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Sean
2026-02-17 19:55:52 -05:00
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MarketData/MarketData/Models/CMT20200817.TXT
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@@ -1,15 +1,15 @@
CMTSESSIONv1.00
LastUpdated=2/13/2026 8:54:49 PM
TradeDate=2/13/2026
LastUpdated=2/17/2026 7:52:02 PM
TradeDate=2/17/2026
StartDate=1/1/0001
AnalysisDate=2/13/2026
AnalysisDate=2/17/2026
CashBalance=4287.320000000001
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/13/2026|BetaMonths=6|TradeDate=2/13/2026|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=2/17/2026|BetaMonths=6|TradeDate=2/17/2026|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=2
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=250.21|Exposure=2208.91|MarketValue=2752.31|GainLoss=543.4000000000001|GainLossPcnt=0.2460036850754445|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=197.5638579940796|TotalRiskExposure=264.3696|RMultiple=2.06R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=61.36|Exposure=1772.4299999999998|MarketValue=2515.7599999999998|GainLoss=743.3299999999999|GainLossPcnt=0.41938468656025907|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=50.768357028961184|TotalRiskExposure=213.9708|RMultiple=3.47R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=252.55|Exposure=2208.91|MarketValue=2778.05|GainLoss=569.1400000000003|GainLossPcnt=0.25765649121059725|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=197.5638579940796|TotalRiskExposure=264.3696|RMultiple=2.15R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=61.27|Exposure=1772.4299999999998|MarketValue=2512.07|GainLoss=739.6400000000003|GainLossPcnt=0.4173027989821885|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=50.768357028961184|TotalRiskExposure=213.9708|RMultiple=3.46R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
TotalPositions=133
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.
@@ -144,14 +144,13 @@ Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=11/17/2025 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=175.62|Exposure=2390.3999999999996|MarketValue=2107.44|GainLoss=-282.9599999999996|GainLossPcnt=-0.11837349397590345|PositionRiskDecimal=0.12|R=23.4012|C=290.29799999999994|P=12.405261268652888|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-1.01R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=10|PurchasePrice=114.35|CurrentPrice=105.51|Exposure=1143.5|MarketValue=1055.1000000000001|GainLoss=-88.39999999999986|GainLossPcnt=-0.07730651508526441|PositionRiskDecimal=0.12|R=148.962|C=199.30799999999996|P=1.3379788133886492|InitialStopLimit=100.63|TrailingStopLimit=105.51|TotalRiskExposure=1489.62|RMultiple=-0.06R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Manual close.
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=2/5/2026 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.74|Exposure=1373.7599999999998|MarketValue=1690.56|GainLoss=316.8000000000002|GainLossPcnt=0.23060796645702322|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=12.033928567171097|TotalRiskExposure=165.1968|RMultiple=1.92R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Manual close.
TotalCandidates=120
TotalCandidates=126
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=RYCEY|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.024999991059303284|ProfitMarginSlope=2.8640356063842773|PriceSlope=0.0037774218594819053|Volatility=0.31766563653945923|Volume=0|Violation=False|Slope=0.0037774218594819053|Score=2.3960549250413017|AnnualizedReturn=2.590653883681473|SharpeRatio=0.3253557777516767|RSquared=0.9248842310175243|BetaMonths=6|Beta=1.3961180603730583
Symbol=TTMI|AnalysisDate=9/23/2025 12:00:00 AM|EPSSlope=0.06999999284744263|ProfitMarginSlope=0.4163370132446289|PriceSlope=0.003656353994575963|Volatility=3.1076900959014893|Volume=0|Violation=False|Slope=0.003656353994575963|Score=1.7384068712180738|AnnualizedReturn=2.512808888771404|SharpeRatio=0.3196249939717945|RSquared=0.6918181796420017|BetaMonths=6|Beta=4.404284563097658
Symbol=SBSW|AnalysisDate=9/25/2025 12:00:00 AM|EPSSlope=0.14499999582767487|ProfitMarginSlope=8.495691299438477|PriceSlope=0.003797091740226121|Volatility=0.7532111406326294|Volume=0|Violation=False|Slope=0.003797091740226121|Score=1.7225186918919257|AnnualizedReturn=2.6035271414107117|SharpeRatio=0.24173922031779663|RSquared=0.6616096542625576|BetaMonths=6|Beta=1.8709390796649175
Symbol=NTES|AnalysisDate=9/15/2025 12:00:00 AM|EPSSlope=0.2049999237060547|ProfitMarginSlope=1.943796157836914|PriceSlope=0.0023122376147169115|Volatility=7.267507553100586|Volume=0|Violation=False|Slope=0.0023122376147169115|Score=1.5537183118878841|AnnualizedReturn=1.790838379984418|SharpeRatio=0.09781655246112865|RSquared=0.8675927036483342|BetaMonths=6|Beta=1.226582936773652
Symbol=SANM|AnalysisDate=10/6/2025 12:00:00 AM|EPSSlope=0.17499995231628418|ProfitMarginSlope=0.24951171875|PriceSlope=0.0020823921870819274|Volatility=6.522579669952393|Volume=0|Violation=False|Slope=0.0020823921870819274|Score=1.2404476041886014|AnnualizedReturn=1.6900579717285966|SharpeRatio=0.13315785713170303|RSquared=0.7339674880618845|BetaMonths=6|Beta=1.1208093254003801
Symbol=VSEC|AnalysisDate=8/18/2025 12:00:00 AM|EPSSlope=0.47999998927116394|ProfitMarginSlope=0.6275224685668945|PriceSlope=0.0019796807490886246|Volatility=7.799572467803955|Volume=0|Violation=False|Slope=0.0019796807490886246|Score=1.2355549398445813|AnnualizedReturn=1.6468749934499924|SharpeRatio=0.0848111495425649|RSquared=0.7502420916940706|BetaMonths=6|Beta=0.005117432089227345
Symbol=APH|AnalysisDate=9/10/2025 12:00:00 AM|EPSSlope=0.2250000238418579|ProfitMarginSlope=1.0233688354492188|PriceSlope=0.002185774174996938|Volatility=3.0176069736480713|Volume=0|Violation=False|Slope=0.002185774174996938|Score=1.1987132917340846|AnnualizedReturn=1.7346663546298353|SharpeRatio=0.11785731672334654|RSquared=0.6910339204624055|BetaMonths=6|Beta=1.2966007754565456
Symbol=BVN|AnalysisDate=9/22/2025 12:00:00 AM|EPSSlope=0.04000002145767212|ProfitMarginSlope=3.3527870178222656|PriceSlope=0.0017883252559627236|Volatility=0.509544312953949|Volume=0|Violation=False|Slope=0.0017883252559627236|Score=1.1871859154563036|AnnualizedReturn=1.5693444187864467|SharpeRatio=0.06274675484127547|RSquared=0.7564852566744646|BetaMonths=6|Beta=0.08520633954692292
Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.09999990463256836|ProfitMarginSlope=0.06801414489746094|PriceSlope=0.002548681464617965|Volatility=18.239673614501953|Volume=0|Violation=False|Slope=0.002548681464617965|Score=1.1239501014519349|AnnualizedReturn=1.900786464256634|SharpeRatio=0.15670695179226582|RSquared=0.5913079257387773|BetaMonths=6|Beta=1.0711460119912435
@@ -265,6 +264,13 @@ Symbol=PSMT|AnalysisDate=2/4/2026 12:00:00 AM|EPSSlope=0.039999961853027344|Pr
Symbol=DCI|AnalysisDate=2/4/2026 12:00:00 AM|EPSSlope=0.08000004291534424|ProfitMarginSlope=0.4548492431640625|PriceSlope=0.0017045578456853928|Volatility=1.9736357927322388|Volume=0|Violation=False|Slope=0.0017045578456853928|Score=1.316714341767905|AnnualizedReturn=1.5365637269281227|SharpeRatio=-0.0863957755266661|RSquared=0.8569214011060007|BetaMonths=6|Beta=0.8073900776297774
Symbol=VIV|AnalysisDate=2/5/2026 12:00:00 AM|EPSSlope=0.015000015497207642|ProfitMarginSlope=0.7743492126464844|PriceSlope=0.0018972653337033022|Volatility=0.8960893750190735|Volume=0|Violation=False|Slope=0.0018972653337033022|Score=1.3410461671772806|AnnualizedReturn=1.6130242999476827|SharpeRatio=0.08029144616077367|RSquared=0.8313862148392783|BetaMonths=6|Beta=0.6588496083915995
Symbol=ACA|AnalysisDate=2/10/2026 12:00:00 AM|EPSSlope=0.5699999928474426|ProfitMarginSlope=2.105937957763672|PriceSlope=0.0013542726892487211|Volatility=4.8927788734436035|Volume=0|Violation=False|Slope=0.0013542726892487211|Score=0.9596549634717818|AnnualizedReturn=1.4067424575323535|SharpeRatio=-0.23254854820349907|RSquared=0.6821824125186119|BetaMonths=6|Beta=0.5583068296691364
Symbol=SPHR|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=1.3450000286102295|ProfitMarginSlope=2.512247085571289|PriceSlope=0.005239070129526086|Volatility=8.950459480285645|Volume=0|Violation=False|Slope=0.005239070129526086|Score=3.2087028756532217|AnnualizedReturn=3.744341146451891|SharpeRatio=0.21849106664450513|RSquared=0.8569472572481179|BetaMonths=6|Beta=3.2124881668042082
Symbol=AEIS|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.009999990463256836|ProfitMarginSlope=0.8144779205322266|PriceSlope=0.004263709975244094|Volatility=22.987159729003906|Volume=0|Violation=False|Slope=0.004263709975244094|Score=2.667140404316445|AnnualizedReturn=2.928396236923907|SharpeRatio=0.42158981237822557|RSquared=0.9107853543474381|BetaMonths=6|Beta=3.7968120892910986
Symbol=VRT|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.3799999952316284|ProfitMarginSlope=2.0269031524658203|PriceSlope=0.003883942951791742|Volatility=23.727420806884766|Volume=0|Violation=False|Slope=0.003883942951791742|Score=2.2500527068043517|AnnualizedReturn=2.6611373959156692|SharpeRatio=0.12204976803959794|RSquared=0.8455229370184895|BetaMonths=6|Beta=4.554064378631372
Symbol=PAHC|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.30000001192092896|ProfitMarginSlope=3.2143564224243164|PriceSlope=0.003743649972536545|Volatility=5.953803062438965|Volume=0|Violation=False|Slope=0.003743649972536545|Score=2.1281985451902883|AnnualizedReturn=2.568699637110636|SharpeRatio=0.18490126121785133|RSquared=0.8285120278150393|BetaMonths=6|Beta=6.707911927619711
Symbol=BWA|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.29500001668930054|ProfitMarginSlope=1.4363212585449219|PriceSlope=0.002648780876359213|Volatility=6.970559120178223|Volume=0|Violation=False|Slope=0.002648780876359213|Score=1.7326697116175749|AnnualizedReturn=1.9493437565696405|SharpeRatio=0.029476019775566582|RSquared=0.8888476985027217|BetaMonths=6|Beta=0.7497873979295515
Symbol=HWM|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.07500004768371582|ProfitMarginSlope=0.6794586181640625|PriceSlope=0.002265679342377011|Volatility=15.806267738342285|Volume=0|Violation=False|Slope=0.002265679342377011|Score=1.4947147998150614|AnnualizedReturn=1.7699498171285188|SharpeRatio=0.10487460492963083|RSquared=0.8444955813719139|BetaMonths=6|Beta=1.4716901369433995
Symbol=TIMB|AnalysisDate=2/17/2026 12:00:00 AM|EPSSlope=0.06999999284744263|ProfitMarginSlope=1.2060260772705078|PriceSlope=0.0019948243258710763|Volatility=1.3068898916244507|Volume=0|Violation=False|Slope=0.0019948243258710763|Score=1.3650302207412695|AnnualizedReturn=1.6531717742713758|SharpeRatio=0.14778125742102408|RSquared=0.8257038028264772|BetaMonths=6|Beta=3.1916538202947504
TotalStopLimits=211
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=