add daily screener

fxhuhn · Dec 22, 2024 · 668a3d9 · 668a3d9
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diff --git a/README.md b/README.md
@@ -1,162 +1,128 @@
 # dividend-shorter
 
-bet on falling prices on payday **2024-12-20**.
+bet on falling prices on payday **2024-12-23**.
 
 ## Signale
 
 | Ticker   |   Divid Rate |   Close |          Volume |   last_close_volume |   Divid % | 5_Days_pos   | above_SMA_50   |
 |:---------|-------------:|--------:|----------------:|--------------------:|----------:|:-------------|:---------------|
-| WHF      |         0.38 |   10.44 |  92100          |              961524 |      3.69 | False        | False          |
-| VNQI     |         2.04 |   40.75 | 582400          |            23732800 |      5.01 | False        | False          |
-| SDXAY    |         0.57 |   16.46 |  41300          |              679798 |      3.46 | False        | False          |
-| PCAR     |         3    |  107.51 |      3.1831e+06 |           342215081 |      2.79 | False        | False          |
-| OFS      |         0.34 |    8.61 | 129800          |             1117578 |      3.95 | True         | True           |
-| NYMT     |         0.2  |    5.88 |      1.1149e+06 |             6555612 |      3.4  | False        | False          |
-| ICMB     |         0.12 |    3.2  |  83800          |              268160 |      3.75 | False        | True           |
-| GMRE     |         0.21 |    7.95 | 876400          |             6967380 |      2.64 | False        | False          |
-| DMA      |         0.32 |    8.67 |  33200          |              287844 |      3.74 | False        | False          |
-
-## WHF
+| RWT      |         0.18 |    6.77 |     7.3921e+06  |            50044517 |      2.66 | False        | False          |
+| PIN      |         2.22 |   28.36 | 79800           |             2263128 |      7.83 | False        | False          |
+| MNPP     |        55    | 1790    |   100           |              179000 |      3.07 | True         | True           |
+| HNW      |         0.32 |   12.26 |  9600           |              117696 |      2.65 | False        | False          |
+| GBOOY    |         0.88 |   35.1  | 75700           |             2657070 |      2.51 | True         | False          |
+| FPI      |         1.15 |   12.32 |     1.1739e+06  |            14462448 |      9.33 | True         | True           |
+| ABEV     |         0.07 |    2.06 |     2.77869e+07 |            57241014 |      3.47 | False        | False          |
 
-### Erwartung in R
-|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
-|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |       0.1 |       0.2 |       0.4 |       0.5 |       0.4 |        54 |
-| mit  |       0.1 |       0.2 |       0.7 |       0.8 |       1.2 |         7 |
-
-### Ohne Filter
-![image info](./data/WHF_box_all.png)
-![image info](./data/WHF_median_all.png)
-
-### Mit Filter
-![image info](./data/WHF_box_filtered.png)
-![image info](./data/WHF_median_filtered.png)
-
-## VNQI
-
-### Erwartung in R
-|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
-|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |         0 |        -0 |      -0.1 |      -0.3 |      -0.3 |        33 |
-| mit  |         0 |        -0 |       0   |      -0.1 |      -0.1 |         8 |
-
-### Ohne Filter
-![image info](./data/VNQI_box_all.png)
-![image info](./data/VNQI_median_all.png)
-
-### Mit Filter
-![image info](./data/VNQI_box_filtered.png)
-![image info](./data/VNQI_median_filtered.png)
-
-## SDXAY
+## RWT
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |      -0.1 |       0.2 |      -0.1 |      -0.2 |      -0.1 |        13 |
-| mit  |      -0.3 |      -0.8 |      -1   |      -1   |      -1   |         1 |
+| ohne |       0.1 |         0 |      -0.2 |      -0.1 |      -0.3 |        89 |
+| mit  |       0.3 |        -0 |      -0.1 |       0.1 |      -0.2 |        11 |
 
 ### Ohne Filter
-![image info](./data/SDXAY_box_all.png)
-![image info](./data/SDXAY_median_all.png)
+![image info](./data/RWT_box_all.png)
+![image info](./data/RWT_median_all.png)
 
 ### Mit Filter
-![image info](./data/SDXAY_box_filtered.png)
-![image info](./data/SDXAY_median_filtered.png)
+![image info](./data/RWT_box_filtered.png)
+![image info](./data/RWT_median_filtered.png)
 
-## PCAR
+## PIN
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |       0   |       0.1 |      -0.1 |       0.1 |      -0.2 |       105 |
-| mit  |       0.2 |       0.3 |       0.3 |       0.4 |      -0   |        10 |
+| ohne |       0   |      -0.1 |      -0.5 |      -0.7 |      -0.9 |        40 |
+| mit  |      -0.1 |      -0.3 |      -0.5 |      -0.6 |      -0.6 |         1 |
 
 ### Ohne Filter
-![image info](./data/PCAR_box_all.png)
-![image info](./data/PCAR_median_all.png)
+![image info](./data/PIN_box_all.png)
+![image info](./data/PIN_median_all.png)
 
 ### Mit Filter
-![image info](./data/PCAR_box_filtered.png)
-![image info](./data/PCAR_median_filtered.png)
+![image info](./data/PIN_box_filtered.png)
+![image info](./data/PIN_median_filtered.png)
 
-## OFS
+## MNPP
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |       0.2 |       0.5 |       0.5 |       0.3 |       0.4 |        48 |
-| mit  |       0.6 |       1.1 |       1.3 |       1.6 |       1.6 |         7 |
+| ohne |        -1 |        -1 |        -1 |        -1 |        -1 |        23 |
+| mit  |       nan |       nan |       nan |       nan |       nan |         0 |
 
 ### Ohne Filter
-![image info](./data/OFS_box_all.png)
-![image info](./data/OFS_median_all.png)
+![image info](./data/MNPP_box_all.png)
+![image info](./data/MNPP_median_all.png)
 
 ### Mit Filter
-![image info](./data/OFS_box_filtered.png)
-![image info](./data/OFS_median_filtered.png)
+![image info](./data/MNPP_box_filtered.png)
+![image info](./data/MNPP_median_filtered.png)
 
-## NYMT
+## HNW
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |         0 |       0   |       0.1 |       0.2 |       0.2 |        66 |
-| mit  |         0 |       0.2 |       0.2 |       0.5 |       0.8 |         5 |
+| ohne |       0.1 |       0.2 |       0.2 |       0.3 |       0.2 |        44 |
+| mit  |     nan   |     nan   |     nan   |     nan   |     nan   |         0 |
 
 ### Ohne Filter
-![image info](./data/NYMT_box_all.png)
-![image info](./data/NYMT_median_all.png)
+![image info](./data/HNW_box_all.png)
+![image info](./data/HNW_median_all.png)
 
 ### Mit Filter
-![image info](./data/NYMT_box_filtered.png)
-![image info](./data/NYMT_median_filtered.png)
+![image info](./data/HNW_box_filtered.png)
+![image info](./data/HNW_median_filtered.png)
 
-## ICMB
+## GBOOY
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |       0.4 |       0.6 |       0.7 |       0.5 |       0.6 |        52 |
-| mit  |      -0.1 |      -0   |      -0.1 |      -0.3 |      -0.2 |         1 |
+| ohne |       0.2 |      -0.3 |      -0.4 |      -0.3 |      -0.6 |        30 |
+| mit  |      -0.7 |      -0.7 |      -0.8 |      -0.8 |      -0.8 |         1 |
 
 ### Ohne Filter
-![image info](./data/ICMB_box_all.png)
-![image info](./data/ICMB_median_all.png)
+![image info](./data/GBOOY_box_all.png)
+![image info](./data/GBOOY_median_all.png)
 
 ### Mit Filter
-![image info](./data/ICMB_box_filtered.png)
-![image info](./data/ICMB_median_filtered.png)
+![image info](./data/GBOOY_box_filtered.png)
+![image info](./data/GBOOY_median_filtered.png)
 
-## GMRE
+## FPI
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |       0.2 |       0.2 |       0.1 |       0.2 |       0.3 |        33 |
-| mit  |     nan   |     nan   |     nan   |     nan   |     nan   |         0 |
+| ohne |       0.2 |         0 |      -0.1 |      -0.6 |      -0.7 |        43 |
+| mit  |     nan   |       nan |     nan   |     nan   |     nan   |         0 |
 
 ### Ohne Filter
-![image info](./data/GMRE_box_all.png)
-![image info](./data/GMRE_median_all.png)
+![image info](./data/FPI_box_all.png)
+![image info](./data/FPI_median_all.png)
 
 ### Mit Filter
-![image info](./data/GMRE_box_filtered.png)
-![image info](./data/GMRE_median_filtered.png)
+![image info](./data/FPI_box_filtered.png)
+![image info](./data/FPI_median_filtered.png)
 
-## DMA
+## ABEV
 
 ### Erwartung in R
 |      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
 |:-----|----------:|----------:|----------:|----------:|----------:|----------:|
-| ohne |      -0.2 |       0.1 |       0.3 |       0.3 |       0.3 |        18 |
-| mit  |     nan   |     nan   |     nan   |     nan   |     nan   |         0 |
+| ohne |       0.1 |       0.1 |      -0.2 |      -0.4 |      -0.1 |        29 |
+| mit  |      -0.1 |       0   |      -0.3 |      -0.4 |      -0.1 |         3 |
 
 ### Ohne Filter
-![image info](./data/DMA_box_all.png)
-![image info](./data/DMA_median_all.png)
+![image info](./data/ABEV_box_all.png)
+![image info](./data/ABEV_median_all.png)
 
 ### Mit Filter
-![image info](./data/DMA_box_filtered.png)
-![image info](./data/DMA_median_filtered.png)
+![image info](./data/ABEV_box_filtered.png)
+![image info](./data/ABEV_median_filtered.png)
 
diff --git a/data/ABEV.md b/data/ABEV.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |       0.1 |       0.1 |      -0.2 |      -0.4 |      -0.1 |        29 |
+| mit  |      -0.1 |       0   |      -0.3 |      -0.4 |      -0.1 |         3 |
+
+### Ohne Filter
+![image info](./data/ABEV_box_all.png)
+![image info](./data/ABEV_median_all.png)
+
+### Mit Filter
+![image info](./data/ABEV_box_filtered.png)
+![image info](./data/ABEV_median_filtered.png)
diff --git a/data/ABEV_box_all.png b/data/ABEV_box_all.png
diff --git a/data/ABEV_box_filtered.png b/data/ABEV_box_filtered.png
diff --git a/data/ABEV_median_all.png b/data/ABEV_median_all.png
diff --git a/data/ABEV_median_filtered.png b/data/ABEV_median_filtered.png
diff --git a/data/FPI.md b/data/FPI.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |       0.2 |         0 |      -0.1 |      -0.6 |      -0.7 |        43 |
+| mit  |     nan   |       nan |     nan   |     nan   |     nan   |         0 |
+
+### Ohne Filter
+![image info](./data/FPI_box_all.png)
+![image info](./data/FPI_median_all.png)
+
+### Mit Filter
+![image info](./data/FPI_box_filtered.png)
+![image info](./data/FPI_median_filtered.png)
diff --git a/data/FPI_box_all.png b/data/FPI_box_all.png
diff --git a/data/FPI_box_filtered.png b/data/FPI_box_filtered.png
diff --git a/data/FPI_median_all.png b/data/FPI_median_all.png
diff --git a/data/FPI_median_filtered.png b/data/FPI_median_filtered.png
diff --git a/data/GBOOY.md b/data/GBOOY.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |       0.2 |      -0.3 |      -0.4 |      -0.3 |      -0.6 |        30 |
+| mit  |      -0.7 |      -0.7 |      -0.8 |      -0.8 |      -0.8 |         1 |
+
+### Ohne Filter
+![image info](./data/GBOOY_box_all.png)
+![image info](./data/GBOOY_median_all.png)
+
+### Mit Filter
+![image info](./data/GBOOY_box_filtered.png)
+![image info](./data/GBOOY_median_filtered.png)
diff --git a/data/GBOOY_box_all.png b/data/GBOOY_box_all.png
diff --git a/data/GBOOY_box_filtered.png b/data/GBOOY_box_filtered.png
diff --git a/data/GBOOY_median_all.png b/data/GBOOY_median_all.png
diff --git a/data/GBOOY_median_filtered.png b/data/GBOOY_median_filtered.png
diff --git a/data/HNW.md b/data/HNW.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |       0.1 |       0.2 |       0.2 |       0.3 |       0.2 |        44 |
+| mit  |     nan   |     nan   |     nan   |     nan   |     nan   |         0 |
+
+### Ohne Filter
+![image info](./data/HNW_box_all.png)
+![image info](./data/HNW_median_all.png)
+
+### Mit Filter
+![image info](./data/HNW_box_filtered.png)
+![image info](./data/HNW_median_filtered.png)
diff --git a/data/HNW_box_all.png b/data/HNW_box_all.png
diff --git a/data/HNW_box_filtered.png b/data/HNW_box_filtered.png
diff --git a/data/HNW_median_all.png b/data/HNW_median_all.png
diff --git a/data/HNW_median_filtered.png b/data/HNW_median_filtered.png
diff --git a/data/MNPP.md b/data/MNPP.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |        -1 |        -1 |        -1 |        -1 |        -1 |        23 |
+| mit  |       nan |       nan |       nan |       nan |       nan |         0 |
+
+### Ohne Filter
+![image info](./data/MNPP_box_all.png)
+![image info](./data/MNPP_median_all.png)
+
+### Mit Filter
+![image info](./data/MNPP_box_filtered.png)
+![image info](./data/MNPP_median_filtered.png)
diff --git a/data/MNPP_box_all.png b/data/MNPP_box_all.png
diff --git a/data/MNPP_box_filtered.png b/data/MNPP_box_filtered.png
diff --git a/data/MNPP_median_all.png b/data/MNPP_median_all.png
diff --git a/data/MNPP_median_filtered.png b/data/MNPP_median_filtered.png
diff --git a/data/PIN.md b/data/PIN.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |       0   |      -0.1 |      -0.5 |      -0.7 |      -0.9 |        40 |
+| mit  |      -0.1 |      -0.3 |      -0.5 |      -0.6 |      -0.6 |         1 |
+
+### Ohne Filter
+![image info](./data/PIN_box_all.png)
+![image info](./data/PIN_median_all.png)
+
+### Mit Filter
+![image info](./data/PIN_box_filtered.png)
+![image info](./data/PIN_median_filtered.png)
diff --git a/data/PIN_box_all.png b/data/PIN_box_all.png
diff --git a/data/PIN_box_filtered.png b/data/PIN_box_filtered.png
diff --git a/data/PIN_median_all.png b/data/PIN_median_all.png
diff --git a/data/PIN_median_filtered.png b/data/PIN_median_filtered.png
diff --git a/data/RWT.md b/data/RWT.md
@@ -0,0 +1,13 @@
+### Erwartung in R
+|      |   Day_r_0 |   Day_r_1 |   Day_r_2 |   Day_r_3 |   Day_r_4 |   Treffer |
+|:-----|----------:|----------:|----------:|----------:|----------:|----------:|
+| ohne |       0.1 |         0 |      -0.2 |      -0.1 |      -0.3 |        89 |
+| mit  |       0.3 |        -0 |      -0.1 |       0.1 |      -0.2 |        11 |
+
+### Ohne Filter
+![image info](./data/RWT_box_all.png)
+![image info](./data/RWT_median_all.png)
+
+### Mit Filter
+![image info](./data/RWT_box_filtered.png)
+![image info](./data/RWT_median_filtered.png)
diff --git a/data/RWT_box_all.png b/data/RWT_box_all.png
diff --git a/data/RWT_box_filtered.png b/data/RWT_box_filtered.png
diff --git a/data/RWT_median_all.png b/data/RWT_median_all.png
diff --git a/data/RWT_median_filtered.png b/data/RWT_median_filtered.png
diff --git a/shorts.md b/shorts.md
@@ -1,11 +1,9 @@
 | Ticker   |   Divid Rate |   Close |          Volume |   last_close_volume |   Divid % | 5_Days_pos   | above_SMA_50   |
 |:---------|-------------:|--------:|----------------:|--------------------:|----------:|:-------------|:---------------|
-| WHF      |         0.38 |   10.44 |  92100          |              961524 |      3.69 | False        | False          |
-| VNQI     |         2.04 |   40.75 | 582400          |            23732800 |      5.01 | False        | False          |
-| SDXAY    |         0.57 |   16.46 |  41300          |              679798 |      3.46 | False        | False          |
-| PCAR     |         3    |  107.51 |      3.1831e+06 |           342215081 |      2.79 | False        | False          |
-| OFS      |         0.34 |    8.61 | 129800          |             1117578 |      3.95 | True         | True           |
-| NYMT     |         0.2  |    5.88 |      1.1149e+06 |             6555612 |      3.4  | False        | False          |
-| ICMB     |         0.12 |    3.2  |  83800          |              268160 |      3.75 | False        | True           |
-| GMRE     |         0.21 |    7.95 | 876400          |             6967380 |      2.64 | False        | False          |
-| DMA      |         0.32 |    8.67 |  33200          |              287844 |      3.74 | False        | False          |
+| RWT      |         0.18 |    6.77 |     7.3921e+06  |            50044517 |      2.66 | False        | False          |
+| PIN      |         2.22 |   28.36 | 79800           |             2263128 |      7.83 | False        | False          |
+| MNPP     |        55    | 1790    |   100           |              179000 |      3.07 | True         | True           |
+| HNW      |         0.32 |   12.26 |  9600           |              117696 |      2.65 | False        | False          |
+| GBOOY    |         0.88 |   35.1  | 75700           |             2657070 |      2.51 | True         | False          |
+| FPI      |         1.15 |   12.32 |     1.1739e+06  |            14462448 |      9.33 | True         | True           |
+| ABEV     |         0.07 |    2.06 |     2.77869e+07 |            57241014 |      3.47 | False        | False          |