Daily
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CMTSESSIONv1.00
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LastUpdated=10/7/2024 6:53:53 AM
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TradeDate=10/4/2024
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LastUpdated=10/7/2024 8:58:00 PM
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TradeDate=10/7/2024
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StartDate=1/1/0001
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AnalysisDate=10/7/2024
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CashBalance=2414.21
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NonTradeableCash=3621.72
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/7/2024|BetaMonths=6|TradeDate=10/4/2024|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
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=10/7/2024|BetaMonths=6|TradeDate=10/7/2024|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
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PricingExceptions=0
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TotalActivePositions=6
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Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=112.9|Exposure=1861.86|MarketValue=2483.8|GainLoss=621.94|GainLossPcnt=0.334042301784237|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=99.1302153301239|TotalRiskExposure=219.6744|RMultiple=2.83R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63
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Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=156.33|Exposure=1919.84|MarketValue=2032.29|GainLoss=112.45|GainLossPcnt=0.0585725893824486|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=147.743786468506|TotalRiskExposure=229.1328|RMultiple=0.49R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=8/12/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
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Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=60.59|Exposure=1123.85|MarketValue=1151.21|GainLoss=27.3600000000001|GainLossPcnt=0.0243448858833475|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.2512143743038|TotalRiskExposure=134.862|RMultiple=0.20R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=9/11/2024 12:00:00 AM
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Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=96.04|CurrentPrice=105.77|Exposure=864.36|MarketValue=951.93|GainLoss=87.5699999999999|GainLossPcnt=0.10131195335277|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=98.7737852478027|TotalRiskExposure=103.464|RMultiple=0.85R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04
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Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=166.39|Exposure=933.12|MarketValue=998.34|GainLoss=65.2199999999998|GainLossPcnt=0.0698945473251027|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=149.862283878326|TotalRiskExposure=112.3848|RMultiple=0.58R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=9/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52
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Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=53.83|Exposure=1748.01|MarketValue=1776.39|GainLoss=28.3799999999999|GainLossPcnt=0.0162356050594676|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=46.61|TotalRiskExposure=203.8212|RMultiple=0.14R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
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Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=113.07|Exposure=1861.86|MarketValue=2487.54|GainLoss=625.68|GainLossPcnt=0.336051045728465|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=99.1302153301239|TotalRiskExposure=219.6744|RMultiple=2.85R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63
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Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=155.26|Exposure=1919.84|MarketValue=2018.38|GainLoss=98.5399999999997|GainLossPcnt=0.0513271939328276|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=147.743786468506|TotalRiskExposure=229.1328|RMultiple=0.43R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=8/12/2024 12:00:00 AM|Comment=Price changed on 8/6/2024 from $146.88 to $147.68
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Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=60.61|Exposure=1123.85|MarketValue=1151.59|GainLoss=27.74|GainLossPcnt=0.0246830092983939|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.2512143743038|TotalRiskExposure=134.862|RMultiple=0.21R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=9/11/2024 12:00:00 AM
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Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=96.04|CurrentPrice=108.21|Exposure=864.36|MarketValue=973.89|GainLoss=109.53|GainLossPcnt=0.126718034152436|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=98.7737852478027|TotalRiskExposure=103.464|RMultiple=1.06R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=9/30/2024 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04
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Symbol=LDOS|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=155.52|CurrentPrice=166.66|Exposure=933.12|MarketValue=999.96|GainLoss=66.8399999999999|GainLossPcnt=0.0716306584362139|PositionRiskDecimal=0.12|R=18.7308|C=122.331|P=6.53100775193799|InitialStopLimit=136.86|TrailingStopLimit=149.862283878326|TotalRiskExposure=112.3848|RMultiple=0.59R|Volatility=5.35368156433105|Volume=0|LastStopAdjustment=9/25/2024 12:00:00 AM|Comment=Price changed on 9/6/2024 from $156.09 to $155.52
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Symbol=CLS|PurchaseDate=10/3/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=33|PurchasePrice=52.97|CurrentPrice=54.33|Exposure=1748.01|MarketValue=1792.89|GainLoss=44.8799999999999|GainLossPcnt=0.0256749103265999|PositionRiskDecimal=0.12|R=6.1764|C=208.111|P=33.6945469852989|InitialStopLimit=46.61|TrailingStopLimit=46.61|TotalRiskExposure=203.8212|RMultiple=0.22R|Volatility=3.07577896118164|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 10/4/2024 from $51.47 to $52.97
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TotalPositions=108
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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.
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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.
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@@ -123,7 +123,7 @@ Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=8/8/2024 12:00:00 AM|Sha
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Symbol=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=9/5/2024 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=287.01|Exposure=933.68|MarketValue=1148.04|GainLoss=214.36|GainLossPcnt=0.229586153714335|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=287.677069473267|TotalRiskExposure=112.3104|RMultiple=1.91R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=8/23/2024 12:00:00 AM|Comment=Manual close.
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Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=9/5/2024 12:00:00 AM|Shares=17|PurchasePrice=111.54|CurrentPrice=100.91|Exposure=1896.18|MarketValue=1715.47|GainLoss=-180.71|GainLossPcnt=-0.0953021337636722|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=100.915784378052|TotalRiskExposure=226.3992|RMultiple=-0.80R|Volatility=13.2911081314087|Volume=0|LastStopAdjustment=7/31/2024 12:00:00 AM|Comment=Manual close.
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Symbol=PPC|PurchaseDate=9/4/2024 12:00:00 AM|SellDate=10/3/2024 12:00:00 AM|Shares=37|PurchasePrice=45.44|CurrentPrice=43.8|Exposure=1681.28|MarketValue=1620.6|GainLoss=-60.6800000000001|GainLossPcnt=-0.0360915492957747|PositionRiskDecimal=0.12|R=5.544|C=207.801|P=37.4821428571429|InitialStopLimit=39.99|TrailingStopLimit=43.7971428728104|TotalRiskExposure=205.128|RMultiple=-0.30R|Volatility=0.899818062782288|Volume=0|LastStopAdjustment=10/2/2024 12:00:00 AM|Comment=Manual close.
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TotalCandidates=71
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TotalCandidates=70
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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
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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
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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
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@@ -186,7 +186,6 @@ Symbol=CENX|AnalysisDate=4/16/2024 12:00:00 AM|EPSSlope=0.759999990463257|Profit
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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
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Symbol=MNDY|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.220000013709068|ProfitMarginSlope=0.220191955566406|PriceSlope=0.00117810059532791|Volatility=19.0555572509766|Volume=0|Violation=False|Slope=0.00117810059532791|Score=0.47679146483354|AnnualizedReturn=1.34565562796597|SharpeRatio=0.0118266294455479|RSquared=0.354319080546807|BetaMonths=6|Beta=5.99781706137741
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Symbol=KRO|AnalysisDate=5/10/2024 12:00:00 AM|EPSSlope=0.0600000023841858|ProfitMarginSlope=1.97308254241943|PriceSlope=0.00120024931998847|Volatility=0.479305744171143|Volume=0|Violation=False|Slope=0.00120024931998847|Score=0.458255830885214|AnnualizedReturn=1.35318737566727|SharpeRatio=-0.182419343126205|RSquared=0.33864920640369|BetaMonths=6|Beta=2.66308947753423
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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
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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
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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
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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
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