | 833245.71 |
| 2025-04-11 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 198.15 | 388.45 | 236.20 | 103.14 | 151.73 | 166.91 | 110.93 | 293.45 | 353.86 | 184.87 | 0.00 | 833245.71 |
| 2025-04-14 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 202.52 | 387.81 | 234.72 | 103.39 | 154.36 | 169.13 | 110.71 | 298.12 | 357.20 | 182.12 | 0.00 | 833245.71 |
| 2025-04-15 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 202.14 | 385.73 | 233.13 | 103.10 | 153.62 | 168.47 | 112.20 | 293.43 | 354.11 | 179.59 | 0.00 | 833245.71 |
| 2025-04-16 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 194.27 | 371.61 | 229.61 | 104.19 | 153.91 | 166.39 | 104.49 | 290.14 | 345.99 | 174.33 | 0.00 | 833245.71 |
| 2025-04-17 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 196.98 | 367.78 | 231.96 | 106.92 | 157.47 | 170.63 | 101.49 | 294.25 | 355.06 | 172.61 | 0.00 | 833245.71 |
| 2025-04-21 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 193.16 | 359.12 | 228.99 | 105.35 | 156.92 | 165.75 | 96.91 | 284.74 | 346.90 | 167.32 | 0.00 | 833245.71 |
| 2025-04-22 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 199.74 | 366.82 | 235.59 | 108.30 | 157.75 | 167.88 | 98.89 | 291.17 | 354.43 | 173.18 | 0.00 | 833245.71 |
| 2025-04-23 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 204.60 | 374.39 | 240.88 | 107.37 | 155.38 | 165.73 | 102.71 | 295.77 | 356.42 | 180.60 | 0.00 | 833245.71 |
| 2025-04-24 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 208.37 | 387.30 | 244.64 | 108.63 | 154.93 | 159.53 | 106.43 | 306.86 | 359.64 | 186.54 | 0.00 | 833245.71 |
| 2025-04-25 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 209.28 | 391.85 | 243.55 | 108.57 | 154.58 | 161.02 | 111.01 | 306.45 | 357.58 | 188.99 | 0.00 | 833245.71 |
| 2025-04-28 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 210.14 | 391.16 | 243.22 | 108.63 | 155.35 | 161.85 | 108.73 | 307.06 | 356.92 | 187.70 | 0.00 | 833245.71 |
| 2025-04-29 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 211.21 | 394.04 | 244.62 | 108.36 | 155.91 | 162.26 | 109.02 | 307.40 | 359.00 | 187.39 | 0.00 | 833245.71 |
| 2025-04-30 | 833245.71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 210.77 | 390.06 | 242.25 | 105.04 | 155.81 | 161.97 | 106.95 | 303.57 | 357.69 | 181.88 | 0.00 | 833245.71 |
After Controlling Lever
| Date | Cash | AAPL Qty | MSFT Qty | JPM Qty | XOM Qty | JNJ Qty | PG Qty | NVDA Qty | CAT Qty | HD Qty | AMZN Qty | AAPL Close | MSFT Close | JPM Close | XOM Close | JNJ Close | PG Close | NVDA Close | CAT Close | HD Close | AMZN Close | Portfolio Value | Market Value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-01 | 451235.76 | 362 | 228 | -813 | 0 | 462 | 628 | 551 | 310 | 274 | 388 | 222.91 | 410.37 | 222.94 | 114.95 | 160.13 | 165.10 | 135.40 | 379.63 | 392.59 | 197.93 | 547327.62 | 998563.38 |
| 2024-11-04 | 451235.76 | 362 | 228 | -813 | 0 | 462 | 628 | 551 | 310 | 274 | 388 | 222.01 | 408.46 | 219.78 | 118.61 | 158.24 | 165.08 | 136.05 | 376.52 | 395.57 | 195.78 | 547626.05 | 998861.81 |
| 2024-11-05 | 527698.03 | 362 | 228 | -813 | 0 | 462 | 628 | 0 | 310 | 274 | 388 | 223.45 | 411.46 | 221.49 | 118.96 | 158.35 | 165.76 | 139.91 | 383.37 | 400.09 | 199.50 | 477760.75 | 1005458.78 |
| 2024-11-06 | 744273.84 | 362 | 228 | 0 | 0 | 462 | 0 | 0 | 0 | 0 | 0 | 222.72 | 420.18 | 247.06 | 121.00 | 157.88 | 161.05 | 145.61 | 416.88 | 388.37 | 207.09 | 249366.24 | 993640.08 |
| 2024-11-07 | 922713.44 | 0 | 0 | 0 | 0 | 462 | 0 | 0 | 0 | 0 | 0 | 227.48 | 425.43 | 236.38 | 121.15 | 156.73 | 163.41 | 148.88 | 408.21 | 399.44 | 210.05 | 72409.26 | 995122.70 |
| 2024-11-08 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 226.96 | 422.54 | 236.98 | 121.11 | 155.47 | 167.71 | 147.63 | 393.37 | 405.90 | 208.18 | 0.00 | 994836.26 |
| 2024-11-11 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 224.23 | 418.01 | 239.29 | 120.47 | 155.04 | 166.03 | 145.26 | 396.54 | 408.29 | 206.84 | 0.00 | 994836.26 |
| 2024-11-12 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 224.23 | 423.03 | 239.56 | 120.35 | 152.64 | 165.84 | 148.29 | 393.01 | 403.08 | 208.91 | 0.00 | 994836.26 |
| 2024-11-13 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 225.12 | 425.20 | 241.16 | 121.47 | 153.24 | 166.58 | 146.27 | 387.07 | 410.19 | 214.10 | 0.00 | 994836.26 |
| 2024-11-14 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.22 | 426.89 | 241.87 | 120.56 | 151.87 | 167.08 | 146.76 | 387.36 | 405.72 | 211.48 | 0.00 | 994836.26 |
| 2024-11-15 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 225.00 | 415.00 | 245.31 | 119.31 | 154.00 | 169.54 | 141.98 | 384.07 | 408.18 | 202.61 | 0.00 | 994836.26 |
| 2024-11-18 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.02 | 415.76 | 245.03 | 120.31 | 154.77 | 170.75 | 140.15 | 384.46 | 410.44 | 201.70 | 0.00 | 994836.26 |
| 2024-11-19 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.28 | 417.79 | 243.09 | 118.63 | 153.00 | 170.76 | 147.01 | 382.33 | 406.80 | 204.61 | 0.00 | 994836.26 |
| 2024-11-20 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 229.00 | 415.49 | 240.78 | 120.32 | 153.11 | 170.89 | 145.89 | 381.50 | 400.00 | 202.88 | 0.00 | 994836.26 |
| 2024-11-21 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 228.52 | 412.87 | 244.76 | 121.93 | 155.50 | 172.75 | 146.67 | 389.59 | 410.45 | 198.38 | 0.00 | 994836.26 |
| 2024-11-22 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 229.87 | 417.00 | 248.55 | 121.79 | 155.17 | 176.28 | 141.95 | 397.49 | 420.00 | 197.12 | 0.00 | 994836.26 |
| 2024-11-25 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 232.87 | 418.79 | 250.29 | 119.97 | 155.78 | 177.39 | 136.02 | 405.65 | 428.67 | 201.45 | 0.00 | 994836.26 |
| 2024-11-26 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 235.06 | 427.99 | 249.97 | 117.97 | 154.52 | 179.31 | 136.92 | 407.83 | 429.52 | 207.86 | 0.00 | 994836.26 |
| 2024-11-27 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 234.93 | 422.99 | 249.79 | 117.66 | 155.40 | 179.36 | 135.34 | 403.70 | 427.19 | 205.74 | 0.00 | 994836.26 |
| 2024-11-29 | 994836.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 237.33 | 423.46 | 249.72 | 117.96 | 155.01 | 179.26 | 138.25 | 406.11 | 429.13 | 207.89 | 0.00 | 994836.26 |
| 2024-12-02 | 1193620.09 | -355 | -150 | -347 | 1694 | -309 | -506 | 1440 | -206 | -196 | -277 | 239.59 | 430.98 | 246.25 | 117.85 | 154.80 | 179.70 | 138.63 | 402.51 | 426.96 | 210.71 | -199614.39 | 994005.70 |
| 2024-12-03 | 1193620.09 | -355 | -150 | -347 | 1694 | -309 | -506 | 1440 | -206 | -196 | -277 | 242.65 | 431.20 | 244.82 | 117.67 | 152.36 | 175.42 | 140.26 | 399.26 | 429.35 | 213.44 | -195830.71 | 997789.38 |
| 2024-12-04 | 1193620.09 | -355 | -150 | -347 | 1694 | -309 | -506 | 1440 | -206 | -196 | -277 | 243.01 | 437.42 | 243.40 | 114.28 | 150.47 | 175.11 | 145.14 | 399.51 | 427.92 | 218.16 | -195452.02 | 998168.07 |
| 2024-12-05 | 1276017.71 | -355 | 0 | -347 | 1694 | -309 | -506 | 0 | -206 | -196 | 0 | 243.04 | 442.62 | 245.48 | 114.78 | 149.52 | 176.03 | 145.06 | 394.98 | 426.54 | 220.55 | -277264.02 | 998753.69 |
| 2024-12-06 | 1276017.71 | -355 | 0 | -347 | 1694 | -309 | -506 | 0 | -206 | -196 | 0 | 242.84 | 443.57 | 247.36 | 113.57 | 149.31 | 173.82 | 142.44 | 395.03 | 431.37 | 227.03 | -279668.95 | 996348.76 |
| 2024-12-09 | 1276017.71 | -355 | 0 | -347 | 1694 | -309 | -506 | 0 | -206 | -196 | 0 | 246.75 | 446.02 | 243.81 | 112.90 | 149.60 | 170.79 | 138.81 | 399.26 | 429.18 | 226.09 | -279958.70 | 996059.01 |
| 2024-12-10 | 1276017.71 | -355 | 0 | -347 | 1694 | -309 | -506 | 0 | -206 | -196 | 0 | 247.77 | 443.33 | 242.86 | 112.67 | 149.23 | 172.28 | 135.07 | 388.39 | 422.59 | 225.04 | -277489.52 | 998528.19 |
| 2024-12-11 | 1331109.11 | 0 | 0 | -347 | 0 | 0 | -506 | 0 | -206 | -196 | 0 | 246.49 | 448.99 | 243.53 | 111.92 | 146.64 | 170.63 | 139.31 | 388.87 | 421.38 | 230.26 | -333541.39 | 997567.72 |
| 2024-12-12 | 1251749.67 | 0 | 0 | -347 | 0 | 0 | -506 | 0 | 0 | -196 | 0 | 247.96 | 449.56 | 241.53 | 111.82 | 146.24 | 170.85 | 137.34 | 380.78 | 414.42 | 228.97 | -251487.33 | 1000262.34 |
| 2024-12-13 | 1251749.67 | 0 | 0 | -347 | 0 | 0 | -506 | 0 | 0 | -196 | 0 | 248.13 | 447.27 | 239.94 | 110.84 | 146.62 | 171.06 | 134.25 | 380.51 | 416.98 | 227.46 | -251543.62 | 1000206.05 |
| 2024-12-16 | 1251749.67 | 0 | 0 | -347 | 0 | 0 | -506 | 0 | 0 | -196 | 0 | 251.04 | 451.59 | 239.58 | 108.47 | 143.85 | 171.14 | 132.00 | 378.92 | 410.71 | 232.93 | -250230.26 | 1001519.41 |
| 2024-12-17 | 1251749.67 | 0 | 0 | -347 | 0 | 0 | -506 | 0 | 0 | -196 | 0 | 253.48 | 454.46 | 238.36 | 108.01 | 146.41 | 170.33 | 130.39 | 375.80 | 408.47 | 231.15 | -248958.02 | 1002791.65 |
| 2024-12-18 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 248.05 | 437.39 | 230.37 | 106.42 | 144.75 | 169.08 | 128.91 | 363.89 | 393.82 | 220.52 | 0.00 | 1006781.59 |
| 2024-12-19 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 249.79 | 437.03 | 232.96 | 105.51 | 143.58 | 169.19 | 130.68 | 360.37 | 385.02 | 223.29 | 0.00 | 1006781.59 |
| 2024-12-20 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 254.49 | 436.60 | 237.60 | 105.87 | 144.47 | 168.06 | 134.70 | 366.04 | 392.60 | 224.92 | 0.00 | 1006781.59 |
| 2024-12-23 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 255.27 | 435.25 | 238.39 | 106.30 | 145.27 | 168.11 | 139.67 | 365.39 | 392.45 | 225.06 | 0.00 | 1006781.59 |
| 2024-12-24 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 258.20 | 439.33 | 242.31 | 106.40 | 145.85 | 168.94 | 140.22 | 367.57 | 396.14 | 229.05 | 0.00 | 1006781.59 |
| 2024-12-26 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 259.02 | 438.11 | 243.14 | 106.49 | 145.58 | 170.16 | 139.93 | 367.12 | 395.14 | 227.05 | 0.00 | 1006781.59 |
| 2024-12-27 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 255.59 | 430.53 | 241.17 | 106.48 | 145.05 | 169.53 | 137.01 | 364.86 | 392.86 | 223.75 | 0.00 | 1006781.59 |
| 2024-12-30 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 252.20 | 424.83 | 239.32 | 105.76 | 143.34 | 167.09 | 137.49 | 363.01 | 389.43 | 221.30 | 0.00 | 1006781.59 |
| 2024-12-31 | 1006781.59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 250.42 | 421.50 | 239.71 | 107.57 | 144.62 | 167.65 | 134.29 | 362.76 | 388.99 | 219.39 | 0.00 | 1006781.59 |
| 2025-01-02 | 371564.07 | -730 | 246 | 342 | 836 | 456 | 490 | 760 | 287 | 243 | 392 | 243.85 | 418.58 | 240.00 | 107.31 | 144.02 | 165.98 | 138.31 | 359.77 | 388.46 | 220.22 | 632846.27 | 1004410.34 |
| 2025-01-03 | 480950.87 | -730 | 246 | 342 | 836 | 456 | 490 | 0 | 287 | 243 | 392 | 243.36 | 423.35 | 243.28 | 107.86 | 144.19 | 165.13 | 144.47 | 363.79 | 389.18 | 224.19 | 533389.31 | 1014340.18 |
| 2025-01-06 | 480950.87 | -730 | 246 | 342 | 836 | 456 | 490 | 0 | 287 | 243 | 392 | 245.00 | 427.85 | 240.85 | 107.74 | 143.66 | 160.60 | 149.43 | 364.20 | 389.37 | 227.61 | 531410.83 | 1012361.70 |
| 2025-01-07 | 480950.87 | -730 | 246 | 342 | 836 | 456 | 490 | 0 | 287 | 243 | 392 | 242.21 | 422.37 | 243.17 | 108.75 | 146.23 | 161.30 | 140.14 | 363.00 | 384.23 | 222.11 | 531502.75 | 1012453.62 |
| 2025-01-08 | 480950.87 | -730 | 246 | 342 | 836 | 456 | 490 | 0 | 287 | 243 | 392 | 242.70 | 424.56 | 243.13 | 106.93 | 142.27 | 162.10 | 140.11 | 361.07 | 387.20 | 222.13 | 528910.47 | 1009861.34 |
| 2025-01-10 | 386798.27 | 0 | 246 | 342 | 836 | 456 | 0 | 0 | 287 | 243 | 392 | 236.85 | 418.95 | 239.87 | 106.54 | 142.06 | 158.56 | 135.91 | 351.00 | 389.89 | 218.94 | 620248.79 | 1007047.06 |
| 2025-01-13 | 386798.27 | 0 | 246 | 342 | 836 | 456 | 0 | 0 | 287 | 243 | 392 | 234.40 | 417.19 | 244.21 | 109.29 | 144.47 | 158.84 | 133.23 | 362.50 | 389.18 | 218.46 | 627637.88 | 1014436.15 |
| 2025-01-14 | 386798.27 | 0 | 246 | 342 | 836 | 456 | 0 | 0 | 287 | 243 | 392 | 233.28 | 415.67 | 247.47 | 109.72 | 144.75 | 159.74 | 131.76 | 371.57 | 392.78 | 217.76 | 632069.53 | 1018867.80 |
| 2025-01-15 | 386798.27 | 0 | 246 | 342 | 836 | 456 | 0 | 0 | 287 | 243 | 392 | 237.87 | 426.31 | 252.35 | 111.51 | 144.97 | 159.65 | 136.24 | 374.89 | 406.09 | 223.35 | 644331.14 | 1031129.41 |
| 2025-01-16 | 474353.69 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 287 | 243 | 392 | 228.26 | 424.58 | 254.27 | 111.32 | 147.77 | 160.50 | 133.57 | 380.55 | 409.33 | 220.66 | 560077.08 | 1034430.77 |
| 2025-01-17 | 585239.01 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 243 | 392 | 229.98 | 429.03 | 259.16 | 112.32 | 147.03 | 161.13 | 137.71 | 386.02 | 409.38 | 225.94 | 454534.40 | 1039773.41 |
| 2025-01-21 | 686438.79 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 392 | 222.64 | 428.50 | 263.03 | 111.47 | 148.15 | 161.72 | 140.83 | 398.36 | 418.43 | 230.71 | 356594.64 | 1043033.43 |
| 2025-01-22 | 778586.23 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 0 | 223.83 | 446.20 | 262.84 | 109.53 | 145.27 | 164.74 | 147.07 | 397.61 | 410.10 | 235.01 | 267575.40 | 1046161.63 |
| 2025-01-23 | 778586.23 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 0 | 223.66 | 446.71 | 265.95 | 110.15 | 146.64 | 166.15 | 147.22 | 406.40 | 414.39 | 235.42 | 268843.90 | 1047430.13 |
| 2025-01-24 | 778586.23 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 0 | 222.78 | 444.06 | 264.84 | 108.66 | 146.82 | 164.12 | 142.62 | 407.63 | 414.50 | 234.85 | 267028.44 | 1045614.67 |
| 2025-01-27 | 778586.23 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 0 | 229.86 | 434.56 | 265.85 | 110.17 | 152.89 | 169.66 | 118.42 | 394.98 | 424.87 | 235.42 | 268721.72 | 1047307.95 |
| 2025-01-28 | 778586.23 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 0 | 238.26 | 447.20 | 267.14 | 108.04 | 150.38 | 166.19 | 128.99 | 390.29 | 418.83 | 238.15 | 268905.92 | 1047492.15 |
| 2025-01-29 | 778586.23 | 0 | 246 | 0 | 836 | 456 | 0 | 0 | 0 | 0 | 0 | 239.36 | 442.33 | 266.58 | 108.67 | 151.15 | 166.23 | 123.70 | 393.23 | 413.42 | 237.07 | 268585.70 | 1047171.93 |
| 2025-01-30 | 848814.79 | 0 | 246 | 0 | 836 | 0 | 0 | 0 | 0 | 0 | 0 | 237.59 | 414.99 | 268.23 | 109.57 | 152.87 | 167.41 | 124.65 | 374.98 | 414.50 | 234.64 | 193688.06 | 1042502.85 |
| 2025-01-31 | 1040229.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 236.00 | 415.06 | 267.30 | 106.83 | 152.15 | 165.99 | 120.07 | 371.44 | 411.98 | 237.68 | 0.00 | 1040229.43 |
| 2025-02-03 | 1039692.54 | 724 | 404 | -336 | -505 | -519 | -365 | 1452 | -169 | -178 | -359 | 228.01 | 410.92 | 266.81 | 107.09 | 151.87 | 168.76 | 116.66 | 361.55 | 408.76 | 237.42 | -2760.31 | 1036932.23 |
| 2025-02-04 | 1039692.54 | 724 | 404 | -336 | -505 | -519 | -365 | 1452 | -169 | -178 | -359 | 232.80 | 412.37 | 267.94 | 109.96 | 153.49 | 168.13 | 118.65 | 361.95 | 411.49 | 242.06 | -476.23 | 1039216.31 |
| 2025-02-05 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 232.47 | 413.29 | 270.43 | 109.88 | 154.69 | 169.01 | 124.83 | 358.85 | 413.82 | 236.17 | -172139.84 | 1047673.30 |
| 2025-02-06 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 233.22 | 415.82 | 276.90 | 108.43 | 153.51 | 168.88 | 128.68 | 365.45 | 414.16 | 238.83 | -173487.38 | 1046325.76 |
| 2025-02-07 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 227.63 | 409.75 | 275.80 | 108.89 | 153.12 | 167.97 | 129.84 | 363.88 | 407.37 | 229.15 | -174365.89 | 1045447.25 |
| 2025-02-10 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 227.65 | 412.22 | 271.04 | 110.97 | 154.24 | 167.53 | 133.57 | 363.22 | 413.99 | 233.14 | -175724.48 | 1044088.66 |
| 2025-02-11 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 232.62 | 411.44 | 274.99 | 111.67 | 156.13 | 169.43 | 132.80 | 362.23 | 416.36 | 232.76 | -175914.56 | 1043898.58 |
| 2025-02-12 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 236.87 | 409.04 | 275.45 | 107.35 | 155.26 | 169.58 | 131.14 | 352.04 | 407.14 | 228.93 | -166645.10 | 1053168.04 |
| 2025-02-13 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 241.53 | 410.54 | 276.32 | 108.13 | 157.25 | 171.02 | 135.29 | 353.70 | 412.43 | 230.37 | -166649.01 | 1053164.13 |
| 2025-02-14 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 244.60 | 408.43 | 276.59 | 108.24 | 156.15 | 162.89 | 138.85 | 353.32 | 409.50 | 228.68 | -160694.22 | 1059118.92 |
| 2025-02-18 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 244.47 | 409.64 | 279.95 | 110.14 | 154.99 | 165.43 | 139.40 | 354.00 | 403.31 | 226.65 | -160997.35 | 1058815.79 |
| 2025-02-19 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 244.87 | 414.77 | 279.25 | 110.30 | 157.89 | 166.49 | 139.23 | 353.00 | 395.43 | 226.63 | -158794.01 | 1061019.13 |
| 2025-02-20 | 1219813.14 | 724 | 404 | -336 | -505 | -519 | -365 | 0 | -169 | -178 | -359 | 245.83 | 416.13 | 266.80 | 112.00 | 159.68 | 167.21 | 140.11 | 349.15 | 394.64 | 222.88 | -153279.12 | 1066534.02 |
| 2025-02-21 | 1236467.44 | 0 | 404 | -336 | -505 | 0 | -365 | 0 | -169 | -178 | 0 | 245.55 | 408.21 | 264.24 | 110.69 | 162.30 | 170.23 | 134.43 | 340.04 | 385.30 | 216.58 | -167950.36 | 1068517.08 |
| 2025-02-24 | 1236467.44 | 0 | 404 | -336 | -505 | 0 | -365 | 0 | -169 | -178 | 0 | 247.10 | 404.00 | 261.34 | 111.27 | 163.74 | 170.54 | 130.28 | 338.92 | 382.42 | 212.71 | -168380.93 | 1068086.51 |
| 2025-02-25 | 1236467.44 | 0 | 404 | -336 | -505 | 0 | -365 | 0 | -169 | -178 | 0 | 247.04 | 397.90 | 257.40 | 109.73 | 166.09 | 172.65 | 126.63 | 342.36 | 393.29 | 212.80 | -172030.16 | 1064437.28 |
| 2025-02-26 | 1236467.44 | 0 | 404 | -336 | -505 | 0 | -365 | 0 | -169 | -178 | 0 | 240.36 | 399.73 | 258.79 | 109.46 | 163.08 | 171.30 | 131.28 | 342.58 | 390.48 | 214.35 | -170665.78 | 1065801.66 |
| 2025-02-27 | 1236467.44 | 0 | 404 | -336 | -505 | 0 | -365 | 0 | -169 | -178 | 0 | 237.30 | 392.53 | 259.05 | 110.15 | 163.73 | 171.97 | 120.15 | 340.00 | 390.27 | 208.74 | -173781.54 | 1062685.90 |
| 2025-02-28 | 1059533.40 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 241.84 | 396.99 | 264.65 | 111.33 | 165.02 | 173.84 | 124.92 | 343.95 | 396.60 | 212.28 | 0.00 | 1059533.40 |
| 2025-03-03 | 859900.13 | -404 | 255 | 345 | -706 | -634 | -682 | 852 | 272 | 260 | 485 | 238.03 | 388.49 | 260.62 | 107.76 | 167.28 | 175.59 | 114.06 | 332.04 | 389.69 | 205.02 | 179176.37 | 1039076.50 |
| 2025-03-04 | 859900.13 | -404 | 255 | 345 | -706 | -634 | -682 | 852 | 272 | 260 | 485 | 235.93 | 388.61 | 250.25 | 107.54 | 165.42 | 173.18 | 115.99 | 326.75 | 381.68 | 203.80 | 176987.08 | 1036887.21 |
| 2025-03-05 | 859900.13 | -404 | 255 | 345 | -706 | -634 | -682 | 852 | 272 | 260 | 485 | 235.74 | 401.02 | 251.53 | 105.44 | 165.12 | 174.61 | 117.30 | 338.49 | 386.35 | 208.36 | 189102.73 | 1049002.86 |
| 2025-03-06 | 954335.81 | -404 | 255 | 345 | -706 | -634 | -682 | 0 | 272 | 260 | 485 | 235.33 | 396.89 | 246.54 | 107.62 | 165.83 | 174.66 | 110.57 | 341.01 | 381.73 | 200.70 | 80299.89 | 1034635.70 |
| 2025-03-07 | 954335.81 | -404 | 255 | 345 | -706 | -634 | -682 | 0 | 272 | 260 | 485 | 239.07 | 393.31 | 242.28 | 109.02 | 166.69 | 175.95 | 112.69 | 350.30 | 376.80 | 199.25 | 74534.74 | 1028870.55 |
| 2025-03-10 | 1128072.21 | -404 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 260 | 0 | 227.48 | 380.16 | 232.22 | 111.80 | 167.70 | 176.26 | 106.98 | 345.21 | 374.65 | 194.54 | -109116.92 | 1018955.29 |
| 2025-03-11 | 1128072.21 | -404 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 260 | 0 | 220.84 | 380.45 | 229.14 | 109.16 | 165.86 | 173.12 | 108.76 | 339.77 | 368.16 | 196.59 | -104355.61 | 1023716.60 |
| 2025-03-12 | 1040767.81 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 260 | 0 | 216.98 | 383.27 | 227.90 | 109.13 | 162.85 | 168.37 | 115.74 | 338.13 | 364.73 | 198.89 | -10586.01 | 1030181.80 |
| 2025-03-13 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 209.68 | 378.77 | 225.19 | 108.67 | 162.99 | 168.59 | 115.58 | 333.31 | 347.25 | 193.89 | -107788.39 | 1025224.82 |
| 2025-03-14 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 213.49 | 388.56 | 232.44 | 111.90 | 162.81 | 167.97 | 121.67 | 339.64 | 351.31 | 197.95 | -105313.60 | 1027699.61 |
| 2025-03-17 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 214.00 | 388.70 | 233.93 | 113.76 | 162.84 | 169.76 | 119.53 | 342.64 | 354.13 | 195.74 | -107014.86 | 1025998.35 |
| 2025-03-18 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 212.69 | 383.52 | 234.97 | 113.64 | 164.25 | 167.71 | 115.43 | 336.71 | 349.57 | 192.82 | -109359.84 | 1023653.37 |
| 2025-03-19 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 215.24 | 387.82 | 239.11 | 115.41 | 162.99 | 168.57 | 117.52 | 338.62 | 353.42 | 195.54 | -108781.12 | 1024232.09 |
| 2025-03-20 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 214.10 | 386.84 | 239.01 | 115.90 | 163.02 | 167.55 | 118.53 | 336.25 | 355.52 | 194.95 | -109344.98 | 1023668.23 |
| 2025-03-21 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 218.27 | 391.26 | 241.63 | 115.50 | 163.63 | 166.69 | 117.70 | 335.78 | 351.15 | 196.21 | -107863.54 | 1025149.67 |
| 2025-03-24 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 220.73 | 393.08 | 248.06 | 115.80 | 163.29 | 165.65 | 121.41 | 341.67 | 363.77 | 203.26 | -105084.32 | 1027928.89 |
| 2025-03-25 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 223.75 | 395.16 | 251.13 | 116.59 | 161.02 | 162.85 | 120.69 | 342.62 | 360.99 | 205.71 | -101504.48 | 1031508.73 |
| 2025-03-26 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 221.53 | 389.97 | 251.03 | 118.27 | 161.72 | 166.58 | 113.76 | 341.11 | 362.13 | 201.13 | -107412.39 | 1025600.82 |
| 2025-03-27 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 223.85 | 390.58 | 248.12 | 117.89 | 163.13 | 168.71 | 111.43 | 339.30 | 362.73 | 201.36 | -109827.48 | 1023185.73 |
| 2025-03-28 | 1133013.21 | 0 | 255 | 0 | -706 | -634 | -682 | 0 | 272 | 0 | 0 | 217.90 | 378.80 | 242.85 | 117.73 | 163.71 | 168.03 | 109.67 | 329.69 | 358.15 | 192.72 | -115236.30 | 1017776.91 |
| 2025-03-31 | 1013109.68 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 222.13 | 375.39 | 245.30 | 118.93 | 165.84 | 170.42 | 108.38 | 329.80 | 366.49 | 190.26 | 0.00 | 1013109.68 |
| 2025-04-01 | 741237.97 | 401 | 221 | -371 | -1185 | 439 | 476 | 1074 | -404 | 189 | 677 | 223.19 | 382.19 | 243.66 | 119.04 | 153.25 | 170.56 | 110.15 | 330.57 | 365.52 | 192.17 | 274899.42 | 1016137.39 |
| 2025-04-02 | 874688.21 | 401 | 221 | -371 | -1185 | 439 | 476 | 1074 | -404 | 189 | 0 | 223.89 | 382.14 | 245.82 | 118.67 | 155.36 | 169.50 | 110.42 | 334.66 | 370.89 | 196.01 | 144781.35 | 1019469.56 |
| 2025-04-03 | 723552.74 | 0 | 221 | 0 | 0 | 439 | 476 | 0 | 0 | 189 | 0 | 203.19 | 373.11 | 228.69 | 112.43 | 159.82 | 172.39 | 101.80 | 305.76 | 355.91 | 178.41 | 301942.92 | 1025495.66 |
| 2025-04-04 | 723552.74 | 0 | 221 | 0 | 0 | 439 | 476 | 0 | 0 | 189 | 0 | 188.38 | 359.84 | 210.28 | 104.34 | 153.24 | 163.75 | 94.31 | 288.08 | 353.90 | 171.00 | 291629.10 | 1015181.84 |
| 2025-04-07 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 181.46 | 357.86 | 214.44 | 102.94 | 150.62 | 160.23 | 97.64 | 280.06 | 341.51 | 175.26 | 0.00 | 1007410.80 |
| 2025-04-08 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 172.42 | 354.56 | 216.87 | 100.77 | 150.00 | 158.39 | 96.30 | 273.94 | 335.24 | 170.66 | 0.00 | 1007410.80 |
| 2025-04-09 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 198.85 | 390.49 | 234.34 | 105.80 | 150.97 | 162.32 | 114.33 | 301.01 | 355.39 | 191.10 | 0.00 | 1007410.80 |
| 2025-04-10 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 190.42 | 381.35 | 227.11 | 99.93 | 148.69 | 163.56 | 107.57 | 289.16 | 353.62 | 181.22 | 0.00 | 1007410.80 |
| 2025-04-11 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 198.15 | 388.45 | 236.20 | 103.14 | 151.73 | 166.91 | 110.93 | 293.45 | 353.86 | 184.87 | 0.00 | 1007410.80 |
| 2025-04-14 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 202.52 | 387.81 | 234.72 | 103.39 | 154.36 | 169.13 | 110.71 | 298.12 | 357.20 | 182.12 | 0.00 | 1007410.80 |
| 2025-04-15 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 202.14 | 385.73 | 233.13 | 103.10 | 153.62 | 168.47 | 112.20 | 293.43 | 354.11 | 179.59 | 0.00 | 1007410.80 |
| 2025-04-16 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 194.27 | 371.61 | 229.61 | 104.19 | 153.91 | 166.39 | 104.49 | 290.14 | 345.99 | 174.33 | 0.00 | 1007410.80 |
| 2025-04-17 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 196.98 | 367.78 | 231.96 | 106.92 | 157.47 | 170.63 | 101.49 | 294.25 | 355.06 | 172.61 | 0.00 | 1007410.80 |
| 2025-04-21 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 193.16 | 359.12 | 228.99 | 105.35 | 156.92 | 165.75 | 96.91 | 284.74 | 346.90 | 167.32 | 0.00 | 1007410.80 |
| 2025-04-22 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 199.74 | 366.82 | 235.59 | 108.30 | 157.75 | 167.88 | 98.89 | 291.17 | 354.43 | 173.18 | 0.00 | 1007410.80 |
| 2025-04-23 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 204.60 | 374.39 | 240.88 | 107.37 | 155.38 | 165.73 | 102.71 | 295.77 | 356.42 | 180.60 | 0.00 | 1007410.80 |
| 2025-04-24 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 208.37 | 387.30 | 244.64 | 108.63 | 154.93 | 159.53 | 106.43 | 306.86 | 359.64 | 186.54 | 0.00 | 1007410.80 |
| 2025-04-25 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 209.28 | 391.85 | 243.55 | 108.57 | 154.58 | 161.02 | 111.01 | 306.45 | 357.58 | 188.99 | 0.00 | 1007410.80 |
| 2025-04-28 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 210.14 | 391.16 | 243.22 | 108.63 | 155.35 | 161.85 | 108.73 | 307.06 | 356.92 | 187.70 | 0.00 | 1007410.80 |
| 2025-04-29 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 211.21 | 394.04 | 244.62 | 108.36 | 155.91 | 162.26 | 109.02 | 307.40 | 359.00 | 187.39 | 0.00 | 1007410.80 |
| 2025-04-30 | 1007410.80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 210.77 | 390.06 | 242.25 | 105.04 | 155.81 | 161.97 | 106.95 | 303.57 | 357.69 | 181.88 | 0.00 | 1007410.80 |
Performance Analysis
initial capital: 1M
End-of-Day Market Value Comparison
Drawndowns Comparison
Strategy Metrics Summary
| Metrics | Original | After Controlling Lever |
|---|---|---|
| alpha(benchmark: S&P 500) | -0.13% | 0.01% |
| beta(benchmark: S&P 500) | 0.32 | 0.06 |
| Cumulative Return | -16.48% | 0.89% |
| Geometric Mean Return | -31.06% | 1.84% |
| Average Return per Trade | -0.27% | 0.01% |
| Annualized Volatility | 27.28% | 6.76% |
| Sharpe Ratio(rf=0.046) | -1.14 | 0.27 |
| Max Drawdown | 26.63% | 5.72% |
| Average Number of Trades Per Year | 240 | 240 |
p.s. The reason of high average number of trades per year(240) is that there are 10 stocks in our portfolio, and we execute one buy and one sell trade per stock per month. But for each stock, the average number of trades per year is 24.
Performance Analysis
- Growth trajectory: Without leverage control, the portfolio ended below the starting capital ($1 M → $0.83M), reflecting a net loss. With leverage control, it modestly grew ($1 M → $1.01M), demonstrating sustainable gains.
- Cumulative & geometric returns: Controlled leverage turned a deep drawdown into positive growth, and the market value of portfolio kept higher than at begining over the period, confirming mean reversion works when risk is contained.
- Per-trade efficiency: Average return per trade improved from –0.27% to +0.01%, indicating higher hit rate and profitability.
- Risk metrics: Volatility dropped from 27.28% to 6.76%, and max drawdown shrank from 26.63% to 5.72%, showcasing tighter drawdown control.
- Sharpe ratio shift: From –1.14 (underperforming risk-free) to 0.27 (delivering positive risk-adjusted return).
This shows that mean reversion signals can generate returns, but only disciplined risk management is necessary, such as controlling lever and limiting the weight of single asset. Leverage control transforms a volatile, loss‐making process into a stable, profitable strategy.
Limitations and Future Enhancements
Even with leverage control, the current implementation has several limitations:
- Simplistic Signal Framework:
- Relies solely on fixed-threshold scores for EMA deviation, MACD, ADX, ATR, IV, and yield spread.
- Does not adapt thresholds to changing market regimes (e.g., high-volatility vs. low-volatility periods).
- Lack of Transaction Cost Modeling:
- Omits commissions, slippage, and spreads, which can erode returns—especially for short-term or high-turnover strategies.
- Ignoring Market Microstructure:
- Hourly and daily data may not capture intraday liquidity constraints or order-book dynamics, leading to unrealistic execution assumptions.
- No Regime Detection or Regime-Based Allocation:
- Treats all periods equally; fails to switch off mean reversion signals during strong trending environments (e.g., bull/bear markets).
- Uniform Indicator Weighting:
- Assigns fixed weights to each indicator; does not account for their varying predictive power over time. A dynamic or machine-learning–based weighting scheme could improve signal quality.
- Single Timeframe Analysis:
- Uses daily and hourly frequencies but ignores higher-frequency signals or multi-timeframe confirmation that can reduce false signals.
- Tail Risk and Black Swan Events:
- Lacks a stress-test mechanism for extreme market moves or systemic shocks. Consider adding volatility overlays or drawdown limits.
Future Enhancements:
Implement regime-switching to adapt thresholds and weights.
Incorporate transaction cost estimates into portfolio optimization.
Explore multi-timeframe signals and alternative data (e.g., sentiment, order flow).
Use adaptive indicator weighting via machine learning or Bayesian updating.
Add tail-risk protection, such as option hedges or dynamic stop adjustments.