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Sean
2024-07-17 21:47:13 -04:00
parent 48fc50329f
commit 3cee5629af
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=7/15/2024 10:01:44 PM
TradeDate=7/15/2024
LastUpdated=7/16/2024 10:03:01 PM
TradeDate=7/16/2024
StartDate=1/1/0001
AnalysisDate=7/15/2024
AnalysisDate=7/16/2024
CashBalance=2981.59
NonTradeableCash=4621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=7/15/2024|BetaMonths=6|TradeDate=7/15/2024|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=7/16/2024|BetaMonths=6|TradeDate=7/16/2024|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=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=21.47|Exposure=538.2|MarketValue=644.1|GainLoss=105.9|GainLossPcnt=0.196767001114827|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.6699286651611|TotalRiskExposure=72.648|RMultiple=1.46R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=7/10/2024 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=288.1|Exposure=933.68|MarketValue=1152.4|GainLoss=218.72|GainLossPcnt=0.23425584782795|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=247.688002071381|TotalRiskExposure=112.3104|RMultiple=1.95R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=6/24/2024 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=340.91|Exposure=1144|MarketValue=1363.64|GainLoss=219.64|GainLossPcnt=0.191993006993007|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=309.682215805054|TotalRiskExposure=141.0336|RMultiple=1.56R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=6/28/2024 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=15.9|Exposure=833.56|MarketValue=826.8|GainLoss=-6.75999999999999|GainLossPcnt=-0.008109794135995|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.07R|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=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=616.01|Exposure=1695.93|MarketValue=1848.03|GainLoss=152.1|GainLossPcnt=0.0896853054076525|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=560.918435211182|TotalRiskExposure=202.2228|RMultiple=0.75R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=7/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=950.46|Exposure=1760|MarketValue=1900.92|GainLoss=140.92|GainLossPcnt=0.0800681818181819|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=829.77307510376|TotalRiskExposure=207.6|RMultiple=0.68R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=6/18/2024 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=22.07|Exposure=538.2|MarketValue=662.1|GainLoss=123.9|GainLossPcnt=0.230211817168339|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.6699286651611|TotalRiskExposure=72.648|RMultiple=1.71R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=7/10/2024 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=301.28|Exposure=933.68|MarketValue=1205.12|GainLoss=271.44|GainLossPcnt=0.29072058949533|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=247.688002071381|TotalRiskExposure=112.3104|RMultiple=2.42R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=6/24/2024 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=338.5|Exposure=1144|MarketValue=1354|GainLoss=210|GainLossPcnt=0.183566433566434|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=309.682215805054|TotalRiskExposure=141.0336|RMultiple=1.49R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=6/28/2024 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=16.69|Exposure=833.56|MarketValue=867.88|GainLoss=34.3200000000001|GainLossPcnt=0.0411728009981286|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.8027858674526|TotalRiskExposure=99.528|RMultiple=0.34R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=7/16/2024 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
Symbol=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=613.01|Exposure=1695.93|MarketValue=1839.03|GainLoss=143.1|GainLossPcnt=0.084378482602466|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=560.918435211182|TotalRiskExposure=202.2228|RMultiple=0.71R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=7/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=941.6|Exposure=1760|MarketValue=1883.2|GainLoss=123.2|GainLossPcnt=0.07|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=829.77307510376|TotalRiskExposure=207.6|RMultiple=0.59R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=6/18/2024 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
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.
@@ -194,7 +194,7 @@ Symbol=TPB|AnalysisDate=7/11/2024 12:00:00 AM|EPSSlope=0.110000014305115|ProfitM
Symbol=CTLT|AnalysisDate=7/11/2024 12:00:00 AM|EPSSlope=0.345000028610229|ProfitMarginSlope=2.05619239807129|PriceSlope=0.00132003712708456|Volatility=0.741820454597473|Volume=0|Violation=False|Slope=0.00132003712708456|Score=0.593341036545981|AnnualizedReturn=1.39465818423325|SharpeRatio=-0.188360827303716|RSquared=0.425438321198529|BetaMonths=6|Beta=0.67714143620916
Symbol=GWRE|AnalysisDate=7/15/2024 12:00:00 AM|EPSSlope=0.245000004768372|ProfitMarginSlope=2.47670745849609|PriceSlope=0.00209650839577818|Volatility=1.69943964481354|Volume=0|Violation=False|Slope=0.00209650839577818|Score=1.53304021972767|AnnualizedReturn=1.69608069482905|SharpeRatio=0.0122169850928867|RSquared=0.903872218109403|BetaMonths=6|Beta=0.718380429080554
Symbol=GNRC|AnalysisDate=7/15/2024 12:00:00 AM|EPSSlope=0.170000076293945|ProfitMarginSlope=0.239431381225586|PriceSlope=0.0009210947724645|Volatility=6.94810724258423|Volume=0|Violation=False|Slope=0.0009210947724645|Score=0.330941620757208|AnnualizedReturn=1.2612658792064|SharpeRatio=-0.442817913701947|RSquared=0.262388467184604|BetaMonths=6|Beta=0.243167105062818
TotalStopLimits=160
TotalStopLimits=161
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
Symbol=MASI|AnalysisDate=10/23/2020 12:00:00 AM|PreviousStop=213.34|NewStop=223.030285377502|CurrentPriceLow=240.68|CurrentPriceClose=244.77|PriceTrendIndicatorSlope=0.191601455211639
@@ -355,3 +355,4 @@ Symbol=CSWI|AnalysisDate=6/24/2024 12:00:00 AM|PreviousStop=230.38135515213|NewS
Symbol=PANW|AnalysisDate=6/28/2024 12:00:00 AM|PreviousStop=280.400859737396|NewStop=309.682215805054|CurrentPriceLow=337.37|CurrentPriceClose=339.01|PriceTrendIndicatorSlope=2.18772172927856
Symbol=KTOS|AnalysisDate=7/10/2024 12:00:00 AM|PreviousStop=18.3692856907845|NewStop=18.6699286651611|CurrentPriceLow=20.37|CurrentPriceClose=20.64|PriceTrendIndicatorSlope=0.0260601472109556
Symbol=SNPS|AnalysisDate=7/10/2024 12:00:00 AM|PreviousStop=525.242422332764|NewStop=560.918435211182|CurrentPriceLow=603.12|CurrentPriceClose=619.56|PriceTrendIndicatorSlope=1.25399947166443
Symbol=TILE|AnalysisDate=7/16/2024 12:00:00 AM|PreviousStop=14.11|NewStop=14.8027858674526|CurrentPriceLow=16.15|CurrentPriceClose=16.69|PriceTrendIndicatorSlope=0.0403608903288841