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Sean
2024-11-25 08:37:54 -05:00
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Sessions/CMT20200817.txt
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CMTSESSIONv1.00
LastUpdated=11/21/2024 10:53:07 PM
TradeDate=11/21/2024
LastUpdated=11/25/2024 8:36:52 AM
TradeDate=11/22/2024
StartDate=1/1/0001
AnalysisDate=11/21/2024
AnalysisDate=11/25/2024
CashBalance=4087.74142801047
NonTradeableCash=3621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/21/2024|BetaMonths=6|TradeDate=11/21/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|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=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/25/2024|BetaMonths=6|TradeDate=11/22/2024|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=6|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=True|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials
PricingExceptions=0
TotalActivePositions=4
Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=145.89|Exposure=1861.86|MarketValue=3209.58|GainLoss=1347.72|GainLossPcnt=0.723856788372917|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=111.149999265671|TotalRiskExposure=219.6744|RMultiple=6.14R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=193.01|Exposure=1919.84|MarketValue=2509.13|GainLoss=589.29|GainLossPcnt=0.306947453954496|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=2.57R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=11/8/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=91.44|Exposure=1748.01|MarketValue=3017.52|GainLoss=1269.51|GainLossPcnt=0.726260147253162|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=6.23R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=157.09|Exposure=1234.35|MarketValue=1413.81|GainLoss=179.46|GainLossPcnt=0.145388261028071|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=132.039214677811|TotalRiskExposure=147.0852|RMultiple=1.22R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15
Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=147.13|Exposure=1861.86|MarketValue=3236.86|GainLoss=1375|GainLossPcnt=0.738508803024932|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=111.149999265671|TotalRiskExposure=219.6744|RMultiple=6.26R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=196.35|Exposure=1919.84|MarketValue=2552.55|GainLoss=632.71|GainLossPcnt=0.329563921993499|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=2.76R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=11/8/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=89.16|Exposure=1748.01|MarketValue=2942.28|GainLoss=1194.27|GainLossPcnt=0.683216915235039|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=5.86R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=159.08|Exposure=1234.35|MarketValue=1431.72|GainLoss=197.37|GainLossPcnt=0.15989792198323|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=132.039214677811|TotalRiskExposure=147.0852|RMultiple=1.34R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=10/30/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15
TotalPositions=112
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=-0.0201216240386335|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.9000913775541|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=-21.8099999999999|GainLossPcnt=-0.0192582781456953|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.01624147857723|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.8928|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
@@ -125,7 +125,7 @@ Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=10/23/2024 12:00:00 AM|Sha
Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=10/25/2024 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=59.12|Exposure=1123.85|MarketValue=1123.28|GainLoss=-0.569999999999936|GainLossPcnt=-0.000507185122569681|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=59.1266425776482|TotalRiskExposure=134.862|RMultiple=0.00R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=10/11/2024 12:00:00 AM|Comment=Manual close.
Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=11/14/2024 12:00:00 AM|Shares=186|PurchasePrice=7.33|CurrentPrice=6.95278570532799|Exposure=1363.38|MarketValue=1293.21814119101|GainLoss=-70.1618588089939|GainLossPcnt=-0.0514617045937258|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=-0.43R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=10/28/2024 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=11/15/2024 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=161.00221446991|Exposure=933.12|MarketValue=966.01328681946|GainLoss=32.8932868194599|GainLossPcnt=0.035250864647055|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=0.29R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=10/25/2024 12:00:00 AM|Comment=Closed due to trailing stop.
TotalCandidates=69
TotalCandidates=71
Symbol=FTAI|AnalysisDate=7/1/2024 12:00:00 AM|EPSSlope=0.0450000762939453|ProfitMarginSlope=0.136070251464844|PriceSlope=0.00454357233672931|Volatility=7.29171085357666|Volume=0|Violation=False|Slope=0.00454357233672931|Score=2.99080463200972|AnnualizedReturn=3.14237922779211|SharpeRatio=0.577907369917711|RSquared=0.95176438462875|BetaMonths=6|Beta=0.321653767269051
Symbol=CRWD|AnalysisDate=6/17/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=0.189945220947266|PriceSlope=0.00424878609614124|Volatility=30.9847888946533|Volume=0|Violation=False|Slope=0.00424878609614124|Score=2.68272700801428|AnnualizedReturn=2.91740375632298|SharpeRatio=0.0681199572892702|RSquared=0.919559729159848|BetaMonths=6|Beta=2.8953073196121
Symbol=APP|AnalysisDate=9/12/2024 12:00:00 AM|EPSSlope=0.334999918937683|ProfitMarginSlope=1.27166748046875|PriceSlope=0.00424988214689428|Volatility=5.22926759719849|Volume=0|Violation=False|Slope=0.00424988214689428|Score=2.5297667867204|AnnualizedReturn=2.9182096685075|SharpeRatio=0.119434574582844|RSquared=0.866890002463132|BetaMonths=6|Beta=3.8003385075952
@@ -195,6 +195,8 @@ Symbol=KRNT|AnalysisDate=11/15/2024 12:00:00 AM|EPSSlope=0.0699999928474426|Prof
Symbol=VRT|AnalysisDate=11/19/2024 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=0.961915969848633|PriceSlope=0.00335543591777693|Volatility=9.09689903259277|Volume=0|Violation=False|Slope=0.00335543591777693|Score=1.68055329309973|AnnualizedReturn=2.32930479376165|SharpeRatio=0.342727850670762|RSquared=0.721482777865991|BetaMonths=6|Beta=0.560791072082004
Symbol=AZZ|AnalysisDate=11/21/2024 12:00:00 AM|EPSSlope=0.105000019073486|ProfitMarginSlope=1.59949779510498|PriceSlope=0.00160000654601782|Volatility=4.41244173049927|Volume=0|Violation=False|Slope=0.00160000654601782|Score=0.941277147341398|AnnualizedReturn=1.49660865176842|SharpeRatio=-0.0117860292243569|RSquared=0.628940068086047|BetaMonths=6|Beta=1.4033878163595
Symbol=GBX|AnalysisDate=11/21/2024 12:00:00 AM|EPSSlope=0.585000157356262|ProfitMarginSlope=1.99640655517578|PriceSlope=0.000934495742292796|Volatility=2.32186818122864|Volume=0|Violation=False|Slope=0.000934495742292796|Score=0.485138575943357|AnnualizedReturn=1.2655324301878|SharpeRatio=0.012735256999371|RSquared=0.383347407281665|BetaMonths=6|Beta=0.74156562710119
Symbol=FICO|AnalysisDate=11/22/2024 12:00:00 AM|EPSSlope=0.715000152587891|ProfitMarginSlope=0.152099609375|PriceSlope=0.00278106211095575|Volatility=125.698356628418|Volume=0|Violation=False|Slope=0.00278106211095575|Score=1.77070394798347|AnnualizedReturn=2.01542008375591|SharpeRatio=0.293673257334195|RSquared=0.878578100047317|BetaMonths=6|Beta=2.52833211627505
Symbol=FLEX|AnalysisDate=11/22/2024 12:00:00 AM|EPSSlope=0.00999999046325684|ProfitMarginSlope=4.37839651107788|PriceSlope=0.00138026654939466|Volatility=1.70791220664978|Volume=0|Violation=False|Slope=0.00138026654939466|Score=0.943320326401415|AnnualizedReturn=1.41598750410425|SharpeRatio=-0.100475860902919|RSquared=0.666192550193553|BetaMonths=6|Beta=2.27651080171185
TotalStopLimits=183
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
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