diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index a321c09..93b2716 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,19 +1,19 @@ CMTSESSIONv1.00 -LastUpdated=8/15/2024 8:16:20 PM -TradeDate=8/15/2024 +LastUpdated=8/16/2024 11:07:45 PM +TradeDate=8/16/2024 StartDate=1/1/0001 -AnalysisDate=8/15/2024 +AnalysisDate=8/16/2024 CashBalance=1292.51 NonTradeableCash=4621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/15/2024|BetaMonths=6|TradeDate=8/15/2024|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=8/16/2024|BetaMonths=6|TradeDate=8/16/2024|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 PricingExceptions=0 TotalActivePositions=6 -Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=313.31|Exposure=933.68|MarketValue=1253.24|GainLoss=319.56|GainLossPcnt=0.342258589666695|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=269.998358821869|TotalRiskExposure=112.3104|RMultiple=2.85R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=7/24/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42 -Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=17|PurchasePrice=111.54|CurrentPrice=123.15|Exposure=1896.18|MarketValue=2093.55|GainLoss=197.37|GainLossPcnt=0.104088219472835|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=100.915784378052|TotalRiskExposure=226.3992|RMultiple=0.87R|Volatility=13.2911081314087|Volume=0|LastStopAdjustment=7/31/2024 12:00:00 AM|Comment=Price changed on 7/19/2024 from $110.98 to $111.54 -Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=98.4|Exposure=1861.86|MarketValue=2164.8|GainLoss=302.94|GainLossPcnt=0.162708259482453|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=89.0117860126495|TotalRiskExposure=219.6744|RMultiple=1.38R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=7/30/2024 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=162.45|Exposure=1919.84|MarketValue=2111.85|GainLoss=192.01|GainLossPcnt=0.100013542795233|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=147.743786468506|TotalRiskExposure=229.1328|RMultiple=0.84R|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=59.81|Exposure=1123.85|MarketValue=1136.39|GainLoss=12.5400000000002|GainLossPcnt=0.0111580726965344|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.1399284744263|TotalRiskExposure=134.862|RMultiple=0.09R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=8/12/2024 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=95.53|Exposure=864.36|MarketValue=859.77|GainLoss=-4.59000000000003|GainLossPcnt=-0.00531028738025826|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=84.52|TotalRiskExposure=103.464|RMultiple=-0.04R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04 +Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=309.75|Exposure=933.68|MarketValue=1239|GainLoss=305.32|GainLossPcnt=0.327007111644247|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=269.998358821869|TotalRiskExposure=112.3104|RMultiple=2.72R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=7/24/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42 +Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=17|PurchasePrice=111.54|CurrentPrice=121.12|Exposure=1896.18|MarketValue=2059.04|GainLoss=162.86|GainLossPcnt=0.0858884705038551|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=100.915784378052|TotalRiskExposure=226.3992|RMultiple=0.72R|Volatility=13.2911081314087|Volume=0|LastStopAdjustment=7/31/2024 12:00:00 AM|Comment=Price changed on 7/19/2024 from $110.98 to $111.54 +Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=98.74|Exposure=1861.86|MarketValue=2172.28|GainLoss=310.42|GainLossPcnt=0.166725747370909|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=89.0117860126495|TotalRiskExposure=219.6744|RMultiple=1.41R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=7/30/2024 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=163.6|Exposure=1919.84|MarketValue=2126.8|GainLoss=206.96|GainLossPcnt=0.107800650054171|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=147.743786468506|TotalRiskExposure=229.1328|RMultiple=0.90R|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=59.55|Exposure=1123.85|MarketValue=1131.45|GainLoss=7.60000000000014|GainLossPcnt=0.00676246830092996|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.1399284744263|TotalRiskExposure=134.862|RMultiple=0.06R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=8/12/2024 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=94.08|Exposure=864.36|MarketValue=846.72|GainLoss=-17.64|GainLossPcnt=-0.0204081632653061|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=84.52|TotalRiskExposure=103.464|RMultiple=-0.17R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04 TotalPositions=105 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. @@ -120,7 +120,7 @@ Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=7/25/2024 12:00:00 AM|Sha Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=8/2/2024 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=306.17|Exposure=1144|MarketValue=1224.68|GainLoss=80.6800000000001|GainLossPcnt=0.0705244755244756|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=309.682215805054|TotalRiskExposure=141.0336|RMultiple=0.57R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=6/28/2024 12:00:00 AM|Comment=Manual close. Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=8/5/2024 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=16.45|Exposure=833.56|MarketValue=855.4|GainLoss=21.8399999999999|GainLossPcnt=0.0262008733624453|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.8027858674526|TotalRiskExposure=99.528|RMultiple=0.22R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=7/16/2024 12:00:00 AM|Comment=Manual close. Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=8/8/2024 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=18.57|Exposure=538.2|MarketValue=557.1|GainLoss=18.9|GainLossPcnt=0.0351170568561872|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.6699286651611|TotalRiskExposure=72.648|RMultiple=0.26R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=7/10/2024 12:00:00 AM|Comment=Manual close. -TotalCandidates=69 +TotalCandidates=74 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=FTAI|AnalysisDate=7/1/2024 12:00:00 AM|EPSSlope=0.0450000762939453|ProfitMarginSlope=0.136070251464844|PriceSlope=0.00454357233672931|Volatility=7.29171085357666|Volume=0|Violation=False|Slope=0.00454357233672931|Score=2.99080463200972|AnnualizedReturn=3.14237922779211|SharpeRatio=0.577907369917711|RSquared=0.95176438462875|BetaMonths=6|Beta=0.321653767269051 Symbol=CRWD|AnalysisDate=6/17/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=0.189945220947266|PriceSlope=0.00424878609614124|Volatility=30.9847888946533|Volume=0|Violation=False|Slope=0.00424878609614124|Score=2.68272700801428|AnnualizedReturn=2.91740375632298|SharpeRatio=0.0681199572892702|RSquared=0.919559729159848|BetaMonths=6|Beta=2.8953073196121 @@ -190,6 +190,11 @@ Symbol=TNDM|AnalysisDate=5/16/2024 12:00:00 AM|EPSSlope=0.634999990463257|Profit 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=TGB|AnalysisDate=4/3/2024 12:00:00 AM|EPSSlope=0.0899999961256981|ProfitMarginSlope=12.9627561569214|PriceSlope=0.000189206722761466|Volatility=0.169696688652039|Volume=0|Violation=False|Slope=0.000189206722761466|Score=0.00944988229061901|AnnualizedReturn=1.04883507315961|SharpeRatio=-0.143638023784294|RSquared=0.00900988394881881|BetaMonths=6|Beta=2.34862441361982 Symbol=SIGA|AnalysisDate=3/26/2024 12:00:00 AM|EPSSlope=0.514999985694885|ProfitMarginSlope=1.93044662475586|PriceSlope=2.45024138956762E-06|Volatility=1.61271977424622|Volume=0|Violation=False|Slope=2.45024138956762E-06|Score=2.42105155098967E-06|AnnualizedReturn=1.00061765149834|SharpeRatio=-0.619522729780235|RSquared=2.41955710791664E-06|BetaMonths=6|Beta=0.124166976785735 +Symbol=SFM|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.149999976158142|ProfitMarginSlope=0.707151412963867|PriceSlope=0.00381657963634926|Volatility=3.66612553596497|Volume=0|Violation=False|Slope=0.00381657963634926|Score=2.5091743580148|AnnualizedReturn=2.61634437921105|SharpeRatio=0.376647235683559|RSquared=0.959038258859271|BetaMonths=6|Beta=2.05998073695779 +Symbol=GDDY|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.235000133514404|ProfitMarginSlope=0.122098922729492|PriceSlope=0.00326584857965853|Volatility=7.45430517196655|Volume=0|Violation=False|Slope=0.00326584857965853|Score=2.15099354215612|AnnualizedReturn=2.27730754098459|SharpeRatio=0.0262601461707955|RSquared=0.944533622905465|BetaMonths=6|Beta=0.844037935623672 +Symbol=BRFS|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.185000002384186|ProfitMarginSlope=2.1459264755249|PriceSlope=0.0031266525381264|Volatility=0.27684211730957|Volume=0|Violation=False|Slope=0.0031266525381264|Score=1.99063736703717|AnnualizedReturn=2.19881029613259|SharpeRatio=0.0434515822210558|RSquared=0.905324743357095|BetaMonths=6|Beta=0.196279925728484 +Symbol=GVA|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.544999957084656|ProfitMarginSlope=2.55759525299072|PriceSlope=0.00248042324715167|Volatility=0.809173583984375|Volume=0|Violation=False|Slope=0.00248042324715167|Score=1.67724374560893|AnnualizedReturn=1.86837049564925|SharpeRatio=-0.066037007524222|RSquared=0.897704041845348|BetaMonths=6|Beta=1.16311339060585 +Symbol=ATMU|AnalysisDate=8/16/2024 12:00:00 AM|EPSSlope=0.059999942779541|ProfitMarginSlope=2.03512287139893|PriceSlope=0.00197075252167002|Volatility=1.29760539531708|Volume=0|Violation=False|Slope=0.00197075252167002|Score=1.20148001747079|AnnualizedReturn=1.6431738326899|SharpeRatio=-0.203400035346686|RSquared=0.73119471206765|BetaMonths=6|Beta=0.423504254885144 TotalStopLimits=166 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