2014-08-08 AM

Tick	price	pctChge	avgVol	Vol_Ratio	sector	marketCp	float	STScore	LTScore	ShtRatio	ShtScor	_PE_	_PEG_	_FA_	institution	insider	MFI	Range	index
BECN	28.35	1.21%	450400	1.13	Industrial Goods	1398	48.97	0.33	4.68	15.20	-5.02	14.84	0.39	7.98	116.40%	0.98%	4.48	12.29%	IWM
BID	40.40	-0.49%	1035300	0.94	Services	2785	56.54	1.07	3.70	7.60	3.01	14.43	0.66	5.37	96.50%	6.01%	-1.54	10.43%	IWM,MDY
TTI	10.92	0.09%	418172	1.01	Basic Materials	862	75.54	2.01	3.56	9.50	4.37	10.81	0.20	8.28	96.80%	3.24%	-0.03	8.85%	IWM
ESNT	18.15	2.48%	337564	0.91	Financial	1570	62.75	-0.77	3.42	5.00	-1.29	13.06	0.24	8.13	60.76%	0.00%	1.71	12.02%
DRH	12.45	0.65%	1352440	0.87	Financial	2436	193.48	2.86	2.74	3.50	0.77	12.45	0.76	3.93	104.60%	1.41%	0.25	7.03%	IWM
PDCE	56.87	-0.59%	862603	0.95	Basic Materials	1995	34.44	0.52	2.69	5.10	-3.66	20.53	0.20	8.01	103.80%	12.14%	-1.91	13.71%	IWM
PBR	16.59	3.17%	19680400	1.35		108200	3522.86	-0.27	2.12	1.70	-0.50	6.88	0.36	8.47	12.99%	0.00%	0.00	11.71%	week
SIRO	79.02	0.10%	423337	0.67	Healthcare	4555	57.30	3.08	2.04	8.10	4.32	19.27	1.60	0.44	99.90%	0.17%	1.56	6.31%	MDY
ERF	22.31	1.46%	589609	0.72	Basic Materials	4555	203.78	-0.74	2.02	7.70	-0.93	15.94	0.54	7.15	27.89%	0.00%	0.00	10.40%
HMSY	18.83	-0.26%	902305	1.09	Services	1651	86.38	1.55	1.91	11.50	7.18	21.64	0.35	7.86	108.40%	1.49%	-7.53	15.24%	IWM,MDY
MGA	107.10	-0.95%	437958	0.85	Services	23331	205.43	0.61	1.58	1.50	-1.60	11.17	0.73	4.44	62.38%	4.90%	0.00	8.46%
TGP	41.56	-0.93%	189617	3.60	Services	3084	48.87	-0.54	1.03	22.50	3.49	18.23	-3.38	0.28	42.38%	0.00%	0.13	5.30%	mlp
DE	85.41	0.14%	2748770	1.14	Industrial Goods	31071	333.33	-0.53	0.70	6.90	0.45	11.19	-1.17	1.00	62.32%	7.18%	-0.37	4.19%	SPY,week
EBIX	13.34	7.15%	575558	1.06	Technology	512	34.16	-0.41	0.64	40.10	-5.46	7.94	1.25	2.31	69.67%	27.15%	1.11	18.90%	IWM
MHR	6.01	-0.83%	3720700	0.69	Basic Materials	1060	150.29	-0.04	0.25	7.10	-6.38	-9.69	-6.11	-7.94	62.89%	4.95%	20.29	19.71%	IWM
BAM	44.51	0.95%	592263	0.75	Financial	27413	559.55	1.16	-0.29	5.50	-2.55	27.48	-3.98	-0.19	54.42%	0.00%	0.00	6.33%
PGNX	4.79	-0.42%	1395550	0.98	Healthcare	333	54.47	1.29	-0.38	9.00	-1.96	-9.58	0.06	-9.60	74.86%	3.84%	6.16	22.70%	IWM

[goldengate]

系统不断改进中，从7-28到8-8的回测分析： 1859 个记录， Lscore 中位值 1.2， 平均值1.32， 标准偏差1.67， 但Lscore-1.2的绝对值大于2.6后， ER后一天的价格变化和 Lscore 正相关；

从8-4 到8-8的的数据分析是 946 个记录， 中位值1.22， 标准偏差1.7， 全部数据取样正相关，系统进步可观。