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Sean
2024-10-10 21:05:58 -04:00
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=10/8/2024 11:04:32 PM
TradeDate=10/8/2024
LastUpdated=10/9/2024 10:39:14 PM
TradeDate=10/9/2024
StartDate=1/1/0001
AnalysisDate=10/8/2024
AnalysisDate=10/9/2024
CashBalance=2414.21
NonTradeableCash=3621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/8/2024|BetaMonths=6|TradeDate=10/8/2024|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=10/9/2024|BetaMonths=6|TradeDate=10/9/2024|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=6
Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=115.11|Exposure=1861.86|MarketValue=2532.42|GainLoss=670.56|GainLossPcnt=0.360155973059199|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=99.1302153301239|TotalRiskExposure=219.6744|RMultiple=3.05R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=9/30/2024 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=160.12|Exposure=1919.84|MarketValue=2081.56|GainLoss=161.72|GainLossPcnt=0.0842361863488623|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=147.743786468506|TotalRiskExposure=229.1328|RMultiple=0.71R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=8/12/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=60.75|Exposure=1123.85|MarketValue=1154.25|GainLoss=30.4000000000001|GainLossPcnt=0.0270498732037194|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.2512143743038|TotalRiskExposure=134.862|RMultiple=0.23R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=9/11/2024 12:00:00 AM
Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=96.04|CurrentPrice=106.95|Exposure=864.36|MarketValue=962.55|GainLoss=98.1900000000001|GainLossPcnt=0.11359850062474|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=98.7737852478027|TotalRiskExposure=103.464|RMultiple=0.95R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04
Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=166.62|Exposure=933.12|MarketValue=999.72|GainLoss=66.5999999999999|GainLossPcnt=0.0713734567901233|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=149.862283878326|TotalRiskExposure=112.3848|RMultiple=0.59R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=9/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=55.71|Exposure=1748.01|MarketValue=1838.43|GainLoss=90.4200000000001|GainLossPcnt=0.0517273928638853|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=48.4769280147553|TotalRiskExposure=203.8212|RMultiple=0.44R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=10/8/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=113.8|Exposure=1861.86|MarketValue=2503.6|GainLoss=641.74|GainLossPcnt=0.344676828547796|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=99.1302153301239|TotalRiskExposure=219.6744|RMultiple=2.92R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=9/30/2024 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=161.21|Exposure=1919.84|MarketValue=2095.73|GainLoss=175.89|GainLossPcnt=0.0916170097508125|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=149.300500087738|TotalRiskExposure=229.1328|RMultiple=0.77R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=10/9/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=60.96|Exposure=1123.85|MarketValue=1158.24|GainLoss=34.3900000000001|GainLossPcnt=0.0306001690617076|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.2512143743038|TotalRiskExposure=134.862|RMultiple=0.26R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=9/11/2024 12:00:00 AM
Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=96.04|CurrentPrice=106.77|Exposure=864.36|MarketValue=960.93|GainLoss=96.5699999999999|GainLossPcnt=0.111724281549354|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=98.7737852478027|TotalRiskExposure=103.464|RMultiple=0.93R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04
Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=167.67|Exposure=933.12|MarketValue=1006.02|GainLoss=72.8999999999999|GainLossPcnt=0.0781249999999998|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=149.862283878326|TotalRiskExposure=112.3848|RMultiple=0.65R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=9/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=58.1|Exposure=1748.01|MarketValue=1917.3|GainLoss=169.29|GainLossPcnt=0.0968472720407778|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=48.4769280147553|TotalRiskExposure=203.8212|RMultiple=0.83R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=10/8/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
TotalPositions=108
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.
@@ -195,7 +195,7 @@ Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|Profit
Symbol=DUOL|AnalysisDate=9/27/2024 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=0.159549713134766|PriceSlope=0.000499611476279446|Volatility=24.4930515289307|Volume=0|Violation=False|Slope=0.000499611476279446|Score=0.0844076398197534|AnnualizedReturn=1.13417111844635|SharpeRatio=-0.0465441871660018|RSquared=0.0744223146286601|BetaMonths=6|Beta=1.10385627757643
Symbol=MUX|AnalysisDate=4/26/2024 12:00:00 AM|EPSSlope=1.79499983787537|ProfitMarginSlope=16.6654930114746|PriceSlope=0.000450635889337564|Volatility=0.42183917760849|Volume=0|Violation=False|Slope=0.000450635889337564|Score=0.0526349865145864|AnnualizedReturn=1.12025937589204|SharpeRatio=-0.129216812259056|RSquared=0.0469846427062254|BetaMonths=6|Beta=2.05925936443511
Symbol=SFM|AnalysisDate=10/8/2024 12:00:00 AM|EPSSlope=0.149999976158142|ProfitMarginSlope=0.707151412963867|PriceSlope=0.00423261216146586|Volatility=2.9260733127594|Volume=0|Violation=False|Slope=0.00423261216146586|Score=2.84187426479609|AnnualizedReturn=2.90553710973736|SharpeRatio=0.440962758406201|RSquared=0.978089130327084|BetaMonths=6|Beta=1.20197684129951
TotalStopLimits=175
TotalStopLimits=176
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
@@ -371,3 +371,4 @@ Symbol=SFM|AnalysisDate=9/30/2024 12:00:00 AM|PreviousStop=91.1591432094574|NewS
Symbol=LPX|AnalysisDate=9/30/2024 12:00:00 AM|PreviousStop=87.9475710868835|NewStop=98.7737852478027|CurrentPriceLow=106.39|CurrentPriceClose=107.46|PriceTrendIndicatorSlope=0.919082701206207
Symbol=PPC|AnalysisDate=10/2/2024 12:00:00 AM|PreviousStop=39.99|NewStop=43.7971428728104|CurrentPriceLow=47.51|CurrentPriceClose=47.86|PriceTrendIndicatorSlope=0.0566316321492195
Symbol=CLS|AnalysisDate=10/8/2024 12:00:00 AM|PreviousStop=46.61|NewStop=48.4769280147553|CurrentPriceLow=54.52|CurrentPriceClose=55.71|PriceTrendIndicatorSlope=0.471097737550735
Symbol=GDDY|AnalysisDate=10/9/2024 12:00:00 AM|PreviousStop=147.743786468506|NewStop=149.300500087738|CurrentPriceLow=159.18|CurrentPriceClose=161.21|PriceTrendIndicatorSlope=0.165323063731194