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Sean
2024-12-17 22:45:52 -05:00
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Sessions/CMT20200817.txt
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@@ -1,16 +1,16 @@
CMTSESSIONv1.00
LastUpdated=12/15/2024 5:12:24 PM
TradeDate=12/13/2024
LastUpdated=12/16/2024 8:37:08 PM
TradeDate=12/16/2024
StartDate=1/1/0001
AnalysisDate=12/15/2024
AnalysisDate=12/16/2024
CashBalance=8370.14142801047
NonTradeableCash=2621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=12/15/2024|BetaMonths=6|TradeDate=12/13/2024|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=12/16/2024|BetaMonths=6|TradeDate=12/16/2024|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=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=206.78|Exposure=1919.84|MarketValue=2688.14|GainLoss=768.3|GainLossPcnt=0.400189599133261|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=188.870499305725|TotalRiskExposure=229.1328|RMultiple=3.35R|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=99.2|Exposure=1748.01|MarketValue=3273.6|GainLoss=1525.59|GainLossPcnt=0.872758164999056|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=84.6699427032471|TotalRiskExposure=203.8212|RMultiple=7.48R|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=153.65|Exposure=1234.35|MarketValue=1382.85|GainLoss=148.5|GainLossPcnt=0.12030623405031|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=1.01R|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=209.03|Exposure=1919.84|MarketValue=2717.39|GainLoss=797.55|GainLossPcnt=0.415425243770314|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=188.870499305725|TotalRiskExposure=229.1328|RMultiple=3.48R|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=99.01|Exposure=1748.01|MarketValue=3267.33|GainLoss=1519.32|GainLossPcnt=0.869171228997546|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=84.6699427032471|TotalRiskExposure=203.8212|RMultiple=7.45R|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=152.96|Exposure=1234.35|MarketValue=1376.64|GainLoss=142.29|GainLossPcnt=0.115275246080933|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=0.97R|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.
@@ -125,9 +125,8 @@ 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=71
TotalCandidates=69
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
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
@@ -169,7 +168,6 @@ Symbol=MNKD|AnalysisDate=8/29/2024 12:00:00 AM|EPSSlope=0.00999999977648258|Prof
Symbol=UBER|AnalysisDate=10/11/2024 12:00:00 AM|EPSSlope=0.145000010728836|ProfitMarginSlope=0.508008003234863|PriceSlope=0.00136120161080351|Volatility=3.2347629070282|Volume=0|Violation=False|Slope=0.00136120161080351|Score=0.580140517226201|AnnualizedReturn=1.40920089968649|SharpeRatio=0.0193987778705126|RSquared=0.411680490237599|BetaMonths=6|Beta=1.60737983447606
Symbol=CHEF|AnalysisDate=7/8/2024 12:00:00 AM|EPSSlope=0.00999999046325684|ProfitMarginSlope=0.198178291320801|PriceSlope=0.00170763179955128|Volatility=1.12407374382019|Volume=0|Violation=False|Slope=0.00170763179955128|Score=0.510784470834335|AnnualizedReturn=1.53775446621772|SharpeRatio=-0.250675665475041|RSquared=0.332162566947809|BetaMonths=6|Beta=1.97592568801705
Symbol=FOUR|AnalysisDate=8/19/2024 12:00:00 AM|EPSSlope=0.0799999833106995|ProfitMarginSlope=0.178388595581055|PriceSlope=0.00110254849676736|Volatility=7.5161337852478|Volume=0|Violation=False|Slope=0.00110254849676736|Score=0.409114637777655|AnnualizedReturn=1.32027786889751|SharpeRatio=-0.209706716010644|RSquared=0.309870101904596|BetaMonths=6|Beta=3.0399321561951
Symbol=LMAT|AnalysisDate=6/18/2024 12:00:00 AM|EPSSlope=0.0849999785423279|ProfitMarginSlope=1.78271865844727|PriceSlope=0.00100918902376437|Volatility=1.69400203227997|Volume=0|Violation=False|Slope=0.00100918902376437|Score=0.374594219374193|AnnualizedReturn=1.28957877492989|SharpeRatio=-0.354841377650474|RSquared=0.290477965872661|BetaMonths=6|Beta=1.09453047559328
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
Symbol=YOU|AnalysisDate=9/19/2024 12:00:00 AM|EPSSlope=0.104999989271164|ProfitMarginSlope=1.32192420959473|PriceSlope=0.00104181135255763|Volatility=1.3143835067749|Volume=0|Violation=False|Slope=0.00104181135255763|Score=0.303928673366468|AnnualizedReturn=1.3002238745648|SharpeRatio=-0.0705320786946808|RSquared=0.233751032658277|BetaMonths=6|Beta=0.851937276155656
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