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Sean Kessler
2024-03-11 23:39:44 -04:00
parent 2e35a02638
commit 2d2bff7a0e
1 changed files with 12 additions and 11 deletions
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=3/7/2024 10:59:23 PM
TradeDate=3/7/2024
LastUpdated=3/8/2024 10:05:29 PM
TradeDate=3/8/2024
StartDate=1/1/0001
AnalysisDate=3/7/2024
AnalysisDate=3/8/2024
CashBalance=935.52
NonTradeableCash=6121.73
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/7/2024|BetaMonths=6|TradeDate=3/7/2024|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=3/8/2024|BetaMonths=6|TradeDate=3/8/2024|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
PricingExceptions=0
TotalActivePositions=6
Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1407.01|Exposure=890.97|MarketValue=1407.01|GainLoss=516.04|GainLossPcnt=0.579188973815055|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1182.1635710907|TotalRiskExposure=105.9816|RMultiple=4.87R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=2/22/2024 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=39.25|Exposure=2085.16|MarketValue=3022.25|GainLoss=937.09|GainLossPcnt=0.449409158050222|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=31.5525711941719|TotalRiskExposure=248.7408|RMultiple=3.77R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=2/29/2024 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=47.37|Exposure=893.44|MarketValue=1515.84|GainLoss=622.4|GainLossPcnt=0.696633237822349|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=32.95149995327|TotalRiskExposure=107.2128|RMultiple=5.81R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=2/8/2024 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=58.69|Exposure=714|MarketValue=821.66|GainLoss=107.66|GainLossPcnt=0.15078431372549|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=51.4342853832245|TotalRiskExposure=84.504|RMultiple=1.27R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
Symbol=NEU|PurchaseDate=2/20/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=609.01|CurrentPrice=623.6|Exposure=609.01|MarketValue=623.6|GainLoss=14.59|GainLossPcnt=0.0239569136795784|PositionRiskDecimal=0.12|R=73.0956|C=73.588|P=1.00673638358533|InitialStopLimit=535.93|TrailingStopLimit=584.230923309326|TotalRiskExposure=73.0956|RMultiple=0.20R|Volatility=10.5676956176758|Volume=0|LastStopAdjustment=2/26/2024 12:00:00 AM|Comment=Price changed on 2/21/2024 from $609.13 to $609.01
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=18.63|Exposure=538.2|MarketValue=558.9|GainLoss=20.6999999999999|GainLossPcnt=0.0384615384615383|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3189284300804|TotalRiskExposure=72.648|RMultiple=0.28R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1308.72|Exposure=890.97|MarketValue=1308.72|GainLoss=417.75|GainLossPcnt=0.46887100575777|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1182.1635710907|TotalRiskExposure=105.9816|RMultiple=3.94R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=2/22/2024 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=38.93|Exposure=2085.16|MarketValue=2997.61|GainLoss=912.45|GainLossPcnt=0.437592319054653|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=31.5525711941719|TotalRiskExposure=248.7408|RMultiple=3.67R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=2/29/2024 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=46.1|Exposure=893.44|MarketValue=1475.2|GainLoss=581.76|GainLossPcnt=0.651146131805158|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=32.95149995327|TotalRiskExposure=107.2128|RMultiple=5.43R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=2/8/2024 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=57|Exposure=714|MarketValue=798|GainLoss=84|GainLossPcnt=0.117647058823529|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=51.4342853832245|TotalRiskExposure=84.504|RMultiple=0.99R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
Symbol=NEU|PurchaseDate=2/20/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=1|PurchasePrice=609.01|CurrentPrice=615.36|Exposure=609.01|MarketValue=615.36|GainLoss=6.35000000000002|GainLossPcnt=0.0104267581813107|PositionRiskDecimal=0.12|R=73.0956|C=73.588|P=1.00673638358533|InitialStopLimit=535.93|TrailingStopLimit=584.230923309326|TotalRiskExposure=73.0956|RMultiple=0.09R|Volatility=10.5676956176758|Volume=0|LastStopAdjustment=2/26/2024 12:00:00 AM|Comment=Price changed on 2/21/2024 from $609.13 to $609.01
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=18.49|Exposure=538.2|MarketValue=554.7|GainLoss=16.4999999999999|GainLossPcnt=0.0306577480490522|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=16.3189284300804|TotalRiskExposure=72.648|RMultiple=0.23R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=2/28/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
TotalPositions=93
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.
@@ -108,7 +108,7 @@ Symbol=MANH|PurchaseDate=12/5/2023 12:00:00 AM|SellDate=1/4/2024 12:00:00 AM|Sha
Symbol=UFPT|PurchaseDate=11/29/2023 12:00:00 AM|SellDate=1/23/2024 12:00:00 AM|Shares=3|PurchasePrice=171.87|CurrentPrice=152.2|Exposure=515.61|MarketValue=456.6|GainLoss=-59.01|GainLossPcnt=-0.114446965729912|PositionRiskDecimal=0.12|R=20.6244|C=81.892|P=3.97063672155311|InitialStopLimit=151.2456|TrailingStopLimit=152.889928913116|TotalRiskExposure=61.8732|RMultiple=-0.95R|Volatility=9.61385440826416|Volume=0|LastStopAdjustment=12/13/2023 12:00:00 AM|Comment=Manual close.
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.
TotalCandidates=60
TotalCandidates=61
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
Symbol=NVDA|AnalysisDate=1/10/2024 12:00:00 AM|EPSSlope=1.71500015258789|ProfitMarginSlope=4.66203308105469|PriceSlope=0.00399962884343909|Volatility=19.6822376251221|Volume=0|Violation=False|Slope=0.00399962884343909|Score=2.26638235958612|AnnualizedReturn=2.73985902554854|SharpeRatio=0.380241182115924|RSquared=0.8271894058974|BetaMonths=6|Beta=1.32283271801082
@@ -169,6 +169,7 @@ Symbol=PSN|AnalysisDate=3/1/2024 12:00:00 AM|EPSSlope=0.074999988079071|ProfitMa
Symbol=WDC|AnalysisDate=3/1/2024 12:00:00 AM|EPSSlope=0.240000009536743|ProfitMarginSlope=6.39190006256104|PriceSlope=0.00203436882293156|Volatility=2.62026214599609|Volume=0|Violation=False|Slope=0.00203436882293156|Score=1.44837444560885|AnnualizedReturn=1.6697283414044|SharpeRatio=-0.0709978257262368|RSquared=0.867431192064828|BetaMonths=6|Beta=1.40649936327287
Symbol=DVA|AnalysisDate=3/5/2024 12:00:00 AM|EPSSlope=0.514999866485596|ProfitMarginSlope=0.271597862243652|PriceSlope=0.00107258475287879|Volatility=4.6066722869873|Volume=0|Violation=False|Slope=0.00107258475287879|Score=0.470362167259033|AnnualizedReturn=1.31034617460244|SharpeRatio=-0.0840636504701466|RSquared=0.358960232323143|BetaMonths=6|Beta=3.12139650224771
Symbol=ASML|AnalysisDate=3/7/2024 12:00:00 AM|EPSSlope=0.449999809265137|ProfitMarginSlope=0.0100250244140625|PriceSlope=0.00097196036378699|Volatility=38.5083808898926|Volume=0|Violation=False|Slope=0.00097196036378699|Score=0.380310758482767|AnnualizedReturn=1.2775370078952|SharpeRatio=-0.083178801726235|RSquared=0.297690600062808|BetaMonths=6|Beta=2.11992387098915
Symbol=USLM|AnalysisDate=3/8/2024 12:00:00 AM|EPSSlope=0.539999961853027|ProfitMarginSlope=0.836313247680664|PriceSlope=0.00190692575933769|Volatility=13.2892723083496|Volume=0|Violation=False|Slope=0.00190692575933769|Score=1.32863307984894|AnnualizedReturn=1.616955873898|SharpeRatio=-0.189927401433293|RSquared=0.821687902123144|BetaMonths=6|Beta=1.51391993209927
TotalStopLimits=138
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