Skip to content

Commit 6c7193b

Browse files
committed
[auto commit] ndx100_daily reconciliation & execution on 2025-12-04
1 parent d3d1026 commit 6c7193b

File tree

2 files changed

+250
-42
lines changed

2 files changed

+250
-42
lines changed

examples/strategies/ndx100_daily_initial_holdings.json

Lines changed: 146 additions & 42 deletions
Original file line numberDiff line numberDiff line change
@@ -50424,74 +50424,74 @@
5042450424
"ADP": 3990.211634366379,
5042550425
"ADSK": 6913.614419498304,
5042650426
"AEP": 0.0,
50427-
"AMAT": -42.1293027016018,
50428-
"AMD": -2.7113388367100082e-11,
50429-
"AMGN": 28609.92614321838,
50427+
"AMAT": -42.12453947197215,
50428+
"AMD": -2.7087084521021326e-11,
50429+
"AMGN": 28794.257344461654,
5043050430
"AMZN": 18723.44139818532,
50431-
"APP": 26467.42206104254,
50432-
"ARM": 29228.09130182759,
50433-
"ASML": 14398.787406316187,
50434-
"AVGO": 5999.986845152712,
50431+
"APP": 26452.072576695107,
50432+
"ARM": 29240.863436434207,
50433+
"ASML": 14401.900530968765,
50434+
"AVGO": 5995.647985675004,
5043550435
"AXON": 12954.30597862582,
5043650436
"AZN": 0.0,
5043750437
"BIIB": 19501.846349111624,
5043850438
"BKNG": 14357.58449893957,
5043950439
"BKR": 0.0,
5044050440
"CCEP": 19936.8260279054,
50441-
"CDNS": 216.33900103293254,
50442-
"CDW": 11942.654743843586,
50441+
"CDNS": 216.32384518089626,
50442+
"CDW": 11819.492787399477,
5044350443
"CEG": 60430.209895987275,
5044450444
"CHTR": 12517.6977938607,
5044550445
"CMCSA": 22617.103352452927,
5044650446
"COST": 0.0,
5044750447
"CPRT": 10695.534014993467,
5044850448
"CRWD": 16779.693815995543,
50449-
"CSCO": 40934.173600625385,
50449+
"CSCO": 40875.467156564584,
5045050450
"CSGP": 20022.928095435265,
5045150451
"CSX": 2086.816531394862,
5045250452
"CTAS": -4.522785028394389e-13,
5045350453
"CTSH": 29842.43253624072,
5045450454
"DASH": 5.140472801847038e-13,
50455-
"DDOG": 12743.168458696213,
50455+
"DDOG": 12739.905293077652,
5045650456
"DXCM": 15663.342226252758,
50457-
"EA": 19275.971949174756,
50458-
"EXC": -20.14555644284496,
50459-
"FANG": 26368.911883115376,
50460-
"FAST": 23697.42766946297,
50461-
"FTNT": 14186.830051033185,
50457+
"EA": 19306.376255469466,
50458+
"EXC": -20.14108537171972,
50459+
"FANG": 26258.384906952335,
50460+
"FAST": 23720.885199925753,
50461+
"FTNT": 14209.298970382597,
5046250462
"GEHC": 3222.983968033005,
50463-
"GFS": -2.223066104440524,
50463+
"GFS": -2.22815885332285,
5046450464
"GILD": 27020.169371586704,
50465-
"GOOG": 9554.9480123653,
50466-
"GOOGL": -4.189380641373787e-12,
50465+
"GOOG": 9554.041106148657,
50466+
"GOOGL": -4.191105495448066e-12,
5046750467
"HON": 0.0,
5046850468
"IDXX": 8172.003369630671,
50469-
"INTC": 2.8226105545557,
50469+
"INTC": 2.8219600445487965,
5047050470
"INTU": 10764.197541947839,
50471-
"ISRG": 14644.106176682144,
50472-
"KDP": -7.504970886773769e-13,
50471+
"ISRG": 14643.334017801164,
50472+
"KDP": -7.510306928640698e-13,
5047350473
"KHC": 0.0,
5047450474
"KLAC": 44418.60890030605,
50475-
"LIN": 4127.347938042571,
50476-
"LRCX": 19.56613580112273,
50475+
"LIN": 4143.664548549778,
50476+
"LRCX": 19.570903252722623,
5047750477
"LULU": 17104.82659871302,
5047850478
"MAR": 0.0,
5047950479
"MCHP": 20605.73905396363,
50480-
"MDLZ": -22.8502018294106,
50480+
"MDLZ": -22.85224337329465,
5048150481
"MELI": 19148.517188443544,
5048250482
"META": -173.05162836593226,
50483-
"MNST": 22807.825743201684,
50483+
"MNST": 22809.349680147327,
5048450484
"MRVL": 0.0,
50485-
"MSFT": 9167.91125921868,
50486-
"MSTR": 5.894864522302493e-13,
50487-
"MU": 17.61627807346158,
50488-
"NFLX": 22217.96915487763,
50489-
"NVDA": 12473.664574228822,
50485+
"MSFT": 9168.488693432168,
50486+
"MSTR": 5.89952846364131e-13,
50487+
"MU": 17.611062525565107,
50488+
"NFLX": 22221.09611698032,
50489+
"NVDA": 12474.697890180389,
5049050490
"NXPI": 30147.294861908507,
50491-
"ODFL": 16661.178875931193,
50491+
"ODFL": 16694.222575355474,
5049250492
"ON": 10505.166397052013,
50493-
"ORLY": 29417.410846429408,
50494-
"PANW": 2264.6059632667184,
50493+
"ORLY": 29361.461098728716,
50494+
"PANW": 2273.2767307799695,
5049550495
"PAYX": 15862.914526257005,
5049650496
"PCAR": 0.0,
5049750497
"PDD": 21689.573002558118,
@@ -50501,23 +50501,127 @@
5050150501
"QCOM": 12437.956607694647,
5050250502
"REGN": 16919.825708494172,
5050350503
"ROP": 23664.279412532218,
50504-
"ROST": 15615.446154184556,
50504+
"ROST": 15643.950029034973,
5050550505
"SBUX": 15574.638519529397,
50506-
"SHOP": 28499.296985874287,
50506+
"SHOP": 28398.063973843447,
5050750507
"SNPS": 0.0,
5050850508
"TEAM": 5384.179145432387,
5050950509
"TMUS": 29040.692618215624,
5051050510
"TRI": 0.0,
50511-
"TSLA": 14836.136105687734,
50511+
"TSLA": 14844.896858129756,
5051250512
"TTD": 25173.422599408244,
50513-
"TTWO": 9197.799419095934,
50513+
"TTWO": 9186.980354431573,
5051450514
"TXN": 0.0,
50515-
"USDOLLAR": -67.9296906591795,
50516-
"VRSK": 13376.924014524411,
50517-
"VRTX": 16229.765195824846,
50515+
"USDOLLAR": -67.92955950657881,
50516+
"VRSK": 13374.545236559941,
50517+
"VRTX": 16220.924008079704,
5051850518
"WBD": 0.0,
5051950519
"WDAY": 0.0,
5052050520
"XEL": 2548.469862930408,
50521-
"ZS": 16632.24139264309
50521+
"ZS": 16638.115598930664
50522+
},
50523+
"2025-12-04 14:30:00+00:00": {
50524+
"AAPL": 9943.728544838828,
50525+
"ABNB": 0.0,
50526+
"ADBE": 20827.26029470565,
50527+
"ADI": 3985.1256598975297,
50528+
"ADP": 4048.0813893398968,
50529+
"ADSK": 6892.1180419129105,
50530+
"AEP": 0.0,
50531+
"AMAT": -42.65328218888828,
50532+
"AMD": -2.7113388367100082e-11,
50533+
"AMGN": 29106.26438396793,
50534+
"AMZN": 18877.990845806657,
50535+
"APP": 26748.557259980993,
50536+
"ARM": 29908.809788088438,
50537+
"ASML": 14799.878522858984,
50538+
"AVGO": 5240.12601069359,
50539+
"AXON": 13118.421716904417,
50540+
"AZN": 0.0,
50541+
"BIIB": 19684.77451848987,
50542+
"BKNG": 14284.344375961076,
50543+
"BKR": 0.0,
50544+
"CCEP": 19992.9782688624,
50545+
"CDNS": 567.8459108420052,
50546+
"CDW": 12015.18745578911,
50547+
"CEG": 60759.4208449689,
50548+
"CHTR": 12725.169579613377,
50549+
"CMCSA": 23044.949356833484,
50550+
"COST": 0.0,
50551+
"CPRT": 10749.61743296023,
50552+
"CRWD": 18161.88133498641,
50553+
"CSCO": 41526.85348412034,
50554+
"CSGP": 20155.004559472083,
50555+
"CSX": 2141.654447430995,
50556+
"CTAS": -4.5355537319451427e-13,
50557+
"CTSH": 30422.156031085073,
50558+
"DASH": 5.248459397642264e-13,
50559+
"DDOG": 12661.575623145573,
50560+
"DXCM": 15833.515929585325,
50561+
"EA": 19319.69698469419,
50562+
"EXC": -19.917494286436508,
50563+
"FANG": 26484.460025139593,
50564+
"FAST": 24476.613338021063,
50565+
"FTNT": 14304.36231893001,
50566+
"GEHC": 3349.556771088335,
50567+
"GFS": -2.2780072631395964,
50568+
"GILD": 27192.023157099906,
50569+
"GOOG": 9692.803292835571,
50570+
"GOOGL": -4.2748240817209456e-12,
50571+
"HON": 0.0,
50572+
"IDXX": 8024.20409666048,
50573+
"INTC": 2.8460237047698564,
50574+
"INTU": 11048.29251711312,
50575+
"ISRG": 14649.2491942695,
50576+
"KDP": -7.534318608168913e-13,
50577+
"KHC": 0.0,
50578+
"KLAC": 43815.84814348048,
50579+
"LIN": 4136.206222712766,
50580+
"LRCX": 19.64450106834654,
50581+
"LULU": 17474.929046787518,
50582+
"MAR": 0.0,
50583+
"MCHP": 20675.41345936985,
50584+
"MDLZ": -22.87265414041024,
50585+
"MELI": 19252.626597907973,
50586+
"META": -171.75993837875055,
50587+
"MNST": 22899.167071198648,
50588+
"MRVL": 0.0,
50589+
"MSFT": 9195.629276307052,
50590+
"MSTR": 6.060044714570218e-13,
50591+
"MU": 17.444927772441734,
50592+
"NFLX": 22088.653687542184,
50593+
"NVDA": 12372.050617185152,
50594+
"NXPI": 30250.618950816417,
50595+
"ODFL": 17400.77311731413,
50596+
"ON": 11257.16027244389,
50597+
"ORLY": 29755.40237221017,
50598+
"PANW": 2315.733271468199,
50599+
"PAYX": 16271.014207545266,
50600+
"PCAR": 0.0,
50601+
"PDD": 21500.615897254065,
50602+
"PEP": 37887.443956396135,
50603+
"PLTR": 36724.4660677986,
50604+
"PYPL": 2.745725641031024,
50605+
"QCOM": 12521.872821933595,
50606+
"REGN": 17700.69415932032,
50607+
"ROP": 24429.950565421517,
50608+
"ROST": 15611.49958735354,
50609+
"SBUX": 15990.427023456488,
50610+
"SHOP": 29286.219460352244,
50611+
"SNPS": 0.0,
50612+
"TEAM": 5836.965064540738,
50613+
"TMUS": 29420.603533949634,
50614+
"TRI": 0.0,
50615+
"TSLA": 15347.85693995674,
50616+
"TTD": 24653.664352652937,
50617+
"TTWO": 9138.109558916225,
50618+
"TXN": 0.0,
50619+
"USDOLLAR": -741.5296479272065,
50620+
"VRSK": 13639.321884126979,
50621+
"VRTX": 16557.978954113023,
50622+
"WBD": 0.0,
50623+
"WDAY": 0.0,
50624+
"XEL": 2519.4513060133227,
50625+
"ZS": 17047.40958035733
5052250626
}
5052350627
}

examples/strategies/ndx100_daily_target_weights.json

Lines changed: 104 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -46154,5 +46154,109 @@
4615446154
"WDAY": 3.3695222214778104e-08,
4615546155
"XEL": 0.0020129111707934146,
4615646156
"ZS": 0.013257204726545313
46157+
},
46158+
"2025-12-04 14:30:00+00:00": {
46159+
"AAPL": 0.007766178412953907,
46160+
"ABNB": 1.4275248106831731e-08,
46161+
"ADBE": 0.01626070907537706,
46162+
"ADI": 0.0028468233759236803,
46163+
"ADP": 0.0032084397410576163,
46164+
"ADSK": 0.0053937328912274565,
46165+
"AEP": 1.0660356930736677e-07,
46166+
"AMAT": 3.573387125504763e-08,
46167+
"AMD": 1.269465188188017e-08,
46168+
"AMGN": 0.02271710237288091,
46169+
"AMZN": 0.014827785060490796,
46170+
"APP": 0.020708573845805156,
46171+
"ARM": 0.023523831684557232,
46172+
"ASML": 0.011426065046017727,
46173+
"AVGO": 0.0037305979462117205,
46174+
"AXON": 0.01007456719990793,
46175+
"AZN": 5.152166657424141e-08,
46176+
"BIIB": 0.015356583024686577,
46177+
"BKNG": 0.010929245292381927,
46178+
"BKR": 8.639970771652115e-08,
46179+
"CCEP": 0.015611185881355943,
46180+
"CDNS": 0.00042257426648993206,
46181+
"CDW": 0.009210339884783378,
46182+
"CEG": 0.04769623487682641,
46183+
"CHTR": 0.00983645024842219,
46184+
"CMCSA": 0.017992951026086133,
46185+
"COST": 6.56210111799087e-08,
46186+
"CPRT": 0.008422263255436118,
46187+
"CRWD": 0.014373454050909546,
46188+
"CSCO": 0.032425130008169115,
46189+
"CSGP": 0.015737906150698637,
46190+
"CSX": 0.0016708082896628317,
46191+
"CTAS": 2.873617395278821e-07,
46192+
"CTSH": 0.02375113300887151,
46193+
"DASH": 4.4525469729388333e-08,
46194+
"DDOG": 0.009889880817356696,
46195+
"DXCM": 0.012361882641536655,
46196+
"EA": 0.01517455391782276,
46197+
"EXC": 4.562598267530156e-07,
46198+
"FANG": 0.020641954253881847,
46199+
"FAST": 0.019109456991388035,
46200+
"FTNT": 0.011168760351978679,
46201+
"GEHC": 0.0038836649403590365,
46202+
"GFS": 1.191058147184891e-07,
46203+
"GILD": 0.021280018410705683,
46204+
"GOOG": 0.007570366676068727,
46205+
"GOOGL": 3.7968259516435596e-06,
46206+
"HON": 3.599913806450192e-08,
46207+
"IDXX": 0.006249651694003413,
46208+
"INTC": 3.476786697401735e-08,
46209+
"INTU": 0.008481968763064285,
46210+
"ISRG": 0.011495368096415735,
46211+
"KDP": 7.41833630074825e-08,
46212+
"KHC": 1.4024623106175665e-08,
46213+
"KLAC": 0.034219949236051324,
46214+
"LIN": 0.0032287180275066335,
46215+
"LRCX": 7.368372696439982e-08,
46216+
"LULU": 0.013659558388767732,
46217+
"MAR": 3.3326437268280394e-07,
46218+
"MCHP": 0.015241630967586958,
46219+
"MDLZ": 1.4833204382115546e-07,
46220+
"MELI": 0.015370576897757079,
46221+
"META": 6.098826695183075e-08,
46222+
"MNST": 0.018275488021924434,
46223+
"MRVL": 1.1714355049118751e-08,
46224+
"MSFT": 0.007227616285625588,
46225+
"MSTR": 1.3356225739606916e-08,
46226+
"MU": 5.4963377919709994e-08,
46227+
"NFLX": 0.01777298872111477,
46228+
"NVDA": 0.009660753697275547,
46229+
"NXPI": 0.02322085978341754,
46230+
"ODFL": 0.013050604841326429,
46231+
"ON": 0.008268234492558924,
46232+
"ORLY": 0.023585726054763227,
46233+
"PANW": 0.0017778768327669572,
46234+
"PAYX": 0.012703279870899848,
46235+
"PCAR": 2.2982036405768572e-07,
46236+
"PDD": 0.01712368973888935,
46237+
"PEP": 0.029924245407205643,
46238+
"PLTR": 0.0282266000217365,
46239+
"PYPL": 1.6902108808173428e-08,
46240+
"QCOM": 0.009559394904532514,
46241+
"REGN": 0.01380046221319648,
46242+
"ROP": 0.019063647154977697,
46243+
"ROST": 0.012243249258259141,
46244+
"SBUX": 0.012483602555405772,
46245+
"SHOP": 0.022534769429576336,
46246+
"SNPS": 2.22690081894423e-08,
46247+
"TEAM": 0.004568614281956563,
46248+
"TMUS": 0.023251756126081876,
46249+
"TRI": 2.9935684132769135e-08,
46250+
"TSLA": 0.011567719178252948,
46251+
"TTD": 0.01947277130571696,
46252+
"TTWO": 0.007130889831954475,
46253+
"TXN": 1.2551748665331597e-07,
46254+
"USDOLLAR": 3.360204049166664e-07,
46255+
"VRSK": 0.010669183341590484,
46256+
"VRTX": 0.012654315500274923,
46257+
"WBD": 4.9777206938754925e-08,
46258+
"WDAY": 3.911043536164284e-08,
46259+
"XEL": 0.001966595659266099,
46260+
"ZS": 0.013259656941422603
4615746261
}
4615846262
}

0 commit comments

Comments
 (0)