From cb17bf8209c8665a532012a8d65c0f0282c4099b Mon Sep 17 00:00:00 2001 From: Sean Date: Mon, 28 Jul 2025 11:39:41 -0400 Subject: [PATCH] Sell YMM --- MarketData/MarketData/Models/CMT20200817.TXT | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/MarketData/MarketData/Models/CMT20200817.TXT b/MarketData/MarketData/Models/CMT20200817.TXT index b90f7be..4cfe171 100755 --- a/MarketData/MarketData/Models/CMT20200817.TXT +++ b/MarketData/MarketData/Models/CMT20200817.TXT @@ -1,11 +1,11 @@ CMTSESSIONv1.00 -LastUpdated=7/25/2025 8:30:50 PM +LastUpdated=7/28/2025 9:49:35 AM TradeDate=7/25/2025 StartDate=1/1/0001 -AnalysisDate=7/25/2025 -CashBalance=4632.8099999999995 +AnalysisDate=7/28/2025 +CashBalance=4667.789999999999 NonTradeableCash=6456.42 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=7/25/2025|BetaMonths=6|TradeDate=7/25/2025|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=7/28/2025|BetaMonths=6|TradeDate=7/25/2025|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=2 Symbol=SPOT|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=649|CurrentPrice=693.1|Exposure=3245|MarketValue=3465.5|GainLoss=220.5|GainLossPcnt=0.0679506933744222|PositionRiskDecimal=0.12|R=78.756|C=468.78|P=5.952308395550815|InitialStopLimit=571.12|TrailingStopLimit=637.6154983520507|TotalRiskExposure=393.78|RMultiple=0.56R|Volatility=40.1615791320801|Volume=0|LastStopAdjustment=7/3/2025 12:00:00 AM|Comment=Price changed on 5/19/2025 from $656.30 to $649.00 @@ -136,7 +136,7 @@ Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=4/3/2025 12:00:00 AM| Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=189.59|Exposure=1024.5|MarketValue=947.95|GainLoss=-76.54999999999995|GainLossPcnt=-0.0747193753050268|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.422357233741254|InitialStopLimit=180.31|TrailingStopLimit=195.563070678711|TotalRiskExposure=122.63400000000001|RMultiple=-0.62R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=3/17/2025 12:00:00 AM|Comment=Manual close. Symbol=EXEL|PurchaseDate=3/4/2025 12:00:00 AM|SellDate=4/4/2025 12:00:00 AM|Shares=84|PurchasePrice=38.14|CurrentPrice=34.65|Exposure=3203.76|MarketValue=2910.6|GainLoss=-293.1600000000003|GainLossPcnt=-0.09150498164656537|PositionRiskDecimal=0.12|R=4.5948|C=389.4065|P=84.74939061547836|InitialStopLimit=33.56|TrailingStopLimit=34.6096426153183|TotalRiskExposure=385.96320000000003|RMultiple=-0.76R|Volatility=0.690388977527618|Volume=0|LastStopAdjustment=3/10/2025 12:00:00 AM|Comment=Manual close. Symbol=GWRE|PurchaseDate=5/16/2025 12:00:00 AM|SellDate=7/11/2025 5:14:58 PM|Shares=11|PurchasePrice=215.25|CurrentPrice=221.23|Exposure=2367.75|MarketValue=2433.5299999999997|GainLoss=65.77999999999975|GainLossPcnt=0.027781649245063773|PositionRiskDecimal=0.12|R=26.0436|C=304.705|P=11.699803406595093|InitialStopLimit=189.42|TrailingStopLimit=221.25771627426147|TotalRiskExposure=286.4796|RMultiple=0.23R|Volatility=9.23863506317139|Volume=0|LastStopAdjustment=6/4/2025 12:00:00 AM|Comment=Manual close. -Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=7/25/2025 8:21:34 PM|Shares=159|PurchasePrice=12.63|CurrentPrice=11.4|Exposure=2008.17|MarketValue=1812.6000000000001|GainLoss=-195.56999999999994|GainLossPcnt=-0.09738717339667455|PositionRiskDecimal=0.12|R=1.5143999999999997|C=241.41899999999998|P=159.41561014263075|InitialStopLimit=11.105599999999999|TrailingStopLimit=11.105599999999999|TotalRiskExposure=240.78959999999995|RMultiple=-0.81R|Volatility=0.436734020709991|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. +Symbol=YMM|PurchaseDate=7/11/2025 12:00:00 AM|SellDate=7/25/2025 8:21:34 PM|Shares=159|PurchasePrice=12.63|CurrentPrice=11.62|Exposure=2008.17|MarketValue=1847.58|GainLoss=-160.59000000000015|GainLossPcnt=-0.07996832937450521|PositionRiskDecimal=0.12|R=1.5143999999999997|C=241.41899999999998|P=159.41561014263075|InitialStopLimit=11.105599999999999|TrailingStopLimit=11.105599999999999|TotalRiskExposure=240.78959999999995|RMultiple=-0.67R|Volatility=0.436734020709991|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. TotalCandidates=58 Symbol=PLTR|AnalysisDate=5/15/2025 12:00:00 AM|EPSSlope=0.0200000032782555|ProfitMarginSlope=0.320865631103516|PriceSlope=0.0074299551536233|Volatility=6.51536655426025|Volume=0|Violation=False|Slope=0.0074299551536233|Score=6.11409388477527|AnnualizedReturn=6.50355336268116|SharpeRatio=0.660606053256107|RSquared=0.940115894160154|BetaMonths=6|Beta=4.90935542401113 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