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Closed DVA, GDDY

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Sean
2025-02-14 21:41:20 -05:00
parent cded0badd8
commit 9731fa10b2
1 changed files with 6 additions and 6 deletions
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Sessions/CMT20200817.txt
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@@ -1,20 +1,18 @@
CMTSESSIONv1.00
LastUpdated=2/14/2025 9:37:15 PM
LastUpdated=2/14/2025 9:40:21 PM
TradeDate=2/13/2025
StartDate=1/1/0001
AnalysisDate=2/14/2025
CashBalance=962.4514280105
CashBalance=4977.4014280105
NonTradeableCash=2621.72
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=2/14/2025|BetaMonths=6|TradeDate=2/13/2025|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=212.54|Exposure=1919.84|MarketValue=2763.02|GainLoss=843.18|GainLossPcnt=0.439192849404117|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=3.68R|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
TotalActivePositions=4
Symbol=SKYW|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=45|PurchasePrice=116.31|CurrentPrice=108.79|Exposure=5233.95|MarketValue=4895.55|GainLoss=-338.4|GainLossPcnt=-0.0646548018227151|PositionRiskDecimal=0.12|R=13.9404|C=638.420571400525|P=45.7964313362977|InitialStopLimit=102.35|TrailingStopLimit=102.35|TotalRiskExposure=627.318|RMultiple=-0.54R|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=51.22|Exposure=3163.2|MarketValue=3073.2|GainLoss=-90|GainLossPcnt=-0.0284522003034901|PositionRiskDecimal=0.12|R=6.2532|C=377.038071400525|P=60.2952202713051|InitialStopLimit=46.39|TrailingStopLimit=46.39|TotalRiskExposure=375.192|RMultiple=-0.24R|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=177.06|Exposure=1711.4|MarketValue=1770.6|GainLoss=59.2|GainLossPcnt=0.0345915624634802|PositionRiskDecimal=0.12|R=20.6484|C=220.708071400525|P=10.6888703919202|InitialStopLimit=150.6|TrailingStopLimit=160.963856563568|TotalRiskExposure=206.484|RMultiple=0.29R|Volatility=3.60059523582458|Volume=0|LastStopAdjustment=2/11/2025 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=214.97|Exposure=1024.5|MarketValue=1074.85|GainLoss=50.3499999999999|GainLossPcnt=0.049145924841386|PositionRiskDecimal=0.12|R=24.5268|C=132.993071400525|P=5.42235723374125|InitialStopLimit=180.31|TrailingStopLimit=188.276784000397|TotalRiskExposure=122.634|RMultiple=0.41R|Volatility=3.26635074615479|Volume=0|LastStopAdjustment=2/12/2025 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=98.57|Exposure=672.91|MarketValue=689.99|GainLoss=17.08|GainLossPcnt=0.0253822948091127|PositionRiskDecimal=0.12|R=11.466|C=81.895571400525|P=7.14247090533098|InitialStopLimit=84.59|TrailingStopLimit=87.9439997005463|TotalRiskExposure=80.262|RMultiple=0.21R|Volatility=4.41244173049927|Volume=0|LastStopAdjustment=2/13/2025 12:00:00 AM|Comment=Price changed on 2/10/2025 from $95.55 to $96.13
TotalPositions=115
TotalPositions=117
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.
@@ -130,6 +128,8 @@ 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.
Symbol=DVA|PurchaseDate=2/6/2025 12:00:00 AM|SellDate=2/14/2025 12:00:00 AM|Shares=10|PurchasePrice=171.14|CurrentPrice=153|Exposure=1711.4|MarketValue=1530|GainLoss=-181.4|GainLossPcnt=-0.105995091737758|PositionRiskDecimal=0.12|R=20.6484|C=220.708071400525|P=10.6888703919202|InitialStopLimit=150.6|TrailingStopLimit=160.963856563568|TotalRiskExposure=206.484|RMultiple=-0.88R|Volatility=3.60059523582458|Volume=0|LastStopAdjustment=2/11/2025 12:00:00 AM|Comment=Manual close.
Symbol=GDDY|PurchaseDate=8/5/2024 12:00:00 AM|SellDate=2/14/2025 12:00:00 AM|Shares=13|PurchasePrice=147.68|CurrentPrice=191.15|Exposure=1919.84|MarketValue=2484.95|GainLoss=565.11|GainLossPcnt=0.294352654387866|PositionRiskDecimal=0.12|R=17.6256|C=232.173|P=13.172487745098|InitialStopLimit=129.96|TrailingStopLimit=191.86757270813|TotalRiskExposure=229.1328|RMultiple=2.47R|Volatility=2.29647755622864|Volume=0|LastStopAdjustment=1/24/2025 12:00:00 AM|Comment=Manual close.
TotalCandidates=58
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