Sean/ARM64
1
0
Fork 0
Code Issues Pull Requests Actions 2 Packages Projects Releases Wiki Activity

Daily

Browse Source
This commit is contained in:
Sean
2025-11-13 20:47:03 -05:00
parent 690eb824c6
commit 96b74300ae
2 changed files with 20 additions and 20 deletions
Download Patch File Download Diff File Expand all files Collapse all files

20
MarketData/MarketData/Models/CMT20200817.TXT
View File

@@ -1,16 +1,16 @@
CMTSESSIONv1.00
LastUpdated=11/12/2025 8:16:13 PM
TradeDate=11/12/2025
LastUpdated=11/13/2025 8:42:55 PM
TradeDate=11/13/2025
StartDate=1/1/0001
AnalysisDate=11/12/2025
AnalysisDate=11/13/2025
CashBalance=3415.5599999999995
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/12/2025|BetaMonths=6|TradeDate=11/12/2025|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=11/13/2025|BetaMonths=6|TradeDate=11/13/2025|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=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.36|Exposure=1373.7599999999998|MarketValue=1491.84|GainLoss=118.08000000000015|GainLossPcnt=0.08595387840670872|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=8.895428673028945|TotalRiskExposure=165.1968|RMultiple=0.71R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=10/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=1143.51|CurrentPrice=1157.5|Exposure=1143.51|MarketValue=1157.5|GainLoss=13.990000000000009|GainLossPcnt=0.012234261178301903|PositionRiskDecimal=0.12|R=148.962|C=199.30799999999996|P=1.3379788133886492|InitialStopLimit=1006.29|TrailingStopLimit=1006.29|TotalRiskExposure=148.962|RMultiple=0.09R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/22/2025 from $1,241.35 to $1,143.51
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=189.43|Exposure=2390.3999999999996|MarketValue=2273.16|GainLoss=-117.23999999999978|GainLossPcnt=-0.049046184738955736|PositionRiskDecimal=0.12|R=23.4012|C=290.29799999999994|P=12.405261268652888|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-0.42R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 11/7/2025 from $195.01 to $199.20
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=10.19|Exposure=1373.7599999999998|MarketValue=1467.36|GainLoss=93.60000000000014|GainLossPcnt=0.06813417190775692|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=8.895428673028945|TotalRiskExposure=165.1968|RMultiple=0.57R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=10/28/2025 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=1143.51|CurrentPrice=1154.23|Exposure=1143.51|MarketValue=1154.23|GainLoss=10.720000000000027|GainLossPcnt=0.009374644734195615|PositionRiskDecimal=0.12|R=148.962|C=199.30799999999996|P=1.3379788133886492|InitialStopLimit=1006.29|TrailingStopLimit=1055.1595148468018|TotalRiskExposure=148.962|RMultiple=0.07R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Price changed on 10/22/2025 from $1,241.35 to $1,143.51
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=183.77|Exposure=2390.3999999999996|MarketValue=2205.2400000000002|GainLoss=-185.1599999999994|GainLossPcnt=-0.07745983935742948|PositionRiskDecimal=0.12|R=23.4012|C=290.29799999999994|P=12.405261268652888|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-0.66R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 11/7/2025 from $195.01 to $199.20
TotalPositions=130
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.
@@ -142,7 +142,7 @@ Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/29/2025 12:00:00 A
Symbol=CRS|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/31/2025 12:00:00 AM|Shares=6|PurchasePrice=228|CurrentPrice=251.29|Exposure=1368|MarketValue=1507.74|GainLoss=139.74|GainLossPcnt=0.10214912280701754|PositionRiskDecimal=0.12|R=27.8256|C=185.3385|P=6.660718906330861|InitialStopLimit=200.64|TrailingStopLimit=251.05464191436766|TotalRiskExposure=166.9536|RMultiple=0.84R|Volatility=11.2141494750977|Volume=0|LastStopAdjustment=7/28/2025 12:00:00 AM|Comment=Manual close.
Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=10/21/2025 12:00:00 AM|Shares=59|PurchasePrice=39.53|CurrentPrice=35.42|Exposure=2332.27|MarketValue=2089.78|GainLoss=-242.48999999999978|GainLossPcnt=-0.10397166708828728|PositionRiskDecimal=0.12|R=4.7256|C=282.315|P=59.74162011173184|InitialStopLimit=34.79|TrailingStopLimit=34.79|TotalRiskExposure=278.8104|RMultiple=-0.87R|Volatility=1.0061196088790894|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=209.01|Exposure=3721.9000000000005|MarketValue=2926.14|GainLoss=-795.7600000000007|GainLossPcnt=-0.21380477712996065|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.698785343733906|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-1.78R|Volatility=5.874480724334717|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
TotalCandidates=81
TotalCandidates=80
Symbol=SSRM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.1849999874830246|ProfitMarginSlope=3.6175079345703125|PriceSlope=0.00440687912324964|Volatility=1.8672109842300415|Volume=0|Violation=False|Slope=0.00440687912324964|Score=2.8413344148198822|AnnualizedReturn=3.0359777751207613|SharpeRatio=0.3450039797214874|RSquared=0.9358877519144103|BetaMonths=6|Beta=0.8468011613740307
Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.034999996423721313|ProfitMarginSlope=2.260866165161133|PriceSlope=0.0044867993617732855|Volatility=1.0326875448226929|Volume=0|Violation=False|Slope=0.0044867993617732855|Score=2.6625531836683844|AnnualizedReturn=3.0977419385881366|SharpeRatio=0.3357187697383774|RSquared=0.8595141998438711|BetaMonths=6|Beta=0.8249354197843893
Symbol=EAT|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.744999885559082|ProfitMarginSlope=0.091644287109375|PriceSlope=0.004453672573238146|Volatility=4.433369159698486|Volume=0|Violation=False|Slope=0.004453672573238146|Score=2.562281347020848|AnnualizedReturn=3.0719897799970104|SharpeRatio=0.25260176193822825|RSquared=0.8340787341497411|BetaMonths=6|Beta=4.066818582379959
@@ -197,7 +197,6 @@ Symbol=CCL|AnalysisDate=7/23/2025 12:00:00 AM|EPSSlope=0.17000001668930054|Pro
Symbol=IESC|AnalysisDate=7/3/2025 12:00:00 AM|EPSSlope=0.46000003814697266|ProfitMarginSlope=0.5093069076538086|PriceSlope=0.0016107877381501034|Volatility=12.34388256072998|Volume=0|Violation=False|Slope=0.0016107877381501034|Score=0.4385651654630219|AnnualizedReturn=1.5006802570617936|SharpeRatio=0.20435694422993422|RSquared=0.29224424283537637|BetaMonths=6|Beta=4.063368524892081
Symbol=CGAU|AnalysisDate=9/25/2025 12:00:00 AM|EPSSlope=0.07500000298023224|ProfitMarginSlope=7.882930755615234|PriceSlope=0.0009970382360155996|Volatility=0.38720226287841797|Volume=0|Violation=False|Slope=0.0009970382360155996|Score=0.4298077983773579|AnnualizedReturn=1.2856361259122446|SharpeRatio=-0.15303052288847196|RSquared=0.3343152776392158|BetaMonths=6|Beta=0.8952100394228897
Symbol=BTG|AnalysisDate=9/2/2025 12:00:00 AM|EPSSlope=0.06000000238418579|ProfitMarginSlope=7.982051849365234|PriceSlope=0.0010875463888056546|Volatility=0.14180228114128113|Volume=0|Violation=False|Slope=0.0010875463888056546|Score=0.40308394568437816|AnnualizedReturn=1.3152959403149618|SharpeRatio=0.03414779836813759|RSquared=0.30645874690972996|BetaMonths=6|Beta=0.4680224241868768
Symbol=SSYS|AnalysisDate=5/16/2025 12:00:00 AM|EPSSlope=0.0950000286102295|ProfitMarginSlope=1.74751853942871|PriceSlope=0.00107441958176774|Volatility=0.752377212047577|Volume=0|Violation=False|Slope=0.00107441958176774|Score=0.386110369220218|AnnualizedReturn=1.31095218847097|SharpeRatio=-0.231303879010371|RSquared=0.294526659794175|BetaMonths=6|Beta=4.59429266018819
Symbol=BWMN|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.23499999940395355|ProfitMarginSlope=0.2474651336669922|PriceSlope=0.001096465808320266|Volatility=2.2020013332366943|Volume=0|Violation=False|Slope=0.001096465808320266|Score=0.3825534892234509|AnnualizedReturn=1.318255647748758|SharpeRatio=-0.1903522079200695|RSquared=0.2901967383009161|BetaMonths=6|Beta=1.7560746650858592
Symbol=LITE|AnalysisDate=7/11/2025 12:00:00 AM|EPSSlope=0.625|ProfitMarginSlope=2.843690872192383|PriceSlope=0.0014089211727266624|Volatility=1.780181884765625|Volume=0|Violation=False|Slope=0.0014089211727266624|Score=0.3367788332391533|AnnualizedReturn=1.4262493058913088|SharpeRatio=0.10080946949095927|RSquared=0.2361290076342505|BetaMonths=6|Beta=2.8194262670601953
Symbol=EYE|AnalysisDate=6/16/2025 12:00:00 AM|EPSSlope=0.015000000596046448|ProfitMarginSlope=0.9285182952880859|PriceSlope=0.0012776552525365157|Volatility=0.9107901453971863|Volume=0|Violation=False|Slope=0.0012776552525365157|Score=0.3288170677504751|AnnualizedReturn=1.379842170794802|SharpeRatio=3.0672647303382508E-06|RSquared=0.23830049168672193|BetaMonths=6|Beta=0.326311834861038
@@ -224,7 +223,7 @@ Symbol=HL|AnalysisDate=8/29/2025 12:00:00 AM|EPSSlope=0.02499999850988388|Prof
Symbol=TME|AnalysisDate=5/23/2025 12:00:00 AM|EPSSlope=0.1600000262260437|ProfitMarginSlope=1.5396642684936523|PriceSlope=9.661050665836085E-05|Volatility=1.3624768257141113|Volume=0|Violation=False|Slope=9.661050665836085E-05|Score=0.0029574234582565007|AnnualizedReturn=1.0246446275836425|SharpeRatio=-0.21644488901528|RSquared=0.002886291870022111|BetaMonths=6|Beta=0.07428345417275985
Symbol=CVAC|AnalysisDate=6/3/2025 12:00:00 AM|EPSSlope=0.12999999523162842|ProfitMarginSlope=126.2906494140625|PriceSlope=3.203420157017471E-05|Volatility=0.46150025725364685|Volume=0|Violation=False|Slope=3.203420157017471E-05|Score=0.00027993922476205136|AnnualizedReturn=1.0081052902383305|SharpeRatio=-0.1436333308256|RSquared=0.00027768847904356274|BetaMonths=6|Beta=0.8322250313126187
Symbol=GSAT|AnalysisDate=11/12/2025 12:00:00 AM|EPSSlope=0.11500000953674316|ProfitMarginSlope=1.3120269775390625|PriceSlope=0.0017163600099474922|Volatility=6.802529335021973|Volume=0|Violation=False|Slope=0.0017163600099474922|Score=0.31838194554245386|AnnualizedReturn=1.5411404934701152|SharpeRatio=0.26987857374401025|RSquared=0.20658852771142744|BetaMonths=6|Beta=2.290670935807772
TotalStopLimits=201
TotalStopLimits=202
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951|StopLimitId=
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135|StopLimitId=
Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639|StopLimitId=
@@ -426,3 +425,4 @@ Symbol=CRS|AnalysisDate=6/27/2025 12:00:00 AM|PreviousStop=204.89071464538574|
Symbol=SPOT|AnalysisDate=7/3/2025 12:00:00 AM|PreviousStop=578.5980075836181|NewStop=637.6154983520507|CurrentPriceLow=704.55|CurrentPriceClose=725.05|PriceTrendIndicatorSlope=2.3197519779205322|StopLimitId=
Symbol=CRS|AnalysisDate=7/28/2025 12:00:00 AM|PreviousStop=247.7282170295715|NewStop=251.05464191436766|CurrentPriceLow=274.2|CurrentPriceClose=276.31|PriceTrendIndicatorSlope=0.10719579458236694|StopLimitId=
Symbol=CX|AnalysisDate=10/28/2025 12:00:00 AM|PreviousStop=8.4|NewStop=8.895428673028945|CurrentPriceLow=9.61|CurrentPriceClose=10.29|PriceTrendIndicatorSlope=0.031120317056775093|StopLimitId=
Symbol=NFLX|AnalysisDate=11/13/2025 12:00:00 AM|PreviousStop=1006.29|NewStop=1055.1595148468018|CurrentPriceLow=1145.69|CurrentPriceClose=1154.23|PriceTrendIndicatorSlope=NaN|StopLimitId=