diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index e19c059..7924c61 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,17 +1,17 @@ CMTSESSIONv1.00 -LastUpdated=11/30/2024 8:18:39 AM -TradeDate=11/29/2024 +LastUpdated=12/2/2024 7:43:13 PM +TradeDate=12/2/2024 StartDate=1/1/0001 -AnalysisDate=11/30/2024 +AnalysisDate=12/2/2024 CashBalance=5087.74142801047 NonTradeableCash=2621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=11/30/2024|BetaMonths=6|TradeDate=11/29/2024|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=12/2/2024|BetaMonths=6|TradeDate=12/2/2024|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=4 -Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=154.48|Exposure=1861.86|MarketValue=3398.56|GainLoss=1536.7|GainLossPcnt=0.825357438260664|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=149.36765712738|TotalRiskExposure=219.6744|RMultiple=7.00R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=11/29/2024 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=197.57|Exposure=1919.84|MarketValue=2568.41|GainLoss=648.57|GainLossPcnt=0.33782502708559|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=2.83R|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=85.24|Exposure=1748.01|MarketValue=2812.92|GainLoss=1064.91|GainLossPcnt=0.609212761940721|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=5.22R|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=159.83|Exposure=1234.35|MarketValue=1438.47|GainLoss=204.12|GainLossPcnt=0.165366387167335|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=1.39R|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=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=150.92|Exposure=1861.86|MarketValue=3320.24|GainLoss=1458.38|GainLossPcnt=0.783291976840364|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=149.36765712738|TotalRiskExposure=219.6744|RMultiple=6.64R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=11/29/2024 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=197.62|Exposure=1919.84|MarketValue=2569.06|GainLoss=649.22|GainLossPcnt=0.338163596966414|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=166.572000379562|TotalRiskExposure=229.1328|RMultiple=2.83R|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=84.96|Exposure=1748.01|MarketValue=2803.68|GainLoss=1055.67|GainLossPcnt=0.603926750991127|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=76.8990858078003|TotalRiskExposure=203.8212|RMultiple=5.18R|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=159.14|Exposure=1234.35|MarketValue=1432.26|GainLoss=197.91|GainLossPcnt=0.160335399197958|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=1.35R|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=112 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=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=10/23/2024 12:00:00 AM|Sha Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=10/25/2024 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=59.12|Exposure=1123.85|MarketValue=1123.28|GainLoss=-0.569999999999936|GainLossPcnt=-0.000507185122569681|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=59.1266425776482|TotalRiskExposure=134.862|RMultiple=0.00R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=10/11/2024 12:00:00 AM|Comment=Manual close. 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. -TotalCandidates=75 +TotalCandidates=76 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 @@ -201,6 +201,7 @@ Symbol=OSPN|AnalysisDate=11/25/2024 12:00:00 AM|EPSSlope=0.155000001192093|Profi Symbol=EXEL|AnalysisDate=11/25/2024 12:00:00 AM|EPSSlope=0.200000047683716|ProfitMarginSlope=0.893569946289063|PriceSlope=0.00135506764233623|Volatility=0.690388977527618|Volume=0|Violation=False|Slope=0.00135506764233623|Score=0.739899531646983|AnnualizedReturn=1.40702429591499|SharpeRatio=-0.00963513638743868|RSquared=0.525861233381067|BetaMonths=6|Beta=0.552389501556618 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 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