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Sean
2026-02-04 20:37:07 -05:00
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commit 33f51f7128
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Sessions/CMT20200817.TXT
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@@ -1,16 +1,16 @@
CMTSESSIONv1.00
LastUpdated=2/3/2026 8:25:22 PM
TradeDate=2/3/2026
LastUpdated=2/4/2026 8:20:41 PM
TradeDate=2/4/2026
StartDate=1/1/0001
AnalysisDate=2/3/2026
AnalysisDate=2/4/2026
CashBalance=2596.76
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/3/2026|BetaMonths=6|TradeDate=2/3/2026|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|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=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/4/2026|BetaMonths=6|TradeDate=2/4/2026|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|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=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
PricingExceptions=0
TotalActivePositions=3
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=12.75|Exposure=1373.76|MarketValue=1836|GainLoss=462.24|GainLossPcnt=0.336477987421384|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=12.0339285671711|TotalRiskExposure=165.1968|RMultiple=2.80R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=213.49|Exposure=2208.91|MarketValue=2348.39|GainLoss=139.48|GainLossPcnt=0.0631442657238188|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=197.56385799408|TotalRiskExposure=264.3696|RMultiple=0.53R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=57.34|Exposure=1772.43|MarketValue=2350.94|GainLoss=578.51|GainLossPcnt=0.326393708073098|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=50.7683570289612|TotalRiskExposure=213.9708|RMultiple=2.70R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=12.1|Exposure=1373.76|MarketValue=1742.4|GainLoss=368.64|GainLossPcnt=0.268343815513627|PositionRiskDecimal=0.12|R=1.1472|C=166.144|P=144.825662482566|InitialStopLimit=8.4|TrailingStopLimit=12.0339285671711|TotalRiskExposure=165.1968|RMultiple=2.23R|Volatility=0.164089068770409|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Price changed on 10/21/2025 from $9.56 to $9.54
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=208.61|Exposure=2208.91|MarketValue=2294.71|GainLoss=85.8000000000002|GainLossPcnt=0.0388426871171755|PositionRiskDecimal=0.12|R=24.0336|C=276.15|P=11.490163770721|InitialStopLimit=176.71|TrailingStopLimit=197.56385799408|TotalRiskExposure=264.3696|RMultiple=0.32R|Volatility=3.68232583999634|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=56.54|Exposure=1772.43|MarketValue=2318.14|GainLoss=545.71|GainLossPcnt=0.307888040712468|PositionRiskDecimal=0.12|R=5.2188|C=218.4595|P=41.8601019391431|InitialStopLimit=38.04|TrailingStopLimit=50.7683570289612|TotalRiskExposure=213.9708|RMultiple=2.55R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=1/26/2026 12:00:00 AM|Comment=Price changed on 11/21/2025 from $43.49 to $43.23
TotalPositions=132
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.
@@ -144,7 +144,7 @@ Symbol=PAAS|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=10/21/2025 12:00:00 AM|
Symbol=DASH|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=11/6/2025 12:00:00 AM|Shares=14|PurchasePrice=265.85|CurrentPrice=209.01|Exposure=3721.9|MarketValue=2926.14|GainLoss=-795.760000000001|GainLossPcnt=-0.213804777129961|PositionRiskDecimal=0.12|R=31.8444|C=468.074|P=14.6987853437339|InitialStopLimit=233.95|TrailingStopLimit=233.95|TotalRiskExposure=445.8216|RMultiple=-1.78R|Volatility=5.87448072433472|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=HCI|PurchaseDate=11/6/2025 12:00:00 AM|SellDate=11/17/2025 12:00:00 AM|Shares=12|PurchasePrice=199.2|CurrentPrice=175.62|Exposure=2390.4|MarketValue=2107.44|GainLoss=-282.96|GainLossPcnt=-0.118373493975903|PositionRiskDecimal=0.12|R=23.4012|C=290.298|P=12.4052612686529|InitialStopLimit=175.3|TrailingStopLimit=175.3|TotalRiskExposure=280.8144|RMultiple=-1.01R|Volatility=8.70686626434326|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00 AM|Shares=10|PurchasePrice=114.35|CurrentPrice=105.51|Exposure=1143.5|MarketValue=1055.1|GainLoss=-88.3999999999999|GainLossPcnt=-0.0773065150852644|PositionRiskDecimal=0.12|R=148.962|C=201.1665|P=1.35045514963548|InitialStopLimit=100.62|TrailingStopLimit=105.51|TotalRiskExposure=1489.62|RMultiple=-0.06R|Volatility=19.877721786499|Volume=0|LastStopAdjustment=11/13/2025 12:00:00 AM|Comment=Manual close.
TotalCandidates=123
TotalCandidates=124
Symbol=SSRM|AnalysisDate=8/15/2025 12:00:00 AM|EPSSlope=0.184999987483025|ProfitMarginSlope=3.61750793457031|PriceSlope=0.00440687912324964|Volatility=1.86721098423004|Volume=0|Violation=False|Slope=0.00440687912324964|Score=2.84133441481988|AnnualizedReturn=3.03597777512076|SharpeRatio=0.345003979721487|RSquared=0.93588775191441|BetaMonths=6|Beta=0.846801161374031
Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=2.26086616516113|PriceSlope=0.00448679936177329|Volatility=1.03268754482269|Volume=0|Violation=False|Slope=0.00448679936177329|Score=2.66255318366838|AnnualizedReturn=3.09774193858814|SharpeRatio=0.335718769738377|RSquared=0.859514199843871|BetaMonths=6|Beta=0.824935419784389
Symbol=RYCEY|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.0249999910593033|ProfitMarginSlope=2.86403560638428|PriceSlope=0.00377742185948191|Volatility=0.317665636539459|Volume=0|Violation=False|Slope=0.00377742185948191|Score=2.3960549250413|AnnualizedReturn=2.59065388368147|SharpeRatio=0.325355777751677|RSquared=0.924884231017524|BetaMonths=6|Beta=1.39611806037306
@@ -193,7 +193,6 @@ Symbol=MCY|AnalysisDate=10/3/2025 12:00:00 AM|EPSSlope=0.934999942779541|ProfitM
Symbol=VITL|AnalysisDate=8/22/2025 12:00:00 AM|EPSSlope=0.00499999523162842|ProfitMarginSlope=1.38887023925781|PriceSlope=0.000455363083461419|Volatility=4.98714113235474|Volume=0|Violation=False|Slope=0.000455363083461419|Score=0.083100854866897|AnnualizedReturn=1.12159468333037|SharpeRatio=-0.244814541455398|RSquared=0.0740916982774419|BetaMonths=6|Beta=1.21500191244139
Symbol=CSIQ|AnalysisDate=10/31/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=7.77392435073853|PriceSlope=0.000623090718563301|Volatility=1.79284286499023|Volume=0|Violation=False|Slope=0.000623090718563301|Score=0.0807088026857748|AnnualizedReturn=1.1700176814875|SharpeRatio=-0.187760717880484|RSquared=0.0689808401725739|BetaMonths=6|Beta=1.33520035507038
Symbol=MUX|AnalysisDate=9/2/2025 12:00:00 AM|EPSSlope=0.155000001192093|ProfitMarginSlope=12.6074028015137|PriceSlope=0.000420282872695496|Volatility=0.892517030239105|Volume=0|Violation=False|Slope=0.000420282872695496|Score=0.0505830547931327|AnnualizedReturn=1.11172324440238|SharpeRatio=0.0664507478013526|RSquared=0.0454996826303873|BetaMonths=6|Beta=2.4677990769044
Symbol=SFTBY|AnalysisDate=8/7/2025 12:00:00 AM|EPSSlope=1.22000002861023|ProfitMarginSlope=0.558380126953125|PriceSlope=0.000366350110701213|Volatility=1.74778771400452|Volume=0|Violation=False|Slope=0.000366350110701213|Score=0.049223533570502|AnnualizedReturn=1.09671596490168|SharpeRatio=-0.0760058944445601|RSquared=0.0448826634660279|BetaMonths=6|Beta=2.88008663770941
Symbol=TV|AnalysisDate=9/5/2025 12:00:00 AM|EPSSlope=0.0250000059604645|ProfitMarginSlope=3.05452346801758|PriceSlope=0.000362561864863969|Volatility=0.196487531065941|Volume=0|Violation=False|Slope=0.000362561864863969|Score=0.0409861983117743|AnnualizedReturn=1.09566949779821|SharpeRatio=0.0530850799580673|RSquared=0.0374074466745106|BetaMonths=6|Beta=2.16132791096815
Symbol=IMOS|AnalysisDate=11/18/2025 12:00:00 AM|EPSSlope=0.0399999991059303|ProfitMarginSlope=1.49780511856079|PriceSlope=0.00022021307999562|Volatility=3.45910954475403|Volume=0|Violation=False|Slope=0.00022021307999562|Score=0.0232785327570433|AnnualizedReturn=1.05706235349833|SharpeRatio=-0.325433209217528|RSquared=0.0220219107037569|BetaMonths=6|Beta=2.37560627494608
Symbol=HL|AnalysisDate=8/29/2025 12:00:00 AM|EPSSlope=0.0249999985098839|ProfitMarginSlope=5.97112083435059|PriceSlope=0.000112741516887054|Volatility=0.264708667993546|Volume=0|Violation=False|Slope=0.000112741516887054|Score=0.00468681348236116|AnnualizedReturn=1.02881830020441|SharpeRatio=-0.341675964720262|RSquared=0.00455553082738707|BetaMonths=6|Beta=0.630190379108049
@@ -268,6 +267,8 @@ Symbol=IMPUY|AnalysisDate=1/21/2026 12:00:00 AM|EPSSlope=0.0449999570846558|Prof
Symbol=DJCO|AnalysisDate=1/22/2026 12:00:00 AM|EPSSlope=5.59500122070313|ProfitMarginSlope=1.92028045654297|PriceSlope=0.00103653342059142|Volatility=56.5604591369629|Volume=0|Violation=False|Slope=0.00103653342059142|Score=0.514040602442934|AnnualizedReturn=1.2984956758313|SharpeRatio=-0.254621308160333|RSquared=0.395873942447937|BetaMonths=6|Beta=0.099277071477156
Symbol=CHRW|AnalysisDate=2/2/2026 12:00:00 AM|EPSSlope=0.269999980926514|ProfitMarginSlope=0.217578887939453|PriceSlope=0.00283030469639152|Volatility=8.4896297454834|Volume=0|Violation=False|Slope=0.00283030469639152|Score=1.71148315984644|AnnualizedReturn=2.0405855143046|SharpeRatio=0.307159412556407|RSquared=0.838721606053196|BetaMonths=6|Beta=0.087660997135875
Symbol=ESE|AnalysisDate=2/3/2026 12:00:00 AM|EPSSlope=0.224999904632568|ProfitMarginSlope=0.619108200073242|PriceSlope=0.00158697187759386|Volatility=6.97307729721069|Volume=0|Violation=False|Slope=0.00158697187759386|Score=1.18648155347368|AnnualizedReturn=1.49170075178106|SharpeRatio=0.174575304512983|RSquared=0.795388453117723|BetaMonths=6|Beta=2.74229621964358
Symbol=PSMT|AnalysisDate=2/4/2026 12:00:00 AM|EPSSlope=0.0399999618530273|ProfitMarginSlope=0.120211601257324|PriceSlope=0.00180798609410317|Volatility=2.405846118927|Volume=0|Violation=False|Slope=0.00180798609410317|Score=1.41113759026035|AnnualizedReturn=1.57713907818754|SharpeRatio=0.0681514987864232|RSquared=0.894745181180874|BetaMonths=6|Beta=0.847087959435256
Symbol=DCI|AnalysisDate=2/4/2026 12:00:00 AM|EPSSlope=0.0800000429153442|ProfitMarginSlope=0.454849243164063|PriceSlope=0.00170455784568539|Volatility=1.97363579273224|Volume=0|Violation=False|Slope=0.00170455784568539|Score=1.31671434176791|AnnualizedReturn=1.53656372692812|SharpeRatio=-0.0863957755266661|RSquared=0.856921401106001|BetaMonths=6|Beta=0.807390077629777
TotalStopLimits=211
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|StopLimitId=
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|StopLimitId=