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Sean
2025-02-12 21:07:51 -05:00
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=2/10/2025 10:02:26 AM
TradeDate=2/7/2025
LastUpdated=2/10/2025 10:31:22 PM
TradeDate=2/10/2025
StartDate=1/1/0001
AnalysisDate=2/10/2025
CashBalance=962.4514280105
NonTradeableCash=2621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/10/2025|BetaMonths=6|TradeDate=2/7/2025|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=2/10/2025|BetaMonths=6|TradeDate=2/10/2025|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=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=211.4|Exposure=1919.84|MarketValue=2748.2|GainLoss=828.36|GainLossPcnt=0.431473456121343|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=3.62R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/24/2025 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=45|PurchasePrice=116.31|CurrentPrice=116.76|Exposure=5233.95|MarketValue=5254.2|GainLoss=20.25|GainLossPcnt=0.0038689708537529|PositionRiskDecimal=0.12|R=13.9404|C=638.420571400525|P=45.7964313362977|InitialStopLimit=102.35|TrailingStopLimit=102.35|TotalRiskExposure=627.318|RMultiple=0.03R|Volatility=2.51104688644409|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $116.17 to $116.31
Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=51.64|Exposure=3163.2|MarketValue=3098.4|GainLoss=-64.7999999999997|GainLossPcnt=-0.0204855842185128|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.17R|Volatility=3.85384011268616|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $52.11 to $52.72
Symbol=DVA|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=10|PurchasePrice=171.14|CurrentPrice=173.58|Exposure=1711.4|MarketValue=1735.8|GainLoss=24.4000000000003|GainLossPcnt=0.0142573331775157|PositionRiskDecimal=0.12|R=20.6484|C=220.708071400525|P=10.6888703919202|InitialStopLimit=150.6|TrailingStopLimit=150.6|TotalRiskExposure=206.484|RMultiple=0.12R|Volatility=3.60059523582458|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $172.07 to $171.14
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=204.39|Exposure=1024.5|MarketValue=1021.95|GainLoss=-2.55000000000007|GainLossPcnt=-0.00248901903367503|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=180.31|TotalRiskExposure=122.634|RMultiple=-0.02R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=1/1/0001 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=95.55|Exposure=672.91|MarketValue=668.85|GainLoss=-4.05999999999995|GainLossPcnt=-0.00603349630708408|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=84.59|TotalRiskExposure=80.262|RMultiple=-0.05R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=211.57|Exposure=1919.84|MarketValue=2750.41|GainLoss=830.57|GainLossPcnt=0.432624593716143|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=3.62R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/24/2025 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=45|PurchasePrice=116.31|CurrentPrice=113.32|Exposure=5233.95|MarketValue=5099.4|GainLoss=-134.55|GainLossPcnt=-0.025707161894936|PositionRiskDecimal=0.12|R=13.9404|C=638.420571400525|P=45.7964313362977|InitialStopLimit=102.35|TrailingStopLimit=102.35|TotalRiskExposure=627.318|RMultiple=-0.21R|Volatility=2.51104688644409|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $116.17 to $116.31
Symbol=NWPX|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=60|PurchasePrice=52.72|CurrentPrice=51.17|Exposure=3163.2|MarketValue=3070.2|GainLoss=-92.9999999999995|GainLossPcnt=-0.029400606980273|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.25R|Volatility=3.85384011268616|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $52.11 to $52.72
Symbol=DVA|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=10|PurchasePrice=171.14|CurrentPrice=173.52|Exposure=1711.4|MarketValue=1735.2|GainLoss=23.8000000000002|GainLossPcnt=0.0139067430174128|PositionRiskDecimal=0.12|R=20.6484|C=220.708071400525|P=10.6888703919202|InitialStopLimit=150.6|TrailingStopLimit=150.6|TotalRiskExposure=206.484|RMultiple=0.12R|Volatility=3.60059523582458|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/7/2025 from $172.07 to $171.14
Symbol=IDCC|PurchaseDate=2/7/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=5|PurchasePrice=204.9|CurrentPrice=207.05|Exposure=1024.5|MarketValue=1035.25|GainLoss=10.75|GainLossPcnt=0.0104929233772572|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=180.31|TotalRiskExposure=122.634|RMultiple=0.09R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=1/1/0001 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=97.55|Exposure=672.91|MarketValue=682.85|GainLoss=9.94000000000005|GainLossPcnt=0.0147716633725165|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=84.59|TotalRiskExposure=80.262|RMultiple=0.12R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
TotalPositions=115
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.
@@ -130,7 +130,7 @@ Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=11/15/2024 12:00:00 AM|Sh
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.
Symbol=AWI|PurchaseDate=10/25/2024 12:00:00 AM|SellDate=12/17/2024 12:00:00 AM|Shares=9|PurchasePrice=137.15|CurrentPrice=149.86|Exposure=1234.35|MarketValue=1348.74|GainLoss=114.39|GainLossPcnt=0.0926722566532994|PositionRiskDecimal=0.12|R=16.3428|C=153.143|P=9.3706708764716|InitialStopLimit=120.69|TrailingStopLimit=150.520071086884|TotalRiskExposure=147.0852|RMultiple=0.78R|Volatility=3.24569320678711|Volume=0|LastStopAdjustment=11/29/2024 12:00:00 AM|Comment=Closed due to trailing stop.
Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/27/2025 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=92.41|Exposure=1748.01|MarketValue=3049.53|GainLoss=1301.52|GainLossPcnt=0.744572399471399|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=92.478657875061|TotalRiskExposure=203.8212|RMultiple=6.39R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=1/8/2025 12:00:00 AM|Comment=Manual close.
TotalCandidates=60
TotalCandidates=61
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 +191,7 @@ 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=YMM|AnalysisDate=2/10/2025 12:00:00 AM|EPSSlope=0.0349999964237213|ProfitMarginSlope=0.229143142700195|PriceSlope=0.0018029882430729|Volatility=0.436734020709991|Volume=0|Violation=False|Slope=0.0018029882430729|Score=0.958505124860841|AnnualizedReturn=1.57515398736561|SharpeRatio=0.075391013791245|RSquared=0.608515188069902|BetaMonths=6|Beta=2.01977136967525
TotalStopLimits=189
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=