diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index 11d580f..0e6d509 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,16 +1,16 @@ CMTSESSIONv1.00 -LastUpdated=12/9/2024 7:39:38 PM -TradeDate=12/6/2024 +LastUpdated=12/10/2024 6:24:40 AM +TradeDate=12/9/2024 StartDate=1/1/0001 -AnalysisDate=12/9/2024 +AnalysisDate=12/10/2024 CashBalance=8370.14142801047 NonTradeableCash=2621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=12/9/2024|BetaMonths=6|TradeDate=12/6/2024|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=12/10/2024|BetaMonths=6|TradeDate=12/9/2024|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=3 -Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=206.56|Exposure=1919.84|MarketValue=2685.28|GainLoss=765.44|GainLossPcnt=0.398699891657638|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=3.34R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=11/8/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68 -Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=94.86|Exposure=1748.01|MarketValue=3130.38|GainLoss=1382.37|GainLossPcnt=0.790824995280347|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=6.78R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=11/7/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97 -Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=157.78|Exposure=1234.35|MarketValue=1420.02|GainLoss=185.67|GainLossPcnt=0.150419248997448|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=1.26R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=11/29/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15 +Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=203.39|Exposure=1919.84|MarketValue=2644.07|GainLoss=724.23|GainLossPcnt=0.377234561213434|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=188.870499305725|TotalRiskExposure=229.1328|RMultiple=3.16R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=12/9/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68 +Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=90.42|Exposure=1748.01|MarketValue=2983.86|GainLoss=1235.85|GainLossPcnt=0.707003964508212|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=84.6699427032471|TotalRiskExposure=203.8212|RMultiple=6.06R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=12/9/2024 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97 +Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=156.22|Exposure=1234.35|MarketValue=1405.98|GainLoss=171.63|GainLossPcnt=0.13904484141451|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=1.17R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=11/29/2024 12:00:00 AM|Comment=Price changed on 10/28/2024 from $136.19 to $137.15 TotalPositions=113 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. @@ -125,7 +125,7 @@ Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=10/25/2024 12:00:00 AM|Sh Symbol=RYCEY|PurchaseDate=10/23/2024 12:00:00 AM|SellDate=11/14/2024 12:00:00 AM|Shares=186|PurchasePrice=7.33|CurrentPrice=6.95278570532799|Exposure=1363.38|MarketValue=1293.21814119101|GainLoss=-70.1618588089939|GainLossPcnt=-0.0514617045937258|PositionRiskDecimal=0.12|R=0.8856|C=165.148|P=186.481481481481|InitialStopLimit=6.45|TrailingStopLimit=6.95278570532799|TotalRiskExposure=164.7216|RMultiple=-0.43R|Volatility=0.230236276984215|Volume=0|LastStopAdjustment=10/28/2024 12:00:00 AM|Comment=Closed due to trailing stop. Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=11/15/2024 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=161.00221446991|Exposure=933.12|MarketValue=966.01328681946|GainLoss=32.8932868194599|GainLossPcnt=0.035250864647055|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=161.00221446991|TotalRiskExposure=112.3848|RMultiple=0.29R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=10/25/2024 12:00:00 AM|Comment=Closed due to trailing stop. Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=12/9/2024 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=149.2|Exposure=1861.86|MarketValue=3282.4|GainLoss=1420.54|GainLossPcnt=0.762968214581118|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=149.36765712738|TotalRiskExposure=219.6744|RMultiple=6.47R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=11/29/2024 12:00:00 AM|Comment=Manual close. -TotalCandidates=74 +TotalCandidates=73 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 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 @@ -141,7 +141,6 @@ Symbol=PRIM|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.0949999094009399|Profi Symbol=MU|AnalysisDate=6/12/2024 12:00:00 AM|EPSSlope=1.41500008106232|ProfitMarginSlope=14.6873331069946|PriceSlope=0.00302952692540828|Volatility=4.3601279258728|Volume=0|Violation=False|Slope=0.00302952692540828|Score=1.87829421388809|AnnualizedReturn=2.14564624173492|SharpeRatio=0.0278343568333694|RSquared=0.875397899874373|BetaMonths=6|Beta=1.43970130261696 Symbol=SLVM|AnalysisDate=9/17/2024 12:00:00 AM|EPSSlope=0.420000076293945|ProfitMarginSlope=2.45193481445313|PriceSlope=0.00261852553188608|Volatility=1.84826171398163|Volume=0|Violation=False|Slope=0.00261852553188608|Score=1.77421097338129|AnnualizedReturn=1.93453779832654|SharpeRatio=0.029579505243458|RSquared=0.9171239636238|BetaMonths=6|Beta=1.75043663121762 Symbol=KGC|AnalysisDate=10/17/2024 12:00:00 AM|EPSSlope=0.0250000059604645|ProfitMarginSlope=4.59023094177246|PriceSlope=0.00284423705520682|Volatility=0.267869532108307|Volume=0|Violation=False|Slope=0.00284423705520682|Score=1.73448348348323|AnnualizedReturn=2.0477625087161|SharpeRatio=0.225273943965948|RSquared=0.847013985313519|BetaMonths=6|Beta=1.20822170465775 -Symbol=LLY|AnalysisDate=6/11/2024 12:00:00 AM|EPSSlope=0.5|ProfitMarginSlope=0.248218536376953|PriceSlope=0.00247454809485255|Volatility=21.228910446167|Volume=0|Violation=False|Slope=0.00247454809485255|Score=1.70294330370168|AnnualizedReturn=1.86560634814171|SharpeRatio=0.0336269096498685|RSquared=0.91280955674167|BetaMonths=6|Beta=0.683345916938687 Symbol=MWA|AnalysisDate=10/15/2024 12:00:00 AM|EPSSlope=0.0750000178813934|ProfitMarginSlope=1.58966445922852|PriceSlope=0.00232377811094489|Volatility=0.638252377510071|Volume=0|Violation=False|Slope=0.00232377811094489|Score=1.69617232901659|AnnualizedReturn=1.79605408569864|SharpeRatio=-0.00789165779526134|RSquared=0.944388224454164|BetaMonths=6|Beta=0.305998806409611 Symbol=MTZ|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.115000002086163|ProfitMarginSlope=1.49754333496094|PriceSlope=0.00297524964680871|Volatility=7.36901473999023|Volume=0|Violation=False|Slope=0.00297524964680871|Score=1.68623339413739|AnnualizedReturn=2.11649815868169|SharpeRatio=-0.149295674033898|RSquared=0.796709124088109|BetaMonths=6|Beta=2.69426473900044 Symbol=TSEM|AnalysisDate=10/14/2024 12:00:00 AM|EPSSlope=0.00999999046325684|ProfitMarginSlope=0.374054908752441|PriceSlope=0.00241187113373161|Volatility=0.970778405666351|Volume=0|Violation=False|Slope=0.00241187113373161|Score=1.68218933388137|AnnualizedReturn=1.83637133825705|SharpeRatio=0.0533868962472479|RSquared=0.916039854704975|BetaMonths=6|Beta=1.75560742589715 @@ -200,7 +199,7 @@ Symbol=EXEL|AnalysisDate=11/25/2024 12:00:00 AM|EPSSlope=0.200000047683716|Profi Symbol=FIX|AnalysisDate=11/26/2024 12:00:00 AM|EPSSlope=0.579999923706055|ProfitMarginSlope=0.857433319091797|PriceSlope=0.00296384183534283|Volatility=22.0480003356934|Volume=0|Violation=False|Slope=0.00296384183534283|Score=1.72448863958231|AnnualizedReturn=2.11042245377406|SharpeRatio=0.192105819793835|RSquared=0.81712959246544|BetaMonths=6|Beta=0.911465816124593 Symbol=HRI|AnalysisDate=11/29/2024 12:00:00 AM|EPSSlope=0.159999847412109|ProfitMarginSlope=2.22430610656738|PriceSlope=0.00098068277828669|Volatility=6.63576173782349|Volume=0|Violation=False|Slope=0.00098068277828669|Score=0.298631704974025|AnnualizedReturn=1.28034818455965|SharpeRatio=0.149172026007608|RSquared=0.233242573055809|BetaMonths=6|Beta=0.79056985240125 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 -TotalStopLimits=185 +TotalStopLimits=187 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 @@ -386,3 +385,5 @@ Symbol=CLS|AnalysisDate=11/7/2024 12:00:00 AM|PreviousStop=48.4769280147553|NewS Symbol=GDDY|AnalysisDate=11/8/2024 12:00:00 AM|PreviousStop=149.300500087738|NewStop=166.572000379562|CurrentPriceLow=175.37|CurrentPriceClose=177.84|PriceTrendIndicatorSlope=0.430383294820786 Symbol=SFM|AnalysisDate=11/29/2024 12:00:00 AM|PreviousStop=111.149999265671|NewStop=149.36765712738|CurrentPriceLow=153.29|CurrentPriceClose=154.48|PriceTrendIndicatorSlope=0.915601670742035 Symbol=AWI|AnalysisDate=11/29/2024 12:00:00 AM|PreviousStop=132.039214677811|NewStop=150.520071086884|CurrentPriceLow=159.81|CurrentPriceClose=159.83|PriceTrendIndicatorSlope=0.866202831268311 +Symbol=GDDY|AnalysisDate=12/9/2024 12:00:00 AM|PreviousStop=166.572000379562|NewStop=188.870499305725|CurrentPriceLow=200.93|CurrentPriceClose=203.39|PriceTrendIndicatorSlope=1.3224583864212 +Symbol=CLS|AnalysisDate=12/9/2024 12:00:00 AM|PreviousStop=76.8990858078003|NewStop=84.6699427032471|CurrentPriceLow=89.09|CurrentPriceClose=90.42|PriceTrendIndicatorSlope=0.404090076684952