Daily.
This commit is contained in:
@@ -1,19 +1,19 @@
|
||||
CMTSESSIONv1.00
|
||||
LastUpdated=5/10/2024 9:20:42 PM
|
||||
TradeDate=5/10/2024
|
||||
LastUpdated=5/13/2024 9:07:05 PM
|
||||
TradeDate=5/13/2024
|
||||
StartDate=1/1/0001
|
||||
AnalysisDate=5/10/2024
|
||||
AnalysisDate=5/13/2024
|
||||
CashBalance=1173.48
|
||||
NonTradeableCash=6121.73
|
||||
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=5/10/2024|BetaMonths=6|TradeDate=5/10/2024|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=5/13/2024|BetaMonths=6|TradeDate=5/13/2024|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
|
||||
PricingExceptions=0
|
||||
TotalActivePositions=6
|
||||
Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=37.33|Exposure=2085.16|MarketValue=2874.41|GainLoss=789.25|GainLossPcnt=0.37850812407681|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=3.17R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08
|
||||
Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=79.11|Exposure=714|MarketValue=1107.54|GainLoss=393.54|GainLossPcnt=0.551176470588235|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=62.988|TotalRiskExposure=84.504|RMultiple=4.66R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/1/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
|
||||
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=19.85|Exposure=538.2|MarketValue=595.5|GainLoss=57.3|GainLossPcnt=0.106465997770346|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=0.79R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
|
||||
Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=247.63|Exposure=933.68|MarketValue=990.52|GainLoss=56.84|GainLossPcnt=0.0608773883985948|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=219.058930263519|TotalRiskExposure=112.3104|RMultiple=0.51R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=4/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
|
||||
Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=297.47|Exposure=1144|MarketValue=1189.88|GainLoss=45.8800000000001|GainLossPcnt=0.0401048951048952|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=268.947429733276|TotalRiskExposure=141.0336|RMultiple=0.33R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=4/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
|
||||
Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=16.22|Exposure=833.56|MarketValue=843.44|GainLoss=9.87999999999988|GainLossPcnt=0.0118527760449156|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=0.10R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
|
||||
Symbol=APG|PurchaseDate=11/8/2023 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=77|PurchasePrice=27.08|CurrentPrice=36.83|Exposure=2085.16|MarketValue=2835.91|GainLoss=750.75|GainLossPcnt=0.360044313146233|PositionRiskDecimal=0.12|R=3.2304|C=250.186|P=77.4473749380882|InitialStopLimit=23.83|TrailingStopLimit=36.095428853035|TotalRiskExposure=248.7408|RMultiple=3.02R|Volatility=1.05591440200806|Volume=0|LastStopAdjustment=4/1/2024 12:00:00 AM|Comment=Price changed on 11/9/2023 from $26.92 to $27.08
|
||||
Symbol=FTAI|PurchaseDate=1/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=51|CurrentPrice=76.65|Exposure=714|MarketValue=1073.1|GainLoss=359.1|GainLossPcnt=0.502941176470588|PositionRiskDecimal=0.12|R=6.036|C=85.6855|P=14.1957422133863|InitialStopLimit=44.88|TrailingStopLimit=62.988|TotalRiskExposure=84.504|RMultiple=4.25R|Volatility=1.01389157772064|Volume=0|LastStopAdjustment=5/1/2024 12:00:00 AM|Comment=Price changed on 1/24/2024 from $50.30 to $51.00
|
||||
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=19.52|Exposure=538.2|MarketValue=585.6|GainLoss=47.4|GainLossPcnt=0.0880713489409141|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=17.5124999642372|TotalRiskExposure=72.648|RMultiple=0.65R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=5/9/2024 12:00:00 AM|Comment=Price changed on 2/23/2024 from $20.18 to $17.94
|
||||
Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=241.94|Exposure=933.68|MarketValue=967.76|GainLoss=34.08|GainLossPcnt=0.0365007283009169|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=219.058930263519|TotalRiskExposure=112.3104|RMultiple=0.30R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=4/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42
|
||||
Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=302.25|Exposure=1144|MarketValue=1209|GainLoss=65|GainLossPcnt=0.0568181818181818|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=268.947429733276|TotalRiskExposure=141.0336|RMultiple=0.46R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=4/29/2024 12:00:00 AM|Comment=Price changed on 4/25/2024 from $293.82 to $286.00
|
||||
Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=15.94|Exposure=833.56|MarketValue=828.88|GainLoss=-4.68000000000006|GainLossPcnt=-0.00561447286338124|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.05R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 5/9/2024 from $15.95 to $16.03
|
||||
TotalPositions=97
|
||||
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.
|
||||
@@ -112,7 +112,7 @@ Symbol=NEU|PurchaseDate=2/20/2024 12:00:00 AM|SellDate=4/18/2024 12:00:00 AM|Sha
|
||||
Symbol=AVGO|PurchaseDate=10/13/2023 12:00:00 AM|SellDate=4/18/2024 12:00:00 AM|Shares=1|PurchasePrice=890.97|CurrentPrice=1269.38|Exposure=890.97|MarketValue=1269.38|GainLoss=378.41|GainLossPcnt=0.424716881600952|PositionRiskDecimal=0.12|R=105.9816|C=109.885485794067|P=1.0368355053525|InitialStopLimit=784.05|TrailingStopLimit=1269.95986206055|TotalRiskExposure=105.9816|RMultiple=3.57R|Volatility=19.4005393981934|Volume=0|LastStopAdjustment=4/3/2024 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=CLS|PurchaseDate=1/4/2024 12:00:00 AM|SellDate=4/19/2024 12:00:00 AM|Shares=32|PurchasePrice=27.92|CurrentPrice=42.75|Exposure=893.44|MarketValue=1368|GainLoss=474.56|GainLossPcnt=0.531160458452722|PositionRiskDecimal=0.12|R=3.3504|C=107.5275|P=32.0939290830946|InitialStopLimit=24.5696|TrailingStopLimit=42.71468542099|TotalRiskExposure=107.2128|RMultiple=4.43R|Volatility=0.907680511474609|Volume=0|LastStopAdjustment=4/10/2024 12:00:00 AM|Comment=Manual close.
|
||||
Symbol=QLYS|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=5/8/2024 12:00:00 AM|Shares=4|PurchasePrice=169.22|CurrentPrice=151.37|Exposure=676.88|MarketValue=605.48|GainLoss=-71.4|GainLossPcnt=-0.105483985344522|PositionRiskDecimal=0.12|R=20.6532|C=102.358|P=4.95603586853369|InitialStopLimit=151.46|TrailingStopLimit=151.46|TotalRiskExposure=82.6128|RMultiple=-0.86R|Volatility=4.65934801101685|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close.
|
||||
TotalCandidates=78
|
||||
TotalCandidates=77
|
||||
Symbol=XPO|AnalysisDate=2/21/2024 12:00:00 AM|EPSSlope=0.650000035762787|ProfitMarginSlope=0.792221069335938|PriceSlope=0.00470998447682055|Volatility=13.2911081314087|Volume=0|Violation=False|Slope=0.00470998447682055|Score=2.94424897260559|AnnualizedReturn=3.27695975358198|SharpeRatio=0.11096060540031|RSquared=0.898469677385352|BetaMonths=6|Beta=1.06420729450165
|
||||
Symbol=STRL|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.145000100135803|ProfitMarginSlope=0.548023700714111|PriceSlope=0.00403803166043144|Volatility=5.82334184646606|Volume=0|Violation=False|Slope=0.00403803166043144|Score=2.36464416896168|AnnualizedReturn=2.76650275286998|SharpeRatio=0.0960673149066786|RSquared=0.854741303441172|BetaMonths=6|Beta=2.83705250051472
|
||||
Symbol=NVDA|AnalysisDate=1/10/2024 12:00:00 AM|EPSSlope=1.71500015258789|ProfitMarginSlope=4.66203308105469|PriceSlope=0.00399962884343909|Volatility=19.6822376251221|Volume=0|Violation=False|Slope=0.00399962884343909|Score=2.26638235958612|AnnualizedReturn=2.73985902554854|SharpeRatio=0.380241182115924|RSquared=0.8271894058974|BetaMonths=6|Beta=1.32283271801082
|
||||
@@ -174,7 +174,6 @@ Symbol=ITRI|AnalysisDate=5/3/2024 12:00:00 AM|EPSSlope=0.239999949932098|ProfitM
|
||||
Symbol=CENX|AnalysisDate=4/16/2024 12:00:00 AM|EPSSlope=0.759999990463257|ProfitMarginSlope=2.46399593353271|PriceSlope=0.00189971882066459|Volatility=1.01755428314209|Volume=0|Violation=False|Slope=0.00189971882066459|Score=0.52955234625557|AnnualizedReturn=1.61402190690562|SharpeRatio=0.00630298731532549|RSquared=0.328094893873417|BetaMonths=6|Beta=2.6224191990344
|
||||
Symbol=ERJ|AnalysisDate=12/13/2023 12:00:00 AM|EPSSlope=0.259999990463257|ProfitMarginSlope=1.08230638504028|PriceSlope=0.00106923812949149|Volatility=1.28511679172516|Volume=0|Violation=False|Slope=0.00106923812949149|Score=0.508896575951028|AnnualizedReturn=1.30924156119663|SharpeRatio=0.00454981981354075|RSquared=0.388695708289235|BetaMonths=6|Beta=1.12933130707266
|
||||
Symbol=RYAAY|AnalysisDate=12/19/2023 12:00:00 AM|EPSSlope=1.21999979019165|ProfitMarginSlope=21.8258514404297|PriceSlope=0.000904757992554481|Volatility=4.73512697219849|Volume=0|Violation=False|Slope=0.000904757992554481|Score=0.508559823485461|AnnualizedReturn=1.25608408708825|SharpeRatio=-0.0758387373849646|RSquared=0.404877212213048|BetaMonths=6|Beta=0.537806032816142
|
||||
Symbol=HMY|AnalysisDate=11/14/2023 12:00:00 AM|EPSSlope=0.240000009536743|ProfitMarginSlope=7.81999158859253|PriceSlope=0.001153141555028|Volatility=0.241320699453354|Volume=0|Violation=False|Slope=0.001153141555028|Score=0.480800079042839|AnnualizedReturn=1.33721844854399|SharpeRatio=-0.0439561304434951|RSquared=0.359552382459537|BetaMonths=6|Beta=0.519664060402489
|
||||
Symbol=DVA|AnalysisDate=3/5/2024 12:00:00 AM|EPSSlope=0.514999866485596|ProfitMarginSlope=0.271597862243652|PriceSlope=0.00107258475287879|Volatility=4.6066722869873|Volume=0|Violation=False|Slope=0.00107258475287879|Score=0.470362167259033|AnnualizedReturn=1.31034617460244|SharpeRatio=-0.0840636504701466|RSquared=0.358960232323143|BetaMonths=6|Beta=3.12139650224771
|
||||
Symbol=PNTG|AnalysisDate=3/19/2024 12:00:00 AM|EPSSlope=0.0150000005960464|ProfitMarginSlope=0.256718635559082|PriceSlope=0.00115512164101161|Volatility=0.605867862701416|Volume=0|Violation=False|Slope=0.00115512164101161|Score=0.438485197035373|AnnualizedReturn=1.33788586253553|SharpeRatio=-0.266780637458695|RSquared=0.327744846787129|BetaMonths=6|Beta=2.32951359768655
|
||||
Symbol=EGO|AnalysisDate=4/9/2024 12:00:00 AM|EPSSlope=0.319999992847443|ProfitMarginSlope=6.40021133422852|PriceSlope=0.00104702844480715|Volatility=0.8255814909935|Volume=0|Violation=False|Slope=0.00104702844480715|Score=0.432978091180489|AnnualizedReturn=1.30193441249717|SharpeRatio=-0.109805382284213|RSquared=0.332565209909475|BetaMonths=6|Beta=0.813209195449418
|
||||
|
||||
Reference in New Issue
Block a user