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Sean
2025-01-27 22:05:44 -05:00
parent c83ba185fe
commit 12b723616b
1 changed files with 8 additions and 7 deletions
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Sessions/CMT20200817.txt
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@@ -1,15 +1,15 @@
CMTSESSIONv1.00
LastUpdated=1/23/2025 9:59:27 PM
TradeDate=1/23/2025
LastUpdated=1/24/2025 11:46:29 PM
TradeDate=1/24/2025
StartDate=1/1/0001
AnalysisDate=1/23/2025
AnalysisDate=1/24/2025
CashBalance=9718.88142801047
NonTradeableCash=2621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=1/23/2025|BetaMonths=6|TradeDate=1/23/2025|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=1/24/2025|BetaMonths=6|TradeDate=1/24/2025|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=2
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=207.19|Exposure=1919.84|MarketValue=2693.47|GainLoss=773.63|GainLossPcnt=0.402965872156013|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=188.870499305725|TotalRiskExposure=229.1328|RMultiple=3.38R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=12/9/2024 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=122.92|Exposure=1748.01|MarketValue=4056.36|GainLoss=2308.35|GainLossPcnt=1.32055880687181|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=92.478657875061|TotalRiskExposure=203.8212|RMultiple=11.33R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=1/8/2025 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=207.3|Exposure=1919.84|MarketValue=2694.9|GainLoss=775.06|GainLossPcnt=0.403710725893824|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=3.38R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/24/2025 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=121.69|Exposure=1748.01|MarketValue=4015.77|GainLoss=2267.76|GainLossPcnt=1.29733811591467|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=92.478657875061|TotalRiskExposure=203.8212|RMultiple=11.13R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=1/8/2025 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
TotalPositions=114
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.
@@ -192,7 +192,7 @@ Symbol=DXPE|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.170000076293945|ProfitM
Symbol=GDYN|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=1.38591957092285|PriceSlope=0.00182115536676012|Volatility=1.21755516529083|Volume=0|Violation=False|Slope=0.00182115536676012|Score=0.634186508550066|AnnualizedReturn=1.58238175588329|SharpeRatio=0.0582727535453944|RSquared=0.400779714624593|BetaMonths=6|Beta=0.688236357556022
Symbol=CHEF|AnalysisDate=1/15/2025 12:00:00 AM|EPSSlope=0.0850000083446503|ProfitMarginSlope=0.0896120071411133|PriceSlope=0.00137447817873313|Volatility=1.20156145095825|Volume=0|Violation=False|Slope=0.00137447817873313|Score=1.05650086626369|AnnualizedReturn=1.41392355212947|SharpeRatio=0.0425417968628165|RSquared=0.747212156323814|BetaMonths=6|Beta=1.36159582436275
Symbol=GWRE|AnalysisDate=1/23/2025 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=0.576732635498047|PriceSlope=0.00259144431071057|Volatility=9.23863506317139|Volume=0|Violation=False|Slope=0.00259144431071057|Score=1.64525275178649|AnnualizedReturn=1.92138055419607|SharpeRatio=0.0124191989206939|RSquared=0.856286771609847|BetaMonths=6|Beta=1.97814067528778
TotalStopLimits=188
TotalStopLimits=189
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
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
@@ -381,3 +381,4 @@ Symbol=AWI|AnalysisDate=11/29/2024 12:00:00 AM|PreviousStop=132.039214677811|New
Symbol=GDDY|AnalysisDate=12/9/2024 12:00:00 AM|PreviousStop=166.572000379562|NewStop=188.870499305725|CurrentPriceLow=200.93|CurrentPriceClose=203.39|PriceTrendIndicatorSlope=1.3224583864212
Symbol=CLS|AnalysisDate=12/9/2024 12:00:00 AM|PreviousStop=76.8990858078003|NewStop=84.6699427032471|CurrentPriceLow=89.09|CurrentPriceClose=90.42|PriceTrendIndicatorSlope=0.404090076684952
Symbol=CLS|AnalysisDate=1/8/2025 12:00:00 AM|PreviousStop=84.6699427032471|NewStop=92.478657875061|CurrentPriceLow=97.71|CurrentPriceClose=102.47|PriceTrendIndicatorSlope=0.30290961265564
Symbol=GDDY|AnalysisDate=1/24/2025 12:00:00 AM|PreviousStop=188.870499305725|NewStop=191.86757270813|CurrentPriceLow=205.67|CurrentPriceClose=207.3|PriceTrendIndicatorSlope=0.0774514004588127