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Sean
2024-08-12 20:30:28 -04:00
parent fd9bc5040a
commit 5374bb547b
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Sessions/CMT20200817.txt
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CMTSESSIONv1.00
LastUpdated=8/9/2024 9:41:51 AM
TradeDate=8/8/2024
LastUpdated=8/10/2024 7:11:52 AM
TradeDate=8/9/2024
StartDate=1/1/0001
AnalysisDate=8/9/2024
AnalysisDate=8/10/2024
CashBalance=1292.51
NonTradeableCash=4621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/9/2024|BetaMonths=6|TradeDate=8/8/2024|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
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=8/10/2024|BetaMonths=6|TradeDate=8/9/2024|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=310.49|Exposure=933.68|MarketValue=1241.96|GainLoss=308.28|GainLossPcnt=0.330177362693857|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=269.998358821869|TotalRiskExposure=112.3104|RMultiple=2.74R|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=114.63|Exposure=1896.18|MarketValue=1948.71|GainLoss=52.53|GainLossPcnt=0.0277030661646046|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=100.915784378052|TotalRiskExposure=226.3992|RMultiple=0.23R|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=95.92|Exposure=1861.86|MarketValue=2110.24|GainLoss=248.38|GainLossPcnt=0.133404230178424|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=89.0117860126495|TotalRiskExposure=219.6744|RMultiple=1.13R|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=156.84|Exposure=1919.84|MarketValue=2038.92|GainLoss=119.08|GainLossPcnt=0.0620260021668472|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=129.96|TotalRiskExposure=229.1328|RMultiple=0.52R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/1/0001 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=59.72|Exposure=1123.85|MarketValue=1134.68|GainLoss=10.8300000000002|GainLossPcnt=0.00963651732882516|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=52.052|TotalRiskExposure=134.862|RMultiple=0.08R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=1/1/0001 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=95.8|Exposure=864.36|MarketValue=862.2|GainLoss=-2.16000000000008|GainLossPcnt=-0.00249895876718044|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=84.52|TotalRiskExposure=103.464|RMultiple=-0.02R|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=304.48|Exposure=933.68|MarketValue=1217.92|GainLoss=284.24|GainLossPcnt=0.304429783223374|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=269.998358821869|TotalRiskExposure=112.3104|RMultiple=2.53R|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=113.13|Exposure=1896.18|MarketValue=1923.21|GainLoss=27.03|GainLossPcnt=0.0142549757934373|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=100.915784378052|TotalRiskExposure=226.3992|RMultiple=0.12R|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=96.28|Exposure=1861.86|MarketValue=2118.16|GainLoss=256.3|GainLossPcnt=0.137658040883847|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=89.0117860126495|TotalRiskExposure=219.6744|RMultiple=1.17R|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=157.53|Exposure=1919.84|MarketValue=2047.89|GainLoss=128.05|GainLossPcnt=0.0666982665222102|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=129.96|TotalRiskExposure=229.1328|RMultiple=0.56R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/1/0001 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=59.68|Exposure=1123.85|MarketValue=1133.92|GainLoss=10.0700000000002|GainLossPcnt=0.00896027049873218|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=52.052|TotalRiskExposure=134.862|RMultiple=0.07R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=1/1/0001 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=95.37|Exposure=864.36|MarketValue=858.33|GainLoss=-6.02999999999997|GainLossPcnt=-0.00697625989171176|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=84.52|TotalRiskExposure=103.464|RMultiple=-0.06R|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.