From 2007b2b73a0d2fa078f88b6904d6c5bdb1bab32d Mon Sep 17 00:00:00 2001 From: Sean Date: Fri, 3 Jan 2025 07:44:13 -0500 Subject: [PATCH] Daily --- Sessions/CMT20200817.txt | 17 +++++++++-------- 1 file changed, 9 insertions(+), 8 deletions(-) diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index a8ad5e5..3f42938 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,15 +1,15 @@ CMTSESSIONv1.00 -LastUpdated=1/1/2025 9:19:52 AM -TradeDate=12/31/2024 +LastUpdated=1/2/2025 8:18:29 PM +TradeDate=1/2/2025 StartDate=1/1/0001 -AnalysisDate=1/1/2025 +AnalysisDate=1/2/2025 CashBalance=9718.88142801047 NonTradeableCash=2621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=1/1/2025|BetaMonths=6|TradeDate=12/31/2024|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=1/2/2025|BetaMonths=6|TradeDate=1/2/2025|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=197.37|Exposure=1919.84|MarketValue=2565.81|GainLoss=645.97|GainLossPcnt=0.336470747562297|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=188.870499305725|TotalRiskExposure=229.1328|RMultiple=2.82R|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=92.3|Exposure=1748.01|MarketValue=3045.9|GainLoss=1297.89|GainLossPcnt=0.74249575231263|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=84.6699427032471|TotalRiskExposure=203.8212|RMultiple=6.37R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=12/9/2024 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=198.91|Exposure=1919.84|MarketValue=2585.83|GainLoss=665.99|GainLossPcnt=0.346898699891658|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=188.870499305725|TotalRiskExposure=229.1328|RMultiple=2.91R|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=93.07|Exposure=1748.01|MarketValue=3071.31|GainLoss=1323.3|GainLossPcnt=0.757032282424014|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=84.6699427032471|TotalRiskExposure=203.8212|RMultiple=6.49R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=12/9/2024 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. @@ -125,7 +125,7 @@ Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=11/14/2024 12:00:00 AM 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. Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=12/9/2024 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=149.2|Exposure=1861.86|MarketValue=3282.4|GainLoss=1420.54|GainLossPcnt=0.762968214581118|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=149.36765712738|TotalRiskExposure=219.6744|RMultiple=6.47R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=11/29/2024 12:00:00 AM|Comment=Manual close. Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=12/17/2024 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=149.86|Exposure=1234.35|MarketValue=1348.74|GainLoss=114.39|GainLossPcnt=0.0926722566532994|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=0.78R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=11/29/2024 12:00:00 AM|Comment=Closed due to trailing stop. -TotalCandidates=68 +TotalCandidates=69 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 Symbol=COHR|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.504999935626984|ProfitMarginSlope=1.24851703643799|PriceSlope=0.00379734486441915|Volatility=4.41972017288208|Volume=0|Violation=False|Slope=0.00379734486441915|Score=2.22930534027649|AnnualizedReturn=2.6036932186655|SharpeRatio=0.0928810185310622|RSquared=0.856208912899156|BetaMonths=6|Beta=4.28765342477497 Symbol=DY|AnalysisDate=10/16/2024 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=1.94165134429932|PriceSlope=0.0033969090645739|Volatility=3.43753790855408|Volume=0|Violation=False|Slope=0.0033969090645739|Score=2.17204971866482|AnnualizedReturn=2.35377655817816|SharpeRatio=0.226838463949279|RSquared=0.92279350438684|BetaMonths=6|Beta=1.79626067805289 @@ -155,7 +155,6 @@ Symbol=ATMU|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.059999942779541|Profit Symbol=EXPGY|AnalysisDate=9/26/2024 12:00:00 AM|EPSSlope=0.229999989271164|ProfitMarginSlope=38.5062599182129|PriceSlope=0.00160359872751205|Volatility=1.54919338226318|Volume=0|Violation=False|Slope=0.00160359872751205|Score=1.19292073262825|AnnualizedReturn=1.49796403980017|SharpeRatio=-0.233849310717912|RSquared=0.79636139515565|BetaMonths=6|Beta=1.54471773995146 Symbol=ERIC|AnalysisDate=10/22/2024 12:00:00 AM|EPSSlope=0.485000014305115|ProfitMarginSlope=1.78908920288086|PriceSlope=0.0017438650456247|Volatility=0.499520778656006|Volume=0|Violation=False|Slope=0.0017438650456247|Score=1.0633744385876|AnnualizedReturn=1.55185965857654|SharpeRatio=-0.0277587931471628|RSquared=0.685225904746433|BetaMonths=6|Beta=2.32741897503674 Symbol=SA|AnalysisDate=8/19/2024 12:00:00 AM|EPSSlope=0.150000005960464|ProfitMarginSlope=0|PriceSlope=0.00173188776666141|Volatility=0.848756074905396|Volume=0|Violation=False|Slope=0.00173188776666141|Score=1.02173299532397|AnnualizedReturn=1.54718278205239|SharpeRatio=-0.13465711431348|RSquared=0.660382863082671|BetaMonths=6|Beta=0.203194555479256 -Symbol=UFPT|AnalysisDate=7/5/2024 12:00:00 AM|EPSSlope=0.184999942779541|ProfitMarginSlope=0.557080268859863|PriceSlope=0.00201277417702222|Volatility=15.2716674804688|Volume=0|Violation=False|Slope=0.00201277417702222|Score=0.972758298803565|AnnualizedReturn=1.66066660760956|SharpeRatio=-0.121234242066565|RSquared=0.585763749536576|BetaMonths=6|Beta=2.05179935098118 Symbol=SMG|AnalysisDate=9/24/2024 12:00:00 AM|EPSSlope=0.754999876022339|ProfitMarginSlope=7.14919424057007|PriceSlope=0.0014745469743868|Volatility=4.35350179672241|Volume=0|Violation=False|Slope=0.0014745469743868|Score=0.957124643304191|AnnualizedReturn=1.45003230797379|SharpeRatio=-0.239411816121048|RSquared=0.660071253613401|BetaMonths=6|Beta=0.201732084415122 Symbol=TPB|AnalysisDate=7/11/2024 12:00:00 AM|EPSSlope=0.110000014305115|ProfitMarginSlope=1.36871528625488|PriceSlope=0.00147501631507765|Volatility=1.30976188182831|Volume=0|Violation=False|Slope=0.00147501631507765|Score=0.858287128860034|AnnualizedReturn=1.45020381902581|SharpeRatio=-0.282599614052671|RSquared=0.591838966081743|BetaMonths=6|Beta=0.735454893394854 Symbol=HL|AnalysisDate=9/13/2024 12:00:00 AM|EPSSlope=0.0350000001490116|ProfitMarginSlope=8.33174705505371|PriceSlope=0.00164724525672731|Volatility=0.405298799276352|Volume=0|Violation=False|Slope=0.00164724525672731|Score=0.804064621347017|AnnualizedReturn=1.51453097670349|SharpeRatio=-0.114318580946312|RSquared=0.530900083072011|BetaMonths=6|Beta=0.525842969199416 @@ -194,6 +193,8 @@ Symbol=ADTN|AnalysisDate=12/2/2024 12:00:00 AM|EPSSlope=0.264999866485596|Profit Symbol=TTMI|AnalysisDate=12/10/2024 12:00:00 AM|EPSSlope=0.25|ProfitMarginSlope=1.4373025894165|PriceSlope=0.0019275596811205|Volatility=0.557417511940002|Volume=0|Violation=False|Slope=0.0019275596811205|Score=1.17792619274745|AnnualizedReturn=1.62538553450078|SharpeRatio=0.0255618578745609|RSquared=0.724705719193712|BetaMonths=6|Beta=2.06315737425908 Symbol=ALK|AnalysisDate=12/10/2024 12:00:00 AM|EPSSlope=0.379999995231628|ProfitMarginSlope=4.34027671813965|PriceSlope=0.000947162345240178|Volatility=2.26391196250916|Volume=0|Violation=False|Slope=0.000947162345240178|Score=0.42999231746104|AnnualizedReturn=1.26957844335317|SharpeRatio=-0.159622284924786|RSquared=0.338689050457849|BetaMonths=6|Beta=0.929986047617511 Symbol=VNET|AnalysisDate=12/30/2024 12:00:00 AM|EPSSlope=0.100000023841858|ProfitMarginSlope=0.773027420043945|PriceSlope=0.00369362186949024|Volatility=0.374787569046021|Volume=0|Violation=False|Slope=0.00369362186949024|Score=1.63782582155531|AnnualizedReturn=2.53651910774696|SharpeRatio=0.083648374094191|RSquared=0.645698199770352|BetaMonths=6|Beta=5.74217581715003 +Symbol=DXPE|AnalysisDate=1/2/2025 12:00:00 AM|EPSSlope=0.170000076293945|ProfitMarginSlope=0.436066627502441|PriceSlope=0.00273843886927161|Volatility=1.92338371276855|Volume=0|Violation=False|Slope=0.00273843886927161|Score=1.36318663523894|AnnualizedReturn=1.99388818662756|SharpeRatio=0.252822200526356|RSquared=0.683682587810815|BetaMonths=6|Beta=4.56939298218947 +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 TotalStopLimits=187 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