diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index 4895f78..72bfda6 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,19 +1,18 @@ CMTSESSIONv1.00 -LastUpdated=4/18/2024 7:07:39 AM -TradeDate=4/16/2024 +LastUpdated=4/18/2024 1:33:55 PM +TradeDate=4/17/2024 StartDate=1/1/0001 AnalysisDate=4/18/2024 -CashBalance=1518.74 +CashBalance=2788.12 NonTradeableCash=6121.73 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/18/2024|BetaMonths=6|TradeDate=4/16/2024|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=4/18/2024|BetaMonths=6|TradeDate=4/17/2024|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=5 -Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1329.06|Exposure=890.97|MarketValue=1329.06|GainLoss=438.09|GainLossPcnt=0.491700057240984|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1269.95986206055|TotalRiskExposure=105.9816|RMultiple=4.13R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=4/3/2024 12:00:00 AM|Comment=Price changed on 10/16/2023 from $883.18 to $890.97 -Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=39.11|Exposure=2085.16|MarketValue=3011.47|GainLoss=926.31|GainLossPcnt=0.44423929098966|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=3.72R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08 -Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=32|PurchasePrice=27.92|CurrentPrice=45.71|Exposure=893.44|MarketValue=1462.72|GainLoss=569.28|GainLossPcnt=0.637177650429799|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=42.71468542099|TotalRiskExposure=107.2128|RMultiple=5.31R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=4/10/2024 12:00:00 AM -Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=71.72|Exposure=714|MarketValue=1004.08|GainLoss=290.08|GainLossPcnt=0.406274509803921|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=61.4372853422165|TotalRiskExposure=84.504|RMultiple=3.43R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00 -Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=17.63|Exposure=538.2|MarketValue=528.9|GainLoss=-9.30000000000007|GainLossPcnt=-0.0172798216276478|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3562140703201|TotalRiskExposure=72.648|RMultiple=-0.13R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=4/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94 -TotalPositions=94 +TotalActivePositions=4 +Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=37.06|Exposure=2085.16|MarketValue=2853.62|GainLoss=768.46|GainLossPcnt=0.368537666174299|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=3.09R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08 +Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=32|PurchasePrice=27.92|CurrentPrice=44.62|Exposure=893.44|MarketValue=1427.84|GainLoss=534.4|GainLossPcnt=0.598137535816619|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=42.71468542099|TotalRiskExposure=107.2128|RMultiple=4.98R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=4/10/2024 12:00:00 AM +Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=69.91|Exposure=714|MarketValue=978.74|GainLoss=264.74|GainLossPcnt=0.37078431372549|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=61.4372853422165|TotalRiskExposure=84.504|RMultiple=3.13R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00 +Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=17.75|Exposure=538.2|MarketValue=532.5|GainLoss=-5.70000000000005|GainLossPcnt=-0.0105908584169455|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3562140703201|TotalRiskExposure=72.648|RMultiple=-0.08R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=4/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94 +TotalPositions=95 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. @@ -108,6 +107,7 @@ Symbol=UFPT|PurchaseDate=11/29/2023 12:00:00 AM|SellDate=1/23/2024 12:00:00 AM|S Symbol=AMPH|PurchaseDate=11/9/2023 12:00:00 AM|SellDate=2/21/2024 12:00:00 AM|Shares=9|PurchasePrice=52|CurrentPrice=52.16|Exposure=468|MarketValue=469.44|GainLoss=1.43999999999994|GainLossPcnt=0.00307692307692295|PositionRiskDecimal=0.12|R=6.2892|C=57.64|P=9.16491763658335|InitialStopLimit=45.76|TrailingStopLimit=51.1286425495148|TotalRiskExposure=56.6028|RMultiple=0.03R|Volatility=3.85634922981262|Volume=0|LastStopAdjustment=12/14/2023 12:00:00 AM|Comment=Closed due to DMA break Symbol=PLAB|PurchaseDate=11/14/2023 12:00:00 AM|SellDate=2/21/2024 12:00:00 AM|Shares=22|PurchasePrice=21.38|CurrentPrice=27.89|Exposure=470.36|MarketValue=613.58|GainLoss=143.22|GainLossPcnt=0.304490177736202|PositionRiskDecimal=0.12|R=2.5548|C=58.09|P=22.7375919837169|InitialStopLimit=18.81|TrailingStopLimit=29.0321999263763|TotalRiskExposure=56.2056|RMultiple=2.55R|Volatility=0.868534803390503|Volume=0|LastStopAdjustment=2/8/2024 12:00:00 AM|Comment=Manual close. Symbol=NEU|PurchaseDate=2/20/2024 12:00:00 AM|SellDate=4/18/2024 12:00:00 AM|Shares=1|PurchasePrice=609.01|CurrentPrice=583.22|Exposure=609.01|MarketValue=583.22|GainLoss=-25.79|GainLossPcnt=-0.0423474162985829|PositionRiskDecimal=0.12|R=73.0956|C=73.588|P=1.00673638358533|InitialStopLimit=535.93|TrailingStopLimit=590.138356208801|TotalRiskExposure=73.0956|RMultiple=-0.35R|Volatility=10.5676956176758|Volume=0|LastStopAdjustment=4/2/2024 12:00:00 AM|Comment=Closed due to trailing stop. +Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=4/18/2024 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1269.38|Exposure=890.97|MarketValue=1269.38|GainLoss=378.41|GainLossPcnt=0.424716881600952|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1269.95986206055|TotalRiskExposure=105.9816|RMultiple=3.57R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=4/3/2024 12:00:00 AM|Comment=Manual close. TotalCandidates=75 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 Symbol=STRL|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.145000100135803|ProfitMarginSlope=0.548023700714111|PriceSlope=0.00403803166043144|Volatility=5.82334184646606|Volume=0|Violation=False|Slope=0.00403803166043144|Score=2.36464416896168|AnnualizedReturn=2.76650275286998|SharpeRatio=0.0960673149066786|RSquared=0.854741303441172|BetaMonths=6|Beta=2.83705250051472