diff --git a/Sessions/CMT20200817.txt b/Sessions/CMT20200817.txt index dd43ea5..1d13b4a 100644 --- a/Sessions/CMT20200817.txt +++ b/Sessions/CMT20200817.txt @@ -1,20 +1,18 @@ CMTSESSIONv1.00 -LastUpdated=9/3/2024 9:21:52 PM +LastUpdated=9/5/2024 12:05:37 PM TradeDate=9/3/2024 StartDate=1/1/0001 -AnalysisDate=9/3/2024 -CashBalance=1292.51 +AnalysisDate=9/5/2024 +CashBalance=4156.02 NonTradeableCash=4621.72 -SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=9/3/2024|BetaMonths=6|TradeDate=9/3/2024|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=9/5/2024|BetaMonths=6|TradeDate=9/3/2024|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=CSWI|PurchaseDate=4/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=4|PurchasePrice=233.42|CurrentPrice=315.47|Exposure=933.68|MarketValue=1261.88|GainLoss=328.2|GainLossPcnt=0.351512295433125|PositionRiskDecimal=0.12|R=28.0776|C=139.406|P=4.96502550075505|InitialStopLimit=205.41|TrailingStopLimit=287.677069473267|TotalRiskExposure=112.3104|RMultiple=2.92R|Volatility=10.8258943557739|Volume=0|LastStopAdjustment=8/23/2024 12:00:00 AM|Comment=Price changed on 4/19/2024 from $233.98 to $233.42 -Symbol=XPO|PurchaseDate=7/18/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=17|PurchasePrice=111.54|CurrentPrice=112.71|Exposure=1896.18|MarketValue=1916.07|GainLoss=19.8899999999999|GainLossPcnt=0.0104895104895104|PositionRiskDecimal=0.12|R=13.3176|C=233.217265281677|P=17.5119590077549|InitialStopLimit=97.66|TrailingStopLimit=100.915784378052|TotalRiskExposure=226.3992|RMultiple=0.09R|Volatility=13.2911081314087|Volume=0|LastStopAdjustment=7/31/2024 12:00:00 AM|Comment=Price changed on 7/19/2024 from $110.98 to $111.54 +TotalActivePositions=4 Symbol=SFM|PurchaseDate=7/25/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=22|PurchasePrice=84.63|CurrentPrice=99.69|Exposure=1861.86|MarketValue=2193.18|GainLoss=331.32|GainLossPcnt=0.177951081176888|PositionRiskDecimal=0.12|R=9.9852|C=221.262|P=22.1589953130633|InitialStopLimit=74.47|TrailingStopLimit=91.1591432094574|TotalRiskExposure=219.6744|RMultiple=1.51R|Volatility=4.38531112670898|Volume=0|LastStopAdjustment=8/29/2024 12:00:00 AM|Comment=Price changed on 7/26/2024 from $83.21 to $84.63 Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=159.5|Exposure=1919.84|MarketValue=2073.5|GainLoss=153.66|GainLossPcnt=0.0800379198266521|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=147.743786468506|TotalRiskExposure=229.1328|RMultiple=0.67R|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 Symbol=CTLT|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=19|PurchasePrice=59.15|CurrentPrice=60.7|Exposure=1123.85|MarketValue=1153.3|GainLoss=29.45|GainLossPcnt=0.0262045646661032|PositionRiskDecimal=0.12|R=7.098|C=136.701|P=19.2590870667794|InitialStopLimit=52.052|TrailingStopLimit=58.1399284744263|TotalRiskExposure=134.862|RMultiple=0.22R|Volatility=0.741820454597473|Volume=0|LastStopAdjustment=8/12/2024 12:00:00 AM Symbol=LPX|PurchaseDate=8/8/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=9|PurchasePrice=96.04|CurrentPrice=94.25|Exposure=864.36|MarketValue=848.25|GainLoss=-16.11|GainLossPcnt=-0.0186380674718867|PositionRiskDecimal=0.12|R=11.496|C=107.8435|P=9.38095859429367|InitialStopLimit=84.52|TrailingStopLimit=87.9475710868835|TotalRiskExposure=103.464|RMultiple=-0.16R|Volatility=8.17436504364014|Volume=0|LastStopAdjustment=8/29/2024 12:00:00 AM|Comment=Price changed on 8/9/2024 from $95.80 to $96.04 -TotalPositions=105 +TotalPositions=107 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. Symbol=POOL|PurchaseDate=9/1/2020 12:00:00 AM|SellDate=9/8/2020 12:00:00 AM|Shares=2|PurchasePrice=332.21|CurrentPrice=288.44|Exposure=664.42|MarketValue=576.88|GainLoss=-87.54|GainLossPcnt=-0.131754011017128|PositionRiskDecimal=0.12|R=39.5904|C=80.0065|P=2.02085606611704|InitialStopLimit=290.3296|TrailingStopLimit=290.3296|TotalRiskExposure=79.1808|RMultiple=-1.11R|Volatility=4.28818368911743|Volume=259404|LastStopAdjustment=1/1/0001 12:00:00 AM|Comment=Manual close. @@ -120,6 +118,8 @@ Symbol=LLY|PurchaseDate=6/10/2024 12:00:00 AM|SellDate=7/25/2024 12:00:00 AM|Sha Symbol=PANW|PurchaseDate=4/24/2024 12:00:00 AM|SellDate=8/2/2024 12:00:00 AM|Shares=4|PurchasePrice=286|CurrentPrice=306.17|Exposure=1144|MarketValue=1224.68|GainLoss=80.6800000000001|GainLossPcnt=0.0705244755244756|PositionRiskDecimal=0.12|R=35.2584|C=161.122|P=4.56974791822658|InitialStopLimit=258.56|TrailingStopLimit=309.682215805054|TotalRiskExposure=141.0336|RMultiple=0.57R|Volatility=15.2390480041504|Volume=0|LastStopAdjustment=6/28/2024 12:00:00 AM|Comment=Manual close. Symbol=TILE|PurchaseDate=5/8/2024 12:00:00 AM|SellDate=8/5/2024 12:00:00 AM|Shares=52|PurchasePrice=16.03|CurrentPrice=16.45|Exposure=833.56|MarketValue=855.4|GainLoss=21.8399999999999|GainLossPcnt=0.0262008733624453|PositionRiskDecimal=0.12|R=1.914|C=100.352|P=52.4305120167189|InitialStopLimit=14.11|TrailingStopLimit=14.8027858674526|TotalRiskExposure=99.528|RMultiple=0.22R|Volatility=0.379707545042038|Volume=0|LastStopAdjustment=7/16/2024 12:00:00 AM|Comment=Manual close. Symbol=KTOS|PurchaseDate=2/23/2024 12:00:00 AM|SellDate=8/8/2024 12:00:00 AM|Shares=30|PurchasePrice=17.94|CurrentPrice=18.57|Exposure=538.2|MarketValue=557.1|GainLoss=18.9|GainLossPcnt=0.0351170568561872|PositionRiskDecimal=0.12|R=2.4216|C=73.686|P=30.4286422200198|InitialStopLimit=15.79|TrailingStopLimit=18.6699286651611|TotalRiskExposure=72.648|RMultiple=0.26R|Volatility=0.288610696792603|Volume=0|LastStopAdjustment=7/10/2024 12:00:00 AM|Comment=Manual close. +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. +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. TotalCandidates=69 Symbol=CLS|AnalysisDate=5/23/2024 12:00:00 AM|EPSSlope=0.325000047683716|ProfitMarginSlope=0.132425308227539|PriceSlope=0.00536570113185157|Volatility=3.07577896118164|Volume=0|Violation=False|Slope=0.00536570113185157|Score=3.66444100583813|AnnualizedReturn=3.86575376080901|SharpeRatio=0.524812425738442|RSquared=0.947924061534445|BetaMonths=6|Beta=1.94408550251252 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