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Sean
2024-06-14 23:30:06 -04:00
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Sessions/CMT20200817.txt
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@@ -1,19 +1,19 @@
CMTSESSIONv1.00
LastUpdated=6/12/2024 11:06:19 PM
TradeDate=6/12/2024
LastUpdated=6/14/2024 6:53:12 AM
TradeDate=6/13/2024
StartDate=1/1/0001
AnalysisDate=6/12/2024
AnalysisDate=6/14/2024
CashBalance=2981.59
NonTradeableCash=4621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=6/12/2024|BetaMonths=6|TradeDate=6/12/2024|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=6/14/2024|BetaMonths=6|TradeDate=6/13/2024|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=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.46|Exposure=538.2|MarketValue=613.8|GainLoss=75.6|GainLossPcnt=0.140468227424749|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=1.04R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 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=269.04|Exposure=933.68|MarketValue=1076.16|GainLoss=142.48|GainLossPcnt=0.152600462685288|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=1.27R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 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=319.79|Exposure=1144|MarketValue=1279.16|GainLoss=135.16|GainLossPcnt=0.118146853146853|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.96R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 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=14.86|Exposure=833.56|MarketValue=772.72|GainLoss=-60.84|GainLossPcnt=-0.0729881472239551|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.61R|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=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=590.89|Exposure=1695.93|MarketValue=1772.67|GainLoss=76.7400000000002|GainLossPcnt=0.0452495091188907|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.38R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=867.3|Exposure=1760|MarketValue=1734.6|GainLoss=-25.4000000000001|GainLossPcnt=-0.0144318181818182|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=774.4|TotalRiskExposure=207.6|RMultiple=-0.12R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=20.09|Exposure=538.2|MarketValue=602.7|GainLoss=64.5|GainLossPcnt=0.11984392419175|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.3692856907845|TotalRiskExposure=72.648|RMultiple=0.89R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=6/10/2024 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=265.34|Exposure=933.68|MarketValue=1061.36|GainLoss=127.68|GainLossPcnt=0.136749207437238|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=230.38135515213|TotalRiskExposure=112.3104|RMultiple=1.14R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=5/23/2024 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=319.66|Exposure=1144|MarketValue=1278.64|GainLoss=134.64|GainLossPcnt=0.117692307692308|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=280.400859737396|TotalRiskExposure=141.0336|RMultiple=0.95R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=5/29/2024 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=14.8|Exposure=833.56|MarketValue=769.6|GainLoss=-63.96|GainLossPcnt=-0.0767311291328759|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.11|TotalRiskExposure=99.528|RMultiple=-0.64R|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=SNPS|PurchaseDate=6/4/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=3|PurchasePrice=565.31|CurrentPrice=586.54|Exposure=1695.93|MarketValue=1759.62|GainLoss=63.6900000000001|GainLossPcnt=0.0375546160513701|PositionRiskDecimal=0.12|R=67.4076|C=215.100220331192|P=3.19103810744177|InitialStopLimit=497.47|TrailingStopLimit=525.242422332764|TotalRiskExposure=202.2228|RMultiple=0.31R|Volatility=11.9729852676392|Volume=0|LastStopAdjustment=6/10/2024 12:00:00 AM|Comment=Price changed on 6/5/2024 from $561.73 to $565.31
Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=2|PurchasePrice=880|CurrentPrice=883.33|Exposure=1760|MarketValue=1766.66|GainLoss=6.66000000000008|GainLossPcnt=0.00378409090909096|PositionRiskDecimal=0.12|R=103.8|C=237.0795|P=2.28400289017341|InitialStopLimit=774.4|TrailingStopLimit=774.4|TotalRiskExposure=207.6|RMultiple=0.03R|Volatility=34.7464294433594|Volume=0|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Price changed on 6/11/2024 from $865.00 to $880.00
TotalPositions=100
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.
@@ -154,10 +154,8 @@ Symbol=RAMP|AnalysisDate=12/22/2023 12:00:00 AM|EPSSlope=0.264999985694885|Profi
Symbol=PRMW|AnalysisDate=5/24/2024 12:00:00 AM|EPSSlope=0.0599999874830246|ProfitMarginSlope=1.15431976318359|PriceSlope=0.00157435496869543|Volatility=0.817748606204987|Volume=0|Violation=False|Slope=0.00157435496869543|Score=1.06331977144258|AnnualizedReturn=1.48696547915033|SharpeRatio=-0.345359143262464|RSquared=0.715093784188029|BetaMonths=6|Beta=0.963908694849124
Symbol=STRA|AnalysisDate=4/25/2024 12:00:00 AM|EPSSlope=0.430000066757202|ProfitMarginSlope=2.66930389404297|PriceSlope=0.00152479506046695|Volatility=5.0346417427063|Volume=0|Violation=False|Slope=0.00152479506046695|Score=1.05337573121181|AnnualizedReturn=1.46851010857369|SharpeRatio=-0.433925175724424|RSquared=0.717309145549506|BetaMonths=6|Beta=0.803064075389593
Symbol=CRM|AnalysisDate=1/18/2024 12:00:00 AM|EPSSlope=0.51500004529953|ProfitMarginSlope=0.526821136474609|PriceSlope=0.00148270018205294|Volatility=7.87914657592773|Volume=0|Violation=False|Slope=0.00148270018205294|Score=1.0387338711285|AnnualizedReturn=1.45301461912677|SharpeRatio=0.0513663331602581|RSquared=0.714881913406178|BetaMonths=6|Beta=2.0508840753371
Symbol=PLUS|AnalysisDate=12/15/2023 12:00:00 AM|EPSSlope=0.0750000476837158|ProfitMarginSlope=1.29252243041992|PriceSlope=0.00164069295716807|Volatility=4.47330045700073|Volume=0|Violation=False|Slope=0.00164069295716807|Score=1.02744892394636|AnnualizedReturn=1.51203227768739|SharpeRatio=-0.279781857170612|RSquared=0.679515205533718|BetaMonths=6|Beta=1.18127132017602
Symbol=EXP|AnalysisDate=2/22/2024 12:00:00 AM|EPSSlope=0.255000114440918|ProfitMarginSlope=1.53201389312744|PriceSlope=0.00162244868614764|Volatility=5.16628265380859|Volume=0|Violation=False|Slope=0.00162244868614764|Score=0.993788834520374|AnnualizedReturn=1.5050965800149|SharpeRatio=-0.121092992910934|RSquared=0.660282434839188|BetaMonths=6|Beta=2.09896610697018
Symbol=COLL|AnalysisDate=3/18/2024 12:00:00 AM|EPSSlope=0.514999985694885|ProfitMarginSlope=4.36422729492188|PriceSlope=0.00186855863544434|Volatility=0.901470363140106|Volume=0|Violation=False|Slope=0.00186855863544434|Score=0.985500410502716|AnnualizedReturn=1.60139764510397|SharpeRatio=-0.22349010040497|RSquared=0.615400187152602|BetaMonths=6|Beta=1.79089348661482
Symbol=BELFB|AnalysisDate=12/15/2023 12:00:00 AM|EPSSlope=0.144999980926514|ProfitMarginSlope=0.936796188354492|PriceSlope=0.00210931975872025|Volatility=3.52094078063965|Volume=0|Violation=False|Slope=0.00210931975872025|Score=0.976170889167559|AnnualizedReturn=1.70156527800432|SharpeRatio=-0.0948967308880339|RSquared=0.573689944068711|BetaMonths=6|Beta=1.61234302180445
Symbol=AZEK|AnalysisDate=12/18/2023 12:00:00 AM|EPSSlope=0.155000001192093|ProfitMarginSlope=6.05526351928711|PriceSlope=0.0016078297137117|Volatility=1.71989405155182|Volume=0|Violation=False|Slope=0.0016078297137117|Score=0.96882456089898|AnnualizedReturn=1.49956203357142|SharpeRatio=0.0171034927042976|RSquared=0.646071679069911|BetaMonths=6|Beta=3.08248142545168
Symbol=TREX|AnalysisDate=12/19/2023 12:00:00 AM|EPSSlope=0.235000014305115|ProfitMarginSlope=1.76225471496582|PriceSlope=0.00166375303636979|Volatility=3.72914838790894|Volume=0|Violation=False|Slope=0.00166375303636979|Score=0.928687492447371|AnnualizedReturn=1.52084448857221|SharpeRatio=-0.0531042653229866|RSquared=0.610639351640243|BetaMonths=6|Beta=3.69000850904352
Symbol=CAAP|AnalysisDate=5/20/2024 12:00:00 AM|EPSSlope=0.350000023841858|ProfitMarginSlope=0.523788452148438|PriceSlope=0.00162714900838572|Volatility=0.510711193084717|Volume=0|Violation=False|Slope=0.00162714900838572|Score=0.922880207723667|AnnualizedReturn=1.50688039486312|SharpeRatio=-0.0845472940369628|RSquared=0.612444233045781|BetaMonths=6|Beta=4.52314251657663
@@ -196,6 +194,8 @@ Symbol=SIGA|AnalysisDate=3/26/2024 12:00:00 AM|EPSSlope=0.514999985694885|Profit
Symbol=LLY|AnalysisDate=6/11/2024 12:00:00 AM|EPSSlope=0.5|ProfitMarginSlope=0.248218536376953|PriceSlope=0.00247454809485255|Volatility=21.228910446167|Volume=0|Violation=False|Slope=0.00247454809485255|Score=1.70294330370168|AnnualizedReturn=1.86560634814171|SharpeRatio=0.0336269096498685|RSquared=0.91280955674167|BetaMonths=6|Beta=0.683345916938687
Symbol=MU|AnalysisDate=6/12/2024 12:00:00 AM|EPSSlope=1.41500008106232|ProfitMarginSlope=14.6873331069946|PriceSlope=0.00302952692540828|Volatility=4.3601279258728|Volume=0|Violation=False|Slope=0.00302952692540828|Score=1.87829421388809|AnnualizedReturn=2.14564624173492|SharpeRatio=0.0278343568333694|RSquared=0.875397899874373|BetaMonths=6|Beta=1.43970130261696
Symbol=CGNT|AnalysisDate=6/12/2024 12:00:00 AM|EPSSlope=0.179999992251396|ProfitMarginSlope=2.10859680175781|PriceSlope=0.00216369695741078|Volatility=0.215925648808479|Volume=0|Violation=False|Slope=0.00216369695741078|Score=1.01041980111879|AnnualizedReturn=1.72504240582396|SharpeRatio=-0.0907828558316623|RSquared=0.585736210140389|BetaMonths=6|Beta=3.35892380585992
Symbol=ANET|AnalysisDate=6/13/2024 12:00:00 AM|EPSSlope=0.305000066757202|ProfitMarginSlope=0.645990371704102|PriceSlope=0.00288906159226903|Volatility=9.50187969207764|Volume=0|Violation=False|Slope=0.00288906159226903|Score=1.92036438909996|AnnualizedReturn=2.07102472548187|SharpeRatio=-0.0212573296950645|RSquared=0.927253241099354|BetaMonths=6|Beta=1.6181745198285
Symbol=STX|AnalysisDate=6/13/2024 12:00:00 AM|EPSSlope=1.10500001907349|ProfitMarginSlope=7.71608257293701|PriceSlope=0.00203696197331611|Volatility=4.06121301651001|Volume=0|Violation=False|Slope=0.00203696197331611|Score=1.48765237740016|AnnualizedReturn=1.67081982187855|SharpeRatio=-0.250784500243747|RSquared=0.890372712796493|BetaMonths=6|Beta=1.60743681717391
TotalStopLimits=155
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