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Sean
2025-03-03 19:39:53 -05:00
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Sessions/CMT20200817.txt
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@@ -1,16 +1,16 @@
CMTSESSIONv1.00
LastUpdated=2/27/2025 9:48:02 AM
TradeDate=2/26/2025
LastUpdated=3/3/2025 7:38:28 PM
TradeDate=2/28/2025
StartDate=1/1/0001
AnalysisDate=2/27/2025
AnalysisDate=3/3/2025
CashBalance=7176.19
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/27/2025|BetaMonths=6|TradeDate=2/26/2025|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=3/3/2025|BetaMonths=6|TradeDate=2/28/2025|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=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=209.59|Exposure=1024.5|MarketValue=1047.95|GainLoss=23.45|GainLossPcnt=0.0228892142508541|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.19R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90
Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=96.13|CurrentPrice=96.61|Exposure=672.91|MarketValue=676.27|GainLoss=3.36000000000001|GainLossPcnt=0.00499323832310415|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=87.9439997005463|TotalRiskExposure=80.262|RMultiple=0.04R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=2/13/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=152.23|Exposure=1076.18|MarketValue=1065.61|GainLoss=-10.5700000000002|GainLossPcnt=-0.00982177702614819|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=-0.08R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=213.64|Exposure=1024.5|MarketValue=1068.2|GainLoss=43.6999999999998|GainLossPcnt=0.0426549536359198|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.36R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $204.39 to $204.90
Symbol=AZZ|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=96.13|CurrentPrice=96.11|Exposure=672.91|MarketValue=672.77|GainLoss=-0.139999999999986|GainLossPcnt=-0.000208051596795985|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=87.9439997005463|TotalRiskExposure=80.262|RMultiple=0.00R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=2/13/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
Symbol=AWI|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=7|PurchasePrice=153.74|CurrentPrice=153.66|Exposure=1076.18|MarketValue=1075.62|GainLoss=-0.560000000000173|GainLossPcnt=-0.000520359047743103|PositionRiskDecimal=0.12|R=18.4644|C=145.850071400525|P=7.89898785774382|InitialStopLimit=135.29|TrailingStopLimit=135.29|TotalRiskExposure=129.2508|RMultiple=0.00R|Volatility=6.83095169067383|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/18/2025 from $153.87 to $153.74
TotalPositions=120
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.
@@ -132,7 +132,7 @@ Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=2/14/2025 12:00:00 AM|Sha
Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=2/19/2025 12:00:00 AM|Shares=45|PurchasePrice=116.31|CurrentPrice=102.07|Exposure=5233.95|MarketValue=4593.15|GainLoss=-640.8|GainLossPcnt=-0.122431433238759|PositionRiskDecimal=0.12|R=13.9404|C=638.420571400525|P=45.7964313362977|InitialStopLimit=102.35|TrailingStopLimit=102.35|TotalRiskExposure=627.318|RMultiple=-1.02R|Volatility=2.51104688644409|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=OSPN|PurchaseDate=2/14/2025 12:00:00 AM|SellDate=2/20/2025 12:00:00 AM|Shares=102|PurchasePrice=20.26|CurrentPrice=17.82|Exposure=2066.52|MarketValue=1817.64|GainLoss=-248.88|GainLossPcnt=-0.120434353405726|PositionRiskDecimal=0.12|R=2.424|C=248.870071400525|P=102.669171369854|InitialStopLimit=17.83|TrailingStopLimit=17.83|TotalRiskExposure=247.248|RMultiple=-1.01R|Volatility=0.499441653490067|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=2/27/2025 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=46.09|Exposure=3163.2|MarketValue=2765.4|GainLoss=-397.8|GainLossPcnt=-0.125758725341426|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-1.06R|Volatility=3.85384011268616|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
TotalCandidates=58
TotalCandidates=60
Symbol=APP|AnalysisDate=9/12/2024 12:00:00 AM|EPSSlope=0.334999918937683|ProfitMarginSlope=1.27166748046875|PriceSlope=0.00424988214689428|Volatility=5.22926759719849|Volume=0|Violation=False|Slope=0.00424988214689428|Score=2.5297667867204|AnnualizedReturn=2.9182096685075|SharpeRatio=0.119434574582844|RSquared=0.866890002463132|BetaMonths=6|Beta=3.8003385075952
Symbol=COHR|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.504999935626984|ProfitMarginSlope=1.24851703643799|PriceSlope=0.00379734486441915|Volatility=4.41972017288208|Volume=0|Violation=False|Slope=0.00379734486441915|Score=2.22930534027649|AnnualizedReturn=2.6036932186655|SharpeRatio=0.0928810185310622|RSquared=0.856208912899156|BetaMonths=6|Beta=4.28765342477497
Symbol=DY|AnalysisDate=10/16/2024 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=1.94165134429932|PriceSlope=0.0033969090645739|Volatility=3.43753790855408|Volume=0|Violation=False|Slope=0.0033969090645739|Score=2.17204971866482|AnnualizedReturn=2.35377655817816|SharpeRatio=0.226838463949279|RSquared=0.92279350438684|BetaMonths=6|Beta=1.79626067805289
@@ -191,6 +191,8 @@ Symbol=HRI|AnalysisDate=11/29/2024 12:00:00 AM|EPSSlope=0.159999847412109|Profit
Symbol=KRNT|AnalysisDate=11/15/2024 12:00:00 AM|EPSSlope=0.0699999928474426|ProfitMarginSlope=9.61516380310059|PriceSlope=0.0011667007433025|Volatility=3.88353514671326|Volume=0|Violation=False|Slope=0.0011667007433025|Score=0.271526768097983|AnnualizedReturn=1.3417954260338|SharpeRatio=0.0277867477171733|RSquared=0.202360779318339|BetaMonths=6|Beta=1.79251269507165
Symbol=DUOL|AnalysisDate=9/27/2024 12:00:00 AM|EPSSlope=0.215000003576279|ProfitMarginSlope=0.159549713134766|PriceSlope=0.000499611476279446|Volatility=24.4930515289307|Volume=0|Violation=False|Slope=0.000499611476279446|Score=0.0844076398197534|AnnualizedReturn=1.13417111844635|SharpeRatio=-0.0465441871660018|RSquared=0.0744223146286601|BetaMonths=6|Beta=1.10385627757643
Symbol=ADTN|AnalysisDate=12/2/2024 12:00:00 AM|EPSSlope=0.264999866485596|ProfitMarginSlope=2.74630546569824|PriceSlope=-2.40720379203673E-05|Volatility=0.349551945924759|Volume=0|Violation=False|Slope=-2.40720379203673E-05|Score=-0.000133702382178567|AnnualizedReturn=-0.993952208405961|SharpeRatio=0.052345511690254|RSquared=0.000134515906346232|BetaMonths=6|Beta=0.217463192390928
Symbol=IDCC|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=1.34000015258789|ProfitMarginSlope=1.66691207885742|PriceSlope=0.0033007265898293|Volatility=3.99165797233582|Volume=0|Violation=False|Slope=0.0033007265898293|Score=2.14179078986795|AnnualizedReturn=2.29741160628228|SharpeRatio=0.080279244572326|RSquared=0.932262544513665|BetaMonths=6|Beta=1.1478010787609
Symbol=GILD|AnalysisDate=2/28/2025 12:00:00 AM|EPSSlope=0.140000000596046|ProfitMarginSlope=1.17559432983398|PriceSlope=0.00184615920255908|Volatility=6.17145919799805|Volume=0|Violation=False|Slope=0.00184615920255908|Score=1.29889173876397|AnnualizedReturn=1.59238376859162|SharpeRatio=-0.332329823332815|RSquared=0.815690139766223|BetaMonths=6|Beta=0.441234377834799
TotalStopLimits=192
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=