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sell HNI

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Sean
2024-06-10 21:24:47 -04:00
parent 9446e663db
commit 26fe4c2ccc
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Sessions/CMT20200817.txt
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@@ -1,20 +1,19 @@
CMTSESSIONv1.00
LastUpdated=6/7/2024 11:20:23 PM
LastUpdated=6/10/2024 9:23:16 PM
TradeDate=6/7/2024
StartDate=1/1/0001
AnalysisDate=6/7/2024
CashBalance=2605.68
AnalysisDate=6/10/2024
CashBalance=4741.59
NonTradeableCash=4621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/7/2024|BetaMonths=6|TradeDate=6/7/2024|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=6/10/2024|BetaMonths=6|TradeDate=6/7/2024|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
TotalActivePositions=5
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.38|Exposure=538.2|MarketValue=611.4|GainLoss=73.1999999999999|GainLossPcnt=0.136008918617614|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=1.01R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=253.28|Exposure=933.68|MarketValue=1013.12|GainLoss=79.4400000000001|GainLossPcnt=0.0850826835746723|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=0.71R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=301.9|Exposure=1144|MarketValue=1207.6|GainLoss=63.5999999999999|GainLossPcnt=0.0555944055944055|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.45R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=14.84|Exposure=833.56|MarketValue=771.68|GainLoss=-61.8800000000001|GainLossPcnt=-0.0742358078602621|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.62R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=44.2|Exposure=2247.14|MarketValue=2165.8|GainLoss=-81.3399999999997|GainLossPcnt=-0.0361971216746619|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=-0.30R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Price changed on 5/20/2024 from $45.98 to $45.86
Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=571.45|Exposure=1695.93|MarketValue=1714.35|GainLoss=18.4200000000003|GainLossPcnt=0.010861297341282|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=497.47|TotalRiskExposure=202.2228|RMultiple=0.09R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
TotalPositions=99
TotalPositions=100
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.
Symbol=POOL|PurchaseDate=9/1/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=2|PurchasePrice=332.21|CurrentPrice=288.44|Exposure=664.42|MarketValue=576.88|GainLoss=-87.54|GainLossPcnt=-0.131754011017128|PositionRiskDecimal=0.12|R=39.5904|C=80.0065|P=2.02085606611704|InitialStopLimit=290.3296|TrailingStopLimit=290.3296|TotalRiskExposure=79.1808|RMultiple=-1.11R|Volatility=4.28818368911743|Volume=259404|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
@@ -114,6 +113,7 @@ Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=4/19/2024 12:00:00 AM|Shar
Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=5/8/2024 12:00:00 AM|Shares=4|PurchasePrice=169.22|CurrentPrice=151.37|Exposure=676.88|MarketValue=605.48|GainLoss=-71.4|GainLossPcnt=-0.105483985344522|PositionRiskDecimal=0.12|R=20.6532|C=102.358|P=4.95603586853369|InitialStopLimit=151.46|TrailingStopLimit=151.46|TotalRiskExposure=82.6128|RMultiple=-0.86R|Volatility=4.65934801101685|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=5/17/2024 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=36.07|Exposure=2085.16|MarketValue=2777.39|GainLoss=692.23|GainLossPcnt=0.331979320531758|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=2.78R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Manual close.
Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=6/4/2024 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=78.42|Exposure=714|MarketValue=1097.88|GainLoss=383.88|GainLossPcnt=0.53764705882353|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=78.4481719017029|TotalRiskExposure=84.504|RMultiple=4.54R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/31/2024 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=HNI|PurchaseDate=5/17/2024 12:00:00 AM|SellDate=6/10/2024 12:00:00 AM|Shares=49|PurchasePrice=45.86|CurrentPrice=43.59|Exposure=2247.14|MarketValue=2135.91|GainLoss=-111.23|GainLossPcnt=-0.0494984736153509|PositionRiskDecimal=0.12|R=5.5176|C=272.5435|P=49.3952986805858|InitialStopLimit=40.36|TrailingStopLimit=43.6133572387695|TotalRiskExposure=270.3624|RMultiple=-0.41R|Volatility=1.81974124908447|Volume=0|LastStopAdjustment=6/3/2024 12:00:00 AM|Comment=Manual close.
TotalCandidates=85
Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252
Symbol=XPO|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.650000035762787|ProfitMarginSlope=0.792221069335938|PriceSlope=0.00470998447682055|Volatility=13.2911081314087|Volume=0|Violation=False|Slope=0.00470998447682055|Score=2.94424897260559|AnnualizedReturn=3.27695975358198|SharpeRatio=0.11096060540031|RSquared=0.898469677385352|BetaMonths=6|Beta=1.06420729450165