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MarketData/MarketData/Models/CMT20200817.TXT
View File

@@ -1,11 +1,11 @@
CMTSESSIONv1.00
LastUpdated=4/22/2026 9:04:22 PM
TradeDate=4/22/2026
LastUpdated=4/25/2026 8:52:03 AM
TradeDate=4/24/2026
StartDate=1/1/0001
AnalysisDate=4/22/2026
AnalysisDate=4/25/2026
CashBalance=9449.67
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/22/2026|BetaMonths=6|TradeDate=4/22/2026|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=4/25/2026|BetaMonths=6|TradeDate=4/24/2026|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=0
TotalPositions=135
@@ -144,7 +144,7 @@ Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00
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.
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=3/6/2026 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=62.83|Exposure=1772.4299999999998|MarketValue=2576.0299999999997|GainLoss=803.5999999999999|GainLossPcnt=0.4533888503354152|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=62.83571408271789|TotalRiskExposure=213.9708|RMultiple=3.76R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Manual close.
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=3/13/2026 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=235.12|Exposure=2208.91|MarketValue=2586.32|GainLoss=377.4100000000003|GainLossPcnt=0.1708580249987552|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=1.43R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Manual close.
TotalCandidates=122
TotalCandidates=123
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
Symbol=FLGT|AnalysisDate=11/17/2025 12:00:00 AM|EPSSlope=0.13499999046325684|ProfitMarginSlope=1.8280410766601562|PriceSlope=0.0013361208503431072|Volatility=2.987884759902954|Volume=0|Violation=False|Slope=0.0013361208503431072|Score=0.8232236228345737|AnnualizedReturn=1.4003223418343083|SharpeRatio=-0.2596743407342496|RSquared=0.5878815171628397|BetaMonths=6|Beta=2.699945531619503
Symbol=COLL|AnalysisDate=11/17/2025 12:00:00 AM|EPSSlope=0.2850000262260437|ProfitMarginSlope=3.473295211791992|PriceSlope=0.000996351284585738|Volatility=4.866690158843994|Volume=0|Violation=False|Slope=0.000996351284585738|Score=0.498972314260969|AnnualizedReturn=1.2854135864420295|SharpeRatio=-0.24488120746321856|RSquared=0.38818036429979186|BetaMonths=6|Beta=1.461088761908138
@@ -267,6 +267,7 @@ Symbol=UMC|AnalysisDate=4/20/2026 12:00:00 AM|EPSSlope=0.015000015497207642|Pr
Symbol=DELL|AnalysisDate=4/20/2026 12:00:00 AM|EPSSlope=0.6100001335144043|ProfitMarginSlope=0.9345607757568359|PriceSlope=0.0013884695685241807|Volatility=11.5404052734375|Volume=0|Violation=False|Slope=0.0013884695685241807|Score=0.571791321986424|AnnualizedReturn=1.4189176054472314|SharpeRatio=0.171645662311311|RSquared=0.40297711423927257|BetaMonths=6|Beta=1.8373483575496843
Symbol=FIX|AnalysisDate=4/22/2026 12:00:00 AM|EPSSlope=2.6399993896484375|ProfitMarginSlope=1.0185565948486328|PriceSlope=0.005384535010175725|Volatility=105.32344818115234|Volume=0|Violation=False|Slope=0.005384535010175725|Score=3.7752483734167384|AnnualizedReturn=3.8841447676710503|SharpeRatio=0.8671666204791816|RSquared=0.9719638682984499|BetaMonths=6|Beta=1.6528308894375614
Symbol=EME|AnalysisDate=4/22/2026 12:00:00 AM|EPSSlope=1.7149991989135742|ProfitMarginSlope=0.18817710876464844|PriceSlope=0.0021686180462009395|Volatility=32.020233154296875|Volume=0|Violation=False|Slope=0.0021686180462009395|Score=1.3692179613681683|AnnualizedReturn=1.7271829827148624|SharpeRatio=0.3339847405753296|RSquared=0.7927463245474843|BetaMonths=6|Beta=1.9056013317675031
Symbol=PWR|AnalysisDate=4/23/2026 12:00:00 AM|EPSSlope=0.02500009536743164|ProfitMarginSlope=0.321622371673584|PriceSlope=0.002297634281716232|Volatility=21.911510467529297|Volume=0|Violation=False|Slope=0.002297634281716232|Score=1.6079226040408174|AnnualizedReturn=1.784260134789011|SharpeRatio=0.36884782088367785|RSquared=0.9011705034988939|BetaMonths=6|Beta=0.2143174891181067
TotalStopLimits=213
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=

14
MarketData/MarketData/Models/MGSH20250331.TXT
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@@ -1,18 +1,18 @@
MGSHSESSIONv2.00
LastUpdated=4/22/2026 9:02:24 PM
TradeDate=4/23/2026
LastUpdated=4/25/2026 8:51:20 AM
TradeDate=4/27/2026
StartDate=3/31/2025
AnalysisDate=4/22/2026
AnalysisDate=4/25/2026
Cycle=13
CashBalance=4074.3500000000004
NonTradeableCash=0
HedgeCashBalance=3000
Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=OSB,IBDRY,GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24
TotalActivePositions=4
Slot=2|Symbol=NWN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=53|CurrentPrice=52.18|Volume=468654|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=0.6615960312468072|Velocity=1.0000000000000002|PE=20.04|Beta=-0.020855636842840336|InitialStopLimit=42.4|TrailingStopLimit=50.08750000953674|LastStopAdjustment=4/2/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.608|Comment=Price changed on 3/2/2026 from $53.04 to $53.00
Slot=2|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=160.87|CurrentPrice=144.93|Volume=483322|Return1D=0|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|Velocity=0.6599496221662469|PE=24.3|Beta=0.32621889255450337|InitialStopLimit=128.7|TrailingStopLimit=128.7|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=32.230000000000004|Comment=Price changed on 3/2/2026 from $161.15 to $160.87
Slot=0|Symbol=NYT|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=21|PurchasePrice=83.55|CurrentPrice=80.45|Volume=1771479|Return1D=0|CumReturn252=0|IDIndicator=-13.545816733067738|Score=1.1825972924224726|Velocity=0.9759277833500504|PE=37.88|Beta=0.26107650690592754|InitialStopLimit=66.84|TrailingStopLimit=66.84|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.746000000000002|Comment=Price changed on 4/1/2026 from $83.73 to $83.55
Slot=0|Symbol=PTGX|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=105.51|CurrentPrice=105.55|Volume=781528|Return1D=0|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.1434347022647025|Velocity=0.9681908548707753|PE=128.65|Beta=0.6968595191825934|InitialStopLimit=84.41|TrailingStopLimit=84.41|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.080000000000002|Comment=Price changed on 4/1/2026 from $105.40 to $105.51
Slot=2|Symbol=NWN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=53|CurrentPrice=53.36|Volume=468654|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=0.6615960312468072|Velocity=1.0000000000000002|PE=20.04|Beta=-0.020855636842840336|InitialStopLimit=42.4|TrailingStopLimit=50.08750000953674|LastStopAdjustment=4/2/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.608|Comment=Price changed on 3/2/2026 from $53.04 to $53.00
Slot=2|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=160.87|CurrentPrice=146.1|Volume=483322|Return1D=0|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|Velocity=0.6599496221662469|PE=24.3|Beta=0.32621889255450337|InitialStopLimit=128.7|TrailingStopLimit=128.7|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=32.230000000000004|Comment=Price changed on 3/2/2026 from $161.15 to $160.87
Slot=0|Symbol=NYT|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=21|PurchasePrice=83.55|CurrentPrice=80.89|Volume=1771479|Return1D=0|CumReturn252=0|IDIndicator=-13.545816733067738|Score=1.1825972924224726|Velocity=0.9759277833500504|PE=37.88|Beta=0.26107650690592754|InitialStopLimit=66.84|TrailingStopLimit=66.84|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.746000000000002|Comment=Price changed on 4/1/2026 from $83.73 to $83.55
Slot=0|Symbol=PTGX|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=105.51|CurrentPrice=100|Volume=781528|Return1D=0|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.1434347022647025|Velocity=0.9681908548707753|PE=128.65|Beta=0.6968595191825934|InitialStopLimit=84.41|TrailingStopLimit=84.41|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.080000000000002|Comment=Price changed on 4/1/2026 from $105.40 to $105.51
TotalPositions=24
Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.15|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=56.15650033473968|LastStopAdjustment=5/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Closed due to trailing stop.
Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=42.6|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=42.7107857322693|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=Closed due to trailing stop.