From 3fbc41f6b813d2b9a0f56c3b4dbe4304a6f3f0a7 Mon Sep 17 00:00:00 2001 From: Sean Date: Tue, 21 Oct 2025 21:01:44 -0400 Subject: [PATCH] CMT Trades --- MarketData/MarketData/Models/CMT20200817.TXT | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/MarketData/MarketData/Models/CMT20200817.TXT b/MarketData/MarketData/Models/CMT20200817.TXT index ef12654..fa8fbff 100755 --- a/MarketData/MarketData/Models/CMT20200817.TXT +++ b/MarketData/MarketData/Models/CMT20200817.TXT @@ -1,16 +1,16 @@ CMTSESSIONv1.00 -LastUpdated=10/20/2025 7:50:20 PM +LastUpdated=10/21/2025 11:01:16 AM TradeDate=10/20/2025 StartDate=1/1/0001 -AnalysisDate=10/20/2025 -CashBalance=1946.2399999999989 +AnalysisDate=10/21/2025 +CashBalance=1933.5499999999988 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/20/2025|BetaMonths=6|TradeDate=10/20/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False +SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/21/2025|BetaMonths=6|TradeDate=10/20/2025|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False PricingExceptions=0 TotalActivePositions=3 -Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=265.37|CurrentPrice=265.37|Exposure=3715.1800000000003|MarketValue=3715.1800000000003|GainLoss=0|GainLossPcnt=0|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.698785343733906|InitialStopLimit=233.5256|TrailingStopLimit=233.5256|TotalRiskExposure=445.8216|RMultiple=0.00R|Volatility=5.874480724334717|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM -Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=59|PurchasePrice=39.38|CurrentPrice=39.38|Exposure=2323.42|MarketValue=2323.42|GainLoss=0|GainLossPcnt=0|PositionRiskDecimal=0.12|R=4.7256|C=282.315|P=59.74162011173184|InitialStopLimit=34.6544|TrailingStopLimit=34.6544|TotalRiskExposure=278.8104|RMultiple=0.00R|Volatility=1.0061196088790894|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM -Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.56|CurrentPrice=9.56|Exposure=1376.64|MarketValue=1376.64|GainLoss=0|GainLossPcnt=0|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4128|TrailingStopLimit=8.4128|TotalRiskExposure=165.1968|RMultiple=0.00R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM +Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=265.37|Exposure=3721.9000000000005|MarketValue=3715.1800000000003|GainLoss=-6.720000000000255|GainLossPcnt=-0.0018055294338913603|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.698785343733906|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-0.02R|Volatility=5.874480724334717|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/21/2025 from $265.37 to $265.85 +Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=59|PurchasePrice=39.53|CurrentPrice=39.38|Exposure=2332.27|MarketValue=2323.42|GainLoss=-8.849999999999909|GainLossPcnt=-0.003794586390083442|PositionRiskDecimal=0.12|R=4.7256|C=282.315|P=59.74162011173184|InitialStopLimit=34.79|TrailingStopLimit=34.79|TotalRiskExposure=278.8104|RMultiple=-0.03R|Volatility=1.0061196088790894|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/21/2025 from $39.38 to $39.53 +Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=9.56|Exposure=1373.7599999999998|MarketValue=1376.64|GainLoss=2.8800000000003365|GainLossPcnt=0.002096436058700455|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=8.4|TotalRiskExposure=165.1968|RMultiple=0.02R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54 TotalPositions=128 Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.020121624038633518|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.900091377554077|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close. Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.809999999999945|GainLossPcnt=-0.019258278145695317|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.016241478577231|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.89280000000002|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.